Publications

by members of

Department of Economics
Birkbeck College
University of London
London, United Kingdom

Working papers

2008

1. Chetan Ghate & Stephen Wright, 2008. "The "V-Factor" : Distribution, Timing and Correlates of the Great Indian Growth Turnaround," Discussion Papers of DIW Berlin 783, DIW Berlin, German Institute for Economic Research. [Downloadable!]
2. Alvaro Cartea & Marcelo G. Figueroa & Helyette Geman, 2008. "Modelling Electricity Prices with Forward Looking Capacity Constraints," Birkbeck Working Papers in Economics and Finance 0802, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
3. Daniela Di Cagno & Emanuela Sciubba, 2008. "Social Networks and Trust: not the Experimental Evidence you may Expect," Birkbeck Working Papers in Economics and Finance 0801, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
4. Dees, Stephane & Pesaran, 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). [Downloadable!]
5. 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. [Downloadable!]
6. 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. [Downloadable!]
7. Luis A. V. Catao & Ana Fostel & Sandeep Kapur, 2008. "Persistent Gaps and Default Traps," Birkbeck Working Papers in Economics and Finance 0803, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

2007

1. Brad Baxter & Liam Graham & Stephen Wright, 2007. "The Endogenous Kalman Filter," Birkbeck Working Papers in Economics and Finance 0719, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
2. Subir Bose & Arup Daripa, 2007. "Optimal Sale: Auctions with a Buy-Now Option," Birkbeck Working Papers in Economics and Finance 0702, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
3. Arup Daripa, 2007. "Uninformative Equilibrium in Uniform Price Auctions," Birkbeck Working Papers in Economics and Finance 0701, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
4. Arup Daripa, 2007. "Monitoring versus Gatekeeping," Birkbeck Working Papers in Economics and Finance 0715, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
5. Subir Bose & Arup Daripa, 2007. "A Dynamic Mechanism and Surplus Extraction Under Ambiguity," Birkbeck Working Papers in Economics and Finance 0716, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
6. Kurmas Akdogan & Yunus Aksoy, 2007. "Exchange Rates and Fundamentals : Is there a Role for Nonlinearities in Real Time?," Working Papers 0703, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
7. Yunus Aksoy & Miguel A. Leon-Ledesma, 2007. "Non-linearities and Unit Roots in G7 Macroeconomic Variables," Birkbeck Working Papers in Economics and Finance 0710, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
8. Reik H. Boerger & Alvaro Cartea & Ruediger Kiesel & Gero Schindlmayr, 2007. "A Multivariate Commodity Analysis and Applications to Risk Management," Birkbeck Working Papers in Economics and Finance 0709, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
9. Alvaro Cartea & Diego del-Castillo-Negrete, 2007. "On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions," Birkbeck Working Papers in Economics and Finance 0708, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
10. Alvaro Cartea & Pablo Villaplana Conde, 2007. "Spot Price Modeling and the Valuation of Electricity Forward Contracts: the Role of Demand and Capacity," Birkbeck Working Papers in Economics and Finance 0718, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
11. Alvaro Cartea & Thilo Meyer-Brandis, 2007. "How Does Duration Between Trades of Underlying Securities Affect Option Prices," Birkbeck Working Papers in Economics and Finance 0721, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
12. Jihong Lee, 2007. "Unforeseen Contingency and Renegotiation with Asymmetric Information," Birkbeck Working Papers in Economics and Finance 0717, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
13. Ken Hori, 2007. "Multiple Applications Matching Function: An Alternative," Birkbeck Working Papers in Economics and Finance 0706, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
14. J Paul Dunne & Samuel Perlo-Freeman & Ron P Smith, 2007. "The Demand for Military Expenditure in Developing Countries: Hostility versus Capability," Discussion Papers 0707, University of the West of England, School of Economics. [Downloadable!]
15. Ron Smith & M. Hashem Pesaran, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy. [Downloadable!]
16. Ron Smith & Gylfi Zoega, 2007. "Global Factors, Unemployment Adjustment and the Natural Rate," Kiel Working Papers 1367, Kiel Institute for the World Economy. [Downloadable!]
17. Paul Anand & Cristina Santos & Ron Smith, 2007. "The measurement of capabilities," Open Discussion Papers in Economics 67, The Open University, Faculty of Social Sciences, Department of Economics.
18. Sharon Kozicki & P.A. Tinsley, 2007. "Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation," Working Papers 07-19, Bank of Canada. [Downloadable!]
19. Sharon Kozicki & P.A. Tinsley, 2007. "Term Structure Transmission of Monetary Policy," Working Papers 07-30, Bank of Canada. [Downloadable!]
20. Sandeep Kapur & Ana Fostel & Luis Catão, 2007. "Persistent Gaps, Volatility Types, and Default Traps," IMF Working Papers 07/148, International Monetary Fund. [Downloadable!]
21. Driffill, John & Rotondi, Zeno, 2007. "Inertia in Taylor Rules," CEPR Discussion Papers 6570, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
22. Fernando Alexandre & Pedro Bação & John Driffill, 2007. "Optimal monetary policy with a regime-switching exchange rate in a forward-looking model," NIPE Working Papers 26/2007, NIPE - Universidade do Minho. [Downloadable!]
23. John Driffill & Zeno Rotondi, 2007. "Inertia in Taylor Rules," WEF Working Papers 0032, ESRC World Economy and Finance Research Programme, Birkbeck, University of London. [Downloadable!]
24. John Driffill & Zeno Rotondi, 2007. "Inertia in Taylor Rules," Birkbeck Working Papers in Economics and Finance 0720, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
25. Fernando Alexandre & Pedro Bação & John Driffill, 2007. "Optimal monetary policy with a regime-switching exchange rate in a forward-looking model," GEMF Working Papers 2007-09, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
26. Antoine Jacquier, 2007. "Asymptotic skew under stochastic volatility," Birkbeck Working Papers in Economics and Finance 0703, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
27. Antoine Jacquier & Saad Slaoui, 2007. "Variance Dispersion and Correlation Swaps," Birkbeck Working Papers in Economics and Finance 0712, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

2006

1. Liam Graham & Stephen Wright, 2006. "Inspecting the noisy mechanism: the stochastic growth model with partial information," Computing in Economics and Finance 2006 207, Society for Computational Economics. [Downloadable!]
2. Yunus Aksoy & Kurmas Akdogan, 2006. "Exchange Rates and Fundamentals: Is there a Role for Nonlinearities in Real Time?," Computing in Economics and Finance 2006 12, Society for Computational Economics. [Downloadable!]
3. Yunus Aksoy & Hanno Lustig, 2006. "Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure," Birkbeck Working Papers in Economics and Finance 0609, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
4. Alvaro Cartea & Sam Howison, 2006. "Option Pricing with Lévy-Stable Processes Generated by Lévy-Stable Integrated Variance," Birkbeck Working Papers in Economics and Finance 0602, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
5. Alvaro Cartea & Diego del-Castillo-Negrete, 2006. "Fractional Diffusion Models of Option Prices in Markets with Jumps," Birkbeck Working Papers in Economics and Finance 0604, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
6. Alvaro Cartea & Thomas Williams, 2006. "UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts," Birkbeck Working Papers in Economics and Finance 0608, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
7. Fred Espen Benth & Alvaro Cartea & Ruediger Kiesel, 2006. "Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium," Birkbeck Working Papers in Economics and Finance 0611, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
8. Tarek Coury & Emanuela Sciubba, 2006. "Belief Heterogeneity and Survival in Incomplete Markets," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
9. Gyöngyi Lóránth & Emanuela Sciubba, 2006. "Relative Performance, Risk and Entry in the Mutual Fund Industry," Birkbeck Working Papers in Economics and Finance 0612, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
10. Pramila Krishnan & Emanuela Sciubba, 2006. "Links and Architecture in Village Networks," Birkbeck Working Papers in Economics and Finance 0614, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
11. Kenjiro Hori, 2006. "Profit-Sharing as the Optimal Wage Contract," Birkbeck Working Papers in Economics and Finance 0601, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
12. M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling with a Global Perspective," IEPR Working Papers 06.43, Institute of Economic Policy Research (IEPR). [Downloadable!]
13. Pesaran, M.H. & Smith, R., 2006. "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge. [Downloadable!]
14. Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics 0634, Faculty of Economics, University of Cambridge. [Downloadable!]
15. Sharon Kozicki & P.A. Tinsley, 2006. "Survey-Based Estimates of the Term Structure of Expected U.S. Inflation," Working Papers 06-46, Bank of Canada. [Downloadable!]
16. Buiter, Willem H & Sibert, Anne, 2006. "Deflationary Bubbles," CEPR Discussion Papers 5637, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
17. Sibert, Anne, 2006. "Is Central Bank Transparency Desirable?," CEPR Discussion Papers 5641, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
18. Anne Sibert, 2006. "Central Banking by Committee," DNB Working Papers 091, Netherlands Central Bank, Research Department. [Downloadable!]
19. Sibert, Anne, 2006. "Central Banking by Committee," CEPR Discussion Papers 5626, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
20. Marcelo G. Figueroa, 2006. "Pricing Multiple Interruptible-Swing Contracts," Birkbeck Working Papers in Economics and Finance 0606, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
21. Stephen Satchel & Vincenzo Merella, 2006. "Valuation of Options in a Setting with Happiness-Augmented Preferences," Research Paper Series 182, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

