Details about Andy Snell

Access statistics for papers by Andy Snell.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: psn16

Working Papers

2023

1. Implicit Contracts and Asymmetric Pass-through of Productivity Shocks
   Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh

2018

2. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (9)
   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) View citations (9) (2018)

2017

3. Inequality Indices as Tests of Fairness
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2017) View citations (1)
   Working Papers, ECINEQ, Society for the Study of Economic Inequality (2017) View citations (1)
   See also Journal Article Inequality Indices as Tests of Fairness, The Economic Journal, Royal Economic Society (2019) View citations (5) (2019)

2016

4. Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution
   Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research View citations (2)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2016) View citations (3)
   Nova SBE Working Paper Series, Universidade Nova de Lisboa, Nova School of Business and Economics (2016) View citations (4)
   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) View citations (13) (2018)

2014

5. A Competitive Model of Worker Replacement and Wage Rigidity
   CESifo Working Paper Series, CESifo
   See also Journal Article A COMPETITIVE MODEL OF WORKER REPLACEMENT AND WAGE RIGIDITY, Economic Inquiry, Western Economic Association International (2015) (2015)
6. 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

2011

7. 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)
   Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2010)

2010

8. 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)

2009

9. 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) View citations (4)
   CESifo Working Paper Series, CESifo (2006) View citations (2)
   Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (2006) View citations (2)
   See also Journal Article Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (21) (2010)
10. Real and Nominal Wage Rigidity in a Model of Equal-Treatment Contracting
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
    Also in CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2007)

2007

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

2004

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

2003

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

2002

14. 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 View citations (1)
    Also in Royal Economic Society Annual Conference 2002, Royal Economic Society (2002) View citations (2)
15. Mean Group Tests for Stationarity in Heterogeneous Panels
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh 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)
16. Trading Costs of Institutional Investors in Auction and Dealer Markets
    Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh

2001

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

2000

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

1999

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

1996

21. Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
    FMG Discussion Papers, Financial Markets Group
22. 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
23. 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
24. Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks
    FMG Discussion Papers, Financial Markets Group View citations (1)

1994

25. 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)

1990

26. 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) View citations (4) (1993)

1988

27. 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

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

Undated

29. 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) View citations (9) (1998)

Journal Articles

2025

1. Bias in estimating returns to tenure: The impact of monopsony power
   Economics Letters, 2025, 247, (C)

2024

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

2019

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

2018

4. 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 View citations (13)
   See also Working Paper Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution, Working Papers (2016) View citations (2) (2016)
5. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence
   Review of Economic Dynamics, 2018, 30, 265-284 View citations (9)
   See also Software Item Code and data files for "Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence", Computer Codes (2018) (2018)
   Working Paper Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence, IZA Discussion Papers (2018) View citations (9) (2018)

2016

6. A simple diagnostic to investigate instrument validity and heterogeneous effects when using a single instrument
   Labour Economics, 2016, 42, (C), 76-86 View citations (26)

2015

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

2010

8. Downward Wage Rigidity in a Model of Equal Treatment Contracting
   Scandinavian Journal of Economics, 2010, 112, (4), 841-863 View citations (12)
9. Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics
   American Economic Journal: Macroeconomics, 2010, 2, (3), 98-127 View citations (21)
   See also Working Paper Labor Contracts, Equal Treatment and Wage-Unemployment Dynamics, 2009 Meeting Papers (2009) (2009)

2006

10. 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) View citations (3) (2002)
11. TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
    Econometric Theory, 2006, 22, (2), 279-303 View citations (111)

2005

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

2003

13. A theoretical analysis of institutional investors' trading costs in auction and dealer markets
    Economic Journal, 2003, 113, (489), 576-597 View citations (5)
14. Testing for a unit root in the nonlinear STAR framework
    Journal of Econometrics, 2003, 112, (2), 359-379 View citations (907)
15. What Moves OECD Real Interest Rates?
    Journal of Money, Credit and Banking, 2003, 35, (3), 375-402 View citations (12)

1998

16. 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 View citations (12)
17. Testing for r versus r-1 cointegrating vectors
    Journal of Econometrics, 1998, 88, (1), 151-191 View citations (9)
    See also Working Paper Testing For R Versus R-1 Cointegrating Vectors, Discussion Papers

1996

18. 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 View citations (12)
19. Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence
    Economic Journal, 1996, 106, (437), 894-911 View citations (32)

1995

20. Determinants of Price Quote Revisions on the London Stock Exchange
    Economic Journal, 1995, 105, (428), 77-94 View citations (13)
21. Temporal aggregation and the power of tests for a unit root
    Journal of Econometrics, 1995, 65, (2), 333-345 View citations (61)

1993

22. Structural Shifts in the Manufacturing Export Performance of OECD Economies
    Journal of Applied Econometrics, 1993, 8, (2), 149-62 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

23. Information, Rational Expectations and Macroeconomic Modelling
    Journal of Economic Surveys, 1989, 3, (2), 179-98
24. 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
   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) View citations (9) (2018)