Economics Papers

From Economics Group, Nuffield College, University of Oxford
Contact information at EDIRC.
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1507: Causal transmission in reduced-form models

Vassili Bazinas and Bent Nielsen

1506: The future of agent-based modelling

Matteo Richiardi

1505: We ran one billion agents. Scaling in simulation models

Ross Richardson, Matteo Richiardi and Michael Wolfson

1504: The Effects of Immigration on NHS Waiting Times

Osea Giuntella, Catia Nicodemo and Carlos Vargas-Silva

1503: Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression

James A. Duffy

1502: Life-Cycle Labor Supply with Human Capital: Econometric and Behavioral Implications

Michael Keane

1501: A uniform law for convergence to the local times of linear fractional stable motions

James Duffy

1408: apc: A Package for Age-Period-Cohort Analysis

Bent Nielsen

1407: Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance

Jakob Grazzini and Matteo Richiardi

1406: Asymptotic theory for cointegration analysis when the cointegration rank is deficient

David Bernstein and Bent Nielsen

1404: Outlier detection algorithms for least squares time series regression

Soren Johansen and Bent Nielsen

1403: Deviance analysis of age-period-cohort models

Bent Nielsen

1402: Adverse Selection, Moral Hazard and the Demand for Medigap Insurance

Michael Keane and Olena Stavrunova

1401: A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice

Andrew Ching, Tülin Erdem and Michael Keane

1312: Market-Based Bank Capital Regulation

Jeremy Bulow and Paul Klemperer

1311: The Geometric Chain-Ladder

D Kuang, Bent Nielsen and J P Nielsen

1310: The Structure of Consumer Taste Heterogeneity in Revealed vs. Stated Preference Data

Michael Keane and Nada Wasi

1309: The Demand for Private Health Insurance: Do Waiting Lists Matter?” – Revisited

Meliyanni Johar, Glenn Jones, Michael Keane, Elizabeth Savage and Olena Stavrunova

1308: Panel data discrete choice models of consumer demand

Michael Keane

1307: Learning Models: An Assessment of Progress, Challenges and New Developments

Andrew Ching, Tulin Erdem and Michael Keane

1306: Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

Neil Shephard

1305: Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality

María Dolores Martínez Miranda, Bent Nielsen and Jens Perch Nielsen

1304: Unpredictability in Economic Analysis, Econometric Modeling and Forecasting

David Hendry and Grayham Mizon

1303: Generalised empirical likelihood-based kernel density estimation

Vitaliy Oryshchenko and Richard Smith

1302: Asymptotic analysis of the Forward Search

Bent Nielsen and Soren Johansen

1301: Martingale unobserved component models

Neil Shephard

1213: Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza

Nada Wasi and Michael Keane

1212: Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective

Michael Keane and Richard Rogerson

1211: Discrimination in a universal health system: Explaining socioeconomic waiting time gaps

Meliyanni Johar, Glenn Jones, Michael Keane, Elizabeth Savage and Olena Stavrunova

1210: Adverse Selection, Moral Hazard and the Demand for Medigap Insurance

Michael Keane and Olena Stavrunova

1209: How the Allocation of Children’s Time Affects Cognitive and Non-Cognitive Development

Michael Keane

1208: Income Taxation in a Life Cycle Model with Human Capital

Michael Keane

1207: A Joint Chow Test for Structural Instability

Bent Nielsen and Andrew Whitby

1206: Basics of Levy processes

Ole Barndorff-Nielsen and Neil Shephard

1205: Robust inference on parameters via particle filters and sandwich covariance matrices

Arnaud Doucet and Neil Shephard

1204: Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices

Neil Shephard and Dacheng Xiu

1203: Regulated Prices, Rent-Seeking, and Consumer Surplus

Jeremy Bulow and Paul Klemperer

1202: Efficient and feasible inference for the components of financial variation using blocked multipower variation

Per A. Mykland, Neil Shephard and Kevin Sheppard

1201: Multivariate Rotated ARCH Models

Diaa Noureldin, Neil Shephard and Kevin Sheppard

1101: Multivariate High-Frequency-Based Volatility (HEAVY) Models

Diaa Noureldin, Neil Shephard and Kevin Sheppard

1006: Testing for rational bubbles in a co-explosive vector autoregression

Tom Engsted and Bent Nielsen

1005: Forecasting in an extended chain-ladder-type model

Di Kuang, Bent Nielsen and Jens Perch Nielsen

1004: Discrete-valued Levy processes and low latency financial econometrics

Ole Barndorff-Nielsen, David G. Pollard and Neil Shephard

1003: Deferred fees for universities

Neil Shephard

1002: Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli

Soren Johansen and Bent Nielsen

1001: Submission to the review on “Higher Education Funding and Student Finance”

Neil Shephard

0916: Monetary Policy in a Currency Union with Heterogeneous Limited Asset Markets Participation

Fabian Eser

0915: A Nonparametric Analysis of the Cournot Model

Andrés Carvajal and John Quah

0914: Optimal Fiscal Stabilisation through Government Spending

Fabian Eser

0913: Income contingent tuition fees for universities

Neil Shephard