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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 Downloads
Christopher Tsoukis, George Kapetanios and Joseph Pearlman
618: Giving Children a Better Start: Preschool Attendance and School-Age Profiles Downloads
Samuel Berlinski, Sebastian Galiani and Marco Manacorda
617: Forecasting Large Datasets with Reduced Rank Multivariate Models Downloads
Andrea Carriero, George Kapetanios and Massimiliano Marcellino
616: Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth Downloads
Michael Clements and Ana Galvão
615: Management of a Capital Stock by Strotz's Naive Planner Downloads
Christopher Tyson
614: Cognitive Constraints, Contraction Consistency, and the Satisficing Criterion Downloads
Christopher Tyson
613: Information Sales and Insider Trading with Long-lived Information Downloads
Giovanni Cespa
612: Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models Downloads
Andrea Carriero
611: Capital Accumulation and Unemployment: New Insights on the Nordic Experience Downloads
Marika Karanassou, Hector Sala and Pablo Salvador
610: Net Capital Stock and Capital Productivity for China and Regions: 1960-2005. An Optimal Consistency Method Downloads
J.M. Albala-Bertrand
609: A Test for Serial Dependence Using Neural Networks Downloads
George Kapetanios
608: Uncovered Bargaining Solutions Downloads
Michele Lombardi and Marco Mariotti
607: Reason-Based Choice Correspondences Downloads
Michele Lombardi
606: What Kind of Preference Maximization Does the Weak Axiom of Revealed Non-inferiority Characterize? Downloads
Michele Lombardi
605: Choice over Time Downloads
Paola Manzini and Marco Mariotti
604: The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties Downloads
Marika Karanassou, Hector Sala and Dennis J. Snower
603: What Happened to the Knowledge Economy? ICT, Intangible Investment and Britain's Productivity Record Revisited Downloads
Mauro Giorgio Marrano, Jonathan Haskel and Gavin Wallis
602: Testing for Strict Stationarity Downloads
George Kapetanios
601: Testing the Martingale Difference Hypothesis Using Neural Network Approximations Downloads
George Kapetanios and Andrew Blake
600: Wavelet Analysis and Denoising: New Tools for Economists Downloads
Iolanda Lo Cascio
599: Comparative Economic Cycles Downloads
Iolanda Lo Cascio and Stephen Pollock
598: Optimal Severance Pay in a Matching Model Downloads
Giulio Fella
597: Are Some Deaths Worse Than Others? Results from a Discrete Choice Experiment Downloads
Angela Robinson, Judith Covey, Anne Spencer and Graham Loomes
596: Tests of Utility Independence When Health Varies over Time Downloads
Anne Spencer and Angelo Ranaldo
595: Changes in Predictive Ability with Mixed Frequency Data Downloads
Ana Galvão
594: Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices Downloads
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 Downloads
Richard T. Baillie and Claudio Morana
592: A Simple Test of the New Keynesian Phillips Curve Downloads
Andrea Carriero
591: A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates Downloads
Andrea Carriero
590: A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK Downloads
Andrea Carriero and Massimiliano Marcellino
589: Dynamic Models of Segregation in Small-World Networks Downloads
Giorgio Fagiolo, Marco Valente and Nicolaas Vriend
588: Boosting Estimation of RBF Neural Networks for Dependent Data Downloads
George Kapetanios and Andrew Blake
587: Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence Downloads
George Kapetanios and Zacharias Psaradakis
586: Inflation Persistence and the Phillips Curve Revisited Downloads
Marika Karanassou and Dennis J. Snower
585: The Macroeconomics of the Labor Market: Three Fundamental Views Downloads
Marika Karanassou, Hector Sala and Dennis J. Snower
584: Sources of Investment Inefficiency: The Case of Fixed-Asset Investment in China Downloads
Duo Qin and Haiyan Song
583: Representation in Econometrics: A Historical Perspective Downloads
Christopher L. Gilbert and Duo Qin
582: Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions Downloads
Hugo Kruiniger
581: An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting Downloads
Silvia S.W. Lui
580: The (Ir)relevance of the NRU for Policy Making: The Case of Denmark Downloads
Marika Karanassou, Hector Sala and Pablo Salvador
579: Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange Downloads
Marcelo Fernandes and Marco Aurélio dos Santos Rocha
578: How Much Does the UK Invest in Intangible Assets? Downloads
Mauro Giorgio Marrano and Jonathan Haskel
577: Factor-GMM Estimation with Large Sets of Possibly Weak Instruments Downloads
George Kapetanios and Massimiliano Marcellino
576: The Unlikeliness of an Economic Catastrophe: Localization & Globalization Downloads
J.M. Albala-Bertrand
575: Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries Downloads
Duo Qin
574: Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995 Downloads
Roberto Bande and Marika Karanassou
573: Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective Downloads
Marika Karanassou, Hector Sala and Dennis J. Snower
572: Two-stage Bargaining Solutions Downloads
Paola Manzini and Marco Mariotti
571: Consumer Choice and Revealed Bounded Rationality Downloads
Paola Manzini and Marco Mariotti
570: Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates Downloads
Richard T. Baillie and George Kapetanios
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