Working Papers

From Queen Mary University of London, School of Economics and Finance
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591: A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates

Andrea Carriero

591: A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates

Andrea Carriero

590: A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK

Andrea Carriero and Massimiliano Marcellino

590: A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK

Andrea Carriero and Massimiliano Marcellino

589: Dynamic Models of Segregation in Small-World Networks

Giorgio Fagiolo, Marco Valente and Nicolaas Vriend

589: Dynamic Models of Segregation in Small-World Networks

Giorgio Fagiolo, Marco Valente and Nicolaas Vriend

588: Boosting Estimation of RBF Neural Networks for Dependent Data

George Kapetanios and Andrew Blake

588: Boosting Estimation of RBF Neural Networks for Dependent Data

George Kapetanios and Andrew Blake

587: Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence

George Kapetanios and Zacharias Psaradakis

587: Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence

George Kapetanios and Zacharias Psaradakis

586: Inflation Persistence and the Phillips Curve Revisited

Marika Karanassou and Dennis Snower

586: Inflation Persistence and the Phillips Curve Revisited

Marika Karanassou and Dennis J. Snower

585: The Macroeconomics of the Labor Market: Three Fundamental Views

Marika Karanassou, Hector Sala and Dennis J. Snower

585: The Macroeconomics of the Labor Market: Three Fundamental Views

Marika Karanassou, Hector Sala and Dennis Snower

584: Sources of Investment Inefficiency: The Case of Fixed-Asset Investment in China

Duo Qin and Haiyan Song

584: Sources of Investment Inefficiency: The Case of Fixed-Asset Investment in China

Duo Qin and Haiyan Song

583: Representation in Econometrics: A Historical Perspective

Christopher L. Gilbert and Duo Qin

583: Representation in Econometrics: A Historical Perspective

Christopher L. Gilbert and Duo Qin

582: Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions

Hugo Kruiniger

582: Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions

Hugo Kruiniger

581: An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting

Silvia S.W. Lui

581: An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting

Silvia S.W. Lui

580: The (Ir)relevance of the NRU for Policy Making: The Case of Denmark

Marika Karanassou, Hector Sala and Pablo Salvador

580: The (Ir)relevance of the NRU for Policy Making: The Case of Denmark

Marika Karanassou, Hector Sala and Pablo Salvador

579: Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange

Marcelo Fernandes and Marco Aurélio dos Santos Rocha

579: Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange

Marcelo Fernandes and Marco Aurélio dos Santos Rocha

578: How Much Does the UK Invest in Intangible Assets?

Mauro Giorgio Marrano and Jonathan Haskel

578: How Much Does the UK Invest in Intangible Assets?

Mauro Giorgio Marrano and Jonathan Haskel

577: Factor-GMM Estimation with Large Sets of Possibly Weak Instruments

George Kapetanios and Massimiliano Marcellino

577: Factor-GMM Estimation with Large Sets of Possibly Weak Instruments

George Kapetanios and Massimiliano Marcellino

576: The Unlikeliness of an Economic Catastrophe: Localization & Globalization

J.M. Albala-Bertrand

576: The Unlikeliness of an Economic Catastrophe: Localization & Globalization

J.M. Albala-Bertrand

575: Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries

Duo Qin

575: Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries

Duo Qin

574: Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995

Roberto Bande and Marika Karanassou

574: Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995

Roberto Bande and Marika Karanassou

573: Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective

Marika Karanassou, Hector Sala and Dennis Snower

573: Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective

Marika Karanassou, Hector Sala and Dennis J. Snower

572: Two-stage Bargaining Solutions

Paola Manzini and Marco Mariotti

572: Two-stage Bargaining Solutions

Paola Manzini and Marco Mariotti

571: Consumer Choice and Revealed Bounded Rationality

Paola Manzini and Marco Mariotti

571: Consumer Choice and Revealed Bounded Rationality

Paola Manzini and Marco Mariotti

570: Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates

Richard T. Baillie and George Kapetanios

570: Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates

Richard Baillie and George Kapetanios

569: Panels with Nonstationary Multifactor Error Structures

George Kapetanios, M Pesaran and Takashi Yamagata

569: Panels with Nonstationary Multifactor Error Structures

George Kapetanios, M Pesaran and Takashi Yamagata

568: Stochastic Volatility Driven by Large Shocks

George Kapetanios and Elias Tzavalis

568: Stochastic Volatility Driven by Large Shocks

George Kapetanios and Elias Tzavalis

567: Forecasting Using Predictive Likelihood Model Averaging

George Kapetanios, Vincent Labhard and Simon Price

567: Forecasting Using Predictive Likelihood Model Averaging

George Kapetanios, Vincent Labhard and Simon Price