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Publications

by members of

Warwick Business School
University of Warwick
Coventry, 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. Find also a compilation of publications from alumni here.

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

2014

  1. N. Fawcett & G. Kapetanios & J. Mitchell & S. Price, 2014. "Generalised Density Forecast Combinations," CAMA Working Papers 2014-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2013

  1. Mark P. Taylor & Stefan Reitz, 2013. "Exchange Rates in Target Zones - Evidence from the Danish Krone," Kiel Working Papers 1827, Kiel Institute for the World Economy.
  2. Monica Giulietti & Luigi Grossi, 2013. "Revenues from storage in a competitive electricity market: Empirical evidence from Great Britain," Working Papers 2013/37, Institut d'Economia de Barcelona (IEB).
  3. : Gianni De Nicolo & : Andrea Gamba & : Marcella Lucchetta, 2013. "Microprudential Regulation in a Dynamic Model of Banking," Working Papers wpn13-04, Warwick Business School, Finance Group.
  4. : Andrea Gamba & : Alexander J. Triantis, 2013. "How Effectively Can Debt Covenants Alleviate Financial Agency Problems?," Working Papers wpn13-08, Warwick Business School, Finance Group.
  5. : Andrea Gamba & : Alessio Saretto, 2013. "Firm Policies and the Cross-Section of CDS Spreads," Working Papers wpn13-09, Warwick Business School, Finance Group.
  6. : Andrea Gamba & : Alexander J. Triantis, 2013. "Corporate Risk Management: Integrating Liquidity, Hedging and Operating Policies," Working Papers wpn13-07, Warwick Business School, Finance Group.

2012

  1. Stefan Reitz , Mark P. Taylor, 2012. "FX Intervention in the Yen-US Dollar Market: A Coordination Channel Perspective," Kiel Working Papers 1765, Kiel Institute for the World Economy.
  2. Sohnke M. Bartram & John Griffin & David T. Ng, 2012. "How Important are Foreign Ownership Linkages for International Stock Returns?," Working Papers 122012, Hong Kong Institute for Monetary Research.
  3. Stephen Roper & James H Love & Priit Vahter, 2012. "The Value Of Design Strategies For New Product Development: Some Econometric Evidence," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 85, Faculty of Economics and Business Administration, University of Tartu (Estonia).
  4. Priit Vahter & James Love & Stephen Roper, 2012. "Openness and innovation performance: are small firms different?," The Centre for Small and Medium Sized Enterprises Research Paper Series 113, Centre for Small and Medium Sized Enterprises, Warwick Business School, University of Warwick.
  5. James Mitchell & George Kapetanios & Yongcheol Shin, 2012. "A Nonlinear Panel Data Model of Cross-Sectional Dependence," Discussion Papers in Economics 12/01, Department of Economics, University of Leicester.
  6. Capelleras, Joan-Lluis & Mole, Kevin F., 2012. "How ‘buzz’ reduces uncertainty for new firm founders," MPRA Paper 38170, University Library of Munich, Germany.

