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Publications

Latest and key publications from academic staff in the School of Economics and Finance at Queen Mary.


Jose-Miguel Albala-Bertrand
  • Albala-Bertrand, J.M. (2013) Disasters and the Networked Economy. London: Routledge.
  • Albala-Bertrand, J.M. (2011). "Economic Localization, Societal Networking and Functionality". GFDRR (The Global Facility for Disaster Reduction & Recovery)-EDRR (Economics of Disaster Risk Reduction) World Bank Publication., 65 page.
  • Albala-Bertrand, J.M. (2011). "Endogenous Reaction, Public Response in a Systemic Context", GFDRR-EDRR World Bank Publication, 67 pages.
  • Albala-Bertrand, J.M. (2010).  "A Contribution to Estimate a Benchmark Capital Stock". International Review of Applied Economics, Vol. 24, No.6, pp.633-64.
  • Albala-Bertrand, J.M., (2007). "Relative Capital Shortage and Potential Output Constraint: a Gap Approach".  International Review of Applied Economics, Vol. 21, No.2, pp.321-352.
  • Albala-Bertrand, J.M. & Mamatzakis, M. (2007). "The Impact of Disaggregated Infrastructure Capital on the Productivity of the Chilean Economy". The Manchester School, Vol.75, No.2, pp. 258-273.
  • Albala-Bertrand J.M., (2006). "Structural Change in Output and Industrial Interdependence", Cepal Review, No. 88, pp. 159-172.
  • Albala-Bertrand, J.M., (2006). Globalization and Localization: An Economic Approach. In R. Dynes, H, Rodriguez & E. Quaranteli, (Eds), Handbook of Disaster Research, New York: Springer, pp. 147-167.
  • Albala-Bertrand, J.M. (2004). Natural disaster situations and growth: a macroeconomic model for sudden disaster impacts. In H. Kunreuther &, Rose, A. Critical Writing in Economics Series: The economics of natural hazards (Volume II, pp. 453-470). Cheltenham: Elgar.
  • Albala-Bertrand, J.M. & Mamatzakis, M. (2004). "The impact of infrastructures on the productivity of the Chilean economy". Review of Development Economics, 2, 266-78.
  • Albala-Bertrand, J.M. (2003). Urban Disasters and Globalization. In A. Kreimer, M. Arnold & A. Carlin. Building safer cities. The future of disaster risk (pp. 57-75). Washington DC: The World Bank, Disaster Management Facility.
  • Albala-Bertrand, J.M. and Mamatzakis, M. (2001). “Is Public Infrastructure Productive? Evidence from Chile”. Applied Economic Letters, 8, pp.195-198.
  • Albala-Bertrand, J.M. (2000). "Complex emergencies versus natural disasters. an analytical comparison of causes and effects". Oxford Development Studies, 2, 187-204.
  • Albala-Bertrand, J.M. (2000). "Responses to complex humanitarian emergencies and natural disasters. An analytical comparison". Third World Quarterly, 2, 215-227.
  • Albala-Bertrand, J.M. (1999). "Industrial Interdependence Change in Chile: 1960-1990. A Comparison with Taiwan and South Korea". International Review of Applied Economics, No. 13, 161-191.
  • Albala-Bertrand, J.M.(1993). The political economy of large natural disasters. Oxford: Clarendon Press.
Nizar Allouch
  • Allouch N., (2002) "An Equilibrium Existence Result with Short Selling" Journal of Mathematical Economics
  • Allouch N.,(2002) "The Geometry of Arbitrage and the Existence of Competitive Equilibrium" Journal of Mathematical Economics (with C. Le Van and F. Page)
  • Allouch N. (2003) "A Note on Two Notions of Arbitrage" Economics Bulletin,vol. 4.
  • Allouch N. (2004) "Edgeworth and Walras Equilibrium of an Arbitrage-Free Exchange Economy" Economic Theory (with M. Florenzano)
  • Allouch, N., (2006 ), Arbitrage, equilibrium, and nonsatiation (with Cuong Le Van and
    Frank Page), Journal of Mathematical Economics.
  • Allouch, N. (forthcoming) Walras and dividends equilibrium with possibly satiated consumers, (with Cuong Le Van) ,  Journal of Mathematical Economics.
  • Allouch, N. (forthcoming) On the non-emptiness of the fuzzy core (with Arkadi Predtetchinski), International Journal of Game Theory.
  • Allouch, N. (forthcoming) Price Taking Equilibrium in Club Economies with Multiple Memberships and Unbounded Club Sizes (with Myrna Wooders),   Journal of Economic Theory.
Ghazala Azmat
  • “Gender Gaps in Unemployment Rates in OECD Countries”, (Joint with M. Güell  and A. Manning), The Journal of Labor Economics, 2006, vol. 24(1), pp1-37
  • “Competition amongst Contests” (Joint with M. Möller), RAND Journal of Economics, 2009, vol. 40 (4), pp. 743-768.
  • “The Importance of Relative Performance Feedback Information: Evidence from a Natural Experiment using High School Students”, (Joint with N. Iriberri), The Journal of Public Economics, 2010, vol. 94 (7-8), pp. 435-452.
  • “Targeting Fertility and Female Participation through the Income Tax”, (Joint with L. Gonzalez), Labour Economics, 2010, vol. 17 (3), pp. 487–502
  • “The Impact of Gender Composition on Team Performance and Decision-Making: Evidence from the Field”, (Joint with J. Apesteguia and N. Iriberri), Forthcoming in Management Science.
  • “Privatization and the decline of labour's share: International evidence from network industries” (Joint with A. Manning and J. Van Reenen ). Forthcoming in Economica.
Richard Baillie
  • "Predictions from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors," Econometrica, 49, 1331-1337, 1981.
  • "Testing Rational Expectations and Efficiency in the Foreign Exchange Market," (with R.E. Lippens and P.C. McMahon), Econometrica, 51, 553-563, 1983.
  • "Inference in Dynamic Models Containing 'Surprise' Variables," Journal of Econometrics, 35, 101-117, 1987.
  • "Common Stochastic Trends in a System of Exchange Rates," (with T. Bollerslev), Journal of Finance, 44, 167-181, 1989.
  • “Stock Returns and Volatility," (with R.P. DeGennaro), Journal of Financial and Quantitative Analysis, 25, 203-214, 1990.
  • "Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge," (with R.J. Myers), Journal of Applied Econometrics, 6, 109-124, 1991.
  • "Intra Day and Inter Market Volatility in Foreign Exchange Rates," (with T. Bollerslev), Review of Economic Studies, 58, 565-585, 1991.
  • "Prediction in Dynamic Models with Time Dependent Conditional Variances," (with T. Bollerslev), Journal of Econometrics, 52, 91-113, 1992.   
  • "Cointegration, Fractional Cointegration and Exchange Rate Dynamics," (with T. Bollerslev), Journal of Finance, 49, 737-745, 1994.
  • "Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model," (with C.-F. Chung and M.A. Tieslau), Journal of Applied Econometrics, 11, 23-40, 1996.
  • "Long Memory Processes and Fractional Integration in Econometrics," Journal of Econometrics, 73, 5-59, 1996.   
  • "Fractionally Integrated Generalized Autoregressive Conditional Heteroskedasticity," (with T. Bollerslev and H.-O. Mikkelsen), Journal of Econometrics, 74, 3-30, 1996.
  • "Central Bank Intervention and Risk in the Forward Premium," (with W.P. Osterberg), Journal of International Economics, 43, 483-497, 1997.
  • "Estimation of GARCH Models from the Autocorrelations of the Squares of a Process", (with H. Chung), Journal of Time Series Analysis, 22, 631-650, 2001.
