Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
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0106: Controlling the Herd: Applications of Herding Theory

Daniel Sgroi

0105: Bernstein Approximations to the Copula Function and Portfolio Optimization

Alessio Sancetta and S. E. Satchell

0104: The Derivation of a New Model of Equity Duration

R. A. Lewin and S. E. Satchell

0103: Supply Shocks and the ‘Natural Rate of Interest': an Exploration

Jagjit Chadha and Charles Nolan

0102: Bayesian Analysis of the Black-Scholes Option Price

Theofanis Darsinos and S. E. Satchell

0101: Benchmarking and Regulation of Electricity Transmission and Distribution Utilities: Lessons from International Experience

Tooraj Jamasb and Michael Pollitt

0031: Induced Technical Change: Evidence and Implications for Energy-Environmental Modelling and Policy

Michael Grubb and J. Kohler

0030: On the Range of the Risk-Free Interest Rate in Incomplete Markets

Atsushi Kajii and Chiaki Hara

0029: The Measurement and Determination of Institutional Change: Evidence from Transition Economics

Martin Raiser, Maria Di Tommaso and Melvyn Weeks

0028: The Transparency and Accountability of UK Debt Management: A Proposal

Patrick Coe, Shaun Vahey and Elizabeth Wakerly

0027: The Plural Form in Franchising: A Synergism of Market and Hierarchy

S. B. Lewin-Solomons

0026: A Review of UK Electricity Regulation

Stephen Littlechild

0025: Fiscal Drag - An Automatic Stabiliser?

Herwig Immervoll

0024: An Examination of UK Business Cycle Fluctuations: 1871-1997

Jagjit Chadha, N. Janssen and Charles Nolan

0023: Optimal Monetary Policy with Sticky Nominal Debt Contracts

Stephen Wright

0022: Intra-Firm Retail Contracting: Survey Evidence from the UK'

L. Affuso

0021: Comparing Investment on New Transport Infrastructure: Roads vs. Railways?

L Affuso, J Masson and David M Newbery

0020: The Environmental Benefits from Road Pricing

Georgina Santos, L. Rojey and David M Newbery

0019: Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the US and the UK

Luisa Corrado and Sean Holly

0018: Strategy Choices of Firms and Market Concentration'

P. Kattuman and Barbara Roberts

0017: The Rise of Environmentalism, Pollution Taxes and Intra-Industry Trade

Toke Aidt

0016: Autonomy, Contractibility and the Franchise Relationship

Shira B. Lewin-Solomons

0015: Innovation and Authority in Franchise Systems: An Empirical Exploration of the Plural Form

Shira Lewin-Solomons

0014: The School-to-Work Transition: A Cross-National Perspective

Paul Ryan

0013: Asset Specificity and Hold-up in Franchising and Grower Contracts: A Theoretical Rationale for Government Regulation?

Shira B. Lewin-Solomons

0012: Perpetual Leapfrogging in Bertrand Duopoly

Emanuele Giovannetti

0011: Interconnection, Differentiation and Bottlenecks in the Internet

Emanuele Giovannetti

0010: Provincial Income Convergence in China, 1953-1997: a Panel Data Approach

Yao Yudon and Melvyn Weeks

0009: Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility

Maria Di Tommaso and Melvyn Weeks

0008: Why We Need Electricity Retailers: A Reply to Joskow on Wholesale Spot Price pass-through

Stephen Littlechild

0007: The Restructuring and Privatisation of Electricity Distribution and Supply Businesses in England and Wales: A Social Cost Benefit Analysis

Preetum Domah and Michael Pollitt

0006: Employment Polarisation and Inequality in the UK and Hungary

Gerry Redmond and Paul Kattuman

0005: The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach

Patrick Coe, Mohammad Pesaran and Shaun Vahey

0004: Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy

A. Garratt, Kevin Lee, Mohammad Pesaran and Yongcheol Shin

0003: Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration

Michael Binder, C. Hsaio and Mohammad Pesaran

0002: (1) Modelling RETA: A Model of Forward Trading and the Balancing Mechanism AND (2) Rebidding in the Balancing Mechanism: An Economic Analysis

Tanga McDaniel and Richard Green

0001: The Declining Role of the State in Infrastructure Investments in the UK

Michael Pollitt

9921: Inflation Targeting, Transparency and Interest Rate Volatility: Ditching 'Monetary Mystique' in the UK

Charles Nolan and Jagjit Chadha

9920: Monetary Policy Loss Functions: Two Cheers for the Quadratic

P. Schellekens and Jagjit Chadha

9919: On Aggregation of Linear Dynamic Models

Mohammad Pesaran

9918: Non-nested Hypothesis Testing: An Overview

Mohammad Pesaran and Melvyn Weeks

9917: Effective Exchange Rates in Japan, 1879-1938

M. Shimazaki and Solomos Solomou

9916: On the Evolution of Regional Asymmetries

E. Giovannetti

9915: Weather Effects on European Agricultural Output 1850-1913

Solomos Solomou and W. Wu

9914: On Interdependent Supergames: Multimarket Contact, Concavity, and Collusion

Giancarlo Spagnolo

9913: Issue Linkage, Delegation, and International Policy Cooperation

Giancarlo Spagnolo

9912: The Statistical Relationship between Bivariate and Multinomial Choice Models

Melvyn Weeks and C. Orne

9911: Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality

John Knight and S. Satchell

9910: Economic and Statistical Measures of Forecast Accuracy

Clive Granger and Mohammad Pesaran

9909: The Evolution of Portfolio Rules and the Capital Asset Pricing Model

Emanuela Sciubba