City University Economics Discussion Papers

from Department of Economics, City University, London
Contact information at EDIRC.
Series data maintained by Michael Ben-Gad ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

09/10: Detecting the Presence of Informed Price Trading Via Structural Break Tests

Jose Olmo, Keith Pilbeam and William Pouliot

09/09: Extreme Value Theory Filtering Techniques for Outlier Detection

Jose Olmo

09/08: A uniform Time Trade Off method for states better and worse than dead: feasibility study of the ‘lead time’ approach

Nancy Devlin, Aki Tsuchiya, Ken Buckingham and Carl Tilling

09/07: Does the value of quality of life depend on duration?

Nancy Devlin, Aki Tsuchiya, Ken Buckingham and Carl Tilling

09/06: Instrumental Variables Quantile Regression for Panel Data with Measurement Errors

Antonio Galvao and Montes-Rojas, Gabriel

09/05: Threshold Quantile Autoregressive Models

Antonio Galvao, Montes-Rojas, Gabriel and Jose Olmo

09/04: Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns

Antonio Galvao, Montes-Rojas, Gabriel and Sung Park

09/03: Using the EQ-5D as a performance measurement tool in the NHS

Nancy Devlin, David Parkin and John Browne

09/02: The Two Sector Endogenous Growth Model: An Atlas

Ben-Gad, Michael

09/01: The Role of Quality Ladders in a Ricardian Model of Trade with Nonhomothetic Preferences

Esteban Jaimovich and Vincenzo Merella

08/15: U-statistic Type Tests for Structural Breaks in Linear Regression Models

Jose Olmo and William Pouliot

08/14: The Impact of Industry Collaboration on Academic Research Output: A Dynamic Panel Data Analysis

Albert Banal-Estanol, Jofre-Bonet, Mireia and Cornelia Cornelia Meissner

08/13: Commercial Incentives in Academia

Albert Banal-Estanol and Ines Macho-Stadler

08/12: Glass slippers and glass ceilings: A positive analysis of gender inequality and marriage

Saqib Jafarey

08/11: Testing Downside Risk Efficiency Under Market Distress

Jesus Gonzalo and Jose Olmo

08/10: Statistical analysis of EQ-5D profiles: does the use of value sets bias inference?

David Parkin, Nigel Rice and Nancy Devlin

08/09: Early Detection Techniques for Market Risk Failure

Jose Olmo and William Pouliot

08/08: A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences

Oscar Martinez and Jose Olmo

08/07: Analyzing Economic Policy Using High Order Perturbations

Ben-Gad, Michael

08/06: Infrastructure Contracts: Trust and Institutional Updating

Xeni Dassiou and Jon Stern

08/05: Allocating Security Expenditures under Knightian Uncertainty: an Info-Gap Approach

Ben-Gad, Michael, Ben-Haim, Yakov and Dan Peled

08/04: The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows

Carl Chiarella, Giulia Iori and Josep Perelló

08/03: An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architectures

Giulia Iori and Christophe Deissenberg

08/02: A note on the nature of utility in time and health and implications for cost utility analysis

Ken Buckingham and Nancy Devlin

08/01: Robust misspecification tests for the Heckman’s two-step estimator

Montes-Rojas, Gabriel (Gabriel Montes Rojas)

07/16: The strategic interaction between firms and formulary committees: Effects on the prices of new drugs

Maria del Carmen Garcia-Alonso and García-Mariñoso, Begoña

07/15: Forecasting using Bayesian and information theoretic model averaging: an application to UK in flation

George Kapetanios, Vincent Labhard and Simon Price

07/14: The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries

Coto-Martinez, Javier and Juan Reboredo

07/13: Are African Electricity Distribution Companies Efficient? Evidence from the Southern African Countries

Antonio Estache, Beatriz Tovar and Lourdes Trujillo

07/12: Socioeconomic Networks with Long-Range Interactions

Rui Carvalho and Giulia Iori

07/11: Estimation risk effects on backtesting for parametric value-at-risk models

Juan Carlos Escanciano and Jose Olmo

07/10: A Resolution of the Forward Discount Puzzle

Jose Olmo and Keith Pilbeam

07/09: Financial Incentives in Academia: Research versus Development

Albert Banal-Estanol and Ines Macho-Stadler

07/08: Efficiency measurement in the port industry: A survey of the empirical evidence

Marianela González and Lourdes Trujillo

07/07: Utilities reforms and corruption in developing countries

Antonio Estache, Ana Goicoechea and Lourdes Trujillo

07/06: Institutions and Infrastructure Investment in Low and Middle-Income Countries: The Case of Mobile Communications

Federica Maiorano and Jon Stern

07/05: The European Port Industry: An Analysis of its Economic Efficiency

Lourdes Trujillo and Beatriz Tovar

07/04: Econometric Estimation of Scale and Scope Economies Within the Port Sector: A Review

Beatriz Tovar, Jara-Díaz, Sergio and Lourdes Trujillo

07/03: Government Expenditures on Education, Health, and Infrastructure: A Naïve Look at Levels, Outcomes, and Efficiency

Antonio Estache, Marianela González and Lourdes Trujillo

07/02: The Impact of Heavy Tails and Comovements in Downside-Risk Diversification

Jesus Gonzalo and Jose Olmo

07/01: An Asset Pricing Model for Mean-Variance-Downside-Risk Averse Investors

Jose Olmo

06/11: Bank Mergers and Diversification: Implications for Competition Policy

Albert Banal-Estanol and Marco Ottaviani

06/10: Weighted Network Analysis of High Frequency Cross-Correlation Measures

Giulia Iori and Ovidiu V. Precup

06/09: Currency Futures Volatility during the 1997 East Asian Crisis: An Application of Fourier Analysis

Vanessa Mattiussi and Giulia Iori

06/08: A fitness model for the Italian Interbank Money Market

Giulia de Masi, Giulia Iori and Guido Caldarelli

06/07: Merger Clusters during Economic Booms

Albert Banal-Estanol, Paul Heidhues, Rainer Nitsche and Jo Seldeslacht (Jo Seldeslachts)

06/06: Identifying the effect of public health program on child immunisation in rural Bangladesh

Zia Sadique and Niaz Asadullah

06/05: The impact of government targets on waiting times for elective surgery: new insights from time-to-event analysis

Sofia Dimakou, David Parkin, Nancy Devlin and John Appleby

06/04: Modeling Stock Pinning

Marc Jeannin, Giulia Iori and David Samuel

06/03: Trading strategies in the Italian Interbank Market

Giulia Iori, Roberto Renò, Giulia de Masi and Guido Caldarelli