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Publications

by members of

Department of Economics
Queen Mary
University of London
London, 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 | Chapters |

Working papers

Undated material is listed at the end

    2009

  1. Thomas Hintermaier & Winfried Koeniger, 2009. "Debt Portfolios," Working Papers 646, Queen Mary, University of London, Department of Economics. [Downloadable!]
  2. Alain Guay & Emmanuel Guerre & Štěpána Lazarová, 2009. "Adaptive Rate-optimal Detection of Small Autocorrelation Coefficients," Working Papers 645, Queen Mary, University of London, Department of Economics. [Downloadable!]
  3. Emmanuel Guerre & Camille Sabbah, 2009. "Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function," Working Papers 648, Queen Mary, University of London, Department of Economics. [Downloadable!]
  4. Alain Guay & Emmanuel Guerre & Stepana Lazarova, 2009. "Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients," Cahiers de recherche 0925, CIRPEE. [Downloadable!]
  5. Clements, Michael P. & Galvão, Ana Beatriz, 2009. "First Announcements and Real Economic Activity," The Warwick Economics Research Paper Series (TWERPS) 885, University of Warwick, Department of Economics. [Downloadable!]
  6. Nizar Allouch, 2009. "A Competitive Equilibrium for a Warm Glow Economy," Working Papers 641, Queen Mary, University of London, Department of Economics. [Downloadable!]
  7. Nizar Allouch, 2009. "A Core-equilibrium Convergence in an Economy with Public Goods," Working Papers 642, Queen Mary, University of London, Department of Economics. [Downloadable!]
  8. Fernandes, Ana M. & Paunov, Caroline, 2009. "Does tougher import competition foster product quality upgrading ?," Policy Research Working Paper Series 4894, The World Bank. [Downloadable!]

    2008

  1. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary, University of London, Department of Economics. [Downloadable!]
  2. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Working Papers 634, Queen Mary, University of London, Department of Economics. [Downloadable!]
  3. A. Carriero & G. Kapetanios & M. Marcellino, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," Economics Working Papers ECO2008/33, European University Institute. [Downloadable!]
  4. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers 635, Queen Mary, University of London, Department of Economics. [Downloadable!]
  5. Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano, 2008. "Forecasting Exchange Rates with a Large Bayesian VAR," CEPR Discussion Papers 7008, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  6. Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Documents de travail du Centre d'Economie de la Sorbonne b08010, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  7. Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Working Papers 08, Development and Policies Research Center (DEPOCEN), Vietnam. [Downloadable!]
  8. Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00101189_v2, HAL. [Downloadable!]
  9. Nizar Allouch & John P. Conley & Myrna Wooders, 2008. "Anonymous Price Taking Equilibrium in Tiebout Economies with a Continuum of Agents; Existence and Characterization," Working Papers 0811, Department of Economics, Vanderbilt University. [Downloadable!]
  10. Nizar Allouch & Cuong Le Van, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00241543_v1, HAL. [Downloadable!]
  11. Giulio Fella & Giovanni Gallipoli, 2008. "Education and Crime over the Life Cycle," Working Papers 630, Queen Mary, University of London, Department of Economics. [Downloadable!]
  12. Fernandes, Ana M. & Paunov, Caroline, 2008. "Foreign direct investment in services and manufacturing productivity growth: evidence for Chile," Policy Research Working Paper Series 4730, The World Bank. [Downloadable!]
  13. Antoni Bosch-Domènech & Nicolaas J. Vriend, 2008. "On the Role of Non-equilibrium Focal Points as Coordination Devices," Working Papers 621, Queen Mary, University of London, Department of Economics. [Downloadable!]
  14. Antoni Bosch-Domènech & Nicolaas J. Vriend, 2008. "On the Role of Non-equilibrium Focal Points as Coordination Devices," Economics Working Papers 1064, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    2007

  1. Bertola, Giuseppe & Koeniger, Winfried, 2007. "Consumption Smoothing and Income Redistribution," CEPR Discussion Papers 6051, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Giuseppe Bertola & Winfried Koeniger, 2007. "Consumption Smoothing and Liquidity Income Redistribution," CFS Working Paper Series 2006/34, Center for Financial Studies. [Downloadable!]
  3. Winfried Koeniger & Julien Prat, 2007. "Employment Protection, Product Market Regulation and Firm Selection," Working Papers 07-03, Utrecht School of Economics. [Downloadable!]
  4. Paola Manzini & Marco Mariotti, 2007. "Choice Over Time," IZA Discussion Papers 2993, Institute for the Study of Labor (IZA). [Downloadable!]
  5. Marcelo Fernandes & Marcelo Cunha Medeiros & MArcelo Scharth, 2007. "Modeling and predicting the CBOE market volatility index," Textos para discussão 548, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  6. Danilo Coelho & Marcelo Fernandes & Miguel Nathan Foguel, 2007. "Foreign Capital And Gender Differences In Promotions: Evidence From The Brazilian Transformation Industry," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 167, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  7. Ana Beatriz Galvão, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary, University of London, Department of Economics. [Downloadable!]
  8. Michael P. Clements & Ana Beatriz Galvão, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary, University of London, Department of Economics. [Downloadable!]
  9. Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary, University of London, Department of Economics. [Downloadable!]
  10. Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary, University of London, Department of Economics. [Downloadable!]
  11. Andrea Carriero & Massimiliano Marcellino, 2007. "Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes," Working Papers 319, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  12. Andrea Carriero & Massimiliano Marcellino, 2007. "Sectoral Survey-based Confidence Indicators for Europe," Working Papers 320, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  13. Andrea Carriero, 2007. "A Simple Test of the New Keynesian Phillips Curve," Working Papers 592, Queen Mary, University of London, Department of Economics. [Downloadable!]
  14. Andrea Carriero, 2007. "Forecasting the Yield Curve Using Priors from No Arbitrage Affine Term Structure Models," Working Papers 612, Queen Mary, University of London, Department of Economics. [Downloadable!]
  15. Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007. "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers 617, Queen Mary, University of London, Department of Economics. [Downloadable!]
  16. Jose Miguel Albala-Bertrand, 2007. "Net Capital Stock and Capital Productivity for China and Regions: 1960-2005. An Optimal Consistency Method," Working Papers 610, Queen Mary, University of London, Department of Economics. [Downloadable!]
  17. Giulio Fella, 2007. "Optimal Severance Pay in a Matching Model," Working Papers 598, Queen Mary, University of London, Department of Economics. [Downloadable!]
  18. Giulio Fella, 2007. "Optimal Severance Pay in a Matching Model," Working Papers 07-02, Utrecht School of Economics. [Downloadable!]
  19. Giulio Fella & Giovanni Gallipoli, 2007. "Education and Crime over the Life Cycle," Working Paper Series 15-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
  20. Giorgio Fagiolo & Marco Valente & Nicolaas J. Vriend, 2007. "Dynamic Models of Segregation in Small-World Networks," Working Papers 589, Queen Mary, University of London, Department of Economics. [Downloadable!]
  21. Giorgio Fagiolo & Marco Valente & Nicolaas J. Vriend, 2007. "Dynamic Models of Segregation in Small-World Networks," LEM Papers Series 2007/09, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]