2011

  1. Bartram, Sohnke M. & Brown, Gregory & Stulz, Rene M., 2011. "Why Are U.S. Stocks More Volatile?," Working Paper Series 2011-6, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper 47343, University Library of Munich, Germany.
  3. Michael P. Clements & Ana Beatriz Galv�o, 2011. "Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models," Working Papers 678, Queen Mary, University of London, School of Economics and Finance.
  4. Giulietti, Monica & Grossi, Luigi & Waterson, Michael, 2011. "A Rough Examination of the value of gas storage," The Warwick Economics Research Paper Series (TWERPS) 967, University of Warwick, Department of Economics.
  5. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2011. "Measuring Output Gap Nowcast Uncertainty," CAMA Working Papers 2011-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Timo Henckel & Shaun Vahey & Liz Wakerly, 2011. "Probabilistic Interest Rate Setting With A Shadow Board: A Description Of The Pilot Project," CAMA Working Papers 2011-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Mitchell, J. & Solomou, S. & Weale, M., 2011. "Monthly GDP Estimates for Inter-War Britain," Cambridge Working Papers in Economics 1155, Faculty of Economics, University of Cambridge.
  8. James Mitchell & Richard J. Smith & Martin R. Weale, 2011. "Efficient Aggregation of Panel Qualitative Survey Data," Discussion Papers in Economics 11/53, Department of Economics, University of Leicester.
  9. Martin Weale & Silvia Lui & James Mitchell, 2011. "Mortality in the British Panel Household Survey: a Test of a Standard Treatment for Non-Response," NIESR Discussion Papers 384, National Institute of Economic and Social Research.
  10. Damir Filipovi\'c & Eberhard Mayerhofer & Paul Schneider, 2011. "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers 1104.5326, arXiv.org, revised Oct 2011.
  11. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  12. Di Nicolo, G. & Gamba, A. & Lucchetta, M., 2011. "Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking," Discussion Paper 2011-090, Tilburg University, Center for Economic Research.
  13. : Andrea Gamba & Carmen Aranda Leon & Alessio Saretto, 2011. "Dynamic Capacity Choice, Dynamic Capital Structure and Credit Risk," Working Papers wpn11-03, Warwick Business School, Finance Group.
  14. : Enzo Fanone & Andrea Gamba & Marcel Prokopczuk, 2011. "The Case of Negative Day-Ahead Electricity Prices," Working Papers wpn11-01, Warwick Business School, Finance Group.
  15. Dobra, Alexandra, 2011. "Microfinance: Champion in Poverty Alleviation and Failure in Female Empowerment," MPRA Paper 32413, University Library of Munich, Germany.

2010

  1. Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P., 2010. "On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates," Discussion Paper Series 1: Economic Studies 2010,08, Deutsche Bundesbank, Research Centre.
  2. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic Risks and Characteristic-Based Factor Models," MPRA Paper 47344, University Library of Munich, Germany.
  3. Ana Beatriz Galvao & Massimiliano Marcellino, 2010. "Endogenous Monetary Policy Regimes and the Great Moderation," Economics Working Papers ECO2010/22, European University Institute.
  4. Clements, Michael P. & Galvão, Ana Beatriz, 2010. "Real-time Forecasting of Inflation and Output Growth in the Presence of Data Revisions," The Warwick Economics Research Paper Series (TWERPS) 953, University of Warwick, Department of Economics.
  5. Giulietti, Monica & Waterson, Michael & Wildenbeest, Matthijs R., 2010. "Estimation of Search Frictions in the British Electricity Market," The Warwick Economics Research Paper Series (TWERPS) 940, University of Warwick, Department of Economics.
  6. Monica Giulietti & Michael Waterson & Matthijs R. Wildenbeest, 2010. "Estimate of Search Cost Frictions in the British Electricity Market," Working Papers 2010-09, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  7. Francesco Ravazzolo & Shaun P. Vahey, 2010. "Forecast densities for economic aggregates from disaggregate ensembles," Working Paper 2010/02, Norges Bank.
  8. George Kapetanios & James Mitchell & Yongcheol Shin, 2010. "A Nonlinear Panel Model of Cross-sectional Dependence," Working Papers 673, Queen Mary, University of London, School of Economics and Finance.
  9. James Mitchell & Buraimo, B. & Montana, G., 2010. "Density nowcasts and model combination: nowcasting Euro-area GDP growth over the 2008-9 recession," NIESR Discussion Papers 368, National Institute of Economic and Social Research.
  10. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
  11. Tigran Melkonyan & Mark Pingle, 2010. "To Believe or Not Believe… or Not Decide: A Decision-Theoretic Model of Agnosticism," Working Papers 10-005, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
  12. Tigran Melkonyan & Michael Taylor, 2010. "Regulatory Policy Design for Agroecosystem Management on Public Rangelands," Working Papers 10-007, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
  13. Dobra, Alexandra, 2010. "Is force ever justified in preventing a State from acquiring nuclear weapons?," MPRA Paper 20847, University Library of Munich, Germany.
  14. Dobra, Alexandra, 2010. "Neo-liberalism, consequences on the prospect of democratization in Latin America," MPRA Paper 32442, University Library of Munich, Germany.

