Publications
by members of
Cambridge Finance
University of Cambridge
Cambridge, United Kingdom
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
Undated material is listed at the end2013
- Leonardo Becchetti & Luisa Corrado & Paola Samà, 2013.
"Inside the Life Satisfaction Blackbox,"
CEIS Research Paper
259, Tor Vergata University, CEIS, revised 09 Jan 2013.
- Becchetti, Leonardo & Corrado, Luisa & Samà, Paola, 2012. "Inside the Life Satisfaction Blackbox," AICCON Working Papers 116-2012, Associazione Italiana per la Cultura della Cooperazione e del Non Profit.
- Esteves, Rui & Jalles, João Tovar, 2013. "Like Father like Sons? The Cost of Sovereign Defaults In Reduced Credit to the Private Sector," CEPR Discussion Papers 9303, C.E.P.R. Discussion Papers.
2012
- Corrado, L. & Holly, S. & Raissi, M., 2012. "Persistent Habits, optimal Monetary Policy Inertia and Interest Rate Smoothing," Cambridge Working Papers in Economics 1247, Faculty of Economics, University of Cambridge.
- Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012.
"On the correspondence between data revision and trend-cycle decomposition,"
CAMA Working Papers
2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013. "On the correspondence between data revision and trend-cycle decomposition," Applied Economics Letters, Taylor and Francis Journals, vol. 20(4), pages 316-319, March.
- Norden, Simon van & Tian, Jing & Jacobs, Jan & Dungey, Mardi, 2012. "On trend-cycle decomposition and data revision," Research Report 12009-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Mardi Dungey & Mattéo Luciani & David Veredas, 2012.
"Ranking Systemically Important Financial Institutions,"
Working Papers ECARES
2013/130530, ULB -- Universite Libre de Bruxelles.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," CAMA Working Papers 2012-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Matteo Luciani & David Veredas, 2012. "Ranking Systemically Important Financial Institutions," Tinbergen Institute Discussion Papers 12-115/IV/DSF44, Tinbergen Institute.
- Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012.
"Endogenous crisis dating and contagion using smooth transition structural GARCH,"
Working Papers
15030, University of Tasmania, School of Economics and Finance, revised 29 Aug 2012.
- Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012. "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series 312, Quantitative Finance Research Centre, University of Technology, Sydney.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012.
"Reserves, Liquidity and Money: An Assessment of Balance sheet Policies,"
Studies in Economics
1208, Department of Economics, University of Kent.
- Jagjit S Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, liquidity and money: an assessment of balance sheet policies," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 294-347 Bank for International Settlements.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, Liquidity and Money: An Assessment of Balance Sheet Policies," CEIS Research Paper 230, Tor Vergata University, CEIS, revised 18 Apr 2012.
- Luisa Corrado & Roberta Distante, 2012. "Eating Behavior and Social Interactions from Adolescence to Adulthood," Discussion Papers 12-03, University of Copenhagen. Department of Economics.
- Tino Kluge & L. C. G. Rogers, 2012. "The potential approach in practice," Papers 1204.5718, arXiv.org.
- Pfajfar, D. & Santoro, E., 2012. "News on Inflation and the Epidemiology of Inflation Expectations," Discussion Paper 2012-048, Tilburg University, Center for Economic Research.
- Pfajfar, D. & Zakelj, B., 2012. "Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Revised version of CentER DP 2011-053)," Discussion Paper 2012-072, Tilburg University, Center for Economic Research.
- P-R. Agénor & G.J. Bratsiotis & D. Pfajfar, 2012. "Credit Frictions, Collateral and the Cyclical Behaviour of the Finance Premium," Centre for Growth and Business Cycle Research Discussion Paper Series 172, Economics, The Univeristy of Manchester.
- Pfajfar, D., 2012. "Formation of Rationally Heterogeneous Expectations," Discussion Paper 2012-083, Tilburg University, Center for Economic Research.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- António Afonso & João Tovar Jalles, 2012. "The Fiscal-Growth Nexus," Working Papers 2012/01, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso & João Tovar Jalles, 2012.
"Fiscal Volatility, Financial Crises and Growth,"
Working Papers
2012/06, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Ant�nio Afonso & Jo�o Tovar Jalles, 2012. "Fiscal volatility, financial crises and growth," Applied Economics Letters, Taylor and Francis Journals, vol. 19(18), pages 1821-1826, December.
- António Afonso & João Tovar Jalles, 2012.
"Do fiscal rules matter for growth?,"
Working Papers
2012/07, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Ant�nio Afonso & Jo�o Tovar Jalles, 2013. "Do fiscal rules matter for growth?," Applied Economics Letters, Taylor and Francis Journals, vol. 20(1), pages 34-40, January.
- António Afonso & João Tovar Jalles, 2012.
"Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries,"
Working Paper Series
1465, European Central Bank.
- António Afonso & João Tovar Jalles, 2012. "Revisiting fiscal sustainability: panel cointegration and structural breaks in OECD countries," Working Papers 2012/29, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso & João Tovar Jalles, 2012.
"The cyclicality of education, health, and social security government spending,"
Working Papers
2012/30, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Ant�nio Afonso & Jo�o Tovar Jalles, 2013. "The cyclicality of education, health, and social security government spending," Applied Economics Letters, Taylor and Francis Journals, vol. 20(7), pages 669-672, May.
- Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007–08 financial crisis and the 2010–11 sovereign debt crisis title," Globalization and Monetary Policy Institute Working Paper 107, Federal Reserve Bank of Dallas.
- Chudik, Alexander & Fratzscher, Marcel, 2012. "Liquidity, Risk and the Global Transmission of the 2007-08 Financial Crisis and the 2010-11 Sovereign Debt Crisis," CEPR Discussion Papers 8787, C.E.P.R. Discussion Papers.
- Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2012.
"The perils of aggregating foreign variables in panel data models,"
Globalization and Monetary Policy Institute Working Paper
111, Federal Reserve Bank of Dallas.
- Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "The perils of aggregating foreign variables in panel data models," Working Paper Series 1444, European Central Bank.
- Alexander Chudik, 2012.
"A simple model of price dispersion,"
Globalization and Monetary Policy Institute Working Paper
112, Federal Reserve Bank of Dallas.
- Chudik, Alexander, 2012. "A simple model of price dispersion," Economics Letters, Elsevier, vol. 117(1), pages 344-347.
- Alexander Chudik & Marcel Fratzscher, 2012. "Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis," Working Paper Series 1416, European Central Bank.
- Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012. "On the epidemic of financial crises," MPRA Paper 46693, University Library of Munich, Germany.
2011
- Sean HOLLY & Ivan PETRELLA & Emiliano SANTORO, 2011.
"Aggregate fluctuations and the cross-sectional dynamics of firm growth,"
Center for Economic Studies - Discussion papers
ces11.06, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Sean Holly & Ivan Petrella & Emiliano Santoro, 2013. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 176(2), pages 459-479, 02.
- Holly, Sean & Petrella, Ivan & Santoro, Emiliano, 2011. "Aggregate fluctuations and the cross-sectional dynamics of firm growth," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/305754, Katholieke Universiteit Leuven.
- Jagjit S. Chadha & Sean Holly, 2011. "New Instruments of Monetary Policy," Studies in Economics 1109, Department of Economics, University of Kent.
- Dungey, Mardi & Dwyer, Gerald P. & Flavin, Thomas, 2011.
"Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities,"
Working Papers
11817, University of Tasmania, School of Economics and Finance.
- Thomas Flavin & Gerald P. Dwyer & Mardi Dungey, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM," Economics, Finance and Accounting Department Working Paper Series n219-11, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and liquidity risk in subprime-mortgage backed securities," Working Paper 2011-15, Federal Reserve Bank of Atlanta.
- Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," CAMA Working Papers 2011-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Tugrul Vehbi, M, 2011.
"A SVECM Model of the UK Economy and The Term Premium,"
Working Papers
11610, University of Tasmania, School of Economics and Finance.
- Mardi Dungey & M.Tugrul Vehbi, 2011. "A SVECM Model of the UK Economy and The Term Premium," CAMA Working Papers 2011-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Wells, Graeme & Thompson, Sam, 2011.
"First home buyers' support schemes in Australia,"
Working Papers
10646, University of Tasmania, School of Economics and Finance, revised 10 Mar 2011.
- Mardi Dungey & Graeme Wells & Sam Thompson, 2011. "First Home Buyers’ Support Schemes in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 468-479, December.
- Luisa Corrado & Bernard Fingleton, 2011.
"Where is the Economics in Spatial Econometrics?,"
Working Papers
1101, University of Strathclyde Business School, Department of Economics.
- Luisa Corrado & Bernard Fingleton, 2012. "Where Is The Economics In Spatial Econometrics?," Journal of Regional Science, Wiley Blackwell, vol. 52(2), pages 210-239, 05.
- Corrado, L. & Fingleton, B., 2011. "Where is the economics in spatial econometrics?," SIRE Discussion Papers 2011-02, Scottish Institute for Research in Economics (SIRE).
- Luisa Corrado & Bernard Fingleton, 2011. "Where is the Economics in Spatial Econometrics?," SERC Discussion Papers 0071, Spatial Economics Research Centre, LSE.
- Luisa Corrado & Bernard Fingleton, 2011.
"Multilevel Modelling with Spatial Effects,"
Working Papers
1105, University of Strathclyde Business School, Department of Economics.
- Corrado, L. & Fingleton, B., 2011. "Multilevel Modelling with Spatial Effects," SIRE Discussion Papers 2011-13, Scottish Institute for Research in Economics (SIRE).
- Corrado, L. & Weeks, M., 2011. "Tests for Convergence Clubs," Cambridge Working Papers in Economics 1110, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado, 2011.
"Macro-prudential Policy on Liquidity: What Does a DSGE Model Tell Us?,"
CEIS Research Paper
193, Tor Vergata University, CEIS, revised 02 May 2011.
- Chadha, Jagjit S. & Corrado, Luisa, 2012. "Macro-prudential policy on liquidity: What does a DSGE model tell us?," Journal of Economics and Business, Elsevier, vol. 64(1), pages 37-62.
- Jagjit S. Chadha & Luisa Corrado, 2011. "Macro-prudential Policy on Liquidity: What does a DSGE Model tell us?," Studies in Economics 1108, Department of Economics, University of Kent.
- Sule Alan & Ruxandra Dumitrescu & Gyongyi Loranth, 2011.
"Subprime Consumer Credit Demand: Evidence from a Lender's Pricing Experiment,"
Koç University-TUSIAD Economic Research Forum Working Papers
1105, Koc University-TUSIAD Economic Research Forum.
- Sule Alan & Ruxandra Dumitrescu & Gyongyi Loranth, 2011. "Subprime consumer credit demand - evidence from a lender's pricing experiment," Working Paper Series 1304, European Central Bank.
- Singh, A., 2011.
"Financial Globalisation and Human Development,"
ESRC Centre for Business Research - Working Papers
wp421, ESRC Centre for Business Research.
- Ajit Singh, 2012. "Financial Globalization and Human Development," Journal of Human Development and Capabilities, Taylor and Francis Journals, vol. 13(1), pages 135-151, February.
- Singh, Ajit, 2011. "Financial globalisation and human development," MPRA Paper 39048, University Library of Munich, Germany.
- Singh, A., 2011.
"Comparative Advantage, Industrial Policy and the World Bank: Back to First Principles,"
ESRC Centre for Business Research - Working Papers
wp418, ESRC Centre for Business Research.
- Singh, Ajit, 2011. "Comparative advantage, industrial policy and the World Bank: back to first principles," MPRA Paper 39050, University Library of Munich, Germany.
- Cripps, F. & Izurieta, A. & Singh, A., 2011. "Global Imbalances, Under-Consumption and Over-Borrowing: The State of the World Economy and Future Policies," ESRC Centre for Business Research - Working Papers wp419, ESRC Centre for Business Research.
- Deakin, S. & Sarkar, P. & Singh, A., 2011.
"An End to Consensus? The Selective Impact of Corporate Law Reform on Financial Development,"
ESRC Centre for Business Research - Working Papers
wp423, ESRC Centre for Business Research.
- Deakin, Simon & Sarkar, Prabirjit & Singh, Ajit, 2011. "An end to consensus? the selective impact of corporate law reform on financial development," MPRA Paper 39047, University Library of Munich, Germany.
- Cripps, Francis & Izurieta, Alex & Singh, Ajit, 2011. "Global imbalances, under-consumption and overborrowing: the state of the world economy & future policies," MPRA Paper 39049, University Library of Munich, Germany.
- Singh, Ajit & Sheng, Andrew, 2011. "Islamic finance revisited: conceptual and analytical issues from the perspective of conventional economics," MPRA Paper 39007, University Library of Munich, Germany, revised 10 Apr 2012.
- Noussair, C.N. & Pfajfar, D. & Zsiros, J., 2011. "Frictions, Persistence, and Central Bank Policy in an Experimental Dynamic Stochastic General Equilibrium Economy," Discussion Paper 2011-030, Tilburg University, Center for Economic Research.
- Pfajfar, D. & Zakelj, B., 2011. "Uncertainty and Disagreement in Forecasting Inflation: Evidence from the Laboratory (Replaced by CentER DP 2012-072)," Discussion Paper 2011-053, Tilburg University, Center for Economic Research.
- Pfajfar, D. & Zakelj, B., 2011. "Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory (Replaces CentER DP 2009-007)," Discussion Paper 2011-091, Tilburg University, Center for Economic Research.
- João Valle e Azevedo & João Tovar Jalles, 2011.
"Rational vs. Professional Forecasts,"
Working Papers
w201114, Banco de Portugal, Economics and Research Department.
- João Valle e Azevedo, 2011. "Rational vs. professional forecasts," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
- António Afonso & João Tovar Jalles, 2011.
"Growth and Productivity: the role of Government Debt,"
Working Papers
2011/13, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Afonso, António & Jalles, João Tovar, 2013. "Growth and productivity: The role of government debt," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 384-407.
- António Afonso & João Tovar Jalles, 2011. "Assessing fiscal episodes," Working Papers 2011/15, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso & João Tovar Jalles, 2011. "Linking Investment and Fiscal Policies," Working Papers 2011/16, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso & João Tovar Jalles, 2011. "A Longer-run Perspective on Fiscal Sustainability," Working Papers 2011/17, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- António Afonso & João Tovar Jalles, 2011.
"Economic performance and government size,"
Working Paper Series
1399, European Central Bank.
- António Afonso & João Tovar-Valles, 2011. "Economic Performance and Government Size," Working Papers 2011/21, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Alexander Chudik & Marcel Fratzscher, 2011.
"Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model,"
Working Paper Series
1285, European Central Bank.
- Chudik, Alexander & Fratzscher, Marcel, 2010. "Identifying the Global Transmission of the 2007-09 Financial Crisis in a GVAR Model," CEPR Discussion Papers 8093, C.E.P.R. Discussion Papers.
- Hashem M. Pesaran & Alexander Chudik, 2011.
"Aggregation in Large Dynamic Panels,"
CESifo Working Paper Series
3346, CESifo Group Munich.
- M. Hashem Pesaran & Alexander Chudik, 2011. "Aggregation in large dynamic panels," Globalization and Monetary Policy Institute Working Paper 101, Federal Reserve Bank of Dallas.
