Details about Donald Robertson

Access statistics for papers by Donald Robertson.

Last updated 2023-01-27. Update your information in the RePEc Author Service.

Short-id: pro466

Working Papers

2023

1. Public goods and future audiences
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (1)

2020

2. The Italian North-South Divide in Perceived Dishonesty: A Matter of Trust?
   GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France

2019

3. Public Goods and Future Audiences: Acting as Role Models?
   GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France

2018

4. R2 bounds for predictive models: what univariate properties tell us about multivariate predictability
   Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (4)
   See also Journal Article R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability, Journal of Business & Economic Statistics, Taylor & Francis Journals (2019) View citations (2) (2019)

2017

5. Public goods, role models and "sucker aversion": the audience matters
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)

2016

6. Long-Run Debt Ratios with Fiscal Fatigue
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)

2014

7. GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
   MPRA Paper, University Library of Munich, Germany View citations (6)
8. Leverage constraints and real interest rates
   Bank of Finland Research Discussion Papers, Bank of Finland
   See also Journal Article Leverage Constraints and Real Interest Rates, Manchester School, University of Manchester (2015) (2015)
9. The net worth trap: investment and output dynamics in the presence of financing constraints
   Bank of Finland Research Discussion Papers, Bank of Finland View citations (1)
   See also Journal Article The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints, Mathematics, MDPI (2020) (2020)

2013

10. IV Estimation of Panels with Factor Residuals
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (10)
    See also Journal Article IV estimation of panels with factor residuals, Journal of Econometrics, Elsevier (2015) View citations (47) (2015)

2012

11. The Predictive Space, or, If x predicts y, what does y tell us about x?
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (5)

2005

12. Permanent vs Transitory Components and Economic Fundamentals
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
    See also Journal Article Permanent vs transitory components and economic fundamentals, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (41) (2006)

2004

13. Inside the black box: permanent vs transitory components and economic fundamentals
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (1)

2001

14. Minimum Wages and Employment
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (18)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) View citations (14)

2000

15. Debt, Incentives and Performance: Evidence from UK Panel Data
    FMG Discussion Papers, Financial Markets Group
    See also Journal Article Debt, Incentives and Performance: Evidence from UK Panel Data, Economic Journal, Royal Economic Society (2003) View citations (20) (2003)
16. Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (44)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) View citations (35)

1998

17. Pre-School Education and Attainment in the NCDS and BCS
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (11)
18. The Good News and the Bad News about Long-run Stock Market Returns
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (5)

1997

19. 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
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (1)

1996

20. Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (43)
21. Self-Selection in The State School System
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (2)
    See also Journal Article Self-selection in the state school system, Education Economics, Taylor & Francis Journals (2003) View citations (5) (2003)

1994

22. Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission
    School of Economics Discussion Papers, School of Economics, University of Surrey

1993

23. Five Weeks in the Life of the Pound: Interest Rates
    CEP Discussion Papers, Centre for Economic Performance, LSE
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1993)
24. Real Interest Rates and Index Linked Gilts
    CEP Discussion Papers, Centre for Economic Performance, LSE
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1993) View citations (1)
    See also Journal Article Real Interest Rates and Index-Linked Gilts, The Manchester School of Economic & Social Studies, University of Manchester (1997) View citations (5) (1997)

1991

25. Output, Inflation and the ERM
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (1)
    See also Journal Article Output, Inflation and the ERM, Oxford Economic Papers, Oxford University Press (1992) View citations (3) (1992)
26. Some Strange Properties of Panel Data Estimators
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (2)
    See also Journal Article Some Strange Properties of Panel Data Estimators, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1992) View citations (107) (1992)

1988

27. THE OCCUPATIONAL CHOICE OF BRITISH CHILDREN
    Working Papers, London School of Economics - Centre for Labour Economics View citations (1)
    See also Journal Article The Occupational Choice of British Children, Economic Journal, Royal Economic Society (1990) View citations (18) (1990)

Undated

28. Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems
    Discussion Papers, Department of Economics, University of York
    See also Journal Article Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1997) View citations (9) (1997)

Journal Articles

2020

1. The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints
   Mathematics, 2020, 8, (8), 1-32
   See also Working Paper The net worth trap: investment and output dynamics in the presence of financing constraints, Bank of Finland Research Discussion Papers (2014) View citations (1) (2014)

2019

2. R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability
   Journal of Business & Economic Statistics, 2019, 37, (4), 681-695 View citations (2)
   See also Working Paper R2 bounds for predictive models: what univariate properties tell us about multivariate predictability, Birkbeck Working Papers in Economics and Finance (2018) View citations (4) (2018)

2018

3. Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
   Journal of Business & Economic Statistics, 2018, 36, (3), 493-504 View citations (5)