2009

  1. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series 2613, CESifo Group Munich.
  2. Melvin, Michael & Taylor, Mark P, 2009. "The Crisis in the Foreign Exchange Market," CEPR Discussion Papers 7472, C.E.P.R. Discussion Papers.
  3. Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2009. "Financial intermediation and the role of price discrimination in a two-tier market," Discussion Paper Series 1: Economic Studies 2009,13, Deutsche Bundesbank, Research Centre.
  4. Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009. "The Effects of Japanese Interventions on FX-Forecast Heterogeneity," MPRA Paper 15603, University Library of Munich, Germany.
  5. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette, 2009. "Resolving the Exposure Puzzle: The Many Facets of Exchange Rate Exposure," MPRA Paper 14041, University Library of Munich, Germany.
  6. Aretz, Kevin & Bartram, Söhnke M., 2009. "Corporate Hedging and Shareholder Value," MPRA Paper 14088, University Library of Munich, Germany.
  7. Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2009. "Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms?," NBER Working Papers 14931, National Bureau of Economic Research, Inc.
  8. Bartram, Söhnke M. & Bodnar, Gordon M., 2009. "No Place To Hide: The Global Crisis in Equity Markets in 2008/09," MPRA Paper 15955, University Library of Munich, Germany.
  9. Nikolaus Hautsch & Lada M. Kyj & Roel C.A. Oomen, 2009. "A blocking and regularization approach to high dimensional realized covariance estimation," SFB 649 Discussion Papers SFB649DP2009-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  10. Kim Christensen & Roel Oomen & Mark Podolskij, 2009. "Realised Quantile-Based Estimation of the Integrated Variance," CREATES Research Papers 2009-27, School of Economics and Management, University of Aarhus.
  11. 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.
  12. Stephen Roper & Spyros Arvanitis, 2009. "From Knowledge to Added Value: A Comparative, Panel-data Analysis of the Innovation Value Chain in Irish and Swiss Manufacturing Firms," KOF Working papers 09-244, KOF Swiss Economic Institute, ETH Zurich.
  13. Stephen, Roper & Jonathan M., Scott, 2009. "Perceived financial barriers and the start-up decision: An econometric analysis of gender differences using GEM data," MPRA Paper 23342, University Library of Munich, Germany.
  14. Giulietti, Monica & Grossi, Luigi & Waterson, Michael, 2009. "Price transmission in the UK electricity market : was NETA beneficial?," The Warwick Economics Research Paper Series (TWERPS) 913, University of Warwick, Department of Economics.
  15. Ida Wolden Bache & James Mitchell & Francesco Ravazzolo & Shaun P. Vahey, 2009. "Macro modelling with many models," Working Paper 2009/15, Norges Bank.
  16. Anthony Garratt & James Mitchell & Shaun P. Vahey & Elizabeth C. Wakerly, 2009. "Real-time Inflation Forecast Densities from Ensemble Phillips Curves," Birkbeck Working Papers in Economics and Finance 0910, Birkbeck, Department of Economics, Mathematics & Statistics.
  17. Anthony Garratt & James Mitchell & Shaun P. Vahey, 2009. "Measuring Output Gap Uncertainty," Birkbeck Working Papers in Economics and Finance 0909, Birkbeck, Department of Economics, Mathematics & Statistics.
  18. James M. Nason & Shaun P. Vahey, 2009. "U.K. World War I and interwar data for business cycle and growth analysis," Working Paper 2009-18, Federal Reserve Bank of Atlanta.
  19. Ida Wolden Bache & Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2009. "Combining VAR and DSGE forecast densities," Working Paper 2009/23, Norges Bank.
  20. Silvia Lui & James Mitchell & Martin Weale, 2009. "Collective Sentiment in Qualitative Business Surveys," NIESR Discussion Papers 328, National Institute of Economic and Social Research.
  21. Mitchell, J. & Solomou, S. & Weale, M., 2009. "Monthly and Quarterly GDP Estimates for Interwar Britain," Cambridge Working Papers in Economics 0949, Faculty of Economics, University of Cambridge.
  22. Aleksandar Mijatovic & Paul Schneider, 2009. "Empirical asset pricing with nonlinear risk premia," Papers 0911.0928, arXiv.org.
  23. Peltonen, Tuomas A. & Popescu, Adina & Sager, Michael, 2009. "Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?," Working Paper Series 1073, European Central Bank.
  24. Peltonen, Tuomas A. & Sager, Michael, 2009. "Productivity shocks and real exchange rate: a reappraisal," Working Paper Series 1046, European Central Bank.
  25. Dobra, Alexandra, 2009. "Principal concerns concentrating on the costs and benefits of immigration in developed countries," MPRA Paper 16817, University Library of Munich, Germany.
  26. Dobra, Alexandra, 2009. "Acute poverty alleviation through women’s targeting by microfinance programs," MPRA Paper 16874, University Library of Munich, Germany.
  27. Dobra, Alexandra, 2009. "Identifying the key issues focusing on the costs and benefits of immigration in developed countries," MPRA Paper 16806, University Library of Munich, Germany.

