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Details about Andy Snell

Homepage:http://homepages.ed.ac.uk/snella/
Workplace:School of Economics, University of Edinburgh, (more information at EDIRC)

Access statistics for papers by Andy Snell.

Last updated 2024-04-05. Update your information in the RePEc Author Service.

Short-id: psn16


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Working Papers

2018

  1. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (8)
    See also Journal Article Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) Downloads View citations (8) (2018)

2017

  1. Inequality Indices as Tests of Fairness
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in Working Papers, ECINEQ, Society for the Study of Economic Inequality (2017) Downloads View citations (1)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2017) Downloads View citations (1)

    See also Journal Article Inequality Indices as Tests of Fairness, The Economic Journal, Royal Economic Society (2019) Downloads View citations (5) (2019)

2016

  1. Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (3)
    Also in Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics (2016) Downloads View citations (4)
    Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research (2016) Downloads View citations (2)

    See also Journal Article Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution, Journal of Labor Economics, University of Chicago Press (2018) Downloads View citations (11) (2018)

2014

  1. A Competitive Model of Worker Replacement and Wage Rigidity
    CESifo Working Paper Series, CESifo Downloads
    See also Journal Article A COMPETITIVE MODEL OF WORKER REPLACEMENT AND WAGE RIGIDITY, Economic Inquiry, Western Economic Association International (2015) Downloads (2015)
  2. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Evidence from Germany
    VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association Downloads

2011

  1. Minu, Startu and All That: Pitfalls in Estimating the Sensitivity of a Worker's Wage to Aggregate Unemployment
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2010) Downloads

2010

  1. Minu, Startu and all that:- Pitfalls in estimating the sensitivity of a worker’s wage to aggregate unemployment
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads

2009

  1. Labor Contracts, Equal Treatment and Wage-Unemployment Dynamics
    2009 Meeting Papers, Society for Economic Dynamics
    Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2006) Downloads View citations (4)
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2006) Downloads View citations (2)
    CESifo Working Paper Series, CESifo (2006) Downloads View citations (2)

    See also Journal Article Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics, American Economic Journal: Macroeconomics, American Economic Association (2010) Downloads View citations (18) (2010)
  2. Real and Nominal Wage Rigidity in a Model of Equal-Treatment Contracting
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)
    Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2007) Downloads

2007

  1. Inequality Measures as Tests of Fairness in an Economy
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh Downloads View citations (1)

2004

  1. Testing for nonlinear cointegration between stock prices and dividends
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads

2003

  1. Testing for Cointegration in Nonlinear STAR Error Correction Models
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads View citations (12)

2002

  1. A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh Downloads View citations (1)
    Also in Royal Economic Society Annual Conference 2002, Royal Economic Society (2002) Downloads View citations (2)
  2. Mean Group Tests for Stationarity in Heterogeneous Panels
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh Downloads View citations (3)
    See also Journal Article Mean group tests for stationarity in heterogeneous panels, Econometrics Journal, Royal Economic Society (2006) View citations (16) (2006)
  3. Trading Costs of Institutional Investors in Auction and Dealer Markets
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh Downloads

2001

  1. Rights issues versus private placements:- Theory and UK evidence
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh Downloads

2000

  1. Testing for a Unit Root against Nonlinear STAR Models
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (113)
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2000) Downloads View citations (3)
  2. The Profitability of Block Trades Auction and Dealer Markets
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998) Downloads
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000) Downloads

1999

  1. Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh Downloads View citations (2)

1996

  1. Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
    FMG Discussion Papers, Financial Markets Group Downloads
  2. Excessive stock price dispersion: a regression test of cross-sectional volatility
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  3. Using time series methods to assess information and inventory effects in a dealer market in Il-liquid stocks
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  4. Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks
    FMG Discussion Papers, Financial Markets Group Downloads View citations (1)

1994

  1. Fiscal Policy, Public Debt Stabilization and Politics: Theory and Evidence from the US and UK
    Discussion Papers, University of Exeter, Department of Economics
    Also in EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics
    Economics Discussion Papers, University of Essex, Department of Economics (1994) Downloads

1990

  1. STRUCTURAL SHIFTS IN THE MANUFACTURING EXPORT PERFORMANCE OF OECD ECONOMICS
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article Structural Shifts in the Manufacturing Export Performance of OECD Economies, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1993) Downloads View citations (4) (1993)

1988

  1. THE CONSEQUENCES OF MRS THATCHER FOR UK MANUFACTURING EXPORTS
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
    See also Journal Article The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports, Economic Journal, Royal Economic Society (1989) View citations (8) (1989)

1981

  1. RATIONAL FORECASTS FROM NON-RATIONAL MODELS
    Economic Research Papers, University of Warwick - Department of Economics Downloads
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1981) Downloads

Undated

  1. Testing For R Versus R-1 Cointegrating Vectors
    Discussion Papers, Edinburgh School of Economics, University of Edinburgh
    See also Journal Article Testing for r versus r-1 cointegrating vectors, Journal of Econometrics, Elsevier (1998) Downloads View citations (9) (1998)