  • "Price Discovery and Common Factor Models", (with G.G. Booth, Y.T. Tse and T. Zabotina), Journal of Financial Markets, 5, 309-321, 2002.
  • "Regression Model Fitting with a Long Memory Covariate Process”, (with H.L. Koul and D. Surgailis), Econometric Theory, 20, 485-512, 2004. 
  • "Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?”, (with R. Kilic), Journal of International Money and Finance, 25, 22-47, 2006.
  • "Testing for Neglected Nonlinearity in Long-Memory Models", (with G. Kapetanios), Journal of Business and Economic Statistics, 25, 447-461, 2007.
  • “Nonlinear Models for Strongly Dependent Processes with Financial Applications”, (with G. Kapetanios), Journal of Econometrics, 147, 60-71, 2008.
  • “Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach”, (with C. Morana), Journal of Economic Dynamics and Control, 33, 1577-1592, 2009.
  • “Carry Trades, Momentum Trading and the Forward Premium Anomaly”, (with S. S. Chang), Journal of Financial Markets, forthcoming, 2010.
Francis Breedon
  • "Intraday Patterns in FX returns and Order Flow" Breedon F, Ranaldo A. JOURNAL OF MONEY CREDIT & BANKING (forthcoming)
  • "The Financial Market Impact of UK Quantitative Easing" Breedon F, Chadha J, Waters A. OXFORD REVIEW OF ECONOMIC POLICY 28(4) 702-728 Winter 2012
  • "A Variance Decomposition of index-linked bond returns" Breedon F, ECONOMICS LETTERS 116(1): 49-51 July 2012
  • "Exchange rate policy in Small Rich Economies" Breedon F, Petursson T, Rose A. OPEN ECONOMIES REVIEW 23(3): 421-445 July 2012
  • "Differences in beliefs and currency risk premiums" Beber A, Breedon F, Buraschi A JOURNAL OF FINANCIAL ECONOMICS 98(3):415-438 Dec 2010
  • "An empirical study of portfolio-balance and information effects of order flow on exchange rates" Breedon F, Vitale P JOURNAL OF INTERNATIONAL MONEY & FINANCE 29(3):504-524 Apr 2010
Andrea Carriero
  • Carriero, A., Clark, T. and Marcellino, M. Bayesian VARs: specification choices and forecast accuracy. Journal of Applied Econometrics, forthcoming
  • Carriero, A., Kapetanios, G. and Marcellino, M. (2012). Forecasting government bond yields with large Bayesian vector autoregressions. Journal of Banking and Finance 36, 2026-2047.
  • Carriero, A., Giacomini, R. (2011). How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? Journal of Econometrics 164, 21-34
  • Carriero, A., Kapetanios, G. and Marcellino, M. (2011). Forecasting large datasets with Bayesian reduced rank multivariate models. Journal of Applied Econometrics 26, 735-761.
  • Carriero A., (2011). Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models. International Economic Review 52, 425-459
  • Carriero, A., Marcellino, M. (2011). Sectoral Survey-based Confidence Indicators for Europe. Oxford Bulletin of Economics and Statistics 73, 175-206.
  • Carriero, A., Kapetanios, G., Marcellino, M. (2009). Forecasting Exchange Rates with a Large Bayesian VAR. International Journal of Forecasting 25, 400-417.
  • Carriero A., (2008). A simple test of the New Keynesian Phillips Curve. Economics Letters 100, 241-244.
  • Carriero, A., (2008). Forecasting Macroeconomic Data Using Multivariate Reduced Rank Models. Proceedings of the SIS (Italian Statistical Society) Scientific Meetings, XLIV Riunione Scientifica, 303-310.
  • Carriero, A., Marcellino, M. (2007). A comparison of methods for the construction of composite coincident and leading indexes for the UK. International Journal of Forecasting  23,                219-236.
  • Carriero, A. (2006). Explaining US-UK Yield Differentials: a Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework. Oxford Bulletin of Economics and Statistics 68, 879–899.
  • Carriero A., Favero C.A., Kaminska I. (2006). Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates. Journal of Econometrics 127, 339-358.
Francesca Cornaglia
  • "Prices, Cigarette Consumption and Smoking Intensity", with Jérôme Adda, /American Economic Review/, Vol. 96, No. 4, September 2006, 1013-1028.
  • "The Effect of Taxes and Bans on Passive Smoking", with Jérôme, American Economic Journal, vol. 2, No.1, January 2010, pp.1-32
  • "The Innovative Activities of Multinational Firms in Italy", chapter 10 in Multinational Firms and impact on employment, trade and technology. New perspectives for a new century, with G. Balcet, edited by R. Lipsey and J-L Mucchielli, Harwood Press, 2001.
  • "Job Creation and Job Destruction", in Labour Mobility and Wage Dynamics in Italy, with C.Malpede, LABORatorio R.Revelli, Rosenber & Sellier, 2002.
  • "The Impact of the Italian CFL Program on Job Opportunities for Young People", with B.Contini, C.Malpede and E.Rettore in Pension Policy in an Integrating Europe, Edited by E. Fornero and O. Castellino, Cheltenham: Edward Elgar, 2003.
  • "The Effect of Taxes and bans on Passive Smoking", British Academy Review, issue 11, 2008.
  • “Taxes, Cigarette Consumption, and Smoking Intensity”, in The Economics Of Health Behaviours, Edited by John Cawley and Donald S. Kenkel, Vol.III, part 2, 2008.
Renato Faccini
  • "Labor market volatility in the search and matching model: the role of investment-specific technology shocks" (2010) Journal of Economic Dynamics and Control, 34 (8), pp. 1509-1527, joint with Salvador Ortigueira.
  • Di Pace, F. & Faccini, R., 2012. "Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies," Journal of Economic Dynamics and Control, Elsevier, vol. 36(2), pages 183-200.
Giulio Fella
  • Fella G. (2001) "Reserve Uncertainty and Speculative Attacks on Target Zones" Economics Letters
  • Fella G. (2004) "Does Divorce Law Matter?" Journal of the European Economic Association (with P. Manzini and M. Mariotti)
  • Fella G. (2005) "Termination Restrictions and Investment in General Training" European Economic Review
Marcelo Fernandes
  • Fernandes, M. (2001)   "Economics and literature: An examination of Gulliver's Travels", Journal of Economic Studies, 28, 92-105.
  • Fernandes M. (2003) "Testing for a Flexible Non-Linear Link Between Short-term Eurorates and Spreads" European Journal of Finance
  • Fernandes, M.    "Testing for a flexible non-linear link between short-term Eurorates and spreads", (2003) European Journal of Finance, 9, 125-145.
  • Fernandes M. (2004) "Bounds for the Probability Distribution Function of the ACD Model" Statistics and Probability Letters
  • Fernandes, M.  (2004)  "Bounds for the probability distribution function of the ACD model", Statistics and Probability Letters, 68, 169-176.
  • Fernandes, M.  (2005 )   "Central limit theorem for asymmetric kernel functionals",  (with Paulo Klinger Monteiro), Annals of the Institute of Statistical Mathematics, 57, 425-442.
  • Fernandes, M.  (2005 )   "A multivariate conditional autoregressive range model",  (with Bernardo Mota and Guilherme Rocha), Economic Letters, 86, 435-440.
  • Fernandes, M. (2005)   "Nonparametric specification tests for conditional duration models",  (with Joachim Grammig), Journal of Econometrics, 127, 35-68.
  • Fernandes, M. (2005)    "Alternative procedures to discriminate nonnested multivariate linear regression models",  (with Maria Ivanilde Araújo and Basílio de Bragança Pereira), Communications in Statistics: Theory and Methods, 34, 2047-2062.
