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Publications by members of Economics Group, Nuffield College Department of Economics Oxford University Oxford, United Kingdom
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service . Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members . Register yourself . This page is updated in the first days of each month. | Working papers | Journal articles | Books | Chapters |Working papers Undated material is listed at the end 2008 Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk — realised semivariance ,"
CREATES Research Papers
2008-42, School of Economics and Management, University of Aarhus.
[Downloadable!] Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk - realised semivariance ,"
OFRC Working Papers Series
2008fe01, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008.
"Multivariate realised kernels: consistent positive semin-definite estimators of the covariation of equity prices with noise and non-synchronous trading ,"
Economics Series Working Papers
397, University of Oxford, Department of Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk-realised semivariance ,"
Economics Papers
2008-W02, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Frédérique Bec & Anders Rahbek & Neil Shephard, 2008.
"The ACR model: a multivariate dynamic mixture autoregression ,"
THEMA Working Papers
2008-11, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!] Neil Shephard & Torben G. Andersen, 2008.
"Stochastic Volatility: Origins and Overview ,"
OFRC Working Papers Series
2008fe23, Oxford Financial Research Centre.
[Downloadable!] Neil Shephard & Torben G. Andersen, 2008.
"Stochastic Volatility: Origins and Overview ,"
Economics Series Working Papers
389, University of Oxford, Department of Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008.
"Measuring downside risk - realised semivariance ,"
Economics Series Working Papers
382, University of Oxford, Department of Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008.
"Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading ,"
OFRC Working Papers Series
2008fe29, Oxford Financial Research Centre.
[Downloadable!] Bruno Strulovici, 2008.
"Learning while voting: determinants of collective experimentation ,"
Economics Papers
2008-W08, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hakon Saelen & Giles Atkinson & Simon Dietz & Jennifer Helgeson & Cameron Hepburn, 2008.
"Risk,inequality and time in the welfare economics of climate change: is the workhorse model underspecified? ,"
Economics Series Working Papers
400, University of Oxford, Department of Economics.
[Downloadable!] Florin O. Bilbiie & Fabio Ghironi & Marc J. Melitz, 2008.
"Monopoly Power and Endogenous Product Variety: Distortions and Remedies ,"
NBER Working Papers
14383, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Søren Johansen & Bent Nielsen, 2008.
"An analysis of the indicator saturation estimator as a robust regression estimator ,"
Economics Papers
2008-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Søren Johansen & Bent Nielsen, 2008.
"An analysis of the indicator saturation estimator as a robust regression ,"
Discussion Papers
08-03, University of Copenhagen. Department of Economics.
[Downloadable!] Nielsen, Bent, 2008.
"On the Explosive Nature of Hyper-Inflation Data ,"
Economics Discussion Papers
2008-9, Kiel Institute for the World Economy.
[Downloadable!] Bent Nielsen & Heino Bohn Nielsen, 2008.
"Properties of etimated characteristic roots ,"
Economics Papers
2008-W07, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] D. Kuang & Bent Nielsen & J. P. Nielsen, 2008.
"Forecasting with the age-period-cohort model and the extended chain-ladder model ,"
Economics Papers
2008-W09, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen & Heino Bohn Nielsen, 2008.
"Properties of Estimated Characteristic Roots ,"
Discussion Papers
08-13, University of Copenhagen. Department of Economics.
[Downloadable!] Søren Johansen & Bent Nielsen, 2008.
"An analysis of the indicator saturation estimator as a robust regression estimator ,"
CREATES Research Papers
2008-09, School of Economics and Management, University of Aarhus.
[Downloadable!] Giese, Julia V., 2008.
"Level, Slope, Curvature: Characterising the Yield Curve in a Cointegrated VAR Model ,"
Economics Discussion Papers
2008-13, Kiel Institute for the World Economy.
[Downloadable!] 2007 Richard Layard & Guy Mayraz & Stephen Nickell, 2007.
"The Marginal Utility of Income ,"
CEP Discussion Papers
dp0784, Centre for Economic Performance, LSE.
[Downloadable!] Richard Layard & Guy Mayraz & Stephen J. Nickell, 2007.
"The Marginal Utility of Income ,"
SOEPpapers
50, DIW Berlin, The German Socio-Economic Panel (SOEP).
[Downloadable!] Heski Bar-Isaac & Ian Jewitt & Clare Leaver, 2007.
"Information and Human Capital Managment ,"
Working Papers
07-29, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!] Paul A.Grout & Ian Jewitt & Silvia Sonderegger, 2007.
"Governance Reform in Legal Service Markets ,"
The Centre for Market and Public Organisation
07/170, Department of Economics, University of Bristol, UK.
[Downloadable!] Heski Bar-Isaac & Ian Jewitt & Clare Leaver, 2007.
"Information and Human Capital Management ,"
Economics Series Working Papers
367, University of Oxford, Department of Economics.
[Downloadable!] Jeremy Bulow & Paul Klemperer, 2007.
"When are Auctions Best? ,"
Economics Papers
2007-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Jeremy I. Bulow & Paul D. Klemperer, 2007.
"When are Auctions Best? ,"
NBER Working Papers
13268, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Bulow, Jeremy I & Klemperer, Paul, 2007.
"When are Auctions Best? ,"
CEPR Discussion Papers
6393, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bulow, Jeremy I. & Klemperer, Paul D., 2007.
"When Are Auctions Best? ,"
Research Papers
1973, Stanford University, Graduate School of Business.
[Downloadable!] John K.-H. Quah & Bruno Strulovici, 2007.
"Comparative Statics, Informativeness, and the Interval Dominance Order ,"
Economics Papers
2007-W04, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] David Anthoff & Cameron Hepburn & Richard S.J. Tol, 2007.
"Equity Weighting and the Marginal Damage Costs of Climate Change ,"
Working Papers
2007.43, Fondazione Eni Enrico Mattei.
[Downloadable!] Florin O. Bilbiie & Fabio Ghironi & Marc J. Melitz, 2007.
"Monetary Policy and Business Cycles with Endogenous Entry and Product Variety ,"
NBER Working Papers
13199, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Florin Bilbiie & Fabio Ghironi & Marc J. Melitz, 2007.
"Endogenous Entry, Product Variety, and Business Cycles ,"
NBER Working Papers
13646, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Bent Nielsen & Carlos Caceres, 2007.
"Convergence to Stochastic Integrals with Non-linear integrands ,"
Economics Papers
2007-W02, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Alberto Behar & James Hodge, 2007.
"The employment effects of mergers in a declining industry: the case of South African gold mining ,"
Economics Series Working Papers
335, University of Oxford, Department of Economics.
[Downloadable!] Bent Nielsen & Eric Engler, 2007.
"The empirical process of autoregressive residuals ,"
Economics Papers
2007-W01, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Di Kuang & Bent Nielsen & J. P. Nielsen, 2007.
"Identification of the age-period-cohort model and the extended chain ladder model ,"
Economics Papers
2007-W05, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Robert Allen & Jean-Pascal Bassino & Debin Ma & Christine Moll-Murata & Jan Luiten van Zanden, 2007.
"Wages, Prices, and Living Standards in China,1738-1925: in comparison with Europe, Japan, and India ,"
Economics Series Working Papers
316, University of Oxford, Department of Economics.
[Downloadable!] Robert Allen, 2007.
"Engel's Pause: A Pessimist's GUide to the British Industrial Revolution ,"
Economics Series Working Papers
315, University of Oxford, Department of Economics.
[Downloadable!] Robert Allen, 2007.
"Pessimism Preserved: Real Wages in the British Industrial Revolution ,"
Economics Series Working Papers
314, University of Oxford, Department of Economics.
[Downloadable!] Robert C. Allen, 2007.
"How Prosperous were the Romans? Evidence from Diocletian's Price Edict (301 AD) ,"
Economics Series Working Papers
363, University of Oxford, Department of Economics.
[Downloadable!] Robert C. Allen, 2007.
"The Industrial Revolution in Miniature: The Spinning Jenny in Britain, France, and India ,"
Economics Series Working Papers
375, University of Oxford, Department of Economics.
[Downloadable!] Godfrey Keller & Kevin Roberts & Margaret Stevens, 2007.
"Unemployment, Particiation and Market Size ,"
Economics Series Working Papers
362, University of Oxford, Department of Economics.
[Downloadable!] 2006 Giulia Faggio & Stephen Nickell, 2006.
"Patterns of Work Across the OECD ,"
CEP Discussion Papers
dp0730, Centre for Economic Performance, LSE.
[Downloadable!] Grout, Paul A & Jewitt, Ian & Sonderegger, Silvia, 2006.
"Governance Reform in Legal Service Markets ,"
CEPR Discussion Papers
5959, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Paul Klemperer, 2006.
"Network Effects and Switching Costs: two short essays for the new New Palgrave ,"
Economics Papers
2006-W06, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Joseph Farrell & Paul Klemperer, 2006.
"Co-ordination and Lock-in: Competition with Switching Costs and Network Effects ,"
Economics Papers
2006-W07, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Farrell, Joseph & Klemperer, Paul, 2006.
"Coordination and Lock-In: Competition with Switching Costs and Network Effects ,"
CEPR Discussion Papers
5798, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ,"
Economics Series Working Papers
264, University of Oxford, Department of Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ,"
Economics Papers
2006-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006.
"Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ,"
OFRC Working Papers Series
2006fe05, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006.
