Working Papers

From Department of Economics, City St George's, University of London
Department of Economics, Social Sciences Building, City St George's, University of London, Whiskin Street, London, EC1R 0JD, United Kingdom.
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2011: The costs of adjusting labor: Evidence from temporally disaggregated data

F. Yaman

2011: Ethnic concentration and language fluency of immigrants in Germany

Alexander Danzer and F. Yaman

2011: Ethnic externalities and 2nd generation immigrants

F. Yaman

2011: A tree formulation for signaling games

X. Dassiou and D. Glycopantis

2011: Valuing voluntary disclosure using a real options approach

L. Delaney and J. Thijssen

2011: Forecasting in the presence of recent structural change

Jana Eklund, George Kapetanios and Simon Price

2011: Security of supply and retail competition in the European gas market: Some model-based insights

I. Abada and Olivier Massol

2011: A cost function for the natural gas transmission industry: further considerations

Olivier Massol

2011: The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk

B. Kapar and Jose Olmo

2011: Perverse cross-subsidization in the credit market

Giuseppe Coco and Giuseppe Pignataro

2010: Argentina's default and the lack of dire consequences

W Baer, D Margot and Gabriel Montes-Rojas

2010: Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression

A. K. Bera, A. F. Galvao , Gabriel Montes-Rojas and S. Y. Park

2010: Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis

Tommaso Gabrieli, A. F. Galvao and Gabriel Montes-Rojas

2010: Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis

Gabriel Montes-Rojas

2010: Herding effects in order driven markets: The rise and fall of gurus

Giulia Iori and Gabriele Tedeschi

2010: Diverse societal beliefs and redistributive policies, but equal welfare: The trade-off effect of information

Tommaso Gabrieli

2010: A century of methodological individualism part 2: Mises and Hayek

Andy Denis

2010: A century of methodological individualism part 1: Schumpeter and Menger

Andy Denis

2010: Body image, peer effects and food disorders: Evidence from a sample of European women

Joan Costa-Font and M. Jofre-Bonet

2009: Detecting the Presence of Informed Price Trading Via Structural Break Tests

Jose Olmo, K. Pilbeam and William Pouliot

2009: Extreme Value Theory Filtering Techniques for Outlier Detection

Jose Olmo

2009: A uniform Time Trade Off method for states better and worse than dead: feasibility study of the ‘lead time’ approach

N. Devlin, Aki Tsuchiya, K. Buckingham and C. Tilling

2009: Does the value of quality of life depend on duration?

N. Devlin, Aki Tsuchiya, K. Buckingham and C. Tilling

2009: Instrumental variables quantile regression for panel data with measurement errors

A. F. Galvao and Gabriel Montes-Rojas

2009: Threshold quantile autoregressive models

A. F. Galvao , Gabriel Montes-Rojas and Jose Olmo

2009: Quantile autoregressive distributed lag model with an application to house price returns

Antonio Galvao, Gabriel Montes-Rojas and S. Y. Park

2009: Using the EQ-5D as a performance measurement tool in the NHS

N. Devlin, David Parkin and J. Browne

2009: The two sector endogenous growth model: an atlas

Michael Ben-Gad

2009: The role of quality ladders in a Ricardian model of trade with nonhomothetic preference

Esteban Jaimovich and Vincenzo Merella

2008: U-statistic Type Tests for Structural Breaks in Linear Regression Models

William Pouliot and Jose Olmo

2008: The Impact of Industry Collaboration on Academic Research Output: A Dynamic Panel Data Analysis

A. Banal-Estanol, M. Jofre-Bonet and C. Meissner

2008: Commercial Incentives in Academia

A. Banal-Estanol and Ines Macho-Stadler

2008: Glass slippers and glass ceilings: A positive analysis of gender inequality and marriage

S. Jafarey

2008: Testing Downside Risk Efficiency Under Market Distress

Jesus Gonzalo and Jose Olmo

2008: Statistical analysis of EQ-5D profiles: does the use of value sets bias inference?

David Parkin, Nigel Rice and N. Devlin

2008: Early Detection Techniques for Market Risk Failure

Jose Olmo and William Pouliot

2008: A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences

O. Martinez and Jose Olmo

2008: Analyzing Economic Policy Using High Order Perturbations

Michael Ben-Gad

2008: Infrastructure Contracts: Trust and Institutional Updating

X. Dassiou and Jon Stern

2008: The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows

Carl Chiarella, Giulia Iori and J. Perello

2008: An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture

Giulia Iori and Christophe Deissenberg

2008: A note on the nature of utility in time and health and implications for cost utility analysis

K. Buckingham and N. Devlin

2008: Robust misspecification tests for the Heckman’s two-step estimator

Gabriel Montes-Rojas

2007: The strategic interaction between firms and formulary committees: effects on the prices of new drugs

M. D. C. García-Alonso and B. Garcia-Marinoso

2007: Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation

George Kapetanios, V. Labhard and Simon Price

2007: The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries

J. Coto-Martinez and Juan Reboredo

2007: Are African electricity distribution companies efficient? Evidence from southern African countries

Antonio Estache, B. Tovar and L. Trujillo

2007: Socioeconomic networks with long-range interactions

R. Carvalho and Giulia Iori

2007: Estimation risk effects on backtesting for parametric value-at-risk models

Juan Carlos Escanciano and Jose Olmo

2007: A resolution of the forward discount puzzle

Jose Olmo and K. Pilbeam

2007: Financial incentives in academia: research versus development

A. Banal-Estanol and Ines Macho-Stadler

2007: Efficiency measurement in the port industry: a survey of the empirical evidence

M. Gonzalez and L. Trujillo

2007: Utilities reforms and corruption in developing countries

Antonio Estache, A. Goicoechea and L. Trujillo

2007: Institutions and investment in low and middle-income countries: the case of mobile communications

F. Maiorano and Jon Stern

2007: The European port industry: an analysis of its economic efficiency

L. Trujillo and B. Tovar

2007: Econometric estimation of scale and scope economies within the port sector: a review

B. Tovar, Sergio Jara-Diaz and L. Trujillo

2007: Government expenditure on education, health and infrastructure: a naive look at levels, outcomes and efficiency

Antonio Estache, M. Gonzalez and L. Trujillo

2007: The impact of heavy tails and comovements in downside-risk diversification

Jesus Gonzalo and Jose Olmo

2007: An asset pricing model for mean-variance-downside-risk averse investors

Jose Olmo