2005

1. Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
2. Arup Daripa, 2005. "Optimal Collective Contract Without Peer Monitoring," Development and Comp Systems 0511019, EconWPA. [Downloadable!]
3. Arup Daripa, 2005. "How (Not) to Sell Money," Macroeconomics 0511019, EconWPA. [Downloadable!]
4. Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Finance 0511009, EconWPA. [Downloadable!]
5. Arup Daripa, 2005. "Informational Free Rides in Uniform Price Auctions: Exception or Norm?," Microeconomics 0511007, EconWPA. [Downloadable!]
6. Arup Daripa & Jeffrey Nilsen, 2005. "Subsidizing Inventory: A Theory of Trade Credit and Prepayment," Birkbeck Working Papers in Economics and Finance 0522, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
7. Arup Daripa, 2005. "Informational Free Rides in Uniform Price Auctions: Exception or Norm?," Birkbeck Working Papers in Economics and Finance 0521, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
8. Arup Daripa & Simone Varotto, 2005. "Ex Ante Versus Ex Post Regulation of Bank Capital," Birkbeck Working Papers in Economics and Finance 0518, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
9. Arup Daripa, 2005. "How (Not) to Sell Money," Birkbeck Working Papers in Economics and Finance 0520, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
10. Arup Daripa, 2005. "Optimal Collective Contract Without Peer Monitoring," Birkbeck Working Papers in Economics and Finance 0519, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
11. Yunus Aksoy & Tomasz Piskorski, 2005. "U.S. Domestic Money, Inflation and Output," Birkbeck Working Papers in Economics and Finance 0506, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
12. Yunus Aksoy & Athanasios Orphanides & David Small & Volker Wieland & David Wilcox, 2005. "A Quantitative Exploration of the Opportunistic Approach to Disinflation," CFS Working Paper Series 2005/19, Center for Financial Studies. [Downloadable!]
13. Yunus Aksoy & Miguel A. León-Ledesma, 2005. "Interest rates and output in the long-run," Working Paper Series 434, European Central Bank. [Downloadable!]
14. Alvaro Cartea & Marcelo_Gustavo Figueroa, 2005. "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Finance 0501011, EconWPA, revised 10 Sep 2005. [Downloadable!]
15. Alvaro Cartea & Marcelo Gustavo Figueroa, 2005. "Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality," Birkbeck Working Papers in Economics and Finance 0507, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
16. Alvaro Cartea, 2005. "Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process," Birkbeck Working Papers in Economics and Finance 0508, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
17. Jihong Lee & Hamid Sabourian, 2005. "Efficiency in Negotiation: Complexity and Costly Bargaining," Birkbeck Working Papers in Economics and Finance 0505, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
18. Kenjiro Hori, 2005. "Job Matching with Multiple-Hiring Firms and Heterogeneous Workers: A Microfoundation," Birkbeck Working Papers in Economics and Finance 0514, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
19. Paul Dunne & Maria del Carmen Garcia-Alonso & Paul Levine & Ron Smith, 2005. "Military Procurement, Industry Structure and Regional Conflict," Studies in Economics 0502, Department of Economics, University of Kent. [Downloadable!]
20. Ron Smith & Gylfi Zoega, 2005. "Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach," Birkbeck Working Papers in Economics and Finance 0524, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
21. 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. [Downloadable!]
22. Sharon Kozicki & Peter Tinsley, 2005. "Minding the gap : central bank estimates of the unemployment natural rate," Research Working Paper RWP 05-03, Federal Reserve Bank of Kansas City. [Downloadable!]
23. Sharon Kozicki & P.A. Tinsley, 2005. "Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation," Research Working Paper RWP 05-04, Federal Reserve Bank of Kansas City. [Downloadable!]
24. Peter Tinsley & Sharon Kozicki, 2005. "Central Bank Estimates of the Unemployment Natural Rate," Computing in Economics and Finance 2005 138, Society for Computational Economics.
25. Sharon Kozicki & Peter Tinsley, 2005. "Term structure transmission of monetary policy," Research Working Paper RWP 05-06, Federal Reserve Bank of Kansas City. [Downloadable!]
26. Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Birkbeck Working Papers in Economics and Finance 0503, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
27. Campbell Cowie & Sandeep Kapur, 2005. "The Management of Digital Rights in Pay TV," Birkbeck Working Papers in Economics and Finance 0510, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
28. Buiter, Willem H & Sibert, Anne, 2005. "How the Eurosystem’s Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and what to do about it)," CEPR Discussion Papers 5387, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
29. Vincenzo Merella & Steve Satchell, 2005. "The Impact of Consumer Confidence on Expected Utility Maximization: A Contribution to the Equity Premium Puzzle Literature," Birkbeck Working Papers in Economics and Finance 0525, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]

2004

1. Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group. [Downloadable!]
2. Yunus Aksoy & Tomasz Piskorski, 2004. "U.S. Domestic Money, Inflation and Output," Macroeconomics 0401007, EconWPA. [Downloadable!]
3. Yunus Aksoy & Miguel León-Ledesma, 2004. "Interest Rates and Output in the Long-run," Studies in Economics 0409, Department of Economics, University of Kent. [Downloadable!]
4. Yunus Aksoy & Miguel A. Leon-Ledesma, 2004. "Interest Rates and Output in the Long Run," Money Macro and Finance (MMF) Research Group Conference 2004 92, Money Macro and Finance Research Group. [Downloadable!]
5. Alvaro Cartea & Sam Howison, 2004. "Option Pricing with Levy-Stable Processes," OFRC Working Papers Series 2004mf01, Oxford Financial Research Centre. [Downloadable!]
6. Krishnan, P. & Sciubba, E., 2004. "Links and Architecture in Village Networks (previously: Endogenous Network Formation and Informal Institutions in Village Economies)," Cambridge Working Papers in Economics 0462, Faculty of Economics, University of Cambridge. [Downloadable!]
7. Lee, J. & Sabourian, H., 2004. "Complexity and Efficiency in Repeated Games and Negotiation," Cambridge Working Papers in Economics 0419, Faculty of Economics, University of Cambridge. [Downloadable!]
8. Paul Dunne & Maria del Carmen Garcia-Alonso & Paul Levine Author Name: Ron Smith, 2004. "Managing Asymmetric Conflict," Studies in Economics 0411, Department of Economics, University of Kent. [Downloadable!]
9. M Pesaran & Yongcheol Shin & Ron P Smith, 2004. "Pooled mean group estimation of dynamic heterogeneous panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
10. J Paul Dunne & Ron Smith & Dirk Willenbockel, 2004. "Models of Military Expenditure and Growth: A Critical Review," Discussion Papers 0408, University of the West of England, School of Economics. [Downloadable!]
11. Ron Smith & Gylfi Zoega, 2004. "Global Shocks and Unemployment Adjustment," Birkbeck Working Papers in Economics and Finance 0401, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
12. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
13. Ron Smith & Gylfi Zoega, 2004. "Global Shocks and Unemployment Adjustment," Economics wp24_smith, Department of Economics, Central bank of Iceland. [Downloadable!]
14. Ron Smith & Gylfi Zoega, 2004. "Global Shocks and Unemployment Adjustment," DEGIT Conference Papers c009_003, DEGIT, Dynamics, Economic Growth, and International Trade. [Downloadable!]
15. Paul Anand & Graham Hunter & Ron Smith, 2004. "Capabilities and Wellbeing: Evidence Based on the Sen-Nussbaum Approach to Welfare," Open Discussion Papers in Economics 47, The Open University, Faculty of Social Sciences, Department of Economics.
16. P.A. Tinsley & Sharon Kozicki, 2004. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," Computing in Economics and Finance 2004 146, Society for Computational Economics. [Downloadable!]
17. Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408001, EconWPA. [Downloadable!]
18. Sandeep Kapur & Allan Timmermann, 2004. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Finance 0408005, EconWPA. [Downloadable!]
19. Sandeep Kapur & Luis Catão, 2004. "Missing Link: Volatility and the Debt Intolerance Paradox," IMF Working Papers 04/51, International Monetary Fund. [Downloadable!]
20. Suma Athreye & Sandeep Kapur, 2004. "Industrial Concentration in a Liberalising Economy: a Study of Indian Manufacturing," Open Discussion Papers in Economics 51, The Open University, Faculty of Social Sciences, Department of Economics.
21. Buiter, Willem H & Sibert, Anne, 2004. "Cross-Border Tax Externalities: Are Budget Deficits too Small?," CEPR Discussion Papers 4164, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
22. Willem Buiter & Anne Sibert, 2004. "Cross-Border Tax Externalities: Are Budget Deficits Too Small?," Birkbeck Working Papers in Economics and Finance 0408, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
23. Willem Buiter & Anne Sibert, 2004. "Deflationary Bubbles," Birkbeck Working Papers in Economics and Finance 0409, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
24. Willem H. Buiter & Anne C. Sibert, 2004. "Deflationary Bubbles," NBER Working Papers 10642, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
25. Buiter, Willem H & Sibert, Anne, 2004. "Deflationary Bubbles," CEPR Discussion Papers 4528, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
26. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
27. Driffill, John & Rotondi, Zeno, 2004. "Monetary Policy and Lexicographic Preference Ordering," CEPR Discussion Papers 4247, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2003