"Subsampling realised kernels ,"
OFRC Working Papers Series
2006fe06, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006.
"Subsampling realised kernels ,"
Economics Papers
2006-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006.
"Subsampling realised kernels ,"
Economics Series Working Papers
278, University of Oxford, Department of Economics.
[Downloadable!] Paul Milgrom & Bruno Strulovici, 2006.
"Substitute Valuations, Auctions and Equilibrium with Discrete Goods ,"
Levine's Bibliography
321307000000000713, UCLA Department of Economics.
[Downloadable!] Paul Milgrom & Bruno Strulovici, 2006.
"Substitutes Valuations with Divisible Goods ,"
Levine's Bibliography
321307000000000126, UCLA Department of Economics.
[Downloadable!] Paul Milgrom & Bruno Strulovici, 2006.
"Concepts and Properties of Substitute Goods ,"
Economics Papers
2006-W02, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hepburn, C. & Grubb, M. & Neuhoff, K. & Matthes , F. & Tse, M., 2006.
"Auctioning of EU ETS Phase II allowances: how and why? ,"
Cambridge Working Papers in Economics
0644, Faculty of Economics, University of Cambridge.
[Downloadable!] Cameron Hepburn & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2006.
"Social Discounting Under Uncertainty: A cross-country comparison ,"
The Institute for International Integration Studies Discussion Paper Series
iiisdp177, IIIS.
[Downloadable!] David Anthoff & Cameron Hepburn & Richard S.J. Tol, 2006.
"Equity weighting and the marginal damage costs of climate change ,"
Working Papers
FNU-121, Research unit Sustainability and Global Change, Hamburg University, revised Dec 2006.
[Downloadable!] Cameron Hepburn & John K.-H. Quah & Robert A. Ritz, 2006.
"Emissions Trading and Profit-Neutral Grandfathering ,"
Economics Series Working Papers
295, University of Oxford, Department of Economics.
[Downloadable!] Florin Ovidiu Bilbiie & André Meier & Gernot J. Müller, 2006.
"Bank interest rate pass-through in the euro area: a cross country comparison ,"
Working Paper Series
582, European Central Bank.
[Downloadable!] Roland Straub & Florin Bilbiie, 2006.
"Asset Market Participation, Monetary Policy Rules, and the Great Inflation ,"
IMF Working Papers
06/200, International Monetary Fund.
[Downloadable!] Clive Bowsher & Roland Meeks, 2006.
"High Dimensional Yield Curves: Models and Forecasting ,"
Economics Papers
2006-W12, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Clive G. Bowsher & Roland Meeks, 2006.
"The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure ,"
Economics Papers
2006-W05, Economics Group, Nuffield College, University of Oxford.
Eric Maskin & Kevin W.S. Roberts, 2006.
"On the Fundamental Theorems of General Equilibrium ,"
Economics Working Papers
0074, Institute for Advanced Study, School of Social Science.
[Downloadable!] Mikhail Drugov, 2006.
"Information and Delay in an Agency Model ,"
Economics Series Working Papers
298, University of Oxford, Department of Economics.
[Downloadable!] 2005 Giulia Faggio & Stephen Nickell, 2005.
"Inactivity Among Prime Age Men in the UK ,"
CEP Discussion Papers
dp0673, Centre for Economic Performance, LSE.
[Downloadable!] Anthony Barnes Atkinson, 2005.
"EUROMOD and the Development of EU Social Policy ,"
Discussion Papers of DIW Berlin
467, DIW Berlin, German Institute for Economic Research.
[Downloadable!] Paul Klemperer, 2005.
"Bidding Markets ,"
Law and Economics
0508007, EconWPA.
[Downloadable!] Neil Shephard & Ole E. Barndorff-Nielsen, 2005.
"Variation, jumps, market frictions and high frequency data in financial econometrics ,"
Economics Series Working Papers
240, University of Oxford, Department of Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel, 2005.
"Limit theorems for multipower variation in the presence of jumps ,"
Economics Papers
2005-W07, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard, 2005.
"Limit theorems for bipower variation in financial econometrics ,"
Economics Papers
2005-W06, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2005.
"Variation, jumps, market frictions and high frequency data in financial econometrics ,"
Economics Papers
2005-W16, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Neil Shephard, 2005.
"Stochastic Volatility ,"
Economics Papers
2005-W17, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2005.
"Variation, jumps, market frictions and high frequency data in financial econometrics ,"
OFRC Working Papers Series
2005fe08, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel, 2005.
"Limit theorems for multipower variation in the presence of jumps ,"
OFRC Working Papers Series
2005fe06, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard, 2005.
"Limit theorems for bipower variation in financial econometrics ,"
OFRC Working Papers Series
2005fe09, Oxford Financial Research Centre.
[Downloadable!] Megan Ceronsky & David Anthoff & Cameron Hepburn & Richard S.J. Tol, 2005.
"Checking The Price Tag On Catastrophe: The Social Cost Of Carbon Under Non-Linear Climate Response ,"
Working Papers
FNU-87, Research unit Sustainability and Global Change, Hamburg University, revised Aug 2005.
[Downloadable!] Florin Bilbiie & Fabio Ghironi & Marc J. Melitz, 2005.
"Business Cycles and Firm Dynamics ,"
2005 Meeting Papers
842, Society for Economic Dynamics.
[Downloadable!] Florin Bilbiie, 2005.
"The Utopia of Implementing Monetary Policy Cooperation through Domestic Institutions ,"
Economics Papers
2005-W13, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Florin Bilbiie, 2005.
"Fiscal Contracts for a Monetary Union ,"
Economics Papers
2005-W11, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Florin Bilbiie, 2005.
"Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic ,"
Economics Papers
2005-W09, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Florin Bilbiie & David Stasavage, 2005.
"Incomplete Fiscal Rules with Imperfect Enforcement ,"
Economics Papers
2005-W12, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Florin Bilbiie, 2005.
"Deus ex machina wanted: time inconsistency of time consistency solutions in monetary policy ,"
Economics Papers
2005-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Alberto Behar, 2005.
"Does training benefit those who do not get any? Elasticities of complementarity and factor price in South Africa ,"
Economics Series Working Papers
244, University of Oxford, Department of Economics.
[Downloadable!] Clive G. Bowsher, 2005.
"Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models ,"
Economics Papers
2005-W26, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Takamitsu Kurita & Bent Nielsen, 2005.
"Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model ,"
Economics Papers
2005-W01, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, 2005.
"Analysis of co-explosive processes ,"
Economics Papers
2005-W08, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Robert C. Allen, 2005.
"Capital Accumulation, Technological Change, and the Distribution of Income during the British Industrial Revolution ,"
Economics Series Working Papers
239, University of Oxford, Department of Economics.
[Downloadable!] Kevin Roberts, 2005.
"Social Choice Theory and the Informational Basis Approach ,"
Economics Papers
2005-W23, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Kevin Roberts, 2005.
"Social Choice Theory and the Informational Basis Approach ,"
Economics Series Working Papers
247, University of Oxford, Department of Economics.
[Downloadable!] Kevin Roberts, 2005.
"Condorcet Cycles? A Model of Intertemporal Voting ,"
Economics Series Working Papers
236, University of Oxford, Department of Economics.
[Downloadable!] Kevin Roberts, 2005.
"Condorcet Cycles? A Model of Intertemporal Voting ,"
Economics Papers
2005-W15, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] David P. Myatt & Justin P. Johnson, 2005.
"Multiproduct Cournot Oligopoly ,"
Economics Series Working Papers
145, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Chris Wallace, 2005.
"Production Targets and Free Disposal in the Private Provision of Public Goods ,"
Economics Series Working Papers
231, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Torun Dewan, 2005.
"Scandal, Protection, and Recovery in Political Cabinets ,"
Economics Series Working Papers
237, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt, 2005.
"Instant Exit from the Asymmetric War of Attrition ,"
Economics Series Working Papers
160, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Chris Wallace, 2005.
"The Evolution of Collective Action ,"
Economics Series Working Papers
190, University of Oxford, Department of Economics.
[Downloadable!] 2004 Stephen Nickell, 2004.
"Employment and Taxes ,"
CEP Discussion Papers
dp0634, Centre for Economic Performance, LSE.
[Downloadable!] Paul Klemperer, 2004.
"Auctions: Theory and Practice ,"
Economics Papers
2004-W09, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli, 2004.
"Capital Accumulation and Growth: A New Look at the Empirical Evidence ,"
Boston College Working Papers in Economics
591, Boston College Department of Economics, revised 02 Aug 2007.
[Downloadable!] Charles S. Bos & Neil Shephard, 2004.
"Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form ,"
Tinbergen Institute Discussion Papers
04-015/4, Tinbergen Institute.
[Downloadable!] Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004.
"Stochastic Volatility with Leverage: Fast Likelihood Inference ,"
CIRJE F-Series
CIRJE-F-297, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Charles S. Bos & Neil Shephard, 2004.
"Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form ,"
Economics Papers
2004-W02, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2004.
"A Feasible Central Limit Theory for Realised Volatility Under Leverage ,"
Economics Papers
2004-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole Barndorff-Nielsen & Svend Erik Graversen & Jean Jacod & Mark Podolskij & Neil Shephard, 2004.
"A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales ,"
Economics Papers
2004-W29, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004.
"Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise ,"
Economics Papers
2004-W28, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole Barndorff-Nielsen & Neil Shephard, 2004.
"Multipower Variation and Stochastic Volatility ,"
Economics Papers
2004-W30, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Siddhartha Chib & Michael K Pitt & Neil Shephard, 2004.
"Likelihood based inference for diffusion driven models ,"
Economics Papers
2004-W20, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004.
"Stochastic volatility with leverage: fast likelihood inference ,"
Economics Papers
2004-W19, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2004.
"A feasible central limit theory for realised volatility under leverage ,"
OFRC Working Papers Series
2004fe03, Oxford Financial Research Centre.
[Downloadable!] Ole BARNDORFF-NIELSEN & Svend Erik GRAVERSEN & Jean JACOD & Mark PODOLSKIJ & Neil SHEPHARD, 2004.
"A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales ,"
OFRC Working Papers Series
2004fe21, Oxford Financial Research Centre.
[Downloadable!] Siddhartha Chib & Michael K Pitt & Neil Shephard, 2004.
"Likelihood based inference for diffusion driven models ,"
OFRC Working Papers Series
2004fe17, Oxford Financial Research Centre.
[Downloadable!] Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2004.
"Likelihood-based estimation of latent generalised ARCH structures ,"
OFRC Working Papers Series
2004fe02, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004.
"Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise ,"
OFRC Working Papers Series
2004fe20, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2004.
"Multipower Variation and Stochastic Volatility ,"
OFRC Working Papers Series
2004fe22, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2004.
"Econometrics of testing for jumps in financial economics using bipower variation ,"
OFRC Working Papers Series
2004fe01, Oxford Financial Research Centre.
[Downloadable!] Richard Mash & Cameron Hepburn & Dieter Helm, 2004.
"Time-Inconsistent Environmental Policy And Optimal Delegation ,"
Royal Economic Society Annual Conference 2004
14, Royal Economic Society.
[Downloadable!] Cameron Hepburn, 2004.
"Hyperbolic Discounting And Resource Collapse ,"
Royal Economic Society Annual Conference 2004
103, Royal Economic Society.
[Downloadable!] Florin O. Bilbiie, 2004.
"The great inflation, limited asset markets participation and aggregate demand: FED policy was better than you think ,"
Working Paper Series
408, European Central Bank.
[Downloadable!] Florin O. Bilbiie & Roland Straub, 2004.
"Fiscal Policy, Business Cycles and Labor-Market Fluctuations ,"
MNB Working Papers
2004/6, Magyar Nemzeti Bank (The Central Bank of Hungary).
[Downloadable!] Alberto Behar & Lawrence Edwards, 2004.
"Estiimating Elasticities Of Demand And Supply For South African Manufactured Exports Using A Vector Error Correction Model ,"
Development and Comp Systems
0409045, EconWPA.
[Downloadable!] Clive G. Bowsher, 2004.
"Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange ,"
Economics Papers
2004-W21, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen & J. James Reade, 2004.
"Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression ,"
Economics Papers
2004-W24, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen, 2004.
"Two sided analysis of variance with a latent time series ,"
Economics Papers
2004-W25, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Christopher Bliss, 2004.
"Some Implications of a Variable EIS ,"
Economics Papers
2004-W26, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] David P. Myatt & Justin P. Johnson, 2004.
"On the Simple Economics of Advertising, Marketing, and Product Design ,"
Economics Series Working Papers
185, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt, 2004.
"On the Theory of Strategic Voting ,"
Economics Series Working Papers
186, University of Oxford, Department of Economics.
[Downloadable!] 2003 Stephen Nickell, 2003.
"Employment and Taxes ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Stephen Nickell, 2003.
"A Picture of European Unemployment: Success and Failure ,"
CEP Discussion Papers
dp0577, Centre for Economic Performance, LSE.
[Downloadable!] Stephen Nickell, 2003.
"Poverty and Worklessness in Britain ,"
CEP Discussion Papers
dp0579, Centre for Economic Performance, LSE.
[Downloadable!] Anthony B Atkinson, 2003.
"Income Inequality in OECD Countries: Data and Explanations ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Klemperer, Paul, 2003.
"Using and Abusing Economic Theory ,"
CEPR Discussion Papers
3813, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Vlieghe, Gertjan & Stephen Bond & Alexander Klemm & Rain Newton-Smith & Murtaza Syed, 2003.
"The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment ,"
Royal Economic Society Annual Conference 2003
212, Royal Economic Society.
[Downloadable!] Krolzig, Hans-Martin & Peter Flaschel, 2003.
"Wage and Price Phillips Curves ,"
Royal Economic Society Annual Conference 2003
128, Royal Economic Society.
[Downloadable!] Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl, 2003.
"Comparison of Model Reduction Methods for VAR Processes ,"
Economics Papers
2003-W13, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hans-Martin Krolzig, 2003.
"General-to-Specific Model Selection Procedures for Structural Vector Autoregressions ,"
Economics Papers
2003-W15, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] David F. Hendry & Hans-Martin Krolzig, 2003.
"Sub-sample Model Selection Procedures in Gets Modelling ,"
Economics Papers
2003-W17, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Peter Flaschel & Hans-Martin Krolzig, 2003.
"Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals ,"
Economics Papers
2003-W16, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hendry, David F & Hans-Martin Krolzig, 2003.
"The Properties of Automatic Gets Modelling ,"
Royal Economic Society Annual Conference 2003
105, Royal Economic Society.
[Downloadable!] David Hendry & Hans-Martin Krolzig, 2003.
"The Properties of Automatic Gets Modelling ,"
Economics Papers
2003-W14, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2003.
"Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes ,"
Economics Papers
2003-W12, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2003.
"Power and bipower variation with stochastic volatility and jumps ,"
Economics Papers
2003-W17, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard, 2003.
"Power variation & stochastic volatility: a review and some new results ,"
Economics Papers
2003-W19, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2003.
"Econometrics of testing for jumps in financial economics using bipower variation ,"
Economics Papers
2003-W21, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Neil Shephard & Gabriele Fiorentini & Enrique Sentana, 2003.
"Likelihood-based estimation of latent generalised ARCH structures ,"
FMG Discussion Papers
dp453, Financial Markets Group.
[Downloadable!] (restricted) Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2003.
"Likelihood-Based Estimation Of Latent Generalised Arch Structures ,"
Working Papers. Serie AD
2003-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!] Cameron Hepburn, 2003.
"Hyperbolic Discounting and Resource Collapse ,"
Economics Series Working Papers
159, University of Oxford, Department of Economics.
[Downloadable!] Richard Mash & Dieter Helm & Cameron Hepburn, 2003.
"Time Inconsistent Environmental Policy and Optimal Delegation ,"
Economics Series Working Papers
175, University of Oxford, Department of Economics.
[Downloadable!] Bent Nielsen, 2003.
"Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms ,"
Economics Papers
2003-W23, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, 2003.
"Power of tests for unit roots in the presence of a linear trend ,"
Economics Papers
2003-W22, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, 2003.
"Correlograms for non-stationary autoregressions ,"
Economics Papers
2003-W11, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] David P. Myatt & Chris Wallace, 2003.
"Evolution in Teams ,"
Economics Series Working Papers
177, University of Oxford, Department of Economics.
[Downloadable!] 2002 Stephen Nickell & Stephen Redding & Joanna Swaffield, 2002.
"Educational Attainment, Labour Market Institutions, and the Structure of Production ,"
CEP Discussion Papers
0545, Centre for Economic Performance, LSE.
[Downloadable!] Nicoletta Batini & Brian Jackson & Stephen Nickell, 2002.
"The Pricing Behaviour of UK Firms ,"
Discussion Papers
09, Monetary Policy Committee Unit, Bank of England.
[Downloadable!] Binmore, Kenneth & Klemperer, Paul, 2002.
"The Biggest Auction Ever: The Sale of the British 3G Telecom Licences ,"
CEPR Discussion Papers
3214, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul, 2002.
"How (Not) to Run Auctions: The European 3G Telecom Auctions ,"
CEPR Discussion Papers
3215, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul, 2002.
"Some Observations on the British and German 3G Telecom Auctions ,"
CEPR Discussion Papers
3605, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Paul Klemperer, 2002.
"Some Observations on the British and German 3G Telecom Auctions ,"
Economics Papers
2002-W20, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Paul Klemperer, 2002.
"Using and Abusing Economic Theory ,"
Economics Papers
2003-W02, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Stephen Bond & Frank Windmeijer, 2002.
"Finite Sample Inference for GMM Estimators in Linear Panel Data Models ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
C6-3, International Conferences on Panel Data.
[Downloadable!] Stephen Bond & Céline Nauges & Frank Windmeijer, 2002.
"Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests ,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
C5-4, International Conferences on Panel Data.
[Downloadable!] Hans-Martin Krolzig & Juan Toro, 2002.
"Classical and Modern Business Cycle Measurement: The European Case ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/20, Centro de Estudios Andaluces.
[Downloadable!] Ralf BRUEGGEMANN & Hans-Martin KROLZIG & Helmut LUETKEPOHL, 2002.
"Comparison of Model Reduction Methods for VAR Processes ,"
Economics Working Papers
ECO2002/19, European University Institute.
[Downloadable!] Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002.
"The European Business Cycle ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/19, Centro de Estudios Andaluces.