Journal Articles

2024

  1. Job security, asymmetric information, and wage rigidity
    European Economic Review, 2024, 161, (C) Downloads

2019

  1. Inequality Indices as Tests of Fairness
    The Economic Journal, 2019, 129, (621), 2216-2239 Downloads View citations (5)
    See also Working Paper Inequality Indices as Tests of Fairness, CEPR Discussion Papers (2017) Downloads View citations (1) (2017)

2018

  1. Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution
    Journal of Labor Economics, 2018, 36, (1), 47 - 74 Downloads View citations (11)
    See also Working Paper Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution, IZA Discussion Papers (2016) Downloads View citations (3) (2016)
  2. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence
    Review of Economic Dynamics, 2018, 30, 265-284 Downloads View citations (8)
    See also Software Item Code and data files for "Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence", Computer Codes (2018) Downloads (2018)
    Working Paper Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence, IZA Discussion Papers (2018) Downloads View citations (8) (2018)

2016

  1. A simple diagnostic to investigate instrument validity and heterogeneous effects when using a single instrument
    Labour Economics, 2016, 42, (C), 76-86 Downloads View citations (23)

2015

  1. A COMPETITIVE MODEL OF WORKER REPLACEMENT AND WAGE RIGIDITY
    Economic Inquiry, 2015, 53, (1), 419-430 Downloads
    See also Working Paper A Competitive Model of Worker Replacement and Wage Rigidity, CESifo Working Paper Series (2014) Downloads (2014)

2010

  1. Downward Wage Rigidity in a Model of Equal Treatment Contracting
    Scandinavian Journal of Economics, 2010, 112, (4), 841-863 Downloads View citations (12)
  2. Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics
    American Economic Journal: Macroeconomics, 2010, 2, (3), 98-127 Downloads View citations (18)
    See also Working Paper Labor Contracts, Equal Treatment and Wage-Unemployment Dynamics, 2009 Meeting Papers (2009) (2009)

2006

  1. Mean group tests for stationarity in heterogeneous panels
    Econometrics Journal, 2006, 9, (1), 123-158 View citations (16)
    See also Working Paper Mean Group Tests for Stationarity in Heterogeneous Panels, Edinburgh School of Economics Discussion Paper Series (2002) Downloads View citations (3) (2002)
  2. TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
    Econometric Theory, 2006, 22, (2), 279-303 Downloads View citations (108)

2005

  1. Wage Dynamics, Cohort Effects, and Limited Commitment Models
    Journal of the European Economic Association, 2005, 3, (2-3), 350-359 Downloads View citations (4)

2003

  1. A theoretical analysis of institutional investors' trading costs in auction and dealer markets
    Economic Journal, 2003, 113, (489), 576-597 View citations (5)
  2. Testing for a unit root in the nonlinear STAR framework
    Journal of Econometrics, 2003, 112, (2), 359-379 Downloads View citations (883)
  3. What Moves OECD Real Interest Rates?
    Journal of Money, Credit and Banking, 2003, 35, (3), 375-402 View citations (12)

1998

  1. Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange
    Journal of Empirical Finance, 1998, 5, (1), 1-25 Downloads View citations (12)
  2. Testing for r versus r-1 cointegrating vectors
    Journal of Econometrics, 1998, 88, (1), 151-191 Downloads View citations (9)
    See also Working Paper Testing For R Versus R-1 Cointegrating Vectors, Discussion Papers

1996

  1. A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies
    Economics Letters, 1996, 51, (2), 225-231 Downloads View citations (11)
  2. Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence
    Economic Journal, 1996, 106, (437), 894-911 Downloads View citations (32)

1995

  1. Determinants of Price Quote Revisions on the London Stock Exchange
    Economic Journal, 1995, 105, (428), 77-94 Downloads View citations (14)
  2. Temporal aggregation and the power of tests for a unit root
    Journal of Econometrics, 1995, 65, (2), 333-345 Downloads View citations (60)

1993

  1. Structural Shifts in the Manufacturing Export Performance of OECD Economies
    Journal of Applied Econometrics, 1993, 8, (2), 149-62 Downloads View citations (4)
    See also Working Paper STRUCTURAL SHIFTS IN THE MANUFACTURING EXPORT PERFORMANCE OF OECD ECONOMICS, Cambridge Working Papers in Economics (1990) (1990)

1989

  1. Information, Rational Expectations and Macroeconomic Modelling
    Journal of Economic Surveys, 1989, 3, (2), 179-98
  2. The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports
    Economic Journal, 1989, 99, (394), 1-27 View citations (8)
    See also Working Paper THE CONSEQUENCES OF MRS THATCHER FOR UK MANUFACTURING EXPORTS, Cambridge Working Papers in Economics (1988) View citations (3) (1988)

Software Items

2018

  1. Code and data files for "Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence"
    Computer Codes, Review of Economic Dynamics Downloads
    See also Journal Article Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2018) Downloads View citations (8) (2018)
 
Page updated 2024-06-18