2015

4. IV estimation of panels with factor residuals
   Journal of Econometrics, 2015, 185, (2), 526-541 View citations (47)
   See also Working Paper IV Estimation of Panels with Factor Residuals, Cambridge Working Papers in Economics (2013) View citations (5) (2013)
5. Leverage Constraints and Real Interest Rates
   Manchester School, 2015, 83, 83-109
   See also Working Paper Leverage constraints and real interest rates, Bank of Finland Research Discussion Papers (2014) (2014)

2009

6. A test of cross section dependence for a linear dynamic panel model with regressors
   Journal of Econometrics, 2009, 148, (2), 149-161 View citations (132)
7. On the impact of error cross-sectional dependence in short dynamic panel estimation
   Econometrics Journal, 2009, 12, (1), 62-81 View citations (111)

2008

8. Miller and Modigliani, Predictive Return Regressions and Cointegration*
   Oxford Bulletin of Economics and Statistics, 2008, 70, (2), 181-207 View citations (1)

2007

9. Maximum likelihood factor analysis with rank-deficient sample covariance matrices
   Journal of Multivariate Analysis, 2007, 98, (4), 813-828 View citations (9)

2006

10. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions
    The Review of Economics and Statistics, 2006, 88, (1), 91-99 View citations (16)
11. Permanent vs transitory components and economic fundamentals
    Journal of Applied Econometrics, 2006, 21, (4), 521-542 View citations (41)
    Also in Journal of Applied Econometrics, 2006, 21, (4), 521-542 (2006) View citations (3)
    See also Working Paper Permanent vs Transitory Components and Economic Fundamentals, Birkbeck Working Papers in Economics and Finance (2005) (2005)

2003

12. Debt, Incentives and Performance: Evidence from UK Panel Data
    Economic Journal, 2003, 113, (490), 903-919 View citations (20)
    See also Working Paper Debt, Incentives and Performance: Evidence from UK Panel Data, FMG Discussion Papers (2000) (2000)
13. Self-selection in the state school system
    Education Economics, 2003, 11, (3), 259-272 View citations (5)
    See also Working Paper Self-Selection in The State School System, CEP Discussion Papers (1996) View citations (2) (1996)

2002

14. Term Structure Forecasts of Inflation: Some Further Results
    Manchester School, 2002, 70, (6), 822-832

1999

15. Pre-school Education and Attainment in the National Child Developement Study and British Cohort Study
    Education Economics, 1999, 7, (3), 209-234 View citations (4)

1997

16. Measuring Economic Convergence
    International Journal of Finance & Economics, 1997, 2, (2), 131-43 View citations (18)
17. Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems
    Oxford Bulletin of Economics and Statistics, 1997, 59, (1), 5-27 View citations (9)
    See also Working Paper Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems, Discussion Papers
18. Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994
    The Journal of Real Estate Finance and Economics, 1997, 15, (1), 59-76 View citations (2)
19. Real Interest Rates and Index-Linked Gilts
    The Manchester School of Economic & Social Studies, 1997, 65, (1), 25-43 View citations (5)
    See also Working Paper Real Interest Rates and Index Linked Gilts, CEP Discussion Papers (1993) (1993)

1996

20. Firm behaviour under the threat of liquidation
    Journal of Economic Dynamics and Control, 1996, 20, (8), 1427-1449 View citations (45)

1994

21. Five Weeks in the Life of the Pound. Interest Rates, Expectations and Sterling's Exit from the ERM
    Oxford Bulletin of Economics and Statistics, 1994, 56, (1), 1-12 View citations (3)

1993

22. The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption
    Oxford Bulletin of Economics and Statistics, 1993, 55, (2), 237-44 View citations (2)

1992

23. Measuring Convergence of the EC Economies
    The Manchester School of Economic & Social Studies, 1992, 60, 99-111 View citations (49)
24. Output, Inflation and the ERM
    Oxford Economic Papers, 1992, 44, (3), 373-86 View citations (3)
    See also Working Paper Output, Inflation and the ERM, CEP Discussion Papers (1991) View citations (1) (1991)
25. Some Strange Properties of Panel Data Estimators
    Journal of Applied Econometrics, 1992, 7, (2), 175-89 View citations (107)
    See also Working Paper Some Strange Properties of Panel Data Estimators, CEP Discussion Papers (1991) View citations (2) (1991)
26. Term Structure Forecasts of Inflation
    Economic Journal, 1992, 102, (414), 1083-93 View citations (11)

1990

27. The Occupational Choice of British Children
    Economic Journal, 1990, 100, (402), 828-41 View citations (18)
    See also Working Paper THE OCCUPATIONAL CHOICE OF BRITISH CHILDREN, Working Papers (1988) View citations (1) (1988)

Chapters

1998

1. THE DEGREE OF CONVERGENCE WITHIN THE EMS
   Chapter 2 in Link Proceedings 1991, 1992 Selected Papers from Meetings in Moscow, 1991, and Ankara, 1992, 1998, pp 34-44