Cambridge Working Papers in Economics

from Faculty of Economics, University of Cambridge
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9512: The Theory of Implemetation when the Planner is a PLayer

Sandeep Baliga, Luis C. Corchon and Tomas Sjostrom

9511: Universal Collusion and Renegotiation, Dictators and Contracts

Sandeep Baliga

9510: Negotiations with Side-Deals

Sandeep Baliga and Roberto Serrano

9509: Imperfect Competition and Chemical Accumulation in the Environment

R. Mason

9508: Planning and Macroeconomic Stabilization in Iran

M Hashem Pesaran

9506: Budgetary Aspects of Stabilization and Structural Adjustment in India

Willem Hendrik Buiter and U.R. Patel

9505: European Pension Systems: A Simulation Analysis

Turalay Kenc and W. Perraudin

9504: Risk-Averse Traders with Inside Information

Paolo Vitale

9503: Dynamic Linear Models for Heterogeneous Panels

M Hashem Pesaran, Ronald Smith and K.S. Im

9502: Reserve Cycles

Robert P. Flood, W. Perraudin and Paolo Vitale

9501: Sequential Reorganisation of Corporate Debt Contracts

Mella-Barral, P.

9422: Technical Effiency in Electrical Power Plants

Michael Gerald Pollitt

9421: Regulatory Policies and Reform in the Electricity Supply Industry

David M Newbery

9420: Testing a Time-Series for Difference Stationarity

B.P.M. McCabe and A.R. Tremayne

9419: Long-Run Structural Modelling

M Hashem Pesaran and Y. Shin

9418: Iranian Economy During the Pahlavi Era

M Hashem Pesaran

9417: Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees

S. Fries, Mella-Barral,P. and W.R.M. Perraudin

9416: New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes

Mella-Barral,P. and W.R.M. Perraudin

9415: Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results

Michael Binder and M Hashem Pesaran

9414: Option Games

B. Lambrecht and W. Perraudin

9413: Replacing the U.K. Income Tax with a Progressive Consumption Tax

J. Phutton and Turalay Kenc

9412: Information Flows in the Foreign Exchange Markets

W. Perraudin and Paolo Vitale

9411: Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function

John L. Knight and S.E. Satchell

9410: CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION

W.R.M. Perraudin and Bent E. Sorensen

9409: Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991

Kevin Lee

9408: Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options

M. Ncube and S.E. Satchell

9407: A Floor and Ceiling Model of U.S. Output

M Hashem Pesaran and Simon Potter

9406: The Use of Recursive Model Selection Strategies in Forecasting Stock Returns

M Hashem Pesaran and Allan Timmermann

9405: Specific Investment, Hold-Up, and Commitment Through Dual-Class Common Stock

C. Doyle and M. Maher

9404: Real Effective Exchange Rates 1870-1913: The Core Industrial Countries

Solomos Solomou and Luis A.V. Catão

9321: Limited-Dependaent Rational Expectations Models with Future Expectations

M Hashem Pesaran and Hossein Samiei

9320: Forecasting Ultimate Resource Recovery

M Hashem Pesaran and Hossein Samiei

9319: Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market

Leonard C G Rogers, S.E. Satchell and Y. Yoon

9318: Limited-Dependent Rational Expectations Models with Stochastic Thresholds

M Hashem Pesaran and F.J. Murcia

9317: Accounting for Property Assets in the Public and Private Sector

C. Pratten

9316: Measures of Real Effective Exchange Rates

Stephen Hurst Wright

9315: Acces Costs and Entry in the Local Telecommunications Network: A Case for De-Averaged Rates

M.E. Maher

9314: The Natural Rate Hypothesis and its Testable Implications

M Hashem Pesaran and Ronald Smith

9313: Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction

M Hashem Pesaran and M. Karshenas

9312: The Dollar-Pound Forward Exchange Rate 1919-1939

M. Kitsom, Hossein Samiei and Solomos Solomou (Michael Kitson)

9311: Cointegration and Speed of Convergence to Equilibrium

M Hashem Pesaran and Y. Shin

9310: Investment and Trade Over Networks: Commitment Through Joint Ventures

C. Doyle and M. Maher

9308: Alternative Approaches to Estimating Long-Run Energy Demand Elasticities: An Application to Asian Developing Countries

M. Hashem and Ronald Smith

9307: Some Statistics for Testing the Influence of the Number of Transactions on the Distributions of Returns

S. Satchell and J. Yoon

9306: Cointegration and Direct Tests of the Rational Expectations Hypothesis

Michael McAleer, C.R. McKenzie and M.H. Pesaren (M Hashem Pesaran)

9224: Theory and Evidence in Economics

M Hashem Pesaran and Ronald Smith

9223: The Interaction Between Theory and Observation in Economics

M Hashem Pesaran and Ronald Smith

9222: A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models

B. Pesaran and M Hashem Pesaran

9221: UK National Income 1920-1938: The Implications of Balanced Estimates

Solomos Solomou and Martin Robert Weale

9220: A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method

M Hashem Pesaran