[Downloadable!] Tina Hviid Rydberg & Neil Shephard, 2002.
"Dynamics of trade-by-trade price movements: decomposition and models ,"
Economics Papers
2002-W1, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Gabriele Fiorentini & Enrique Sentana & Neil Shephard, 2002.
"Likelihood-based estimation of latent generalised ARCH structures ,"
Economics Papers
2002-W19, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Bent Nielsen & Neil Shephard & Carla Ysusi, 2002.
"Measuring and forecasting financial variability using realised variance with and without a model ,"
Economics Papers
2002-W21, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2002.
"Power Variation and Time Change ,"
Economics Papers
2002-W24, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Siem Jan Koopman & Neil Shephard, 2002.
"Testing the Assumptions Behind the Use of Importance Sampling ,"
Economics Papers
2002-W17, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Tina Hviid Rydberg & Neil Shephard, 2002.
"Dynamics of trade-by-trade price movements: decomposition and models ,"
OFRC Working Papers Series
2002fe04, Oxford Financial Research Centre.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2002.
"Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics ,"
OFRC Working Papers Series
2002fe03, Oxford Financial Research Centre.
[Downloadable!] Clive Bowsher, 2002.
"Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models ,"
Economics Papers
2002-W22, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Alessandro Lizzeri & Margaret A. Meyer & Nicola Persico, 2002.
"The Incentive Effects of Interim Performance Evaluations ,"
Penn CARESS Working Papers
592e9328faf6e775bf331e1c0, UCLA Department of Economics.
[Downloadable!] Christopher Bliss, 2002.
"The Stationery Distribution of Wealth with Random Shocks ,"
Economics Papers
2002-W6, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Felli, Leonardo & Roberts, Kevin W S, 2002.
"Does Competition Solve the Hold-up Problem? ,"
CEPR Discussion Papers
3535, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) David P. Myatt & Justin P. Johnson, 2002.
"Multiproduct Quality Competition: Fighting Brands and Product Line Pruning ,"
Economics Series Working Papers
105, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Chris Wallace, 2002.
"Equilibrium Selection and Public Good Provision ,"
Economics Series Working Papers
103, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Chris Wallace, 2002.
"Adaptive Play by Idiosyncratic Agents ,"
Economics Series Working Papers
089, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Chris Wallace, 2002.
"A Multinomial Probit Model of Stochastic Evolution ,"
Economics Series Working Papers
090, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt, 2002.
"Idiosyncrasy, Information and the Impact of Strategic Voting ,"
Economics Series Working Papers
094, University of Oxford, Department of Economics.
David P. Myatt, 2002.
"A New Theory of Strategic Voting [revised] ,"
Economics Series Working Papers
093, University of Oxford, Department of Economics.
David P. Myatt & Stephen D. Fisher, 2002.
"Everything is Uncertain and Uncertainty is Everything: Strategic Voting in Simple Plurality Elections ,"
Economics Series Working Papers
115, University of Oxford, Department of Economics.
[Downloadable!] David P. Myatt & Stephen D. Fisher, 2002.
"Tactical Coordination in Plurality Electoral Systems ,"
Economics Series Working Papers
133, University of Oxford, Department of Economics.
[Downloadable!] 2001 S Nickell & J Van Reenen, 2001.
"Technological Innovation and Performance in the United Kingdom ,"
CEP Discussion Papers
0488, Centre for Economic Performance, LSE.
Stephen Nickell & Glenda Quintini, 2001.
"Nominal Wage Rigidity and the Rate of Inflation ,"
CEP Discussion Papers
0489, Centre for Economic Performance, LSE.
[Downloadable!] Stephen Nickell & Luca Nunziata & Wolfgang Ochel & Glenda Quintini, 2001.
"The Beveridge Curve, Unemployment and Wages in the OECD from the 1960s to the 1990s - Preliminary Version ,"
CEP Discussion Papers
0502, Centre for Economic Performance, LSE.
[Downloadable!] Nickell, Stephen & Redding, Stephen J & Swaffield, Joanna K, 2001.
"Educational Attainment, Labour Market Institutions and the Structure of Production ,"
CEPR Discussion Papers
3068, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Ken Binmore & Paul Klemperer, 2001.
"The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses ,"
Economics Papers
2002-W4, Economics Group, Nuffield College, University of Oxford, revised 01 Sep 2001.
[Downloadable!] Paul Klemperer, 2001.
"How (Not) to Run Auctions: the European 3G Telecom Auctions ,"
Economics Papers
2002-W5, Economics Group, Nuffield College, University of Oxford, revised 01 Nov 2001.
[Downloadable!] Steve Bond & Clive Bowsher & Frank Windmeijer, 2001.
"Criterion-based inference for GMM in autoregressive panel-data models ,"
IFS Working Papers
W01/02, Institute for Fiscal Studies.
[Downloadable!] Nicholas Bloom & Steve Bond & John Van Reenen, 2001.
"The dynamics of investment under uncertainty ,"
IFS Working Papers
W01/05, Institute for Fiscal Studies.
[Downloadable!] Steve Bond & Jason Cummins, 2001.
"Noisy share prices and the Q model of investment ,"
IFS Working Papers
W01/22, Institute for Fiscal Studies.
[Downloadable!] Stephen Bond & Anke Hoeffler & Jonathan Temple, 2001.
"GMM Estimation of Empirical Growth Models ,"
Economics Papers
2001-W21, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hans-Martin Krolzig, 2001.
"General--to--Specific Reductions of Vector Autoregressive Processes ,"
Computing in Economics and Finance 2001
164, Society for Computational Economics.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"Integrated OU Processes ,"
Economics Papers
2001-W1, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"Normal modified stable processes ,"
Economics Papers
2001-W6, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"Higher order variation and stochastic volatility models ,"
Economics Papers
2001-W8, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"How accurate is the asymptotic approximation to the distribution of realised volatility? ,"
Economics Papers
2001-W16, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"Realised power variation and stochastic volatility models ,"
Economics Papers
2001-W18, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"Estimating quadratic variation using realised volatility ,"
Economics Papers
2001-W20, Economics Group, Nuffield College, University of Oxford, revised 01 Nov 2001.
[Downloadable!] Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard, 2001.
"Some recent developments in stochastic volatility modelling ,"
Economics Papers
2001-W25, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Siddhartha Chib & Neil Shephard, 2001.
"Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes" ,"
Economics Papers
2001-W26, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Anders Rahbek & Neil Shephard, 2001.
"Autoregressive conditional root model ,"
Economics Papers
2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2001.
"Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics ,"
Economics Papers
2002-W13, Economics Group, Nuffield College, University of Oxford, revised 18 Mar 2002.
[Downloadable!] Neil Shephard & Ole Barndorff-Nielsen, 2001.
"Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models ,"
Economics Series Working Papers
071, University of Oxford, Department of Economics.
[Downloadable!] Neil Shephard & Ole E. Barndorff-Nielsen, 2001.
"Normal Modified Stable Processes ,"
Economics Series Working Papers
072, University of Oxford, Department of Economics.
[Downloadable!] Florin Ovidiu BILBIIE, 2001.
"Inflation Contracts, Targets and Strategic Incentives for Delegation in International Monetary Policy Games ,"
Economics Working Papers
ECO2001/16, European University Institute.
[Downloadable!] Florin Ovidiu BILBIIE, 2001.
"Delegation and Coordination in Fiscal-Monetary Policy Games: Implementation of the Best Feasible Equilibrium ,"
Economics Working Papers
ECO2001/13, European University Institute.
[Downloadable!] Bent Nielsen, 2001.
"Asymptotic properties of least squares statistics in general vector autoregressive models ,"
Economics Papers
2001-W9, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, 2001.
"Order determination in general vector autoregressions ,"
Economics Papers
2001-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Leonardo Felli & Kevin Roberts, 2001.
"Does Competition Solve the Hold-up Problem? ,"
STICERD - Theoretical Economics Paper Series
414, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!] 2000 S Nickell & L Nunziata, 2000.
"Employment Patterns in OECD Countries ,"
CEP Discussion Papers
0448, Centre for Economic Performance, LSE.
[Downloadable!] B Bell & S Nickell & G Quintini, 2000.
"Wage Equations, Wage Curves and All That ,"
CEP Discussion Papers
0472, Centre for Economic Performance, LSE.
[Downloadable!] S Nickell & T Jones & G Quintini, 2000.
"A Picture of Job Insecurity Facing British Men ,"
CEP Discussion Papers
0479, Centre for Economic Performance, LSE.
[Downloadable!] Nicoletta Batini & Brian Jackson & Stephen Nickell, 2000.
"Inflation Dynamics and the Labour Share in the UK ,"
Discussion Papers
02, Monetary Policy Committee Unit, Bank of England.
[Downloadable!] Atkinson, A.B. & Brandolini, A., 2000.
"Promise and Pitfalls in the Use of 'Secondary' Data -Sets: Income Inequality in OECD Countries ,"
Papers
379, Banca Italia - Servizio di Studi.
Anthony B. Atkinson & Andrea Brandolini, 2000.
"Promise and Pitfalls in the Use of 'Secondary' Data-Sets: Income Inequality in OECD Countries ,"
Temi di discussione (Economic working papers)
379, Bank of Italy, Economic Research Department.
[Downloadable!] Atkinson, A.B., 2000.