  • Fernandes, M.    "Financial crashes as endogenous jumps: Estimation, testing and forecasting", Journal of Economic Dynamics and Control, forthcoming
  • Fernandes, M.    "Separated families of models: Sir David Cox contributions and recent developments",  (with Maria Ivanilde Araújo, Robert Cléroux, and Basílio de Bragança Pereira), Student, forthcoming
  • Fernandes, M. (2005)   "A family of autoregressive conditional duration models",  (with Joachim Grammig), Journal of Econometrics.
Ana Galvao
  • Galvao, A. "Improving real-time estimates of output and inflation gaps with multiple-vintage VAR models” with M. Clements. (2012) Journal of Business and Economic Statistics.Forthcoming
  • Galvao, A.“Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions” with M. Clements. (2012) Journal of Applied Econometrics. Forthcoming.
  • Galvao, A. "Forecasting with Vector Autoregressive Models of Data Vintages: US output Growth and Inflation” with M. Clements. (2012). International Journal of Forecasting. Forthcoming
  • Galvao, A.“First Announcements and Real Economic Activity” with M. Clements. (2010) European Economic Review. 54:803-817.
  • Galvao, A.“Forecasting US output growth using Leading Indicators: An appraisal using MIDAS models” with M. Clements. (2009). Journal of Applied Econometrics. 24: 1187-1206.
  • Galvao, A., "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US output growth" (with M. Clements) (2008) Journal of Business and Economic Statistics.26: 546-554.
  • Galvao, A., "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility" (with M. Clements and J. H. Kim) (2008) Journal of Empirical Finance. 15: 729-750.
  • Galvao, A., "The transmission mechanism in a changing world" (with M. Artis and M. Marcellino) (2007) Journal of Applied Econometrics. 22: 39-61.
  • Galvao, A., "Structural Break Threshold VARs for predicting the probability of US recessions using the spread" (2006) Journal of Applied Econometrics. 21: 463-487.
  • Galvao, A. "A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure", (with M. P. Clements) (2004) International Journal of Forecasting: 20: 219-236.
  • Galvao, A. , "Testing the expectation theory of the term structure of interest rates in threshold models" (with M. Clements) (2003) Macroeconomic Dynamics. 7: 567-85.
Liudas Giraitis
  • Giraitis, L.,"Whittle estimation of ARCH models" (with P.M.Robinson), Econometric Theory, 17, 608-631, 2001.
  • Giraitis, L., "Edgeworth expansions for semiparametric Whittle estimation of long memory ", (with P.M. Robinson), Annals of Statistics, 31, 1325-1375, 2003.
  • Giraitis, L., "Rescaled Variance and related tests for long memory in volatility and levels", (with P. Kokoszka, R. Leipus, G. Teyssiere), Journal of of Econometrics, 112, 265-294, 2003.
  • " A test for stationarity versus trends and unti roots for a wide class of dependent errors", (with R. Leipus, A. Phillipe), Econometric Theory, 22, 989-1029, forthcoming.
Emmanuel Guerre
  • Guerre, E. 'Exact asymptotic minimax constants for the estimation of analytical functions in Lp', with A.B. Tsybakov. Probability Theory and Related Fields 112, 1998, 33-51
  • Guerre, E. 'Optimal rate for nonparametric estimation in deterministic dynamical systems', with J. Maes. Statistical Inference for Stochastic Processes 1, 1998, 157-173.
  • Guerre, E. 'Optimal nonparametric estimation of first-price auctions', with I. Perrigne and Q. Vuong. Econometrica 68, 2000, 525-574.
  • Guerre, E. 'Design adaptive nearest-neighbor regression estimation'. Journal of Multivariate Analysis 75, 2000, 219-244.
  • Guerre,E. 'Minimax rates for nonparametric specification testing in regression models', with P. Lavergne. Econometric Theory 18, 2002, 1139-1171.
  • Guerre, E. 'A note on the nonstationary binary choice logit model', with H.R. Moon. Economic Letters 76, 2002, 267-271.
  • Guerre, E. 'Rate-optimal data-driven specification testing for regression models', with P. Lavergne. The Annals of Statistics 33, 2005, 840-870.
  • Guerre, E. 'A data-driven nonparametric specification test for dynamic regression models', with A. Guay. Econometric Theory 22, 2006, 543-586.
  • Guerre, E. 'Semiparametric analysis of single index models under nonstationarity of the exogeneous variables', with H.R. Moon. Econometric Theory 22, 2006, 721-742.
  • Guerre, E., 'Adaptive consistent unit root tests based on autoregressive threshold model', with F. Bec and A. Guay. September 2006, 48p. Forthcoming in the Journal of Econometrics.
Randi Hjalmarsson
  • Mark Duggan, Randi Hjalmarsson, and Brian Jacob. (forthcoming). “The Short-term and Localized Effect of Gun Shows: Evidence from California and Texas,” Review of Economics and Statistics.
  • Randi Hjalmarsson and Matthew Lindquist (forthcoming). "Like Godfather, Like Son: Exploring the
    Intergenerational Nature of Crime". Journal of Human Resources
  • Randi Hjalmarsson and Mark Lopez (2010). "The Voting Behavior of Disenfranchised Criminals:
    Would They Vote if They Could?" American Law and Economics Review. 12(2): 265-279.
  • Patrick Bayer, Randi Hjalmarsson, and David Pozen (2009), "Building Criminal Capital Behind Bars: Peer Effects in Juvenile Corrections", Quarterly Journal of Economics, Volume 124(1): 105-147.
Erik Hjalmarsson
  • “New Methods for Inference in Long-Horizon Regressions”, Journal of Financial and Quantitative Analysis, Forthcoming.
  • Testing for CointegrationUsing the Johansen Methodology when Variables are Near Integrated: Size Distortions and Partial Remedies” (with Pär Österholm), Empirical Economics, Vol. 39, No. 1, August 2010, pp. 51-76.
  • “Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Markets” (with Benjamin Chiquoine, Alain Chaboud, and Mico Loretan). Journal of Empirical Finance, Vol. 17, No. 2, March 2010, pp. 212-240.
  • “Predicting Global Stock Returns”, Journal of Financial and Quantitative Analysis, Vol. 45, No. 1, February 2010, pp. 49-80.
  • “Jackknifing Stock Return Predictions” (with Benjamin Chiquoine), Journal of Empirical Finance, Vol. 16, No. 5, December 2009, pp. 793-803.
  • “What Drives Volatility Persistence in the Foreign Exchange Market?” (with David Berger and Alain Chaboud), Journal of Financial Economics, Vol. 94, No. 2, November 2009, pp. 192-213.
  • “Efficiency in Housing Markets: Which Home-Buyers Know How to Discount?” (with Randi Hjalmarsson), Journal of Banking and Finance, Vol. 33, No. 11, November 2009, pp. 2150-2163.
  • “Testing the expectations hypothesis when interest rates are near integrated” (with Meredith Beechey and Pär Österholm), Journal of Banking and Finance, Vol. 33, No. 5, May 2009, pp. 934-943.
  • “Interpreting long-horizon estimates in predictive regressions”, Finance Research Letters, Vol. 5, No. 2, June 2008, pp. 104-117.
  • “The Stambaugh bias in panel predictive regressions”, Finance Research Letters, Vol. 5, No. 1, March 2008, pp. 47-58.
  • “Fully modified estimation with nearly integrated regressors”, Finance Research Letters, Vol. 4, No. 2, June 2007, pp. 92-94.
Alfonsina Iona

