Details about Donald Robertson

Access statistics for papers by Donald Robertson.

Last updated 2018-12-11. Update your information in the RePEc Author Service.

Short-id: pro466

Working Papers

2020

1. 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

2. 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
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2019) View citations (1)

2017

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

2016

4. Long-Run Debt Ratios with Fiscal Fatigue
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
5. What univariate models tell us about multivariate macroeconomic models
   EMF Research Papers, Economic Modelling and Forecasting Group

2014

6. GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
   MPRA Paper, University Library of Munich, Germany View citations (4)
7. Leverage constraints and real interest rates
   Research Discussion Papers, Bank of Finland View citations (1)
   See also Journal Article in Manchester School (2015)
8. The net worth trap: investment and output dynamics in the presence of financing constraints
   Research Discussion Papers, Bank of Finland View citations (4)

2013

9. IV Estimation of Panels with Factor Residuals
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (10)
   See also Journal Article in Journal of Econometrics (2015)

2012

10. 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 (3)

2005

11. Permanent vs Transitory Components and Economic Fundamentals
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics
    See also Journal Article in Journal of Applied Econometrics (2006)

2004

12. 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

13. Minimum Wages and Employment
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (7)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) View citations (5)

2000

14. Debt, Incentives and Performance: Evidence from UK Panel Data
    FMG Discussion Papers, Financial Markets Group
    See also Journal Article in Economic Journal (2003)
15. Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (26)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) View citations (5)

1998

16. Pre-School Education and Attainment in the NCDS and BCS
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (10)
17. 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 (4)

1997

18. 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

19. Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (12)
20. Self-Selection in The State School System
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (1)
    See also Journal Article in Education Economics (2003)

1994

21. 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

22. 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)
23. 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 in The Manchester School of Economic & Social Studies (1997)

1991

24. Output, Inflation and the ERM
    CEP Discussion Papers, Centre for Economic Performance, LSE
    See also Journal Article in Oxford Economic Papers (1992)
25. Some Strange Properties of Panel Data Estimators
    CEP Discussion Papers, Centre for Economic Performance, LSE View citations (2)
    See also Journal Article in Journal of Applied Econometrics (1992)

1988

26. THE OCCUPATIONAL CHOICE OF BRITISH CHILDREN
    Working Papers, London School of Economics - Centre for Labour Economics View citations (1)
    See also Journal Article in Economic Journal (1990)

Undated

27. 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 in Oxford Bulletin of Economics and Statistics (1997)

Journal Articles

2015

1. IV estimation of panels with factor residuals
   Journal of Econometrics, 2015, 185, (2), 526-541 View citations (30)
   See also Working Paper (2013)
2. Leverage Constraints and Real Interest Rates
   Manchester School, 2015, 83, 83-109
   See also Working Paper (2014)

2009

3. A test of cross section dependence for a linear dynamic panel model with regressors
   Journal of Econometrics, 2009, 148, (2), 149-161 View citations (109)
4. On the impact of error cross-sectional dependence in short dynamic panel estimation
   Econometrics Journal, 2009, 12, (1), 62-81 View citations (76)

2008

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

2007

6. Maximum likelihood factor analysis with rank-deficient sample covariance matrices
   Journal of Multivariate Analysis, 2007, 98, (4), 813-828 View citations (8)

2006

7. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions
   The Review of Economics and Statistics, 2006, 88, (1), 91-99 View citations (16)
8. Permanent vs transitory components and economic fundamentals
   Journal of Applied Econometrics, 2006, 21, (4), 521-542 View citations (38)
   See also Working Paper (2005)

2003

9. Debt, Incentives and Performance: Evidence from UK Panel Data
   Economic Journal, 2003, 113, (490), 903-919 View citations (17)
   See also Working Paper (2000)
10. Self-selection in the state school system
    Education Economics, 2003, 11, (3), 259-272 View citations (5)
    See also Working Paper (1996)

1999

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

1997

12. Measuring Economic Convergence
    International Journal of Finance & Economics, 1997, 2, (2), 131-43 View citations (18)
13. 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 (7)
    See also Working Paper
14. 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)
15. 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 (1993)

1996

16. Firm behaviour under the threat of liquidation
    Journal of Economic Dynamics and Control, 1996, 20, (8), 1427-1449 View citations (42)

1994

17. 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 (2)

1993

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

1992

19. Measuring Convergence of the EC Economies
    The Manchester School of Economic & Social Studies, 1992, 60, 99-111 View citations (42)
20. Output, Inflation and the ERM
    Oxford Economic Papers, 1992, 44, (3), 373-86 View citations (3)
    See also Working Paper (1991)
21. Some Strange Properties of Panel Data Estimators
    Journal of Applied Econometrics, 1992, 7, (2), 175-89 View citations (94)
    See also Working Paper (1991)
22. Term Structure Forecasts of Inflation
    Economic Journal, 1992, 102, (414), 1083-93 View citations (11)

1990

23. The Occupational Choice of British Children
    Economic Journal, 1990, 100, (402), 828-41 View citations (17)
    See also Working Paper (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