"Increased Income Inequality in OECD Countries and the Redistributive Impact of the Government Budget ,"
Research Paper
202, World Institute for Development Economics Research.
Klemperer, Paul, 2000.
"What Really Matters in Auction Design: the European Spectrum Auctions ,"
Econometric Society World Congress 2000 Contributed Papers
1937, Econometric Society.
[Downloadable!] Professor Paul Klemperer, 2000.
"What Really Matters in Auction Design ,"
Microeconomics
0004008, EconWPA.
[Downloadable!] Paul Klemperer, 2000.
"Why Every Economist Should Learn Some Auction Theory ,"
Microeconomics
0004009, EconWPA.
[Downloadable!] Paul Klemperer, 2000.
"Applying Auction Theory to Economics ,"
Economics Series Working Papers
001, University of Oxford, Department of Economics.
[Downloadable!] Klemperer, Paul, 2000.
"What Really Matters in Auction Design ,"
CEPR Discussion Papers
2581, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul, 2000.
"Why every Economist should Learn some Auction Theory ,"
CEPR Discussion Papers
2572, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Stephen Bond, 2000.
"Noisy Share Prices and the Q Model of Investment ,"
Econometric Society World Congress 2000 Contributed Papers
1320, Econometric Society.
[Downloadable!] Stephen Bond & Frank Windmeijer, 2000.
"Criterion-Based Inference for GMM in Linear Dynamic Panel Data Models ,"
Econometric Society World Congress 2000 Contributed Papers
1395, Econometric Society.
[Downloadable!] Richard Blundell & Steve Bond & Frank Windmeijer, 2000.
"Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator ,"
IFS Working Papers
W00/12, Institute for Fiscal Studies.
[Downloadable!] Hans-Martin Krolzig, 2000.
"Computer Automation of General-to-Specific Model Selection Procedures ,"
Econometric Society World Congress 2000 Contributed Papers
0411, Econometric Society.
[Downloadable!] Tina Hviid Rydberg & Neil Shephard, 2000.
"BIN Models for Trade-by-Trade Data. Modelling the Number of Trades in a Fixed Interval of Time ,"
Econometric Society World Congress 2000 Contributed Papers
0740, Econometric Society.
[Downloadable!] Ole E. Barndorff-Nielsen & Neil Shephard, 2000.
"Econometric analysis of realised volatility and its use in estimating stochastic volatility models ,"
Economics Papers
2001-W4, Economics Group, Nuffield College, University of Oxford, revised 05 Jul 2001.
[Downloadable!] Barndorff-Nielsen, O.E. & Shepard, N., 2000.
"Non-Gaussian OU Based Models and Some of their Uses in Financial Economics and Modelling by Levy Processes for Financial Econometrics ,"
Economics Papers
1999-w9/2000-w3, Economics Group, Nuffield College, University of Oxford.
Ole Barndorff-Nielsen & Neil Shephard, 2000.
"Non-Gaussian OU based models and some of their uses in financial economics ,"
OFRC Working Papers Series
2000mf01, Oxford Financial Research Centre.
[Downloadable!] Ola Elerian & Siddhartha Chib & Neil Shephard, 2000.
"Likelihood inference for discretely observed non-linear diffusions ,"
OFRC Working Papers Series
2000mf02, Oxford Financial Research Centre.
[Downloadable!] Bent Nielsen, 2000.
"Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend ,"
Econometric Society World Congress 2000 Contributed Papers
1494, Econometric Society.
[Downloadable!] Felli, Leonhardo & Roberts, Kevin, 2000.
"Does Competition Solve the Hold-Up Problem? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo GmbH.
[Downloadable!] Leonardo Felli & Kevin Roberts, 2000.
"Does Competition Solve the Hold-up Problem? ,"
Econometric Society World Congress 2000 Contributed Papers
1714, Econometric Society.
[Downloadable!] Kevin Roberts, 2000.
"A Reconsideration of the Optimal Income Tax ,"
Economics Series Working Papers
006, University of Oxford, Department of Economics.
[Downloadable!] Felli, L. & Roberts, K., 2000.
"Does Competition Solve the Hold-Up Problem? ,"
Economics Papers
2000-w11, Economics Group, Nuffield College, University of Oxford.
David P. Myatt, 2000.
"The New Theory of Strategic Voting ,"
Econometric Society World Congress 2000 Contributed Papers
1586, Econometric Society.
[Downloadable!] 1999 M West & M Patterson & J Dawson & S Nickell, 1999.
"The Effectiveness of Top Management Groups in Manufacturing Organisations ,"
CEP Discussion Papers
0436, Centre for Economic Performance, LSE.
[Downloadable!] Nickell, S.J. & Ours, J.C. van, 1999.
"The Netherlands and the United Kingdom : a European unemployment miracle? ,"
Discussion Paper
119, Tilburg University, Center for Economic Research.
[Downloadable!] Bulow, Jeremy I & Klemperer, Paul, 1999.
"The Tobacco Deal ,"
CEPR Discussion Papers
2125, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul, 1999.
"Auction Theory: a Guide to the Literature ,"
CEPR Discussion Papers
2163, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bulow, J. & Klemperer, P., 1999.
"The Tobacco Deal ,"
Economics Papers
1999-w11, Economics Group, Nuffield College, University of Oxford.
Klemperer, P., 1999.
"Auction Theory: a Guide to the Literature ,"
Economics Papers
1999-w12, Economics Group, Nuffield College, University of Oxford.
Jeremy Bulow & Ming Huang & Paul Klemperer, 1999.
"Toeholds and Takeovers ,"
Finance
9903005, EconWPA.
[Downloadable!] Paul Klemperer & Jeremy Bulow, 1999.
"The Generalized War of Attrition ,"
Game Theory and Information
9901004, EconWPA.
[Downloadable!] Jeremy Bulow & Paul Klemperer, 1999.
"Prices and the Winner's Curse ,"
Game Theory and Information
9904003, EconWPA.
[Downloadable!] Jeremy Bulow & Paul Klemperer, 1999.
"The Tobacco Deal ,"
HEW
9904002, EconWPA.
[Downloadable!] Paul Klemperer, 1999.
"Auction Theory: A Guide to the Literature ,"
Microeconomics
9903002, EconWPA.
[Downloadable!] Richard J. Gilbert & Paul Klemperer, 1999.
"An Equilibrium Theory of Rationing ,"
Microeconomics
9907005, EconWPA.
[Downloadable!] Bond, S. & Elston, J.A. & Mairesse, J. & Mulkay, B., 1999.
"Financial Factors and Investment in Belgium, France, Germany and the UK: a Comparison using Company Panel Data ,"
Papers
9964, Institut National de la Statistique et des Etudes Economiques-.
Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999.
"The European Business Cycle ,"
CEPR Discussion Papers
2242, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Hans-Martin Krolzig, 1999.
"Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts ,"
Computing in Economics and Finance 1999
1113, Society for Computational Economics.
Hans-Martin Krolzig & David Hendry, 1999.
"Computer Automation of General-to-Specific Model Selection Procedures ,"
Computing in Economics and Finance 1999
314, Society for Computational Economics.
Felli, L. & Roberts, K., 1999.
"Competition and Hold-Ups ,"
Economics Papers
1999-w17, Economics Group, Nuffield College, University of Oxford.
Kevin Roberts, 1999.
"Dynamic Voting in Clubs ,"
STICERD - Theoretical Economics Paper Series
367, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!] Myatt, D.P. & Wallace, C., 1999.
"Sophisticated Play by Idiosyncratic Agents ,"
Economics Papers
1999-w1, Economics Group, Nuffield College, University of Oxford.
Myatt, D.P., 1999.
"Instant Exit from the War of Attrition ,"
Economics Papers
9922, Economics Group, Nuffield College, University of Oxford.
1998 S.J Nickell & R Layard, 1998.
"Labour Market Institutions and Economic Performance ,"
CEP Discussion Papers
0407, Centre for Economic Performance, LSE.
Anthony B. Atkinson, 1998.
"EMU, Macroeconomics and Children ,"
Innocenti Occasional Papers, Economic Policy Series
iopeps98/39, UNICEF Innocenti Research Centre.
[Downloadable!] Atkinson, A. B. & Sutherland, H., 1998.
"Microsimulation and Policy Debate: A Case Study of the Minimum Pension Guarantee in Britain ,"
Cambridge Working Papers in Economics
9815, Faculty of Economics, University of Cambridge.
A.B. Atkinson & John Hills, 1998.
"Exclusion, Employment and Opportunity ,"
CASE Papers
04, Centre for Analysis of Social Exclusion, LSE.
[Downloadable!] Koopman, S.J. & Shephard, N. & Doornik, J.A., 1998.
"Statistical algorithms for models in state space using ssfpack 2.2 ,"
Discussion Paper
141, Tilburg University, Center for Economic Research.
[Downloadable!] Barndorf-Nielsen, O.E. & Shephard, N., 1998.
"Aggregation and Model Construction for Volatility Models ,"
Economics Papers
141, Economics Group, Nuffield College, University of Oxford.
Elerian, O. & Chib, S. & Shephard, N., 1998.
"Likelihood INference for Discretely Observed Non-linear Diffusions ,"
Economics Papers
146, Economics Group, Nuffield College, University of Oxford.
Bliss, C., 1998.
"The Ergodic Distribution of Wealth with Random Shocks ,"
Economics Papers
145, Economics Group, Nuffield College, University of Oxford.
