School of Economics and Finance

2005 Working papers

Paper No.TitleAuthors
No. 548: Income Disparity and Economic Growth: Evidence from China Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu, Shiguo Liu,
No. 542: ACE Models of Endogenous Interactions Nicolaas J. Vriend,
No. 551: A Testing Procedure for Determining the Number of Factors in Approximate Factor Models with Large Datasets George Kapetanios,
No. 547: Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach Lorenzo Cappiello, Nikolaos Panigirtzoglou,
No. 530: Econometric Methods of Signal Extraction Stephen Pollock,
No. 534: Cluster Analysis of Panel Choosing the Optimal Set of Instruments from Large Instrument Setsusing Non-Standard Optimisation of Information Criteria George Kapetanios,
No. 536: Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns George Kapetanios, M. Hashem Pesaran,
No. 532: The Employment Effects of the October 2003 Increase in the National Minimum Wage Richard Dickens, Mirko Draca,
No. 539: Tests for Deterministic Parametric Structural Change in Regression Models George Kapetanios,
No. 541: Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling Gonzalo Camba-Mendez, George Kapetanios,
No. 543: Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly? Richard T. Baillie, Rehim Kilic,
No. 538: Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis Andrea Cipollini, George Kapetanios,
No. 531: On the Non-emptiness of the Fuzzy Core Nizar Allouch, Arkadi Predtetchinski,
No. 527: Empirical Assessment of Sustainability and Feasibility of Government Debt: The Philippines Case Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas F. Quising,
No. 537: Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset George Kapetanios, Elias Tzavalis,
No. 535: Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria George Kapetanios,
No. 544: The First Fifty Years of Modern Econometrics Christopher L. Gilbert, Duo Qin,
No. 549: Segregation in Networks Giorgio Fagiolo, Marco Valente, Nicolaas J. Vriend,
No. 533: Variable Selection using Non-Standard Optimisation of Information Criteria George Kapetanios,
No. 546: Balanced Growth with a Network of Ideas Christian Ghiglino,
No. 545: How Much Does Investment Drive Economic Growth in China? Duo Qin, Marie Anne Cagas, Pilipinas Quising, Xin-Hua He,
No. 529: Orthogonality Conditions for Non-Dyadic Wavelet Analysis Stephen Pollock, Iolanda Lo Cascio,
No. 528: Testing for Neglected Nonlinearity in Long Memory Models Richard T. Baillie, George Kapetanios,
No. 540: Estimating Deterministically Time-Varying Variances in Regression Models George Kapetanios,
No. 550: Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension Stefan De Wachter, Richard D.F. Harris, Elias Tzavalis,