Working Papers

From Business School - Economics, University of Glasgow
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2013_14: Imperfect Credibility and Robust Monetary Policy

Richard Dennis

2013_13: Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis

Chris Florackis, Alexandros Kontonikas and Alexandros Kostakis‌

2013_12: Currency issues and options for an independent Scotland

Ronald MacDonald

2013_11: Indexed versus nominal government debt under inflation and price-level targeting

Michael Hatcher

2013_10: Human capital, social mobility and the skill premium

Konstantinos Angelopoulos, Jim Malley and Apostolis Philippopoulos

2013_09: Monetary policy delegation and equilibrium coordination

Andrew Blake, Tatiana Kirsanova and Anthony Yates

2013_08: How Optimal is US Monetary Policy?

Xiaoshan Chen, Tatiana Kirsanova and Campbell Leith

2013_07: Commitment vs. discretion in the UK: An empirical investigation of the monetary and fiscal policy regime

Tatiana Kirsanova and Stephanus le Roux

2013_06: A new index of financial conditions

Gary Koop and Dimitris Korobilis

2013_05: On the time-varying relationship between EMU sovereign spreads and their determinants

Antonio Afonso, Michael Arghyrou, George Bagdatoglou and Alexandros Kontonikas

2013_04: No Good Deals - No Bad Models

Nina Boyarchenko, Mario Cerrato, John Crosby and Stewart Hodges

2013_03: Aggregate and welfare effects of long run inflation risk under inflation and price-level targeting

Michael Hatcher

2013_02: Expectations Traps and Coordination Failures with Discretionary Policymaking

Richard Dennis and Tatiana Kirsanova

2013_01: Infrequent Fiscal Stabilization

Yuting Bai and Tatiana Kirsanova

2012_18: Escaping Expectation Traps: How Much Commitment is Required?

Christoph Himmels and Tatiana Kirsanova

2012_17: What promotes greater use of the corporate bond market? A study of the issuance behaviour of firms in Asia

Paul Mizen and Serafeim Tsoukas

2012_16: Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets

Paul Mizen, Frank Packer, Eli Remolona and Serafeim Tsoukas

2012_15: On the causes of the African Slave Trade

Luis Angeles

2012_14: The determinants of sovereign bond yield spreads in the EMU

Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas

2012_13: Fiscal Sustainability in a New Keynesian Model - Additional Appendix

Campbell Leith and Simon Wren-Lewis

2012_12: Bayesian forecasting with highly correlated predictors

Dimitris Korobilis

2012_11: Stock market reaction to fed funds rate surprises: state dependence and the financial crisis

Alexandros Kontonikas, Ronald MacDonald and Aman Saggu

2012_10: Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities

Giorgio Fazio and Marco Modica

2012_09: Financial health, exports, and firm survival: Evidence from UK and French firms

Holger Görg and Marina-Eliza Spaliara

2012_08: The response of the external finance premium in Asian corporate bond markets to financial characteristics, financial constraints and two financial crises

Paul Mizen and Serafeim Tsoukas

2012_07: Social capital formation across space: proximity and trust in European regions

Giorgio Fazio and Luciano Lavecchia

2012_06: Why do UK banks securitize?

Mario Cerrato, Moorad Choudhry, John Crosby and John Olukuru

2012_05: Market familiarity and the location of South and North MNEs

Celine Azemar, Julia Darby, Rodolphe Desbordes and Ian Wooton

2012_04: Large time-varying parameter VARs

Gary Koop and Dimitris Korobilis

2012_03: Uncertain Fiscal Consolidations

Huixin Bi, Eric Leeper and Campbell Leith

2012_02: Is there a role for genetics in economic development?

Luis Angeles

2012_01: Optimal taxation and the skill premium

Konstantinos Angelopoulos, Jim Malley and Apostolis Philippopoulos

2011_24: Causes of corruption in European countries: history, law, and political stability

Ronald MacDonald and Muhammad Majeed

2011_23: Debt stabilization in a Non-Ricardian economy

Campbell Leith, Ioana Moldovan and Simon Wren-Lewis

2011_22: Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis

Chris Florackis, Alexandros Kontonikas and Alexandros Kostakis

2011_21: The distributional consequences of tax reforms under market distortions

Konstantinos Angelopoulos, Jim Malley and Wei Jiang

2011_20: Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital

Jim Malley and Ulrich Woitek

2011_19: Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model

Paul Mizen and Serafeim Tsoukas

2011_18: Corruption and financial intermediation in a panel of regions: cross-border effects of corruption

Muhammad Majeed and Ronald MacDonald

2011_17: Measuring the economic significance of structural exchange rate models

Mario Cerrato, John Crosby and Muhammad Kaleem

2011_16: Adaptive continuous time Markov chain approximation model to general jump-diffusions

Mario Cerrato, Chia Chun Lo and Konstantinos Skindilias

2011_15: Ordering policy rules with an unconditional welfare measure

Tatiana Damjanovic, Vladislav Damjanovic and Charles Nolan

2011_14: Transaction costs and institutions

Charles Nolan and Alex Trew

2011_08: A nonlinear panel unit root test under cross section dependence

Mario Cerrato, Christian de Peretti, Rolf Larsson and Nicholas Sarantis

2011_07: Testing for convergence from the micro-level

Giorgio Fazio and Davide Piacentino

2011_06: Time-consistent fiscal policy under heterogeneity: Conflicting or common interests?

Konstantinos Angelopoulos, Jim Malley and Apostolis Philippopoulos

2011_05: The Fair Trade movement:an economic perspective

Alexander Kadow

2011_04: Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom

Xiaoshan Chen and Ronald MacDonald

2011_03: Institutions, property rights, and economic development in historical perspective

Luis Angeles

2011_02: Colonialism, elite Formation and corruption

Luis Angeles and Kyriakos Neanidis