Allen, R.C., 1998.
"The Employability of University Graduates in the Humanities, Social Sciences, and Education: Recent Statistical Evidence ,"
UBC Departmental Archives
98-15, UBC Department of Economics.
Allen, R.C., 1998.
"Paying for University Education in B.C ,"
UBC Departmental Archives
98-07, UBC Department of Economics.
1997 S Nickell & D Nicolitsas, 1997.
"Human Capital Investment and Innovation: What Are The Connections? ,"
CEP Discussion Papers
0370, Centre for Economic Performance, LSE.
Nickell, S. & Nicolitsas, D., 1997.
"Human Capital, Investment and Innovation: What Are the Connections? ,"
Papers
20, Centre for Economic Performance & Institute of Economics.
Nickell, S. & Layard, R., 1997.
"Labour Market Institutions and Economic Performance ,"
Papers
23, Centre for Economic Performance & Institute of Economics.
Atkinson, A. B., 1997.
"Measurement of Trends in Poverty and the Income Distribution ,"
Cambridge Working Papers in Economics
9712, Faculty of Economics, University of Cambridge.
Bulow, Jeremy I & Klemperer, Paul, 1997.
"The Generalized War of Attrition ,"
CEPR Discussion Papers
1564, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul, 1997.
"Almost Common Value Auctions: The 'Wallet Game' and its Applications to Takeover Battles and Airwaves Auctions ,"
CEPR Discussion Papers
1682, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Bulow, Jeremy I & Klemperer, Paul, 1997.
"The Winner's Curse and the Failure of the Law of Demand ,"
CEPR Discussion Papers
1754, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jeremy Bulow & Paul Klemperer, 1997.
"The Generalized War of Attrition ,"
NBER Working Papers
5872, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Klemperer, P., 1997.
"Almost Common Value Auctions: The "Wallet Game" and its Applications to Takeover Battles and Airwaves Auctions ,"
Economics Papers
134, Economics Group, Nuffield College, University of Oxford.
Stephen Bond & Julie Elston & Jacques Mairesse & Benoit Mulkay, 1997.
"Financial Factors and Investment in Belgium, France, Germany and the UK:A Comparison Using Company Panel Data ,"
NBER Working Papers
5900, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Nielsen, B, 1997.
"Asymptotic Results for Cointegration Tests in Non-Stable Cases ,"
Economics Papers
131, Economics Group, Nuffield College, University of Oxford.
Allen, R.C., 1997.
"The Demand and Supply of Post-Secondary Education and Training in British Columbia ,"
UBC Departmental Archives
97-13, UBC Department of Economics.
Allen, R.C., 1997.
"Capital Accumulation, The Soft Budget Constraint and Soviet Industrialization ,"
UBC Departmental Archives
97-20, UBC Department of Economics.
Allen, R.C., 1997.
"The Standard of Living in the Soviet Union, 1928-1949 ,"
UBC Departmental Archives
97-18, UBC Department of Economics.
Allen, R.C., 1997.
"A Multi-Sector Simulation Model of Siviet Economics Development ,"
UBC Departmental Archives
97-19, UBC Department of Economics.
Myatt, D-P & Wallace, C, 1997.
"Adaptive Dynamics with Payoff Heterogeneity ,"
Economics Papers
130, Economics Group, Nuffield College, University of Oxford.
1996 S.J Nickell & B Bell, 1996.
"Would Cutting Payroll Taxes on the Unskilled Have a Significant Effect on Unemployment? ,"
CEP Discussion Papers
0276, Centre for Economic Performance, LSE.
[Downloadable!] R Jackman & R Layard & S.J Nickell, 1996.
"Combatting Unemployment: Is Flexibility Enough? ,"
CEP Discussion Papers
0293, Centre for Economic Performance, LSE.
[Downloadable!] S.J Nickell & D Nicolitsas & N Dryden, 1996.
"What Makes Firms Perform Well? ,"
CEP Discussion Papers
0308, Centre for Economic Performance, LSE.
S.J Nickell & D Nicolitsas, 1996.
"Does Innovation Encourage Investment in Fixed Capital? ,"
CEP Discussion Papers
0309, Centre for Economic Performance, LSE.
Atkinson, A-B, 1996.
"Bringing Income Distribution in from the Cold ,"
Economics Papers
117, Economics Group, Nuffield College, University of Oxford.
Bulow, Jeremy I & Huang, Ming & Klemperer, Paul, 1996.
"Toeholds and Takeovers ,"
CEPR Discussion Papers
1486, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jeremy I. Bulow & Paul Klemperer, 1996.
"The Generalized War of Attrition ,"
Cowles Foundation Discussion Papers
1142, Cowles Foundation, Yale University.
[Downloadable!] Jeremy Bulow & Ming Huang & Paul Klemperer, 1996.
"Toeholds and Takeovers ,"
Finance
9608001, EconWPA.
[Downloadable!] Michael K Pitt & Neil Shephard, 1996.
"Analytic convergence rates and parameterisation issues for the Gibbs sampler applied to state space models ,"
Economics Papers
20 & 113, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996.
"Stochastic Volatility: Likelihood Inference And Comparison With Arch Models ,"
Econometrics
9610002, EconWPA.
[Downloadable!] Kevin Roberts, 1996.
"The Le Chatelier Principle can be Expected to Hold Globally: Implications of Rationality in Constrained and Unconstrained Situations- (Now published in Journal of Economic Theory, 87 (1999), pp.416-42 ,"
STICERD - Theoretical Economics Paper Series
298, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
1995 S.J Nickell, 1995.
"Labour Market Dynamics in OECD Countries ,"
CEP Discussion Papers
0255, Centre for Economic Performance, LSE.
S.J Nickell & D Nicolitsas, 1995.
"How Does Financial Pressure Affect Firms? ,"
CEP Discussion Papers
0266, Centre for Economic Performance, LSE.
[Downloadable!] Nickell, S. & Nicolitsas, D., 1995.
"How Does Financial Pressure Affect Firms ,"
Economics Series Working Papers
99170, University of Oxford, Department of Economics.
Nickell, S. & Nicolitasa, D. & Patterson, M., 1995.
"Does Doing Badly Encourage Management Innovation? ,"
Economics Series Working Papers
99175, University of Oxford, Department of Economics.
Atkinson,A.B. & Rainwater,L. & Smeeding,T., 1995.
"Income Distribution in European Countries ,"
Cambridge Working Papers in Economics
9535, Faculty of Economics, University of Cambridge.
Atkinson, A.B., 1995.
"Income Distribution in Europe and United States ,"
Economics Papers
103, Economics Group, Nuffield College, University of Oxford.
A B Atkinson, 1995.
"Income Distribution in Europe and the United States ,"
Economics Papers
13 & 103., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Blundell, R. & Bond, S., 1995.
"Initial Conditions and Moment Restrictions in Dynamic Panel Data Models ,"
Economics Papers
104, Economics Group, Nuffield College, University of Oxford.
Neil Shephard, 1995.
"Generalized linear autoregressions ,"
Economics Papers
8., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Neil Shephard & Michael K Pitt, 1995.
"Likelihood analysis of non-Gaussian parameter driven models ,"
Economics Papers
15 & 108., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Shephard, N. & Pitt, M.K., 1995.
"Likelihood Analysis of Non-Gaussian Parameter-Driven Models ,"
Economics Papers
108, Economics Group, Nuffield College, University of Oxford.
Bent Nielsen, 1995.
"Bartlett correction of the unit root test in autoregressive models ,"
Economics Papers
11 & 98., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Nielsen, B., 1995.
"Bartlett Correction of the Unit Root test in Autoregressive Models ,"
Economics Papers
98, Economics Group, Nuffield College, University of Oxford.
Meyer, Margaret A & Vickers, John, 1995.
"Performance Comparisons and Dynamic Incentives ,"
CEPR Discussion Papers
1107, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Meyer, M.A. & Olsen, T.E. & Torsvik, G., 1995.
"Limited Intertemporal Commitment and Job Design ,"
Economics Papers
102, Economics Group, Nuffield College, University of Oxford.
Bliss, C. & Di Tella., R., 1995.
"Corruption with Small Corrupt Agents ,"
Economics Papers
105, Economics Group, Nuffield College, University of Oxford.
Bliss, C., 1995.
"Capital Mobility, Convergence Clubs and Long-Run Economic Growth ,"
Economics Papers
100, Economics Group, Nuffield College, University of Oxford.
Kevin Roberts, 1995.
"Objective Interpersonal Comparisons of Utility - (Now published in Social Choice and Welfare,14 (1997), pp.79-96.) ,"
STICERD - Theoretical Economics Paper Series
283, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
1994 S.J Nickell & D Nicolitsas, 1994.
"Wages ,"
CEP Discussion Papers
0219, Centre for Economic Performance, LSE.
[Downloadable!] Bulow, Jeremy I & Klemperer, Paul, 1994.
"Auctions vs. Negotiations ,"
CEPR Discussion Papers
924, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jeremy Bulow & Paul Klemperer, 1994.
"Auctions vs. Negotiations ,"
NBER Working Papers
4608, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Sangjoon Kim & Neil Shephard, 1994.
"Stochastic volatility: likelihood inference and comparison with ARCH models ,"
Economics Papers
3., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Kevin Roberts, 1994.
