School of Economics and Finance

2002 Working papers

Paper No.TitleAuthors
No. 460: Fundamental Properties of Bond Prices in Models of the Short-Term Rate Antonio Mele,
No. 479: A Reappraisal of the Inflation-Unemployment Tradeoff Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 470: Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations George Kapetanios,
No. 453: Returns to Education: Evidence from UK Twins Dorothé Bonjour, Lyn Cherkas, Jonathan Haskel, Denise Hawkes, Tim Spector,
No. 451: Divide et impera: Negotiating with a Stakeholder Paola Manzini,
No. 461: Job Creation, Job Destruction and the Contribution of Small Businesses: Evidence for UK Manufacturing Matthew Barnes, Jonathan Haskel,
No. 469: Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks George Kapetanios,
No. 471: Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset George Kapetanios,
No. 456: On Smiles, Winks, and Handshakes as Coordination Devices Paola Manzini, Abdolkarim Sadrieh, Nicolaas J. Vriend,
No. 472: GLS Detrending for Nonlinear Unit Root Tests George Kapetanios, Yongcheol Shin,
No. 480: Unemployment in the European Union: A Dynamic Reappraisal Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 465: Unit Root Tests in Three-Regime SETAR Models George Kapetanios, Yongcheol Shin,
No. 474: Measuring Conditional Persistence in Time Series George Kapetanios,
No. 457: Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets Martin Kazaks, Duo Qin,
No. 476: Unemployment Invariance Marika Karanassou, Dennis J. Snower,
No. 467: A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models George Kapetanios,
No. 450: On the Estimation of Panel Regression Models with Fixed Effects Hugo Kruiniger,
No. 455: An Econometric Investigation into the Macroeconomic Relationship between Investment and Saving: Evidence from the EU Region Constantinos Alexiou,
No. 454: Does Divorce Law Matter? Giulio Fella, Paola Manzini, Marco Mariotti,
No. 474: Testing for Neglected Nonlinearity in Long Memory Models George Kapetanios,
No. 452: Does Inward Foreign Direct Investment Boost the Productivity of Domestic Firms? Jonathan E. Haskel, Sonia C. Pereira, Matthew J. Slaughter,
No. 466: Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting George Kapetanios,
No. 475: A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models George Kapetanios,
No. 478: An Anatomy of the Phillips Curve Marika Karanassou, Dennis J. Snower,
No. 477: Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 463: Pricing Information Goods in the Presence of Copying Paul Belleflamme,
No. 459: Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms Hugo Kruiniger, Elias Tzavalis,
No. 464: Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps Kyriakos Chourdakis,
No. 462: Recursive Estimation in Econometrics Stephen Pollock,
No. 458: Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects Hugo Kruiniger,
No. 468: Bootstrap Statistical Tests of Rank Determination for System Identification Gonzalo Camba-Mendez, George Kapetanios,