Working Papers

From Queen Mary University of London, School of Economics and Finance
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787: Reservation Wages and the Wage Flexibility Puzzle

Felix Koenig, Alan Manning and Barbara Petrongolo

786: Politics in the Family. Nepotism and the Hiring Decisions of Italian Firms

Stefano Gagliarducci and Marco Manacorda

785: Liberation Technology: Mobile Phones and Political Mobilization in Africa

Marco Manacorda and Andrea Tesei

784: On the Mechanics of New-Keynesian Models

Peter Rupert and Roman Sustek

783: The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis

Haroon Mumtaz and Angeliki Theophilopoulou

782: The Evolution of Gender Gaps in Industrialized Countries

Claudia Olivetti and Barbara Petrongolo

781: Pricing of Idiosyncratic Equity and Variance Risks

Elise Gourier

780: Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets

Chris Bardgett, Elise Gourier and Markus Leippold

779: An Experiment on Non-Zero Sum Colonel Blotto Games

Rafael Hortala-Vallve and Aniol Llorente-Saguer

778: Multicandidate Elections: Aggregate Uncertainty in the Laboratory

Laurent Bouton, Micael Castanheira and Aniol Llorente-Saguer

777: Divided Majority and Information Aggregation: Theory and Experiment

Laurent Bouton, Micael Castanheira and Aniol Llorente-Saguer

776: Separating Bayesian Updating from Non-Probabilistic Reasoning: An Experimental Investigation

Dan Levin, James Peck and Asen Ivanov

775: Illegal Migration and Consumption Behavior of Immigrant Households

Christian Dustmann, Francesco Fasani and Biagio Speciale

774: Feeling Useless: The Effect of Unemployment on Mental Health in the Great Recession

Lidia Farre, Francesco Fasani and Hannes Mueller

773: Anticipatory Effects in the FTSE 100 Index Revisions

Marcelo Fernandes and João Mergulhão

772: The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance

Marcelo Fernandes and Walter Novaes

771: March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?

Marcelo Fernandes, Deniz Igan and Marcelo Pinheiro

770: A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models

Ana Galvão, Liudas Giraitis, George Kapetanios and Katerina Petrova

769: A Time Varying DSGE Model with Financial Frictions

Ana Galvão, Liudas Giraitis, George Kapetanios and Katerina Petrova

768: Estimating Time-Varying DSGE Models Using Minimum Distance Methods

Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis and Tony Yates

767: Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models

Liudas Giraitis, George Kapetanios and Tony Yates

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

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

Natalia Bailey, Mohammad Pesaran and L. Vanessa Smith

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

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

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

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

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

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

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

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

Michele Aquaro, Natalia Bailey and Mohammad Pesaran

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

746: Spectral Approach to Parameter-Free Unit Root Testing

Natalia Bailey and Liudas Giraitis

745: Stochastic Complementarity

Paola Manzini, Marco Mariotti and Levent Ulkti

744: Modelling Imperfect Attention

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

741: A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion

Sylvia Sarantopoulou-Chiourea and George Skiadopoulos

740: Misallocation of Talent in Competitive Labor Markets

Daniel Ferreira and Radoslawa Nikolowa

739: What do VARs Tell Us about the Impact of a Credit Supply Shock?

Haroon Mumtaz, Gabor Pinter and Konstantinos Theodoridis

738: Monetary Policy and Inequality in the UK

Haroon Mumtaz and Angeliki Theophilopoulou