Economics Papers

From Economics Group, Nuffield College, University of Oxford
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148: Catch-Up and Leapfrog Between The USA and Japan

Gavin Cameron

146: Likelihood INference for Discretely Observed Non-linear Diffusions

Ola Elerian, S. Chib and Neil Shephard

145: The Ergodic Distribution of Wealth with Random Shocks

Christopher Bliss

144: Evolving Patterns of International Trade

James Proudman and Stephen Redding

143: Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years

Bronwyn Hall, Jacques Mairesse and Benoît Mulkay

142: Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms

Bronwyn Hall, Jacques Mairesse, Lee Branstetter and Bruno Crépon

141: Aggregation and Model Construction for Volatility Models

O.E. Barndorf-Nielsen and Neil Shephard

140: Dynamic Comparative Advantage and the Welfare Effects of Trade

Stephen Redding

139: Informational Herding and Optimal Experimentation

Lones Smith and Peter Sørensen

137: Equilibrium Departures From Common Knowledge in Games With Non-Additive Expected Utility

Sujoy Mukerji and Hyun Song Shin

135: A Ratioanl Learning Model of Gender Segregation in Labour Markets

R. Breen and Cecilia Garcia-Penalosa

134: Almost Common Value Auctions: The "Wallet Game" and its Applications to Takeover Battles and Airwaves Auctions

Paul Klemperer

131: Asymptotic Results for Cointegration Tests in Non-Stable Cases

Bent Nielsen

130: Adaptive Dynamics with Payoff Heterogeneity

David Myatt and Chris Wallace

129: Dynamic Pollution Games

Robin Mason

9713: Filtering via simulation: auxiliary particle filters

Michael K Pitt and Neil Shephard

9712: Significance test in bivariate canonical correlation analysis

Bent Nielsen

9710: On the distribution of tests of cointegration rank

Bent Nielsen

9709: Entry Deterrence and Environmental Regulation

Robin Mason and Timothy Swanson

9706: The relationship between the conditional sum of squares and the exact likelihood for autoregressive moving average model

Neil Shephard

128: An Option-Based Model of Equilibrium Credit Rationing

Robin Mason

127: The Monotonicity of Individual and Market Demand

John Quah

126: Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks

Stephen Morris and Hyun Song Shin

125: Booms and Busts in the UK Housing Market

John Muellbauer and Anthony Murphy

124: Adversarial and Inquisitorial Procedures in Arbitration

Hyun Song Shin

120: Skewness of Earnings and the Believability Hypothesis: How Does the Financial Market Discount Accounting Earnings Disclosures?

M Krishnan, S Sankaraguruswamy and Hyun Song Shin

117: Bringing Income Distribution in from the Cold

Anthony Atkinson

115: Pathological Outcomes of Observational Learning

Lones Smith and Peter Sørensen

112: Inequality, Market Structure, and Growth: A Neo-Schumpeterian Perspective

C.W. Li

111: Nonparametric Inference by Quasi-Likelihood Methods

R.H. Spady

9632: Asymptotic results for cointegration tests in non-stable case

Bent Nielsen

9631: Adaptive dynamics with payoff heterogeneit

David Myatt and Chris Wallace

9629: The UK Demand for Broad Money over the Long run

David F. Hendry Neil R. Ericsson and Kevin M. Prestiwch

9626: Stochastic volatility: likelihood inference and comparison with ARCH models

Neil Shephard and Siddhartha Chib

9625: Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se

Brian Bell

9623: Long-Run Wealth Distribution with Random Shock

Christopher Bliss

0022: Human capital, equipment investment, and industrialization

Jonathan Temple and Hans-Joachim Voth

0021: Social capability and economic development

Jonathan Temple and Paul Johnson

0020: Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models

Michael K Pitt and Neil Shephard

0019: Nonparametric inference by quasi-likelihood methods'/A>Size-v0: 198,000

Richard H Spady

9617: Knowledge, Physical Capital and Creative Destructio

Edmund Cannon

9616: Corruption with Small Corrupt Agent

Christopher Bliss

9614: Initial conditions and moment restrictions in dynamic panel data model

Richard Blundell and Stephen Bond

9612: Information theoretic approaches to inference in moment condition model

Guido Imbens and Richard H Spady

9610: Reliable inference from empirical likelihood

A Steve Corcoran, C Davison and Richard H Spady

9606: Log income versus linear income: an application of the encompassing principl

. Luigi Ermini and David Hendry

9604: An omnibus test for univariate and multivariate normalit

Jurgen Doornik and Henrik Hansen

110: Knowledge, Physical Capital and Creative destruction

Edmund Cannon

109: Is There a Penalty to being a Pioneer

Stephen Redding

108: Likelihood Analysis of Non-Gaussian Parameter-Driven Models

Neil Shephard and M.K. Pitt

107: Trade Union Decline and the Distribution of Wages in the UK: Evidence from Kernel Density Estimation

Brian Bell and M.K. Pitt

106: Testing the Augmented Solow Models

Jonathan Temple

105: Corruption with Small Corrupt Agents

Christopher Bliss and Rafael Di Tella

104: Initial Conditions and Moment Restrictions in Dynamic Panel Data Models

Richard Blundell and Stephen Bond

103: Income Distribution in Europe and United States

Anthony Atkinson

102: Limited Intertemporal Commitment and Job Design

Margaret Meyer, Trond Olsen and Gaute Torsvik

101: Education and Production in the United Kingdom

H. Jenkins

100: Capital Mobility, Convergence Clubs and Long-Run Economic Growth

Christopher Bliss

99: Information Theoretic Approaches to Inference in Movement Condition Models

Guido Imbens, P. Johnson and R.H. Spady

98: Bartlett Correction of the Unit Root test in Autoregressive Models

Bent Nielsen

97: Absolute Poverty or Relative Inequality: A theory of Growth and Wage Differentials

C.G. Penalosa

0018: Testing the augmented Solow Model

Jonathan Temple

0015: Likelihood analysis of non-Gaussian parameter driven models

Neil Shephard and Michael K Pitt

0013: Income Distribution in Europe and the United States

Anthony Atkinson

0011: Bartlett correction of the unit root test in autoregressive models

Bent Nielsen

0008: Generalized linear autoregressions

Neil Shephard

0007: On the interactions of unit roots and exogeneity

David Hendry

0005: An evaluation of forecasting using leading indicators

Rebecca A Emerson and David Hendry

0003: Stochastic volatility: likelihood inference and comparison with ARCH models

Sangjoon Kim and Neil Shephard