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Details about Andy Snell

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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 2019-01-30. 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
    See also Journal Article in Review of Economic Dynamics (2018)

2017

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

2016

  1. 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 Downloads View citations (2)
    Also in FEUNL Working Paper Series, Universidade Nova de Lisboa, Faculdade de Economia (2016) Downloads View citations (4)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2016) Downloads View citations (3)

    See also Journal Article in Journal of Labor Economics (2018)

2014

  1. A Competitive Model of Worker Replacement and Wage Rigidity
    CESifo Working Paper Series, CESifo Group Munich Downloads
  2. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Evidence from Germany
    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 ESE Discussion Papers, 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 CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (1)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (2006) Downloads View citations (1)
    CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis (2006) Downloads View citations (4)

    See also Journal Article in American Economic Journal: Macroeconomics (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
    ESE Discussion Papers, 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)
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2003) Downloads View citations (3)

2002

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

2001

  1. Balance of payments prospects in EMU
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research Downloads View citations (113)
  2. Rights issues versus private placements:- Theory and UK evidence
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads

2000

  1. Testing for a Unit Root against Nonlinear STAR Models
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (1)
  2. The Profitability of Block Trades Auction and Dealer Markets
    FMG Discussion Papers, Financial Markets Group Downloads
    Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (1998) Downloads

1999

  1. Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads

1996

  1. Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
    FMG Discussion Papers, Financial Markets Group Downloads
  2. 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 in Journal of Applied Econometrics (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 in Economic Journal (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 in Journal of Econometrics (1998)

Journal Articles

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 (4)
    See also Working Paper (2016)
  2. Downward Real Wage Rigidity and Equal Treatment Wage Contracts: Theory and Evidence
    Review of Economic Dynamics, 2018, 30, 265-284 Downloads
    See also Working Paper (2018)
    Software Item (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 (5)

2010

  1. Downward Wage Rigidity in a Model of Equal Treatment Contracting
    Scandinavian Journal of Economics, 2010, 112, (4), 841-863 Downloads View citations (7)
  2. Labor Contracts, Equal Treatment, and Wage-Unemployment Dynamics
    American Economic Journal: Macroeconomics, 2010, 2, (3), 98-127 Downloads View citations (11)
    See also Working Paper (2009)

2006

  1. Mean group tests for stationarity in heterogeneous panels
    Econometrics Journal, 2006, 9, (1), 123-158 Downloads View citations (13)
    See also Working Paper (2002)
  2. TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
    Econometric Theory, 2006, 22, (02), 279-303 Downloads View citations (69)

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 (1)

2003

  1. A theoretical analysis of institutional investors' trading costs in auction and dealer markets
    Economic Journal, 2003, 113, (489), 576-597 Downloads View citations (3)
  2. Testing for a unit root in the nonlinear STAR framework
    Journal of Econometrics, 2003, 112, (2), 359-379 Downloads View citations (645)
  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 (10)
  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

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 (10)
  2. Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence
    Economic Journal, 1996, 106, (437), 894-911 Downloads View citations (27)

1995

  1. Determinants of Price Quote Revisions on the London Stock Exchange
    Economic Journal, 1995, 105, (428), 77-94 Downloads View citations (13)
  2. Temporal aggregation and the power of tests for a unit root
    Journal of Econometrics, 1995, 65, (2), 333-345 Downloads View citations (48)

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 (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 (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 in Review of Economic Dynamics (2018)
 
Page updated 2019-09-20