Birkbeck Working Papers in Economics and Finance

From Birkbeck, Department of Economics, Mathematics & Statistics
Malet Street, London WC1E 7HX, UK.
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1009: Life-Cycle, Effort and Academic Deadwood

Yu-Fu Chen and Gylfi Zoega

1008: Liquidity Preference and Information

Sandeep Kapur

1007: Wage subsidies and international trade: When does policy coordination pay?

Sabastian Braun and Christian Spielmann

1006: The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach

Matteo Fragetta and Giovanni Melina

1005: Social Capital, Poverty and Social Exclusion in Italy

Luca Andriani and Dimitrios Karyampas

1004: Supply-Side Peacekeeping: Theories and New Evidence from a Panel Data Analysis

Vincenzo Bove and Leandro Elia

1003: Social Capital, Community Governance and Credit Market

Luca Andriani

1002: Political Budget Cycles in the European Union and the Impact of Political Pressures: A dynamic panel regression analysis

Georgios Efthyvoulou

1001: Unobserved common factors in military expenditure interactions across MENA countries

Elisa Cavatorta

918: US Fiscal Indicators, Inflation and Output

Yunus Aksoy and Giovanni Melina

917: Employment and Asset Prices

Gylfi Zoega

916: Survey Evidence on Customer Markets

Ali Choudhary, Thorlakur Karlsson and Gylfi Zoega

915: An essay on the generational effect of employment protection

Yu-Fu Chen and Gylfi Zoega

914: The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets

Álvaro Cartea and Dimitrios Karyampas

913: Volatility and Covariation of Financial Assets: A High-Frequency Analysis

Álvaro Cartea and Dimitrios Karyampas

912: Lending Relationships and Monetary Policy

Yunus Aksoy, Henrique Basso and Javier Coto-Martinez

911: Measuring the Natural Output Gap using Actual and Expected Output Data

Anthony Garratt, Kevin Lee and Kalvinder Shields

910: Real-time Inflation Forecast Densities from Ensemble Phillips Curves

Anthony Garratt, James Mitchell, Shaun Vahey and Elizabeth Wakerly

909: Measuring Output Gap Uncertainty

Anthony Garratt, James Mitchell and Shaun Vahey

908: Informed Trading in Parallel Bond Markets

Paola Paiardini

907: Literacy in India

Sandeep Kapur and Mamta Murthi

906: Drugs and Violence in Colombia: a VECM Analysis

Tomás González and Ronald Smith

905: Strategies in Social Network Formation

Anna Conte, Daniela Di Cagno and Emanuela Sciubba

904: The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy

Suma Athreye and Sandeep Kapur

903: A New Proxy of Social Capital and the Economic Performance across the Italian Regions

Luca Andriani and Dimitrios Karyampas

902: Liquidity Effects and Cost Channels in Monetary Transmission

Yunus Aksoy, Henrique Basso and Javier Coto Matinez

901: Economic Growth and the Design of Search Engines

Gilles Saint-Paul

808: Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus

Georgios Efthyvoulou

807: Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution

Federico Di Pace

806: The Impact of Structural Pension Reforms on the Macroeconomic Performance: An Empirical Analysis

Angeliki Theophilopoulou

805: Approximate Expected Delay Costs for Call and Contact Centre models under Light Traffic Regimes

S. Bhulai and A.C. Brooms

804: Promotion Tournaments with Multiple Tasks

Fumi Kiyotaki

803: Persistent Gaps and Default Traps

Luis Catão, Ana Fostel and Sandeep Kapur

802: Modelling Electricity Prices with Forward Looking Capacity Constraints

Álvaro Cartea, Marcelo Figueroa and Helyette Geman

801: Social Networks and Trust: not the Experimental Evidence you may Expect

Daniela Di Cagno and Emanuela Sciubba

721: How Does Duration Between Trades of Underlying Securities Affect Option Prices

Álvaro Cartea and Thilo Meyer-Brandis

720: Inertia in Taylor Rules

Edward Driffill and Zeno Rotondi

719: The Endogenous Kalman Filter

Brad Baxter, Liam Graham and Stephen Wright

718: Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity

Álvaro Cartea and Pablo Villaplana Conde

717: Unforeseen Contingency and Renegotiation with Asymmetric Information

Jihong Lee

716: A Dynamic Mechanism and Surplus Extraction Under Ambiguity

Subir Bose and Arup Daripa

715: Monitoring versus Gatekeeping

Arup Daripa

714: Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty

Anthony Garratt, Gary Koop, Emi Mise and Shaun Vahey

713: Research, Knowledge Spillovers and Innovation

Piergiuseppe Morone, Carmelo Petraglia and Giuseppina Testa

712: Variance Dispersion and Correlation Swaps

Antoine Jacquier and Saad Slaoui

711: Wage-Directed Job Match with Multiple Applications and Multiple Vacancies: The Optimal Job Application Strategy and Wage Dispersion

Kenjiro Hori

710: Non-linearities and Unit Roots in G7 Macroeconomic Variables

Yunus Aksoy and Miguel Leon-Ledesma

709: A Multivariate Commodity Analysis and Applications to Risk Management

Reik H. Börger, Álvaro Cartea, Ruediger Kiesel and Gero Schindlmayr

708: On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions

Álvaro Cartea and Diego del-Castillo-Negrete

707: When Supply Meets Demand: The Case of Hourly Spot Electricity Prices

Alexander Boogert and Dominique Dupont