"Wage and Employment Determination through Non-Cooperative Bargaining ,"
STICERD - Theoretical Economics Paper Series
274, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
1993 S.J Nickell, 1993.
"Cohort Size Effects on the Wages of Young Men in Britain 1961-89 ,"
CEP Discussion Papers
0120, Centre for Economic Performance, LSE.
S.J Nickell, 1993.
"Competition and Corporate Performance ,"
CEP Discussion Papers
0182, Centre for Economic Performance, LSE.
Nickell, S.J., 1993.
"Competition and Crporate Performance ,"
Economics Series Working Papers
99155, University of Oxford, Department of Economics.
Gilbert, Richard & Klemperer, Paul, 1993.
"An Equilibrium Theory of Rationing ,"
CEPR Discussion Papers
805, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul & Padilla, Atilano Jorge, 1993.
"Do Firms' Product Lines Include Too Many Varieties, and Do Shops Open Too Many Days? ,"
CEPR Discussion Papers
835, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) 1992 S.J Nickell & J Vainiomaki & S Wadhwani, 1992.
"Wages, Unions, Insiders and Product Market Power ,"
CEP Discussion Papers
077, Centre for Economic Performance, LSE.
R Layard & S.J Nickell, 1992.
"Unemployment in the OECD Countries ,"
CEP Discussion Papers
081, Centre for Economic Performance, LSE.
Klemperer, Paul, 1992.
"Competition When Consumers Have Switching Costs: An Overview ,"
CEPR Discussion Papers
704, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, P., 1992.
"Competition when Consumers Have Switching Costs: An Overview ,"
Economics Series Working Papers
99142, University of Oxford, Department of Economics.
Meyer, Margaret A & Milgrom, Paul & Roberts, Donald John, 1992.
"Organizational Prospects, Influence Costs, and Ownership Changes ,"
CEPR Discussion Papers
665, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Meyer, Margaret A, 1992.
"Biased Contests and Moral Hazard: Implications for Career Profiles ,"
CEPR Discussion Papers
637, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Kevin Roberts, 1992.
"Valued Opinions or Opinionated Values: The Double Aggregation Problem (Now published in K. Basu, P. Pattanaik and K. Suzumura (eds.), Choice, Welfare and Development: Essays in Honour of Amartya Sen ( ,"
STICERD - Theoretical Economics Paper Series
253, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
1991 S.J Nickell & S Wadhani & M Wall, 1991.
"Productivity Growth in UK Companies ,"
CEP Discussion Papers
026, Centre for Economic Performance, LSE.
Nickell, S., 1991.
"Wages, Unemployment and Population Change ,"
Economics Series Working Papers
99122, University of Oxford, Department of Economics.
Layard, R. & Nickell, S., 1991.
"Unemployment in the OECD Countries ,"
Economics Series Working Papers
99130, University of Oxford, Department of Economics.
Nickell, S. & Vainiomaki, J. & Wadhwani, S., 1991.
"Wages, Unions, Insiders and Product Market Power ,"
Economics Series Working Papers
99131, University of Oxford, Department of Economics.
Bourguignon, F. & Morrisson, C. & Atkinson, A.B., 1991.
"Empirical Studies of Earnings Mobility ,"
DELTA Working Papers
91-14, DELTA (Ecole normale supérieure).
Bulow, Jeremy I & Klemperer, Paul, 1991.
"Rational Frenzies and Crashes ,"
CEPR Discussion Papers
593, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Jeremy Bulow & Paul Klemperer, 1991.
"Rational Frenzies and Crashes ,"
NBER Technical Working Papers
0112, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Meyer, M.A., 1991.
"The Dynamics of Learning with Team Production: Implications for Task Assignment ,"
Papers
30, Stanford - Institute for Thoretical Economics.
1990 Denny, K. & Nickell, S., 1990.
"Unions And Investment In British Industry ,"
Economics Series Working Papers
9992, University of Oxford, Department of Economics.
Atkinson, A.B. & Bourguignon, F., 1990.
"Tax-Benefit Models for Developing Countries: Lessons from Developed Countries ,"
DELTA Working Papers
90-15, DELTA (Ecole normale supérieure).
Klemperer, Paul, 1990.
"How Broad Should the Scope of Patent Protection Be? ,"
CEPR Discussion Papers
392, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Beggs, Alan & Klemperer, Paul, 1990.
"Multi-Period Competition with Switching Costs ,"
CEPR Discussion Papers
436, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Klemperer, Paul, 1990.
"Product Line Competition and Shopping Costs: Why Firms May Choose to Compete Head-to-Head ,"
CEPR Discussion Papers
446, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Stephen Bond & Costas Meghir, 1990.
"Dynamic Investment Models and the Firm's Financial Policy ,"
CEPR Financial Markets Paper
0013, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 53--56 Great Sutton Street, London EC1V 0DG.
Bliss, Christopher, 1990.
"The Optimal External Tariff in an Enlarging Customs Union ,"
CEPR Discussion Papers
368, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Allen, R., 1990.
"Real Incomes In The English Speaking World, 1879-1913 ,"
UBC Departmental Archives
90-32, UBC Department of Economics.
1989 Nickell, S. & Wadhwani, S., 1989.
"Insider Forces And Wage Determination ,"
Papers
334, London School of Economics - Centre for Labour Economics.
Layard, R. & Nickell, S., 1989.
"The Thatcher Miracle? ,"
Papers
343, London School of Economics - Centre for Labour Economics.
Nickell, S. & Wadhwani, S. & Wall, M., 1989.
"Unions And Productivity Growth In Britain, 1974-86: Evidence From Uk Company Accounts Data ,"
Papers
353, London School of Economics - Centre for Labour Economics.
Nickell, S. & Komg, P., 1989.
"Technical Progress And Jobs ,"
Papers
366, London School of Economics - Centre for Labour Economics.
Nickell, S. & Kong, P., 1989.
"Demand And Employment ,"
Papers
367, London School of Economics - Centre for Labour Economics.
Layard, Richard Grenville & Nickell, Stephen, 1989.
"The Thatcher Miracle? ,"
CEPR Discussion Papers
315, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Nickell, Stephen & Wadhwani, Sushil B, 1989.
"Insider Forces and Wage Determination ,"
CEPR Discussion Papers
310, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Nickell, Stephen & Wadhwani, Sushil B, 1989.
"Employment Determination in British Industry: Investigations Using Micro-Data ,"
CEPR Discussion Papers
320, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Nickell, S. & Wadhwani, S., 1989.
"Insider Forces And Wage Determination ,"
Economics Series Working Papers
9972, University of Oxford, Department of Economics.
Dimsdale, N.H. & Nickell, S.J. & Horsewood, N., 1989.
"Employment And Wage Flexibility In Interwar Britain ,"
Economics Series Working Papers
9971, University of Oxford, Department of Economics.
Kenneth A. Froot & Paul Klemperer, 1989.
"Exchange Rate Pass-Through When Market Share Matters ,"
NBER Working Papers
2542, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Kevin Roberts, 1989.
"The Theory of Union Behaviour: Labour Hoarding and Endogenous Hysteresis ,"
STICERD - Theoretical Economics Paper Series
209, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
1988 Layard, R. & Nickell, S., 1988.
"Is Unemployment Lower If Unions Bargain Over Employment? ,"
Papers
308, London School of Economics - Centre for Labour Economics.
1987 Nickell, Stephen & Wadhwani, Sushil B, 1987.
"Myopia, the 'Dividend Puzzle', and Share Prices ,"
CEPR Discussion Papers
155, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Peter Cramton & Robert Gibbons & Paul Klemperer, 1987.
"Dissolving a Partnership Efficiently ,"
Papers of Peter Cramton
87econ, University of Maryland, Department of Economics - Peter Cramton, revised 09 Jun 1998.
[Downloadable!] Bliss, Christopher & Joshi, Vijay R, 1987.
"Exchange Rate Protection and Exchange Rate Conflict ,"
CEPR Discussion Papers
195, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) 1985 Narendranathan, Wiji & Nickell, Stephen, 1985.
"Estimating the Parameters of Interest in a Job Search Model ,"
The Warwick Economics Research Paper Series (TWERPS)
259, University of Warwick, Department of Economics.
Peter Cramton & Robert Gibbons & Paul Klemperer, 1985.
"Dissolving a Partnership Efficiently ,"
Working papers
406, Massachusetts Institute of Technology (MIT), Department of Economics.
1983 Jeremy I. Bulow & John Geanakoplos & Paul D. Klemperer, 1983.
"Multimarket Oligopoly ,"
Cowles Foundation Discussion Papers
674, Cowles Foundation, Yale University.
[Downloadable!] 1982 Willem H. Buiter & Ian Jewitt, 1982.
"Staggered Wage Setting without Money Illusion: Variations on a Theme of Taylor ,"
NBER Working Papers
0545, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) 1980 Stephen Nickell, 1980.
"Correcting the Biases in Dynamic Models with Fixed Effects ,"
Working Papers
513, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!] M. Weitzman & K. W. S. Roberts, 1980.
"On a General Approach to Search and Information Gathering ,"
Working papers
263, Massachusetts Institute of Technology (MIT), Department of Economics.
Guesnerie Roger & Roberts Kevin, 1980.
"Effective policy tools and quantity controls ,"
CEPREMAP Working Papers (Couverture Orange)
8014, CEPREMAP.