    2006

  1. Jérôme Adda & Francesca Cornaglia, 2006. "The Effect of Taxes and Bans on Passive Smoking," IZA Discussion Papers 2191, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Jérôme Adda & Francesca Cornaglia, 2006. "The Effect of Taxes and Bans on Passive Smoking," CEPR Discussion Papers 509, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University. [Downloadable!]
  3. Winfried Koeniger & Julien Prat, 2006. "Employment Protection, Product Market Regulation and Firm Selection," IZA Discussion Papers 1960, Institute for the Study of Labor (IZA). [Downloadable!]
  4. Winfried Koeniger & Marco Leonardi, 2006. "Capital Deepening and Wage Differentials: Germany vs. US," IZA Discussion Papers 2065, Institute for the Study of Labor (IZA). [Downloadable!]
  5. Thomas Hintermaier & Winfried Koeniger, 2006. "Income Risk and Household Debt with Endogenous Collateral Constraints," 2006 Meeting Papers 729, Society for Economic Dynamics.
  6. Thomas Hintermaier & Winfried Koeniger, 2006. "Income Risk and Household Debt with Endogenous Collateral Constraints," Computing in Economics and Finance 2006 351, Society for Computational Economics.
  7. Paola Manzini & Marco Mariotti, 2006. "Two-Stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence," IZA Discussion Papers 2341, Institute for the Study of Labor (IZA). [Downloadable!]
  8. Paola Manzini & Marco Mariotti & Luigi Mittone, 2006. "Choosing Monetary Sequences: Theory and Experimental Evidence," CEEL Working Papers 0601, Computable and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia. [Downloadable!]
  9. Paola Manzini & Marco Mariotti & Luigi Mittone, 2006. "Choosing Monetary Sequences: Theory and Experimental Evidence," IZA Discussion Papers 2129, Institute for the Study of Labor (IZA). [Downloadable!]
  10. Paola Manzini & Marco Mariotti, 2006. "Two-stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence," Working Papers 561, Queen Mary, University of London, Department of Economics. [Downloadable!]
  11. Paola Manzini & Marco Mariotti & Luigi Mittone, 2006. "Choosing Monetary Sequences: Theory and Experimental Evidence," Working Papers 562, Queen Mary, University of London, Department of Economics. [Downloadable!]
  12. Paola Manzini & Marco Mariotti, 2006. "Consumer Choice and Revealed Bounded Rationality," Working Papers 571, Queen Mary, University of London, Department of Economics. [Downloadable!]
  13. Paola Manzini & Marco Mariotti, 2006. "Two-stage Bargaining Solutions," Working Papers 572, Queen Mary, University of London, Department of Economics. [Downloadable!]
  14. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2006. "A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data," Economics Working Papers (Ensaios Economicos da EPGE) 628, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  15. Fernandes, Marcelo & Rocha, Marco Aurélio dos Santos, 2006. "Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange," Economics Working Papers (Ensaios Economicos da EPGE) 630, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  16. Marcelo Fernandes & Marco Aurélio dos Santos Rocha, 2006. "Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange," Working Papers 579, Queen Mary, University of London, Department of Economics. [Downloadable!]
  17. Marcelo Fernandes & Marcelo Cunha Medeiros & Alvaro Veiga, 2006. "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão 535, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  18. Clements, Michael P & Galvão, Ana Beatriz, 2006. "Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation," The Warwick Economics Research Paper Series (TWERPS) 773, University of Warwick, Department of Economics. [Downloadable!]
  19. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics. [Downloadable!]
  20. Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary, University of London, Department of Economics. [Downloadable!]
  21. Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary, University of London, Department of Economics. [Downloadable!]
  22. Nizar Allouch & Cuong Le Van, 2006. "Walras and Dividends Equilibrium with Possibly Satiated Consumers," Working Papers 555, Queen Mary, University of London, Department of Economics. [Downloadable!]
  23. Nizar Allouch & John P. Conley & Myrna Wooders, 2006. "Anonymous Price Taking Equilibrium in Tiebout Economies with Unbounded Club Sizes," Working Papers 556, Queen Mary, University of London, Department of Economics. [Downloadable!]
  24. Nizar Allouch & Cuong Le Van & Frank H. Page, 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00096040_v1, HAL. [Downloadable!]
  25. Jose Miguel Albala-Bertrand, 2006. "The Unlikeliness of an Economic Catastrophe: Localization & Globalization," Working Papers 576, Queen Mary, University of London, Department of Economics. [Downloadable!]
  26. Giovanni Gallipoli & Giulio Fella, 2006. "Education and Crime over the Lifecycle," Computing in Economics and Finance 2006 192, Society for Computational Economics. [Downloadable!]
  27. Giulio Fella & Giovanni Gallipoli, 2006. "Education and Crime over the Life Cycle," 2006 Meeting Papers 136, Society for Economic Dynamics. [Downloadable!]

    2005

  1. Jérôme Adda & Francesca Cornaglia, 2005. "Taxes, Cigarette Consumption and Smoking Intensity," IZA Discussion Papers 1849, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Jerome Adda & Francesca Cornaglia, 2005. "The effects of taxes and bans on passive smoking," CeMMAP working papers CWP20/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  3. Charles Grant & Winfried Koeniger, 2005. "Redistributive Taxation and Personal Bankruptcy in US States," IZA Discussion Papers 1805, Institute for the Study of Labor (IZA). [Downloadable!]
  4. Paola Manzini & Marco Mariotti, 2005. "Shortlisting," Public Economics 0503006, EconWPA, revised 14 Jul 2005. [Downloadable!]
  5. Emmanuel Guerre & Hyungsik Roger Moon, 2005. "A Study of a Semiparametric Binary Choice Model with Integrated Covariates," IEPR Working Papers 05.37, Institute of Economic Policy Research (IEPR). [Downloadable!]
  6. Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Economics Working Papers (Ensaios Economicos da EPGE) 583, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  7. Galvão, Ana Beatriz C., 2005. "Uma Avaliação do Leque de Inflação do Banco Central do Brasil," Ibmec Working Papers wpe_46, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  8. Allouch,Nizar & Predtetchinski,Arkadi, 2005. "On the non-emptiness of the fuzzy core," Research Memoranda 002, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  9. Nizar Allouch & Arkadi Predtetchinski, 2005. "On the Non-emptiness of the Fuzzy Core," Working Papers 531, Queen Mary, University of London, Department of Economics. [Downloadable!]
  10. Nicolaas J. Vriend, 2005. "ACE Models of Endogenous Interactions," Working Papers 542, Queen Mary, University of London, Department of Economics. [Downloadable!]
  11. Giorgio Fagiolo & Marco Valente & Nicolaas J. Vriend, 2005. "Segregation in Networks," LEM Papers Series 2005/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy. [Downloadable!]
  12. Giorgio Fagiolo & Marco Valente & Nicolaas J. Vriend, 2005. "Segregation in Networks," Working Papers 549, Queen Mary, University of London, Department of Economics. [Downloadable!]
  13. Vriend N.J. & Fagiolo G. & Valente M., 2005. "Segregation in Social Networks," Computing in Economics and Finance 2005 96, Society for Computational Economics.
  14. Giorgio Fagiolo & Marco Valente & Nicolaas J. Vriend, 2005. "Segregation in Networks," Working Papers of BETA 2005-14, Bureau d'Economie Théorique et Appliquée, ULP, Strasbourg. [Downloadable!]

    2004

  1. Winfried KOENIGER & Omar LICANDRO, 2004. "Substitutability and Competition in the Dixit-Stiglitz Model," Economics Working Papers ECO2004/05, European University Institute. [Downloadable!]
  2. Koeniger, Winfried & Licandro, Omar, 2004. "Substitutability and Competition in the Dixit-Stiglitz Model," IZA Discussion Papers 1007, Institute for the Study of Labor (IZA). [Downloadable!]
  3. Bertola, Giuseppe & Koeniger, Winfried, 2004. "Consumption Smoothing and the Structure of Labor and Credit Markets," IZA Discussion Papers 1052, Institute for the Study of Labor (IZA). [Downloadable!]
  4. Winfried Koeniger & Giuseppe Bertola, 2004. "Consumption Smoothing and the Structure of Labor and Credit Markets," 2004 Meeting Papers 263, Society for Economic Dynamics. [Downloadable!]
  5. Winfried Koeniger & Matthieu Bussiere & Marcel Fratzscher, 2004. "Currency Mismatch, Uncertainty and Debt Structure," Econometric Society 2004 North American Summer Meetings 181, Econometric Society. [Downloadable!]
  6. Koeniger, Winfried & Leonardi, Marco & Nunziata, Luca, 2004. "Labour Market Institutions and Wage Inequality," IZA Discussion Papers 1291, Institute for the Study of Labor (IZA). [Downloadable!]
  7. Matthieu Bussière & Marcel Fratzscher & Winfried Koeniger, 2004. "Currency mismatch, uncertainty and debt maturity structure," Working Paper Series 409, European Central Bank. [Downloadable!]
  8. Manzini, Paola & Mariotti, Marco, 2004. "A Vague Theory of Choice over Time," IZA Discussion Papers 1228, Institute for the Study of Labor (IZA). [Downloadable!]
  9. Manzini, Paola & Mariotti, Marco, 2004. "Rationalizing Boundedly Rational Choice: Sequential Rationalizability and Rational Shortlist Methods," IZA Discussion Papers 1239, Institute for the Study of Labor (IZA). [Downloadable!]
  10. Paola Manzini & Marco Mariotti, 2004. "Rationalizing Boundedly Rational Choice," Microeconomics 0407005, EconWPA, revised 21 Jul 2005. [Downloadable!]
  11. Guerre, 2004. "Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series," Econometrics 0411007, EconWPA. [Downloadable!]
  12. Emmanuel Guerre & Pascal Lavergne, 2004. "Data-Driven Rate-Optimal Specification Testing In Regression Models," Econometrics 0411008, EconWPA. [Downloadable!]
  13. Emmanuel Guerre, 2004. "Design-Adaptive Pointwise Nonparametric Regression Estimation for Recurrent Markov Time Series," Working Papers 2004-22, Centre de Recherche en Economie et Statistique. [Downloadable!]
  14. Fernandes, Marcelo & Monteiro, Paulo Klinger, 2004. "Central limit theorem for asymmetric kernel functionals," Economics Working Papers (Ensaios Economicos da EPGE) 522, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  15. Fabio Araujo & Marcelo Fernandes e João Victor Issler, 2004. "Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor," Econometric Society 2004 Latin American Meetings 134, Econometric Society. [Downloadable!]
  16. Matos, Joao Amaro de & Fernandes, Marcelo, 2004. "Testing the Markov property with ultra-high frequency financial data," FEUNL Working Paper Series wp462, Universidade Nova de Lisboa, Faculdade de Economia. [Downloadable!]
  17. Carriero, Andrea & Favero, Carlo A & Kaminska, Iryna, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," CEPR Discussion Papers 4301, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  18. Iryna Kaminska & Andrea Carriero & Carlo A. Favero, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Computing in Economics and Finance 2004 76, Society for Computational Economics. [Downloadable!]
  19. Andrea Carriero & Carlo Favero & Iryna Kaminska, 2004. "Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates," Working Papers 253, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
  20. Nizar Allouch & Cuong Le Van & Frank H. Page, Jr., 2004. "Arbitrage, Equilibrium, and Nonsatiation," Working Papers 512, Queen Mary, University of London, Department of Economics. [Downloadable!]
  21. Nizar Allouch & Myrna Wooders, 2004. "Price taking equilibrium in club economies with multiple memberships and unbounded club sizes," Cahiers de la Maison des Sciences Economiques b04109, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  22. Nizar Allouch & Myrna Wooders, 2004. "Price Taking Equilibrium in Club Economies with Multiple Memberships and Unbounded Club Sizes," Working Papers 513, Queen Mary, University of London, Department of Economics. [Downloadable!]
  23. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086096_v1, HAL. [Downloadable!]
  24. Jose Miguel Albala-Bertrand, 2004. "Can the Composition of Capital Constrain Potential Output? A Gap Approach," Working Papers 510, Queen Mary, University of London, Department of Economics. [Downloadable!]
  25. Giulio Fella, 2004. "Optimal severance pay in a matching model," 2004 Meeting Papers 794, Society for Economic Dynamics. [Downloadable!]

