Working Papers

From Queen Mary University of London, School of Economics and Finance
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465: Unit Root Tests in Three-Regime SETAR Models

George Kapetanios and Yongcheol Shin

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

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

463: Pricing Information Goods in the Presence of Copying

Paul Belleflamme

462: Recursive Estimation in Econometrics

Stephen Pollock

462: Recursive Estimation in Econometrics

David Pollock

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

Matthew Barnes and Jonathan Haskel

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

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

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

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

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

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

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

454: Does Divorce Law Matter?

Giulio Fella, Paola Manzini and Marco Mariotti

453: Returns to Education: Evidence from UK Twins

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

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

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

451: Divide et impera: Negotiating with a Stakeholder

Paola Manzini

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

Hugo Kruiniger

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

Hugo Kruiniger

449: Improved Frequency-selective Filters

David Pollock

449: Improved Frequency-selective Filters

Stephen Pollock

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

Stephen Pollock and Nikoletta Lekka

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

David Pollock and Nikoletta Lekka

447: Low-Pay Mobility in the Swiss Labor Market

Augustin de Coulon and Boris A. Zürcher

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

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

445: Time Preferences: Do They Matter in Bargaining?

Paola Manzini

444: The Politics of Redistributive Social Insurance

Jean Hindriks and Philippe De Donder

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

443: Market Sharing Agreements and Collusive Networks

Paul Belleflamme and Francis Bloch

442: Time-consistent Monetary Policy Rules

Gerhard Sorger

442: Time-consistent Monetary Policy Rules

Gerhard Sorger

441: Yardstick Competition and Political Agency Problems

Paul Belleflamme and Jean Hindriks

441: Yardstick Competition and Political Agency Problems

Paul Belleflamme and Jean Hendriks