2008

  1. Mark Salmon & Roman Kozhan, 2008. "Uncertainty Aversion in a Heterogeneous AgentModel of Foreign Exchange Rate Formation," Working Papers wp08-05, Warwick Business School, Finance Group.
  2. Mark Salmon & Roman Kozhan, 2008. "On Uncertainty, Market Timing and the Predictability of Tick by Tick Exchange Rates," Working Papers wp08-06, Warwick Business School, Finance Group.
  3. Luciana Juvenal & Mark P. Taylor, 2008. "Threshold adjustment in deviations from the law of one price," Working Papers 2008-027, Federal Reserve Bank of St. Louis.
  4. Goergen, M. & Renneboog, L.D.R. & Zhang, C., 2008. "Do UK Institutional Shareholders Monitor their Investee Firms?," Discussion Paper 2008-38, Tilburg University, Center for Economic Research.
  5. Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns: The Case of British Soccer Betting," Discussion Paper 2008-99, Tilburg University, Center for Economic Research.
  6. Martin Woerter & Stephen Roper, 2008. "Openness and Innovation - Home and Export Demand Effects on Manufacturing Innovation: Panel Data Evidence for Ireland and Switzerland," KOF Working papers 08-210, KOF Swiss Economic Institute, ETH Zurich.
  7. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2008. "Smooth Transition Models in Price Transmission," Working Paper Series 04-08, The Rimini Centre for Economic Analysis.
  8. Otero, Jesús & Smith, Jeremy & Giulietti, Monica, 2008. "Testing for seasonal unit roots in heterogeneous panels using monthly data in the presence of cross sectional dependence," The Warwick Economics Research Paper Series (TWERPS) 865, University of Warwick, Department of Economics.
  9. Anne-Sofie Jore & James Mitchell & Shaun P. Vahey, 2008. "Combining forecast densities from VARs with uncertain instabilities," Working Paper 2008/01, Norges Bank.
  10. James Mitchell & Wallis, K.F., 2008. "Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness," NIESR Discussion Papers 320, National Institute of Economic and Social Research.
  11. Silvia Lui & James Mitchell & Martin Weale, 2008. "Qualitative Business Surveys: Signal or Noise?," NIESR Discussion Papers 323, National Institute of Economic and Social Research.
  12. Tigran Melkonyan & Mark Pingle, 2008. "Ambiguity, Pessimism, and Religious Choice," Working Papers 08-002, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
  13. Tigran Melkonyan & Mark Pingle, 2008. "Religion and Faith: A Decision Theory Perspective," Working Papers 08-003, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
  14. Tigran A. Melkonyan & David A. Grigorian & J. Scott Shonkwiler, 2008. "Garbage In, Gospel Out? Controlling for the Underreporting of Remittances," IMF Working Papers 08/230, International Monetary Fund.
  15. Tigran A. Melkonyan & David A. Grigorian, 2008. "Microeconomic Implications of Remittances in an Overlapping Generations Model with Altruism and Self-Interest," IMF Working Papers 08/19, International Monetary Fund.
  16. Hueth, Brent & Ligon, Ethan & Melkonyan, Tigran A., 2008. "Interactions between Explicit and Implicit Contracting: Evidence from California Agriculture," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6068, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  17. Andrea GAMBA & Nicola FUSARI, 2008. "Valuing modularity as a real option," Swiss Finance Institute Research Paper Series 08-20, Swiss Finance Institute.
  18. Andrea Gamba & Leon Gordon & Carmen Aranda Leon, 2008. "Investment Under Uncertainty, Debt and Taxes," Working Papers wpn08-03, Warwick Business School, Finance Group.
  19. Andrea Gamba & Matteo Tesser, 2008. "Structural Estimation of Real Options Models," Working Papers wpn08-01, Warwick Business School, Finance Group.
  20. Andrea Gamba & Alexander J. Triantis, 2008. "Valuing Corporate Financing Strategies," Working Papers wpn08-02, Warwick Business School, Finance Group.

