Cambridge Working Papers in Economics

from Faculty of Economics, University of Cambridge
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9811: Structural Analysis of Cointegrating VARs

M Hashem Pesaran and Ronald Smith

9810: Financial Integration and Monetary Competition

R. Cardarelli and Vidal, J.-P.

9809: Economic Integration and Growth under Intergenerational Financing of Human Capital Formation

Philippe Michel and Vidal., J.-P.

9808: Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models

Michael Binder, M Hashem Pesaran and Hossein Samiei

9807: Global Equity Styles and Industry Effects: Portfolio Construction via Dummy Variables

G. W. Kuo and S. E. Satchell

9806: Modelling Emerging Market Risk Premia using Higher Moments

S. Hwang and S. E. Satchell

9805: Optimal Consumption Decisions under Social Interactions

Michael Binder and M Hashem Pesaran

9804: Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models

Cheng Hsiao, M Hashem Pesaran and A. K. Tahmiscioglu

9803: Cross-sectional Aggregation of Non-linear Models

Kees Jan van Garderen, Kevin Lee and M Hashem Pesaran

9802: Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels

M Hashem Pesaran and Z. Zhao

9801: Death and Gender in Victorian England and Wales: Comparisons with Contemporary Developing Countries

K. McNay, J. Humphries and Stephan Klasen

9735: Risk, Utility an Switching between Gambles

C. S. Pedersen and S. E. Satchell

9734: Pool Reform and Competition in Electricity, forthcoming in M. Beesley (ed.), Lectures on Regulation Series VII, London, Institute of Economic Affairs

David M Newbery

9733: Multiperson Bargaining and Strategic Complexity

K. Chatterjee and Hamid Sabourian

9732: A Neglected Controversy in the Modelling of Consumers' Expenditure

Steven Cook

9731: Dividends, Safety and Liquidation when Liabilities are Long-term and Stochastic

Robin Mason

9730: Equity Price Dynamics in Thin Emerging Markets of Central and Eastern Europe

M. Sokalska

9729: The Effect of Emigration on Human Capital Formation

Vidal, J.-P.

9728: Cross-vintage Encompassing

Steven Cook

9727: Forecasting the Growth in Consumers' Expenditure: The Treasury Model

Steven Cook

9726: Income Inequality in Hungary, 1987-1993

Paul Kattuman and Gerry Redmond

9725: The EUROMOD Preparatory Study: A Summary Report

Holly Sutherland

9724: Computing Strategy for a European Tax-Benefit Model

Ruth Hancock

9723: Eur3: A Prototype European Tax-Benefit Model

François J. Bourguignon, Cathal O'donoghue, Sastre-Descals, J., A. Spadara and F. Utili

9722: The Impact of Weather on the Construction Sector Output Variations, 1955-1989

Solomos Solomou and W. Wu

9721: Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels

M Hashem Pesaran, Y. Shin and Ronald Smith

9720: Modelling Behavioural Response in EUROMOD

N. Anders Klevmarken

9719: Production Smoothing, Inventory Investment and Asymmetric Adjustment

R. Arden, Sean Holly and Paul Turner

9718: Capital Mobility in a Dynastic Framework

Vidal, J.-P.

9717: Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK

R. Arden, Sean Holly and Paul Turner

9716: Asymmetries in Private Sector Investment: An Empirical Investigation

R. Arden, Sean Holly and Paul Turner

9715: The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing

R. Arden, Sean Holly and Paul Turner

9714: An Integrated Risk Measure with Application to UK Asset Allocation

C. Damant, S. Hwang and S. E. Satchell

9713: Small Firms in the UK

C. Pratten

9712: Measurement of Trends in Poverty and the Income Distribution

Anthony Barnes Atkinson

9711: A Study of the Factors Affecting Participation in Post-compulsory, Full-time Education and Government Supported Training by 16-18 year-olds in England and Wales

C. F. Pratten, Donald Robertson and J. R. Tatch

9710: Generalised Impulse Response Analysis in Linear Multivariate Models

M Hashem Pesaran and Y. Shin

9709: Diagnostics for IV Regressions

M Hashem Pesaran and L.W. Taylor

9708: Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems

M Hashem Pesaran and Michael Binder

9707: Competition, Contracts and Entry in the Electricity Spot Market

David M Newbery

9706: Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables

M Hashem Pesaran, Y. Shin and Richard J. Smith

9705: The 1996 Reform of the Electricity Supply Industry in the Netherlands

G. Brunekreeft

9704: Costly Coasian Contracts

Luca Anderlini and Leonardo Felli

9703: Poverty in the UK and Hungary: Evidence from the Household Budget Survey

G. Collins and G. Redmond

9702: The Chinese Army's Firm in Business: The Sanjiu Group

P. Nolan and Wang X.

9701: The Restructuring and Privatisation of the Electricity Supply Industry in Northern Ireland: Will it be Worth it?

Michael Gerald Pollitt

9625: A Recursive Modelling Approach to Predicting UK Stock Returns'

M Hashem Pesaran and Allan Timmermann

9624: Child Poverty, Economic Transition and Welfare State Regimes in the UK and Hungary'

S. Jarvis and G. Redmond

9623: An Extended Family of Financial Risk Measures

C. S. Pedersen and S. E. Satchell

9622: Testing for the 'Existence of a Long-run Relationship'

M Hashem Pesaran, Y. Shin and Richard J. Smith