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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
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