1. Arup Daripa & Sandeep Kapur, 2003. "Pricing on the Internet," Microeconomics 0312007, EconWPA. [Downloadable!]
2. Aksoy, Yunus & Orphanides, Athanasios & Small, David & Wieland, Volker & Wilcox, David, 2003. "A Quantitative Exploration of the Opportunistic Approach to Disinflation," CEPR Discussion Papers 4073, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. J Paul Dunne & Maria Garcia Alonso & Paul Levine & Ron Smith, 2003. "Concentration in the International Arms Industry¤," Discussion Papers 0301, University of the West of England, School of Economics. [Downloadable!]
4. Peter Tinsley & Sharon Kozicki, 2003. "Alternative Sources of the Lag Dynamics of Inflation," Computing in Economics and Finance 2003 92, Society for Computational Economics. [Downloadable!]
5. Sharon Kozicki & P.A. Tinsley, 2003. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Research Working Paper RWP 03-09, Federal Reserve Bank of Kansas City. [Downloadable!]
6. Sharon Kozicki & P.A. Tinsley, 2003. "Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information," CFS Working Paper Series 2003/41, Center for Financial Studies. [Downloadable!]
7. Kapur, Sandeep & Timmermann, Allan G, 2003. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," CEPR Discussion Papers 4038, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Willem Buiter & Anne C. Sibert, 2003. "Cross-Border Tax Externalities: Are Budget Deficits Too Small?," NBER Working Papers 10110, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
9. Willem H. Buiter & Anne C. Sibert, 2003. "Cross-Border Tax Externalities: Are Budget Deficits too Small?," Levine's Bibliography 666156000000000430, UCLA Department of Economics. [Downloadable!]
10. Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003 119, Royal Economic Society. [Downloadable!]
11. Zeno Rotondi & John Driffill, 2003. "Delegation of Monetary Policy: More than a Relocation of the Time-Inconsistency Problem," Computing in Economics and Finance 2003 292, Society for Computational Economics. [Downloadable!]
12. Driffill, John & Rotondi, Zeno, 2003. "Delegation of Monetary Policy: More than a Relocation of the Time-Inconsistency Problem," CEPR Discussion Papers 3923, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2002

1. Alvaro Cartea & Sam Howison, 2002. "Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing," OFRC Working Papers Series 2002mf04, Oxford Financial Research Centre. [Downloadable!]
2. Lóránth, Gyöngyi & Sciubba, Emanuela, 2002. "Relative Performance, Risk and Entry in the Mutual Fund Industry," CEPR Discussion Papers 3504, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2002. "A Principal Components Approach to Cross-Section Dependence in Panels," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-3, International Conferences on Panel Data. [Downloadable!]
4. Sharon Kozicki & P.A. Tinsley, 2002. "Term premia : endogenous constraints on monetary policy," Research Working Paper RWP 02-07, Federal Reserve Bank of Kansas City. [Downloadable!]
5. Sharon Kozicki & P.A. Tinsley, 2002. "Alternative sources of the lag dynamics of inflation," Research Working Paper RWP 02-12, Federal Reserve Bank of Kansas City. [Downloadable!]
6. Sharon Kozicki & P.A. Tinsley, 2002. "Monetary Policy Transmission through Term Premiums," Computing in Economics and Finance 2002 250, Society for Computational Economics.
7. Mihov, Ilian & Sibert, Anne, 2002. "Credibility and Flexibility with Monetary Policy Committees," CEPR Discussion Papers 3278, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. John Driffill & Turalay Kenc & Martin Sola, 2002. "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002 304, Society for Computational Economics.

2001

1. Yunus Aksoy, 2001. "Real Exchange Rates and Monetary Policymaking in the EMU," Computing in Economics and Finance 2001 32, Society for Computational Economics.
2. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Between-Group Dependence in PPP Equations and its Causes: A Principal Components Approach," Computing in Economics and Finance 2001 140, Society for Computational Economics.
3. Jerry Coakley, Ana-Maria Fuertes, Ron Smith, 2001. "Small sample properties of panel time-series estimators with I(1) errors," Computing in Economics and Finance 2001 191, Society for Computational Economics.
4. Sharon Kozicki & P.A.Tinsley, 2001. "What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?," Research Working Paper RWP 01-02, Federal Reserve Bank of Kansas City. [Downloadable!]
5. Sharon Kozicki & P.A. Tinsley, 2001. "Dynamic specifications in optimizing trend-deviation macro models," Research Working Paper RWP 01-03, Federal Reserve Bank of Kansas City. [Downloadable!]
6. Sibert, Anne, 2001. "Monetary Policy With Uncertain Central Bank Preferences," CEPR Discussion Papers 3113, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

2000

1. Wright, S., 2000. "Optimal Monetary Policy with Sticky Nominal Debt Contracts," Cambridge Working Papers in Economics 0023, Faculty of Economics, University of Cambridge.
2. Yunus Aksoy, 2000. "Pricing to Market versus Menu Costs: Do They Really Conflict?," Econometric Society World Congress 2000 Contributed Papers 0257, Econometric Society.
3. Emanuela Sciubba, 2000. "Relative Performance and Herding in Financial Markets," Econometric Society World Congress 2000 Contributed Papers 1570, Econometric Society. [Downloadable!]
4. Guido Caldarelli & M. Piccioni & E. Sciubba, 2000. "A Numerical Study On The Evolution Of Portfolio Rules," Computing in Economics and Finance 2000 334, Society for Computational Economics. [Downloadable!]
5. Stefan Szymanski & Ron Smith, 2000. "Equality of Opportunity and Equality of Outcome: Static and Dynamic Competitive Balance in European and North American Sports Leagues," IASE Conference Papers 0006, International Association of Sports Economists. [Downloadable!]
6. James Clouse & Dale Henderson & Athanasios Orphanides & David Small & Peter Tinsley, 2000. "Monetary policy when the nominal short-term interest rate is zero," Finance and Economics Discussion Series 2000-51, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
7. Sharon Kozicki, P.A. Tinsley, 2000. "The Term Structure Of Expected Inflation," Computing in Economics and Finance 2000 293, Society for Computational Economics.
8. Dutta, J. & Kapur, S., 2000. "Default and Efficient Debt Markets," Discussion Papers 00-14, Department of Economics, University of Birmingham.

1999

1. Mason, R. & Wright, S., 1999. "The Effects of Uncertainty on Optimal Consumption," Discussion Paper Series In Economics And Econometrics 9907, Economics Division, School of Social Sciences, University of Southampton.
2. Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 1999. "The European Central Bank: Decision Rules and Macroeconomic Performance," CEPR Discussion Papers 2067, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge. [Downloadable!]
4. Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge. [Downloadable!]
5. Sharon Kozicki & Peter Tinsley, 1999. "Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information," Computing in Economics and Finance 1999 844, Society for Computational Economics.
6. Buiter, Willem H & Sibert, Anne, 1999. "UDROP: A Small Contribution to the New International Financial Architecture," CEPR Discussion Papers 2138, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. W Buiter & A Sibert, 1999. "UDROP: A Small Contribution to the International Financial Architecture," CEP Discussion Papers 0425, Centre for Economic Performance, LSE. [Downloadable!]
8. Sibert, Anne, 1999. "Monetary Policy Committees: Individual and Collective Reputations," CEPR Discussion Papers 2328, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Sibert, Anne, 1999. "Monetary Policy Committees: Individual and Collective Reputations," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]

1998

1. Wright, Stephen, 1998. "Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty," Cambridge Working Papers in Economics 9820, Faculty of Economics, University of Cambridge. [Downloadable!]
2. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge. [Downloadable!]
3. Pesaran, M. H. & Smith, Ron P., 1998. "Structural Analysis of Cointegrating VARs," Cambridge Working Papers in Economics 9811, Faculty of Economics, University of Cambridge.
4. P. A. Tinsley, 1998. "Rational error correction," Finance and Economics Discussion Series 1998-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
5. P. A. Tinsley, 1998. "Short rate expectations, term premiums, and central bank use of derivatives to reduce policy uncertainty," Finance and Economics Discussion Series 1999-14, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
6. Sharon Kozicki & P.A. Tinsley, 1998. "Vector rational error correction," Research Working Paper 98-03, Federal Reserve Bank of Kansas City. [Downloadable!]
7. Sharon Kozicki & P.A. Tinsley, 1998. "Term structure views of monetary policy," Research Working Paper 98-07, Federal Reserve Bank of Kansas City. [Downloadable!]
8. Driffill, John & Miller, Marcus, 1998. "No Credit for Transition: The Maastricht Treaty and German Unemployment," CEPR Discussion Papers 1929, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Driffill, John & Marcus Miller, 1998. "No Credit for Transition:Efficiency Wages, the Maastricht Treaty and German Unemployment," CSGR Working papers series 04/98, Centre for the Study of Globalisation and Regionalisation (CSGR), University of Warwick.
10. Driffill, John & Meschi, Meloria & Ulph, Alistair Mitchell, 1998. "Product Market Integration and Wages: Evidence from a Cross-Section of Manufacturing Establishments in the United Kingdom," CEPR Discussion Papers 1818, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1997

1. Pesaran, M. H. & Shin, Y. & Smith, R. P., 1997. "Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9721, Faculty of Economics, University of Cambridge.
2. P. A. Tinsley & Reva Krieger, 1997. "Asymmetric adjustments of price and output," Finance and Economics Discussion Series 1997-31, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
3. Sharon Kozicki & P.A. Tinsley, 1997. "Moving endpoints and the internal consistency of agents' ex ante forecasts," Research Working Paper 97-01, Federal Reserve Bank of Kansas City. [Downloadable!]
4. Sharon Kozicki & P.A. Tinsley, 1997. "Shifting endpoints in the term structure of interest rates," Research Working Paper 97-08, Federal Reserve Bank of Kansas City. [Downloadable!]
5. Ozkan, F Gulcin & Sibert, Anne & Sutherland, Alan, 1997. "Monetary Union, Entry Conditions and Economic Reform," CEPR Discussion Papers 1720, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
6. Sibert, Anne & Sutherland, Alan, 1997. "Monetary Regimes and Labour Market Reform," CEPR Discussion Papers 1731, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
7. Buiter, Willem H & Sibert, Anne, 1997. "Transition Issues for the European Monetary Union," CEPR Discussion Papers 1728, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
8. Sibert, Anne, 1997. "Monetary Integration and Economic Convergence," CEPR Discussion Papers 1561, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
9. Willem H. Buiter & Anne C. Sibert, 1997. "Transition Issues for the European Monetary Union," NBER Working Papers 6292, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
10. Driffill, John, 1997. "Real Interest Rates, Nominal Shocks, and Real Shocks," CEPR Discussion Papers 1647, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1996