    2003

  1. Koeniger, Winfried & Vindigni, Andrea, 2003. "Employment Protection and Product Market Regulation," IZA Discussion Papers 880, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Koeniger, Winfried, 2003. "Collective Dismissal Cost, Product Market Competition and Innovation," IZA Discussion Papers 888, Institute for the Study of Labor (IZA). [Downloadable!]
  3. Paola Manzini & Marco Mariotti, 2003. "A Theory of Vague Expected Utility," Game Theory and Information 0304003, EconWPA, revised 16 Jul 2004. [Downloadable!]
  4. Paola Manzini & Marco Mariotti, 2003. "How vague can one be? Rational preferences without completeness or transitivity," Game Theory and Information 0312006, EconWPA, revised 16 Jul 2004. [Downloadable!]
  5. Sandra Campo ; Emmanuel Guerre ; Isabelle Perrigne ; Quang Vuong, 2003. "Semiparametric Estimation of First-price Auctions with Risk Averse Bidders," Working Papers 2003-09, Centre de Recherche en Economie et Statistique. [Downloadable!]
  6. Dickens, Richard & Alan Manning, 2003. "The Impact of the National Minimum Wage on the Wage Distribution in a Low-Wage Sector," Royal Economic Society Annual Conference 2003 60, Royal Economic Society. [Downloadable!]
  7. Kapetanios, G. & Weeks, M., 2003. "Non-nested Models and the likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap-based Tests," Cambridge Working Papers in Economics 0308, Faculty of Economics, University of Cambridge. [Downloadable!]
  8. George Kapetanios, 2003. "A New Nonparametric Test of Cointegration Rank," Working Papers 482, Queen Mary, University of London, Department of Economics. [Downloadable!]
  9. George Kapetanios, 2003. "A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems," Working Papers 483, Queen Mary, University of London, Department of Economics. [Downloadable!]
  10. Georgios Chortareas & George Kapetanios, 2003. "The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests," Working Papers 484, Queen Mary, University of London, Department of Economics. [Downloadable!]
  11. Georgios Chortareas & George Kapetanios & Merih Uctum, 2003. "An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests," Working Papers 485, Queen Mary, University of London, Department of Economics. [Downloadable!]
  12. Georgios Chortareas & George Kapetanios & Merih Uctum, 2003. "A Nonlinear Approach to Public Finance Sustainability in Latin America," Working Papers 486, Queen Mary, University of London, Department of Economics. [Downloadable!]
  13. George Kapetanios & Massimiliano Marcellino, 2003. "A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions," Working Papers 489, Queen Mary, University of London, Department of Economics. [Downloadable!]
  14. George Kapetanios & Melvyn Weeks, 2003. "Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests," Working Papers 490, Queen Mary, University of London, Department of Economics. [Downloadable!]
  15. Fernandes, Marcelo, 2003. "Bounds for the probability distribution function of the linear ACD process," Economics Working Papers (Ensaios Economicos da EPGE) 488, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  16. Fernandes, Marcelo & Grammig, Joachim, 2003. "A family of autoregressive conditional duration models," Economics Working Papers (Ensaios Economicos da EPGE) 501, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  17. Fernandes, Marcelo & Grammig, Joachim, 2003. "Nonparametric specification tests for conditional duration models," Economics Working Papers (Ensaios Economicos da EPGE) 502, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  18. Artis, Michael J & Galvão, Ana Beatriz C & Marcellino, Massimiliano, 2003. "The Transmission Mechanism in a Changing World," CEPR Discussion Papers 4014, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  19. Michael ARTIS & Ana Beatriz C. GALVÃO & Massimiliano MARCELLINO, 2003. "The transmission mechanism in a changing world," Economics Working Papers ECO2003/18, European University Institute. [Downloadable!]
  20. Galvão, Ana Beatriz C., 2003. "Structural Break Threshold VARs for Predicting US Recessions using the Spread," Ibmec Working Papers wpe_37, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  21. Jose Miguel Albala-Bertrand, 2003. "An Economical Approach to Estimate a Benchmark Capital Stock. An Optimal Consistency Method," Working Papers 503, Queen Mary, University of London, Department of Economics. [Downloadable!]
  22. T. Brenner & N.J. Vriend, 2003. "On the Behavior of Proposers in Ultimatum Games," Papers on Economics and Evolution 2003-08, Max Planck Institute of Economics, Evolutionary Economics Group.
  23. Romans Pancs & Nicolaas J. Vriend, 2003. "Schelling's Spatial Proximity Model of Segregation Revisited," Working Papers 487, Queen Mary, University of London, Department of Economics. [Downloadable!]
  24. Thomas Brenner & Nicolaas J. Vriend, 2003. "On the Behavior of Proposers in Ultimatum Games," Working Papers 502, Queen Mary, University of London, Department of Economics. [Downloadable!]
  25. Romans Pancs & Nicolaas J. Vriend, 2003. "Schelling's Spatial Proximity Model of Segregation Revisited," Computing in Economics and Finance 2003 63, Society for Computational Economics. [Downloadable!]
  26. Thomas Brenner & Nicolaas J. Vriend, 2003. "On the Behavior of Proposers in Ultimatum Games," CEEL Working Papers 0304, Computable and Experimental Economics Laboratory, Department of Economics, University of Trento, Italia. [Downloadable!]