- Pesaran, M. Hashem & Chudik, Alexander, 2011. "Aggregation in Large Dynamic Panels," IZA Discussion Papers 5478, Institute for the Study of Labor (IZA).
- Pesaran, M.H. & Chudik, A., 2011. "Aggregation in Large Dynamic Panels," Cambridge Working Papers in Economics 1118, Faculty of Economics, University of Cambridge.
- Matthieu Bussière & Alexander Chudik & Arnaud Mehl, 2011. "Does the euro make a difference? Spatio-temporal transmission of global shocks to real effective exchange rates in an infinite VAR," Working Paper Series 1292, European Central Bank.
- Alexander Chudik & Michael Fidora, 2011. "Using the global dimension to identify shocks with sign restrictions," Working Paper Series 1318, European Central Bank.
- Bussière, M. & Chudik, A. & Mehl, A., 2011.
"How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro's creation?,"
Working papers
336, Banque de France.
- Matthieu Bussiere & Alexander Chudik & Arnaud Mehl, 2011. "How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euro's creation?," Globalization and Monetary Policy Institute Working Paper 102, Federal Reserve Bank of Dallas.
- Michele Ca' Zorzi & Alexander Chudik & Alistair Dieppe, 2011.
"Thousands of models, one story: current account imbalances in the global economy,"
Globalization and Monetary Policy Institute Working Paper
100, Federal Reserve Bank of Dallas.
- Ca’ Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2012. "Thousands of models, one story: Current account imbalances in the global economy," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1319-1338.
- Michele Ca’Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "Thousands of models, one story: current account imbalances in the global economy," Working Paper Series 1441, European Central Bank.
2010
- Bhattacharjee, A. & Holly, S., 2010.
"Structural Interactions in Spatial Panels,"
Cambridge Working Papers in Economics
1004, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Sean Holly, 2010. " Structural Interactions in Spatial Panels," CDMA Working Paper Series 1003, Centre for Dynamic Macroeconomic Analysis.
- Arnab Bhattacharjee & Sean Holly, 2010.
" Understanding Interactions in Social Networks and Committees,"
CDMA Working Paper Series
1004, Centre for Dynamic Macroeconomic Analysis.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Understanding Interactions in Social Networks and Committees," SIRE Discussion Papers 2009-53, Scottish Institute for Research in Economics (SIRE).
- Bhattacharjee, A. & Holly, S., 2010. "Understanding Interactions in Social Networks and Committees," Cambridge Working Papers in Economics 1003, Faculty of Economics, University of Cambridge.
- Bhattacharjee, A. & Holly, S., 2010.
"Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC,"
Cambridge Working Papers in Economics
1002, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2010. "Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc," Economics and Politics, Wiley Blackwell, vol. 22(2), pages 151-179, 07.
- Chrismin Tang & Mardi Dungey & Vance Martin & Brenda González-Hermosillo & Renee Fry, 2010.
"Are Financial Crises Alike?,"
IMF Working Papers
10/14, International Monetary Fund.
- MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008. "Are Financial Crises Alike?," CAMA Working Papers 2008-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Lestano & Jacobs, Jan & Dungey, Mardi, 2010. "The internationalisation of financial crises: Banking and currency crises 1883-2008," Research Report 10002, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Mardi Dungey & Lyudmyla Hvozdyk, 2010.
"Cojumping: Evidence from the US Treasury Bond and Futures Markets,"
NCER Working Paper Series
56, National Centre for Econometric Research, revised 20 Jul 2010.
- Dungey, Mardi & Hvozdyk, Lyudmyla, 2012. "Cojumping: Evidence from the US Treasury bond and futures markets," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1563-1575.
- Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010.
"Financial Integration and the Construction of Historical Financial Data for the Euro Area,"
Centre for Growth and Business Cycle Research Discussion Paper Series
152, Economics, The Univeristy of Manchester.
- Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011. "Financial integration and the construction of historical financial data for the Euro Area," Economic Modelling, Elsevier, vol. 28(4), pages 1498-1509, July.
- Dungey, Mardi & Jacobs, Jan & Lestano, 2010. "Financial crises in Asia: concordance by asset market or country?," Working Papers 10575, University of Tasmania, School of Economics and Finance, revised 01 Nov 2010.
- Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo, 2010. "Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market," Working Papers 10451, University of Tasmania, School of Economics and Finance, revised 30 May 2012.
- Dungey, Mardi & Henry, Olan & McKenzie, Michael, 2010. "From Trade-to-Trade in US Treasuries," Working Papers 10446, University of Tasmania, School of Economics and Finance, revised 01 May 2010.
- Dungey, Mardi & Hvozdyk, Lyudmyla, 2010. "Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)," Working Papers 10450, University of Tasmania, School of Economics and Finance, revised 14 Jul 2010.
- Corrado, L. & Weeks, M., 2010. "Identification Strategies in Survey Response Using Vignettes," Cambridge Working Papers in Economics 1031, Faculty of Economics, University of Cambridge.
- Singh, Ajit, 2010. "Are the Institutions of the Stock Market and the Market for Corporate Control Evolutionary Advances for Developing Countries?," MPRA Paper 24346, University Library of Munich, Germany.
- Bryceson, D. & Sarkar, P. & Fennell, S. & Singh, A., 2010.
"Globalisation, Structural Adjustment and African Agriculture: Analysis and Evidence,"
ESRC Centre for Business Research - Working Papers
wp414, ESRC Centre for Business Research.
- Bryceson, Deborah & Sarkar, Prabirjit & Fennel, Shailaja & Singh, Ajit, 2010. "Globalisation, structural adjustment and african agriculture: analysis and evidence," MPRA Paper 39053, University Library of Munich, Germany.
- Bryceson, Deborah & Sarkar, Prabirjit & Fennell, Shailaja & Singh, Ajit, 2010. "Globalization, structural adjustment and african agriculture: analysis and evidence," MPRA Paper 39045, University Library of Munich, Germany.
- Arestis, P. & Singh, A., 2010.
"Financial Globalisation and Crisis, Institutional Transformation and Equity,"
ESRC Centre for Business Research - Working Papers
wp405, ESRC Centre for Business Research.
- Philip Arestis & Ajit Singh, 2010. "Financial globalisation and crisis, institutional transformation and equity," Cambridge Journal of Economics, Oxford University Press, vol. 34(2), pages 225-238, March.
- Arestis, Philip & Singh, Ajit, 2010. "Financial globalisation and crisis, institutional transformation and equity," MPRA Paper 39054, University Library of Munich, Germany.
- Singh, A., 2010. "Globalisation, Openness and Economic Nationalism: Conceptual Issues and Asian Practice," ESRC Centre for Business Research - Working Papers wp404, ESRC Centre for Business Research.
- Singh, A. & Zammit, A., 2010.
"The Global Economic and Financial Crisis: A Review and Commentary,"
ESRC Centre for Business Research - Working Papers
wp415, ESRC Centre for Business Research.
- Singh, Ajit & Zammit, Ann, 2010. "The global economic and financial crisis: a review and commentary," MPRA Paper 39052, University Library of Munich, Germany.
- Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers 1001.1450, arXiv.org.
- Gaffeo, E. & Petrella, I. & Pfajfar, D. & Santoro, E., 2010.
"Reference-dependent Preferences and the Transmission of Monetary Policy,"
Discussion Paper
2010-111, Tilburg University, Center for Economic Research.
- Gaffeo, Edoardo & Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano, 2010. "Reference-dependent preferences and the transmission of monetary policy," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/281048, Katholieke Universiteit Leuven.
- Edoardo GAFFEO & Ivan PETRELLA & Damjan PFAJFAR & Emiliano SANTORO, 2010. "Reference-dependent preferences and the transmission of monetary policy," Center for Economic Studies - Discussion papers ces10.28, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Matthieu Bussière & Michele Ca’ Zorzi & Alexander Chudík & Alistair Dieppe, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
- Alexander Chudik & Roland Straub, 2010.
"Size, openness, and macroeconomic interdependence,"
Working Paper Series
1172, European Central Bank.
- Alexander Chudik & Roland Straub, 2011. "Size, openness, and macroeconomic interdependence," Globalization and Monetary Policy Institute Working Paper 103, Federal Reserve Bank of Dallas.
- M. Hashem Pesaran & Alexander Chudik, 2010.
"Econometric analysis of high dimensional VARs featuring a dominant unit,"
Working Paper Series
1194, European Central Bank.
- Pesaran, M.H. & Chudik, A., 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," Cambridge Working Papers in Economics 1024, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Alexander Chudik, 2010. "Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit," CESifo Working Paper Series 3055, CESifo Group Munich.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010.
"Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model,"
CESifo Working Paper Series
3081, CESifo Group Munich.
- Stéphane Dées & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010. "Supply, demand and monetary policy shocks in a multi-country New Keynesian Model," Working Paper Series 1239, European Central Bank.
2009
- Sean Holly & Mehdi Raissi, 2009. "The Macroeconomic Effects of European Financial Development: A Heterogenous Panel Analysis," Working Paper / FINESS 1.4, DIW Berlin, German Institute for Economic Research.
- Chris Higson & Sean Holly & Ivan Petrella, 2009. "The Financial Integration of the European Union: Common and Idiosyncratic Drivers," Working Paper / FINESS 1.1d, DIW Berlin, German Institute for Economic Research.
- Holly, Sean & Petrella, Ivan, 2009.
"Factor Demand Linkages, Technology Shocks and the Business Cycle,"
MPRA Paper
18120, University Library of Munich, Germany.
- Sean Holly & Ivan Petrella, 2012. "Factor Demand Linkages, Technology Shocks, and the Business Cycle," The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics 1001, Faculty of Economics, University of Cambridge.
- Holly, Sean & Petrella, Ivan, 2010. "Factor demand linkages, technology shocks and the business cycle," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/280806, Katholieke Universiteit Leuven.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Center for Economic Studies - Discussion papers ces10.26, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Mardi Dungey & Denise R Osborn, 2009.
"Modelling International Linkages for Large Open Economies: US and Euro Area,"
Centre for Growth and Business Cycle Research Discussion Paper Series
121, Economics, The Univeristy of Manchester.
- Mardi Dungey & Denise Osborn, 2009. "Modelling International Linkages for Large Open Economies: US and Euro Area," CAMA Working Papers 2009-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Abdullah Yalama, 2009.
"Detecting Contagion with Correlation: Volatility and Timing Matter,"
CAMA Working Papers
2009-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Yalama, Abdullah, 2010. "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers 10447, University of Tasmania, School of Economics and Finance, revised 01 May 2010.
- Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009.
"New Evidence on Taxes and Portfolio Choice,"
Quantitative Studies in Economics and Population Research Reports
431, McMaster University.
- Alan, Sule & Atalay, Kadir & Crossley, Thomas F. & Jeon, Sung-Hee, 2010. "New evidence on taxes and portfolio choice," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 813-823, December.
- Sule Alan & Kadir Atalay & Thomas Crossley & Sung-Hee Jeon, 2009. "New evidence on taxes and portfolio choice," IFS Working Papers W09/11, Institute for Fiscal Studies.
- Sule Alan & Kadir Atalay & Thomas F. Crossley & Sung-Hee Jeon, 2009. "New Evidence on Taxes and Portfolio Choice," Social and Economic Dimensions of an Aging Population Research Papers 245, McMaster University.
- Prabirjit Sarkar & Ajit Singh, 2009.
"Law, Finance and Development Further Analyses of Longitudinal Data,"
ESRC Centre for Business Research - Working Papers
wp387, ESRC Centre for Business Research.
- Prabirjit Sarkar & Ajit Singh, 2010. "Law, finance and development: further analyses of longitudinal data," Cambridge Journal of Economics, Oxford University Press, vol. 34(2), pages 325-346, March.
- Sarkar, Prabirjit & Singh, Ajit, 2009. "Law, Finance and Development: Further Analyses of Longitudinal Data," MPRA Paper 39060, University Library of Munich, Germany.
- A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers 0907.4953, arXiv.org.
- Pfajfar, D. & Zakelj, B., 2009. "Experimental Evidence on Inflation Expectation Formation (Replaced by CentER DP 2011-091)," Discussion Paper 2009-007, Tilburg University, Center for Economic Research.
- Jalles, Joao Tovar, 2009. "Structural Time Series Models and the Kalman Filter: a concise review," FEUNL Working Paper Series wp541, Universidade Nova de Lisboa, Faculdade de Economia.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009.
"Weak and Strong Cross Section Dependence and Estimation of Large Panels,"
CESifo Working Paper Series
2689, CESifo Group Munich.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011. "Weak and strong cross‐section dependence and estimation of large panels," Econometrics Journal, Royal Economic Society, vol. 14(1), pages C45-C90, February.
- Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Working Paper Series 1100, European Central Bank.
- Alexander Chudik & M. Hashem Pesaran, 2009.
"Infinite-dimensional VARs and factor models,"
Working Paper Series
998, European Central Bank.
- Chudik, Alexander & Pesaran, M. Hashem, 2011. "Infinite-dimensional VARs and factor models," Journal of Econometrics, Elsevier, vol. 163(1), pages 4-22, July.
- Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo Group Munich.
- Chudik, Alexander & Pesaran, M. Hashem, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA).
- Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge.
- Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2009.
"Modelling Global Trade Flows - Results from a GVAR Model,"
Working Paper Series
1087, European Central Bank.
- Matthieu Bussière & Alexander Chudik & Giulia Sestieri, 2012. "Modelling global trade flows: results from a GVAR model," Globalization and Monetary Policy Institute Working Paper 119, Federal Reserve Bank of Dallas.
- Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2009. "Current account benchmarks for central and eastern Europe - a desperate search?," Working Paper Series 995, European Central Bank.
2008
- Holly, S. & Petrella, I., 2008. "Factor demand linkages and the business cycle: Interpreting aggregate fluctuations as sectoral fluctuations," Cambridge Working Papers in Economics 0827, Faculty of Economics, University of Cambridge.
- Chadha, J.S. & Corrado, L. & Holly, S., 2008.
"Reconnecting Money to Inflation: The Role of the External Finance Premium,"
Cambridge Working Papers in Economics
0852, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Sean Holly, 2008. "Reconnecting Money to Inflation: The Role of the External Finance Premium," Studies in Economics 0816, Department of Economics, University of Kent.
- Döpke, J. & Funke, M. & Holly, S. & Weber, S., 2008.
"The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices,"
Cambridge Working Papers in Economics
0853, Faculty of Economics, University of Cambridge.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2008. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Quantitative Macroeconomics Working Papers 20809, Hamburg University, Department of Economics.
- Jörg Döpke & Michael Funke & Sean Holly & Sebastian Weber, 2009. "The Cross-Section of Output and Inflation in a Dynamic Stochastic General Equilibrium Model with Sticky Prices," Discussion Papers of DIW Berlin 896, DIW Berlin, German Institute for Economic Research.
- Mardi Dungey & Adrian Pagan, 2008.
"Extending an SVAR Model of the Australian Economy,"
NCER Working Paper Series
21, National Centre for Econometric Research.
- Mardi Dungey & Adrian Pagan, 2009. "Extending a SVAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 85(268), pages 1-20, 03.
- Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008.
" Long-Term Growth and Short-Term Volatility: The Labour Market Nexus,"
CDMA Working Paper Series
0806, Centre for Dynamic Macroeconomic Analysis.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2011. "Long‐Term Growth And Short‐Term Volatility: The Labour Market Nexus," Manchester School, University of Manchester, vol. 79(s1), pages 646-672, 06.
- Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge.
- Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti, 2008.
"Easterlin-types and Frustrated Achievers: the Heterogeneous E¤ects of Income Changes on Life Satisfaction,"
CEIS Research Paper
127, Tor Vergata University, CEIS, revised 09 Sep 2008.
- Becchetti, L. & Corrado, L. & Rossetti , F., 2008. "Easterlin-types and Frustrated Achievers: the Heterogeneous Effects of Income Changes on Life Satisfaction," Cambridge Working Papers in Economics 0816, Faculty of Economics, University of Cambridge.
- Jagjit S. Chadha & Luisa Corrado & Qi Sun, 2008.
"Money, Prices and Liquidity Effects: Separating Demand from Supply,"
Studies in Economics
0817, Department of Economics, University of Kent.
- Chadha, J.S. & Corrado, L. & Sun, Q., 2008. "Money, Prices and Liquidity Effects: Separating Demand from Supply," Cambridge Working Papers in Economics 0855, Faculty of Economics, University of Cambridge.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. "Volatility, Growth and Labour Elasticity," Working Paper Series 32-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
- Alex Izurieta & Ajit Singh, 2008. "Does fast Growth in India and China harm U.S. Workers? Insights from Simulation Evidence," ESRC Centre for Business Research - Working Papers wp378, ESRC Centre for Business Research.
- Ajit Singh, 2008. "Stock Markets in Low and Middle Income Countries," ESRC Centre for Business Research - Working Papers wp377, ESRC Centre for Business Research.
- David Bailey & Helena Lenihan & Ajit Singh, 2008. "Tiger, Tiger, Burning Bright? Industrial Policy Lessons from Ireland and East Asia for Small African Economies," ESRC Centre for Business Research - Working Papers wp374, ESRC Centre for Business Research.
- Ajit Singh, 2008. "The Past, Present and Future of Industrial Policy in India: Adapting to the Changing Domestic and International Environment," ESRC Centre for Business Research - Working Papers wp376, ESRC Centre for Business Research.
- Simon deakin & Ajit Singh, 2008. "The Stock Market, the Market for Corporate Control and the Theory of the Firm: Legal and Economic Perspectives and Implications for Public Policy," ESRC Centre for Business Research - Working Papers wp365, ESRC Centre for Business Research.
- Ajit Singh, 2008.
"Better to be rough and relevant than to be precise and irrelevant. Reddaway's Legacy to Economics,"
ESRC Centre for Business Research - Working Papers
wp379, ESRC Centre for Business Research.
- Ajit Singh, 2009. "Better to be rough and relevant than to be precise and irrelevant: Reddaway's legacy to economics," Cambridge Journal of Economics, Oxford University Press, vol. 33(3), pages 363-379, May.
- Singh, Ajt, 2008. "Historical Examination of the Golden Age of Full Employment in Western Europe," MPRA Paper 24304, University Library of Munich, Germany.
- L. C. G. Rogers & Fanyin Zhou, 2008. "Estimating correlation from high, low, opening and closing prices," Papers 0804.0162, arXiv.org.
- Pfajfar, D. & Santoro, E., 2008.
"Credit Market Distortions, Asset Prices and Monetary Policy,"
Cambridge Working Papers in Economics
0825, Faculty of Economics, University of Cambridge.
- Pfajfar, D. & Santoro, E., 2012. "Credit Market Distortions, Asset Prices and Monetary Policy," Discussion Paper 2012-010, Tilburg University, Center for Economic Research.
- Pfajfar, D. & Santoro, E., 2008. "Asymmetries in Inflation Expectation Formation Across Demographic Groups," Cambridge Working Papers in Economics 0824, Faculty of Economics, University of Cambridge.
- Damjan Pfajfar & Emiliano Santoro, 2008.
"Determinacy, Stock Market Dynamics and Monetary Policy Inertia,"
Discussion Papers
08-30, University of Copenhagen. Department of Economics.
- Pfajfar, Damjan & Santoro, Emiliano, 2011. "Determinacy, stock market dynamics and monetary policy inertia," Economics Letters, Elsevier, vol. 112(1), pages 7-10, July.
- Jalles, Joao Tovar & Salvado, Joao Cotter, 2008. "Baumol Revisitado: Que Futuro Para O Peso Do Sector Da Saúde Em Portugal?," FEUNL Working Paper Series wp533, Universidade Nova de Lisboa, Faculdade de Economia.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
CESifo Working Paper Series
2219, CESifo Group Munich.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute for the Study of Labor (IZA).
- Stéphane Dées & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008.
"Forecasting economic and financial variables with global VARs,"
Staff Reports
317, Federal Reserve Bank of New York.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo Group Munich.
- L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York.
2007
- Sean Holly & Emiliano Santoro, 2007.
"Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle,"
Money Macro and Finance (MMF) Research Group Conference 2006
96, Money Macro and Finance Research Group.
- Holly, S. & Santoro, E., 2008. "Financial Fragility, Heterogeneous Firms and the Cross Section of the Business Cycle," Cambridge Working Papers in Economics 0846, Faculty of Economics, University of Cambridge.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007.
"Long Run Macroeconomic Relations in the Global Economy,"
Cambridge Working Papers in Economics
0703, Faculty of Economics, University of Cambridge.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(3), pages 1-20.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo Group Munich.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
- Arnab Bhattacharjee & Chris Higson & Sean Holly & Paul Kattuman, 2007. " Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms," CDMA Working Paper Series 0713, Centre for Dynamic Macroeconomic Analysis.
- Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid, 2007.
"Constructing Historical Euro Area Data,"
Money Macro and Finance (MMF) Research Group Conference 2006
99, Money Macro and Finance Research Group.
- Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid, 2007. "Constructing Historical Euro Area Data," CAMA Working Papers 2007-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry, 2007.
"The Identification Of Fiscal And Monetary Policy In A Structural Var,"
CAMA Working Papers
2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Fry, Renée, 2009. "The identification of fiscal and monetary policy in a structural VAR," Economic Modelling, Elsevier, vol. 26(6), pages 1147-1160, November.
- Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007.
"Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market,"
CAMA Working Papers
2007-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009. "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June.
- Corrado, L. & Miller, M. & Zhang, L., 2007.
"Bulls, Bears and Excess Volatility: can currency intervention help?,"
Cambridge Working Papers in Economics
0708, Faculty of Economics, University of Cambridge.
- Luisa Corrado & Marcus Miller & Lei Zhang, 2007. "Bulls, bears and excess volatility: can currency intervention help?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 261-272.
- Aslam, A. & Corrado, L., 2007. "No Man is an Island, the Inter-personal Determinants of Regional Well-Being in Europe," Cambridge Working Papers in Economics 0717, Faculty of Economics, University of Cambridge.
- Luisa Corrado & Marcus Miller & Lei Zhang, 2007. "Monitoring Bands and Monitoring Rules: how currency intervention can change market composition," CEIS Research Paper 91, Tor Vergata University, CEIS.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2007.
"The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians,"
Quantitative Studies in Economics and Population Research Reports
418, McMaster University.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2008. "The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians," Canadian Public Policy, University of Toronto Press, vol. 34(s1), pages 95-118, November.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2007. "The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians," Social and Economic Dimensions of an Aging Population Research Papers 199, McMaster University.
- Sonja Fagernäs & Prabirjit Sarkar & Ajit Singh, 2007.
"Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis,"
ESRC Centre for Business Research - Working Papers
wp343, ESRC Centre for Business Research.
- Sonja Fagernas & Prabirjit Sarkar & Ajit Singh, 2007. "Legal Origin, Shareholder Protection and the Stock Market: New Challenges from Time Series Analysis," WEF Working Papers 0023, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
- John Armour & Simon Deakin & Prabirjit Sarkar & Mathias Siems & Ajit Singh, 2007.
"Shareholder Protection and Stock Market Development: An Empirical Test of the Legal Origins Hypothesis,"
ESRC Centre for Business Research - Working Papers
wp358, ESRC Centre for Business Research.
- Armour, John & Deakin, Simon & Sarkar, Prabirjit & Siems, Mathias & Singh, Ajit, 2007. "Shareholder protection and stockmarket development: an empirical test of the legal origins hypothesis," MPRA Paper 39055, University Library of Munich, Germany.
- John Armour & Simon Deakin & Prabirjit Sarkar & Mathias Siems & Ajit Singh, 2008. "Shareholder Protection and Stock Market Development: An Empirical Test of the Legal Origins Hypothesis," WEF Working Papers 0041, ESRC World Economy and Finance Research Programme, Birkbeck, University of London.
- Singh, Ajit, 2007. "Globalization and Industrial Revolutions in India and China: Implications for Advanced and Developing Economies and for National and International Policies," MPRA Paper 24286, University Library of Munich, Germany.
- A. Jobert & L. C. G. Rogers, 2007.
"Valuations and dynamic convex risk measures,"
Papers
0709.0232, arXiv.org.
- A. Jobert & L. C. G. Rogers, 2008. "Valuations And Dynamic Convex Risk Measures," Mathematical Finance, Wiley Blackwell, vol. 18(1), pages 1-22.
- Damjan Pfajfar & Emiliano Santoro, 2007. "Heterogeneity, Asymmetries and Learning in InfIation Expectation Formation: An Empirical Assessment," Money Macro and Finance (MMF) Research Group Conference 2006 123, Money Macro and Finance Research Group.
- Jalles, João Tovar, 2007. "EU Competition Policy: Some Real Case Applications," FEUNL Working Paper Series wp521, Universidade Nova de Lisboa, Faculdade de Economia.
- Jalles, João Tovar, 2007. "Empirical Applications of Neoclassical Growth Models the "Fit" of the Solow Augmented Growth Model," FEUNL Working Paper Series wp520, Universidade Nova de Lisboa, Faculdade de Economia.
- Jalles, João Tovar, 2007. "Endogenous Growth Models: Jones Vs Romer the Path to a Fully-Fledged Dynamic Analysis," FEUNL Working Paper Series wp522, Universidade Nova de Lisboa, Faculdade de Economia.
- Joannes Mongardini & Alexander Chudik, 2007. "In Search of Equilibrium: Estimating Equilibrium Real Exchange Rates in Sub-Saharan African Countries," IMF Working Papers 07/90, International Monetary Fund.
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007.
"Panel Unit Root Tests in the Presence of a Multifactor Error Structure,"
IZA Discussion Papers
3254, Institute for the Study of Labor (IZA).
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series 2193, CESifo Group Munich.
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers 08/03, Department of Economics, University of York.
- Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics 0775, Faculty of Economics, University of Cambridge.
2006
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006.
"A Spatio-Temporal Model of House Prices in the US,"
Cambridge Working Papers in Economics
0654, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo Group Munich.
- Chadha, J.S. & Holly, S., 2006.
"Macroeconomic Models and the Yield Curve: An assessment of the Fit,"
Cambridge Working Papers in Economics
0640, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Holly, Sean, 2010. "Macroeconomic models and the yield curve: An assessment of the fit," Journal of Economic Dynamics and Control, Elsevier, vol. 34(8), pages 1343-1358, August.
- Jagjit Chadha & Sean Holly, 2006. "Macroeconomic Models and the Yield Curve," Computing in Economics and Finance 2006 105, Society for Computational Economics.
- Arnab Bhattacharjee & Sean Holly, 2006. " Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC," CDMA Working Paper Series 0612, Centre for Dynamic Macroeconomic Analysis.
- Edda Claus & Mardi Dungey & Renee Fry, 2006.
"Monetary Policy In Illiquid Markets: Options For A Small Open Economy,"
CAMA Working Papers
2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Mardi Dungey & Renée Fry, 2008. "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
- Jagjit S. Chadha & Luisa Corrado, 2006.
" On the Determinacy of Monetary Policy under Expectational Errors,"
CDMA Working Paper Series
0603, Centre for Dynamic Macroeconomic Analysis, revised Apr 2007.
- Chadha, J.S. & Corrado, L., 2007. "On the Determinacy of Monetary Policy under Expectational Errors," Cambridge Working Papers in Economics 0722, Faculty of Economics, University of Cambridge.
- Jagjit Chadha & Luisa Corrado, 2006. "Sunspots and Monetary Policy," Economics and Finance Discussion Papers 06-06, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sule Alan & Søren Leth-Petersen, 2006.
"Tax Incentives and Household Portfolios: A Panel Data Analysis,"
CAM Working Papers
2006-13, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Sule Alan & S�ren Leth-Petersen, 2006. "Tax Incentives and Household Portfolios: A Panel Data Analysis," Social and Economic Dimensions of an Aging Population Research Papers 163, McMaster University.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2006.
"Do the Rich Save More in Canada?,"
Social and Economic Dimensions of an Aging Population Research Papers
153, McMaster University.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2013. "Do the Rich Save More in Canada?," Koç University-TUSIAD Economic Research Forum Working Papers 1312, Koc University-TUSIAD Economic Research Forum.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2006. "Do the Rich Save More in Canada?," Quantitative Studies in Economics and Population Research Reports 406, McMaster University.
- Martin Browning & Sule Alan, 2006. "Estimating Intertemporal Allocation Parameters using Simulated Expectation Errors," Economics Series Working Papers 284, University of Oxford, Department of Economics.
- Sukti Dasgupta & Ajit Singh, 2006. "Manufacturing, Services and Premature De-Industrialisation in Developing Countries: A Kaldorian Empirical Analysis," ESRC Centre for Business Research - Working Papers wp327, ESRC Centre for Business Research.
- Ajit Singh & Sonja Fagernäs, 2006. "Globalisation, Instability and Economic Insecturity," ESRC Centre for Business Research - Working Papers wp328, ESRC Centre for Business Research.
- Ajit Singh & Ann Zammit, 2006.
"Corporate Governance, Crony capitalism and Economic Crisis: Should the US Business Model replace the Asian Way of 'Doing Business'?,"
ESRC Centre for Business Research - Working Papers
wp329, ESRC Centre for Business Research.
- Ajit Singh & Ann Zammit, 2006. "Corporate Governance, Crony Capitalism and Economic Crises: should the US business model replace the Asian way of "doing business"?," Corporate Governance: An International Review, Wiley Blackwell, vol. 14(4), pages 220-233, 07.
- Dasgupta, Sukti & Singh, Ajit, 2006. "Manufacturing, Services and Premature Deindustrialization in Developing Countries: A Kaldorian Analysis," Working Papers RP2006/49, World Institute for Development Economic Research (UNU-WIDER).
- Emiliano Santoro & Damjan Pfajfar, 2006. "Heterogeneity and learning in inflation expectation formation: an empirical assessment," Department of Economics Working Papers 0607, Department of Economics, University of Trento, Italia.
- Wang, Q., 2006. "Learning Stability for Monetary Policy Rules in a Two-Country Model," Cambridge Working Papers in Economics 0659, Faculty of Economics, University of Cambridge.