1979 Stephen Nickell, 1979.
"Unemployment and the Structure of Labour Costs ,"
Working Papers
498, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!] Stephen Nickell, 1979.
"A Picture of Male Unemployment in Britain ,"
Working Papers
503, Princeton University, Department of Economics, Industrial Relations Section..
[Downloadable!] M. L. Weitzman & K. Roberts, 1979.
"Funding Criteria for Research, Development and Exploration Projects ,"
Working papers
234, Massachusetts Institute of Technology (MIT), Department of Economics.
1974 A. B. Atkinson, 1974.
"A Model of the Distribution of Wealth ,"
Working papers
123, Massachusetts Institute of Technology (MIT), Department of Economics.
1969 David M.C. Newbery & A.B. Atkinson, 1969.
"Investment, Savings and Employment in the Long-Run ,"
Cowles Foundation Discussion Papers
285, Cowles Foundation, Yale University.
[Downloadable!] Undated Layard, R. & Nickell, S., .
"Layard-Nickell ,"
Instructional Stata datasets for econometrics
layardnickell, Boston College Department of Economics.
[Downloadable!] A.B. Atkinson, .
"Can Welfare States Compete in a Global Economy? ,"
Discussion Papers in Public Sector Economics
98/1, Department of Economics, University of Leicester.
R Blundell & Steven Bond, .
"Initial conditions and moment restrictions in dynamic panel data model ,"
Economics Papers
W14&104., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Hans-Martin Krolzig & Massimiliano Marcellino & Grayham E. Mizon, .
"A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market ,"
Working Papers
185, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!] H. Krolzig, .
"Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts ,"
Sonderforschungsbereich 373
1996-25, Humboldt Universitaet Berlin.
H. -M. Krolzig & H. L"Utkepohl, .
"Konjunkturanalyse mit Markov-Regimewechselmodellen ,"
Sonderforschungsbereich 373
1995-19, Humboldt Universitaet Berlin.
Jurgen A. Doornik & David F. Hendry & Neil Shephard, .
"Computationally-intensive Econometrics using a Distributed Matrix-programming Language ,"
Economics Papers
2001-W22, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Sangjoon Kim, Neil Shephard & Siddhartha Chib, .
"Stochastic volatility: likelihood inference and comparison with ARCH models ,"
Economics Papers
W26, revised version of W, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Neil Shephard, .
"The relationship between the conditional sum of squares and the exact likelihood for autoregressive moving average model ,"
Economics Papers
1997-W6., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Michael K Pitt & Neil Shephard, .
"Filtering via simulation: auxiliary particle filters ,"
Economics Papers
1997-W13, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, .
"Significance test in bivariate canonical correlation analysis ,"
Economics Papers
1997-W12, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, .
"Asymptotic results for cointegration tests in non-stable case ,"
Economics Papers
W32., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Bent Nielsen, .
"On the distribution of tests of cointegration rank ,"
Economics Papers
1997-W10, Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Christopher Bliss, .
"Long-Run Wealth Distribution with Random Shock ,"
Economics Papers
W23&118., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Christopher Bliss, .
"Corruption with Small Corrupt Agent ,"
Economics Papers
W16&105., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Allen, Robert C., .
"The Economic Benefits of Post Secondary Training and Education in B.C.: An Outcome Assessment ,"
Old UBC Departmental Papers
9613, UBC Department of Economics.
[Downloadable!] Leonardo Felli & Kevin Roberts, .
"Does Competition Solve the Hold-up Problem? ,"
Penn CARESS Working Papers
4a7d448e61f494c5472087aed, UCLA Department of Economics.
[Downloadable!] Leonardo Felli & Kevin Roberts, .
"Does Competition Solve the Hold-up Problem? ,"
CARESS Working Papres
00-04, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
[Downloadable!] David P. Myatt & Chris Wallace, .
"Adaptive Dynamics with Payoff Heterogeneity ,"
ELSE working papers
001, ESRC Centre on Economics Learning and Social Evolution.
David P Myatt & Chris Wallace, .
"Adaptive dynamics with payoff heterogeneit ,"
Economics Papers
W31., Economics Group, Nuffield College, University of Oxford.
[Downloadable!] Journal articles 2008 Layard, R. & Mayraz, G. & Nickell, S., 2008.
"The marginal utility of income ,"
Journal of Public Economics ,
Elsevier, vol. 92(8-9), pages 1846-1857, August.
[Downloadable!] (restricted) Bilbiie, Florin O., 2008.
"Limited asset markets participation, monetary policy and (inverted) aggregate demand logic ,"
Journal of Economic Theory ,
Elsevier, vol. 140(1), pages 162-196, May.
[Downloadable!] (restricted) Florin O. Bilbiie & André Meier & Gernot J. Müller, 2008.
"What Accounts for the Changes in U.S. Fiscal Policy Transmission? ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 40(7), pages 1439-1470, October.
[Downloadable!] (restricted) Alberto Behar & James Hodge, 2008.
"The Employment Effects of Mergers in a Declining Industry: The Case of South African Gold Mining ,"
Topics in Economic Analysis & Policy ,
Berkeley Electronic Press, vol. 8(1), pages 1945-1945.
[Downloadable!] (restricted) Nielsen, Bent, 2008.
"On the Explosive Nature of Hyper-Inflation Data ,"
Economics - The Open-Access, Open-Assessment E-Journal ,
Kiel Institute for the World Economy, vol. 2(21).
[Downloadable!] Allen, Robert C., 2008.
"The Nitrogen Hypothesis and the English Agricultural Revolution: A Biological Analysis ,"
The Journal of Economic History ,
Cambridge University Press, vol. 68(01), pages 182-210, February.
[Downloadable!] Eric Maskin & Kevin Roberts, 2008.
"On the fundamental theorems of general equilibrium ,"
Economic Theory ,
Springer, vol. 35(2), pages 233-240, May.
[Downloadable!] (restricted) 2007 Giulia Faggio & Stephen Nickell, 2007.
"Patterns of Work Across the OECD ,"
Economic Journal ,
Royal Economic Society, vol. 117(521), pages 416-440, 06.
[Downloadable!] (restricted) Paul A. Grout & Ian Jewitt & Silvia Sonderegger, 2007.
"Governance Reform in Legal Service Markets ,"
Economic Journal ,
Royal Economic Society, vol. 117(519), pages C93-C113, 03.
[Downloadable!] (restricted) Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi, 2007.
"Stochastic volatility with leverage: Fast and efficient likelihood inference ,"
Journal of Econometrics ,
Elsevier, vol. 140(2), pages 425-449, October.
[Downloadable!] (restricted) Hepburn, Cameron & Groom, Ben, 2007.
"Gamma discounting and expected net future value ,"
Journal of Environmental Economics and Management ,
Elsevier, vol. 53(1), pages 99-109, January.
[Downloadable!] (restricted) Ben Irons & Cameron Hepburn, 2007.
"Regret Theory and the Tyranny of Choice ,"
The Economic Record ,
The Economic Society of Australia, vol. 83(261), pages 191-203, 06.
[Downloadable!] (restricted) Wilfred Beckerman & Cameron Hepburn, 2007.
"Ethics of the Discount Rate in the Stern Review on the Economics of Climate Change ,"
World Economics ,
World Economics, NTC Economic & Financial Publishing, PO Box 69, Henley-on-Thames, Oxfordshire, United Kingdom, RG9 1GB, vol. 8(1), pages 187-210, January.
[Downloadable!] Bent Nielsen & J. James Reade, 2007.
"Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 26(5), pages 487-501.
[Downloadable!] (restricted) Kevin Roberts, 2007.
"Condorcet cycles? A model of intertemporal voting ,"
Social Choice and Welfare ,
Springer, vol. 29(3), pages 383-404, October.
[Downloadable!] (restricted) Roberts, Kevin, 2007.
"The participant's curse and the perception of unequal treatment ,"
Economics Letters ,
Elsevier, vol. 97(2), pages 162-169, November.
[Downloadable!] (restricted) Kevin Roberts, 2007.
"Wage And Employment Determination Through Non-Cooperative Bargaining ,"
Scottish Journal of Political Economy ,
Scottish Economic Society, vol. 54(5), pages 699-720, November.
[Downloadable!] (restricted) 2006 Stephen Nickell, 2006.
"After The 1981 Budget: A Reply To Tim Congdon ,"
Economic Affairs ,
Blackwell Publishing, vol. 26(4), pages 39-42, December.
[Downloadable!] (restricted) Barndorff-Nielsen, Ole E. & Shephard, Neil, 2006.
"Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes ,"
Journal of Econometrics ,
Elsevier, vol. 131(1-2), pages 217-252.
[Downloadable!] (restricted) Ole E. Barndorff-Nielsen & Neil Shephard, 2006.
"Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation ,"
Journal of Financial Econometrics ,
Oxford University Press, vol. 4(1), pages 1-30.
[Downloadable!] (restricted) Chib, Siddhartha & Nardari, Federico & Shephard, Neil, 2006.
"Analysis of high dimensional multivariate stochastic volatility models ,"
Journal of Econometrics ,
Elsevier, vol. 134(2), pages 341-371, October.
[Downloadable!] (restricted) Barndorff-Nielsen, Ole E. & Graversen, Svend Erik & Jacod, Jean & Shephard, Neil, 2006.
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