    2002

  1. Bruno Contini & Francesca Cornaglia & Claudio Malpede & Enrico Rettore, 2002. "Measuring the impact of the Italian CFL programme on the job opportunities for the youths," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B1-4, International Conferences on Panel Data. [Downloadable!]
  2. Bruno Contini & Francesca Cornaglia & Claudio Malpede & Enrico Rettore, 2002. "Measuring the Impact of the Italian CFL Programme on the Job Opportunities for the Young," LABORatorio R. Revelli Working Papers Series 11, LABORatorio R. Revelli, Centre for Employment Studies. [Downloadable!]
  3. Bertola, Giuseppe & Hochguertel, Stefan & Koeniger, Winfried, 2002. "Dealer Pricing of Consumer Credit," CEPR Discussion Papers 3160, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. Bertola, Giuseppe & Hochguertel, Stefan & Koeniger, Winfried, 2002. "Dealer Pricing of Consumer Credit," IZA Discussion Papers 440, Institute for the Study of Labor (IZA). [Downloadable!]
  5. Koeniger, Winfried, 2002. "Defensive Innovations," IZA Discussion Papers 454, Institute for the Study of Labor (IZA). [Downloadable!]
  6. Koeniger, Winfried, 2002. "Employment Protection, Product Market Competition and Growth," IZA Discussion Papers 554, Institute for the Study of Labor (IZA). [Downloadable!]
  7. Koeniger, Winfried, 2002. "The Dynamics of Market Insurance, Insurable Assets, and Wealth Accumulation," IZA Discussion Papers 615, Institute for the Study of Labor (IZA). [Downloadable!]
  8. Bertola, Giuseppe & Stefan Hochguertel & Winfried Koeniger (YE), 2002. "Dealer Pricing of Consumer Credit," Royal Economic Society Annual Conference 2002 24, Royal Economic Society. [Downloadable!]
  9. Manzini, Paola & Mariotti, Marco, 2002. "Arbitration and Mediation: An Economic Perspective," IZA Discussion Papers 528, Institute for the Study of Labor (IZA). [Downloadable!]
  10. Fella, Giulio & Manzini, Paola & Mariotti, Marco, 2002. "Does Divorce Law Matter?," IZA Discussion Papers 439, Institute for the Study of Labor (IZA). [Downloadable!]
  11. Giulio Fella & Paola Manzini & Marco Mariotti, 2002. "Does Divorce Law Matter?," Working Papers 454, Queen Mary, University of London, Department of Economics. [Downloadable!]
  12. Paola Manzini & Marco Mariotti, 2002. "A vague theory of choice over time," Game Theory and Information 0203004, EconWPA, revised 21 Jun 2002. [Downloadable!]
  13. Hugo Kruiniger & Elias Tzavalis, 2002. "Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms," Working Papers 459, Queen Mary, University of London, Department of Economics. [Downloadable!]
  14. Frédérique Bec ; Alain Guay ; Emmanuel Guerre, 2002. "Adaptive Consistent Unit Root Tests Based on Autoregressive Threshold Model," Working Papers 2002-46, Centre de Recherche en Economie et Statistique. [Downloadable!]
  15. Kapetanios, George & Simon Price, 2002. "Estimation and Inference in a Non-Linear State Space Model: Durable Consumption," Royal Economic Society Annual Conference 2002 110, Royal Economic Society. [Downloadable!]
  16. George Kapetanios & Yongcheol Shin, 2002. "Unit Root Tests in Three-Regime SETAR Models," Working Papers 465, Queen Mary, University of London, Department of Economics. [Downloadable!]
  17. George Kapetanios, 2002. "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers 466, Queen Mary, University of London, Department of Economics. [Downloadable!]
  18. George Kapetanios, 2002. "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers 467, Queen Mary, University of London, Department of Economics. [Downloadable!]
  19. Gonzalo Camba-Mendez & George Kapetanios, 2002. "Bootstrap Statistical Tests of Rank Determination for System Identification," Working Papers 468, Queen Mary, University of London, Department of Economics. [Downloadable!]
  20. George Kapetanios, 2002. "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers 469, Queen Mary, University of London, Department of Economics. [Downloadable!]
  21. George Kapetanios, 2002. "Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations," Working Papers 470, Queen Mary, University of London, Department of Economics. [Downloadable!]
  22. George Kapetanios, 2002. "Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset," Working Papers 471, Queen Mary, University of London, Department of Economics. [Downloadable!]
  23. George Kapetanios & Yongcheol Shin, 2002. "GLS Detrending for Nonlinear Unit Root Tests," Working Papers 472, Queen Mary, University of London, Department of Economics. [Downloadable!]
  24. George Kapetanios, 2002. "Testing for Neglected Nonlinearity in Long Memory Models," Working Papers 473, Queen Mary, University of London, Department of Economics. [Downloadable!]
  25. George Kapetanios, 2002. "Measuring Conditional Persistence in Time Series," Working Papers 474, Queen Mary, University of London, Department of Economics. [Downloadable!]
  26. George Kapetanios, 2002. "A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models," Working Papers 475, Queen Mary, University of London, Department of Economics. [Downloadable!]
  27. Fernandes, Marcelo & Toro, Juan, 2002. "O mecanismo monetário de transmissão na economia brasileira pós-Plano Real," Economics Working Papers (Ensaios Economicos da EPGE) 443, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  28. Fernandes, Marcelo & Mota, Bernardo de Sá, 2002. "Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo," Economics Working Papers (Ensaios Economicos da EPGE) 458, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  29. Fernandes, Marcelo & Grammig, Joachim, 2002. "A Family of Autoregressive Conditional Duration Models," Economics Working Papers (Ensaios Economicos da EPGE) 440, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  30. Hugo Kruiniger, 2002. "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers 450, Queen Mary, University of London, Department of Economics. [Downloadable!]
  31. Hugo Kruiniger, 2002. "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers 458, Queen Mary, University of London, Department of Economics. [Downloadable!]
  32. Hugo Kruiniger, 2002. "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-2, International Conferences on Panel Data. [Downloadable!]
  33. Hugo Kruiniger & Elias Tzavalis, 2002. "Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-1, International Conferences on Panel Data. [Downloadable!]
  34. Allouch, Nizar & Wooders, Myrna, 2002. "Competitive Pricing In Socially Networked Economies," The Warwick Economics Research Paper Series (TWERPS) 639, University of Warwick, Department of Economics. [Downloadable!]
  35. Allouch, Nizar & Van, Cuong Le & Page Jr. Frank H., 2002. "Arbitrage, Equilibrium And Nonsatiation," The Warwick Economics Research Paper Series (TWERPS) 637, University of Warwick, Department of Economics. [Downloadable!]
  36. Manzini, P. & Sadrieh, A. & Vriend, N.J., 2002. "On smiles, winks, and handshake as coordination devices," Discussion Paper 40, Tilburg University, Center for Economic Research. [Downloadable!]
  37. Paola Manzini & Abdolkarim Sadrieh & Nicolaas J. Vriend, 2002. "On Smiles, Winks, and Handshakes as Coordination Devices," Working Papers 456, Queen Mary, University of London, Department of Economics. [Downloadable!]
  38. Romans Pancs & Nicolaas J. Vriend, 2002. "Schelling's Neighborhood Segregation Model Revisited," Computing in Economics and Finance 2002 96, Society for Computational Economics.

    2001

  1. Koeniger, Winfried, 2001. "Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95," IZA Discussion Papers 240, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Koeniger, Winfried, 2001. "Trade, Labor Market Rigidities, and Government-Financed Technological Change," IZA Discussion Papers 241, Institute for the Study of Labor (IZA). [Downloadable!]
  3. Emmanuel Guerre & Pascal Lavergne, 2001. "Rate-optimal data-driven specification testing in regression models," Econometrics 0107001, EconWPA. [Downloadable!]
  4. Richard Dickens & David T. Ellwood, 2001. "Whither Poverty in Great Britain and the United States? The Determinants of Changing Poverty and Whether Work Will Work," NBER Working Papers 8253, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Fernandes, Marcelo, 2001. "Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes," Economics Working Papers (Ensaios Economicos da EPGE) 413, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  6. Matos, João Manuel Gonçalves Amaro de & Fernandes, Marcelo, 2001. "Testing The Markov Property with Ultra High Frequency Financial Data," Economics Working Papers (Ensaios Economicos da EPGE) 414, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  7. FERNANDES, Marcelo & GRAMMIG, Joachim, 2001. "A family of autoregressive conditional duration models," CORE Discussion Papers 2001036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  8. Allouch, Nizar, 2001. "A note on two notions of arbitrage," The Warwick Economics Research Paper Series (TWERPS) 623, University of Warwick, Department of Economics. [Downloadable!]
  9. Allouch, Nizar & Le Van, Cuong & Page, Jr. Frank H., 2001. "The geometry of arbitrage and the existence of competitive equilibrium," The Warwick Economics Research Paper Series (TWERPS) 598, University of Warwick, Department of Economics. [Downloadable!]
  10. Jose Miguel Albala-Bertrand & Emmanouel C. Mamatzakis, 2001. "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Working Papers 435, Queen Mary, University of London, Department of Economics. [Downloadable!]
  11. Jose Miguel Albala-Bertrand, 2001. "A Benchmark Estimate for the Capital Stock. An Optimal Consistency Method," Working Papers 434, Queen Mary, University of London, Department of Economics. [Downloadable!]

    2000

  1. Paola MAnzini & Marco Mariotti, 2000. "Alliances and Negotiations," Game Theory and Information 0004007, EconWPA. [Downloadable!]
  2. Paola Manzini & Marco Mariotti, 2000. "Alliances and Negotiations," Working Papers 424, Queen Mary, University of London, Department of Economics. [Downloadable!]
  3. Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing with a Dividend General Equilibrium Model," Working Papers 425, Queen Mary, University of London, Department of Economics. [Downloadable!]
  4. Kyriakos Chourdakis & Elias Tzavalis, 2000. "Option Pricing under Discrete Shifts in Stock Returns," Working Papers 426, Queen Mary, University of London, Department of Economics. [Downloadable!]
  5. E. Guerre & Pascal Lavergne, 2000. "Minimax Rates for Nonparametric Specification Testing in Regression Models," Econometric Society World Congress 2000 Contributed Papers 0644, Econometric Society. [Downloadable!]
  6. George Kapetanios & Y. Shin & A. Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," NIESR Discussion Papers 164, National Institute of Economic and Social Research. [Downloadable!]
  7. George Kapetanios, 2000. "Model Selection Uncertainty and Dynamic Models," NIESR Discussion Papers 165, National Institute of Economic and Social Research. [Downloadable!]
  8. George Kapetanios, 2000. "Information Criteria, Model Selection Uncertainty and the Determination of Cointegration Rank," NIESR Discussion Papers 166, National Institute of Economic and Social Research. [Downloadable!]
  9. George Kapetanios, 2000. "Incorporating lag order selection uncertainty in parameter inference for AR models," NIESR Discussion Papers 167, National Institute of Economic and Social Research. [Downloadable!]
  10. George Kapetanios & James Mitchell & Martin R. Weale, 2000. "Cointegrating VAR models with endogenous I(0) variables: theoretical extensions and an application to UK monetary policy," NIESR Discussion Papers 169, National Institute of Economic and Social Research. [Downloadable!]
  11. Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics. [Downloadable!]
  12. Matos, J. A. & Fernandes, M., 2000. "Market Microstructure Models and Markov Property," Finance Lab Working Papers flwp_29, Finance Lab, Ibmec São Paulo. [Downloadable!]
  13. Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
  14. Fernandes, M., 2000. "Central Limit Theorem for Asymmetric Kernel Functionals," Economics Working Papers eco2000/1, European University Institute.
  15. Amaro de Matos, J. & Fernandes, M., 2000. "Market Microstructure Models and the Markov Property," Economics Working Papers eco2000/19, European University Institute.
  16. Hugo Kruiniger, 2000. "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers 428, Queen Mary, University of London, Department of Economics. [Downloadable!]
  17. Hugo Kruiniger, 2000. "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers 429, Queen Mary, University of London, Department of Economics. [Downloadable!]
  18. Allouch, N., 2000. "Equilibrium and Bounded Arbitrage," Papiers d'Economie Mathématique et Applications 2000.78, Université Panthéon-Sorbonne (Paris 1).
  19. Nizar Allouch, 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Econometric Society World Congress 2000 Contributed Papers 1901, Econometric Society. [Downloadable!]
  20. Allouch, N. & Florenzano, M., 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Papiers d'Economie Mathématique et Applications 2000.119, Université Panthéon-Sorbonne (Paris 1).
  21. Jose Miguel Albala-Bertrand, 2000. "What is a "Complex Humanitarian Emergency"? An Analytical Essay," Working Papers 420, Queen Mary, University of London, Department of Economics. [Downloadable!]
  22. Giulio Fella, 2000. "Investment in General Training with Consensual Layoffs," Working Papers 418, Queen Mary, University of London, Department of Economics. [Downloadable!]
  23. Steffen Huck & Wieland Müller & Nicolaas J. Vriend, 2000. "The East End, the West End, and King's Cross: On Clustering in the Four-Player Hotelling Game," Working Papers 409, Queen Mary, University of London, Department of Economics. [Downloadable!]
  24. Nick Vriend, 2000. "Was Hayek An Ace?," Computing in Economics and Finance 2000 272, Society for Computational Economics. [Downloadable!]