Articles in Refereed Academic Journals

  • "O convergence where art thou? Regional growth and industrialization in Italy", Journal of Modern Italian Studies 13 (3) pp 366-387, 2008 (with L.  Leonida and Sobbrio, G.).
  • "The UK productivity gap. Do management practices matter?", International Journal of Productivity & Performance Management 58 (8), 727-747. 2009 (with G. Battisti)
  • "The intra-firm diffusion of complementary innovations: evidence from the adoption of management practices by British establishments"  Research Policy 38, 1326-1339 (with G. Battisti), 2009.
  • Regional Infrastructure and Firm Investment. Theory and Empirical Evidence for Italy, Empirical Economics 40, 25-50, 2011 (with F. Aiello and L. Leonida).

Chapters in  Books

  • Infrastrutture regionali ed investimenti di impresa: Teoria ed evidenza empirica in Italia, in "Competitivita ed Efficienza Dell'Economia Italiana: Fattori Sistemici e Valutazioni Quantitative" (edited by G. Cella and A. Zago), Il Mulino, Bologna, July 2008 (with F. Aiello and L. Leonida), ISBN: 978-88-15-00000-0s.
  • Industrialization, convergence and governance: the case of Italy, "Italy Today. The sick man of Europe" (edited by Andrea Mammone, Giuseppe A. Veltri) Routledge, ISBN: 978-0-415-56160-0. Publication Date: 1st December 2009 (with L. Leonida and G. Sobbrio).
George Kapetanios
  • Small Sample Properties of the Conditional Least Squares Estimator in SETAR Models; Economics Letters; 69(3), pp.267-276; (2000a).
  • A Radial Basis Function Artificial Neural Network Test for ARCH; with A.P. Blake; Economics Letters; 69(1), pp. 15-23; (2000b).
  • Testing the Rank of the Hankel Covariance Matrix: A Statistical Approach; with G. Camba-Mendez; Institute of Electrical and Electronic Engineers (IEEE) Transactions on Automatic Control; 46(2), pp. 331-336; (2001a).
  • Model Selection in Threshold Models; Journal of Time Series Analysis; 22(6), (2001b).
  • Incorporating Lag Order Selection Uncertainty in Parameter Inference for AR Models; Economics Letters; 72(2), pp. 137-44; (2001c).
  • An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries; with G. Camba-Mendez, R. J. Smith and M. R. Weale; Econometrics Journal; 4(1), pp. S56-90; (2001d).
  • The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and the UK; with G. Camba-Mendez, R. J. Smith and M. R. Weale; in A Companion to Economic Forecasting, eds. M. P. Clements and D. F. Hendry; Blackwell Publishers (2002e).
  • Nonlinear Mean Reversion in Real Exchange Rates; with G. Chortareas and Y. Shin; Economics Letters; 77(3), pp. 411-417, (2002f).
  • Threshold Models for Trended Time Series; Empirical Economics; 28(4) pp. 687--707; (2003a).
  • Pure Significance Tests of the Unit Root Hypothesis against Nonlinear Alternatives; with A.P. Blake; Journal of Time Series Analysis; 24(3), pp. 1-17; (2003b).
  • Testing for a Unit Root against Nonlinear STAR Models; with Y. Shin and A. Snell; Journal of Econometrics; 112(2), pp. 359-379 (2003c).
  • Tests of Rank in Reduced Rank Regression Models; with G. Camba-Mendez, R. J. Smith and M. R. Weale; Journal of Business and Economic Statistics; 21(1), pp. 145-156, (2003d).
  • A note on an iterative least squares estimation method for ARMA and VARMA models; Economics Letters; 79(3), pp. 305-312, (2003e).
  • The Yen Real Exchange Rate May Be Stationary After All: Evidence from Nonlinear Unit-Root Tests; with G. Chortareas. Oxford Bulletin of Economics and Statistics; 66(1), pp. 113-131, (2003f).
  • Bootstrap Neural Network Cointegration Tests Against Nonlinear Alternative Hypotheses; Studies in Nonlinear Dynamics and Econometrics; 7(2), (2003g).
  • A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity; with A. P. Blake; Econometrics Journal; 6(2), (2003h).
  • Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset; Economics Letters; 85(1), pp. 63-69, (2004a).
  • The Asymptotic Distribution of the Cointegration Rank Estimator under the Akaike Information Criterion. Econometric Theory; 20(4), pp. 735-743, (2004b)
  • Bootstrap Statistical Tests of Rank Determination for System Identification; with G. Camba-Mendez; IEEE Transactions on Automatic Control; 49(2), pp. 238-243 (2004c).
  • An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests; with G. Chortareas and M. Uctum; Studies in Nonlinear Dynamics and Econometrics; 8(1), (2004d).
  • Using option prices to measure financial market views about balances of risk to future asset prices; with D. Lynch and N. Panigirtzoglou. Bank of England Quarterly Bulletin; Winter 2004, (2004e).
  • Unit root testing against the alternative hypothesis of up to $m$ structural breaks. Journal of Time Series Analysis; 26(1), pp. 37-49 (2005a).
  • Rational Expectations and Fixed Event Forecasts: An Application to UK Inflation; with H. Bakhshi and T. Yates; in Empirical Economics. 30(3), pp. 539--553, (2005b).
  • Testing the Rank of the Spectral Density Matrix; with G. Camba-Mendez. Journal of Time Series Analysis; 26(1), pp. 123-135 (2005c).
  • Forecasting with measurement errors in dynamic models; with R. Harrison and T. Yates. International Journal of Forecasting; 21(3), pp. 595--607 (2005d)
  • Forecasting Euro Area Inflation Using Dynamic Factor Measures of Underlying Inflation; with G. Camba-Mendez. Journal of Forecasting; 24(7), pp. 491-503, (2005e).
  • Testing for Cointegration in Nonlinear STAR Error Correction Models; with Y. Shin and A. Snell. Econometric Theory; 22, pp. 279--303, (2006a).
  • Cluster Analysis of Panel Datasets using Non-Standard Optimisation of Information Criteria; Journal of Economic Dynamics and Control; 30(8), pp. 1389--1408, (2006b)
  • Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset; with E. Tzavalis. In: Milas, C., Rothman, P. and van Dijk. Nonlinear Time Series Analysis of Business Cycles. Elsevier; pp. 175--198; (2006c).
  • Unit root tests in three-regime SETAR models; with Y. Shin. Econometrics Journal; 9(2), pp. 252--278, (2006d).
  • Choosing the Optimal Set of Instruments from Large Instrument Sets; Computational Statistics and Data Analysis; 51(2), pp. 612--620 (2006e).
  • Long Memory in Nonlinear Autoregressive Models; Economics Letters; 91(3), pp. 360--368, (2006f).
  • Forecasting Using Predictive Likelihood Model Averaging; with V. Labhard and S. Price. Economics Letters; 91(3), pp. 373--379, (2006g).
  • Forecast Evaluation of the Bank of England's Fancharts; with R. Elder, T. Taylor and T. Yates. Bank of England Quarterly Bulletin; Autumn 2006, (2006h).
  • Making a Match: Combining Theory and Evidence in Policy-oriented Macroeconomic Modeling; with A.R. Pagan and A. Scott. Journal of Econometrics; 136(2), 565--594, (2007a).
  • Testing for ARCH in the presence of Nonlinearity of Unknown Form in the Conditional Mean; with A. P. Blake. Journal of Econometrics; 137(2), pp. 472--488, (2007b).
  • Testing for Neglected Nonlinearity in Long Memory Models; with R. Baillie. Journal of Business and Economic Statistics; 25(4), pp. 447--461, (2007c).