2005
- Döpke, Jörg & Funke, Michael & Holly, Sean & Weber, Sebastian, 2005.
"The cross-sectional dynamics of German business cycles: a bird's eye view,"
Discussion Paper Series 1: Economic Studies
2005,23, Deutsche Bundesbank, Research Centre.
- Michael Funke & Sebastian Weber & Jörg Döpke & Sean Holly, 2005. "The Cross-Sectional Dynamics of German Business Cycles: A Bird´s Eye View," Quantitative Macroeconomics Working Papers 20508, Hamburg University, Department of Economics.
- Arnab Bhattacharjee & Sean Holly, 2005.
" Inflation Targeting, Committee Decision Making and Uncertainty: The Case of the Bank of England’s MPC,"
CDMA Working Paper Series
0503, Centre for Dynamic Macroeconomic Analysis.
- Bhattacharjee, A. & Holly, S., 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England’s MPC," Cambridge Working Papers in Economics 0530, Faculty of Economics, University of Cambridge.
- Arnab Bhattacharjee & Sean Holly, 2004. "Inflation Targeting, committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Money Macro and Finance (MMF) Research Group Conference 2004 63, Money Macro and Finance Research Group.
- Sean Holly & Arnab Bhattacharjee, 2005. "Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of England's MPC," Computing in Economics and Finance 2005 119, Society for Computational Economics.
- Mardi Dungey & Jan P.A.M. Jacobs & Lestano, 2005. "Synchronisation Of Financial Crises," CAMA Working Papers 2005-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005.
"The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data,"
CAMA Working Papers
2005-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008. "The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
- Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sule Alan, 2005.
"Entry costs and stock market participation over the life cycle,"
IFS Working Papers
W05/01, Institute for Fiscal Studies.
- Sule Alan, 2006. "Entry Costs and Stock Market Participation over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 588-611, October.
- Sule Alan, 2005. "Entry Costs and Stock Market Participation Over the Life Cycle," Social and Economic Dimensions of an Aging Population Research Papers 126, McMaster University.
- Sule Alan, 2005. "Entry Costs and Stock Market Participation Over the Life Cycle," Working Papers 2005_1, York University, Department of Economics.
- Sule Alan & Orazio Attanasio & Martin Browning, 2005.
"Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators,"
CAM Working Papers
2005-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Martin Browning & Sule Alan, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
- Ajit Singh & Sukti Dasgupta, 2005. "Will services be the new engine of economic growth in India?," ESRC Centre for Business Research - Working Papers wp310, ESRC Centre for Business Research.
- Ajit Singh & Jack Glen & Ann Zammitt & Rafael De Hoyos & Alaka Singh & Bruce Weisse, 2005.
"Shareholder value maximisation, stock market and new technology: should the US corporate model be the universal standard,"
ESRC Centre for Business Research - Working Papers
wp315, ESRC Centre for Business Research.
- Ajit Singh & Jack Glen & Ann Zammit & Rafael De-Hoyos & Alaka Singh & Bruce Weisse, 2005. "Shareholder Value Maximisation, Stock Market and New Technology: Should the US Corporate Model be the Universal Standard?," International Review of Applied Economics, Taylor and Francis Journals, vol. 19(4), pages 419-437.
- Ajit Singh, 2005. "FDI, Globalisation and Economic Development - Towards Reforming National and International Rules of the Game," ESRC Centre for Business Research - Working Papers wp304, ESRC Centre for Business Research.
- M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005.
"What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR,"
IEPR Working Papers
05.24, Institute of Economic Policy Research (IEPR).
- Pesaran, M.H. & Smith, L.V. & Smith, R.P, 2005. "What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," Cambridge Working Papers in Economics 0528, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005. "What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR," CESifo Working Paper Series 1477, CESifo Group Munich.
2004
- Luisa Corrado & Sean Holly, 2004.
" Habit Formation and Interest Rate Smoothing,"
CDMA Conference Paper Series
0404, Centre for Dynamic Macroeconomic Analysis.
- Sean Holly & Luisa Corrado, 2004. "Habit formation and Interest-Rate Smoothing," Computing in Economics and Finance 2004 215, Society for Computational Economics.
- Bhattacharjee, A. & Higson, C. & Holly, S. & Kattuman, P., 2004. "Business Failure in UK and US Quoted Firms: Impact of Macroeconomic Instability and the Role of Legal Institutions," Cambridge Working Papers in Economics 0420, Faculty of Economics, University of Cambridge.
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004.
"Empirical Modelling of Contagion: A Review of Methodologies,"
Econometric Society 2004 Australasian Meetings
243, Econometric Society.
- Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor and Francis Journals, vol. 5(1), pages 9-24.
- Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
- Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 04/78, International Monetary Fund.
- Lestano & Mardi Dungey & Jan Jacobs, 2004. "On Synchronisation of Financial Crises," Econometric Society 2004 Australasian Meetings 226, Econometric Society.
- Luisa Corrado & Ron Martin & Melvyn Weeks, 2004.
"Identifying And Interpreting Convergence Clusters Across Europe,"
Royal Economic Society Annual Conference 2004
145, Royal Economic Society.
- Corrado, L. & Martin, R. & Weeks, M., 2004. "Identifying and Interpreting Convergence Clusters Across Europe," Cambridge Working Papers in Economics 0414, Faculty of Economics, University of Cambridge.
- Sule Alan, 2004. "Precautionary Wealth and Portfolio Allocation: Evidence from Canadian Microdata," Social and Economic Dimensions of an Aging Population Research Papers 117, McMaster University.
- Jack Glen & Ajit Singh, 2004.
"Corporate Governance, Competition And Finance: Re-Thinking Lessons From The Asian Crisis,"
ESRC Centre for Business Research - Working Papers
wp288, ESRC Centre for Business Research.
- Jack Glen & Ajit Singh, 2005. "Corporate Governance, Competition, and Finance: Re-thinking Lessons from the Asian Crisis," Eastern Economic Journal, Eastern Economic Association, vol. 31(2), pages 219-243, Spring.
- Professor Ajit Singh, 2004.
"Labour Standards And The “Race To The Bottom”: Rethinking Globalisation And Workers Rights From Developmental And Solidaristic Perspectives,"
ESRC Centre for Business Research - Working Papers
wp279, ESRC Centre for Business Research.
- Ajit Singh, 2004. "Labour Standards and the 'Race to the Bottom': Rethinking Globalization and Workers' Rights from Developmental and Solidaristic Perspectives," Oxford Review of Economic Policy, Oxford University Press, vol. 20(1), pages 85-104, Spring.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004.
"Exploring the International Linkages of the Euro Area: A Global VAR Analysis,"
IEPR Working Papers
04.6, Institute of Economic Policy Research (IEPR).
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series 1425, CESifo Group Munich.
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics.
- Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the international linkages of the euro area - a global VAR analysis," Working Paper Series 568, European Central Bank.
2003
- Luisa Corrado & Sean Holly, 2003.
"Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output,"
CEIS Research Paper
37, Tor Vergata University, CEIS.
- Corrado, Luisa & Holly, Sean, 2003. "Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 467-492, December.
- Sean Holly & Luisa Corrado, 2003. "Volatility and Policy Regimes: the UK joining the Euro," Computing in Economics and Finance 2003 300, Society for Computational Economics.
- Mardi Dungey & Renee Fry, 2003. "Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002," Departmental Working Papers 2003-18, The Australian National University, Arndt-Corden Department of Economics.
- Brenda González-Hermosillo & Vance Martin & Mardi Dungey & Renee Fry, 2003. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 03/251, International Monetary Fund.
- Brenda González-Hermosillo & Vance Martin & Renee Fry & Mardi Dungey, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 03/84, International Monetary Fund.
- Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003. "Exchange Monitoring Bands: Theory and Policy," CEIS Research Paper 8, Tor Vergata University, CEIS.
- Alan, Sule & Crossley, Thomas F. & Grootendorst, Paul & Veall, Michael R., 2003.
"Out-of-Pocket Prescription Drug Expenditures and Public Prescription Drug Programs,"
IZA Discussion Papers
695, Institute for the Study of Labor (IZA).
- Sule Alan & Thomas F. Crossley & Paul Grootendorst & Michael R. Veall, 2002. "Out-of-Pocket Prescription Drug Expenditures and Public Prescription Drug Programs," Social and Economic Dimensions of an Aging Population Research Papers 88, McMaster University.
- Sule Alan & Thomas F. Crossley & Paul Grootendorst & Michael R. Veall, 2002. "Out-of-Pocket Prescription Drug Expenditures and Public Prescription Drug Programs," Quantitative Studies in Economics and Population Research Reports 379, McMaster University.
- Sule Alan & Martin Browning, 2003. "Estimating Intertemporal Allocation Parameters using Simulated Residual Estimation," CAM Working Papers 2003-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Ajit Singh & Ann Zammitt, 2003. "Globalisation, labour standards and economic development," ESRC Centre for Business Research - Working Papers wp257, ESRC Centre for Business Research.
- Jack Glen & Ajit Singh, 2003. "Capital Structure, Rates of Return and Financing Corporate Growth: Comparing Developed and Emerging Markets, 1994-00," ESRC Centre for Business Research - Working Papers wp265, ESRC Centre for Business Research.
- Singh, Ajit, 2003.
"Special and Differential Treatment, The Multilateral Trading System and Economic Development in the 21st Century,"
MPRA Paper
24653, University Library of Munich, Germany.
- Singh, Ajit, 2003. "Special and Differential Treatment, The Multilateral Trading System and Economic Development in the 21st Century," MPRA Paper 24301, University Library of Munich, Germany.
- Singh, Ajit, 2003. "Corporate governance, the big business groups and the G-7 reform agenda: A critical analysis," MPRA Paper 24663, University Library of Munich, Germany.
- Singh, Ajit, 2003. "Corporate governance, corporate finance and stock markets in emerging countries," MPRA Paper 24302, University Library of Munich, Germany.
- J. Scheinkman & C. Rogers L., 2003. "Optimal Exercise of American Claims When," Princeton Economic Theory Working Papers 77e0e688f3178298289e06d42, David K. Levine.
- L. C. Rogers & Jose A. Scheinkman, 2003. "Optimal Exercise of American Claims When Markets Are Not Complete," Levine's Working Paper Archive 506439000000000114, David K. Levine.
2002
- Jagjit Chadha & Chris Higson & Sean Holly & Paul Kattuman, 2002. "The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK," Computing in Economics and Finance 2002 383, Society for Computational Economics.
- Higson, C. & S. Holly & P. Kattuman & S. Platis, 2002. "The Business Cycle, Macroeconomic Shocks and the Cross Section: Evidence from UK Quoted Companies," Royal Economic Society Annual Conference 2002 102, Royal Economic Society.
- A. Bhattacharjee & Higson, C. & Holly, S. & Kattuman, P., 2002.
"Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms,"
Cambridge Working Papers in Economics
0206, Faculty of Economics, University of Cambridge.
- Bhattacharje,e A. & C.Higson & S.Holly & P.Kattuman, 2002. "Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms," Royal Economic Society Annual Conference 2002 27, Royal Economic Society.
- Renee Fry & Vance Martin & Brenda González-Hermosillo & Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 02/74, International Monetary Fund.
- Corrado, L. & Marcus Miller & Lei Zhang, 2002.
"Exchange Rate Monitoring Bands: Theory and Policy,"
Cambridge Working Papers in Economics
0209, Faculty of Economics, University of Cambridge.
- Corrado, Luisa & Miller, Marcus & Zhang, Lei, 2002. "Exchange Rate Monitoring Bands: Theory and Policy," CEPR Discussion Papers 3337, C.E.P.R. Discussion Papers.
- Luisa Corrado & Marcus Miller & Lei Zhang, 2007. "Exchange Rate Monitoring Bands: Theory and Policy," Money Macro and Finance (MMF) Research Group Conference 2006 146, Money Macro and Finance Research Group.
- Corrado, Luisa & Marcus Miller & Lei Zhang, 2002. "Exchange rate monitoring bands: theory and practice," Royal Economic Society Annual Conference 2002 53, Royal Economic Society.
- Ajit Singh & Bruce Weisse & Alaka Singh, 2002.
"Corporate governance, competition, the new international financial architecture and large corporations in emerging markets,"
ESRC Centre for Business Research - Working Papers
wp250, ESRC Centre for Business Research.
- Singh, Ajit & Singh, Alaka & Weisse, Bruce, 2002. "Corporate Governance, Competetion, The new International Financial Architecture and Large Corporations in Emerging Markets," MPRA Paper 24305, University Library of Munich, Germany.
- Jack Glen & Kevin Lee & Ajit Singh, 2002.
"Corporate profitability and the dynamics of competition in emerging markets: a time series analysis,"
ESRC Centre for Business Research - Working Papers
wp248, ESRC Centre for Business Research.
- Jack Glen & Kevin Lee & Ajit Singh, 2003. "Corporate profitability and the dynamics of competition in emerging markets: a time series analysis," Economic Journal, Royal Economic Society, vol. 113(491), pages F465-F484, November.
- Ajit Singh, 2002.
"Competition, corporate governance and selection in emerging markets,"
ESRC Centre for Business Research - Working Papers
wp247, ESRC Centre for Business Research.
- Ajit Singh, 2003. "Competition, corporate governance and selection in emerging markets," Economic Journal, Royal Economic Society, vol. 113(491), pages F443-F464, November.
- Ajit Singh, 2002.
"Competition and competition policy in emerging markets: international and developmental dimensions,"
ESRC Centre for Business Research - Working Papers
wp246, ESRC Centre for Business Research.
- Ajit SINGH, 2002. "Competition And Competition Policy In Emerging Markets: International And Developmental Dimensions," G-24 Discussion Papers 18, United Nations Conference on Trade and Development.
- Ajit Singh, 2002.
"Capital account liberalization, free long-term capital flows, financial crises and economic development,"
ESRC Centre for Business Research - Working Papers
wp245, ESRC Centre for Business Research.
- Ajit Singh, 2003. "Capital Account Liberalization, Free Long-Term Capital Flows, Financial Crises and Economic Development," Eastern Economic Journal, Eastern Economic Association, vol. 29(2), pages 191-216, Spring.
2001
- Higson, C. & Holly, S. & Kattuman, P. & S. Platis, 2001.
"The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies,"
Cambridge Working Papers in Economics
0114, Faculty of Economics, University of Cambridge.
- C. Higson & S. Holly & P. Kattuman & S. Platis, 2004. "The Business Cycle, Macroeconomic Shocks and the Cross-Section: The Growth of UK Quoted Companies," Economica, London School of Economics and Political Science, vol. 71(281), pages 299-318, 05.
- Mardi Dungey, 2001.
"International Shocks and the Role of Domestic Policy in Australia,"
CEPR Discussion Papers
443, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Mardi Dungey, 2002. "International Shocks and the Role of Domestic Policy in Australia," Australian Journal of Labour Economics (AJLE), The Centre for Labour Market Research (CLMR), Curtin Business School, vol. 5(2), pages 143-163, June.
