Cambridge Working Papers in Economics

from Faculty of Economics, University of Cambridge
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9219: Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods

M Hashem Pesaran, Richard G. Pierse and Kevin Lee

9218: A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing

M Hashem Pesaran and Allan Timmermann

9217: Trade in Producer Services: International Specialisation and European Integration

M.A. Landesmann and Pascal Petit

9216: Forecasting Stock Returns

M Hashem Pesaran and Allan Timmermann

9215: Estimating Long-Run Relationships From Dynamic Heterogeneous Panels

M Hashem Pesaran and Ronald Smith

9214: The Role of Sectoral Interactions in Wage Determination in the UK Economy

Kevin Lee and M Hashem Pesaran

9213: Industrial Restructuring in Eastern Europe and East-West Trade Integration

M.A. Landesmann

9212: Mutual Fund Separation with General Preferences

Arthur Lewbel and W.R.M. Perraudin

9211: Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps

Mun Sing Ho, W.R.M. Perraudin and Bent E. Sorensen

9210: Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS

Carlo Favero, M Hashem Pesaran and Sunil Sharma

9209: The Role of Public Enterprises in the National Economy

David M Newbery

9208: Capacity-Constrained Supply Function Equilibria: Competition and Entry in the Electricity Spot Market and Competition and Regulation in English Electricity Industry

David M Newbery

9207: Regulation of Mergers in the US and the UK: A new Agenda

A. Singh (Ajit Singh and Ajit Singh)

9206: Corporate Takeovers: A Review

A. Singh (Ajit Singh and Ajit Singh)

9205: The Black and Scholes Option Price as a Random Variable

M. Ncube and S. Satchell

9204: Oil Investment in the North Sea

Carlo Favero and M Hashem Pesaran

9203: Growth and Structural Change in the Swedish Model

R. Ramaswamy and J.. You

9202: Quarterly National Income Accounts for Interwar Germany, 1925, 1938

M. Ellam, Michael Kitson, Solomos Solomou and Martin Robert Weale

9201: The Move to Autarky: The Political Economy of Nazi Trade Policy

Michael Kitson

9104: QUALITY OF LIVESTOCK ASSETS UNDER SELECTIVE CREDIT SCHEMES: AVIDENCE FROM SOUTH INDIAN DATA

P. Seabright

9103: NON-NESTED TESTS FOR INSTRUMENTAL VARIABLE REGRESSION MODLS WITH DIFFERING CONDITIONNING SETS

Richard J. Smith

9102: ASYMPTOTICALLY OPTIMAL TESTS USING LIMITED INFORMATION AND TESTING FOR EXOGENEITY

Richard J. Smith

9101: BILATERALISM IN THE INTER-WAR WORLD ECONOMY

Michael Kitson and Solomos Solomou

9023: TIME, INCREASING RETURNS AND INSTITUTIONS IN MACROECONOMICS

W.A.H. Godley

9022: THE STATISTICAL AND ECONOMIC SIGNIFICANCE OF THE PREDICTABILITY OF EXESS RETURNS ON COMMON STOCKS

M Hashem Pesaran and Allan Timmermann

9021: A SIMPLE, NON-PARAMETRIC TEST OF PREDICTIVE PERFORMANCE

M Hashem Pesaran and Allan Timmermann

9020: PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE US ECONOMY

M Hashem Pesaran, Richard G. Pierse and Kevin Lee

9018: ON THE MEASUREMENT OF WELL-BEING

P. Dasgupta and Martin Robert Weale

9017: ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS

M Hashem Pesaran and Hossein Samiei

9016: EXPECTATIONS IN ECONOMICS

M Hashem Pesaran

9015: BRITAIN'S BALANCE OF PAYMENTS HIATUS: SOME UNPLEASANT MACROECONOMIC ARITHMETIC

K.J. Coutts

9014: THREE NOTES OF UK OVERSEAS INVESTMENT

C.F. Pratten

9013: ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT

Michael McAleer, M Hashem Pesaran and Anil Kumar Bera

9012: EFFICIENCY WAGES AND WAGE DISPERSION

R. Ramaswamy and R.E. Rowthorn

9011: STRUCTURAL SHIFTS IN THE MANUFACTURING EXPORT PERFORMANCE OF OECD ECONOMICS

Michael Landesmann and Andy Snell

9010: SOCIAL CORPORATISM AND LONG-TERM ECONOMIC PERFORMANCE

Michael Landesmann and J. Vartiainen

887: WEALTH TARGETS, EXCHANGE RATE TARGETS AND MACROECONOMIC POLICY

Andrew Peter Blake, David Vines and Martin Robert Weale

886: BRITISH ECONOMIC GROWTH, 1870-1913: FACTS AND ARTEFACTS

Sorin Solomon and Martin Robert Weale

885: EXPORT AND DIE: THE EXCHANGE RATE AND COMPANY FAILURE IN A MACRO-MICRO MODEL

A.W. Goudie and G. Meeks

884: THE RISE AND FALL OF THE GOLDEN AGE

Andrew John Glyn, A. Hughes, A. Lipietz and A. Singh (Ajit Singh and Ajit Singh)

883: THE CONSEQUENCES OF MRS THATCHER FOR UK MANUFACTURING EXPORTS

Michael Landesmann and Andy Snell

882: THE MACROECONOMICS OF PROTECTIONISM: A CASE STUDY OF BRITAIN IN THE 1930S

Michael Kitson and Solomos Solomou