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School of Economics and Finance

2006 Working papers

Paper No.TitleAuthors
No. 553: A Macroeconometric Model of the Chinese Economy Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu, Shiguo Liu, Nedelyn Magtibay-Ramos, Pilipinas Quising,
No. 566: Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation George Kapetanios, Vincent Labhard, Simon Price,
No. 570: Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates Richard T. Baillie, George Kapetanios,
No. 559: Productivity, Exporting and the Learning-by-Exporting Hypothesis: Direct Evidence from UK Firms Gustavo Crespi, Chiara Criscuolo, Jonathan Haskel,
No. 565: Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas F. Quising,
No. 561: Two-stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence Paola Manzini, Marco Mariotti,
No. 571: Consumer Choice and Revealed Bounded Rationality Paola Manzini, Marco Mariotti,
No. 562: Choosing Monetary Sequences: Theory and Experimental Evidence Paola Manzini, Marco Mariotti, Luigi Mittone,
No. 557: VAR Modelling Approach and Cowles Commission Heritage Duo Qin,
No. 555: Walras and Dividends Equilibrium with Possibly Satiated Consumers Nizar Allouch, Cuong Le Van,
No. 556: Anonymous Price Taking Equilibrium in Tiebout Economies with Unbounded Club Sizes Nizar Allouch, John P. Conley, Myrna Wooders,
No. 569: Panels with Nonstationary Multifactor Error Structures George Kapetanios, M. Hashem Pesaran, Takashi Yamagata,
No. 563: Uncovered Set Choice Rule Michele Lombardi,
No. 564: Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines Geoffrey Ducanes, Marie Anne Cagas, Duo Qin, Pilipinas Quising, Mohammad Abdur Razzaque,
No. 580: The (Ir)relevance of the NRU for Policy Making: The Case of Denmark Marika Karanassou, Hector Sala, Pablo F. Salvador,
No. 567: Forecasting Using Predictive Likelihood Model Averaging George Kapetanios, Vincent Labhard, Simon Price,
No. 558: Information Technology, Organisational Change and Productivity Growth: Evidence from UK Firms Gustavo Crespi, Chiara Criscuolo, Jonathan Haskel,
No. 577: Factor-GMM Estimation with Large Sets of Possibly Weak Instruments George Kapetanios, Massimiliano Marcellino,
No. 568: Stochastic Volatility Driven by Large Shocks George Kapetanios, Elias Tzavalis,
No. 581: An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting Silvia S.W. Lui,
No. 554: Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs) Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas Quising,
No. 574: Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995 Roberto Bande, Marika Karanassou,
No. 572: Two-stage Bargaining Solutions Paola Manzini, Marco Mariotti,
No. 579: Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange Marcelo Fernandes, Marco Aurélio dos Santos Rocha,
No. 560: GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data Hugo Kruiniger,
No. 552: Sieve Bootstrap for Strongly Dependent Stationary Processes George Kapetanios, Zacharias Psaradakis,
No. 576: The Unlikeliness of an Economic Catastrophe: Localization & Globalization Jose Miguel Albala-Bertrand,
No. 578: How Much Does the UK Invest in Intangible Assets? Mauro Giorgio Marrano, Jonathan Haskel,
No. 573: Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 575: Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries Duo Qin,
No. 582: Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions Hugo Kruiniger,
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