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.
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- 569: Panels with Nonstationary Multifactor Error Structures

- George Kapetanios, Mohammad Pesaran and Takashi Yamagata
- 568: Stochastic Volatility Driven by Large Shocks

- George Kapetanios and Elias Tzavalis
- 567: Forecasting Using Predictive Likelihood Model Averaging

- George Kapetanios, Vincent Labhard and Simon Price
- 566: Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation

- George Kapetanios, Vincent Labhard and Simon Price
- 565: Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia

- Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos and Pilipinas F. Quising
- 564: Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines

- Geoffrey Ducanes, Marie Anne Cagas, Duo Qin, Pilipinas Quising and Mohammad Razzaque
- 563: Uncovered Set Choice Rule

- Michele Lombardi
- 562: Choosing Monetary Sequences: Theory and Experimental Evidence

- Paola Manzini, Marco Mariotti and Luigi Mittone
- 561: Two-stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence

- Paola Manzini and Marco Mariotti
- 560: GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data

- Hugo Kruiniger
- 559: Productivity, Exporting and the Learning-by-Exporting Hypothesis: Direct Evidence from UK Firms

- Gustavo Crespi, Chiara Criscuolo and Jonathan Haskel
- 558: Information Technology, Organisational Change and Productivity Growth: Evidence from UK Firms

- Gustavo Crespi, Chiara Criscuolo and Jonathan Haskel
- 557: VAR Modelling Approach and Cowles Commission Heritage

- Duo Qin
- 556: Anonymous Price Taking Equilibrium in Tiebout Economies with Unbounded Club Sizes

- Nizar Allouch, John Conley and Myrna Wooders
- 555: Walras and Dividends Equilibrium with Possibly Satiated Consumers

- Nizar Allouch and Cuong Le Van
- 554: Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)

- Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos and Pilipinas Quising
- 553: A Macroeconometric Model of the Chinese Economy

- Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu, Shiguo Liu and Nedelyn Magtibay-Ramos
- 552: Sieve Bootstrap for Strongly Dependent Stationary Processes

- George Kapetanios and Zacharias Psaradakis
- 551: A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets

- George Kapetanios
- 550: Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension

- Stefan De Wachter, Richard Harris and Elias Tzavalis
- 549: Segregation in Networks

- Giorgio Fagiolo, Marco Valente and Nicolaas Vriend
- 548: Income Disparity and Economic Growth: Evidence from China

- Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu and Shiguo Liu
- 547: Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach

- Lorenzo Cappiello and Nikolaos Panigirtzoglou
- 546: Balanced Growth with a Network of Ideas

- Christian Ghiglino
- 545: How Much Does Investment Drive Economic Growth in China?

- Duo Qin, Marie Anne Cagas, Pilipinas Quising and Xin-Hua He
- 544: The First Fifty Years of Modern Econometrics

- Christopher L. Gilbert and Duo Qin
- 543: Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?

- Richard T. Baillie and Rehim Kilic
- 542: ACE Models of Endogenous Interactions

- Nicolaas Vriend
- 541: Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling

- Gonzalo Camba-Mendez and George Kapetanios
- 540: Estimating Deterministically Time-Varying Variances in Regression Models

- George Kapetanios
- 539: Tests for Deterministic Parametric Structural Change in Regression Models

- George Kapetanios
- 538: Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis

- Andrea Cipollini and George Kapetanios
- 537: Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset

- George Kapetanios and Elias Tzavalis
- 536: Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns

- George Kapetanios and Mohammad Pesaran
- 535: Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria

- George Kapetanios
- 534: Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria

- George Kapetanios
- 533: Variable Selection using Non-Standard Optimisation of Information Criteria

- George Kapetanios
- 532: The Employment Effects of the October 2003 Increase in the National Minimum Wage

- Richard Dickens and Mirko Draca
- 531: On the Non-emptiness of the Fuzzy Core

- Nizar Allouch and Arkadi Predtetchinski
- 530: Econometric Methods of Signal Extraction

- Stephen Pollock
- 529: Orthogonality Conditions for Non-Dyadic Wavelet Analysis

- Stephen Pollock and Iolanda Lo Cascio
- 528: Testing for Neglected Nonlinearity in Long Memory Models

- Richard T. Baillie and George Kapetanios
- 527: Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case

- Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos and Pilipinas F. Quising
- 526: On Testing for Diagonality of Large Dimensional Covariance Matrices

- George Kapetanios
- 525: A New Method for Determining the Number of Factors in Factor Models with Large Datasets

- George Kapetanios
- 524: The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks

- George Kapetanios
- 523: A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units

- George Kapetanios
- 522: How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP

- Georgios Chortareas and George Kapetanios
- 521: Forecasting with Measurement Errors in Dynamic Models

- Richard Harrison and George Kapetanios
- 520: Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models

- George Kapetanios
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