Economics and Finance Discussion Papers

From Economics and Finance Section, School of Social Sciences, Brunel University
Brunel University, Uxbridge, Middlesex UB8 3PH, UK.
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06-25: FRACTIONAL INTEGRATION AND IMPULSE RESPONSES: A BIVARIATE APPLICATION TO REAL OUTPUT IN THE US AND THE SCANDINAVIAN COUNTRIES

Guglielmo Maria Caporale and Luis Gil-Alana

06-24: Understanding the Effects of Siblings on Child Mortality: Evidence from India

Gerald Makepeace and Sarmistha Pal

06-23: How Does Ownership Structure Affect Capital Structure and Firm Performance? Recent Evidence from East Asia

Nigel Driffield, Vidya Mahambare and Sarmistha Pal

06-22: Are PPP Tests Erratically Behaved? Some Panel Evidence

Guglielmo Maria Caporale and Christoph Hanck

06-21: Optimal non-linear monetary policy rules

Virginie Boinet and Christopher Martin

06-20: The Perverse Response of Interest Rates

Virginie Boinet and Christopher Martin

06-19: On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence

Sugata Ghosh and Andros Gregoriou

06-18: COINTEGRATION TESTS OF PPP:DO THEY ALSO EXHIBIT ERRATIC BEHAVIOUR?

Guglielmo Maria Caporale and Christoph Hanck

06-17: Elderly Health, Wealth and Coresidence with Adult Children in Rural India

Sarmistha Pal

06-16: OLD AGE POVERTY IN THE INDIAN STATES:WHAT DO THE HOUSEHOLD DATA TELL US?

Sarmistha Pal and Robert Palacios

06-15: Can “Compulsory” Annuities Provide a Fair Pension?

Edward Martin and Noel FitzGerald

06-14: Elite Dominance and Under-investment in Mass Education: Disparity in the Social Development of the Indian States, 1960-92

Sarmistha Pal and Sugata Ghosh

06-13: TESTING FOR UNIT AND FRACTIONAL ORDERS OF INTEGRATION IN THE TREND AND SEASONAL COMPONENTS OF US MONETARY AGGREGATES

Guglielmo Maria Caporale and Luis Gil-Alana

06-12: AGGREGATE ECONOMY RISK AND COMPANY FAILURE: AN EXAMINATION OF UK QUOTED FIRMS

John Hunter and Natalia Isachenkova

06-11: Pension Fund Investment and Regulation - a Macro Study

Yu-Wei Hu

06-10: MODELLING STRUCTURAL BREAKS IN THE US, UK AND JAPANESE UNEMPLOYMENT RATES

Guglielmo Maria Caporale and Luis Gil-Alana

06-09: Reputational Concerns and Bias in Arbitration

Elisabetta Iossa and Giuliana Palumbo

06-08: Regulatory Barriers and Entry in Developing Economies

John Bennett and Saul Estrin

06-07: Corruption and Bureaucratic Structure in a Developing Economy

John Bennett and Saul Estrin

06-06: Sunspots and Monetary Policy

Jagjit Chadha and Luisa Corrado

06-05: Pension reform in China - a case study

Yu-Wei Hu

06-04: A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS

Marco Barassi, Guglielmo Maria Caporale and Stephen G. Hall

06-03: ETA TERRORISM:POLICE ACTION, POLITICAL MEASURES AND THE INFLUENCE OF VIOLENCE ON ECONOMIC ACTIVITY IN THE BASQUE COUNTRY

Carlos Barros, Guglielmo Maria Caporale and Luis Gil-Alana

06-02: SOURCES OF PRO-CYCLICALITY IN EAST ASIAN FINANCIAL SYSTEMS

R. Sean Craig, E Davis and Antonio Garcia Pascual

06-01: THE EURO AND INFLATION UNCERTAINTY IN THE EUROPEAN MONETARY UNION

Guglielmo Maria Caporale and Alexandros Kontonikas

05-22: Uncertainty and Monetary Policy Rules in the United States

Christopher Martin and Costas Milas

05-21: Targets, Zones and Asymmetries:A Flexible Nonlinear Model of Recent UK Monetary Policy

