Discussion Papers

From Department of Economics, University of York
Department of Economics and Related Studies, University of York, York, YO10 5DD, United Kingdom.
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06/17: How Far Ahead Do People Plan?

John Hey and Julia Knoll

06/16: Valuation of the Firm's Liabilities when Equity Holders are also Creditors

Marco Realdon

06/15: The Target Rate and Term Structure of Interest Rates

Marco Realdon

06/14: Employee Training, Wage Dispersion and Equality in Britain

Filipe Almeida-Santos and Karen Mumford

06/13: Is Waiting-time Prioritisation Welfare Improving?

Hugh Gravelle and Luigi Siciliani

06/12: Equity Valuation Under Stochastic Interest Rates

Marco Realdon

06/11: Book Values and Market Values of Equity and Debt

Marco Realdon

06/10: Partial Multihoming in Two-sided Markets

Rattanasuda Poolsombat and Gianluigi Vernasca

06/09: Sequential Restructuring of Debt Classes, Absolute Priority Violation and Spread Reversals Under Chapter 11

Adriana Breccia

06/08: The Role of Cash Holdings in Reducing Investment-Cash Flow Sensitivity: Evidence from a Financial Crisis Period in an Emerging Market

Ozgur Arslan, Chris Florackis and Aydin Ozkan

06/07: Sequential Bargaining in a Stochastic Environment

Adriana Breccia

06/06: Income, Relative Income, and Self-Reported Health in Britain 1979-2000

Hugh Gravelle and Matt Sutton

06/05: Competition and Resource Effectiveness in Education

David Mayston

06/04: The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility

P N Smith, Steffen Sorensen and Michael Wickens

06/03: What Reduces the Impact of Managerial Entrenchment on Agency Costs? Evidence for UK Firms

Chris Florackis and Aydin Ozkan

06/02: Macroeconomics Uncertainty and Banks' Lending Decisions: The Case of Italy

Mario Quagliariello

06/01: Quadratic Term Structure Models in Discrete Time

Marco Realdon

05/34: A Theoretical Foundation for Understanding Firm Size Distributions and Gibrat's Law

Christopher Laincz and Ana Rodrigues

05/33: Sieve Nonparametric Likelihood Methods for Unit Root Tests

Francesco Bravo

05/32: The Tenure Game: Building Up Academic Habits

João Ricardo Faria and Gonçalo Monteiro

05/31: Risk Sharing, the Cost of Equity and the Optimal Capital Structure of the Regulated Firm

Clive J Stones

05/30: A Simple Business-Cycle Model with Schumpeterian Features

Luis Costa and Huw Dixon

05/29: Debt Maturity and the Characteristics of Ownership Structure: An Empirical Investigation of UK Firms

Maria-Teresa Marchica

05/28: Monetary and Fiscal Policy Coordination

Rene Cabral

05/27: Assessing the Impact of Real Shocks on Small Dollarized Economies

Rene Cabral

05/25: A Two-Sample Non-Parametric Likelihood Ratio Test

Patrick Marsh

05/24: Goodness of Fit Tests via Exponential Series Density Estimation

Patrick Marsh

05/23: Uniform limit theory for stationary autoregression

Liudas Giraitis and Peter Phillips

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?

Emanuela Randon and Peter Simmons

05/11: Structural Determinants of Cumulative Endogeneity Bias

David Mayston

05/10: Decentralisation of health care and its impact on health outcomes

Dolores Jiménez Rubio and Peter C Smith

05/09: Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression

Juri Marcucci and Mario Quagliariello

05/08: Consumption Externalities, Production Externalities and Efficient Capital Accumulation under Time Non-separable Preferences

Stephen J Turnovsky and Goncalo Monteiro

05/07: Housing Debt, Employment Risk and Consumption

Viola Angelini and Peter Simmons

05/06: Are People in Groups More Farsighted than Individuals?

John Bone, John Hey and John Suckling

05/05: What Price Compromise? Testing a Possibly Surprising Impliction of Nash Bargaining Theory

John Bone, John Hey and John Suckling

05/04: How to Compare Taylor and Calvo Contracts: A Comment on Michael Kiley

Huw Dixon and Engin Kara

05/03: The Available Information for Invariant Tests of a Unit Root

Patrick Marsh

05/02: A Measure of Distance for the Unit Root Hypothesis

Patrick Marsh

05/01: Fixed Rent Contracts in English Agriculture, 1750-1850: A Conjecture

David R Stead