Cambridge Working Papers in Economics
From Faculty of Economics, University of Cambridge
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- 9418: Iranian Economy During the Pahlavi Era
- M Pesaran
- 9417: Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees
- S. Fries, Pierre Mella-Barral and William Perraudin
- 9416: New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes
- Pierre Mella-Barral and William Perraudin
- 9415: Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results
- Michael Binder and M Pesaran
- 9414: Option Games
- B. Lambrecht and William Perraudin
- 9413: Replacing the U.K. Income Tax with a Progressive Consumption Tax
- J. Phutton and Turalay Kenc
- 9412: Information Flows in the Foreign Exchange Markets
- William Perraudin and Paolo Vitale
- 9411: Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function
- John Knight and S.E. Satchell
- 9410: CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION
- William Perraudin and Bent Sorensen
- 9409: Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991
- Kevin Lee
- 9408: Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options
- Mthuli Ncube and S.E. Satchell
- 9407: A Floor and Ceiling Model of U.S. Output
- M Pesaran and Simon Potter
- 9406: The Use of Recursive Model Selection Strategies in Forecasting Stock Returns
- M Pesaran and Allan Timmermann
- 9405: Specific Investment, Hold-Up, and Commitment Through Dual-Class Common Stock
- Chris Doyle and M. Maher
- 9404: Real Effective Exchange Rates 1870-1913: The Core Industrial Countries
- Solomos Solomou and Luis Catão
- 9321: Limited-Dependaent Rational Expectations Models with Future Expectations
- M Pesaran and Hossein Samiei
- 9320: Forecasting Ultimate Resource Recovery
- M Pesaran and Hossein Samiei
- 9319: Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market
- L.C.G. Rogers, S.E. Satchell and Y. Yoon
- 9318: Limited-Dependent Rational Expectations Models with Stochastic Thresholds
- M Pesaran and F.J. Murcia
- 9317: Accounting for Property Assets in the Public and Private Sector
- C. Pratten
- 9316: Measures of Real Effective Exchange Rates
- Stephen Wright
- 9315: Acces Costs and Entry in the Local Telecommunications Network: A Case for De-Averaged Rates
- M.E. Maher
- 9314: The Natural Rate Hypothesis and its Testable Implications
- M Pesaran and Ronald Smith
- 9313: Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction
- M Pesaran and M. Karshenas
- 9312: The Dollar-Pound Forward Exchange Rate 1919-1939
- M. Kitsom, Hossein Samiei and Solomos Solomou
- 9311: Cointegration and Speed of Convergence to Equilibrium
- M Pesaran and Yongcheol Shin
- 9310: Investment and Trade Over Networks: Commitment Through Joint Ventures
- Chris Doyle and M. Maher
- 9308: Alternative Approaches to Estimating Long-Run Energy Demand Elasticities: An Application to Asian Developing Countries
- M. Hashem and Ronald Smith
- 9307: Some Statistics for Testing the Influence of the Number of Transactions on the Distributions of Returns
- S. Satchell and J. Yoon
- 9306: Cointegration and Direct Tests of the Rational Expectations Hypothesis
- Michael McAleer, Colin McKenzie and M.H. Pesaren
- 9224: Theory and Evidence in Economics
- M Pesaran and Ronald Smith
- 9223: The Interaction Between Theory and Observation in Economics
- M Pesaran and Ronald Smith
- 9222: A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models
- B. Pesaran and M Pesaran
- 9221: UK National Income 1920-1938: The Implications of Balanced Estimates
- Solomos Solomou and Martin Weale
- 9220: A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method
- M Pesaran
- 9219: Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods
- M Pesaran, Richard Pierse and Kevin Lee
- 9218: A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing
- M Pesaran and Allan Timmermann
- 9217: Trade in Producer Services: International Specialisation and European Integration
- Michael Landesmann and Pascal Petit
- 9216: Forecasting Stock Returns
- M Pesaran and Allan Timmermann
- 9215: Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
- M Pesaran and Ronald Smith
- 9214: The Role of Sectoral Interactions in Wage Determination in the UK Economy
- Kevin Lee and M Pesaran
- 9213: Industrial Restructuring in Eastern Europe and East-West Trade Integration
- Michael Landesmann
- 9212: Mutual Fund Separation with General Preferences
- Arthur Lewbel and William Perraudin
- 9211: Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps
- Mun Ho, William Perraudin and Bent Sorensen
- 9210: Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS
- Carlo Favero, M Pesaran and S. Sharma
- 9209: The Role of Public Enterprises in the National Economy
- David M Newbery
- 9208: Capacity-Constrained Supply Function Equilibria: Competition and Entry in the Electricity Spot Market and Competition and Regulation in English Electricity Industry
- David M Newbery
- 9207: Regulation of Mergers in the US and the UK: A new Agenda
- Ajit Singh
- 9206: Corporate Takeovers: A Review
- Ajit Singh
- 9205: The Black and Scholes Option Price as a Random Variable
- Mthuli Ncube and S. Satchell