Working Papers

From Queen Mary University of London, School of Economics and Finance
Contact information at EDIRC.
Bibliographic data for series maintained by Nicholas Owen ( this e-mail address is bad, please contact ).

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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