1. Iain Begg & Jacques Bournay & Martin Weale & Stephen Wright, 1996. "Financial Intermediation Services Indirectly Measured: Estimates for France and the UK based on the Approach Adopted in the 1993 SNA," NIESR Discussion Papers 97, National Institute of Economic and Social Research. [Downloadable!]
2. Arupratan Daripa, 1996. "A Theory of Treasury Auctions," Archive Working Papers 006, Birkbeck, The Institute for Financial Research.
3. Jerry Coakley & Farida Kulasa & Ron Smith, 1996. "Saving, Investment and Capital Mobility in LDCs," Archive Discussion Papers 9610, Birkbeck, Department of Economics.
4. Raymond Board & P.A. Tinsley, 1996. "Smart systems and simple agents: industry pricing by parallel rules," Finance and Economics Discussion Series 1996-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
5. F. Brayton & P. Tinsley, 1996. "A guide to FRB/US: a macroeconomic model of the United States," Finance and Economics Discussion Series 96-42, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
6. Sharon Kozicki & P.A. Tinsley, 1996. "Moving endpoints and the internal consistency of agents' ex ante forecasts," Finance and Economics Discussion Series 96-47, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
7. Anne Sibert, 1996. "Monetary Integration and Economic Convergence," Archive Working Papers 030, Birkbeck, The Institute for Financial Research.
8. Anne Sibert & Jiming Ha, 1996. "Portfolio Substitution and Exchange Rate Volatility," Archive Working Papers 027, Birkbeck, The Institute for Financial Research.
9. Lihong Liu & Anne Sibert, 1996. "Government Finance with Currency Substitution," Archive Discussion Papers 9609, Birkbeck, Department of Economics.
10. Jiming Ha & Anne Sibert,, 1996. "Strategic Capital Taxation in Large Open Economies with Mobile Capital," Archive Discussion Papers 9608, Birkbeck, Department of Economics.
11. Driffill, J. & Meschi, M., 1996. "Unions and Wages in 1984 and 1990: Evidence from Cross Sections of Establishments in the UK," Discussion Paper Series In Economics And Econometrics 9643, Economics Division, School of Social Sciences, University of Southampton.

1995

1. Wright, S., 1995. "Forecasting the Bond Market," Cambridge Working Papers in Economics 9515, Faculty of Economics, University of Cambridge.
2. Pesaran, H. & Smith, R. & Im, K.S., 1995. "Dynamic Linear Models for Heterogeneous Panels," Cambridge Working Papers in Economics 9503, Faculty of Economics, University of Cambridge.
3. Pasaran, M.H. & Smith, R., 1995. "New Directions in Applied Macroeconomic Modelling," Cambridge Working Papers in Economics 9525, Faculty of Economics, University of Cambridge.
4. Lee, K. & Psaran, M.H. & Smith, R., 1995. "Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model," Cambridge Working Papers in Economics 9531, Faculty of Economics, University of Cambridge.

1993

1. Wright, S., 1993. "Measures of Real Effective Exchange Rates," Cambridge Working Papers in Economics 9316, Faculty of Economics, University of Cambridge.
2. Hashem, M. & Smith, R., 1993. "Alternative Approaches to Estimating Long-Run Energy Demand Elasticities: An Application to Asian Developing Countries," Cambridge Working Papers in Economics 9308, Faculty of Economics, University of Cambridge.
3. Pesaran, M.H. & Smith, R., 1993. "The Natural Rate Hypothesis and its Testable Implications," Cambridge Working Papers in Economics 9314, Faculty of Economics, University of Cambridge.
4. Levine, Paul L & Sen, Somnath & Smith, Ron P, 1993. "The Economics of the International Arms Trade," CEPR Discussion Papers 770, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. P.A. Tinsley, 1993. "Fitting both data and theories: polynomial adjustment costs and error- correction decision rules," Finance and Economics Discussion Series 93-21, Board of Governors of the Federal Reserve System (U.S.).
6. Flint Brayton & P.A. Tinsley, 1993. "Interest rate policies for price stability," Finance and Economics Discussion Series 93-22, Board of Governors of the Federal Reserve System (U.S.).
7. Dutta, J. & Kapur, S., 1993. "Liquidity and Financial Intermediation," Papers 188, Cambridge - Risk, Information & Quantity Signals.
8. Dutta, J. & Kapur, S., 1993. "Liquidity and Financial Intermediation," Papers 9330, Catholique de Louvain - Center for Operations Research and Economics.
9. Anne Sibert & Lihong Liu, 1993. "Government finance in a model of currency substitution," Research Working Paper 93-09, Federal Reserve Bank of Kansas City.
10. Anne C. Sibert & Lihong Liu, 1993. "Government Finance in a Model of Currency Substitution," IMF Working Papers 93/80, International Monetary Fund.

1992

1. Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
2. Pesaran, M.H. & Smith, R., 1992. "The Interaction Between Theory and Observation in Economics," Cambridge Working Papers in Economics 9223, Faculty of Economics, University of Cambridge.
3. Pesaran, M.H. & Smith, R., 1992. "Theory and Evidence in Economics," Cambridge Working Papers in Economics 9224, Faculty of Economics, University of Cambridge.
4. Kapur, S., 1992. "On Technological Expectations," Papers 170, Cambridge - Risk, Information & Quantity Signals.
5. Kapur, S., 1992. "On Technological Diffusion with Endogenous Learning," Papers 171, Cambridge - Risk, Information & Quantity Signals.
6. Kapur, S., 1992. "Irreversible Investment and Aggregate Instability," Papers 175, Cambridge - Risk, Information & Quantity Signals.
7. Kapur, S., 1992. "Flexibility and Information," Papers 177, Cambridge - Risk, Information & Quantity Signals.
8. Anne Sibert, 1992. "Can unconventional preferences explain risk premia in the foreign exchange markets?," Research Working Paper 92-02, Federal Reserve Bank of Kansas City.
9. Jiming Ha & Anne Sibert, 1992. "Strategic capital taxation in large, open economies with mobile capital," Research Working Paper 92-01, Federal Reserve Bank of Kansas City.
10. Driffill, J. & Miller, M., 1992. "Is the Road to Monetary Union Paved with Recession?," Economics Working Papers 1993-10, School of Economics and Management, University of Aarhus.
11. Driffill, J. & Sola, M., 1992. "Testing the Present Value Hypothesis from a Vector Autoregression with Stochastic Regime Switching," Discussion Paper Series In Economics And Econometrics 9216, Economics Division, School of Social Sciences, University of Southampton.
12. Sola, M. & Driffill, J., 1992. "Testing the Term Structure of Interest Rates from a Stationary Switching Regime VAR (forthcoming Journal of Economic Dynamics and Control, 1994)," Discussion Paper Series In Economics And Econometrics 9202, Economics Division, School of Social Sciences, University of Southampton.

1991

1. Anne Sibert, 1991. "Public finance and coordination problems in a common currency area," Research Working Paper 91-06, Federal Reserve Bank of Kansas City.
2. John Driffill & Christian Schultz, 1991. "Renegotiation in Repeated Cournot-Duopoly," Discussion Papers 91-13, University of Copenhagen. Department of Economics.

1990

1. F. Brayton & W. Kan & P.A. Tinsley & P. von zur Muehlen, 1990. "Here's looking at you: modelling and policy use of auction price expectations," Finance and Economics Discussion Series 126, Board of Governors of the Federal Reserve System (U.S.).
2. Anne Sibert, 1990. "Government finance in a common currency area," Research Working Paper 90-09, Federal Reserve Bank of Kansas City.
3. Craig S. Hakkio & Anne Sibert, 1990. "An equilibrium model of spot and forward exchange rates," Research Working Paper 90-02, Federal Reserve Bank of Kansas City.
4. Driffill, John, 1990. "The Term Structure of Interest Rates, Structural Stability and Macroeconomic Policy Changes in the UK," CEPR Discussion Papers 430, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
5. Driffill, J., 1990. "Changes In Regime And The Term Structure: A Note," Papers 9047, Tilburg - Center for Economic Research.
6. Driffill, J., 1990. "The Term Structure Of Interest Rates : Structural Stability And Macroeconomic Policy Changes In Uk," Papers 9036, Tilburg - Center for Economic Research.
7. Driffill, J. & Schultz, C., 1990. "Wage Setting And Stabilization Policy In A Game With Renegociation," Papers 9003, Tilburg - Center for Economic Research.