2007

  1. Matthew Hurd & Mark Salmon & Christoph Schleicher, 2007. "Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index," Bank of England working papers 334, Bank of England.
  2. Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group.
  3. Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007. "End-user order flow and exchange rate dynamics," Discussion Paper Series 1: Economic Studies 2007,05, Deutsche Bundesbank, Research Centre.
  4. Bartram, Söhnke M., 2007. "Corporate Cash Flow and Stock Price Exposures to Foreign Exchange Rate Risk," MPRA Paper 6662, University Library of Munich, Germany.
  5. Bartram, Söhnke M., 2007. "What Lies Beneath: Foreign Exchange Rate Exposure, Hedging and Cash Flows," MPRA Paper 6661, University Library of Munich, Germany.
  6. Bartram, Söhnke M. & Burns, Natasha & Helwege, Jean, 2007. "Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions," MPRA Paper 10122, University Library of Munich, Germany, revised 21 Aug 2008.
  7. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2007. "Are Short-sellers Different?," MPRA Paper 13585, University Library of Munich, Germany, revised 16 Nov 2008.
  8. Bartram, Söhnke M. & Brown, Philip & How, Janice C.Y. & Verhoeven, Peter, 2007. "Agency Conflicts and Corporate Payout Policies: A Global Study," MPRA Paper 23244, University Library of Munich, Germany.
  9. Ana Beatriz Galv�o, 2007. "Changes in Predictive Ability with Mixed Frequency Data," Working Papers 595, Queen Mary, University of London, School of Economics and Finance.
  10. Michael P. Clements & Ana Beatriz Galv�o, 2007. "Macroeconomic Forecasting with Mixed Frequency Data: Forecasting US Output Growth," Working Papers 616, Queen Mary, University of London, School of Economics and Finance.
  11. Sónia Costa & Ana Beatriz Galvão, 2007. "The Forward Premium of Euro Interest Rates," Working Papers w200702, Banco de Portugal, Economics and Research Department.
  12. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "The Price of Ethics: Evidence from Socially Responsible Mutual Funds," Discussion Paper 2007-29, Tilburg University, Center for Economic Research.
  13. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "Socially Responsible Investments: Methodology, Risk and Performance," Discussion Paper 2007-31, Tilburg University, Center for Economic Research.
  14. Sorge, Marco & Zhang, Chendi, 2007. "Credit information quality and corporate debt maturity : theory and evidence," Policy Research Working Paper Series 4239, The World Bank.
  15. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "Socially Responsible Investments: Methodology, Risk Exposure and Performance," Discussion Paper 2007-013, Tilburg University, Tilburg Law and Economic Center.
  16. James H. Love & Stephen Roper & Jun Du, 2007. "Innovation, Ownership and Profitability," DRUID Working Papers 07-10, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  17. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2007. "Dynamics in the European Petroleum Markets," Keele Economics Research Papers KERP 2007/04, Centre for Economic Research, Keele University.
  18. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2007. "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS) 784, University of Warwick, Department of Economics.
  19. Giulietti, Monica & Otero, Jesus & Waterson, Michael, 2007. "Pricing behaviour under competition in the UK electricity supply industry," The Warwick Economics Research Paper Series (TWERPS) 790, University of Warwick, Department of Economics.
  20. James M. Nason & Shaun P. Vahey, 2007. "The McKenna rule and U.K. World War I finance," Working Paper 2007-03, Federal Reserve Bank of Atlanta.
  21. Anthony Garratt & Gary Koop & Emi Mise & Shaun P Vahey, 2007. "Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty," Birkbeck Working Papers in Economics and Finance 0714, Birkbeck, Department of Economics, Mathematics & Statistics.
  22. Özer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2007. "RBCs and DSGEs:The Computational Approach to Business Cycle Theory and Evidence," Reserve Bank of New Zealand Discussion Paper Series DP2007/15, Reserve Bank of New Zealand.
  23. Troy Matheson & James Mitchell & Brian Silverstone, 2007. "Nowcasting and predicting data revisions in real time using qualitative panel survey data," Reserve Bank of New Zealand Discussion Paper Series DP2007/02, Reserve Bank of New Zealand.
  24. Mitchell, James & Weale, Martin R., 2007. "The rationality and reliability of expectations reported by British households: micro evidence from the British household panel survey," Discussion Paper Series 1: Economic Studies 2007,19, Deutsche Bundesbank, Research Centre.
  25. James Mitchell, 2007. "Constructing bivariate density forecasts of inflation and output growth using copulae: modelling dependence using the Survey of Professional Forecasters," NIESR Discussion Papers 297, National Institute of Economic and Social Research.
  26. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
  27. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
  28. Andrea Gamba & Alexander J. Triantis, 2007. "The Value of Financial Flexibility," Working Papers wpn07-02, Warwick Business School, Finance Group.
  29. Andrea Gamba & Ricardo Rigon, 2007. "The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - A Note," Working Papers wpn07-04, Warwick Business School, Finance Group.
  30. Andrea Gamba & Carmen Aranda Leon & Daniele Poiega, 2007. "Investment and Credit Risk: a Structural Approach," Working Papers wpn07-03, Warwick Business School, Finance Group.
  31. Andrea Gamba & Lenos Trigeorgis, 2007. "An Improved Binomial Lattice Method for Multi-Dimensional Options," Working Papers wpn07-01, Warwick Business School, Finance Group.

