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