1989

1. Alogoskoufis, George & Smith, Ron P, 1989. "The Phillips Curve and the Lucas Critique: Some Historical Evidence," CEPR Discussion Papers 321, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. William Kan & Reva Krieger & P.A. Tinsley, 1989. "The long and short of industrial strength pricing," Finance and Economics Discussion Series 99, Board of Governors of the Federal Reserve System (U.S.).
3. Driffill, John & Mizon, Grayham Ernest & Ulph, Alistair Mitchell, 1989. "Costs of Inflation," CEPR Discussion Papers 293, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1988

1. David Neumark & P.A. Tinsley & Suzanne Tosini, 1988. "After-hours stock prices and post-crash hangovers," Finance and Economics Discussion Series 50, Board of Governors of the Federal Reserve System (U.S.).
2. Anne Sibert, 1988. "Taxing capital in an open economy," Research Working Paper 88-11, Federal Reserve Bank of Kansas City.
3. Kenneth Rogoff & Anne Sibert, 1988. "Elections and Macroeconomic Policy Cycles," NBER Working Papers 1838, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1987

1. Anne Sibert, 1987. "The risk premium in the foreign exchange market," Research Working Paper 87-07, Federal Reserve Bank of Kansas City.
2. Anne Sibert, 1987. "Exchange rates, market structure, prices and import values," Research Working Paper 87-09, Federal Reserve Bank of Kansas City.
3. Driffill, John, 1987. "Macroeconomic Policy Games with Incomplete Information: Some Extensions," CEPR Discussion Papers 159, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
4. Driffill, John, 1987. "Macroeconomic Policy Games with Incomplete Information - A Survey," The Warwick Economics Research Paper Series (TWERPS) 288, University of Warwick, Department of Economics.

1986

1. Andrew Feltenstein & David Lebow & Anne Sibert, 1986. "An analysis of the welfare implications of alternative exchange rate regimes: an intertemporal model with an application," International Finance Discussion Papers 273, Board of Governors of the Federal Reserve System (U.S.).
2. Backus, David & Driffill, John, 1986. "The Consistency of Optimal Policy in Stochastic Rational Expectations Models," CEPR Discussion Papers 124, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. David Backus & John Driffill, 1986. "Credible Disinflation in Closed and Open Economies," Working Papers 660, Queen's University, Department of Economics.

1985

1. Kenneth S. Rogoff & Anne Sibert, 1985. "Elections and macroeconomic policy cycles Anne Sibert," International Finance Discussion Papers 271, Board of Governors of the Federal Reserve System (U.S.).
2. Backus, David & Driffill, John, 1985. "Credibility and Commitment in Economic Policy," CEPR Discussion Papers 63, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. David Backus & John Driffill, 1985. "Credibility and Commitment in Economic Policy," Working Papers 602, Queen's University, Department of Economics.

1984

1. Matthew B. Canzoneri & Anne C. Sibert, 1984. "The macroeconomic implications of labor contracting with asymmetric information," International Finance Discussion Papers 248, Board of Governors of the Federal Reserve System (U.S.).
2. E. John Driffill & Harvey S. Rosen, 1984. "Taxation and Excess Burden: A Life-Cycle Perspective," NBER Working Papers 0698, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
3. David Backus & John Driffill, 1984. "Rational Expectations and Policy Credibility Following a Regime Change," Working Papers 564, Queen's University, Department of Economics.
4. David Backus & John Driffill, 1984. "Inflation and Reputation," Working Papers 560, Queen's University, Department of Economics.

1983

1. P.A.V.B. Swamy & P. von zur Muehlen & P.A. Tinsley & H.T. Farr, 1983. "On logical validity and econometric modelling: the case of money supply," Special Studies Papers 180, Board of Governors of the Federal Reserve System (U.S.).
2. Anne Sibert, 1983. "Capital accumulation and foreign investment taxation," International Finance Discussion Papers 218, Board of Governors of the Federal Reserve System (U.S.).

1982

1. P.A.V.B. Swamy & P.A. Tinsley & G.R. Moore, 1982. "An autopsy of a conventional macroeconomic relation: the case of money demand," Special Studies Papers 167, Board of Governors of the Federal Reserve System (U.S.).
2. P. Tinsley & P. von zur Muehlen, 1982. "A maximum probability approach to short-run policy," Special Studies Papers 168, Board of Governors of the Federal Reserve System (U.S.).
3. P.A. Tinsley & P. von zur Muehlen & G. Fries, 1982. "Two papers on the volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
4. P.A. Tinsley & P. von zur Muehlen, 1982. "A measure of the cost of money market volatility associated with money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
5. P.A. Tinsley & P. von zur Muehlen & G. Fries, 1982. "The short-run volatility of money stock targeting," Special Studies Papers 169, Board of Governors of the Federal Reserve System (U.S.).
6. Anne C. Sibert, 1982. "The risk premium in the market for forward foreign exchange," International Finance Discussion Papers 211, Board of Governors of the Federal Reserve System (U.S.).

1980

1. P.A. Tinsley & P.A. Spindt & M.E. Friar, 1980. "Indicator and filter attributes of monetary aggregates: a nit-picking case for disaggregation," Special Studies Papers 140, Board of Governors of the Federal Reserve System (U.S.).
2. P.A.V.B. Swamy & J.R. Barth & P.A. Tinsley, 1980. "The rational expectations approach to economic modelling," Special Studies Papers 143, Board of Governors of the Federal Reserve System (U.S.).

1978

1. John H. Kalchbrenner & Peter A. Tinsley & James Berry & Bonnie Garrett, 1978. "On filtering auxiliary information in short-run monetary policy," Special Studies Papers 108, Board of Governors of the Federal Reserve System (U.S.).
2. P.A. Tinsley & Bonnie Garrett & M.E. Friar, 1978. "The measurement of money demand," Special Studies Papers 133, Board of Governors of the Federal Reserve System (U.S.).

1976

1. J.H. Kalchbrenner & P.A. Tinsley, 1976. "On the use of optimal control in the design of monetary policy," Special Studies Papers 76, Board of Governors of the Federal Reserve System (U.S.).
2. P.A.V.B. Swamy & P.A. Tinsley, 1976. "Linear prediction and estimation methods for regression models with stationary stochastic coefficients," Special Studies Papers 78, Board of Governors of the Federal Reserve System (U.S.).
3. E.J. Driffill, 1976. "A Neoclassical Growth Model with Both Skilled and Unskilled Labor," Working Papers 464, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]

1975

1. P.A. Tinsley, 1975. "On proximate exploitation of intermediate information in macroeconomic forecasting," Special Studies Papers 59, Board of Governors of the Federal Reserve System (U.S.).

1974

1. P.A. Tinsley & R.Craine & A.M. Havenner, 1974. "On Nerff solutions of macroeconomic tracking problems," Special Studies Papers 48, Board of Governors of the Federal Reserve System (U.S.).

1971

1. P.A. Tinsley, 1971. "The use of prior information in nonlinear regression," Special Studies Papers 14, Board of Governors of the Federal Reserve System (U.S.).
2. P.A. Tinsley, 1971. "On ramps, turnpikes, and distributed lag approximations of optimal intertemporal adjustment," Special Studies Papers 15, Board of Governors of the Federal Reserve System (U.S.).

1970

1. P.A. Tinsley, 1970. "On distributed lag specifications of optimal factor adjustment paths," Special Studies Papers 10, Board of Governors of the Federal Reserve System (U.S.).
2. P.A. Tinsley, 1970. "A variable weight distributed lag model," Special Studies Papers 11, Board of Governors of the Federal Reserve System (U.S.).
3. P.A. Tinsley, 1970. "On polynomial approximation of distributed lags," Special Studies Papers 4, Board of Governors of the Federal Reserve System (U.S.).
4. P.A. Tinsley, 1970. "Capital structure, precautionary balances, and valuation of the firm: the problem of financial risk," Special Studies Papers 7, Board of Governors of the Federal Reserve System (U.S.).
5. P.A. Tinsley, 1970. "On optimal dynamic adjustment of quasi-fixed factors," Special Studies Papers 9, Board of Governors of the Federal Reserve System (U.S.).

1969

1. P. A. Tinsley, 1969. "Optimal factor adjustment paths: a generalization of "stock adjustment" decision rules," Staff Studies 50, Board of Governors of the Federal Reserve System (U.S.).

1968

1. A. J. Tella & P. A. Tinsley, 1968. "The labor market and potential output of the Federal Reserve-MIT econometric model: a preliminary report," Staff Studies 45, Board of Governors of the Federal Reserve System (U.S.).

Undated

1. James Sefton & Stephen Wright, . "The Phillips curve in empirical macro models of the world economy," NIESR Discussion Papers 64, National Institute of Economic and Social Research.
2. Emanuela Sciubba, . "The Evolution of Portfolio Rules in Financial Markets," Computing in Economics and Finance 1997 30, Society for Computational Economics. [Downloadable!]
3. Kevin Lee & M. Hashem Pesaran & Ron Smith, . "Growth and Convergence in a Multi-County empirical Stochastic Solow Model," Discussion Papers in Economics 96/14, Department of Economics, University of Leicester.
4. Sharon Kozicki & Peter A. Tinsley, . "Moving Endpoints in Macrofinance," Computing in Economics and Finance 1996 _058, Society for Computational Economics. [Downloadable!]
5. Peter A. Tinsley & Reva Krieger, . "Asymmetric Adjustments of Price and Output," Computing in Economics and Finance 1996 _059, Society for Computational Economics. [Downloadable!]
6. Sharon Kozicki & Peter A. Tinsley, . "Rational Vector Error Correction Models," Computing in Economics and Finance 1997 1, Society for Computational Economics. [Downloadable!]
7. F. Gulcin Ozkan & Anne Sibert & Alan Sutherland, . "Monetary Union, Entry Conditions and Economic Reform," EPRU Working Paper Series 00-03, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
8. Anne C. Sibert & Alan Sutherland, . "Monetary Regimes and Labour Market Reform," Discussion Papers 97/14, Department of Economics, University of York.
9. F. Gulcin Ozkan & Anne Sibert & Alan Sutherland, . "Monetary Union, Entry Conditions and Economic Reform," Discussion Papers 97/15, Department of Economics, University of York.
10. F.G. Ozkan & A. Sibert & A. Sutherland, . "Monetary Union, Entry Conditions and Economic Reform," Working Papers 192., Department of Economics and Finance, Durham University.

