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Details about Donald Robertson

Workplace:Faculty of Economics, University of Cambridge, (more information at EDIRC)

Access statistics for papers by Donald Robertson.

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

Short-id: pro466


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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 Downloads

2019

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

2017

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

2016

  1. Long-Run Debt Ratios with Fiscal Fatigue
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)
  2. What univariate models tell us about multivariate macroeconomic models
    EMF Research Papers, Economic Modelling and Forecasting Group Downloads

2014

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

2013

  1. IV Estimation of Panels with Factor Residuals
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (8)

    See also Journal Article in Journal of Econometrics (2015)

2012

  1. 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 Downloads View citations (3)

2005

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

2004

  1. 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 Downloads View citations (1)

2001

  1. Minimum Wages and Employment
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (6)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) Downloads View citations (4)

2000

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

1998

  1. Pre-School Education and Attainment in the NCDS and BCS
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads View citations (10)
  2. 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

  1. 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

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

1994

  1. 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 Downloads

1993

  1. Five Weeks in the Life of the Pound: Interest Rates
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1993) Downloads
  2. Real Interest Rates and Index Linked Gilts
    CEP Discussion Papers, Centre for Economic Performance, LSE Downloads
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1993) Downloads View citations (1)

    See also Journal Article in The Manchester School of Economic & Social Studies (1997)

1991

  1. Output, Inflation and the ERM
    CEP Discussion Papers, Centre for Economic Performance, LSE
    See also Journal Article in Oxford Economic Papers (1992)
  2. 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

  1. 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

  1. 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 Downloads View citations (22)
    See also Working Paper (2013)
  2. Leverage Constraints and Real Interest Rates
    Manchester School, 2015, 83, 83-109 Downloads
    See also Working Paper (2014)

2009

  1. A test of cross section dependence for a linear dynamic panel model with regressors
    Journal of Econometrics, 2009, 148, (2), 149-161 Downloads View citations (96)
  2. On the impact of error cross-sectional dependence in short dynamic panel estimation
    Econometrics Journal, 2009, 12, (1), 62-81 Downloads View citations (66)

2008

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

2007

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

2006

  1. Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions
    The Review of Economics and Statistics, 2006, 88, (1), 91-99 Downloads View citations (15)
  2. Permanent vs transitory components and economic fundamentals
    Journal of Applied Econometrics, 2006, 21, (4), 521-542 Downloads View citations (38)
    See also Working Paper (2005)

2003

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

1999

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

1997

  1. Measuring Economic Convergence
    International Journal of Finance & Economics, 1997, 2, (2), 131-43 Downloads View citations (18)
  2. 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 (6)
    See also Working Paper
  3. 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 Downloads View citations (2)
  4. 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

  1. Firm behaviour under the threat of liquidation
    Journal of Economic Dynamics and Control, 1996, 20, (8), 1427-1449 Downloads View citations (40)

1994

  1. 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

  1. 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

  1. Measuring Convergence of the EC Economies
    The Manchester School of Economic & Social Studies, 1992, 60, 99-111 View citations (41)
  2. Output, Inflation and the ERM
    Oxford Economic Papers, 1992, 44, (3), 373-86 Downloads View citations (3)
    See also Working Paper (1991)
  3. Some Strange Properties of Panel Data Estimators
    Journal of Applied Econometrics, 1992, 7, (2), 175-89 Downloads View citations (90)
    See also Working Paper (1991)
  4. Term Structure Forecasts of Inflation
    Economic Journal, 1992, 102, (414), 1083-93 Downloads View citations (11)

1990

  1. The Occupational Choice of British Children
    Economic Journal, 1990, 100, (402), 828-41 Downloads 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 Downloads
 
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