  • Small Sample Properties of Cross Section Augmented Estimators for Panel Data Models with Residual Multi-factor Structures; with M. H. Pesaran. In The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis, Garry Phillips and Elias Tzavalis (eds.), Cambridge University Press, (2007d).
  • Measuring Conditional Persistence in Time Series; Oxford Bulletin of Economics and Statistics; 69(3), pp. 363--386, (2007e).
  • Dynamic Factor Extraction of Cross-Sectional Dependence In Panel Unit Root Tests; Journal of Applied Econometrics; 22(2), pp. 313--338, (2007f).
  • Testing for Neglected Nonlinearity in Cointegrating Relationships; with A. P. Blake. Forthcoming in the Journal of Time Series Analysis; 28(6), pp. 807--826, (2007g).
  • Estimating Deterministically Time-Varying Variances in Regression Models. Economics Letters; 97(2), pp. 97--104, (2007h)
  • Variable Selection in Regression Models using Non-Standard Optimisation of Information Criteria. Computational Statistics and Data Analysis; 52(1), pp. 4-15, (2007i)
  • Forecasting using Bayesian and Information Theoretic Model Averaging: An application to UK inflation; with V. Labhard and S. Price. Journal of Business and Economic Statistics; 26(1), pp. 33-41, (2008a),
  • A Review of Forecasting Techniques for Large Data Sets; with J. Eklund. National Institute Economic Review; 203(1), pp. 109--115, (2008b).
  • A Stochastic Variance Factor Model for Large Datasets and an Application to S\&P data; with A. Cipollini. Economics Letters; 100(1), pp. 130--134, (2008c).
  • GLS Detrending-based Unit Root Tests in Nonlinear STAR and SETAR Models; with Y. Shin. Economics Letters; 100(3), pp. 377--380, (2008d).
  • Forecast combination and the Bank of England's suite of statistical forecasting models; with V. Labhard and S. Price. Economic Modelling; 25(4), pp. 772--792, (2008e).
  • A Bootstrap Procedure for Panel Datasets with Many Cross-Sectional Units. Econometrics Journal; 11(2), (2008f).
  • Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates; with R. Baillie. Journal of Econometrics; 147(1), pp. 60--71, (2008g).
  • Nonlinear Alternatives to Unit Root Tests and Public Finances Sustainability: Some Evidence from Latin American and Caribbean Countries; with Y. Chortareas and M. Uctum. Oxford Bulletin of Economics and Statistics; 70(5), pp. 645--663, (2008h).
  • Bootstrap-Based Tests for Deterministic Time-Varying Coefficients in Regression Models. Computational Statistics and Data Analysis, 53(2), pp. 534-545, (2008j).
  • Statistical tests of the rank of a matrix and their applications in econometric modelling; with G. Camba-Mendez. Econometric Reviews; 28(6), pp. 581--611, (2009a).
  • Getting PPP Right: Identifying Mean-Reverting Real Exchange Rates in Panels; with Y. Chortareas. Journal of Banking and Finance, 33(2), pp. 390-404, (2009b).
  • A real time evaluation of Bank of England forecasts of inflation and growth; with J.J.J. Groen and S. Price. International Journal of Forecasting, 25(1), pp. 74-80, (2009c).
  • Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis; with A. Cipollini. Journal of Empirical Finance, 16(2), pp. 188-200, (2009d)
  • Forecasting Exchange Rates with a Large Bayesian VAR; with A. Carriero and M. Marcellino. International Journal of Forecasting, 25(2), pp.400-417, (2009e);
  • A Parametric Estimation Method for Dynamic Factor Models of Large Dimensions; with M. Marcellino. Journal of Time Series Analysis, 30(2), pp. 208-238, (2009f).
  • Testing for Strict Stationarity in Financial Variables; Journal of Banking and Finance, 33(12), pp. 2346--2362, (2009g).
  • A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets. Journal of Business and Economic Statistics, 28(3), pp. 397--409, (2010a).
  • Testing Exogeneity in Threshold Models. Econometric Theory, 26(1), pp. 231--259, (2010b).
  • Estimating Time-Variation in Measurement Error from Data Revisions: An Application to Forecasting in Dynamic Models; with T. Yates. Journal of Applied Econometrics, 25(5), pp. 869–-893, (2010c).
  • Tests of the Martingale Difference Hypothesis Using Boosting and RBF Neural Network Approximations; with A. Blake. Econometric Theory, 26(5), pp. 1363--1397, (2010d).
  • Modeling Structural Breaks in Economic Relationships Using Large Shocks; with E. Tzavalis. Journal of Economic Dynamics and Control, 34(3), pp. 417--436, (2010e).
  • Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments; with M. Marcellino. Economics Letters, 108(1), pp. 36--39, (2010).
  • Factor-GMM Estimation with Large Sets of Possibly Weak Instruments; with M. Marcellino. Computational Statistics and Data Analysis, 54(11), pp. 2655--2675, (2010f).
  • Forecasting Large Datasets with Reduced Rank Multivariate Models; with A. Carriero and M. Marcellino. Journal of Applied Econometrics, 26(5), 735–-761 (2011a).
  • The Elusive Persistence: Wage and Price Rigidities, the New Keynesian Phillips Curve, and Inflation Dynamics; with C. Tsoukis and J. Pearlman. Journal of Economic Surveys, 25(4), pp. 737-768, (2011b).
  • Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model; with Y. Shin. Econometric Reviews, 30(6), pp. 620--645, (2011c).
  • Panels with non-stationary multifactor error structures; with M. H. Pesaran and T. Yamagata. Journal of Econometrics, 160(2), 326--348 (2011d).
  • Are More data always Better for Factor Analysis? Results for the Euro Area, the Six Largest Euro Area Countries and the UK; with G. Caggiano and V. Labhard. Journal of Forecasting, 30(8) pp. 736--752, (2011e).
  • Prediction from ARFIMA Models: Comparisons between MLE and Semi Parametric Procedures; with R. Baillie and C. Kongchareon. International Journal of Forecasting, 28(1), pp. 46--53 (2012a).
  • Forecasting Government Bond Yields with Large Bayesian Vector Autoregressions; with A. Carriero and M. Marcellino. Journal of Banking and Finance, 36(7), pp. 2026--2047, (2012b).
  • Comment on ``Fast sparse regression and classification'' by J.H. Friedman; with M. H. Pesaran. International Journal of Forecasting, 28(3), pp. 739--740, (2012c).
  • A State Space Approach to Extracting the Signal From Uncertain Data; with A. Cunningham, J. Eklund, C. Jeffery and V. Labhard. Journal of Business and Economic Statistics, 30(2), pp. 173--180 (2012d)
  • Multivariate Methods for Monitoring Structural Change; with J. Groen and S. Price. Forthcoming in the Journal of Applied Econometrics.
  • How Puzzling is the PPP Puzzle? An Alternative Half-Life Measure of Convergence to PPP; with G. Chortareas. Forthcoming in the Journal of Applied Econometrics.
  • Model Selection Criteria for Factor Augmented Regressions; with J. Groen. Forthcoming in the Oxford Bulletin of Economics and Statistics.
  • Assessing the Economy-Wide Effects of Quantitative Easing; with H. Mumtaz, I. Stevens and K. Theodoridis. Forthcoming in Economic Journal.
  • Estimation and Inference for Impulse Response Functions from Univariate Strongly Persistent Processes; with R. Baillie. Forthcoming in Econometrics Journal.
  • Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change; with L. Giraitis and S. Price. Forthcoming in the Journal of Econometrics.
Marika Karanassou
  • "Inequalities and Employment Sensitivities to the Falling Labour Share", with H. Sala, The Economic and Social Review, 2012,  43, 343-376.
  • "Productivity Growth and the Phillips Curve: A Reassessment of the US Experience", with H. Sala, Bulletin of Economic Research, 2012, 64, 344-366.
  • "Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective", with H. Sala and D. J. Snower, Journal of Economic Surveys, 2010, 24, 1-51.
  • "The US Inflation-Unemployment Tradeoff Revisited: New Evidence for Policy Making", with H. Sala, Journal of Policy Modeling, 2010, 32, 758-777.
  • "Labour Market Dynamics in Australia: What Drives Unemployment?", with H. Sala, Economic Record, 2010, 86, 185-209.
  • "The Rise and Fall of Spanish Unemployment: A Chain Reaction Theory Perspective", with H. Sala, International Papers in Political Economy, 2009, ch. 6, 209-254, Palgrave-Macmillan.
  • "Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995", with R. Bande, Papers in Regional Science, 2009, 88, 181-207.
  • "Capital Accumulation and Unemployment: New Insights on the Nordic Experience", with H.Sala and P. F. Salvador, Cambridge Journal of Economics, 2008, 32, 977-1001.
  • "The Evolution of Inflation and Unemployment: Explaining the Roaring Nineties", with H. Sala and D. J. Snower, Australian Economic Papers, 2008, vol. 47 (4), 47, 334-354.
  • "Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy", with H. Sala and D. J. Snower, Journal of Policy Modeling, 2008, 30, 279-300.  
  • "The (Ir)relevance of the NRU for Policy Making: The Case of Denmark", with H.Sala and P. F. Salvador,  Scottish Journal of Political Economy, 2008, 55, 369-392.
  • "The Macroeconomics of the Labor Market: Three Fundamental Views", with H. Sala and D. J. Snower, Portuguese Economic Journal, 2007, 6, 151-180.
  • "A Reappraisal of the Inflation-Unemployment Tradeoff", with H. Sala and D. J. Snower,  European Journal of Political Economy, 2005, 21, 1-32.
  • "Unemployment Invariance ", with D. J. Snower, German Economic Review, 2004, 5, 297-317.
  • "Permanent and Transitory Components in a Continuous Time Model of the Term Structure", with J. Hatgioannides and M. Karanasos, WSEAS Transactions on Business and Economics, 2004, 1, 176-181.
  • "Analyzing US Inflation by a GARCH model with Simultaneous Feedback", with M. Karanasos and S. Fountas, WSEAS Transactions on Information Science and Applications, 2004, 1, 767-772.
  • "The European Phillips Curve: Does the NAIRU Exist?, with H. Sala and D. J. Snower, Applied Economics Quarterly, 2003, 49, 93-122.
  • "Unemployment in the European Union: A Dynamic Reappraisal", with H. Sala and D. J. Snower,    Economic Modelling, 2003, 20, 237-273.
  • "Adjustment Dynamics and the Natural Rate: An Account of the UK Unemployment", with S.G.B. Henry and D. J. Snower, Oxford Economic Papers, 2000, 52, 178-203.
  • "How Labour Market Flexibility Affects Unemployment: Long-Term Implications of the Chain Reaction Theory", with D. J. Snower, Economic Journal, 1998, 108, 832-849.
  • "Is the Natural Rate a Reference Point?", with D. J. Snower, European Economic Review, 1997, 41, 559-569.
  • "Explaining Disparities in Unemployment Dynamics", with D. J. Snower, 1996, in Baldassari M., L. Paganetto, and E.S. Phelps (Eds), The 1990's Slump: Causes and Cures, Macmillan Press and Rivista di Politica Economica.
  • "The U.K. Labour Market", with S.G.B. Henry, 1996, in S.G.B. Henry and D. J. Snower (Eds), Economic Policies and Unemployment Dynamics in Europe, International Monetary Fund Publications.
Winfried Koeniger
  • “On the Evolution of the US Consumer Wealth Distribution”, with Thomas Hintermaier, Review of Economic Dynamics, vol. 14 (2), 317-338, 2011
  • "The Method of Endogenous Gridpoints  with Occasionally Binding Constraints among Endogenous Variables", with Thomas Hintermaier, Journal of Economic Dynamics & Control, vol. 34 (10), 2074-2088, 2010.
  • "Redistributive Taxation and Personal Bankruptcy in US States", with Charles Grant, Journal of Law & Economics, vol. 52(3), 445-467, 2009.
  • "Consumption Smoothing and Income Redistribution", with Giuseppe Bertola, European Economic Review, vol. 51 (8), 1941-1958, 2007.
  • "On the Role of Market Insurance in a Dynamic Model", with Helge Braun, The Geneva Risk and Insurance Review, vol. 32 (1), 61-90, 2007.
  • "Employment Protection, Product Market Regulation and Firm Selection", with Julien Prat, Economic Journal, vol. 117 (521), F302 - F332, 2007.
  • "Openness, Wage Floors and Technology Change", The B.E. Journal of Macroeconomics, Contributions, vol. 7 (1), Article 5, 2007.
  • "Capital Deepening and Wage Differentials: Germany vs. US", with Marco Leonardi, Economic Policy, vol. 22 (49), 71-116, 2007.
  • "Labor Market Institutions and Wage Differentials", with Marco Leonardi and Luca Nunziata, Industrial & Labor Relations Review, vol. 60(3), 340-356, 2007.
  • "On the Use of Substitutability as a Measure of Competition", with Omar Licandro, The B.E. Journal of Macroeconomics, Topics, vol. 6(1), Article 2, 2006.
  • "Uncertainty and Debt-Maturity in Emerging Markets", with Matthieu Bussière and Marcel Fratzscher, B.E. Journal in Macroeconomics, Topics, vol. 6(1), Article 5, 2006.
  • "Dismissal Costs and Innovation", Economics Letters, vol. 88 (1), 79-84, 2005.
  • "Dealer Pricing of Consumer Credit", with Giuseppe Bertola and Stefan Hochgürtel, International Economic Review, vol. 46 (4), 1103-1142, 2005.
  • "Labor Income Risk and Car Insurance in the UK", The Geneva Papers on Risk and Insurance Theory, vol. 29 (1), 55-74, 2004.
Stepana Lazarova
  • Lazarova S. (2001) "Testing for Ongoing Convergence in Central and Eastern Europe: 1970 - 1998" Journal of Comparative Economics (with S. Estrin and G. Urga)
  • Lazarova S. (2003) "Are Differences in Firm Sizes Transitory or Permanent" Journal of Applied Econometrics (with P. Geroski, G. Urga and C. Walters)
  • Lazarova S. (2005) "Testing for Structural Change in Regression With Long Memory Processes" Journal of Econometrics
  • Lazarova, S. (forthcoming) "Common stochastic trends and aggregation in heterogoeneous panels" Econometric Theory (with L. Trapani and G. Urga).
Leone Leonida
  • Polarization and Absolute Convergence. Forthcoming, Empirical Economics (with G. Caggiano).
  • Regional Infrastructure and Firm’s Investment. Evidence from Italian regions and Firms. Empirical Economics, 2011 (with F. Aiello and A. Iona).
  • International Output Convergence: Evidence from an AutoCorrelation Function Approach. The Journal of Applied Econometrics, 2009 (with G. Caggiano).
  • Non Market Effects of Education on Crime: Evidence from Italian Regions. Economic of Education Review, 2009 (with P. Buonanno).
  • A Note on the Empirics of the Neoclassical Growth Model. Economics Letters, 2007 (with G. Caggiano).
Rachel Male

