Economics Papers

From Economics Group, Nuffield College, University of Oxford
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0516: Variation, jumps, market frictions and high frequency data in financial econometrics

Ole Barndorff-Nielsen and Neil Shephard

0515: Condorcet Cycles? A Model of Intertemporal Voting

Kevin Roberts

0514: Openness and inflation volatility: Cross-country evidence

Christopher Bowdler and Adeel Malik

0513: The Utopia of Implementing Monetary Policy Cooperation through Domestic Institutions

Florin Bilbiie

0512: Incomplete Fiscal Rules with Imperfect Enforcement

Florin Bilbiie and David Stasavage

0511: Fiscal Contracts for a Monetary Union

Florin Bilbiie

0510: Deus ex machina wanted: time inconsistency of time consistency solutions in monetary policy

Florin Bilbiie

0509: Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic

Florin Bilbiie

0508: Analysis of co-explosive processes

Bent Nielsen

0507: Limit theorems for multipower variation in the presence of jumps

Ole Barndorff-Nielsen, Neil Shephard and Matthias Winkel

0506: Limit theorems for bipower variation in financial econometrics

Ole Barndorff-Nielsen, Sven Erik Graversen, Jean Jacod and Neil Shephard

0505: Estimating quadratic variation when quoted prices jump by a constant increment

Jeremy Large

0504: Adjustment Costs and the Identification of Cobb Douglas Production Functions

Stephen Bond and Mans Soderbom

0503: Axiomatic Foundations for Satisficing Behavior

Christopher Tyson

0502: Tradeable Goods, Non-Tradeable Goods and Participation

Chirstopher Bliss

0501: Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model

Takamitsu Kurita and Bent Nielsen

049: Auctions: Theory and Practice

Paul Klemperer

048: Capital Accumulation and Growth: A New Look at the Empirical Evidence

Steve Bond, Asli Leblebicioglu and Fabio Schiantarelli

047: The existence of equilibrium when excess demand obeys the weak axiom

John Quah

046: Estimating Equivalence Scales for Tax and Benefits Systems

John Muellbauer and Justin van de Ven

045: Cancellation and Uncertainty Aversion on Limit Order Books

Jeremy Large

044: Regression Models with Data-based Indicator Variables

David Hendry and Carlos Santos

043: A Feasible Central Limit Theory for Realised Volatility Under Leverage

Ole Barndorff-Nielsen and Neil Shephard

042: Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

Charles Bos and Neil Shephard

041: Comparative Statics with Concave and Supermodular Functions

John Quah

0430: Multipower Variation and Stochastic Volatility

Ole Barndorff-Nielsen and Neil Shephard

0429: A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales

Ole Barndorff-Nielsen, Svend Erik Graversen, Jean Jacod, Mark Podolskij and Neil Shephard

0428: Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise

Ole Barndorff-Nielsen, Peter Hansen, Asger Lunde and Neil Shephard

0427: Two Criteria for Social Decisions

Marc Fleurbaey

0426: Some Implications of a Variable EIS

Christopher Bliss

0425: Two sided analysis of variance with a latent time series

Lars Hougaard Hansen, Bent Nielsen and Jens Perch Nielsen

0424: Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression

Bent Nielsen and J Reade

0423: Iterative Dominance and Sequential Bargaining

Christopher Tyson

0422: Estimating Time Demand Elasticities Under Rationing

Victoria Prowse

0421: Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange

Clive Bowsher

0420: Likelihood based inference for diffusion driven models

Siddhartha Chib, Michael K Pitt and Neil Shephard

0419: Stochastic volatility with leverage: fast likelihood inference

Yasuhiro Omori, Siddhartha Chib, Neil Shephard and Jouchi Nakajima

0418: The aggregate weak axiom in a financial economy through dominant substitution effects

John Quah

0417: We Ran One Regression

David Hendry and Hans-Martin Krolzig

0416: Parallel Computation in Econometrics: A Simplified Approach

Jurgen Doornik, Neil Shephard and David Hendry

0415: Unpredictability and the Foundations of Economic Forecasting

David Hendry

0414: Robustifying Forecasts from Equilibrium-Correction Models

David Hendry

0413: Regression Models with Data-based Indicator Variables

David Hendry and Carlos Santos

0412: Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes

Guillaume Chevillon and David Hendry

0411: A note on the determinants of inflation starts in the OECD

Christopher Bowdler and Luca Nunziata

0410: Testing for a time-varying price-cost markup in the Euro area inflation process

Christopher Bowdler and Eilev Jansen

0323: Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms

Bent Nielsen

0322: Power of tests for unit roots in the presence of a linear trend

Bent Nielsen

0321: Econometrics of testing for jumps in financial economics using bipower variation

Ole Barndorff-Nielsen and Neil Shephard

0320: Multimodality in the GARCH Regression Model

Jurgen Doornik and Marius Ooms