Journal articles

2008

1. Piergiorgio Alessandri & Donald Robertson & Stephen Wright, 2008. "Miller and Modigliani, Predictive Return Regressions and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 181-207, 04. [Downloadable!] (restricted)
2. Yunus Aksoy & Miguel Leon-Ledesma, 2008. "Non-Linearities and Unit Roots in G7 Macroeconomic Variables," Topics in Macroeconomics, Berkeley Electronic Press, vol. 8(1), pages 1508-1508. [Downloadable!] (restricted)
3. Cartea, Ãlvaro & Williams, Thomas, 2008. "UK gas markets: The market price of risk and applications to multiple interruptible supply contracts," Energy Economics, Elsevier, vol. 30(3), pages 829-846, May. [Downloadable!] (restricted)
4. Kozicki, Sharon & Tinsley, P.A., 2008. "Term structure transmission of monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 19(1), pages 71-92, March. [Downloadable!] (restricted)
5. Efthyvoulou, Georgios, 2008. "Alphabet Economics: The link between names and reputation," The Journal of Socio-Economics, Elsevier, vol. 37(3), pages 1266-1285, June. [Downloadable!] (restricted)

2007

1. Liam Graham & Stephen Wright, 2007. "Nominal Debt Dynamics, Credit Constraints and Monetary Policy," Contributions to Macroeconomics, Berkeley Electronic Press, vol. 7(1), pages 1502-1502. [Downloadable!] (restricted)
2. Yunus Aksoy & Hanno Lustig, 2007. "Exchange Rates, Prices And International Trade In A Model Of Endogenous Market Structure," Manchester School, University of Manchester, vol. 75(2), pages 160-192, 03. [Downloadable!] (restricted)
3. Lee, Jihong & Sabourian, Hamid, 2007. "Coase theorem, complexity and transaction costs," Journal of Economic Theory, Elsevier, vol. 135(1), pages 214-235, July. [Downloadable!] (restricted)
4. Derick Boyd & Ron Smith, 2007. "Institutions and inflation persistence in the Caribbean," Applied Economics Letters, Taylor and Francis Journals, vol. 14(4-6), pages 283-286. [Downloadable!] (restricted)
5. Paul Dunne & María del Carmen García-Alonso & Paul Levine & Ron Smith, 2007. "Determining The Defence Industrial Base," Defence and Peace Economics, Taylor and Francis Journals, vol. 18(3), pages 199-221. [Downloadable!] (restricted)
6. John Driffill, 2007. "Structural Unemployment in Europe: Reasons and Remedies. Edited by MARTIN WERDING," Economica, London School of Economics and Political Science, vol. 74(296), pages 865-866, November. [Downloadable!] (restricted)

2006

1. Donald Robertson & Anthony Garratt & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542. [Downloadable!]
2. Donald Robertson & Stephen Wright, 2006. "Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 91-99, March. [Downloadable!] (restricted)
3. Aksoy, Yunus & Piskorski, Tomasz, 2006. "U.S. domestic money, inflation and output," Journal of Monetary Economics, Elsevier, vol. 53(2), pages 183-197, March. [Downloadable!] (restricted)
4. Aksoy, Yunus & Orphanides, Athanasios & Small, David & Wieland, Volker & Wilcox, David, 2006. "A quantitative exploration of the opportunistic approach to disinflation," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 1877-1893, November. [Downloadable!] (restricted)
5. Emanuela Sciubba, 2006. "The evolution of portfolio rules and the capital asset pricing model," Economic Theory, Springer, vol. 29(1), pages 123-150, September. [Downloadable!] (restricted)
6. Gyongyi Loranth & Emanuela Sciubba, 2006. "Relative Performance, Risk and Entry in the Mutual Fund Industry," Topics in Economic Analysis & Policy, Berkeley Electronic Press, vol. 6(1), pages 1540-1540. [Downloadable!] (restricted)
7. M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09. [Downloadable!] (restricted)
8. Sharon Kozicki & P. Tinsley, 2006. "Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate," Computational Economics, Springer, vol. 27(2), pages 295-327, May. [Downloadable!] (restricted)
9. Suma Athreye & Sandeep Kapur, 2006. "Industrial concentration in a liberalising economy: A study of Indian manufacturing," The Journal of Development Studies, Taylor and Francis Journals, vol. 42(6), pages 981-999, August. [Downloadable!] (restricted)
10. Luis Catão & Sandeep Kapur, 2006. "Volatility and the Debt-Intolerance Paradox," IMF Staff Papers, Palgrave Macmillan Journals, vol. 53(2), pages 1. [Downloadable!] (restricted)
11. Anne Sibert, 2006. "Central Banking by Committee," International Finance, Blackwell Publishing, vol. 9(2), pages 145-168, 08. [Downloadable!] (restricted)
12. Driffill, John & Rotondi, Zeno & Savona, Paolo & Zazzara, Cristiano, 2006. "Monetary policy and financial stability: What role for the futures market?," Journal of Financial Stability, Elsevier, vol. 2(1), pages 95-112, April. [Downloadable!] (restricted)
13. Driffill, John & Sola, Martin, 2006. "Target zones for exchange rates and policy changes," Journal of International Money and Finance, Elsevier, vol. 25(6), pages 912-931, October. [Downloadable!] (restricted)
14. John Driffill & Zeno Rotondi, 2006. "Credibility of Optimal Monetary Delegation: Comment," American Economic Review, American Economic Association, vol. 96(4), pages 1361-1366, September.
15. John Driffill, 2006. "The Centralization of Wage Bargaining Revisited: What Have we Learnt?," Journal of Common Market Studies, Blackwell Publishing, vol. 44, pages 731-756, November. [Downloadable!] (restricted)

2005

1. James Mitchell & Richard J. Smith & Martin R. Weale & Stephen Wright & Eduardo L. Salazar, 2005. "An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth," Economic Journal, Royal Economic Society, vol. 115(501), pages F108-F129, 02. [Downloadable!] (restricted)
2. Graham, Liam & Wright, Stephen, 2005. "Modelling nominal debt contracts and fixed rate debt," Economics Letters, Elsevier, vol. 89(2), pages 241-246, November. [Downloadable!] (restricted)
3. Graham, Liam & Wright, Stephen, 2005. "Modelling nominal debt contracts and fixed rate debt," Economics Letters, Elsevier, vol. 88(1), pages 67-72, July. [Downloadable!] (restricted)
4. Graham, Liam & Wright, Stephen, 2005. "Erratum to "Modelling nominal debt contracts and fixed rate debt" [Economic Letters 88 (2005) 67-72]," Economics Letters, Elsevier, vol. 89(2), pages 240-240, November. [Downloadable!] (restricted)
5. Aksoy, Yunus & Piskorski, Tomasz, 2005. "US domestic currency in forecast error variance decompositions of inflation and output," Economics Letters, Elsevier, vol. 86(2), pages 265-271, February. [Downloadable!] (restricted)
6. Álvaro Cartea & Marcelo Figueroa, 2005. "Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality," Applied Mathematical Finance, Taylor and Francis Journals, vol. 12(4), pages 313-335, December. [Downloadable!] (restricted)
7. Emanuela Sciubba, 2005. "Asymmetric information and survival in financial markets," Economic Theory, Springer, vol. 25(2), pages 353-379, 02. [Downloadable!] (restricted)
8. Jihong Lee, 2005. "Incomplete Information, Renegotiation, and Breach of Contract," Economics Bulletin, Economics Bulletin, vol. 3(5), pages 1-7. [Downloadable!]
9. J. Paul Dunne & Ron Smith & Dirk Willenbockel, 2005. "Models Of Military Expenditure And Growth: A Critical Review," Defence and Peace Economics, Taylor and Francis Journals, vol. 16(6), pages 449-461, December. [Downloadable!] (restricted)
10. Kozicki, Sharon & Tinsley, P.A., 2005. "What do you expect? Imperfect policy credibility and tests of the expectations hypothesis," Journal of Monetary Economics, Elsevier, vol. 52(2), pages 421-447, March. [Downloadable!] (restricted)
11. Kozicki, Sharon & Tinsley, P.A., 2005. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Journal of Economic Dynamics and Control, Elsevier, vol. 29(11), pages 1985-2015, November. [Downloadable!] (restricted)
12. Sandeep Kapur & Allan Timmermann, 2005. "Relative Performance Evaluation Contracts and Asset Market Equilibrium," Economic Journal, Royal Economic Society, vol. 115(506), pages 1077-1102, October. [Downloadable!] (restricted)

2004

1. Stephen Wright, 2004. "Monetary Stabilisation with Nominal Asymmetries," Economic Journal, Royal Economic Society, vol. 114(492), pages 196-222, 01. [Downloadable!] (restricted)
2. Stephen Wright, 2004. "Measures Of Stock Market Value And Returns For The U.S. Nonfinancial Corporate Sector, 1900-2002," Review of Income and Wealth, Blackwell Publishing, vol. 50(4), pages 561-584, December. [Downloadable!] (restricted)
3. Jihong Lee, 2004. "Precedents and Timing: A Strategic Analysis of Multi-Plaintiff Litigation," Contributions to Theoretical Economics, Berkeley Electronic Press, vol. 4(1), pages 1143-1143. [Downloadable!] (restricted)
4. Sharon Kozicki & Peter Tinsley, 2004. "Permanent and transitory policy shocks in an empirical macro model with asymmetric information," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
5. F. Gulcin Ozkan & Anne Sibert & Alan Sutherland, 2004. "Monetary union and the Maastricht inflation criterion: The accession countries," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 635-652, December. [Downloadable!] (restricted)