"Developing Country Business Cycles: Characterizing the Cycle” Emerging Markets, Finance and Trade, Vol. 47, Supplement 3, May-June 2011; pp.21-40.

Marco Manacorda
  • Changes in Returns to Education in Latin America: The Role of Demand and Supply of Skills (with C. Sánchez-Páramo and N. Schady), forthcoming, Industrial and Labor Relations Review.
  • Giving Children a Better Start: Preschool Attendance and School-Age Profiles, (with S. Berlinski and S. Galiani), Journal of Public Economics, 92 (5), p.1416-1440, June 2008.
  • Child Labor and the Labor Supply of Other Household Members, Evidence from 1920 America, American Economic Review, December 2006, 96(5) 1788-1800.
  • Why Do Most Italian Youths Live With Their Parents?, Intergenerational Transfers and Household Structure, (with E. Moretti), Journal of the European Economic Association, 4 (4), 2006, 800-829.
  • Can the Scala Mobile Explain the Fall and Rise of Earnings Inequality in Italy? A Semiparametric Analysis, 1977-1993, Journal of Labor Economics, vol. 22 (3), 2004, 585-613.
  • Shifts in the Demand and Supply of Skills. A single index model with a continuous distribution of skills, (with A. Manning), Oxford Bulletin of Economics and Statistics, 69, 2007, 635-666.
  • Regional Mismatch and Unemployment. Theory and Evidence from Italy, 1977-1998, (with B. Petrongolo), Journal of Population Economics, 19 (1), 2006, 137?162.
Xavier Mateos-Planas
  • Demographics and the Politics of Capital Taxation in a Life-cycle Economy. The American Economic Review, 100:1, 337-363, 2010.
  • A Quantitative Theory of Social Security Without Commitment Journal of Public Economics, 62, 652-671, 2008.
  • Skill bias and unemployment frictions in the US labor market 1970-1990 (with X. Cuadras-Morato) International Economic Review, 47, 129-160, 2006
  • Welfare Implications of Bankruptcy with Endogenous Credit Limits (with G. Seccia) Journal of Economic Dynamics and Control, 30,  2081 –2115, 2006
  • Technology Adoption with Finite Horizons. Journal of Economic Dynamics and Control, 28, 2129-2154, 2004
  • Creative Destruction and Policy in a Capital Model of Endogenous Growth, Topics in Macroeconomics, 4, article 9, 2004
  • Longer Lives, Fertility, and Accumulation. Economics Letters, 80, 2, 175-180, 2003
  • The European Demographic Transition: a Neoclassical Dynastic  Approach, Review of Economic Dynamics, 5, 646-680, 2002
  • Schooling and Distortions in a Vintage Capital Model. Review of Economic Dynamics, 4, 127-158, 2001
Radoslawa Nikolowa
  • "Supply of Skilled Labour and Organizational Change", 2010, Labour Economics, vol. 17
  • "Mutual Monitoring versus Incentive Pay in Teams", 2009, Annals of Economics and Statistics, vol 93/94
Barbara Petrongolo