    1999

  1. Paola Manzini & Marco Mariotti, 1999. "Joint Outside Options," Working Papers 401, Queen Mary, University of London, Department of Economics. [Downloadable!]
  2. Paola Manzini & Marco Mariotti, 1999. "Joint Outside Options," Game Theory and Information 9901001, EconWPA. [Downloadable!]
  3. Kapetanios, G., 1999. "Threshold Models for Trended Time Series," Cambridge Working Papers in Economics 9905, Faculty of Economics, University of Cambridge. [Downloadable!]
  4. Kapetanios, G., 1999. "Model Selection in Threshold Models," Cambridge Working Papers in Economics 9906, Faculty of Economics, University of Cambridge. [Downloadable!]
  5. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP growth for European Countries," NIESR Discussion Papers 149, National Institute of Economic and Social Research. [Downloadable!]
  6. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin Weale, 1999. "Tests of Rank in Reduced Rank Regression Models," NIESR Discussion Papers 150, National Institute of Economic and Social Research. [Downloadable!]
  7. Gonzalo Camba-Mendez & George Kapetanios, 1999. "A Bootstrap Test of Cointegration Rank," NIESR Discussion Papers 151, National Institute of Economic and Social Research. [Downloadable!]
  8. George Kapetanios, 1999. "A test of m structural breaks under the unitroot hypothesis," NIESR Discussion Papers 152, National Institute of Economic and Social Research. [Downloadable!]
  9. Andrew P Blake & George Kapetanios, 1999. "A Radial Basis Function Artificial Neural Network Test for Neglected Nonlinearity," NIESR Discussion Papers 153, National Institute of Economic and Social Research. [Downloadable!]
  10. Andrew P Blake & George Kapetanios, 1999. "A Radial Basis Function Artificial Neural Network Test for ARCH," NIESR Discussion Papers 154, National Institute of Economic and Social Research. [Downloadable!]
  11. Gonzalo Camba-Mendez & George Kapetanios & Martin R. Weale, 1999. "The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany,Italy and the UK," NIESR Discussion Papers 155, National Institute of Economic and Social Research. [Downloadable!]
  12. Jose Miguel Albala-Bertrand, 1999. "Infrastructure Shortage: A Gap Approach," Working Papers 404, Queen Mary, University of London, Department of Economics. [Downloadable!]
  13. Giulio Fella, 1999. "When Do Firing Costs Matter?," Working Papers 400, Queen Mary, University of London, Department of Economics. [Downloadable!]
  14. Nicolaas J. Vriend, 1999. "Was Hayek an Ace?," Working Papers 403, Queen Mary, University of London, Department of Economics. [Downloadable!]
  15. Martin Shubik & Nicolaas J. Vriend, 1999. "A Behavioral Approach to a Strategic Market Game," Research in Economics 99-01-003e, Santa Fe Institute. [Downloadable!]

    1998

  1. Marco Mariotti, 1998. "Escalating games, Co-ordination and dominance Solvability," Royal Holloway, University of London: Discussion Papers in Economics 98/12, Department of Economics, Royal Holloway University of London, revised Feb 1998. [Downloadable!]
  2. Marco Mariotti, 1998. "Fair Bargains: Distributive Justice and Nash Bargaining Theory," Royal Holloway, University of London: Discussion Papers in Economics 98/16, Department of Economics, Royal Holloway University of London, revised Feb 1998. [Downloadable!]
  3. Paola Manzini & Marco Mariotti, 1998. "A Tragedy Of The Clubs: Excess Entry in Exclusive Coalitions," Game Theory and Information 9808001, EconWPA. [Downloadable!]
  4. Li, C.A. & Philippopoulos, A. & Tzavalis, E., 1998. "Inflation and Exchange Rate Regimes in Mexico," Discussion Papers 98/01, University of Exeter, School of Business and Economics.
  5. Antoni Bosch-Domènech & Nicolaas J. Vriend, 1998. "Imitation of Succesful Behavior in Cournot Markets," Economics Working Papers 269, Department of Economics and Business, Universitat Pompeu Fabra, revised May 1999. [Downloadable!]

    1997

  1. Paola Manzini & Marco Mariotti, 1997. "A Model of Bargaining with the Possibility of Arbitration," Game Theory and Information 9710001, EconWPA. [Downloadable!]
  2. Tzavalis, E., 1997. "Which Alternative to Choose: Does the Excess Sensitivity Hypothesis or A Time Varying Term Premium Explain the Failure of of the Rational Expectations Hypothesis of the Term Structure?," Discussion Papers 97/11, University of Exeter, School of Business and Economics.
  3. Tzavalis, E. & Karanikas, E., 1997. "Tests of Structural Stability of Risk Premia and Returns Relationship," Discussion Papers 97/12, University of Exeter, School of Business and Economics.
  4. Nagel, Rosemarie & Nicolaas J. Vriend, 1997. "An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game," Discussion Paper Serie B 408, University of Bonn, Germany.
  5. Rosemarie Nagel & Nicolaas J. Vriend, 1997. "An Experimental Study of Adaptive Behavior in an Oligopolistic Market Game," Economics Working Papers 230, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    1996

  1. Makrydakis, S. & Tzavalis, E. & Balfoussias, A., 1996. "Policy Regime Changes and the Long-Run Sustainability of Fiscal Policy: An Application to Greece," Discussion Papers 96/01, University of Exeter, School of Business and Economics.
  2. Harris, R. & Tzavalis, E., 1996. "Inference for Unit Roots in Dynamic Panels," Discussion Papers 96/04, University of Exeter, School of Business and Economics.
  3. Nicolaas J. Vriend, 1996. "A Model of Market-Making," Economics Working Papers 184, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  4. Nicolaas J. Vriend, 1996. "Does Reasoning Enhance Learning?," Economics Working Papers 185, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]

    1995

  1. Psaradakis, Z. & Tzavalis, E., 1995. "Regression-Based Tests for Persistence in Conditional Variances," Discussion Papers 95/01, University of Exeter, School of Business and Economics.
  2. Tzavalis, E. & Wickens, M.R., 1995. "Forecasting Inflation from the Term Structure," Discussion Papers 95/19, University of Exeter, School of Business and Economics.
  3. Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions: Technical Appendices," Papers 9503, Southern California - Department of Economics.
  4. Guerre, E. & Perrigne, I. & Vuong, Q., 1995. "Nonparametric Estimation of First-Price Auctions," Papers 9504, Southern California - Department of Economics.
  5. Burridge, P. & Guerre, E., 1995. "The Limit Distribution and Level Crossings of Random Walk, and a Simple Unit Root Test," Discussion Papers 95-19, Department of Economics, University of Birmingham.

    1994

  1. Tzavalis, E. & Wickens, M.R., 1994. "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers 94-09, University of Exeter, School of Business and Economics.
  2. Richard Dickens & Stephen Machin & Alan Manning, 1994. "The Effects of Minimum Wages on Employment: Theory and Evidence from the US," NBER Working Papers 4742, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Nicholaas J. Vriend, 1994. "Self-Orgainzed Market in a Decentralized Economy," Working Papers 94-03-013, Santa Fe Institute.

    1992

  1. Basevi, Giorgio & Delbono, Flavio & Mariotti, Marco, 1992. "Bargaining with a Composite Player: An Application to the Uruguay Round of GATT Negotiations," CEPR Discussion Papers 685, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Giorgio Basevi & Flavio Delbono & Marco Mariotti, 1992. "Bargaining with a Heterogeneous Player: An Application to the GATT Uruguay Round," Working Papers 133, Dipartimento Scienze Economiche, Universita' di Bologna.

    1990

  1. Flavio Delbono & Marco Mariotti, 1990. "On the Endogenous Choice of Bertrand Vs. Cournot Equilibrium in a Duopoly," Working Papers 91, Dipartimento Scienze Economiche, Universita' di Bologna.

