Public Policy Discussion Papers

From Economics and Finance Section, School of Social Sciences, Brunel University
Brunel University, Uxbridge, Middlesex UB8 3PH, UK.
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03-04: EQUITY PRICES, PRODUCTIVITY GROWTH, AND ‘THE NEW ECONOMY’

Jakob Madsen and E Davis

03-03: Non-linear Inflationary Dynamics: Evidence from the UK

Michael Arghyrou, Christopher Martin and Costas Milas

03-02: Liquidity Effects due to Information Costs from Changes in the FTSE 100 List

Andros Gregoriou and Christos Ioannidis

03-01: GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market

Andros Gregoriou and Christos Ioannidis

02-31: Monetary Policy Rules, Real Rigidity and Endogenous Persistence

George Bratsiotis and Christopher Martin

02-30: Optimal Monetary Policy with Wealth Effects

Alexandros Kontonikas and Alberto Montagnoli

02-29: On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach

Ana Iregui, Costas Milas and Jesus Otero

02-28: Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling

Alexandros Kontonikas

02-27: Monetary Policy Rules and the Persistence of Inflation and Output

George Bratsiotis and Christopher Martin

02-26: Are currency crises self-fulfilling? the case of Argentina

Virginie Boinet, Oreste Napolitano and Nicola Spagnolo

02-25: The Impact of Changes in the FTSE 100 Index

Bryan Mase

02-24: Government Solvency: Revisiting some EMU Countries

Michael Arghyrou and Kul Luintel

02-23: Informal Credit Markets, Interlinkage and Migration

Yasmeen Khwaja

02-22: Efficient Option Pricing with Transaction Costs

Michael Monoyios and Alberto Montagnoli

02-21: Are International R&D Spillovers Costly for the US?

Kul Luintel and Mosahid Khan

02-20: THE ROLE AND NATURE OF MARKET SENTIMENT IN THE 1992 ERM CRISIS

Oreste Napolitano, Alberto Montagnoli and Rosaria Rita Canale

02-19: The Class of Shareholdings and its Impacts on Corporate Performance – A Case of State Shareholding Composition in Chinese Publicly Listed Companies

Guy S. Liu and Sandy Pei Sun

02-18: Openness and Efficiency of India and China Relative to the World Economy: A Comparative Study

Guy S. Liu, Xiaming Liu and Yingqi Wei

02-17: Decision Rules and Information Provision:Monitoring versus Manipulation

Elisabetta Iossa and Giuliana Palumbo

02-16: Unemployment Alters the Set-Point for Life Satisfaction

Andrew Clark and Yannis Georgellis

02-14: The Euro exchange rate efficiency and risk premium:an ecm model

Oreste Napolitano, Martin Sola and Fabio Spagnolod

02-13: Communication and antithesis in corporate annual reports: a research note

Jane Davison

02-12: Inflation Targeting and Inflation Persistence

George Bratsiotis, Jakob Madsen and Christopher Martin

02-11: HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS: EVIDENCE FROM THE UK

Alexandros Kontonikas and Alberto Montagnoli

02-10: Should I Stay or Should I Go? Migration under Uncertainty: A Real Options Approach

Yasmeen Khwaja

02-08: Building and Managing Facilities for Public Services

John Bennett and Elisabetta Iossa

02-07: Partial Delegation in a Model of Currency Crisis

Virginie Boinet

02-06: COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation

Michael Arghyrou and Evelyn Bazina

02-05: Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach

Ilias Lekkos and Costas Milas

02-04: A Test for Volatility Spillovers

Martin Sola, Fabio Spagnolo and Nicola Spagnolo

02-03: Asymmetric and non-linear adjustment in the revenue-expenditure models

Gabriella Legrenzi and Costas Milas

02-02: How to avoid self-fulfilling crises

Virginie Boinet

02-01: Public Infrastructure, Congestion, and Fiscal Policy

John Bennett and Phillip Lawler

97-02: The determinants of job tenure: panel evidence from the German labour market

Yannis Georgellis

97-01: Assigning monetary values to changes in quality levels for non-marketed services: an SP approach

Martin Cave, Matthew Corkery and Paul le Masurier

96-05: From icon to scapegoat? The experience of South Africa's Reconstruction and Development Programme

Jesmond Blumenfeld

96-04: An empirical study on contractual heterogeneity within the firm: the "vertical integration - incentive contracts" mix

Luisa Affuso

96-03: Work and non-work related child care costs and UK mothers' employment rates

Yannis Georgellis and Harry Papapanagos

96-02: Fiscal anarchy in the UK: modelling poll tax noncompliance

Timothy Besley, Ian Preston and Michael Ridge

96-01: The impact of the UK planning system on house prices

Ian Preston, Michael Ridge and Sarah Wood