Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
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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

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

Mohammad Pesaran and Yongcheol Shin

9709: Diagnostics for IV Regressions

Mohammad Pesaran and L.W. Taylor