- Mardi Dungey & John Pitchford, 2001. "An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States," CEPR Discussion Papers 438, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Shakila Aruman & Mardi Dungey, 2001. "A Perspective on Modelling the Real Trade Weighted Index Since the Float," CEPR Discussion Papers 435, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- A Singh, 2001. "Income Inequality in Advanced Economies: A Critical Examination of the Trade and Technology Theories and an Alternative Perspective," ESRC Centre for Business Research - Working Papers wp219, ESRC Centre for Business Research.
- Singh, Ajit, 2001. "Foreign direct investments and international agreements: a south perspective," MPRA Paper 24299, University Library of Munich, Germany.
2000
- Corrado, L. & Holly, S., 2000. "Piecewise Linear Feedback Rules in a Non Linear Model of the Phillips Curve: Evidence from the US and the UK," Cambridge Working Papers in Economics 0019, Faculty of Economics, University of Cambridge.
- Dungey, Mardi & Fry, Renee, 2000. "A Multi-Country Structural VAR Model," Departmental Working Papers 2001-04, The Australian National University, Arndt-Corden Department of Economics.
- Singh, Ajit & Singh, Alaka & Wiess, Bruce, 2000. "Information Technology, Venture Capital and the Stock Market," Accounting and Finance Discussion Papers 00-af47, Faculty of Economics, University of Cambridge.
- Singh, A. & Dhumale, R., 2000. "Globalization, Technology, and Income Inequality: A Critical Analysis," Research Paper 210, World Institute for Development Economics Research.
- Glen, J. & Lee, K. & Singh. A., 2000. "Competition, Corporate Governance and Financing of corporate Growth in Emerging Markets," Accounting and Finance Discussion Papers 00-af46, Faculty of Economics, University of Cambridge.
1999
- Sean Holly & Paul Turner & Luisa Corrado, 1999. "Linear Feedback Rules in Non-Linear Models with Rational Expectations," Computing in Economics and Finance 1999 623, Society for Computational Economics.
- Mardi Dungey & John Pitchford, 1999.
"The Steady Inflation Rate of Economic Growth,"
CEPR Discussion Papers
414, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Dungey, Mardi & Pitchford, John, 2000. "The Steady Inflation Rate of Economic Growth," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 386-400, December.
- Mardi H Dungey, 1999.
"Decomposing Exchange Rate Volatility Around the Pacific Rim,"
Working Papers
1999.12, School of Economics, La Trobe University.
- Dungey, M. H., 1999. "Decomposing exchange rate volatility around the Pacific Rim," Journal of Asian Economics, Elsevier, vol. 10(4), pages 525-535.
- Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers 1999.12, School of Economics, La Trobe University.
- Ajit Singh & Rudolph Matthias & Jack D. Glen, 1999. "How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets," IMF Working Papers 99/32, International Monetary Fund.
- Howes, C. & Singh, A., 1999. "National Competitiveness, Dynamics of Adjustment and Long-term Economic Growth: Conceptual, Empirical and Policy Issues," Accounting and Finance Discussion Papers 00-af43, Faculty of Economics, University of Cambridge.
1998
- Dungey, M. & Pitchford, J., 1998.
"Prospects for Output and Employment Growth with Steady Inflation,"
CEPR Discussion Papers
387, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Mardi Dungey & John Pitchford, 1998. "Prospects for Output and Employment Growth with Steady Inflation," RBA Annual Conference Volume, in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market Reserve Bank of Australia.
- Mardi H Dungey, 1998.
"Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax,"
Working Papers
1998.04, School of Economics, La Trobe University.
- Mardi Dungey, 1998. "Why Tax Foreign Exchange? Comments On A Proposed Tobin Tax," Economic Papers, The Economic Society of Australia, vol. 17(3), pages 41-46, 09.
- Mardi H Dungey, 1998. "Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax," Working Papers 1998.04, School of Economics, La Trobe University.
- Singh, A. & Weisse, B. A., 1998.
"Emerging Stock Markets, Portfolio Capital Flows and Long-term Economic Growth: Micro and Macroeconomic Perspectives,"
Accounting and Finance Discussion Papers
98-af40, Faculty of Economics, University of Cambridge.
- Singh, Ajit & Weisse, Bruce A., 1998. "Emerging stock markets, portfolio capital flows and long-term economie growth: Micro and macroeconomic perspectives," World Development, Elsevier, vol. 26(4), pages 607-622, April.
- Singh, Ajit, 1998. "Corporate Governance, Evolution of Corporate Laws and Asian Economic Development into the 21st Century," MPRA Paper 24662, University Library of Munich, Germany.
- Singh, Ajit, 1998. "Global Unemployment, Longrun Economic Growth and Labour Market Rigidities: A Commentary," MPRA Paper 24285, University Library of Munich, Germany.
- Singh, Ajit, 1998. "The Asian Model: A Crisis Foretold?," MPRA Paper 24683, University Library of Munich, Germany.
- Ajit Singh, 1998.
""Asian Capitalism" and the Financial Crisis,"
SCEPA Working Papers
1998-15, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Ajit, Singh, 1998. "'Asian capitalism' and the financial crisis," MPRA Paper 24937, University Library of Munich, Germany.
1997
- Arden, R. & Holly, S. & Turner, P., 1997.
"Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK,"
Cambridge Working Papers in Economics
9717, Faculty of Economics, University of Cambridge.
- Holly, Sean & Turner, Paul, 2001. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(1), pages 69-81, February.
- Arden, R. & Holly, S. & Turner, P, 1997. "Asymmetries in Private Sector Investment: An Empirical Investigation," Cambridge Working Papers in Economics 9716, Faculty of Economics, University of Cambridge.
- Arden, R. & Holly, S. & Turner, P., 1997. "Production Smoothing, Inventory Investment and Asymmetric Adjustment," Cambridge Working Papers in Economics 9719, Faculty of Economics, University of Cambridge.
- Arden, R. & Holly, S. & Turner, P., 1997. "The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing," Cambridge Working Papers in Economics 9715, Faculty of Economics, University of Cambridge.
- Dungey, M. & Pagan, A., 1997. "Towards a Strucrural VAR Model of the Australian Economy," Papers 319, Australian National University - Department of Economics.
- Dungey, M., 1997. "A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates," Papers 320, Australian National University - Department of Economics.
- Dungey, M & Gower, L, 1997. "Credit Limits and Long-Term Covered Interest Arbitrage," Papers 325, Australian National University - Department of Economics.
- Singh, A., 1997. "Liberalisation, the Stock Market and the Market for Corporate Control: A Bridge Too Far for the Indian Economy?," Accounting and Finance Discussion Papers 97-af35, Faculty of Economics, University of Cambridge.
- Whittington, G & Saporta, V & Singh, A, 1997. "The Effects of Hyper-Inflation on Accounting Ratios. Financing Corporate Growth in Industrial Economies," Papers 3, World Bank - International Finance Corporation.
1996
- Ajit Singh, 1996. "Pension Reform, The Stock Market, Capital Formation and Economic Growth: A Critical Commentary on the World Bank's Proposals," SCEPA Working Papers 1996-03, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
- Cosh, Andy & Hughes, Alan & Lee, Kevin & Singh, Ajit, 1996. "Takeovers, institutional investment and the persistence of profits," MPRA Paper 39061, University Library of Munich, Germany.
1995
- Singh, A., 1995. "Corporate Financial Patterns in Industrializing Economies. A Coparative International Study," Papers 2, World Bank - International Finance Corporation.
1993
- Rogers, L.C.G. & Satchell, S.E. & Yoon, Y., 1993. "Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market," Cambridge Working Papers in Economics 9319, Faculty of Economics, University of Cambridge.
1992
- Singh, A. & Hamid, J., 1992. "Corporate Financial Structure in Developing Countries," Papers 1, World Bank - International Finance Corporation.
- Singh, A., 1992. "Regulation of Mergers in the US and the UK: A new Agenda," Cambridge Working Papers in Economics 9207, Faculty of Economics, University of Cambridge.
1991
- Singh, A., 1991. "Corporate Takeovers: A Review," Cambridge Working Papers in Economics 9206, Faculty of Economics, University of Cambridge.
1990
- Lindsay F. Boulton & Mardi H. Dungey & Melissa B. Parkin, 1990. "Volatility of the Australian Dollar Exchange Rate," RBA Research Discussion Papers rdp9010, Reserve Bank of Australia.
- Singh, A., 1990. "The institution of a stockmarket in a socialist economy: Notes on the Chinese economic reform program," MPRA Paper 24324, University Library of Munich, Germany.
1988
- Glyn, A. & Hughes, A. & Lipietz, A. & Singh, A., 1988. "The Rise And Fall Of The Golden Age," Cambridge Working Papers in Economics 884, Faculty of Economics, University of Cambridge.
Undated
- S Holly & M Hashem Pesaran & T Yamagata, .
"Spatial and Temporal Diffusion of House Prices in the UK,"
Discussion Papers
09/32, Department of Economics, University of York.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo Group Munich.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute for the Study of Labor (IZA).
Journal articles
2013
- M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden, 2013.
"On the correspondence between data revision and trend-cycle decomposition,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 20(4), pages 316-319, March.
- Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden, 2012. "On the correspondence between data revision and trend-cycle decomposition," CAMA Working Papers 2012-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Afonso, António & Jalles, João Tovar, 2013.
"Growth and productivity: The role of government debt,"
International Review of Economics & Finance,
Elsevier, vol. 25(C), pages 384-407.
- António Afonso & João Tovar Jalles, 2011. "Growth and Productivity: the role of Government Debt," Working Papers 2011/13, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Ant�nio Afonso & Jo�o Tovar Jalles, 2013.
"Do fiscal rules matter for growth?,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 20(1), pages 34-40, January.
- António Afonso & João Tovar Jalles, 2012. "Do fiscal rules matter for growth?," Working Papers 2012/07, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Ant�nio Afonso & Jo�o Tovar Jalles, 2013.
"The cyclicality of education, health, and social security government spending,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 20(7), pages 669-672, May.
- António Afonso & João Tovar Jalles, 2012. "The cyclicality of education, health, and social security government spending," Working Papers 2012/30, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
2012
- Sean Holly & Ivan Petrella, 2012.
"Factor Demand Linkages, Technology Shocks, and the Business Cycle,"
The Review of Economics and Statistics,
MIT Press, vol. 94(4), pages 948-963, November.
- Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics 1001, Faculty of Economics, University of Cambridge.
- Holly, Sean & Petrella, Ivan, 2010. "Factor demand linkages, technology shocks and the business cycle," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/280806, Katholieke Universiteit Leuven.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Center for Economic Studies - Discussion papers ces10.26, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
- Edda Claus & Mardi Dungey, 2012. "U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(7), pages 1443-1453, October.
- Dungey, Mardi & Hvozdyk, Lyudmyla, 2012.
"Cojumping: Evidence from the US Treasury bond and futures markets,"
Journal of Banking & Finance,
Elsevier, vol. 36(5), pages 1563-1575.
- Mardi Dungey & Lyudmyla Hvozdyk, 2010. "Cojumping: Evidence from the US Treasury Bond and Futures Markets," NCER Working Paper Series 56, National Centre for Econometric Research, revised 20 Jul 2010.
- Luisa Corrado & Bernard Fingleton, 2012.
"Where Is The Economics In Spatial Econometrics?,"
Journal of Regional Science,
Wiley Blackwell, vol. 52(2), pages 210-239, 05.
- Luisa Corrado & Bernard Fingleton, 2011. "Where is the Economics in Spatial Econometrics?," Working Papers 1101, University of Strathclyde Business School, Department of Economics.
- Corrado, L. & Fingleton, B., 2011. "Where is the economics in spatial econometrics?," SIRE Discussion Papers 2011-02, Scottish Institute for Research in Economics (SIRE).
- Luisa Corrado & Bernard Fingleton, 2011. "Where is the Economics in Spatial Econometrics?," SERC Discussion Papers 0071, Spatial Economics Research Centre, LSE.
- Aqib Aslam & Luisa Corrado, 2012. "The geography of well-being," Journal of Economic Geography, Oxford University Press, vol. 12(3), pages 627-649, May.
- Chadha, Jagjit S. & Corrado, Luisa, 2012.
"Macro-prudential policy on liquidity: What does a DSGE model tell us?,"
Journal of Economics and Business,
Elsevier, vol. 64(1), pages 37-62.
- Jagjit S. Chadha & Luisa Corrado, 2011. "Macro-prudential Policy on Liquidity: What Does a DSGE Model Tell Us?," CEIS Research Paper 193, Tor Vergata University, CEIS, revised 02 May 2011.
- Jagjit S. Chadha & Luisa Corrado, 2011. "Macro-prudential Policy on Liquidity: What does a DSGE Model tell us?," Studies in Economics 1108, Department of Economics, University of Kent.
- Luisa Corrado & Roberta Distante, 2012. "Obesity is Contagious! Evidence from US Data," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, November.
- Ajit Singh, 2012.
"Financial Globalization and Human Development,"
Journal of Human Development and Capabilities,
Taylor and Francis Journals, vol. 13(1), pages 135-151, February.
- Singh, A., 2011. "Financial Globalisation and Human Development," ESRC Centre for Business Research - Working Papers wp421, ESRC Centre for Business Research.
- Singh, Ajit, 2011. "Financial globalisation and human development," MPRA Paper 39048, University Library of Munich, Germany.
- Alvaro Pereira & João Jalles & Martin Andresen, 2012. "Structural change and foreign direct investment: globalization and regional economic integration," Portuguese Economic Journal, Springer, vol. 11(1), pages 35-82, April.
- João Tovar Jalles, 2012. "Openness, Regional Trade Agreements and Growth: Evidence from Asia," Asian Economic Journal, East Asian Economic Association, vol. 26(1), pages 63-85, 03.
- Ant�nio Afonso & Jo�o Tovar Jalles, 2012.
"Measuring the success of fiscal consolidations,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 22(13), pages 1053-1061, July.
- António Afonso & João Tovar-Valles, 2011. "Measuring the Success of Fiscal Consolidations," Working Papers 2011/22, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Ant�nio Afonso & Jo�o Tovar Jalles, 2012.
"Fiscal volatility, financial crises and growth,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 19(18), pages 1821-1826, December.
- António Afonso & João Tovar Jalles, 2012. "Fiscal Volatility, Financial Crises and Growth," Working Papers 2012/06, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Michele Ca’ Zorzi & Alexander Chudik & Alistair Dieppe, 2012. "And then current accounts (over)adjusted," Empirical Economics, Springer, vol. 43(1), pages 245-270, August.
- Chudik, Alexander, 2012.
"A simple model of price dispersion,"
Economics Letters,
Elsevier, vol. 117(1), pages 344-347.
- Alexander Chudik, 2012. "A simple model of price dispersion," Globalization and Monetary Policy Institute Working Paper 112, Federal Reserve Bank of Dallas.
- D'Maris Coffman, 2012. "The South Sea Bubble: an economic history of its origins and consequences – By Helen J. Paul," Economic History Review, Economic History Society, vol. 65(1), pages 383-384, 02.
2011
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Arnab Bhattacharjee & Sean Holly, 2011.
"Structural interactions in spatial panels,"
Empirical Economics,
Springer, vol. 40(1), pages 69-94, February.
- Bhattacharjee, A. & Holly, S., 2010. "Structural Interactions in Spatial Panels," Cambridge Working Papers in Economics 1004, Faculty of Economics, University of Cambridge.
