Oxford Bulletin of Economics and Statistics

1969 - 2025

Current editor(s): Christopher Adam, Anindya Banerjee, Christopher Bowdler, David Hendry, Adriaan Kalwij, John Knight and Jonathan Temple

From Department of Economics, University of Oxford
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Volume 67, month 12, 2005

Preface: Some Thoughts on the Future of Forecasting pp. 707-711

Clive Granger

Guest Editors’ Introduction: Information in Economic Forecasting pp. 713-753

Michael Clements and David Hendry

Modelling and Forecasting Fiscal Variables for the Euro Area* pp. 755-783

Carlo Favero and Massimiliano Marcellino

Leading Indicators for Euro‐area Inflation and GDP Growth* pp. 785-813

Anindya Banerjee, Massimiliano Marcellino and Igor Masten

Forecast Encompassing and Parameter Estimation* pp. 815-835

David Harvey and Paul Newbold

Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* pp. 837-880

Jennifer Castle

Levels, Differences and ECMs – Principles for Improved Econometric Forecasting* pp. 881-904

P Allen and Robert Fildes

The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models vs. Simple Linear Econometric Models* pp. 905-930

Oleg Korenok and Norman Swanson

Evaluating a Model by Forecast Performance* pp. 931-956

Michael Clements and David Hendry

Nonlinear Correlograms and Partial Autocorrelograms* pp. 957-982

Heather Anderson and Farshid Vahid

Combining Density and Interval Forecasts: A Modest Proposal* pp. 983-994

Kenneth Wallis

Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* pp. 995-1033

James Mitchell and Stephen Hall

Volume 67, month 10, 2005

Regression Models with Data‐based Indicator Variables pp. 571-595

David Hendry and Carlos Santos

Leaning into the Wind: A Structural VAR Investigation of UK Monetary Policy pp. 597-621

Andrew Mountford

Technology, Labour Characteristics and Wage‐productivity Gaps pp. 623-645

Pekka Ilmakunnas and Mika Maliranta

Testing the Exogeneity of Argentine Devaluation and Default Risks in Retrospect pp. 647-672

Hildegart Ahumada and Maria Garegnani

Practical Problems with Reduced‐rank ML Estimators for Cointegration Parameters and a Simple Alternative pp. 673-690

Ralf Brüggemann and Helmut Lütkepohl

Data Dependent Endogeneity Correction in Cointegrated Panels pp. 691-705

Joakim Westerlund

Volume 67, month 08, 2005

Institutions and Wage Determination: a Multi‐country Approach pp. 435-466

Luca Nunziata

The Cost Effectiveness of the UK's Sovereign Debt Portfolio pp. 467-495

Patrick Coe, Mohammad Pesaran and Shaun Vahey

Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985–2003 pp. 497-516

Christopher Adam, David Cobham and Eric Girardin

Prewhitening Bias in HAC Estimation pp. 517-546

Donggyu Sul, Peter Phillips and Chi-Young Choi

Programme Evaluation with Unobserved Heterogeneity and Selective Implementation: The Mexican PROGRESA Impact on Child Nutrition pp. 547-569

Jere Behrman and John Hoddinott

Volume 67, month 06, 2005

Absorptive Capacity and Productivity Spillovers from FDI: A Threshold Regression Analysis pp. 281-306

Sourafel Girma

The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries pp. 307-329

Joseph Byrne and E Davis

Globalization vs. Europeanization: A Business Cycles Race pp. 331-345

Maurizio Bovi

Partial Horizontal Inequity Orderings: A Non‐parametric Approach pp. 347-368

Juan Rodríguez, Rafael Salas and Irene Perrote

Cross‐sectional Dependency and Size Distortion in a Small‐sample Homogeneous Panel Data Unit Root Test pp. 369-392

Kristian Jönsson

Panel LM Unit‐root Tests with Level Shifts pp. 393-419

Kyung‐So Im, Junsoo Lee and Margie Tieslau

Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands pp. 421-433

Michel Dumont, Glenn Rayp, Olivier Thas and Peter Willemé

Volume 67, month 04, 2005

Fitting Regional Income Distributions in the European Union pp. 135-161

Maria Grazia Pittau

Temporary Help Agencies and Occupational Mobility pp. 163-180

J. Ignacio García‐Pérez and Fernando Muñoz‐Bullón

Detection of Structural Change in the Long‐run Persistence in a Univariate Time Series pp. 181-206

Eiji Kurozumi

Fluctuation Tests for a Change in Persistence pp. 207-230

Robert Taylor

A Panel CUSUM Test of the Null of Cointegration pp. 231-262

Joakim Westerlund

Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests pp. 263-279

Leslie Godfrey

Volume 67, month 02, 2005

Frontier Technology, Absorptive Capacity and Distance pp. 1-23

Richard Kneller

Entrepreneurship and Post‐socialist Growth pp. 25-46

Daniel Berkowitz and David DeJong

A Complete Decomposition of Unemployment Dynamics using Longitudinal Grouped Duration Data pp. 47-70

Muriel Dejemeppe

Analysis of Labour Participation Behaviour of Korean Women with Dynamic Probit and Conditional Logit pp. 71-91

Myoung-jae Lee and Yoon‐Hee Tae

Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model pp. 93-104

Soren Johansen

Analysing Misleading Discrete Responses: A Logit Model Based on Misclassified Data pp. 105-113