    Undated

  1. Winfried Koeniger & Omar Licandro, . "Substitutability and Competition in the Dixit-Stiglitz Model," Working Papers 2004-06, FEDEA. [Downloadable!]
  2. Elias Tzavalis & Michael Wickens, . "Reconciling the Evidence on the Alternative Versions of the Rational Expectations Hypothesis of the Term Structure," Discussion Papers 94/11, Department of Economics, University of York.
  3. Elias Tzavalis & Michael Wickens, . "The Rational Expectations Hypothesis of the Term Structure: reconciling the evidence," Discussion Papers 95/33, Department of Economics, University of York.
  4. Emmanuel Guerre ; Offer Lieberman, . "An a -Level Adaptive Test for Regression Models via Regressogram Selection," Working Papers 99-24, Centre de Recherche en Economie et Statistique. [Downloadable!]
  5. Emmanuel Guerre, . "Design Adaptive Pointwise Nearest Neighbor Regression," Working Papers 97-42, Centre de Recherche en Economie et Statistique. [Downloadable!]
  6. Emmanuel Guerre ; Jules Maes, . "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems," Working Papers 98-06, Centre de Recherche en Economie et Statistique. [Downloadable!]
  7. Hasan Bakhshi & George Kapetanios & Anthony Yates, . "Rational expectations and fixed-event forecasts: an application to UK inflation," Bank of England working papers 176, Bank of England. [Downloadable!]
  8. Valerie Herzberg & George Kapetanios & Simon Price, . "Import prices and exchange rate pass-through: theory and evidence from the United Kingdom," Bank of England working papers 182, Bank of England. [Downloadable!]
  9. Romans Pancs & Nicolaas J. Vriend, . "Schelling's Spatial Proximity Model of Segregation Revisited," Modeling, Computing, and Mastering Complexity 2003 15, Society for Computational Economics. [Downloadable!]
  10. S. Huck & W. Müller & N. Vriend, . "The East End, the West End, and Kings Cross: On Clustering in the Four-Player Hotelling Game," Sonderforschungsbereich 373 2000-24, Humboldt Universitaet Berlin.

Journal articles

    2009

  1. Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2009. "Nonparametric Identification of Risk Aversion in First-Price Auctions Under Exclusion Restrictions," Econometrica, Econometric Society, vol. 77(4), pages 1193-1227, 07. [Downloadable!] (restricted)
  2. Michael P. Clements & Ana Beatriz Galvao, 2009. "Forecasting US output growth using leading indicators: an appraisal using MIDAS models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1187-1206. [Downloadable!]
  3. Carriero, A. & Kapetanios, G. & Marcellino, M., 2009. "Forecasting exchange rates with a large Bayesian VAR," International Journal of Forecasting, Elsevier, vol. 25(2), pages 400-417. [Downloadable!] (restricted)
  4. Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1348-1391, October. [Downloadable!]
  5. Paola Manzini & Abdolkarim Sadrieh & Nicolaas J. Vriend, 2009. "On Smiles, Winks and Handshakes as Coordination Devices," Economic Journal, Royal Economic Society, vol. 119(537), pages 826-854, 04. [Downloadable!] (restricted)

    2008

  1. Bec, Frederique & Guay, Alain & Guerre, Emmanuel, 2008. "Adaptive consistent unit-root tests based on autoregressive threshold model," Journal of Econometrics, Elsevier, vol. 142(1), pages 94-133, January. [Downloadable!] (restricted)
  2. Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September. [Downloadable!] (restricted)
  3. Clements, Michael P & Galvão, Ana Beatriz, 2008. "Macroeconomic Forecasting With Mixed-Frequency Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 546-554. [Downloadable!] (restricted)
  4. Carriero, Andrea, 2008. "A simple test of the New Keynesian Phillips Curve," Economics Letters, Elsevier, vol. 100(2), pages 241-244, August. [Downloadable!] (restricted)
  5. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June. [Downloadable!] (restricted)
  6. Allouch, Nizar & Wooders, Myrna, 2008. "Price taking equilibrium in economies with multiple memberships in clubs and unbounded club sizes," Journal of Economic Theory, Elsevier, vol. 140(1), pages 246-278, May. [Downloadable!] (restricted)
  7. Allouch, Nizar & Le Van, Cuong, 2008. "Walras and dividends equilibrium with possibly satiated consumers," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 907-918, September. [Downloadable!] (restricted)
  8. Nizar Allouch & Arkadi Predtetchinski, 2008. "On the non-emptiness of the fuzzy core," International Journal of Game Theory, Springer, vol. 37(2), pages 203-210, June. [Downloadable!] (restricted)
  9. Cornet, Bernard & Al-Najjar, Nabil & Allouch, Nizar & Carvajal, Andres & Goenka, Aditya, 2008. "The conferences at Coventry, Evanston and Singapore," Journal of Mathematical Economics, Elsevier, vol. 44(12), pages 1285-1285, December. [Downloadable!] (restricted)

    2007

  1. Winfried Koeniger & Marco Leonardi, 2007. "Capital deepening and wage differentials: Germany versus US," Economic Policy, CEPR, CES, MSH, vol. 22, pages 71-116, 01. [Downloadable!] (restricted)
  2. Winfried Koeniger & Julien Prat, 2007. "Employment Protection, Product Market Regulation and Firm Selection," Economic Journal, Royal Economic Society, vol. 117(521), pages 302-332, 06. [Downloadable!] (restricted)
  3. Pierre Cahuc & Winfried Koeniger, 2007. "Feature: Employment Protection Legislation," Economic Journal, Royal Economic Society, vol. 117(521), pages 185-188, 06. [Downloadable!] (restricted)
  4. Winfried Koeniger & Marco Leonardi & Luca Nunziata, 2007. "Labor Market Institutions and Wage Inequality," Industrial and Labor Relations Review, ILR Review, ILR School, Cornell University, vol. 60(3), pages 340-356, April. [Downloadable!] (restricted)
  5. Bertola, Giuseppe & Koeniger, Winfried, 2007. "Consumption smoothing and income redistribution," European Economic Review, Elsevier, vol. 51(8), pages 1941-1958, November. [Downloadable!] (restricted)
  6. Helge Braun & Winfried Koeniger, 2007. "On the role of market insurance in a dynamic model," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 32(1), pages 61-90, June. [Downloadable!] (restricted)
  7. Helge Braun & Winfried Koeniger, 2007. "On the role of market insurance in a dynamic model," The Geneva Risk and Insurance Review, Palgrave Macmillan Journals, vol. 32(1), pages 61-90, June. [Downloadable!] (restricted)
  8. Winfried Koeniger, 2007. "Openness, Wage Floors and Technology Change," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
  9. Amaro de Matos, Joao & Fernandes, Marcelo, 2007. "Testing the Markov property with high frequency data," Journal of Econometrics, Elsevier, vol. 141(1), pages 44-64, November. [Downloadable!] (restricted)
  10. Fernandes, Marcelo & Linton, Oliver & Scaillet, Olivier, 2007. "Semiparametric methods in econometrics," Journal of Econometrics, Elsevier, vol. 141(1), pages 1-4, November. [Downloadable!] (restricted)
  11. Ana Beatriz Galvão & Michael Artis & Massimiliano Marcellino, 2007. "The transmission mechanism in a changing world," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 39-61. [Downloadable!]
  12. Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236. [Downloadable!] (restricted)
  13. Kruiniger, Hugo, 2007. "An Efficient Linear Gmm Estimator For The Covariance Stationary Ar(1)/Unit Root Model For Panel Data," Econometric Theory, Cambridge University Press, vol. 23(03), pages 519-535, June. [Downloadable!]
  14. J. M. Albala-Bertrand & E. C. Mamatzakis, 2007. "The Impact Of Disaggregated Infrastructure Capital On The Productivity Growth Of The Chilean Economy," Manchester School, University of Manchester, vol. 75(2), pages 258-273, 03. [Downloadable!] (restricted)
  15. J. M. Albala-Bertrand, 2007. "Relative Capital Shortage and Potential Output Constraint: A Gap Approach," International Review of Applied Economics, Taylor and Francis Journals, vol. 21(2), pages 189-205. [Downloadable!] (restricted)
  16. Fella, Giulio, 2007. "When do firing taxes matter?," Economics Letters, Elsevier, vol. 97(1), pages 24-31, October. [Downloadable!] (restricted)
  17. Pancs, Romans & Vriend, Nicolaas J., 2007. "Schelling's spatial proximity model of segregation revisited," Journal of Public Economics, Elsevier, vol. 91(1-2), pages 1-24, February. [Downloadable!] (restricted)
  18. Fagiolo, Giorgio & Valente, Marco & Vriend, Nicolaas J., 2007. "Segregation in networks," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 316-336. [Downloadable!] (restricted)

    2006

  1. Jérôme Adda & Francesca Cornaglia, 2006. "Taxes, Cigarette Consumption, and Smoking Intensity," American Economic Review, American Economic Association, vol. 96(4), pages 1013-1028, September. [Downloadable!]
  2. Matthieu Bussiere & Marcel Fratzscher & Winfried Koeniger, 2006. "Uncertainty and Debt-Maturity in Emerging Markets," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
  3. Winfried Koeniger & Omar Licandro, 2006. "On the Use of Substitutability as a Measure of Competition," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
  4. Guerre, Emmanuel & Moon, Hyungsik Roger, 2006. "A Study Of A Semiparametric Binary Choice Model With Integrated Covariates," Econometric Theory, Cambridge University Press, vol. 22(04), pages 721-742, August. [Downloadable!]
  5. Guay, Alain & Guerre, Emmanuel, 2006. "A Data-Driven Nonparametric Specification Test For Dynamic Regression Models," Econometric Theory, Cambridge University Press, vol. 22(04), pages 543-586, August. [Downloadable!]
  6. Fernandes, Marcelo, 2006. "Financial crashes as endogenous jumps: estimation, testing and forecasting," Journal of Economic Dynamics and Control, Elsevier, vol. 30(1), pages 111-141, January. [Downloadable!] (restricted)
  7. Fernandes, Marcelo & Grammig, Joachim, 2006. "A family of autoregressive conditional duration models," Journal of Econometrics, Elsevier, vol. 130(1), pages 1-23, January. [Downloadable!] (restricted)
  8. Ana Beatriz C. Galvao, 2006. "Structural break threshold VARs for predicting US recessions using the spread," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 463-487. [Downloadable!]
  9. Carriero, Andrea & Favero, Carlo A. & Kaminska, Iryna, 2006. "Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 339-358. [Downloadable!] (restricted)
  10. Andrea Carriero, 2006. "Explaining US-UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 879-899, December. [Downloadable!] (restricted)
  11. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2006. "Arbitrage and equilibrium in unbounded exchange economies with satiation," Journal of Mathematical Economics, Elsevier, vol. 42(6), pages 661-674, September. [Downloadable!] (restricted)
  12. Brenner, Thomas & Vriend, Nicolaas J., 2006. "On the behavior of proposers in ultimatum games," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 617-631, December. [Downloadable!] (restricted)

