Working Papers

From Queen Mary University of London, School of Economics and Finance
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637: A State Space Approach to Extracting the Signal from Uncertain Data

Alastair Cunningham, Jana Eklund, Chris Jeffery, George Kapetanios and Vincent Labhard

636: Labour Market Dynamics in Australia: What Drives Unemployment?

Marika Karanassou and Hector Sala

635: Forecasting with Dynamic Models using Shrinkage-based Estimation

Andrea Carriero, George Kapetanios and Massimiliano Marcellino

634: Forecasting Exchange Rates with a Large Bayesian VAR

Andrea Carriero, George Kapetanios and Massimiliano Marcellino

633: The Rise and Fall of Spanish Unemployment: A Chain Reaction Theory Perspective

Marika Karanassou and Hector Sala

632: Alternative Characterizations of the Proportional Solution for Nonconvex Bargaining Problems with Claims

Michele Lombardi and Naoki Yoshihara

631: How Much Intraregional Exchange Rate Variability Could a Currency Union Remove? The Case of ASEAN+3

Duo Qin and Tao Tan

630: Education and Crime over the Life Cycle

Giulio Fella and Giovanni Gallipoli

629: Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels

Georgios Chortareas and George Kapetanios

628: Insiders-Outsiders, Transparency and the Value of the Ticker

Giovanni Cespa and Thierry Foucault

627: Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments

George Kapetanios and Massimiliano Marcellino

626: A Shrinkage Instrumental Variable Estimator for Large Datasets

Andrea Carriero, George Kapetanios and Massimiliano Marcellino

625: A Review of Forecasting Techniques for Large Data Sets

Jana Eklund and George Kapetanios

624: Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting

Jan Groen and George Kapetanios

623: Productivity Growth and the Phillips Curve: A Reassessment of the US Experience

Marika Karanassou and Hector Sala

622: A Million Answers to Twenty Questions: Choosing by Checklist

Michael Mandler, Paola Manzini and Marco Mariotti

621: On the Role of Non-equilibrium Focal Points as Coordination Devices

Antoni Bosch-Domènech and Nicolaas Vriend

620: Are Some Deaths Worse Than Others? The Effect of 'Labelling' on People's Perceptions

Anne Spencer, Judith Covey, Angela Robinson and Graham Loomes

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