2003

1. Yunus Aksoy & Erik Hoffmeyer & Riccardo Faini & Carsten Eckel, 2003. "Book Reviews," Review of International Economics, Blackwell Publishing, vol. 11(3), pages 568-575, 08. [Downloadable!] (restricted)
2. James Clouse & Dale Henderson & Athanasios Orphanides & David Small & P.A. Tinsley, 2003. "Monetary Policy When the Nominal Short-Term Interest Rate is Zero," Topics in Macroeconomics, Berkeley Electronic Press, vol. 3(1), pages 1088-1088. [Downloadable!] (restricted)
3. Anne Sibert, 2003. "Monetary Policy Committees: Individual and Collective Reputations," Review of Economic Studies, Blackwell Publishing, vol. 70(3), pages 649-665, 07. [Downloadable!] (restricted)
4. John Driffill & Marcus Miller, 2003. "No Credit for Transition: European Institutions and German Unemployment," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(1), pages 41-60, February. [Downloadable!] (restricted)
5. John Driffill & Marzia Raybaudi & Martin Sola, 2003. "Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 7(1), pages 1131-1131. [Downloadable!] (restricted)
6. John Driffill, 2003. "Growth and Finance," Manchester School, University of Manchester, vol. 71(4), pages 363-380, 07. [Downloadable!] (restricted)
7. Driffill, John & Snell, Andrew, 2003. " What Moves OECD Real Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 375-402, June.

2002

1. Wright, Stephen, 2002. "Monetary Policy, Nominal Interest Rates, and Long-Horizon Inflation Uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 49(1), pages 61-90, February. [Downloadable!] (restricted)
2. Andrew Smithers & Stephen Wright, 2002. "Stock Markets and Central Bankers," World Economics, World Economics, NTC Economic & Financial Publishing, PO Box 69, Henley-on-Thames, Oxfordshire, United Kingdom, RG9 1GB, vol. 3(1), pages 101-124, January. [Downloadable!]
3. Aksoy, Yunus & De Grauwe, Paul & Dewachter, Hans, 2002. "Do asymmetries matter for European monetary policy?," European Economic Review, Elsevier, vol. 46(3), pages 443-469, March. [Downloadable!] (restricted)
4. Smith, Ron, 2002. " Peter Kennedy's Sinning in the Basement: A Comment," Journal of Economic Surveys, Blackwell Publishing, vol. 16(4), pages 611-13, September. [Downloadable!] (restricted)
5. Smith, Ron, 2002. "Comments on 'The state of macroeconomic forecasting'," Journal of Macroeconomics, Elsevier, vol. 24(4), pages 491-493, December. [Downloadable!] (restricted)
6. JP Dunne & E Nikolaidou & R Smith, 2002. "Military Spending, Investment And Economic Growth In Small Industrialising Economies," South African Journal of Economics, Economic Society of South Africa, vol. 70(5), pages 789-790, 06. [Downloadable!] (restricted)
7. Tinsley, P A, 2002. "Rational Error Correction," Computational Economics, Springer, vol. 19(2), pages 197-225, April. [Downloadable!]
8. Kozicki, Sharon & Tinsley, P. A., 2002. "Dynamic specifications in optimizing trend-deviation macro models," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1585-1611, August. [Downloadable!] (restricted)
9. Dutta, Jayasri & Kapur, Sandeep, 2002. "Default and efficient debt markets," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 249-270, September. [Downloadable!] (restricted)
10. Sibert, Anne, 2002. "Monetary policy with uncertain central bank preferences," European Economic Review, Elsevier, vol. 46(6), pages 1093-1109, June. [Downloadable!] (restricted)
11. Alexandre, Fernando & Driffill, John & Spagnolo, Fabio, 2002. "Inflation Targeting, Exchange Rate Volatility and International Policy Coordination," Manchester School, University of Manchester, vol. 70(4), pages 546-69, Special I. [Downloadable!] (restricted)

2001

1. Mason, Robin & Wright, Stephen, 2001. "The effects of uncertainty on optimal consumption," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 185-212, January. [Downloadable!] (restricted)
2. Daripa, Arupratan, 2001. "A theory of treasury auctions," Journal of International Money and Finance, Elsevier, vol. 20(6), pages 743-767, November. [Downloadable!] (restricted)
3. Arup Daripa & Sandeep Kapur, 2001. "Pricing on the Internet," Oxford Review of Economic Policy, Oxford University Press, vol. 17(2), pages 202-216, Summer.
4. Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron, 2001. "Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 187-200, July. [Downloadable!] (restricted)
5. Brian Snowdon & Joseph Stiglitz, 2001. "Redefining the Role of the State," World Economics, World Economics, NTC Economic & Financial Publishing, PO Box 69, Henley-on-Thames, Oxfordshire, United Kingdom, RG9 1GB, vol. 2(3), pages 45-86, July. [Downloadable!]
6. Ron Smith, 2001. "The International Arms Industry Since the End of the Cold War," World Economics, World Economics, NTC Economic & Financial Publishing, PO Box 69, Henley-on-Thames, Oxfordshire, United Kingdom, RG9 1GB, vol. 2(3), pages 155-166, July. [Downloadable!]
7. Kozicki, Sharon & Tinsley, P. A., 2001. "Term structure views of monetary policy under alternative models of agent expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 149-184, January. [Downloadable!] (restricted)
8. Kozicki, Sharon & Tinsley, P. A., 2001. "Shifting endpoints in the term structure of interest rates," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 613-652, June. [Downloadable!] (restricted)
9. Suma Athreye & Sandeep Kapur, 2001. "Private Foreign Investment in India: Pain or Panacea?," The World Economy, Blackwell Publishing, vol. 24(3), pages 399-424, 03. [Downloadable!] (restricted)

2000

1. Aksoy, Yunus & Riyanto, Yohanes E, 2000. "Exchange Rate Pass-Through in Vertically Related Markets," Review of International Economics, Blackwell Publishing, vol. 8(2), pages 235-51, May. [Downloadable!] (restricted)
2. Levine, Paul & Smith, Ron, 2000. "The Arms Trade Game: From Laissez-Faire to a Common Defence Policy," Oxford Economic Papers, Oxford University Press, vol. 52(2), pages 357-80, April.
3. Dutta, Jayasri & Kapur, Sandeep & Orszag, J. Michael, 2000. "A portfolio approach to the optimal funding of pensions," Economics Letters, Elsevier, vol. 69(2), pages 201-206, November. [Downloadable!] (restricted)
4. Perraudin, William & Sibert, Anne, 2000. "The Timing of Multilateral Lending," Economic Journal, Royal Economic Society, vol. 110(460), pages 192-211, January. [Downloadable!] (restricted)
5. Sibert, Anne & Sutherland, Alan, 2000. "Monetary union and labor market reform," Journal of International Economics, Elsevier, vol. 51(2), pages 421-435, August. [Downloadable!] (restricted)

1999

1. Boyd, Derick & Smith, Ron, 1999. "Testing for Purchasing Power Parity: Econometric Issues and an Application to Developing Countries," Manchester School, University of Manchester, vol. 67(3), pages 287-303, June. [Downloadable!] (restricted)
2. Coakley, Jerry & Hasan, Farida & Smith, Ron, 1999. "Saving, Investment, and Capital Mobility in LDCs," Review of International Economics, Blackwell Publishing, vol. 7(4), pages 632-40, November.
3. Smith, Ron P, 1999. "Unit Roots and All That: The Impact of Time-Series Methods on Macroeconomics," Journal of Economic Methodology, Taylor and Francis Journals, vol. 6(2), pages 239-58, July.
4. Kozicki, Sharon & Tinsley, P. A., 1999. "Vector rational error correction," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1299-1327, September. [Downloadable!] (restricted)
5. Sibert, Anne, 1999. "Monetary Integration and Economic Reform," Economic Journal, Royal Economic Society, vol. 109(452), pages 78-92, January. [Downloadable!] (restricted)
6. Buiter, Willem H & Sibert, Anne C, 1999. "UDROP: A Contribution to the New International Financial Architecture," International Finance, Blackwell Publishing, vol. 2(2), pages 227-47, July. [Downloadable!] (restricted)

1998

1. Pesaran, M Hashem & Smith, Ron P, 1998. " Structural Analysis of Cointegrating VARs," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 471-505, December. [Downloadable!] (restricted)
2. Coakley, Jerry & Kulasi, Farida & Smith, Ron, 1998. "The Feldstein-Horioka Puzzle and Capital Mobility: A Review," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(2), pages 169-88, April. [Downloadable!] (restricted)
3. Kevin Lee & M. Hashem Pesaran & Ron Smith, 1998. "Growth Empirics: A Panel Data Approach- A Comment," The Quarterly Journal of Economics, MIT Press, vol. 113(1), pages 319-323, February. [Downloadable!] (restricted)
4. Smith, Ron, 1998. "Emergent policy-making with macroeconometric models," Economic Modelling, Elsevier, vol. 15(3), pages 429-442, July. [Downloadable!] (restricted)
5. Kozicki, Sharon & Tinsley, P A, 1998. "Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts," Computational Economics, Springer, vol. 11(1-2), pages 21-40, April. [Downloadable!]
6. Dutta, Jayasri & Kapur, Sandeep, 1998. "Liquidity Preference and Financial Intermediation," Review of Economic Studies, Blackwell Publishing, vol. 65(3), pages 551-72, July. [Downloadable!] (restricted)
7. Sibert, Anne & Liu, Lihong, 1998. "Government finance with currency substitution," Journal of International Economics, Elsevier, vol. 44(1), pages 155-172, February. [Downloadable!] (restricted)
8. Driffill, John & Sola, Martin, 1998. "Intrinsic bubbles and regime-switching," Journal of Monetary Economics, Elsevier, vol. 42(2), pages 357-373, July. [Downloadable!] (restricted)
9. Driffill, John & Psaradakis, Zacharias & Sola, Martin, 1998. "Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 3(4), pages 321-25, October. [Downloadable!] (restricted)

