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 65, month 12, 2003

Hard Times or Great Expectations? Dividend Omissions and Dividend Cuts by UK Firms pp. 531-555

Andrew Benito and Garry Young

Non‐linear Predictability of UK Stock Market Returns pp. 557-573

David G. McMillan

Human Capital Spillovers within the Workplace: Evidence for Great Britain pp. 575-594

Harminder Battu, Clive R. Belfield and Peter Sloane

Implications of the Changes in the System of National Accounts for Measured Growth and the Business Cycle pp. 595-604

Patrick Vanhoudt

Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece pp. 605-628

Sophocles Brissimis, George Hondroyiannis, P. A. V. B. Swamy and George Tavlas

Exogeneity in Vector Error Correction Models with Purely Exogenous Long‐Run Paths pp. 629-653

Jacqueline Pradel and Christophe Rault

Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand pp. 655-680

Nelson Mark and Donggyu Sul

Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics pp. 681-688

Niels Haldrup, David Hendry and Herman van Dijk

Time Series Concepts for Conditional Distributions* pp. 689-701

Clive Granger

Specification Testing of Markov Switching Models* pp. 703-725

Robert Breunig, Serinah Najarian and Adrian Pagan

Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy* pp. 727-744

Dick van Dijk and Philip Hans Franses

Searching for the Causal Structure of a Vector Autoregression* pp. 745-767

Selva Demiralp and Kevin Hoover

General‐to‐Specific Model Selection Procedures for Structural Vector Autoregressions* pp. 769-801

Hans-Martin Krolzig

Consistent Model Selection by an Automatic Gets Approach* pp. 803-819

Julia Campos, David Hendry and Hans-Martin Krolzig

A Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)* pp. 821-838

Teodosio Perez‐Amaral, Giampiero Gallo and Halbert White

Choosing the Best Volatility Models: The Model Confidence Set Approach* pp. 839-861

Peter Hansen, Asger Lunde and James Nason

Bayesian Model Selection with an Uninformative Prior* pp. 863-876

Rodney Strachan and Herman van Dijk

An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional* pp. 877-890

Werner Ploberger and Peter Phillips

Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* pp. 891-906

Jean-Marie Dufour, Lynda Khalaf and Marie‐Claude Beaulieu

Volume 65, month 09, 2003

A Natural Experiment on the ‘Race to the Bottom’ Hypothesis: Testing for Stochastic Dominance in Temporal Pollution Trends pp. 395-420

Daniel Millimet and John List

Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS pp. 421-437

Ivan Paya, Ioannis Venetis and David Peel

Okun's Law Revisited pp. 439-451

Jesus Crespo Cuaresma

Regional Foreign Direct Investment and Wage Spillovers: Plant Level Evidence from the UK Electronics Industry pp. 453-474

Nigel Driffield and Sourafel Girma

Explaining Firms’ Export Behaviour: R&D, Spillovers and the Destination Market pp. 475-496

Salvador Barrios, Holger Görg and Eric Strobl

Economic Integration and Regional Business Cycles: Evidence from the Iberian Regions pp. 497-515

Salvador Barrios and Juan de Lucio

Testing of Fractional Cointegration in Macroeconomic Time Series pp. 517-529

Luis A. Gil‐Alana

Volume 65, month 07, 2003

Tax Discounting in a High‐debt Economy pp. 261-282

Lorenzo Pozzi

Resources at Marriage and Intrahousehold Allocation: Evidence from Bangladesh, Ethiopia, Indonesia, and South Africa pp. 283-327

Agnes Quisumbing and John Maluccio

The Value of Secondary School Quality pp. 329-355

Leslie Rosenthal

The Effects of Consumption Variability on Saving: Evidence from a Panel of Muscovite Households pp. 357-377

Alessandra Guariglia and Byung-Yeon Kim

Does Tax Evasion Affect Occupational Choice? pp. 379-394

Simon Parker

Volume 65, month 05, 2003

Schooling Resources, Educational Institutions and Student Performance: the International Evidence pp. 117-170

Ludger Wößmann

Convexity and Sheepskin Effects in the Human Capital Earnings Function: Recent Evidence for Filipino Men pp. 171-196

Norbert Schady

Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 pp. 197-220

Joseph Byrne and E Davis

Fractional Integration and the Dynamics of UK Unemployment pp. 221-239

Luis A. Gil‐Alana and S. G. Brian Henry

The Demand for Health Care Services in Rural Tanzania pp. 241-260

David Sahn, Stephen Younger and Garance Genicot

Volume 65, month 02, 2003

Are Returns to Schooling Concentrated Among the Most Able? A Semiparametric Analysis of the Ability–earnings Relationships pp. 1-29

Justin Tobias

Inflow Composition, Duration Dependence and their Impact on the Unemployment Outflow Rate pp. 31-47