- Bhattacharjee, Arnab & Holly, Sean, 2009. "Structural Interactions in Spatial Panels," SIRE Discussion Papers 2009-39, Scottish Institute for Research in Economics (SIRE).
- Arnab Bhattacharjee & Sean Holly, 2010. " Structural Interactions in Spatial Panels," CDMA Working Paper Series 1003, Centre for Dynamic Macroeconomic Analysis.
- Corrado, Luisa & Holly, Sean, 2011. "Multiplicative habit formation and consumption: A note," Economics Letters, Elsevier, vol. 113(2), pages 116-119.
- Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid, 2011.
"Financial integration and the construction of historical financial data for the Euro Area,"
Economic Modelling,
Elsevier, vol. 28(4), pages 1498-1509, July.
- Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid, 2010. "Financial Integration and the Construction of Historical Financial Data for the Euro Area," Centre for Growth and Business Cycle Research Discussion Paper Series 152, Economics, The Univeristy of Manchester.
- Mardi Dungey & Graeme Wells & Sam Thompson, 2011.
"First Home Buyers’ Support Schemes in Australia,"
Australian Economic Review,
The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 44(4), pages 468-479, December.
- Dungey, Mardi & Wells, Graeme & Thompson, Sam, 2011. "First home buyers' support schemes in Australia," Working Papers 10646, University of Tasmania, School of Economics and Finance, revised 10 Mar 2011.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2011.
"Long‐Term Growth And Short‐Term Volatility: The Labour Market Nexus,"
Manchester School,
University of Manchester, vol. 79(s1), pages 646-672, 06.
- Barbara Annicchiarico & Luisa Corrado & Alessandra Pelloni, 2008. " Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," CDMA Working Paper Series 0806, Centre for Dynamic Macroeconomic Analysis.
- Annicchiarico, B. & Corrado, L. & Pelloni, A., 2008. "Long-Term Growth and Short-Term Volatility: The Labour Market Nexus," Cambridge Working Papers in Economics 0823, Faculty of Economics, University of Cambridge.
- Leonardo Becchetti & Luisa Corrado & Fiammetta Rossetti, 2011. "The Heterogeneous Effects of Income Changes on Happiness," Social Indicators Research, Springer, vol. 104(3), pages 387-406, December.
- Pfajfar, Damjan & Santoro, Emiliano, 2011.
"Determinacy, stock market dynamics and monetary policy inertia,"
Economics Letters,
Elsevier, vol. 112(1), pages 7-10, July.
- Damjan Pfajfar & Emiliano Santoro, 2008. "Determinacy, Stock Market Dynamics and Monetary Policy Inertia," Discussion Papers 08-30, University of Copenhagen. Department of Economics.
- António Afonso & João Jalles, 2011.
"Appraising fiscal reaction functions,"
Economics Bulletin,
AccessEcon, vol. 31(4), pages 3320-3330.
- António Afonso & João Tovar-Valles, 2011. "Appraising fiscal reaction functions," Working Papers 2011/23, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon..
- Joao Tovar Jalles, 2011. "The Impact Of Democracy And Corruption On The Debt-Growth Relationship In Developing Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 36(4), pages 41-72, December.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2011.
"Weak and strong cross‐section dependence and estimation of large panels,"
Econometrics Journal,
Royal Economic Society, vol. 14(1), pages C45-C90, February.
- Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," CESifo Working Paper Series 2689, CESifo Group Munich.
- Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Working Paper Series 1100, European Central Bank.
- Chudik, Alexander & Fratzscher, Marcel, 2011. "Identifying the global transmission of the 2007-2009 financial crisis in a GVAR model," European Economic Review, Elsevier, vol. 55(3), pages 325-339, April.
- Chudik, Alexander & Pesaran, M. Hashem, 2011.
"Infinite-dimensional VARs and factor models,"
Journal of Econometrics,
Elsevier, vol. 163(1), pages 4-22, July.
- Alexander Chudik & M. Hashem Pesaran, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank.
- Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series 2176, CESifo Group Munich.
- Chudik, Alexander & Pesaran, M. Hashem, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA).
- Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge.
- Smith, L. Vanessa & Yamagata, Takashi, 2011. "Firm level return–volatility analysis using dynamic panels," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 847-867.
2010
- Arnab Bhattacharjee & Sean Holly, 2010.
"Rational Partisan Theory, Uncertainty, And Spatial Voting: Evidence For The Bank Of England'S Mpc,"
Economics and Politics,
Wiley Blackwell, vol. 22(2), pages 151-179, 07.
- Bhattacharjee, A. & Holly, S., 2010. "Rational Partisan Theory, Uncertainty and Spatial Voting: Evidence for the Bank of England’s MPC," Cambridge Working Papers in Economics 1002, Faculty of Economics, University of Cambridge.
- Chadha, Jagjit S. & Holly, Sean, 2010.
"Macroeconomic models and the yield curve: An assessment of the fit,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(8), pages 1343-1358, August.
- Chadha, J.S. & Holly, S., 2006. "Macroeconomic Models and the Yield Curve: An assessment of the Fit," Cambridge Working Papers in Economics 0640, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"A spatio-temporal model of house prices in the USA,"
Journal of Econometrics,
Elsevier, vol. 158(1), pages 160-173, September.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo Group Munich.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
- Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1008-1021, May.
- Chadha, Jagjit S. & Corrado, Luisa & Sun, Qi, 2010. "Money and liquidity effects: Separating demand from supply," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1732-1747, September.
- Germana Corrado & Luisa Corrado, 2010. "Moving down the social ladder: analysing the relationship between status and regional inequality in the UK," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 4(1), pages 107-122.
- Philip Arestis & Ajit Singh, 2010.
"Financial globalisation and crisis, institutional transformation and equity,"
Cambridge Journal of Economics,
Oxford University Press, vol. 34(2), pages 225-238, March.
- Arestis, P. & Singh, A., 2010. "Financial Globalisation and Crisis, Institutional Transformation and Equity," ESRC Centre for Business Research - Working Papers wp405, ESRC Centre for Business Research.
- Arestis, Philip & Singh, Ajit, 2010. "Financial globalisation and crisis, institutional transformation and equity," MPRA Paper 39054, University Library of Munich, Germany.
- Prabirjit Sarkar & Ajit Singh, 2010.
"Law, finance and development: further analyses of longitudinal data,"
Cambridge Journal of Economics,
Oxford University Press, vol. 34(2), pages 325-346, March.
- Sarkar, Prabirjit & Singh, Ajit, 2009. "Law, Finance and Development: Further Analyses of Longitudinal Data," MPRA Paper 39060, University Library of Munich, Germany.
- Prabirjit Sarkar & Ajit Singh, 2009. "Law, Finance and Development Further Analyses of Longitudinal Data," ESRC Centre for Business Research - Working Papers wp387, ESRC Centre for Business Research.
- Alex Izurieta & Ajit Singh, 2010. "Does Fast Growth in India and China Help or Harm US Workers?," Journal of Human Development and Capabilities, Taylor and Francis Journals, vol. 11(1), pages 115-141.
- L. Rogers & M. Tehranchi, 2010. "Can the implied volatility surface move by parallel shifts?," Finance and Stochastics, Springer, vol. 14(2), pages 235-248, April.
- Pfajfar, Damjan & Santoro, Emiliano, 2010. "Heterogeneity, learning and information stickiness in inflation expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 75(3), pages 426-444, September.
- Joao Tovar Jalles, 2010. "Does democracy foster or hinder growth? Extreme-type political regimes in a large panel," Economics Bulletin, AccessEcon, vol. 30(2), pages 1359-1372.
- Jalles, João Tovar, 2010. "How to measure innovation? New evidence of the technology-growth linkage," Research in Economics, Elsevier, vol. 64(2), pages 81-96, June.
- João Tovar Jalles, 2010. "Inter-country trade dependence and inflation transmission mechanisms: The case of a small open African economy," International Journal of Development Issues, Emerald Group Publishing, vol. 9(3), pages 198-213, July.
- D'Maris Coffman, 2010. "Money, power and print: interdisciplinary studies on the financial revolution in the British Isles - Edited by Charles Ivar McGrath and Chris Fauske," Economic History Review, Economic History Society, vol. 63(1), pages 245-246, 02.
2009
- A. Bhattacharjee & C. Higson & S. Holly & P. Kattuman, 2009. "Macroeconomic Instability and Business Exit: Determinants of Failures and Acquisitions of UK Firms," Economica, London School of Economics and Political Science, vol. 76(301), pages 108-131, 02.
- Arnab Bhattacharjee & Christopher Higson & Sean Holly & Paul Kattuman, 2009. "Macroeconomic Instability and Corporate Failure: The Role of the Legal System," Review of Law & Economics, De Gruyter, vol. 5(1), pages 1.
- Tourkolias, C. & Mirasgedis, S. & Damigos, D. & Diakoulaki, D., 2009. "Employment benefits of electricity generation: A comparative assessment of lignite and natural gas power plants in Greece," Energy Policy, Elsevier, vol. 37(10), pages 4155-4166, October.
- Damigos, D. & Tourkolias, C. & Diakoulaki, D., 2009. "Households' willingness to pay for safeguarding security of natural gas supply in electricity generation," Energy Policy, Elsevier, vol. 37(5), pages 2008-2017, May.
- Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N., 2009. "Flight-to-quality and asymmetric volatility responses in US Treasuries," Global Finance Journal, Elsevier, vol. 19(3), pages 252-267.
- Mardi Dungey & Adrian Pagan, 2009.
"Extending a SVAR Model of the Australian Economy,"
The Economic Record,
The Economic Society of Australia, vol. 85(268), pages 1-20, 03.
- Mardi Dungey & Adrian Pagan, 2008. "Extending an SVAR Model of the Australian Economy," NCER Working Paper Series 21, National Centre for Econometric Research.
- Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009.
"Empirical evidence on jumps in the term structure of the US Treasury Market,"
Journal of Empirical Finance,
Elsevier, vol. 16(3), pages 430-445, June.
- Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007. "Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market," CAMA Working Papers 2007-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Fry, Renée, 2009.
"The identification of fiscal and monetary policy in a structural VAR,"
Economic Modelling,
Elsevier, vol. 26(6), pages 1147-1160, November.
- Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey, 2009. "Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework," The Economic Record, The Economic Society of Australia, vol. 85(271), pages 493-493, December.
- Mardi Dungey & Jerry Dwyer & Tom Flavin, 2009. "Vintage and credit rating: what matters in the ABX data during the credit crunch?," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
- Yuning Gao & Angang Hu, 2009. "A comparative study of the development mode of China's iron and steel industry," Journal of Chinese Economic and Business Studies, Taylor and Francis Journals, vol. 7(3), pages 283-297.
- Ajit Singh, 2009.
"Better to be rough and relevant than to be precise and irrelevant: Reddaway's legacy to economics,"
Cambridge Journal of Economics,
Oxford University Press, vol. 33(3), pages 363-379, May.
- Ajit Singh, 2008. "Better to be rough and relevant than to be precise and irrelevant. Reddaway's Legacy to Economics," ESRC Centre for Business Research - Working Papers wp379, ESRC Centre for Business Research.
- Ajit Singh & Frank Wilkinson, 2009. "Introduction," Cambridge Journal of Economics, Oxford University Press, vol. 33(3), pages 357-361, May.
- David Bailey & Helena Lenihan & Ajit Singh, 2009. "Lessons for African Economies from Irish and East Asian Industrial Policy," Journal of Industry, Competition and Trade, Springer, vol. 9(4), pages 357-382, December.
- Giuseppe Di Graziano & L. C. G. Rogers, 2009. "A Dynamic Approach To The Modeling Of Correlation Credit Derivatives Using Markov Chains," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 45-62.
- Giuseppe Di Graziano & L. C. G. Rogers, 2009. "Equity with Markov-modulated dividends," Quantitative Finance, Taylor and Francis Journals, vol. 9(1), pages 19-26.
- Joao Tovar Jalles, 2009. "Do Oil Prices Matter? The Case of a Small Open Economy," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 65-87, May.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Rejoinder to comments on forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 703-715, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute for the Study of Labor (IZA).
- Stéphane Dées & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo Group Munich.
- Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009.
"Forecasting economic and financial variables with global VARs,"
International Journal of Forecasting,
Elsevier, vol. 25(4), pages 642-675, October.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
- Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series 2263, CESifo Group Munich.
2008
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2008.
"The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 13(1), pages 40-52.
- Mardi Dungey & Charles Goodhart & Demosthenes Tambakis, 2005. "The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data," CAMA Working Papers 2005-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Mardi Dungey & Renée Fry, 2008.
"Monetary Policy in Illiquid Markets: Options for a Small Open Economy,"
Open Economies Review,
Springer, vol. 19(3), pages 305-336, July.
- Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey, 2008. "The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch," CESifo Forum, Ifo Institute for Economic Research at the University of Munich, vol. 9(4), pages 33-43, December.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2008.
"The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians,"
Canadian Public Policy,
University of Toronto Press, vol. 34(s1), pages 95-118, November.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2007. "The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians," Quantitative Studies in Economics and Population Research Reports 418, McMaster University.
- Sule Alan & Kadir Atalay & Thomas F. Crossley, 2007. "The Adequacy of Retirement Savings: Subjective Survey Reports by Retired Canadians," Social and Economic Dimensions of an Aging Population Research Papers 199, McMaster University.
- A. Jobert & L. C. G. Rogers, 2008.
"Valuations And Dynamic Convex Risk Measures,"
Mathematical Finance,
Wiley Blackwell, vol. 18(1), pages 1-22.
- A. Jobert & L. C. G. Rogers, 2007. "Valuations and dynamic convex risk measures," Papers 0709.0232, arXiv.org.
2007
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007.
"Long Run Macroeconomic Relations in the Global Economy,"
Economics - The Open-Access, Open-Assessment E-Journal,
Kiel Institute for the World Economy, vol. 1(3), pages 1-20.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge.
- Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series 1904, CESifo Group Munich.
- Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy.
- Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank.
- Vance L. Martin & Mardi Dungey, 2007. "Unravelling financial market linkages during crises," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 89-119.
- Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2007. "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 155-174, August.
- Luisa Corrado & Marcus Miller & Lei Zhang, 2007.
"Bulls, bears and excess volatility: can currency intervention help?,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 12(2), pages 261-272.
- Corrado, L. & Miller, M. & Zhang, L., 2007. "Bulls, Bears and Excess Volatility: can currency intervention help?," Cambridge Working Papers in Economics 0708, Faculty of Economics, University of Cambridge.
- I. Klein & L. C. G. Rogers, 2007. "Duality In Optimal Investment And Consumption Problems With Market Frictions," Mathematical Finance, Wiley Blackwell, vol. 17(2), pages 225-247.
- Umut Çetin & L. C. G. Rogers, 2007. "Modeling Liquidity Effects In Discrete Time," Mathematical Finance, Wiley Blackwell, vol. 17(1), pages 15-29.
- L. Rogers & José Scheinkman, 2007. "Optimal exercise of executive stock options," Finance and Stochastics, Springer, vol. 11(3), pages 357-372, July.
