Working Papers
From Queen Mary University of London, School of Economics and Finance
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- 619: The Elusive Persistence: Wage and Price Rigidities, the Phillips Curve, and Inflation Dynamics

- Christopher Tsoukis, George Kapetanios and Joseph Pearlman
- 618: Giving Children a Better Start: Preschool Attendance and School-Age Profiles

- Samuel Berlinski, Sebastian Galiani and Marco Manacorda
- 617: Forecasting Large Datasets with Reduced Rank Multivariate Models

- Andrea Carriero, George Kapetanios and Massimiliano Marcellino
- 616: Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth

- Michael Clements and Ana Galvão
- 615: Management of a Capital Stock by Strotz's Naive Planner

- Christopher Tyson
- 614: Cognitive Constraints, Contraction Consistency, and the Satisficing Criterion

- Christopher Tyson
- 613: Information Sales and Insider Trading with Long-lived Information

- Giovanni Cespa
- 612: Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models

- Andrea Carriero
- 611: Capital Accumulation and Unemployment: New Insights on the Nordic Experience

- Marika Karanassou, Hector Sala and Pablo Salvador
- 610: Net Capital Stock and Capital Productivity for China and Regions: 1960-2005. An Optimal Consistency Method

- J.M. Albala-Bertrand
- 609: A Test for Serial Dependence Using Neural Networks

- George Kapetanios
- 608: Uncovered Bargaining Solutions

- Michele Lombardi and Marco Mariotti
- 607: Reason-Based Choice Correspondences

- Michele Lombardi
- 606: What Kind of Preference Maximization Does the Weak Axiom of Revealed Non-inferiority Characterize?

- Michele Lombardi
- 605: Choice over Time

- Paola Manzini and Marco Mariotti
- 604: The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties

- Marika Karanassou, Hector Sala and Dennis J. Snower
- 603: What Happened to the Knowledge Economy? ICT, Intangible Investment and Britain's Productivity Record Revisited

- Mauro Giorgio Marrano, Jonathan Haskel and Gavin Wallis
- 602: Testing for Strict Stationarity

- George Kapetanios
- 601: Testing the Martingale Difference Hypothesis Using Neural Network Approximations

- George Kapetanios and Andrew Blake
- 600: Wavelet Analysis and Denoising: New Tools for Economists

- Iolanda Lo Cascio
- 599: Comparative Economic Cycles

- Iolanda Lo Cascio and Stephen Pollock
- 598: Optimal Severance Pay in a Matching Model

- Giulio Fella
- 597: Are Some Deaths Worse Than Others? Results from a Discrete Choice Experiment

- Angela Robinson, Judith Covey, Anne Spencer and Graham Loomes
- 596: Tests of Utility Independence When Health Varies over Time

- Anne Spencer and Angelo Ranaldo
- 595: Changes in Predictive Ability with Mixed Frequency Data

- Ana Galvão
- 594: Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices

- Richard T. Baillie, Young-Wook Han, Robert J. Myers and Jeongseok Song
- 593: Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach

- Richard T. Baillie and Claudio Morana
- 592: A Simple Test of the New Keynesian Phillips Curve

- Andrea Carriero
- 591: A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates

- Andrea Carriero
- 590: A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK

- Andrea Carriero and Massimiliano Marcellino
- 589: Dynamic Models of Segregation in Small-World Networks

- Giorgio Fagiolo, Marco Valente and Nicolaas Vriend
- 588: Boosting Estimation of RBF Neural Networks for Dependent Data

- George Kapetanios and Andrew Blake
- 587: Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence

- George Kapetanios and Zacharias Psaradakis
- 586: Inflation Persistence and the Phillips Curve Revisited

- Marika Karanassou and Dennis J. Snower
- 585: The Macroeconomics of the Labor Market: Three Fundamental Views

- Marika Karanassou, Hector Sala and Dennis J. Snower
- 584: Sources of Investment Inefficiency: The Case of Fixed-Asset Investment in China

- Duo Qin and Haiyan Song
- 583: Representation in Econometrics: A Historical Perspective

- Christopher L. Gilbert and Duo Qin
- 582: Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions

- Hugo Kruiniger
- 581: An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting

- Silvia S.W. Lui
- 580: The (Ir)relevance of the NRU for Policy Making: The Case of Denmark

- Marika Karanassou, Hector Sala and Pablo Salvador
- 579: Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange

- Marcelo Fernandes and Marco Aurélio dos Santos Rocha
- 578: How Much Does the UK Invest in Intangible Assets?

- Mauro Giorgio Marrano and Jonathan Haskel
- 577: Factor-GMM Estimation with Large Sets of Possibly Weak Instruments

- George Kapetanios and Massimiliano Marcellino
- 576: The Unlikeliness of an Economic Catastrophe: Localization & Globalization

- J.M. Albala-Bertrand
- 575: Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries

- Duo Qin
- 574: Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995

- Roberto Bande and Marika Karanassou
- 573: Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective

- Marika Karanassou, Hector Sala and Dennis J. Snower
- 572: Two-stage Bargaining Solutions

- Paola Manzini and Marco Mariotti
- 571: Consumer Choice and Revealed Bounded Rationality

- Paola Manzini and Marco Mariotti
- 570: Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates

- Richard T. Baillie and George Kapetanios