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Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
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0305: Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence Downloads
Mohammad Pesaran
0304: Market-induced Asset Specificity: Redefining the Hold-up Problem Downloads
Shira Lewin-Solomons
0303: On the Interaction of Monetary and Fiscal Policy Downloads
Jagjit Chadha and Charles Nolan
0302: Cyclical Components in Economic Time Series: a Bayesian Approach Downloads
Andrew Harvey, Thomas Trimbur and Herman van Dijk
0301: Multivariate Unit Root Tests and Testing for Convergence Downloads
Andrew Harvey and David Bates
0237: Testing for Drift in a Time Series Downloads
Fabio Busetti and Andrew Harvey
0236: Unions: Rent Extractors or Creators? Downloads
Toke Aidt and Vania Sena
0235: A Real Time Tax Smoothing Based Fiscal Policy Rule Downloads
Elena Loukoianova, Shaun Vahey and Elizabeth Wakerly
0234: Auctions to gas transmission access: The British experience Downloads
Tanga McDaniel and Karsten Neuhoff
0233: Auctions and trading in energy markets -- an economic analysis Downloads
David M Newbery and Tanga McDaniel
0232: Technical efficiency in electricity generation - the impact of smallness and isolation of island economies Downloads
Preetum Domah
0231: The Temporal Efficiency of SO2 Emissions Trading Downloads
A. Denny Ellerman and Juan-Pablo Montero
0230: Regulatory Challenges to European Electricity Liberalisation Downloads
David M Newbery
0229: Modelling the Costs of Electricity Regulation: Evidence of Human Resource Constraints in Developing Countries Downloads
Preetum Domah, Michael Pollitt and Jon Stern
0228: Regulatory Threat in Vertically Related Markets; The Case of German Electricity Downloads
Gert Brunekreeft
0227: Competition in Retail Electricity Supply Downloads
Stephen Littlechild
0226: Reform and Regulation of the Electricity Sectors in Developing Countries Downloads
Tooraj Jamasb
0225: Allocating Transmission to Mitigate Market Power in Electricity Networks Downloads
Richard Gilbert, Karsten Neuhoff and David M Newbery
0224: Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy Downloads
Jagjit Chadha and Charles Nolan
0223: The Operation of the Low Pay Commission Downloads
William Brown
0222: New Test Statistics for Market Timing with Application to Emerging markets Downloads
Alessio Sancetta and S. E. Satchell
0221: Growth, Cycles and Convergence in US Regional Time Series Downloads
Vasco Carvalho and Andrew Harvey
0220: Testing Proportionality in Duration Models with Respect to Continuous Covariates Downloads
Arnab Bhattacharjee and Samarjit Das
0219: The Impact of Technical Analysis on Asset Price Dynamics Downloads
J.-H. Steffi Yang and Stephen E. Satchell
0218: On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options Downloads
Theofanis Darsinos and Stephen E. Satchell
0217: The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options Downloads
Theofanis Darsinos and Stephen E. Satchell
0216: Models for Converging Economies Downloads
Andrew Harvey and Vasco Carvalho
0214: Optimal congestion treatment for bilateral electricity trading Downloads
Karsten Neuhoff
0213: Use of Long-term Auctions for Network Investment Downloads
Tanga McDaniel and Karsten Neuhoff
0212: Relative Performance of UK and Japanese Electricity Distribution Systems 1985-1998: Lessons for Incentive Regulation Downloads
Toru Hattori, Tooraj Jamasb and Michael Pollitt
0211: A Quantitative Analysis of Pricing Behavior In California’s Wholesale Electricity Market During Summer 2000 Downloads
Paul Joskow and Edward Kahn
0210: Issues and Options for Restructuring Electricity Supply Industries Downloads
David M Newbery
0209: Exchange Rate Monitoring Bands: Theory and Policy Downloads
Luisa Corrado, Marcus Miller and Lei Zhang
0208: British Episodic Economic Growth 1850-1938 Downloads
Solomos Solomou and C. A. Ristuccia
0207: Strategy Learning in 3x3 Games by Neural Networks Downloads
Daniel Sgroi and Daniel Zizzo
0206: Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms Downloads
Arnab Bhattacharjee, C. Higson, Sean Holly and P. Kattuman
0205: Modelling Experience as Signal Accumulation Downloads
Daniel Sgroi
0204: Output, Inflation and the New Keynesian Phillips Curve Downloads
Jagjit Chadha and Charles Nolan
0203: Inflation and Price Level Targeting in a New Keynesian Model Downloads
Jagjit Chadha and Charles Nolan
0202: Electricity Diffusion and Trend Acceleration in Inter-War Manufacturing Productivity Downloads
Cristiano A. Ristuccia and Solomos Solomou
0201: Generalised Mean-Variance Analysis and Robust Portfolio Diversification Downloads
Stephen M. Wright and S. E. Satchell
0119: Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model Downloads
Mohammad Pesaran and Scott M. Weiner
0118: The Restructuring and Privatisation of British Rail: Was it really that bad? Downloads
Michael Pollitt and Andrew Smith
0117: Global Influences on UK Manufacturing Prices Downloads
Kenneth Coutts and Neville Norman
0116: Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information Downloads
Theofanis Darsinos and Stephen Satchell
0115: International Benchmarking and Yardstick Regulation: An Application to European Electricity Utilities Downloads
Tooraj Jamasb and Michael Pollitt
0114: The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies Downloads
C. Higson, Sean Holly, P. Kattuman and S. Platis
0113: General Model-based Filters for Extracting Cycles and Trends in Economic Time Series Downloads
Andrew Harvey and Thomas Trimbur
0112: Competitive Bidding for a Long-term Electricity Distribution Contract Downloads
Stephen Littlechild
0111: The National Minimum Wage and In-work Poverty Downloads
Holly Sutherland
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