Working Papers
From Queen Mary University of London, School of Economics and Finance
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- 491: Inflation Forecast Targeting in an Overlapping Generations Model

- Gerhard Sorger
- 491: Inflation Forecast Targeting in an Overlapping Generations Model

- Gerhard Sorger
- 490: Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests

- George Kapetanios and Melvyn Weeks
- 490: Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests

- George Kapetanios and Melvyn Weeks
- 489: A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions

- George Kapetanios and Massimiliano Marcellino
- 489: A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions

- George Kapetanios and Massimiliano Marcellino
- 488: Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary

- Elias Tzavalis and Shijun Wang
- 488: Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary

- Elias Tzavalis and Shijun Wang
- 487: Schelling's Spatial Proximity Model of Segregation Revisited

- Romans Pancs and Nicolaas Vriend
- 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
- 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
- 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
- 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
- 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
- 482: A New Nonparametric Test of Cointegration Rank

- George Kapetanios
- 481: Network Formation and Social Coordination

- Sanjeev Goyal and Fernando Vega-Redondo
- 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 Snower
- 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 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 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 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
- 476: Unemployment Invariance

- Marika Karanassou and Dennis Snower
- 475: A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models

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

- George Kapetanios
- 474: Measuring Conditional Persistence in Time Series

- George Kapetanios
- 474: Measuring Conditional Persistence in Time Series

- George Kapetanios
- 473: Testing for Neglected Nonlinearity in Long Memory Models

- George Kapetanios
- 472: GLS Detrending for Nonlinear Unit Root Tests

- George Kapetanios and Yongcheol Shin
- 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
- 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
- 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
- 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
- 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
- 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
- 466: Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting

- George Kapetanios