Steven B Caudill and Franklin Mixon

A Note on the Selection of Time Series Models pp. 115-134

Serena Ng and Pierre Perron

Volume 66, month 12, 2004

Truth and Robustness in Cross‐country Growth Regressions pp. 765-798

Kevin Hoover and Stephen J. Perez

We Ran One Regression pp. 799-810

David Hendry and Hans-Martin Krolzig

Inter‐industry Wage Differences and Individual Heterogeneity pp. 811-846

Alan Carruth, William Collier and Andrew Dickerson

Do Wages Rise or Fall Following Merger? pp. 847-862

Martin Conyon, Sourafel Girma, Steve Thompson and Peter Wright

Tests for Stationarity in Series with Endogenously Determined Structural Change pp. 863-894

David Harvey and Terence C. Mills

Volume 66, month 09, 2004

House Price Shocks, Windfall Gains and Hours of Work: British Evidence pp. 439-456

Andrew Henley

Internal and External R&D: A Sample Selection Approach pp. 457-482

Claudio Piga and Marco Vivarelli

Do Inward Investors Achieve their Job Targets? pp. 483-513

Jonathan Jones and Colin Wren

The Rise in Danish Unemployment: Reallocation or Mismatch? pp. 515-536

Karsten Albæk and Henrik Hansen

Dating Business Cycles: A Methodological Contribution with an Application to the Euro Area pp. 537-565

Michael Artis, Massimiliano Marcellino and Tommaso Proietti

The 3‐day Week of 1974 and Earnings Data Reliability in the Family Expenditure Survey and the National Child Development Study pp. 567-579

Nathan Grawe

The Econometrics of the New Keynesian Policy Model: Introduction pp. 581-607

S. G. B Henry and Adrian Pagan

Weak Identification of Forward‐looking Models in Monetary Economics pp. 609-635

Sophocles Mavroeidis

Supply, Factor Shares and Inflation Persistence: Re‐examining Euro‐area New‐Keynesian Phillips Curves pp. 637-670

Peter McAdam and Alpo Willman

Econometric Evaluation of the New Keynesian Phillips Curve pp. 671-686

Gunnar Bårdsen, Eilev Jansen and Ragnar Nymoen

International Evidence on the Stability of the Optimizing IS Equation pp. 687-712

Amit Kara and Edward Nelson

Evaluating New‐Keynesian Models of a Small Open Economy pp. 713-733

Paolo Giordani

Inferring Policy Objectives from Economic Outcomes pp. 735-764

Richard Dennis

Volume 66, month 07, 2004

The Transmission of Monetary Policy in the Euro Area: Are the Effects Different Across Countries? pp. 285-308

Gert Peersman

Does Liquidity Matter? Properties of a Divisia Monetary Aggregate in the Euro Area pp. 309-331

Livio Stracca

On Business Cycle Asymmetries in G7 Countries pp. 333-351

Khurshid Kiani and Prasad Bidarkota

From R&D to Productivity Growth: Do the Institutional Settings and the Source of Funds of R&D Matter? pp. 353-378

Dominique Guellec and Bruno Van Pottelsberghe de la Potterie

Analysing I(2) Systems by Transformed Vector Autoregressions pp. 379-397

Hans Christian Kongsted and Heino Bohn Nielsen

A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis pp. 399-424

Martin Wagner

Calculating a Standard Error for the Gini Coefficient: Some Further Results pp. 425-433

David Giles

Calculating a Standard Error for the Gini Coefficient: Some Further Results: Reply pp. 435-437

Tomson Ogwang

Volume 66, month 05, 2004

Endogenous Growth: Estimating the Romer Model for the US and Germany pp. 147-164

Gang Gong, Alfred Greiner and Willi Semmler

Investment in Fixed Capital Stock: Testing for the Impact of Sectoral and Systemic Uncertainty pp. 165-187

Johannes Fedderke

Seasonality and Wage Responsiveness in a Developing Agrarian Economy pp. 189-204

Sunil Kanwar

Unemployment Experiences of Young Men: on the Road to Stable Employment? pp. 205-237

Adriaan Kalwij

The Relationship between Unemployment Benefits and Re‐employment Probabilities: Evidence from Spain pp. 239-260

Stephen Jenkins and Carlos García‐Serrano

Inference of Seasonal Cointegration: Gaussian Reduced Rank Estimation and Tests for Various Types of Cointegration pp. 261-284

Sung K. Ahn, Sinsup Cho and B. Chan Seong

Volume 66, month 02, 2004

The Quality of Life in England and Wales pp. 1-22

Sylaja Srinivasan and Geoff Stewart

Never Give up on the Good Times: Student Attrition in the UK pp. 23-47

Geraint Johnes and Robert McNabb

A Consistent Approach to Cost Efficiency Measurement pp. 49-69

George Bitros and Mike Tsionas

Transforming Qualitative Survey Data: Performance Comparisons for the UK pp. 71-89

Ciaran Driver and Giovanni Urga

Forecast Pooling for European Macroeconomic Variables pp. 91-112

Massimiliano Marcellino

The Yen Real Exchange Rate may be Stationary after all: Evidence from Non‐linear Unit‐root Tests pp. 113-131

Georgios Chortareas and George Kapetanios

Tests for a Break in Level when the Order of Integration is Unknown pp. 133-146

David Harvey, Stephen Leybourne and Paul Newbold