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
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Working Papers
2023
- Implicit Contracts and Asymmetric Pass-through of Productivity Shocks
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh
2018
- 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
- Inequality Indices as Tests of Fairness
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (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
- Bias in Returns to Tenure When Firm Wages and Employment Comove: A Quantitative Assessment and Solution
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
Also in Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research (2016) View citations (2) 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
- 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)
- 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
- 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
- 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
- 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)
- 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
- 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
- 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
- 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
- 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)
- 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)
- 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
- Rights issues versus private placements:- Theory and UK evidence
Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh
2000
- 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)
- The Profitability of Block Trades Auction and Dealer Markets
FMG Discussion Papers, Financial Markets Group 
Also in Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh (1998)  LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2000)
1999
- 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
- Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility
FMG Discussion Papers, Financial Markets Group
- 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
- 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
- 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
- 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 Economics Discussion Papers, University of Essex, Department of Economics (1994)  EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics
1990
- 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
- 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
- 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
- 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
- Bias in estimating returns to tenure: The impact of monopsony power
Economics Letters, 2025, 247, (C)
2024
- Job security, asymmetric information, and wage rigidity
European Economic Review, 2024, 161, (C)
2019
- 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, IZA Discussion Papers (2017) View citations (1) (2017)
2018
- 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, IZA Discussion Papers (2016) View citations (3) (2016)
- 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
- 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
- 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
- Downward Wage Rigidity in a Model of Equal Treatment Contracting
Scandinavian Journal of Economics, 2010, 112, (4), 841-863 View citations (12)
- 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
- 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)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Econometric Theory, 2006, 22, (2), 279-303 View citations (110)
2005
- Wage Dynamics, Cohort Effects, and Limited Commitment Models
Journal of the European Economic Association, 2005, 3, (2-3), 350-359 View citations (4)
2003
- A theoretical analysis of institutional investors' trading costs in auction and dealer markets
Economic Journal, 2003, 113, (489), 576-597 View citations (5)
- Testing for a unit root in the nonlinear STAR framework
Journal of Econometrics, 2003, 112, (2), 359-379 View citations (903)
- What Moves OECD Real Interest Rates?
Journal of Money, Credit and Banking, 2003, 35, (3), 375-402 View citations (12)
1998
- 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)
- 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
- 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 (11)
- Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence
Economic Journal, 1996, 106, (437), 894-911 View citations (32)
1995
- Determinants of Price Quote Revisions on the London Stock Exchange
Economic Journal, 1995, 105, (428), 77-94 View citations (13)
- Temporal aggregation and the power of tests for a unit root
Journal of Econometrics, 1995, 65, (2), 333-345 View citations (61)
1993
- 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
- Information, Rational Expectations and Macroeconomic Modelling
Journal of Economic Surveys, 1989, 3, (2), 179-98
- 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
- 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)
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