"Worktime regulations and family labor supply" (joint with Dominique Goux and Eric Maurin). Forthcoming, American Economic Review.

"Job and wage mobility with minimum wages and imperfect compliance" (joint with Zvi Eckstein and Suqin Ge). Journal of Applied Econometrics 26: 580-612, 2011.

"The long-term effects of job search requirements: Evidence from the UK JSA reform". Journal of Public Economics 93: 1234-1253, 2009.

"Unequal pay or unequal employment? A cross-country analysis of gender gaps" (joint with Claudia Olivetti). Journal of Labor Economics 26: 621-654, 2008.

"The ins and outs of European unemployment" (joint with Christopher Pissarides). American Economic Review, Papers & Proceedings 98: 256-262, 2008.

"A test between stock-flow matching and the random matching function approach" (joint with Melvyn Coles). International Economic Review 49: 1113-1141, 2008.

"The part-time pay penalty for women in Britain" (joint with Alan Manning). Economic Journal 118: F28-F51, 2008.

Daniela Tavasci
  • Minsky, Crisis and Development                                
    Tavasci, D. and J. Toporowski (eds) Palgrave Macmillan
  • Beyond the Developmental State
    Fine B., J. Saraswati, D. Tavasci (eds) Pluto Press
Andrea Tesei
  • "Oil Price Shocks, Income, and Democracy." Review of Economics and Statistics 94 (2012) pp. 389-399. Joint with A. Ciccone and M. Bruckner
Christopher Tyson
  • Preference symmetries, partial differential equations, and functional forms for utility. Journal of Mathematical Economics, forthcoming.
  • Two-stage threshold representations. (With Paola Manzini and Marco Mariotti.) Theoretical Economics, forthcoming.
  • Behavioral implications of shortlisting procedures. Social Choice and Welfare, forthcoming.
  • Dominance solvability of dynamic bargaining games. Economic Theory 43(3):457-477, June 2010.
  • Management of a capital stock by Strotz's naive planner. Journal of Economic Dynamics and Control 32(7):2214-2239, July 2008.
  • Cognitive constraints, contraction consistency, and the satisficing criterion. Journal of Economic Theory 138(1):51-70, January 2008.
Roberto Veneziani
  • "What We Owe Our Children, They Their Children..." Journal of Public Economic Theory (with J. E. Roemer) (forthcoming)
  • "The Temporal Single-System Interpretation of Marx's Economics: A Critical Evaluation" Metroeconomica (forthcoming)
  • "Non-Interference Implies Equality", joint with M. Mariotti, Social Choice and Welfare, vol.32, 123-128, 2009.
  • "Objectivist versus Subjectivist Approaches to the Marxian Theory of Exploitation", joint with Naoki Yoshihara, Metroeconomica, forthcoming.
  • "Analytical Marxism", Journal of Economic Surveys, forthcoming.
Nicolaas Vriend
  • Vriend N.J. (2001), "Evolving Market Structure: An ACE Model of Price Dispersion and Loyalty", Journal of Economic Dynamics and Control (with A.P. Kirman)
  • Vriend N.J. (2002), "The East End, the West End, and King’s Cross: On Clustering in the Four-Player Hotelling Game", Economic Inquiry (with S. Huck, W. Müller)
  • Vriend N.J. (2002), "Was Hayek an Ace?", Southern Economic Journal
  • Vriend N.J. (2003), "Imitation of Successful Behavior in Cournot Markets", Economic Journal (with A.Bosch-Domènech)
  • Vriend N.J. (2003), ""From Exchange It Comes to Tears". A Dutch Folk Theorem Reconsidered", Theory and Decision
  • Vriend, N.J. (2006), "ACE Models of Endogenous Interactions",  In L. Tesfatsion & K.J. Judd (ed.), Handbook of Computational Economics II: Agent-Based Computational Economics
  • Vriend, N.J. (2006), "On the Behavior of Proposers in Ultimatum Games",  Journal of Economic Behavior and Organization (with T. Brenner)
  • Vriend, N.J. (2007), "Schelling's Spatial Proximity Model of Segregation Revisited", Journal of Public Economics (with R. Pancs)
  • Vriend, N.J. (2007), "Segregation in Networks",  Journal of Economic Behavior and Organization (with G. Fagiolo & M. Valente)
  • Vriend, N.J. (2009), "On Smiles, Winks, and Handshakes as Coordination Devices", Economic Journal (with P. Manzin & A. Sadrieh)
Andriy Zapechelnyuk
  • Eliciting Information from a Committee
    Journal of Economic Theory, forthcoming
  • Optimal Arbitration (with Tymofiy Mylovanov)
    International Economic Review, forthcoming
  • No-regret Dynamics and Fictitious Play (with Yannick Viossat)
    Journal of Economic Theory, forthcoming
  • Decision rules revealing commonly known events (with Tymofiy Mylovanov)
    Economic Letters 119 (2013), 8-10
  • On the Impossibility of Achieving No Regrets in Repeated Games (with Karl Schlag)
    Journal of Economic Behavior and Organization 81 (2012), 153-158
  • Optimal Mechanisms for an Auction Mediator (with Alexander Matros)
    International Journal of Industrial Organization 29 (2011), 426-431
  • Bargaining with a Property Rights Owner (with Yair Tauman),
    Games and Economic Behavior 70 (2010), 132-145
  • On (Non-) Monotonicity of Cooperative Solutions (with Yair Tauman),
    International Journal of Game Theory 39 (2010), 171-175
  • Better-Reply Dynamics with Bounded Recall,
    Mathematics of Operations Research 33 (2008), 869-879
  • Optimal Fees in Internet Auctions (with Alexander Matros),
    Review of Economic Design 12 (2008), 155-163
  • Strategic Complements and Substitutes, and Potential Games (with Pradeep Dubey and Ori Haimanko),
    Games and Economic Behavior 54 (2006), 77-94
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