1997

1. Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997. "Growth and Convergence in Multi-country Empirical Stochastic Solow Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 357-92, July-Aug.. [Downloadable!]
2. Levine, Paul & Smith, Ron, 1997. "The arms trade and the stability of regional arms races," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 631-654. [Downloadable!] (restricted)
3. Paul Levine & Ron Smith, 1997. "The arms trade: winners and losers," Economic Policy, CEPR, CES, MSH, vol. 12(25), pages 335-370, October. [Downloadable!] (restricted)
4. Tinsley, P A & Krieger, Reva, 1997. "Asymmetric Adjustments of Price and Output," Economic Inquiry, Oxford University Press, vol. 35(3), pages 631-52, July.
5. Flint Brayton & Eileen Mauskopf & David Reifschneider & Peter Tinsley & John Williams, 1997. "The role of expectations in the FRB/US macroeconomic model," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Apr, pages 227-245. [Downloadable!]
6. Sibert, Anne & Ha, Jiming, 1997. "Portfolio substitution and exchange rate volatility," Journal of Monetary Economics, Elsevier, vol. 39(3), pages 517-534, August. [Downloadable!] (restricted)
7. Jiming Ha & Anne Sibert, 1997. "Strategic Capital Taxation in Large Open Economies with Mobile Capital," International Tax and Public Finance, Springer, vol. 4(3), pages 243-262, July. [Downloadable!] (restricted)
8. Driffill, John & Psaradakis, Zacharias & Sola, Martin, 1997. "A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 29-42, February.

1996

1. Coakley, Jerry & Kulasi, Farida & Smith, Ron, 1996. "Current Account Solvency and the Feldstein-Horioka Puzzle," Economic Journal, Royal Economic Society, vol. 106(436), pages 620-27, May. [Downloadable!] (restricted)
2. Brayton, Flint & Tinsley, P. A., 1996. "Effective interest rate policies for price stability," Economic Modelling, Elsevier, vol. 13(2), pages 289-314, April. [Downloadable!] (restricted)
3. Sibert, Anne, 1996. "Unconventional preferences: do they explain foreign exchange risk premia?," Journal of International Money and Finance, Elsevier, vol. 15(1), pages 149-165, February. [Downloadable!] (restricted)

1995

1. Wright, Stephen, 1995. "How To Make Money in the Bond Market: International Evidence of Inefficiency and What It Suggests about the Way Markets View Monetary Policy," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 63(0), pages 22-39, Suppl..
2. Levine, Paul & Smith, Ron, 1995. "The Arms Trade and Arms Control," Economic Journal, Royal Economic Society, vol. 105(429), pages 471-84, March. [Downloadable!] (restricted)
3. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July. [Downloadable!] (restricted)
4. Pesaran, M. Hashem & Smith, Ron, 1995. "The role of theory in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 61-79, May. [Downloadable!] (restricted)
5. Kapur, Sandeep, 1995. "Technological Diffusion with Social Learning," Journal of Industrial Economics, Blackwell Publishing, vol. 43(2), pages 173-95, June. [Downloadable!] (restricted)
6. Kapur, Sandeep, 1995. "Markov perfect equilibria in an N-player war of attrition," Economics Letters, Elsevier, vol. 47(2), pages 149-154, February. [Downloadable!] (restricted)
7. Hakkio, Craig S & Sibert, Anne, 1995. "The Foreign Exchange Risk Premium: Is It Real?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(2), pages 301-17, May. [Downloadable!] (restricted)
8. Driffill, John & van der Ploeg, Frederick, 1995. " Trade Liberalization with Imperfect Competition in Goods and Labour Markets," Scandinavian Journal of Economics, Blackwell Publishing, vol. 97(2), pages 223-43, June.
9. Driffill, John & Schultz, Christian, 1995. "Renegotiation in a repeated Cournot duopoly," Economics Letters, Elsevier, vol. 47(2), pages 143-148, February. [Downloadable!] (restricted)

1994

1. Smith, Ron & Dunne, Paul, 1994. "Is Military Spending a Burden? A 'Marxo-Marginalist': Response," Cambridge Journal of Economics, Oxford University Press, vol. 18(5), pages 515-21, October.
2. Sibert, Anne, 1994. "The allocation of seigniorage in a common currency area," Journal of International Economics, Elsevier, vol. 37(1-2), pages 111-122, August. [Downloadable!] (restricted)
3. Sola, Martin & Driffill, John, 1994. "Testing the term structure of interest rates using a stationary vector autoregression with regime switching," Journal of Economic Dynamics and Control, Elsevier, vol. 18(3-4), pages 601-628. [Downloadable!] (restricted)

1993

1. Kapur, Sandeep, 1993. "Late-mover advantage and product diffusion," Economics Letters, Elsevier, vol. 43(1), pages 119-123. [Downloadable!] (restricted)
2. Driffill, John & van der Ploeg, Frederick, 1993. "Monopoly Unions and the Liberalisation of International Trade," Economic Journal, Royal Economic Society, vol. 103(417), pages 379-85, March. [Downloadable!] (restricted)
3. Driffill, John & Miller, Marcus, 1993. "Learning and Inflation Convergence in the ERM," Economic Journal, Royal Economic Society, vol. 103(417), pages 369-78, March. [Downloadable!] (restricted)

1992

1. Wright, Stephen, 1992. "Equilibrium Real Exchange Rates," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 60(0), pages 63-84, Supplemen.
2. Sibert, Anne, 1992. "Exchange Rates, Market Structure, Prices and Imports," The Economic Record, The Economic Society of Australia, vol. 68(202), pages 233-39, September.
3. Sibert, Anne, 1992. "Government finance in a common currency area," Journal of International Money and Finance, Elsevier, vol. 11(6), pages 567-578, December. [Downloadable!] (restricted)
4. Driffill, John & Schultz, Christian, 1992. "Wage Setting and Stabilization Policy in a Game with Renegotiation," Oxford Economic Papers, Oxford University Press, vol. 44(3), pages 440-59, July. [Downloadable!] (restricted)
5. Driffill, John, 1992. "Changes in regime and the term structure: A note," Journal of Economic Dynamics and Control, Elsevier, vol. 16(1), pages 165-173, January. [Downloadable!] (restricted)

1991

1. Alogoskoufis, George S & Smith, Ron, 1991. "The Phillips Curve, the Persistence of Inflation, and the Lucas Critique: Evidence from Exchange-Rate Regimes," American Economic Review, American Economic Association, vol. 81(5), pages 1254-75, December. [Downloadable!] (restricted)
2. Alogoskoufis, George & Smith, Ron, 1991. " On Error Correction Models: Specification, Interpretation, Estimation," Journal of Economic Surveys, Blackwell Publishing, vol. 5(1), pages 97-128.
3. Smith, R P, 1991. "Spurious Structural Stability," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 59(4), pages 419-23, December.
4. Michael Ridge & Smith, R, 1991. "Military spending dynamics in a changing strategic environment," Fiscal Studies, Institute for Fiscal Studies, vol. 12(1), pages 29-43, February.
5. Neumark, David & Tinsley, P A & Tosini, Suzanne, 1991. " After-Hours Stock Prices and Post-Crash Hangovers," Journal of Finance, American Finance Association, vol. 46(1), pages 159-78, March. [Downloadable!] (restricted)

1990

1. Smith, R. P., 1990. "Defence procurement and industrial structure in the U.K," International Journal of Industrial Organization, Elsevier, vol. 8(2), pages 185-205, June. [Downloadable!] (restricted)
2. Smith, Ron, 1990. "The Warwick ESRC macroeconomic modelling bureau: An assessment," International Journal of Forecasting, Elsevier, vol. 6(3), pages 301-309, October. [Downloadable!] (restricted)
3. Eileen Mauskopf & Jeffrey Fuhrer & Peter Tinsley, 1990. "The transmission channels of monetary policy: how have they changed?," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Dec, pages 985-1008.
4. Canzoneri, Matthew B & Sibert, Anne C, 1990. "The Macroeconomic Implications of Contract Models with Asymmetric Information," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(3), pages 273-87, August. [Downloadable!] (restricted)
5. Sibert, Anne, 1990. "Taxing capital in a large, open economy," Journal of Public Economics, Elsevier, vol. 41(3), pages 297-317, April. [Downloadable!] (restricted)

1989

1. Smith, R P, 1989. "Models of Military Expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 345-59, Oct.-Dec.. [Downloadable!] (restricted)
2. Sibert, Anne, 1989. "The Risk Premium in the Foreign Exchange Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(1), pages 49-65, February. [Downloadable!] (restricted)

1988

1. Rogoff, Kenneth & Sibert, Anne, 19