Cambridge Working Papers in Economics

From Faculty of Economics, University of Cambridge
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9520: Personal Income tax Modelling in the UK Inland Revenue

G. Keenay

9519: The Development of Tax-Benefit Models: A View from the UK

Holly Sutherland

9518: Ownership and Efficiency in Nuclear Power Production

Michael Pollitt

9517: How to Combine Pareto Optimality and Individual Liberty Using Welfare Interpersonal Comparisons

G. Palomba

9516: Large Firms and Industrial Reform in Former Planned Economies: The Case of China

P. Nolan

9515: Forecasting the Bond Market

Stephen Wright

9514: An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

Mohammad Pesaran and Yongcheol Shin

9513: A Discrete-Time Version of Target Zone Models with Jumps

Mohammad Pesaran and Francisco Ruge-Murcia

9512: The Theory of Implemetation when the Planner is a PLayer

Sandeep Baliga, Luis Corchon and Tomas Sjostrom

9511: Universal Collusion and Renegotiation, Dictators and Contracts

Sandeep Baliga

9510: Negotiations with Side-Deals

Sandeep Baliga and Roberto Serrano

9509: Imperfect Competition and Chemical Accumulation in the Environment

Robin Mason

9508: Planning and Macroeconomic Stabilization in Iran

Mohammad Pesaran

9506: Budgetary Aspects of Stabilization and Structural Adjustment in India

Willem Buiter and U.R. Patel

9505: European Pension Systems: A Simulation Analysis

Turalay Kenc and William Perraudin

9504: Risk-Averse Traders with Inside Information

Paolo Vitale

9503: Dynamic Linear Models for Heterogeneous Panels

Mohammad Pesaran, Ronald Smith and K.S. Im

9502: Reserve Cycles

Robert Flood, William Perraudin and Paolo Vitale

9501: Sequential Reorganisation of Corporate Debt Contracts

Pierre Mella-Barral

9422: Technical Effiency in Electrical Power Plants

Michael Pollitt

9421: Regulatory Policies and Reform in the Electricity Supply Industry

David M Newbery

9420: Testing a Time-Series for Difference Stationarity

Brendan McCabe and Andrew Tremayne

9419: Long-Run Structural Modelling

Mohammad Pesaran and Yongcheol Shin

9418: Iranian Economy During the Pahlavi Era

Mohammad 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 Mohammad 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

Mohammad Pesaran and Simon Potter

9406: The Use of Recursive Model Selection Strategies in Forecasting Stock Returns

Mohammad 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

Mohammad Pesaran and Hossein Samiei

9320: Forecasting Ultimate Resource Recovery

Mohammad 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

Mohammad 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

Mohammad Pesaran and Ronald Smith

9313: Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction

Mohammad 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

Mohammad Pesaran and Yongcheol Shin

9310: Investment and Trade Over Networks: Commitment Through Joint Ventures

Chris Doyle and M. Maher