- L. Vanessa Smith & Demosthenes Tambakis, 2007. "Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation," European Journal of Finance, Taylor and Francis Journals, vol. 14(2), pages 75-89.
- Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007.
"Exploring the international linkages of the euro area: a global VAR analysis,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR).
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series 1425, CESifo Group Munich.
- Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge.
- Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics.
- Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the international linkages of the euro area - a global VAR analysis," Working Paper Series 568, European Central Bank.
- M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2007. "What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 55-87.
2006
- Luisa Corrado & Sean Holly, 2006. "The Linearisation and Optimal Control of Large Non-Linear Rational Expectations Models by Persistent Excitation," Computational Economics, Society for Computational Economics, vol. 28(2), pages 139-153, September.
- Shaun Bond & Mardi Dungey & Renée Fry, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
- Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
- Mardi Dungey & Renée Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, June.
- Sule Alan, 2006.
"Entry Costs and Stock Market Participation over the Life Cycle,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 9(4), pages 588-611, October.
- Sule Alan, 2005. "Entry costs and stock market participation over the life cycle," IFS Working Papers W05/01, Institute for Fiscal Studies.
- Sule Alan, 2005. "Entry Costs and Stock Market Participation Over the Life Cycle," Social and Economic Dimensions of an Aging Population Research Papers 126, McMaster University.
- Sule Alan, 2005. "Entry Costs and Stock Market Participation Over the Life Cycle," Working Papers 2005_1, York University, Department of Economics.
- Sule Alan, 2006. "Precautionary wealth accumulation: evidence from Canadian microdata," Canadian Journal of Economics, Canadian Economics Association, vol. 39(4), pages 1105-1124, November.
- Ajit Singh & Ann Zammit, 2006.
"Corporate Governance, Crony Capitalism and Economic Crises: should the US business model replace the Asian way of "doing business"?,"
Corporate Governance: An International Review,
Wiley Blackwell, vol. 14(4), pages 220-233, 07.
- Ajit Singh & Ann Zammit, 2006. "Corporate Governance, Crony capitalism and Economic Crisis: Should the US Business Model replace the Asian Way of 'Doing Business'?," ESRC Centre for Business Research - Working Papers wp329, ESRC Centre for Business Research.
- Ajit Singh & Sonja Fagernas & Anne Saint Girons, 2006.
"Globalisation, instabilité et insécurité économique,"
Revue Tiers Monde,
Programme National Persée, vol. 47(186), pages 391-420.
- Sonja FAGERNAS & Ajit SINGH, 2006. "Globalisation, instabilité et insécurité économique," Revue Tiers-Monde, Armand Colin, vol. 0(2), pages 391-420.
2005
- Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005.
"Empirical modelling of contagion: a review of methodologies,"
Quantitative Finance,
Taylor and Francis Journals, vol. 5(1), pages 9-24.
- Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
- Mardi Dungey & Renee Fry & Vance Martin & Brenda González-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 04/78, International Monetary Fund.
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
- Luisa Corrado & Ron Martin & Melvyn Weeks, 2005. "Identifying and Interpreting Regional Convergence Clusters across Europe," Economic Journal, Royal Economic Society, vol. 115(502), pages C133-C160, 03.
- Corrado, Luisa, 2005. "Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models. Anders Skrondal and Sophia Rabe-Hesketh," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 710-711, June.
- Sule Alan & Thomas Crossley & Paul Grootendorst & Michael Veall, 2005. "Distributional effects of `general population' prescription drug programs in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 38(1), pages 128-148, February.
- Ajit Singh & Jack Glen & Ann Zammit & Rafael De-Hoyos & Alaka Singh & Bruce Weisse, 2005.
"Shareholder Value Maximisation, Stock Market and New Technology: Should the US Corporate Model be the Universal Standard?,"
International Review of Applied Economics,
Taylor and Francis Journals, vol. 19(4), pages 419-437.
- Ajit Singh & Jack Glen & Ann Zammitt & Rafael De Hoyos & Alaka Singh & Bruce Weisse, 2005. "Shareholder value maximisation, stock market and new technology: should the US corporate model be the universal standard," ESRC Centre for Business Research - Working Papers wp315, ESRC Centre for Business Research.
- Jack Glen & Ajit Singh, 2005.
"Corporate Governance, Competition, and Finance: Re-thinking Lessons from the Asian Crisis,"
Eastern Economic Journal,
Eastern Economic Association, vol. 31(2), pages 219-243, Spring.
- Jack Glen & Ajit Singh, 2004. "Corporate Governance, Competition And Finance: Re-Thinking Lessons From The Asian Crisis," ESRC Centre for Business Research - Working Papers wp288, ESRC Centre for Business Research.
- Ajit Singh, 2005. "Globalisation And The Regulation Of Fdi: New Proposals From The European Community And Japan," Contributions to Political Economy, Oxford University Press, vol. 24(1), pages 99-121, August.
- P.M. Hartley & L.C.G. Rogers, 2005. "Two-Sector Stochastic Growth Models ," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 322-351, December.
2004
- C. Higson & S. Holly & P. Kattuman & S. Platis, 2004.
"The Business Cycle, Macroeconomic Shocks and the Cross-Section: The Growth of UK Quoted Companies,"
Economica,
London School of Economics and Political Science, vol. 71(281), pages 299-318, 05.
- Higson, C. & Holly, S. & Kattuman, P. & S. Platis, 2001. "The Business Cycle, Macroeconomic Shocks and the Cross Section: The Growth of UK Quoted Companies," Cambridge Working Papers in Economics 0114, Faculty of Economics, University of Cambridge.
- Dungey, Mardi, 2004. "Identifying terms of trade effects in real exchange rate movements: evidence from Asia," Journal of Asian Economics, Elsevier, vol. 15(2), pages 217-235, April.
- Mardi Dungey & John Pitchford, 2004. "Potential Growth and Inflation: Estimates for Australia, the United States and Canada," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 37(1), pages 89-101, 03.
- Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004. "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002," Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.
- Mardi Dungey & Renee Fry & Vance L. Martin, 2004. "Currency Market Contagion In The Asia-Pacific Region," Australian Economic Papers, Wiley Blackwell, vol. 43(4), pages 379-395, December.
- Glen, Jack & Singh, Ajit, 2004. "Comparing capital structures and rates of return in developed and emerging markets," Emerging Markets Review, Elsevier, vol. 5(2), pages 161-192, June.
- Ajit Singh, 2004.
"Labour Standards and the 'Race to the Bottom': Rethinking Globalization and Workers' Rights from Developmental and Solidaristic Perspectives,"
Oxford Review of Economic Policy,
Oxford University Press, vol. 20(1), pages 85-104, Spring.
- Professor Ajit Singh, 2004. "Labour Standards And The “Race To The Bottom”: Rethinking Globalisation And Workers Rights From Developmental And Solidaristic Perspectives," ESRC Centre for Business Research - Working Papers wp279, ESRC Centre for Business Research.
- J. Aquilina & L. C. G. Rogers, 2004. "The Squared Ornstein-Uhlenbeck Market," Mathematical Finance, Wiley Blackwell, vol. 14(4), pages 487-513.
- L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold, 2004. "More powerful panel data unit root tests with an application to mean reversion in real exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 147-170.
2003
- Corrado, Luisa & Holly, Sean, 2003.
"Nonlinear Phillips curves, mixing feedback rules and the distribution of inflation and output,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 28(3), pages 467-492, December.
- Luisa Corrado & Sean Holly, 2003. "Nonlinear Phillips Curves, Mixing Feedback Rules and the Distribution of Inflation and Output," CEIS Research Paper 37, Tor Vergata University, CEIS.
- Sean Holly & Paul Turner & Melvyn Weeks, 2003. "Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Regression," Computational Economics, Society for Computational Economics, vol. 21(3), pages 195-202, June.
- Shakila Aruman & Mardi Dungey, 2003. "A Perspective on Modelling the Australian Real Trade Weighted Index since the Float," Australian Economic Papers, Wiley Blackwell, vol. 42(1), pages 56-76, 03.
- Mardi Dungey & Renée Fry, 2003. "International Shocks on Australia - The Japanese Effect," Australian Economic Papers, Wiley Blackwell, vol. 42(2), pages 158-182, 06.
- Luisa Corrado, 2003. "Winner of the 2000 Cairncross Prize Best Paper by a Young Economist Presented at the Scottish Economic Society Conference: Beyond the Sovereign Debt Crisis: Alternative Forms of Market‐based Debt," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(1), pages 17-40, February.
- Luisa Corrado & David A. Londo–o B. & Francesco S. Mennini & Giovanni Trovato, 2003. "The Welfare States in a United Europe," European Political Economy Review, European Political Economy Infrastructure Consortium, vol. 1(Spring), pages 40-55.
- Jack Glen & Kevin Lee & Ajit Singh, 2003.
"Corporate profitability and the dynamics of competition in emerging markets: a time series analysis,"
Economic Journal,
Royal Economic Society, vol. 113(491), pages F465-F484, November.
- Jack Glen & Kevin Lee & Ajit Singh, 2002. "Corporate profitability and the dynamics of competition in emerging markets: a time series analysis," ESRC Centre for Business Research - Working Papers wp248, ESRC Centre for Business Research.
- Ajit Singh, 2003.
"Competition, corporate governance and selection in emerging markets,"
Economic Journal,
Royal Economic Society, vol. 113(491), pages F443-F464, November.
- Ajit Singh, 2002. "Competition, corporate governance and selection in emerging markets," ESRC Centre for Business Research - Working Papers wp247, ESRC Centre for Business Research.
- Ajit Singh, 2003.
"Capital Account Liberalization, Free Long-Term Capital Flows, Financial Crises and Economic Development,"
Eastern Economic Journal,
Eastern Economic Association, vol. 29(2), pages 191-216, Spring.
- Ajit Singh, 2002. "Capital account liberalization, free long-term capital flows, financial crises and economic development," ESRC Centre for Business Research - Working Papers wp245, ESRC Centre for Business Research.
- Stephen Leybourne & Tae-Hwan Kim & Vanessa Smith & Paul Newbold, 2003. "Tests for a change in persistence against the null of difference-stationarity," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 291-311, December.
2002
- Higson, C. & Holly, S. & Kattuman, P., 2002. "The cross-sectional dynamics of the US business cycle: 1950-1999," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1539-1555, August.
- Luisa Corrado & Sean Holly & Paul Turner, 2002. "Nonlinearities and Inactivity in Aggregate Investment: Some Theoretical Analysis and Time-Series Evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 2.
- Steven Cook & Sean Holly, 2002. "A statistical analysis of regime switching under asymmetric error correction," Applied Economics Letters, Taylor and Francis Journals, vol. 9(4), pages 275-278.
- Steven Cook & Sean Holly, 2002. "Threshold specification for asymmetric error correction models," Applied Economics Letters, Taylor and Francis Journals, vol. 9(11), pages 711-713.
- Mardi Dungey, 2002.
"International Shocks and the Role of Domestic Policy in Australia,"
Australian Journal of Labour Economics (AJLE),
The Centre for Labour Market Research (CLMR), Curtin Business School, vol. 5(2), pages 143-163, June.
- Mardi Dungey, 2001. "International Shocks and the Role of Domestic Policy in Australia," CEPR Discussion Papers 443, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Alan, Sule & Crossley, Thomas F. & Grootendorst, Paul & Veall, Michael R., 2002.
"The effects of drug subsidies on out-of-pocket prescription drug expenditures by seniors: regional evidence from Canada,"
Journal of Health Economics,
Elsevier, vol. 21(5), pages 805-826, September.
- Thomas F. Crossley & Paul Grootendorst & Sule Kokkmaz & Michael R. Veall, 2000. "The Effects of Drug Subsidies on Out-of-Poket Prescription Drug Expenditures by seniors: regional Evidence from Canada," CEPR Discussion Papers 422, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Thomas F. Crossley & Paul Grootendorst & Sule Korkmaz & Michael R. Veall, 2000. "The Effects of Drug Subsidies on Out-of Pocket Prescription Drug Expenditures by Seniors: Regional Evidence from Canada," Social and Economic Dimensions of an Aging Population Research Papers 19, McMaster University.
- Thomas F. Crossley & Paul Grootendorst & Sule Korkmaz & Michael R. Veall, 2000. "The Effects of Drug Subsidies on Out-of Pocket Prescription Drug Expenditures by Seniors: Regional Evidence from Canada," Quantitative Studies in Economics and Population Research Reports 350, McMaster University.
- Bianca Hilberink & L.C.G. Rogers, 2002. "Optimal capital structure and endogenous default," Finance and Stochastics, Springer, vol. 6(2), pages 237-263.
- L. C. G. Rogers, 2002. "Monte Carlo valuation of American options," Mathematical Finance, Wiley Blackwell, vol. 12(3), pages 271-286.
2001
- Holly, Sean & Turner, Paul, 2001.
"Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 48(1), pages 69-81, February.
- Arden, R. & Holly, S. & Turner, P., 1997. "Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK," Cambridge Working Papers in Economics 9717, Faculty of Economics, University of Cambridge.
- Holly, Sean & Turner, Paul, 2001. "Inventory investment and asymmetric adjustment: Some evidence for the UK," International Journal of Production Economics, Elsevier, vol. 72(3), pages 251-260, August.
- Glen, Jack & Lee, Kevin & Singh, Ajit, 2001. "Persistence of profitability and competition in emerging markets," Economics Letters, Elsevier, vol. 72(2), pages 247-253, August.
- Jack Glen & Kevin Lee & Ajit Singh, 2001. "Intensity of Competition in Emerging Markets and Advanced Economies: Evidence from the Persistence of Corporate rates of Return in Emerging Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 70(2), pages 201-202.
- L.C.G. Rogers, 2001. "The relaxed investor and parameter uncertainty," Finance and Stochastics, Springer, vol. 5(2), pages 131-154.
- Haydyn Brown & David Hobson & L. C. G. Rogers, 2001. "Robust Hedging of Barrier Options," Mathematical Finance, Wiley Blackwell, vol. 11(3), pages 285-314.
2000
- Corrado, Luisa & Holly, Sean, 2000. "A currency crisis model with a misaligned central parity: a stochastic analysis," Economics Letters, Elsevier, vol. 67(1), pages 61-68, April.
- Steven Cook & Sean Holly & Paul Turner, 2000. "The Power of Tests for Non-Linearity: The Escribano–Pfann Model," Computational Economics, Society for Computational Economics, vol. 15(3), pages 223-226, June.
- Dungey, Mardi & Pagan, Adrian, 2000. "A Structural VAR Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 321-42, December.
- Dungey, Mardi & Pitchford, John, 2000.
"The Steady Inflation Rate of Economic Growth,"
The Economic Record,
The Economic Society of Australia, vol. 76(235), pages 386-400, December.
- Mardi Dungey & John Pitchford, 1999. "The Steady Inflation Rate of Economic Growth," CEPR Discussion Papers 414, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Mardi Dungey & Vance L Martin & Adrian R Pagan, 2000. "A multivariate latent factor decomposition of international bond yield spreads," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 697-715.
- Mardi Dungey & Ben Hayward, 2000. "Dating Changes in Monetary Policy in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 33(3), pages 281-285.
