Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
Bibliographic data for series maintained by Jake Dyer ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

9708: Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems

Mohammad Pesaran and Michael Binder

9707: Competition, Contracts and Entry in the Electricity Spot Market

David M Newbery

9706: Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables

Mohammad Pesaran, Yongcheol Shin and Richard Smith

9705: The 1996 Reform of the Electricity Supply Industry in the Netherlands

G. Brunekreeft

9704: Costly Coasian Contracts

Luca Anderlini and Leonardo Felli

9703: Poverty in the UK and Hungary: Evidence from the Household Budget Survey

G. Collins and Gerry Redmond

9702: The Chinese Army's Firm in Business: The Sanjiu Group

P. Nolan and Wang X.

9701: The Restructuring and Privatisation of the Electricity Supply Industry in Northern Ireland: Will it be Worth it?

Michael Pollitt

9625: A Recursive Modelling Approach to Predicting UK Stock Returns'

Mohammad Pesaran and Allan Timmermann

9624: Child Poverty, Economic Transition and Welfare State Regimes in the UK and Hungary'

S. Jarvis and Gerry Redmond

9623: An Extended Family of Financial Risk Measures

C. S. Pedersen and S. E. Satchell

9622: Testing for the 'Existence of a Long-run Relationship'

Mohammad Pesaran, Yongcheol Shin and Richard Smith

9621: Big Business with Chinese Characteristics: Two Paths to Growth of the Firm in China under Reform (Economic Transition)

P. Nolan

9620: Privatisation and Liberalisation of Network Utilities

David M Newbery

9619: Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation

Michael Binder and Mohammad Pesaran