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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

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