Working Papers

From Queen Mary University of London, School of Economics and Finance
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487: Schelling's Spatial Proximity Model of Segregation Revisited

Romans Pancs and Nicolaas Vriend

486: A Nonlinear Approach to Public Finance Sustainability in Latin America

Georgios Chortareas, George Kapetanios and Merih Uctum

485: An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests

Georgios Chortareas, George Kapetanios and Merih Uctum

484: The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests

Georgios Chortareas and George Kapetanios

483: A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems

George Kapetanios

482: A New Nonparametric Test of Cointegration Rank

George Kapetanios

481: Network Formation and Social Coordination

Sanjeev Goyal and Fernando Vega-Redondo

480: Unemployment in the European Union: A Dynamic Reappraisal

Marika Karanassou, Hector Sala and Dennis J. Snower

479: A Reappraisal of the Inflation-Unemployment Tradeoff

Marika Karanassou, Hector Sala and Dennis J. Snower

478: An Anatomy of the Phillips Curve

Marika Karanassou and Dennis J. Snower

477: Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy

Marika Karanassou, Hector Sala and Dennis J. Snower

476: Unemployment Invariance

Marika Karanassou and Dennis J. Snower

475: A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models

George Kapetanios

474: Measuring Conditional Persistence in Time Series

George Kapetanios

472: GLS Detrending for Nonlinear Unit Root Tests

George Kapetanios and Yongcheol Shin

471: Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset

George Kapetanios

470: Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations

George Kapetanios

469: Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks

George Kapetanios

468: Bootstrap Statistical Tests of Rank Determination for System Identification

Gonzalo Camba-Mendez and George Kapetanios

467: A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models

George Kapetanios

466: Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting

George Kapetanios

465: Unit Root Tests in Three-Regime SETAR Models

George Kapetanios and Yongcheol Shin

464: Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps

Kyriakos Chourdakis

463: Pricing Information Goods in the Presence of Copying

Paul Belleflamme

462: Recursive Estimation in Econometrics

Stephen Pollock

461: Job Creation, Job Destruction and the Contribution of Small Businesses: Evidence for UK Manufacturing

Matthew Barnes and Jonathan Haskel

460: Fundamental Properties of Bond Prices in Models of the Short-Term Rate

Antonio Mele

459: Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms

Hugo Kruiniger and Elias Tzavalis

458: Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects

Hugo Kruiniger

457: Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets

Martin Kazaks and Duo Qin

456: On Smiles, Winks, and Handshakes as Coordination Devices

Paola Manzini, Abdolkarim Sadrieh and Nicolaas Vriend

455: An Econometric Investigation into the Macroeconomic Relationship between Investment and Saving: Evidence from the EU Region

Constantinos Alexiou

454: Does Divorce Law Matter?

Giulio Fella, Paola Manzini and Marco Mariotti

453: Returns to Education: Evidence from UK Twins

Dorothé Bonjour, Lyn Cherkas, Jonathan Haskel, Denise Hawkes and Tim Spector

452: Does Inward Foreign Direct Investment Boost the Productivity of Domestic Firms?

Jonathan Haskel, Sonia C. Pereira and Matthew J. Slaughter

451: Divide et impera: Negotiating with a Stakeholder

Paola Manzini

450: On the Estimation of Panel Regression Models with Fixed Effects

Hugo Kruiniger

449: Improved Frequency-selective Filters

Stephen Pollock

448: Deconstructing the Consumption Function: New Tools and Old Problems

Stephen Pollock and Nikoletta Lekka

447: Low-Pay Mobility in the Swiss Labor Market

Augustin de Coulon and Boris A. Zürcher

446: Returns to Schooling in Spain. How Reliable Are IV Estimates?

Empar Pons and Maria Teresa Gonzalo

445: Time Preferences: Do They Matter in Bargaining?

Paola Manzini

444: The Politics of Redistributive Social Insurance

Jean Hindriks and Philippe De Donder

443: Market Sharing Agreements and Collusive Networks

Paul Belleflamme and Francis Bloch

442: Time-consistent Monetary Policy Rules

Gerhard Sorger

441: Yardstick Competition and Political Agency Problems

Paul Belleflamme and Jean Hendriks

440: Matching Grants and Ricardian Equivalence

Charles Figuieres and Jean Hendriks

439: Public versus Private Insurance with Non-Expected Utility: A Political Economy Argument

Jean Hindriks

438: The Implications of Linking Questions within the SG and TTO Methods

Anne Spencer

437: The Time Trade-Off Method: An Exploratory Study

Anne Spencer