Hélène Turon

Profit Margins, Adjustment Costs and the Business Cycle: An Application to Spanish Manufacturing Firms pp. 49-72

Jose C. Fariñas and Elena Huergo

Investigating Excess Returns from Nominal Bonds pp. 73-90

Francis Breedon and Jagjit Chadha

Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time pp. 91-115

Markku Lanne, Helmut Lütkepohl and Pentti Saikkonen

Volume 64, month 12, 2002

Wrong Side of the Track? The Impact of the Minimum Wage on Gender Pay Gaps in Britain pp. 417-448

Helen Robinson

An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports pp. 449-472

Heino Bohn Nielsen

Monetary Policy Does Matter: Control Causality and Superexogeneity pp. 473-486

Stephen J. Perez

The Impact of News on Measures of Undiversifiable Risk: Evidence from the UK Stock Market pp. 487-507

Chris Brooks and Ólan Henry

Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals pp. 509-526

Siem Jan Koopman and Philip Hans Franses

Series‐specific Unit Root Tests with Panel Data pp. 527-546

Janice Boucher Breuer, Robert McNown and Myles Wallace

On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate pp. 547-564

Stan Hurn and K. A. Lindsay

Preface: Evaluating the Impact of the UK National Minimum Wage pp. 565-566

Joanna K. Swaffield and Mary Gregory

The National Minimum Wage: Coverage, Impact and Future pp. 567-582

David Metcalf

Estimating the Impact of the Minimum Wage Using Geographical Wage Variation pp. 583-605

Mark Stewart

The National Minimum Wage and Hours of Work: Implications for Low Paid Women pp. 607-631

Sara Connolly and Mary Gregory

Using the BHPS Wave 9 Additional Questions to Evaluate the Impact of the National Minimum Wage pp. 633-652

Mark Stewart and Joanna K. Swaffield

The Measurement of Low Pay in the UK Labour Force Survey pp. 653-676

Chris Skinner, Nigel Stuttard, Gabriele Beissel‐Durrant and James Jenkins

Spatial Crime Patterns and the Introduction of the UK Minimum Wage pp. 677-697

Kirstine Hansen and Stephen Machin

Looking for a Needle in a Haystack? A Re‐examination of the Time Series Relationship between Teenage Employment and Minimum Wages in the United States pp. 699-725

Stephen Bazen and Velayoudom Marimoutou

Volume 64, month 09, 2002

Asymmetric Interest Rate Effects for the UK Real Economy pp. 315-339

Marianne Sensier, Denise Osborn and Nadir Öcal

Why Does the Engel Method Work? Food Demand, Economies of Size and Household Survey Methods pp. 341-359

John Gibson

Cointegration and the Monetary Exchange Rate Model Revisited pp. 361-380

Jan Groen

Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? pp. 381-397

Robert Taylor and Dick van Dijk

Temporal Aggregation and the Power of Cointegration Tests: a Monte Carlo Study pp. 399-412

Alfred Haug

Volume 64, month 07, 2002

Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison pp. 183-212

Jagjit Chadha and Lucio Sarno

Business fixed investment: evidence of a financial accelerator in Europe pp. 213-231

Philip Vermeulen

Excess returns, portfolio choices and exchange rate dynamics. The yen/dollar case, 1980–1998 pp. 233-256

Philippe Andrade and Catherine Bruneau

The British Beveridge curve: A tale of ten regions pp. 257-276

Howard Wall and Gylfi Zoega

Evaluating outcomes from the Youth Training Scheme using matched firm‐trainee data pp. 277-306

Richard Upward

Volume 64, month 05, 2002

Do the `working poor' stay poor? An analysis of low pay transitions in Italy pp. 87-110

Lorenzo Cappellari

Job tenure in Britain, 1975–2000. Is a job for life or just for Christmas? pp. 111-134

Paul Gregg and Jonathan Wadsworth

The augmented Solow model and the African growth debate pp. 135-158

Anke E. Hoeffler

Evaluating changes in the Bank of Spain's interest rate target: an alternative approach using marked point processes pp. 159-182

Juan Dolado and Ramón María‐Dolores

Volume 64, month 02, 2002

Efficiency, innovation and exports pp. 3-15

Michael Bleaney and Katharine Wakelin

The causal effect of class size on scholastic achievement: distinguishing the pure class size effect from the effect of changes in class composition pp. 17-38

Simone Dobbelsteen, Jesse Levin and Hessel Oosterbeek

Innovation and the Market Value of UK Firms, 1989–1995 pp. 39-61

Otto Toivanen, Paul Stoneman and Derek Bosworth

Flexible Parametric Models for Long‐tailed Patent Count Distributions pp. 63-82

Jie Q. Guo and Pravin Trivedi