Working Papers

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766: Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory

Liudas Giraitis, Donatas Surgailis and Andrius Škarnulis

766: Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory

Liudas Giraitis, Donatas Surgailis and Andrius Škarnulis

765: Testing Mean Stability of Heteroskedastic Time Series

Violetta Dalla, Liudas Giraitis and Peter Phillips

765: Testing Mean Stability of Heteroskedastic Time Series

Violetta Dalla, Liudas Giraitis and Peter Phillips

764: A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices

Natalia Bailey, M. Hashem Pesaran and L. Vanessa Smith

764: A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices

Natalia Bailey, M Pesaran and L. Vanessa Smith

763: A New Look at Uncertainty Shocks: Imperfect Information and Misallocation

Tatsuro Senga

763: A New Look at Uncertainty Shocks: Imperfect Information and Misallocation

Tatsuro Senga

762: The Political Legacy of Entertainment TV

Ruben Durante, Paolo Pinotti and Andrea Tesei

762: The Political Legacy of Entertainment TV

Ruben Durante, Paolo Pinotti and Andrea Tesei

761: Carry Trades, Order Flow and the Forward Bias Puzzle

Francis Breedon, Dagfinn Rime and Paolo Vitale

761: Carry Trades, Order Flow and the Forward Bias Puzzle

Francis Breedon, Dagfinn Rime and Paolo Vitale

760: Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility

Haroon Mumtaz and Konstantinos Theodoridis

760: Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility

Haroon Mumtaz and Konstantinos Theodoridis

759: Large Vector Autoregressions with Asymmetric Priors

Andrea Carriero, Todd Clark and Massimiliano Marcellino

759: Large Vector Autoregressions with Asymmetric Priors

Andrea Carriero, Todd Clark and Massimiliano Marcellino

758: Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach

Zeyyad Mandalinci

758: Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach

Zeyyad Mandalinci

757: Global Economic Divergence and Portfolio Capital Flows to Emerging Markets

Zeyyad Mandalinci and Haroon Mumtaz

757: Global Economic Divergence and Portfolio Capital Flows to Emerging Markets

Zeyyad Mandalinci and Haroon Mumtaz

756: Gender Gaps in Performance: Evidence from Young Lawyers

Ghazala Azmat and Rosa Ferrer

756: Gender Gaps in Performance: Evidence from Young Lawyers

Ghazala Azmat and Rosa Ferrer

755: UK Term Structure Decompositions at the Zero Lower Bound

Andrea Carriero, Sarah Mouabbi and Elisabetta Vangelista

755: UK Term Structure Decompositions at the Zero Lower Bound

Andrea Carriero, Sarah Mouabbi and Elisabetta Vangelista

754: Structural Change in Industrial Output: China 1995-2010

J.M. Albala-Bertrand

754: Structural Change in Industrial Output: China 1995-2010

J.M. Albala-Bertrand

753: Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach

Michael Chin, Thomai Filippeli and Konstantinos Theodoridis

753: Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach

Michael Chin, Thomai Filippeli and Konstantinos Theodoridis

752: Common and Country Specific Economic Uncertainty

Haroon Mumtaz and Konstantinos Theodoridis

752: Common and Country Specific Economic Uncertainty

Haroon Mumtaz and Konstantinos Theodoridis

751: Mortgages and Monetary Policy

Carlos Garriga, Finn Kydland and Roman Ï¿½ustek

751: Mortgages and Monetary Policy

Carlos Garriga, Finn E. Kydland and Roman Sustek

750: Violence and Birth Outcomes: Evidence from Homicides in Brazil

Martin Foureaux Koppensteiner and Marco Manacorda

750: Violence and Birth Outcomes: Evidence from Homicides in Brazil

Martin Foureaux Koppensteiner and Marco Manacorda

749: Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients

Michele Aquaro, Natalia Bailey and M Pesaran

749: Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients

Michele Aquaro, Natalia Bailey and M Pesaran

748: Roadblocks on the Road to Grandma’s House: Fertility Consequences of Delayed Retirement

Erich Battistin, Michele De Nadai and Mario Padula

748: Roadblocks on the Road to Grandma�s House: Fertility Consequences of Delayed Retirement

Erich Battistin, Michele De Nadai and Mario Padula

747: In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno

Joshua Angrist, Erich Battistin and Daniela Vuri

747: In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno

Joshua Angrist, Erich Battistin and Daniela Vuri

746: Spectral Approach to Parameter-Free Unit Root Testing

Natalia Bailey and Liudas Giraitis

746: Spectral Approach to Parameter-Free Unit Root Testing

Natalia Bailey and Liudas Giraitis

745: Stochastic Complementarity

Paola Manzini, Marco Mariotti and Levent Ulkti

745: Stochastic Complementarity

Paola Manzini, Marco Mariotti and Levent Ulkti

744: Modelling Imperfect Attention

Paola Manzini and Marco Mariotti

744: Modelling Imperfect Attention

Paola Manzini and Marco Mariotti

743: Competing for Attention: Is the Showiest Also the Best?

Paola Manzini and Marco Mariotti

743: Competing for Attention: Is the Showiest Also the Best?

Paola Manzini and Marco Mariotti

742: Can Helping the Sick Hurt the Able? Incentives, Information and Disruption in a Disability-related Welfare Reform

Nitika Bagaria, Barbara Petrongolo and John van Reenen

742: Can Helping the Sick Hurt the Able? Incentives, Information and Disruption in a Disability-related Welfare Reform

Nitika Bagaria, Barbara Petrongolo and John van Reenen