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Discussion Papers

From Department of Economics, University of York
Department of Economics and Related Studies, University of York, York, YO10 5DD, United Kingdom.
Contact information at EDIRC.

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05/22: The test for stationarity versus trends and unit roots for a wide class of dependent errors
Liudas Giraitis, R Leipus and A Phillipe
05/21: Biases of correlograms and of AR representations of stationary series
K Abadir and R Larsson
05/20: Estimation of the long memory parameter by fitting fractionally differenced autoregressive models
R J Bhansali, Liudas Giraitis and P Kokoszka
05/19: Two estimators of the long-run variance
K Abadir, W Distaso and Liudas Giraitis
05/18: Decomposition and asymptotic properties of quadratic forms in linear variables
R J Bhansali, Liudas Giraitis and P Kokoszka
05/17: Consistent estimation of the memory parameter for nonlinear time series
Violetta Dalla, Liudas Giraitis and J Hidalgo
05/16: Local Whittle estimation, fully extended for nonstationarity
K Abadir, W Distaso and Liudas Giraitis
05/15: Semiparametric estimation and inference for trending I(d) and related processes
K Abadir, W Distaso and Liudas Giraitis
05/14: Testing for a random walk in random coefficient autoregressive models
W Distaso
05/13: Testing joint hypotheses when one of the alternatives is one-sided
K Abadir and W Distaso
05/12: Correcting Market Failure Due to Interdependent Preferences: When Is Piecemeal Policy Possible? Downloads
Emanuela Randon and Peter Simmons
05/11: Structural Determinants of Cumulative Endogeneity Bias Downloads
David Mayston
05/10: Decentralisation of health care and its impact on health outcomes Downloads
Dolores Jiménez Rubio and Peter C Smith
05/09: Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression Downloads
Juri Marcucci and Mario Quagliariello
05/08: Consumption Externalities, Production Externalities and Efficient Capital Accumulation under Time Non-separable Preferences Downloads
Stephen J Turnovsky and Goncalo Monteiro
05/07: Housing Debt, Employment Risk and Consumption Downloads
Viola Angelini and Peter Simmons
05/06: Are People in Groups More Farsighted than Individuals? Downloads
John Bone, John Hey and John Suckling
05/05: What Price Compromise? Testing a Possibly Surprising Impliction of Nash Bargaining Theory Downloads
John Bone, John Hey and John Suckling
05/04: How to Compare Taylor and Calvo Contracts: A Comment on Michael Kiley Downloads
Huw Dixon and Engin Kara
05/03: The Available Information for Invariant Tests of a Unit Root Downloads
Patrick Marsh
05/02: A Measure of Distance for the Unit Root Hypothesis Downloads
Patrick Marsh
05/01: Fixed Rent Contracts in English Agriculture, 1750-1850: A Conjecture Downloads
David R Stead
04/18: Reporting Bias and Heterogeneity in Self-Assessed Health. Evidence from the British Household Panel Survey Downloads
Cristina Hernández-Quevedo, Andrew Jones and Nigel Rice
04/17: Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries Downloads
Mario Quagliariello
04/16: Affine Macroeconomic Models of the Term Structure of Interest Rates: The US Treasury Market 1961-99 Downloads
Peter Spencer
04/15: On the Effects of Industrialization Processes on Growth and Convergence Dynamics: Evidence from Italian Regions Downloads
Leone Leonida
04/14: Bartlett-type Adjustments for Empirical Discrepancy Test Statistics Downloads
Francesco Bravo
04/13: Profitability of Horizontal Mergers with Price Interdependencies Downloads
Stefania Borla
04/12: Horizontal and Vertial Integration in the Presence of Research Spillovers Downloads
Stefania Borla
04/11: Employee Training and Wage Compression in Britain Downloads
Filipe Almeida-Santos and Karen Mumford
04/10: Delegating Budgets when Agents Care About Autonomy Downloads
Michael Kuhn
04/09: Multiple Equilibria with Externalities Downloads
Emanuela Randon
04/08: Measuring Nash Equilibrium Consumption Externalities Downloads
Emanuela Randon
04/07: Some Geometry for the Maximal Invariant in Linear Regression Downloads
Patrick Marsh
04/06: Job Tenure in Britain: Employee Characteristics Versus Workplace Effects Downloads
Karen Mumford and Peter Smith
04/05: The Gender Earnings Gap in Britain Downloads
Karen Mumford and Peter Smith
04/04: Market and Supervisory Information: Some Evidence from Italian Banks Downloads
Francesco Cannata and Mario Quagliariello
04/01: Determinants of Financial Conservatism: Evidence from Low-Leverage and Cash-Rich UK Firms Downloads
Alfonsina Iona, Leone Leonida and Aydin Ozkan
03/21: Corporate Bond Valuation with Both Expected and Unexpected Default Downloads
Marco Realdon
03/20: About Debt and the Option to Extend Debt Maturity Downloads
Marco Realdon
03/19: Valuation of Put Options on Leveraged Equity Downloads
Marco Realdon
03/18: Convertible Subordinated Debt Valuation and "Conversion in Distress" Downloads
Marco Realdon
03/17: Valuation of Exchangeable Convertible Bonds Downloads
Marco Realdon
03/16: Coupon Bond Valuation with a Non-Affine Discount Yield Model Downloads
Peter Spencer
03/14: An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors Downloads
Peter Smith, Steffen Sorensen and Michael Wickens
03/13: Macroeconomic Sources of Equity Risk Downloads
Peter Smith, Steffen Sorensen and Michael Wickens
03/12: A note on the 'Natural Rate of Subjective Inequality' hypothesis and the approximate relationship between the Gini coefficient and the Atkinson index Downloads
James Harvey
03/11: Direct-to-Consumer Advertising in Pharmaceutical Markets Downloads
Kurt Brekke and Michael Kuhn
03/10: An Endogenous Growth Model with Productive Public Spending and Uncertain Lifetime Consumers Downloads
Carmelo Petraglia
03/09: Total Factor Productivity Growth, Technical Efficiency Change and Energy Input. An International Frontier Analysis Downloads
Luis R Murillo-Zamorano
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