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Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
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9731: Dividends, Safety and Liquidation when Liabilities are Long-term and Stochastic
Robin Mason
9730: Equity Price Dynamics in Thin Emerging Markets of Central and Eastern Europe
M. Sokalska
9729: The Effect of Emigration on Human Capital Formation
J.-P. Vidal
9728: Cross-vintage Encompassing
Steven Cook
9727: Forecasting the Growth in Consumers' Expenditure: The Treasury Model
Steven Cook
9726: Income Inequality in Hungary, 1987-1993
Paul Kattuman and Gerry Redmond
9725: The EUROMOD Preparatory Study: A Summary Report
Holly Sutherland
9724: Computing Strategy for a European Tax-Benefit Model
Ruth Hancock
9723: Eur3: A Prototype European Tax-Benefit Model
François Bourguignon, Cathal O'Donoghue, J. Sastre-Descals, A. Spadara and F. Utili
9722: The Impact of Weather on the Construction Sector Output Variations, 1955-1989
Solomos Solomou and W. Wu
9721: Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels
M Pesaran, Yongcheol Shin and Ronald Smith
9720: Modelling Behavioural Response in EUROMOD
N. Anders Klevmarken
9719: Production Smoothing, Inventory Investment and Asymmetric Adjustment
R. Arden, Sean Holly and Paul Turner
9718: Capital Mobility in a Dynastic Framework
J.-P. Vidal
9717: Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK
R. Arden, Sean Holly and Paul Turner
9716: Asymmetries in Private Sector Investment: An Empirical Investigation
R. Arden, Sean Holly and Paul Turner
9715: The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing
R. Arden, Sean Holly and Paul Turner
9714: An Integrated Risk Measure with Application to UK Asset Allocation
C. Damant, Soosung Hwang and S. E. Satchell
9713: Small Firms in the UK
C. Pratten
9712: Measurement of Trends in Poverty and the Income Distribution
Anthony Atkinson
9711: A Study of the Factors Affecting Participation in Post-compulsory, Full-time Education and Government Supported Training by 16-18 year-olds in England and Wales
C. F. Pratten, Donald Robertson and J. R. Tatch
9710: Generalised Impulse Response Analysis in Linear Multivariate Models
M Pesaran and Yongcheol Shin
9709: Diagnostics for IV Regressions
M Pesaran and L.W. Taylor
9708: Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems
M Pesaran and Michael Binder
9707: Competition, Contracts and Entry in the Electricity Spot Market
David M Newbery
9706: Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables
M Pesaran, Yongcheol Shin and Richard Smith
9705: The 1996 Reform of the Electricity Supply Industry in the Netherlands
G. Brunekreeft
9704: Costly Coasian Contracts
Luca Anderlini and Leonardo Felli
9703: Poverty in the UK and Hungary: Evidence from the Household Budget Survey
G. Collins and Gerry Redmond
9702: The Chinese Army's Firm in Business: The Sanjiu Group
P. Nolan and Wang X.
9701: The Restructuring and Privatisation of the Electricity Supply Industry in Northern Ireland: Will it be Worth it?
Michael Pollitt
9625: A Recursive Modelling Approach to Predicting UK Stock Returns'
M Pesaran and Allan Timmermann
9624: Child Poverty, Economic Transition and Welfare State Regimes in the UK and Hungary'
S. Jarvis and Gerry Redmond
9623: An Extended Family of Financial Risk Measures
C. S. Pedersen and S. E. Satchell
9622: Testing for the 'Existence of a Long-run Relationship'
M Pesaran, Yongcheol Shin and Richard Smith
9621: Big Business with Chinese Characteristics: Two Paths to Growth of the Firm in China under Reform (Economic Transition)
P. Nolan
9620: Privatisation and Liberalisation of Network Utilities
David M Newbery
9619: Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation
Michael Binder and M Pesaran
9618: A Decision_Theoretic Approach to Forecast Evaluation
Clive Granger and M Pesaran
9617: Climate and Fluctuations in Agricultural Output, 1867-1913
Y. Khatri and Solomos Solomou
9616: The Electricity Contract Market
Richard Green
9615: Stochastic Growth
Michael Binder and M Pesaran
9614: Households, Individuals and the Re-Distribution of Income
Holly Sutherland
9613: From State Factory, to Modern Corporation? China's Shougang Iron and Steel Corporation Under Economic Reform
P. Nolan
9612: The Role of Economic Theory in Modelling the Long Run
M Pesaran
9611: Construction of Panel Data Through Record Linkage: Application to Hungarian Budget Surveys: 1987, 89, 91
S. Jarvis and P.A. Kattuman
9610: Learning Standards of Social Behaviour in a Stationary Society
Mario Gilli
9609: The Distributional Impact of Taxing Family Allowance
S. Jarvis
9608: Compensating Differentials: Some Canadian Self-Report Evidence
Shaun Vahey
9607: The Restructuring and Privatisation of the CEGB: Was It Worth It?
David M Newbery and Michael Pollitt
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