Virginie Boinet and Christopher Martin

05-20: THE ASYMMETRIC EFFECTS OF A COMMON MONETARY POLICY IN EUROPE

Guglielmo Maria Caporale and Alaa M. Soliman

05-19: STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION

E Davis, Christos Ioannidis and Nicola Spagnolo

05-18: THE ROLE OF PENSION FUNDS AS INSTITUTIONAL INVESTORS IN EMERGING MARKETS

E Davis

05-17: NON-LINEARITIES AND FRACTIONAL INTEGRATION IN THE US UNEMPLOYMENT RATE

Guglielmo Maria Caporale and Luis Gil-Alana

05-16: LONG MEMORY AT THE LONG-RUN AND THE SEASONAL MONTHLY FREQUENCIES IN THE US MONEY STOCK

Guglielmo Maria Caporale and Luis Gil-Alana

05-15: Delegation of Contracting in the Private Provision of Public Services

John Bennett and Elisabetta Iossa

05-14: Contracting Out Public Service Provision to Not-for-Profit Firms

John Bennett and Elisabetta Iossa

05-13: EQUITY PRICES AND THE REAL ECONOMY – A VECTOR ERROR-CORRECTION APPROACH

Ray Barrell and E Davis

05-12: SHOCKS AND SHOCK ABSORBERS: THE INTERNATIONAL PROPAGATION OF EQUITY MARKET SHOCKS AND THE DESIGN OF APPROPRIATE POLICY RESPONSES

Ray Barrell and E Davis

05-11: TESTING FOR DETERMINISTIC AND STOCHASTIC CYCLES IN MACROECONOMIC TIME SERIES

Guglielmo Maria Caporale and Luis Gil-Alana

05-10: MODELLING STOCHASTIC VOLATILITY IN ASSET RETURNS USING FRACTIONALLY INTEGRATED SEMIPARAMETRIC TECHNIQUES

Guglielmo Maria Caporale and Luis Gil-Alana

05-09: LONG RUN AND CYCLICAL DYNAMICS IN THE US STOCK MARKET

Guglielmo Maria Caporale and Luis Gil-Alana

05-08: TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS

Philip Arestis, Guglielmo Maria Caporale, Andrea Cipollini and Nicola Spagnolo

05-07: The Pricing Mechanism to The Buyer with a Budget Constraint and an Indirect Mechanism

Naoki Kojima

05-06: The Revelation Principle and Regularity Conditions

Naoki Kojima

05-05: Pension Reform, Economic Growth and Financial Development - An Empirical Study

Yu-Wei Hu

05-04: BLACK MARKET AND OFFICIAL EXCHANGE RATES:LONG-RUN EQUILIBRIUM AND SHORT-RUN DYNAMICS

Guglielmo Maria Caporale and Mario Cerrato

05-03: VALUING AMERICAN PUT OPTIONS USING CHEBYSHEV POLYNOMIAL APPROXIMATION

Guglielmo Maria Caporale and Mario Cerrato

05-02: SAVING, FUNDING AND ECONOMIC GROWTH

E Davis and Yu-Wei Hu

05-01: FRACTIONAL COINTEGRATION AND AGGREGATE MONEY DEMAND FUNCTIONS

Guglielmo Maria Caporale and Luis Gil-Alana

04-23: IS THERE A LINK BETWEEN PENSION-FUND ASSETS AND ECONOMIC GROWTH? - A CROSS-COUNTRY STUDY

E Davis and Yuwei Hu

04-22: The specification of cross exchange rate equations used to test Purchasing Power Parity

John Hunter and Mark Simpson

04-21: LONG MEMORY AT THE LONG RUN AND AT THE CYCLICAL FREQUENCIES: MODELLING REAL WAGES IN ENGLAND, 1260 -1994

Guglielmo Maria Caporale and Luis Gil-Alana