Money Macro and Finance (MMF) Research Group Conference 2005

From Money Macro and Finance Research Group
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42: Real-time output gaps in the estimation of Taylor rules: A red herring?

David Cobham and Christopher Adam

41: Testing for Asymmetries in the Preferences of the Euro-Area Monetary Policymaker

Manuel Martins and Alvaro Aguiar

40: Optimal Fiscal Policy Rules in a Monetary Union

Tatiana Kirsanova, David Vines, Mathan Satchi and Simon Wren-Lewis

39: The Political Economy of Financial Liberalisation

Anja Shortland and Sourafel Girma

38: Political Institutions, Environmental Policy and Growth

Laura Marsiliani and Thomas I Renstrom

37: The Evolution of International Political Risk 1956-2001

Radu Tunaru and Ephraim Clark

36: How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of convergence to PPP

Georgios Chortareas and George Kapetanios

35: Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe

Michael Arghyrou, Virginie Boinet and Christopher Martin

34: The Purchasing Power Parity Persistence Paradigm: Evidence from Black Currency Markets

Mario Cerrato, Neil Kellard and Nicholas Sarantis

33: The Forecasing time series subject to multiple structure breaks

Mohammad Pesaran, Allan Timmermann and Davide Pettenuzzo

32: Forecasting Performance of an Open Economy Dynamic Stochastic General Equilibrium Model

Mattias Villani, Malin Adolfson and Jesper Lindé

31: Forecasting regional Growth by Bayesian spatio -temporal models

Wolfgang Polasek and Hermut Berrer

30: Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process

Rodney Strachan and Herman K van Dijik

29: Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account

Theodore Panagiotidis and Mark Holmes

28: Testing the Trade-off and Pecking Order Theory: Some UK Evidence

Viet Anh Dang

27: Macroeconomic Shocks and Central Bank Disclosure Policy: Is increased Transparency Necessarily Beneficial?

Phillip Lawler and Jonathan James

26: Real time Representations of the Output Gap

Kevin Lee, Emi Mise, Kalvinder Shields and Anthony Garratt

25: Effects of a Labor Market Reform on the Effectiveness of the Monetary Policy

Ana Ribeiro and Alvaro Aguiar

24: Mean and variance causality between the Cyprus Stock Exchange and major equity markets

Georgios Kouretas, Eleni Constantinou, Robert Georgiades and Avo Kazandjian

23: Volatility, spillover Effects and Correlations in US and Major European Markets

Christos Savva, Denise Osborn and Len Gill

22: The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability

Thomas Nitschka

21: On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data

Menelaos Karananos, Sekioua S.h and Ning Zeng

20: The Feasibility of a Fixed Exchange Rate Regime for New EU-members Evidence from Real Exchange Rates

Clemens Kool, Tom Van Veen, Bertrand Chandelon and Katharina Raabe

19: Revisiting the Martingale hypothesis for exchange rates

Young-Sook Lee, Tae-Hwan Kim and Paul Newbold

18: A Resolution of the Fisher Effect Puzzle: A Comparison of Estimators

Ekaterini Panopoulou

17: Inflation Persistence, Fiscal Constraints and Non-cooperative Authorities Stabilization Policy in a Monetary Union

Tatiana Kirsanova, David Vines, Mathan Satchi and Simon Wren-Lewis

16: Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework

Hiona Balfoussia and Michael Wickens

15: Cycles And Banking Crisis

Ioannis Lazopoulos

14: The Stock-Flow Approach to the Real Exchange Rate of CEE Transition Economies

Kirsten Lommatzsch, Balázs Égert and Amina Lahreche-Revil

13: Non-Linear Properties of Currency Crises in Emerging Markets

Bettina Becker and Stephen Hall

12: Growth, Uncertainty and Finance

Dimitrios Varvarigos and Keith Blackburn

11: Saving and Growth with Habit Formation: A Comment

Patrick Toche

10: Information and Communication Technologies in a Multi-Sector Endogenous Growth Model

Evangelia Vourvachaki

9: Do controls on capital inflows insulate domestic variables against external shocks?

Antonio David

8: Does Insurance Promote Economic Growth? Evidence from the UK

Maurice Kugler and Reza Ofoghi

7: The French Pension Trust Fund: Can it cope with the Expected Financial Unsustainability of the PAYG Pension System?

Anne Lavigne and Charlie Berger

6: Optimal research in financial markets with heterogeneous private information; a rational expectations model

Katrin Tinn

5: Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?

Massimiliano De Santis

4: Mutual Fund Performance: Skill Or Luck?

Dirk Nitzsche, Keith Cuthbertson and Niall O'Sullivan

3: Monetary Policy Rules and Inflation Targets in Emerging Economies Evidence for Mexico and Israel

Rebeca I Muñoz Torres

2: Time Consistent Policy in Markov Switching Models

Fabrizio Zampolli and Andrew Blake

1: National and Global Macroeconometric Modelling Using GVAR

Mohammad Pesaran