- Singh, Ajit & Zammit, Ann, 2000. "International Capital Flows: Identifying the Gender Dimension," World Development, Elsevier, vol. 28(7), pages 1249-1268, July.
- Rogers, L. C. G. & Stummer, Wolfgang, 2000. "Consistent fitting of one-factor models to interest rate data," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 45-63, August.
- L. C. G. Rogers & S. E. Satchell, 2000. "Does the behaviour of the asset tell us anything about the option price formula? A cautionary tale," Applied Financial Economics, Taylor and Francis Journals, vol. 10(1), pages 37-39.
1999
- Cook, Steven & Holly, Sean & Turner, Paul, 1999. "The power of tests for non-linearity: the case of Granger-Lee asymmetry," Economics Letters, Elsevier, vol. 62(2), pages 155-159, February.
- Steven Cook & Sean Holly & Paul Turner, 1999. "DHSY revisited: the role of asymmetries," Applied Economics, Taylor and Francis Journals, vol. 31(7), pages 775-778.
- Dungey, M. H., 1999.
"Decomposing exchange rate volatility around the Pacific Rim,"
Journal of Asian Economics,
Elsevier, vol. 10(4), pages 525-535.
- Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers 1999.12, School of Economics, La Trobe University.
- Mardi H Dungey, 1999. "Decomposing Exchange Rate Volatility Around the Pacific Rim," Working Papers 1999.12, School of Economics, La Trobe University.
- Luisa CORRADO, 1999.
"Domino Effects in a Multilateral Peg Model of Currency Crisis with State-Contingent Reserve Dynamics,"
Rivista Italiana degli Economisti,
SIE - Societa' Italiana degli Economisti (I), vol. 4(2), pages 239-254, August.
- Corrado Luisa, 1999. "Domino Effects in a Multilateral Peg Model of Currency Crisis with State-Contingent Reserve Dynamics," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 239-254.
- Ajit Singh, 1999. "Should Africa promote stock market capitalism?," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(3), pages 343-365.
- Dybvig, Philip H & Rogers, L C G & Back, Kerry, 1999. "Portfolio Turnpikes," Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 165-95.
1998
- Sean Holly & Martin Weale, 1998. "Uncertainty and Macroeconomic Modelling," National Institute Economic Review, National Institute of Economic and Social Research, vol. 164(1), pages 63-64, April.
- Mardi Dungey, 1998.
"Why Tax Foreign Exchange? Comments On A Proposed Tobin Tax,"
Economic Papers,
The Economic Society of Australia, vol. 17(3), pages 41-46, 09.
- Mardi H Dungey, 1998. "Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax," Working Papers 1998.04, School of Economics, La Trobe University.
- Mardi H Dungey, 1998. "Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax," Working Papers 1998.04, School of Economics, La Trobe University.
- Singh, Ajit & Weisse, Bruce A., 1998.
"Emerging stock markets, portfolio capital flows and long-term economie growth: Micro and macroeconomic perspectives,"
World Development,
Elsevier, vol. 26(4), pages 607-622, April.
- Singh, A. & Weisse, B. A., 1998. "Emerging Stock Markets, Portfolio Capital Flows and Long-term Economic Growth: Micro and Macroeconomic Perspectives," Accounting and Finance Discussion Papers 98-af40, Faculty of Economics, University of Cambridge.
- Ajit Singh, 1998. "Savings, investment and the corporation in the East Asian miracle," The Journal of Development Studies, Taylor and Francis Journals, vol. 34(6), pages 112-137.
- L. C. G. Rogers, 1998. "Volatility Estimation with Price Quanta," Mathematical Finance, Wiley Blackwell, vol. 8(3), pages 277-290.
- David G. Hobson & L. C. G. Rogers, 1998. "Complete Models with Stochastic Volatility," Mathematical Finance, Wiley Blackwell, vol. 8(1), pages 27-48.
1997
- Holly, Sean & Jones, Natasha, 1997. "House prices since the 1940s: Cointegration, demography and asymmetries," Economic Modelling, Elsevier, vol. 14(4), pages 549-565, October.
- Holly, Sean, 1997. "Relative Price Dispersion and the Rate of Inflation: The Evidence from Japan," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 12, pages 206-226.
- Singh, Ajit, 1997.
"Financial Liberalisation, Stockmarkets and Economic Development,"
Economic Journal,
Royal Economic Society, vol. 107(442), pages 771-82, May.
- Ajit Singh, 1998. "Financial liberalisation, stockmarkets and economic development," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), vol. 8(1), pages 165-182.
- Ha-Joon Chang & Ajit Singh, 1997. "POLICY ARENA: Can Large Firms Be Run Efficiently Without Being Bureaucratic?," Journal of International Development, John Wiley & Sons, Ltd., vol. 9(6), pages 865-875.
- L.C.G. Rogers & E.J. Stapleton, 1997. "Fast accurate binomial pricing," Finance and Stochastics, Springer, vol. 2(1), pages 3-17.
- Dybvig, Philip H & Rogers, L C G, 1997. "Recovery of Preferences from Observed Wealth in a Single Realization," Review of Financial Studies, Society for Financial Studies, vol. 10(1), pages 151-74.
- L. C. G. Rogers, 1997. "The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates," Mathematical Finance, Wiley Blackwell, vol. 7(2), pages 157-176.
- L. C. G. Rogers, 1997. "Arbitrage with Fractional Brownian Motion," Mathematical Finance, Wiley Blackwell, vol. 7(1), pages 95-105.
- Paul Howe, 1997. "Insiders and Outsiders in a Community of Europeans: A Reply to Kostakopoulou," Journal of Common Market Studies, Wiley Blackwell, vol. 35(2), pages 309-314, 06.
1995
- Holly, Sean, 1995. "Exchange Rate Uncertainty and Export Performance: Supply and Demand Effects," Scottish Journal of Political Economy, Scottish Economic Society, vol. 42(4), pages 381-91, November.
- Howes, Candace & Singh, Ajit, 1995. "Long-term trends in the World economy: The gender dimension," World Development, Elsevier, vol. 23(11), pages 1895-1911, November.
1994
- Holly, Sean, 1994. "Editorial," Economic Modelling, Elsevier, vol. 11(1), pages 3-3, January.
- Holly, Sean & Milne, Alistair, 1994. "Editors' introduction," Economic Modelling, Elsevier, vol. 11(2), pages 123-123, April.
- Singh, Ajit, 1994. "Openness and the market friendly approach to development: Learning the right lessons from development experience," World Development, Elsevier, vol. 22(12), pages 1811-1823, December.
- Amsden, Alice H. & Singh, Ajit, 1994. "The optimal degree of competition and dynamic efficiency in Japan and Korea," European Economic Review, Elsevier, vol. 38(3-4), pages 941-951, April.
- Ajit Singh & Alice H. Amsden, 1994. "Concurrence dirigée et efficacité dynamique en Asie : Japon, Corée du Sud, Taïwan," Revue Tiers Monde, Programme National Persée, vol. 35(139), pages 643-657.
- Ajit Singh, 1994. "Du plan au marché : la réforme maîtrisée en Chine," Revue Tiers Monde, Programme National Persée, vol. 35(139), pages 659-684.
1993
- Harcourt, G C & Hughes, A & Singh, A, 1993. "Austin Robinson, 20 November 1897-1 June 1993: An Appreciation," Cambridge Journal of Economics, Oxford University Press, vol. 17(4), pages 365-68, December.
1992
- Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(3), pages 498-512, September.
- Singh, Ajit, 1992. "Urbanisation, Poverty and Employment: The Large Metropolis in the Third World," Contributions to Political Economy, Oxford University Press, vol. 11(0), pages 15-40.
1991
- Dinenis, Elias & Holly, Sean, 1991. "Trade prices and supply in the UK economy," Economic Modelling, Elsevier, vol. 8(4), pages 537-545, October.
- Holly, Sean & Wade, Keith, 1991. "UK Exports of Manufactures: The Role of Supply Side Factors," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(1), pages 1-18, February.
- Harcourt, G C & Singh, Ajit, 1991. "Sukhamoy Chakravarty, 26 July 1934-22 August 1990," Cambridge Journal of Economics, Oxford University Press, vol. 15(1), pages 1-3, March.
- Bruss, F. T. & Rogers, L. C. G., 1991. "Pascal processes and their characterization," Stochastic Processes and their Applications, Elsevier, vol. 37(2), pages 331-338, April.
- Bruss, F. Thomas & Rogers, L. C. G., 1991. "Embedding optimal selection problems in a Poisson process," Stochastic Processes and their Applications, Elsevier, vol. 38(2), pages 267-278, August.
1990
- Currie, David & Holly, Sean, 1990. "Effort, productivity and market valuation: The case of UK manufacturing," European Economic Review, Elsevier, vol. 34(2-3), pages 375-384, May.
1989
- Holly, Sean & Smith, Peter, 1989. "Interrelated factor demands for manufacturing: A dynamic translog cost function approach," European Economic Review, Elsevier, vol. 33(1), pages 111-126, January.
- Dinenis, Elias & Holly, Sean & Levine, Paul & Smith, Peter, 1989. "The London Business School econometric model : Some recent developments," Economic Modelling, Elsevier, vol. 6(3), pages 243-351, July.
- Singh, Ajit, 1989. "Third World Competition and De-industrialisation in Advanced Countries," Cambridge Journal of Economics, Oxford University Press, vol. 13(1), pages 103-20, March.
- Cosh, A. D. & Hughes, A. & Lee, K. & Singh, A., 1989. "Institutional investment, mergers and the market for corporate control," International Journal of Industrial Organization, Elsevier, vol. 7(1), pages 73-100, March.
1988
- Holly, Sean & Longbottom, Andrew, 1988. "Company acquisitions, investment and Tobin's Q: Evidence for the United Kingdom," Journal of Economics and Business, Elsevier, vol. 40(2), pages 103-115, May.
- Ajit Singh, 1988. "La révolution industrielle inachevée du Tiers Monde. Perspectives et politiques de reprise," Revue Tiers Monde, Programme National Persée, vol. 29(115), pages 909-927.
1987
- Holly, Sean, 1987. "Non-cooperative dynamic games with rational observers," Journal of Economic Dynamics and Control, Elsevier, vol. 11(2), pages 159-161, June.
- Holly, Sean & Smith, Peter, 1987. "A Two-Sector Analysis of the UK Labour Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(1), pages 79-102, February.
1986
- Holly, Sean, 1986. "Games, expectations, and optimal policy for open economies," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 45-49, June.
- Fisher, P. G. & Holly, S. & Hughes Hallett, A. J., 1986. "Efficient solution techniques for dynamic non-linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 139-145, June.
- Corker, R. J. & Holly, S. & Ellis, R. G., 1986. "Uncertainty and forecast precision," International Journal of Forecasting, Elsevier, vol. 2(1), pages 53-53.
- Singh, Ajit, 1986. "International debt: Systematic risk and policy response : William R. Cline, (Institute for International Economics, Washington, DC, 1984) pp. XIX +317," Journal of Development Economics, Elsevier, vol. 22(2), pages 396-399.
1984
- Budd, Alan & Dicks, Geoffrey & Holly, Sean & Keating, Giles & Robinson, Bill, 1984. "The London Business School econometric model of the UK," Economic Modelling, Elsevier, vol. 1(4), pages 355-420, October.
1983
- Holly, S. & Zarrop, M. B., 1983. "On optimality and time consistency when expectations are rational," European Economic Review, Elsevier, vol. 20(1-3), pages 23-40, January.
1982
- Holly, Sean & Longbottom, J Andrew, 1982. "The Empirical Relationship between the Money Stock and the Price Level in the UK: A Test of Causality," Bulletin of Economic Research, Wiley Blackwell, vol. 34(1), pages 17-42, May.
1979
- Singh, Ajit, 1979. "The `Basic Needs' approach to development vs the new international economic order: The significance of Third World industrialization," World Development, Elsevier, vol. 7(6), pages 585-606, June.
1977
- Singh, Ajit, 1977. "UK Industry and the World Economy: A Case of De-industrialisation?," Cambridge Journal of Economics, Oxford University Press, vol. 1(2), pages 113-36, June.
1975
- Singh, Ajit, 1975. "Take-Overs, Economic Natural Selection, and the Theory of the Firm: Evidence from the Postwar United Kingdom Experience," Economic Journal, Royal Economic Society, vol. 85(339), pages 497-515, September.
- Singh, Ajit & Whittington, Geoffrey, 1975. "The Size and Growth of Firms," Review of Economic Studies, Wiley Blackwell, vol. 42(1), pages 15-26, January.
Books
2011
- Chadha,Jagjit S. & Holly,Sean (ed.), 2011. "Interest Rates, Prices and Liquidity," Cambridge Books, Cambridge University Press, number 9781107014732.
- Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2011. "Transmission of Financial Crises and Contagion: A Latent Factor Approach," OUP Catalogue, Oxford University Press, number 9780199739837, July.
2005
- Dungey, Mardi & Tambakis, Demosthenes N. (ed.), 2005. "Identifying International Financial Contagion: Progress and Challenges," OUP Catalogue, Oxford University Press, number 9780195187182, July.
2000
- Holly,Sean & Weale,Martin (ed.), 2000. "Econometric Modelling," Cambridge Books, Cambridge University Press, number 9780521650694.
1993
- Singh,Ajit & Tabatabai,Hamid (ed.), 1993. "Economic Crisis and Third World Agriculture," Cambridge Books, Cambridge University Press, number 9780521441018.
1989
- Holly,Sean & Hughes Hallet,Andrew, 1989.
"Optimal Control, Expectations and Uncertainty,"
Cambridge Books,
Cambridge University Press, number 9780521264440.
- Holly,Sean & Hughes Hallet,Andrew, 2010. "Optimal Control, Expectations and Uncertainty," Cambridge Books, Cambridge University Press, number 9780521126335.
Chapters
2012
- Jagjit S Chadha & Luisa Corrado & Jack Meaning, 2012.
"Reserves, liquidity and money: an assessment of balance sheet policies,"
BIS Papers chapters,
in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 294-347
Bank for International Settlements.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, Liquidity and Money: An Assessment of Balance Sheet Policies," CEIS Research Paper 230, Tor Vergata University, CEIS, revised 18 Apr 2012.
- Jagjit S. Chadha & Luisa Corrado & Jack Meaning, 2012. "Reserves, Liquidity and Money: An Assessment of Balance sheet Policies," Studies in Economics 1208, Department of Economics, University of Kent.
2010
- Mardi Dungey, 2010. "Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.
2005
- Mardi Dungey, 2005. "Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth'," RBA Annual Conference Volume, in: Christopher Kent & David Norman (ed.), The Changing Nature of the Business Cycle Reserve Bank of Australia.
1998
- Mardi Dungey & John Pitchford, 1998.
"Prospects for Output and Employment Growth with Steady Inflation,"
RBA Annual Conference Volume,
in: Guy Debelle & Jeff Borland (ed.), Unemployment and the Australian Labour Market
Reserve Bank of Australia.
- Dungey, M. & Pitchford, J., 1998. "Prospects for Output and Employment Growth with Steady Inflation," CEPR Discussion Papers 387, Centre for Economic Policy Research, Research School of Economics, Australian National University.

