Publications

by members of

Department of Economics and Quantitative Methods
University of Westminster
London, United Kingdom

Working papers

2007

1. Robert Dixon & David Shepherd, 2007. "Models of Labour Services and Estimates of Total Factor Productivity," Department of Economics - Working Papers Series 981, The University of Melbourne. [Downloadable!]
2. Rablen, Matthew D. & Oswald, Andrew J., 2007. "Mortality and Immortality," The Warwick Economics Research Paper Series (TWERPS) 785, University of Warwick, Department of Economics. [Downloadable!]
3. Matthew D. Rablen & Andrew J. Oswald, 2007. "Mortality and Immortality," IZA Discussion Papers 2560, Institute for the Study of Labor (IZA). [Downloadable!]

2006

1. Robert Dixon & David Shepherd, 2006. "The Cyclical Dynamics and Volatility of Australian Output and Employment," Department of Economics - Working Papers Series 968, The University of Melbourne. [Downloadable!]

2005

1. Annette Bergemann & Bernd Fitzenberger & Stefan Speckesser, 2005. "Evaluating the Dynamic Employment Effects of Training Programs in East Germany Using Conditional Difference-in-Differences," IZA Discussion Papers 1848, Institute for the Study of Labor (IZA). [Downloadable!]
2. Bernd Fitzenberger & Stefan Speckesser, 2005. "Employment Effects of the Provision of Specific Professional Skills and Techniques in Germany," IZA Discussion Papers 1868, Institute for the Study of Labor (IZA). [Downloadable!]

2004

1. Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," STICERD - Econometrics Paper Series /2004/479, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]

2003

1. Antonio Rubia & Trino-Manuel Ñíguez, 2003. "Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence," Working Papers. Serie AD 2003-34, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
2. Trino-Manuel Ñíguez, 2003. "Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria," Working Papers. Serie AD 2003-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]

2000

1. Dixon, R. & Shepherd, D. & Thomson, J., 2000. "Regional Unemployment Disparities," Department of Economics - Working Papers Series 737, The University of Melbourne. [Downloadable!]
2. Dixon, R. & Shepherd, D., 2000. "Trends and Cycles in Australian State and Territory Unemployment Rates," Department of Economics - Working Papers Series 730, The University of Melbourne. [Downloadable!]
3. Dixon, R. & Shepherd, D., 2000. "Misleading Regressions with Constructed Variables," Department of Economics - Working Papers Series 754, The University of Melbourne. [Downloadable!]

1999

1. Allwood, J. & Sheperd, D., 1999. "Alternative Detrending Procedures for Macroeconomic Time Series," Department of Economics - Working Papers Series 698, The University of Melbourne.

1998

1. Mosley, H. & Keller, T. & Speckesser, S., 1998. "The Role of the Social Partners in the Design of Implementation of Active Measures," Papers 27, International Labor Office, International Migration-.

Journal articles

2008

1. David Shepherd & Robert Dixon, 2008. "The Cyclical Dynamics and Volatility of Australian Output and Employment," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 34-49, 03. [Downloadable!] (restricted)
2. MatthewD. Rablen, 2008. "Relativity, Rank and the Utility of Income," Economic Journal, Royal Economic Society, vol. 118(528), pages 801-821, 04. [Downloadable!] (restricted)
3. Rablen, Matthew D. & Oswald, Andrew J., 2008. "Mortality and immortality: The Nobel Prize as an experiment into the effect of status upon longevity," Journal of Health Economics, Elsevier, vol. 27(6), pages 1462-1471, December. [Downloadable!] (restricted)
4. Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer, vol. 10(3), pages 169-196, September. [Downloadable!] (restricted)

2006

1. Shepherd, David & Shi, Francis K.C., 2006. "Fuzzy modelling and estimation of economic relationships," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 417-433, November. [Downloadable!] (restricted)
2. Antonio Rubia & Trino-Manuel Ñíguez, 2006. "Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(6), pages 439-458. [Downloadable!]

2005

1. Ciaran Driver & David Shepherd, 2005. "Capacity utilisation and corporate restructuring: a comparative study of the US, UK and other EU countries," Cambridge Journal of Economics, Oxford University Press, vol. 29(1), pages 119-140, January. [Downloadable!] (restricted)
2. Taylor, Andrew & Shepherd, David & Duncan, Stephen, 2005. "The structure of the Australian growth process: A Bayesian model selection view of Markov switching," Economic Modelling, Elsevier, vol. 22(4), pages 628-645, July. [Downloadable!] (restricted)

2003

1. Stephen Hall & David Shepherd, 2003. "Testing for Common Cycles in Money, Nominal Income and Prices," Manchester School, University of Manchester, vol. 71(Supplemen), pages 68-84, 09. [Downloadable!] (restricted)
2. David Shepherd & Ciaran Driver, 2003. "Inflation and Capacity Constraints in Australian Manufacturing Industry," The Economic Record, The Economic Society of Australia, vol. 79(245), pages 182-195, 06. [Downloadable!] (restricted)

2002

1. David Shepherd & Robert Dixon, 2002. "The Relationship Between Regional and National Unemployment," Regional Studies, Taylor and Francis Journals, vol. 36(5), pages 469-480, July. [Downloadable!] (restricted)

2001

1. Robert Dixon, David Shepherd, James Thomson, 2001. "Regional Unemployment Disparities in Australia," Regional Studies, Taylor and Francis Journals, vol. 35(2), pages 93-102, April. [Downloadable!] (restricted)

This page was last updated on 2009-12-2.