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From Queen Mary University of London, School of Economics and Finance
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491: Inflation Forecast Targeting in an Overlapping Generations Model Downloads
Gerhard Sorger
491: Inflation Forecast Targeting in an Overlapping Generations Model Downloads
Gerhard Sorger
490: Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests Downloads
George Kapetanios and Melvyn Weeks
490: Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests Downloads
George Kapetanios and Melvyn Weeks
489: A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions Downloads
George Kapetanios and Massimiliano Marcellino
489: A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions Downloads
George Kapetanios and Massimiliano Marcellino
488: Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary Downloads
Elias Tzavalis and Shijun Wang
488: Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary Downloads
Elias Tzavalis and Shijun Wang
487: Schelling's Spatial Proximity Model of Segregation Revisited Downloads
Romans Pancs and Nicolaas Vriend
487: Schelling's Spatial Proximity Model of Segregation Revisited Downloads
Romans Pancs and Nicolaas Vriend
486: A Nonlinear Approach to Public Finance Sustainability in Latin America Downloads
Georgios Chortareas, George Kapetanios and Merih Uctum
486: A Nonlinear Approach to Public Finance Sustainability in Latin America Downloads
Georgios Chortareas, George Kapetanios and Merih Uctum
485: An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests Downloads
Georgios Chortareas, George Kapetanios and Merih Uctum
485: An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests Downloads
Georgios Chortareas, George Kapetanios and Merih Uctum
484: The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests Downloads
Georgios Chortareas and George Kapetanios
484: The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests Downloads
Georgios Chortareas and George Kapetanios
483: A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems Downloads
George Kapetanios
483: A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems Downloads
George Kapetanios
482: A New Nonparametric Test of Cointegration Rank Downloads
George Kapetanios
482: A New Nonparametric Test of Cointegration Rank Downloads
George Kapetanios
481: Network Formation and Social Coordination Downloads
Sanjeev Goyal and Fernando Vega-Redondo
481: Network Formation and Social Coordination Downloads
Sanjeev Goyal and Fernando Vega-Redondo
480: Unemployment in the European Union: A Dynamic Reappraisal Downloads
Marika Karanassou, Hector Sala and Dennis Snower
480: Unemployment in the European Union: A Dynamic Reappraisal Downloads
Marika Karanassou, Hector Sala and Dennis J. Snower
479: A Reappraisal of the Inflation-Unemployment Tradeoff Downloads
Marika Karanassou, Hector Sala and Dennis Snower
479: A Reappraisal of the Inflation-Unemployment Tradeoff Downloads
Marika Karanassou, Hector Sala and Dennis J. Snower
478: An Anatomy of the Phillips Curve Downloads
Marika Karanassou and Dennis Snower
478: An Anatomy of the Phillips Curve Downloads
Marika Karanassou and Dennis J. Snower
477: Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy Downloads
Marika Karanassou, Hector Sala and Dennis Snower
477: Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy Downloads
Marika Karanassou, Hector Sala and Dennis J. Snower
476: Unemployment Invariance Downloads
Marika Karanassou and Dennis J. Snower
476: Unemployment Invariance Downloads
Marika Karanassou and Dennis Snower
475: A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models Downloads
George Kapetanios
475: A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models Downloads
George Kapetanios
474: Measuring Conditional Persistence in Time Series Downloads
George Kapetanios
474: Measuring Conditional Persistence in Time Series Downloads
George Kapetanios
473: Testing for Neglected Nonlinearity in Long Memory Models Downloads
George Kapetanios
472: GLS Detrending for Nonlinear Unit Root Tests Downloads
George Kapetanios and Yongcheol Shin
472: GLS Detrending for Nonlinear Unit Root Tests Downloads
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 Downloads
George Kapetanios
471: Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset Downloads
George Kapetanios
470: Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations Downloads
George Kapetanios
470: Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations Downloads
George Kapetanios
469: Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks Downloads
George Kapetanios
469: Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks Downloads
George Kapetanios
468: Bootstrap Statistical Tests of Rank Determination for System Identification Downloads
Gonzalo Camba-Mendez and George Kapetanios
468: Bootstrap Statistical Tests of Rank Determination for System Identification Downloads
Gonzalo Camba-Mendez and George Kapetanios
467: A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models Downloads
George Kapetanios
467: A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models Downloads
George Kapetanios
466: Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting Downloads
George Kapetanios
466: Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting Downloads
George Kapetanios
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