Money Macro and Finance (MMF) Research Group Conference 2003

From Money Macro and Finance Research Group
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62: The informational content of empirical measures of real interest rate and output gaps for the United Kingdom

Jack McKeown and Jens McKeown

61: Investments, financial structure and insiders' control of the cash-flow: an intertemporal discrete-time framework and a qualitative analysis

Marco Mazzoli

60: Optimising microfoundations for observed inflation persistence

Richard Mash

59: Nonlinear inflation dynamics: evidence from the UK

Christopher Martin, Michael Arghyrou and Costas Milas

58: Fixed exchange rates, monetary policy and macroeconomic interdependence'

Chris Marsh

57: Aid, governance, and private foreign investment: some puzzling findings and a possible explanation

Matthias Lutz and Philipp Harms

56: Monetary policy rules to preclude booms and busts

Olivier Loisel

55: Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank

Tobias Linzert, Dieter Nautz and Jörg Breitung

54: Net foreign assets, interest rate policy, and macroeconomic stability

Ludger Linnemann and Andreas Schabert

53: Measuring the effect of money: test, estimation and identification

Mau-Ting Lin

52: Business survey forecasts and measurement of output trends in five European economies

Kevin Lee and Kalvinder Shields

51: Active and passive monetary policy in a non-Ricardian world

Tatiana Kirsanova

50: A note on timeless perspective policy design

Tatiana Kirsanova

49: Don't break the habit: structural stability tests of consumption models in the UK

Stuart Hyde and Mo Sherif

48: A joint econometric model of macroeconomic and term structure dynamics

Peter Hördahl, Oreste Tristani and David Vestin

47: Sticky prices, labour market rigidities and exchange rate puzzles

Richard Holt

46: Bank lending and property prices: some international evidence

Boris Hofmann

45: Saving, investment and the net foreign asset position

Mathias Hoffmann

44: Central bank communication and interest rate rules

Marco Hoeberichts

43: Inflation and human capital formation: theory and panel data evidence

Freddy Heylen, Arne Schollaert, Gerdie Everaert and Lorenzo Pozzi

42: Monetary policy uncertainty and unionized labour markets

Bernd Hayo, Hans Peter Gruner and Carsten Hefeker

41: Public expenditure and growth in developing countries: education is the key

M. Emranul Haque, Niloy Bose and Denise Osborn

40: Information asymmetry: private knowledge beats collateral in reducing the information wedge

Aoife Hanley and Jonathan Crook

39: Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries

Sylvia Gottschalk, R. Barrel and Stephen Hall

38: Customer switching behaviour and competition

Celine Gondat-Larralde

37: The Red May effect in the Chinese stock market

Eric Girardin

36: Supply-side reforms and learning dynamics

Chryssi Giannitsarou

35: Inside the black box: permanent vs transitory components and economic fundamentals

Anthony Garratt, Donald Robertson and Stephen Wright

34: International financial rescues and debtor country moral hazard

Prasanna Gai and Ashley Taylor

33: Exchange rate uncertainty and labour market adjustment under fixed and flexible exchange rates

Michael Funke and Yu-Fu Chen

32: A new interpretation of the real exchange rate - yield differential nexus

Ana-Maria Fuertes, Jerry Coakley and Andrew Wood

31: US share prices and real demand and supply shocks

Patricia Fraser and Nicolaas Groenewold

30: Inflation, inflation uncertainty, and a common European Monetary Policy

Stilianos Fountas, Alexandra Ioannidis and Menelaos Karanasos

29: Modelling the demand for emerging market assets

Valpy FitzGerald and Derya Krolzig

28: Monetary policy in a world with different financial systems

Ester Faia

27: UK business investment: long-run elasticities and short-run dynamics

Colin Ellis and Simon Price

26: Exchange rates, commodities and the implications of volatility in a small open economy world

Rebecca Driver and Stephen Millard

25: Macro factors and the term structure of interest rates

Hans Dewachter

24: Money creation in a random matching model

Alexei Deviatov

23: Central bank transparency in theory and practice

Maria Demertzis and Andrew Hughes Hallett

22: Taxing capital income in a perpetual youth economy

Valeria De Bonis and Luca Spataro

21: Exchange rate regime classification and real performances: new empirical evidence

Olivier Darné and Laetitia Ripoll-Bresson

20: Realized volatility and minimum capital requirements

John Cotter

19: The Balassa-Samuelson effect in an imperfectly competitive economy: empirical evidence for G7 countries

Javier Coto-Martinez and Juan Reboredo

18: Endogenous markups and fiscal policy

Luis Costa

17: The Feldstein-Horioka puzzle is not as bad as you think

Jerry Coakley, Ana-Maria Fuertes and Fabio Spagnolo

16: Testing for the uncovered interest parity using distributions implied by FX options

Martin Cincibuch and David Vavra

15: Assessing money supply rules

Ibrahim Chowdhury and Andreas Schabert

14: Option value, policy uncertainty, and the foreign direct investment decision

Yu-Fu Chen and Michael Funke

13: The impact of the cost of capital and of the decision to invest or to divest on investment behaviour: an empirical investigation using a panel of French services firms

Jean-Bernard Chatelain and Jean-Christophe Teurlai

12: Describing the Fed's conduct with simple Taylor rules: is interest rate smoothing important?

Efrem Castelnuovo

11: Habit formation and its implications for small open economies

Rodrigo Caputo

10: Stock market development and economic growth: a matter of informational problems

Salvatore Capasso

9: Testing financial constraints on firm investment using variable capital

Andrea Caggese

8: Is volatility risk priced? Properties of tests based on option hedging errors

Nicole Branger and Christian Schlag

7: Openness and the output-inflation tradeoff

Christopher Bowdler

6: French exchange rate management in the mid-1920s: lessons drawn from new evidence

Bertrand Blancheton

5: Vector autoregressive models versus neural networks in forecasting: an application to Euro-inflation and divisia money

Jane Binner, Rakesh Bissoondeeal, Thomas Elger, Alicia Gazely and Andrew Mullineux

4: Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK

Bettina Becker and Stephen Hall

3: Benchmarks and targets under the SGP; evaluating safe deficit targets and automatic stabilisers using NiGEM

Ray Barrell and Ian Hurst

2: Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies

Michael Arghyrou, Virginie Boinet and Christopher Martin

1: Money market rates and implied CCAPM rates: some international evidence

Yamin Ahmad