    2005

  1. Koeniger, Winfried, 2005. "Dismissal costs and innovation," Economics Letters, Elsevier, vol. 88(1), pages 79-84, July. [Downloadable!] (restricted)
  2. Giuseppe Bertola & Stefan Hochguertel & Winfried Koeniger, 2005. "Dealer Pricing Of Consumer Credit ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(4), pages 1103-1142, November. [Downloadable!] (restricted)
  3. Marco Mariotti & Antonio Villar, 2005. "The Nash rationing problem," International Journal of Game Theory, Springer, vol. 33(3), pages 367-377, 09. [Downloadable!] (restricted)
  4. Manzini, Paola & Mariotti, Marco, 2005. "Alliances and negotiations," Journal of Economic Theory, Elsevier, vol. 121(1), pages 128-141, March. [Downloadable!] (restricted)
  5. Fernandes, Marcelo & de Sa Mota, Bernardo & Rocha, Guilherme, 2005. "A multivariate conditional autoregressive range model," Economics Letters, Elsevier, vol. 86(3), pages 435-440, March. [Downloadable!] (restricted)
  6. Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July. [Downloadable!] (restricted)
  7. Marcelo Fernandes & Juan Toro, 2005. "O Mecanismo de Transmissão Monetária na Economia Brasileira Pós-Plano Real," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 59(1), April.
  8. Marcelo Fernandes & Paulo Monteiro, 2005. "Central limit theorem for asymmetric kernel functionals," Annals of the Institute of Statistical Mathematics, Springer, vol. 57(3), pages 425-442, September. [Downloadable!] (restricted)
  9. Fella, Giulio, 2005. "Termination restrictions and investment in general training," European Economic Review, Elsevier, vol. 49(6), pages 1479-1499, August. [Downloadable!] (restricted)
  10. Vriend, Nicolaas J., 2005. "Computing in economics and finance," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 1-2, January. [Downloadable!] (restricted)

    2004

  1. Winfried Koeniger, 2004. "Labor Income Risk and Car Insurance in the UK," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 29(1), pages 55-74, 06. [Downloadable!]
  2. Winfried Koeniger, 2004. "Labor Income Risk and Car Insurance in the UK," The Geneva Risk and Insurance Review, Palgrave Macmillan Journals, vol. 29(1), pages 55-74, June. [Downloadable!] (restricted)
  3. Paola Manzini & Marco Mariotti, 2004. "Going Alone Together: Joint Outside Options in Bilateral Negotiations," Economic Journal, Royal Economic Society, vol. 114(498), pages 943-960, October. [Downloadable!] (restricted)
  4. Marco Mariotti, 2004. "Inequality aversion, impartiality and utilitarianism," Social Choice and Welfare, Springer, vol. 22(2), pages 291-304, 04. [Downloadable!] (restricted)
  5. Giulio Fella & Paola Manzini & Marco Mariotti, 2004. "Does Divorce Law Matter?," Journal of the European Economic Association, MIT Press, vol. 2(4), pages 607-633, 06. [Downloadable!] (restricted)
  6. Bernardo de Sá Mota & Marcelo Fernandes, 2004. "Desempenho de Estimadores de Volatilidade na Bolsa de Valores de São Paulo," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 58(3), April. [Downloadable!]
  7. Fernandes, Marcelo, 2004. "Bounds for the probability distribution function of the linear ACD process," Statistics & Probability Letters, Elsevier, vol. 68(2), pages 169-176, June. [Downloadable!] (restricted)
  8. Clements, Michael P. & Galvao, Ana Beatriz, 2004. "A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure," International Journal of Forecasting, Elsevier, vol. 20(2), pages 219-236. [Downloadable!] (restricted)
  9. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Economic Theory, Springer, vol. 23(2), pages 353-370, January. [Downloadable!] (restricted)
  10. JosÈ M. Albala-Bertrand & Emmanuel C. Mamatzakis, 2004. "The Impact of Public Infrastructure on the Productivity of the Chilean Economy," Review of Development Economics, Blackwell Publishing, vol. 8(2), pages 266-278, 05. [Downloadable!] (restricted)

    2003

  1. Manzini, Paola & Mariotti, Marco, 2003. "A bargaining model of voluntary environmental agreements," Journal of Public Economics, Elsevier, vol. 87(12), pages 2725-2736, December. [Downloadable!] (restricted)
  2. Richard Dickens & David T Ellwood, 2003. "Child Poverty in Britain and the United States," Economic Journal, Royal Economic Society, vol. 113(488), pages F219-F239, 06. [Downloadable!] (restricted)
  3. Nizar Allouch, 2003. "A note on two notions of arbitrage," Economics Bulletin, Economics Bulletin, vol. 4(1), pages 1-7. [Downloadable!]
  4. Antoni Bosch-DomËnech & Nicolaas J. Vriend, 2003. "Imitation of successful behaviour in cournot markets," Economic Journal, Royal Economic Society, vol. 113(487), pages 495-524, 04. [Downloadable!] (restricted)
  5. Nicolaas J. Vriend, 2003. "'From Exchange It Comes to Tears'. A Dutch 'Folk Theorem' Reconsidered," Theory and Decision, Springer, vol. 55(4), pages 315-338, December. [Downloadable!]

    2002

  1. Manzini, Paola & Mariotti, Marco, 2002. " A "Tragedy of the Clubs": Excess Entry in Exclusive Coalitions," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 4(1), pages 115-36. [Downloadable!] (restricted)
  2. Manzini, Paola & Mariotti, Marco, 2002. "The Effect of Disagreement on Noncooperative Bargaining," Journal of Economic Theory, Elsevier, vol. 107(2), pages 490-499, December. [Downloadable!] (restricted)
  3. Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July. [Downloadable!] (restricted)
  4. Guerre, Emmanuel & Lavergne, Pascal, 2002. "Optimal Minimax Rates For Nonparametric Specification Testing In Regression Models," Econometric Theory, Cambridge University Press, vol. 18(05), pages 1139-1171, October. [Downloadable!]
  5. Ana B. C. Galvão & Michael P. Clements, 2002. "Conditional mean functions of non-linear models of US output," Empirical Economics, Springer, vol. 27(4), pages 569-586. [Downloadable!] (restricted)
  6. Beatriz C. Galvao, Ana, 2002. "Can non-linear time series models generate US business cycle asymmetric shape?," Economics Letters, Elsevier, vol. 77(2), pages 187-194, October. [Downloadable!] (restricted)
  7. Allouch, Nizar, 2002. "An equilibrium existence result with short selling," Journal of Mathematical Economics, Elsevier, vol. 37(2), pages 81-94, April. [Downloadable!] (restricted)
  8. Allouch, Nizar & Le Van, Cuong & Page, Frank Jr., 2002. "The geometry of arbitrage and the existence of competitive equilibrium," Journal of Mathematical Economics, Elsevier, vol. 38(4), pages 373-391, December. [Downloadable!] (restricted)
  9. Vriend, Nicolaas J, 2002. "Evolutionary Process in Economics: Introduction," Computational Economics, Springer, vol. 19(1), pages 1-4, February. [Downloadable!]
  10. Nicolaas J. Vriend, 2002. "Was Hayek an Ace?," Southern Economic Journal, Southern Economic Association, vol. 68(4), pages 811-840, April.

    2001

  1. Manzini, Paola & Mariotti, Marco, 2001. "Perfect Equilibria in a Model of Bargaining with Arbitration," Games and Economic Behavior, Elsevier, vol. 37(1), pages 170-195, October. [Downloadable!] (restricted)
  2. Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale, 2001. "An automatic leading indicator of economic activity: forecasting GDP growth for European countries," Econometrics Journal, Royal Economic Society, vol. 4(1), pages 37.
  3. Marcelo Fernandes, 2001. "Economics and literature: an examination of Gulliver’s Travels," Journal of Economic Studies, Emerald Group Publishing, vol. 28(2), pages 92-105, January. [Downloadable!] (restricted)
  4. Albala-Bertrand, J M & Mamatzakis, E C, 2001. "Is Public Infrastructure Productive? Evidence from Chile," Applied Economics Letters, Taylor and Francis Journals, vol. 8(3), pages 195-98, March. [Downloadable!] (restricted)
  5. Fella, Giulio, 2001. "Reserve uncertainty and speculative attacks on target zones," Economics Letters, Elsevier, vol. 70(2), pages 223-228, February. [Downloadable!] (restricted)
  6. Kirman, Alan P. & Vriend, Nicolaas J., 2001. "Evolving market structure: An ACE model of price dispersion and loyalty," Journal of Economic Dynamics and Control, Elsevier, vol. 25(3-4), pages 459-502, March. [Downloadable!] (restricted)

