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Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
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9907: Bounds Testing Approaches to the Analysis of Long-run Relationships Downloads
Mohammad Pesaran, Yongcheol Shin and Richard Smith
9906: Model Selection in Threshold Models Downloads
George Kapetanios
9905: Threshold Models for Trended Time Series Downloads
George Kapetanios
9904: Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions Downloads
N. U. Haque, Mohammad Pesaran and Sunil Sharma
9903: Expenditure on Environmentally Sensitive Goods and Services: Household Spending in Europe Downloads
J. Kohler, H-J Luhmann and A Wadeskog
9902: Tests of Common Stochastic Trends
Jukka Nyblom and Andrew Harvey
9901: A survey of the liberalisation of public enterprises in the UK since 1979 Downloads
Michael Pollitt
9826: Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods
Cheng Hsaio, Mohammad Pesaran and A. Kamil Tahmiscioglu
9825: An Empirical Reassessment of Target-zone Nonlinearities
Anthony Garratt, Zacharias Psaradakis and Martin Sola
9824: A Citizen's Pension
Holly Sutherland
9823: A Structural Cointegrating VAR Approach to Macroeconometric Modelling
Anthony Garratt, Kevin Lee, Mohammad Pesaran and Yongcheol Shin
9822: The Good News and the Bad News about Long-run Stock Market Returns
Donald Robertson and Stephen Wright
9821: Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data
Shaun A Bond and Stephen E Satchell
9820: Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty
Stephen Wright
9819: Utility Functions with Parameters Depending on Initial Wealth
Christian C Pedersen and Stephen E Satchell
9818: Economic Trends and Macroeconomic Policies in Post-revolutionary Iran
Mohammad Pesaran
9817: Recasting Safety Nets: Reforming Social Assistance in Germany, Ireland and the United Kingdom
C. Donoghue and M. Evans
9816: Towards a Two-rate VAT in Italy: Distributional and Welfare Effects
Francesca Gastaldi and Paolo Liberati
9815: Microsimulation and Policy Debate: A Case Study of the Minimum Pension Guarantee in Britain
Anthony Atkinson and Holly Sutherland
9814: Effective Exchange Rates, 1879-1913
Solomos Solomou and Luis Catão
9813: Weather Impacts on the Construction Sector, 1855-1913
Solomos Solomou and W. Wu
9812: A Long-run Structural Macro-econometric Model of the UK
Anthony Garratt, Kevin Lee, Mohammad Pesaran and Yongcheol Shin
9811: Structural Analysis of Cointegrating VARs
Mohammad Pesaran and Ronald Smith
9810: Financial Integration and Monetary Competition
R. Cardarelli and J.-P. Vidal
9809: Economic Integration and Growth under Intergenerational Financing of Human Capital Formation
Philippe Michel and J.-P. Vidal.
9808: Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models
Michael Binder, Mohammad Pesaran and Hossein Samiei
9807: Global Equity Styles and Industry Effects: Portfolio Construction via Dummy Variables
G. W. Kuo and S. E. Satchell
9806: Modelling Emerging Market Risk Premia using Higher Moments
Soosung Hwang and S. E. Satchell
9805: Optimal Consumption Decisions under Social Interactions
Michael Binder and Mohammad Pesaran
9804: Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models
Cheng Hsiao, Mohammad Pesaran and A. K. Tahmiscioglu
9803: Cross-sectional Aggregation of Non-linear Models
Kees Jan van Garderen, Kevin Lee and Mohammad Pesaran
9802: Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels
Mohammad Pesaran and Z. Zhao
9801: Death and Gender in Victorian England and Wales: Comparisons with Contemporary Developing Countries
K. McNay, J. Humphries and Stephan Klasen
9735: Risk, Utility an Switching between Gambles
C. S. Pedersen and S. E. Satchell
9734: Pool Reform and Competition in Electricity, forthcoming in M. Beesley (ed.), Lectures on Regulation Series VII, London, Institute of Economic Affairs
David M Newbery
9733: Multiperson Bargaining and Strategic Complexity
K. Chatterjee and Hamid Sabourian
9732: A Neglected Controversy in the Modelling of Consumers' Expenditure
Steven Cook
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
Mohammad 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
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