    2000

  1. Mariotti, Marco, 2000. "Maximum Games, Dominance Solvability, and Coordination," Games and Economic Behavior, Elsevier, vol. 31(1), pages 97-105, April. [Downloadable!] (restricted)
  2. Marco Mariotti, 2000. "exposita notes : Collective choice functions on non-convex problems," Economic Theory, Springer, vol. 16(2), pages 457-463. [Downloadable!] (restricted)
  3. Marco Mariotti, 2000. "Maximal symmetry and the Nash solution," Social Choice and Welfare, Springer, vol. 17(1), pages 45-53. [Downloadable!] (restricted)
  4. Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2000. "Optimal Nonparametric Estimation of First-Price Auctions," Econometrica, Econometric Society, vol. 68(3), pages 525-574, May.
  5. Guerre, Emmanuel, 2000. "Design Adaptive Nearest Neighbor Regression Estimation," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 219-244, November. [Downloadable!] (restricted)
  6. Dickens, Richard, 2000. "Caught in a Trap? Wage Mobility in Great Britain: 1975-1994," Economica, London School of Economics and Political Science, vol. 67(268), pages 477-97, November. [Downloadable!] (restricted)
  7. Dickens, Richard, 2000. "The Evolution of Individual Male Earnings in Great Britain: 1975-95," Economic Journal, Royal Economic Society, vol. 110(460), pages 27-49, January. [Downloadable!] (restricted)
  8. Dickens, Richard & Gregg, Paul & Wadsworth, Jonathan, 2000. "New Labour and the Labour Market," Oxford Review of Economic Policy, Oxford University Press, vol. 16(1), pages 95-113, Spring.
  9. Ana Beatriz C. Galvão & Marcelo S. Portugal & Eduardo P. Ribeiro, 2000. "Volatilidade e Causalidade: Evidências para o Mercado à Vista e Futuro de Índice de Ações no Brasil," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 54(1), April.
  10. Kruiniger, Hugo, 2000. "On the solution of the linear rational expectations model with multiple lags," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 535-559, April. [Downloadable!] (restricted)
  11. J. M. Albala-Bertrand, 2000. "Complex Emergencies versus Natural Disasters: An Analytical Comparison of Causes and Effects," Oxford Development Studies, Taylor and Francis Journals, vol. 28(2), pages 187-204. [Downloadable!] (restricted)
  12. Fella, Giulio, 2000. "Efficiency wage and efficient redundancy pay," European Economic Review, Elsevier, vol. 44(8), pages 1473-1490, August. [Downloadable!] (restricted)
  13. Vriend, Nicolaas J., 2000. "An illustration of the essential difference between individual and social learning, and its consequences for computational analyses," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 1-19, January. [Downloadable!] (restricted)
  14. Nicolaas J. Vriend, 2000. "Demonstrating the Possibility of Pareto Inferior Nash Equilibria," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 31(4), pages 358-362. [Downloadable!]

    1999

  1. Mariotti, Marco, 1999. "Fair Bargains: Distributive Justice and Nash Bargaining Theory," Review of Economic Studies, Blackwell Publishing, vol. 66(3), pages 733-41, July. [Downloadable!] (restricted)
  2. Karim M. Abadir & Kaddour Hadri & Elias Tzavalis, 1999. "The Influence of VAR Dimensions on Estimator Biases," Econometrica, Econometric Society, vol. 67(1), pages 163-182, January.
  3. Tzavalis, Elias, 1999. "A Common Shift in Real Interest Rates across Countries," Applied Financial Economics, Taylor and Francis Journals, vol. 9(4), pages 365-69, August. [Downloadable!] (restricted)
  4. Dickens, Richard & Machin, Stephen & Manning, Alan, 1999. "The Effects of Minimum Wages on Employment: Theory and Evidence from Britain," Journal of Labor Economics, University of Chicago Press, vol. 17(1), pages 1-22, January. [Downloadable!] (restricted)
  5. J.M. Albala-Bertrand, 1999. "Industrial Interdependence Change in Chile: 1960-90 a comparison with Taiwan and South Korea," International Review of Applied Economics, Taylor and Francis Journals, vol. 13(2), pages 161-191, May. [Downloadable!] (restricted)
  6. Albala-Bertrand, Jose Miguel, 1999. "Structural Change in Chile: 1960-90," Economic Systems Research, Taylor and Francis Journals, vol. 11(3), pages 301-19, September.
  7. Nagel, Rosemarie & Vriend, Nicolaas J, 1999. "Inexperienced and Experienced Players in an Oligopolistic Market Game with Minimal Information," Industrial and Corporate Change, Oxford University Press, vol. 8(1), pages 41-65, March.
  8. Rosemarie Nagel & Nicolaas J. Vriend, 1999. "An experimental study of adaptive behavior in an oligopolistic market game," Journal of Evolutionary Economics, Springer, vol. 9(1), pages 27-65. [Downloadable!] (restricted)

    1998

  1. Mariotti, Marco, 1998. "Extending Nash's Axioms to Nonconvex Problems," Games and Economic Behavior, Elsevier, vol. 22(2), pages 377-383, February. [Downloadable!] (restricted)
  2. Ecchia, Giulio & Mariotti, Marco, 1998. "Coalition formation in international environmental agreements and the role of institutions," European Economic Review, Elsevier, vol. 42(3-5), pages 573-582, May. [Downloadable!] (restricted)
  3. Marco Mariotti, 1998. "Nash bargaining theory when the number of alternatives can be finite," Social Choice and Welfare, Springer, vol. 15(3), pages 413-421. [Downloadable!] (restricted)
  4. E. Guerre & J. Maës, 1998. "Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems," Statistical Inference for Stochastic Processes, Springer, vol. 1(2), pages 157-173, May. [Downloadable!] (restricted)

    1997

  1. Mariotti, Marco, 1997. "Decisions in Games: Why There Should Be a Special Exemption from Bayesian Rationality," Journal of Economic Methodology, Taylor and Francis Journals, vol. 4(1), pages 43-60, June.
  2. Mariotti, Marco, 1997. "A Model of Agreements in Strategic Form Games," Journal of Economic Theory, Elsevier, vol. 74(1), pages 196-217, May. [Downloadable!] (restricted)
  3. Tzavalis, Elias & Wickens, Michael R, 1997. "Explaining the Failures of the Term Spread Models of the Rational Expectations Hypothesis of the Term Structure," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 364-80, August.
  4. Vriend, Nicolaas J., 1997. "Will reasoning improve learning?," Economics Letters, Elsevier, vol. 55(1), pages 9-18, August. [Downloadable!] (restricted)

    1996

  1. Mariotti, Marco, 1996. "Non-optimal Nash Bargaining Solutions," Economics Letters, Elsevier, vol. 52(1), pages 15-20, July. [Downloadable!] (restricted)
  2. Burridge, Peter & Guerre, Emmanuel, 1996. "The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test," Econometric Theory, Cambridge University Press, vol. 12(04), pages 705-723, October. [Downloadable!]
  3. Vriend, Nicolaas J., 1996. "Rational behavior and economic theory," Journal of Economic Behavior & Organization, Elsevier, vol. 29(2), pages 263-285, March. [Downloadable!] (restricted)

    1995

  1. Mariotti, Marco, 1995. "Is Bayesian Rationality Compatible with Strategic Rationality?," Economic Journal, Royal Economic Society, vol. 105(432), pages 1099-1109, September. [Downloadable!] (restricted)
  2. Vriend, Nicolaas J, 1995. "Self-Organization of Markets: An Example of a Computational Approach," Computational Economics, Springer, vol. 8(3), pages 205-31, August.

    1994

  1. Mariotti, Marco, 1994. "The Nash solution and Independence of Revealed Irrelevant Alternatives," Economics Letters, Elsevier, vol. 45(2), pages 175-179, June. [Downloadable!] (restricted)
  2. Marcelo Fernandes & Ilan Gleiser, 1994. "A questão da dinâmica de preços de ativos financeiros," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 48(2), April.

    1993

  1. Dickens, Richard & Fry, Vanessa & Pashardes, Panos, 1993. "Non-linearities and Equivalence Scales," Economic Journal, Royal Economic Society, vol. 103(417), pages 359-68, March. [Downloadable!] (restricted)
  2. Albala-Bertrand, J. M., 1993. "Natural disaster situations and growth: A macroeconomic model for sudden disaster impacts," World Development, Elsevier, vol. 21(9), pages 1417-1434, September. [Downloadable!] (restricted)

    1992

  1. Mariotti Marco, 1992. "Unused innnovations," Economics Letters, Elsevier, vol. 38(3), pages 367-371, March. [Downloadable!] (restricted)

    1990

  1. Hartog, Joop & Vriend, Nick, 1990. "Young Mediterraneans in the Dutch Labour Market: A Comparative Analysis of Allocation and Earnings," Oxford Economic Papers, Oxford University Press, vol. 42(2), pages 379-401, April. [Downloadable!] (restricted)

    1989

  1. Mariotti, Marco, 1989. "Being identical, behaving differently: A theorem on technological diffusion," Economics Letters, Elsevier, vol. 30(4), pages 275-278, October. [Downloadable!] (restricted)

Chapters

    2008

  1. Bosch-Domènech, Antoni & Vriend, Nicolaas J., 2008. "The Classical Experiments on Cournot Oligopoly," Handbook of Experimental Economics Results, Elsevier. [Downloadable!] (restricted)

    2006

  1. Vriend, Nicolaas J., 2006. "ACE Models of Endogenous Interactions," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 21, pages 1047-1079 Elsevier. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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