2006

  1. Christoph Schleicher & Mark Salmon, 2006. "Pricing Multivariate Currency Options with Copulas," Working Papers wp06-21, Warwick Business School, Finance Group.
  2. Richard H. Clarida & Manuela Goretti & Mark P. Taylor, 2006. "Are There Thresholds of Current Account Adjustment in the G7?," NBER Working Papers 12193, National Bureau of Economic Research, Inc.
  3. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS) 768, University of Warwick, Department of Economics.
  4. Kohlscheen, Emanuel & Taylor, Mark P, 2006. "International Liquidity Swaps : Is the Chiang Mai Initiative Pooling Reserves Efficiently ?," The Warwick Economics Research Paper Series (TWERPS) 752, University of Warwick, Department of Economics.
  5. Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank, Research Centre.
  6. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics.
  7. Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics.
  8. Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability : The Case of East Asia," The Warwick Economics Research Paper Series (TWERPS) 776, University of Warwick, Department of Economics.
  9. Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2006. "The Effects of Derivatives on Firm Risk and Value," MPRA Paper 9831, University Library of Munich, Germany, revised 24 Jul 2008.
  10. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2006. "The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis," MPRA Paper 13155, University Library of Munich, Germany, revised 26 Oct 2008.
  11. Bartram, Söhnke M. & Bodnar, Gordon M., 2006. "Crossing the Lines: The Conditional Relation between Exchange Rate Exposure and Stock Returns in Emerging and Developed Markets," MPRA Paper 14018, University Library of Munich, Germany, revised 02 Nov 2008.
  12. 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.
  13. 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.
  14. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2006. "Is Ethical Money Financially Smart?," Discussion Paper 2006-005, Tilburg University, Tilburg Law and Economic Center.
  15. Zhang, C., 2006. "Ethics, Investments and Investor Behavior," Open Access publications from Tilburg University urn:nbn:nl:ui:12-191852, Tilburg University.
  16. James H. Love & Stephen Roper & Giovanni Mangiarotti, 2006. "Organizing Innovation Complementarities between Cross-Functional Teams," DRUID Working Papers 06-27, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies.
  17. Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2006. "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," The Warwick Economics Research Paper Series (TWERPS) 771, University of Warwick, Department of Economics.
  18. Giulietti, Monica & Otero, Jesus & Smith, Jeremy, 2006. "Testing for stationarity in heterogeneous panel data in the presence of cross section dependence," The Warwick Economics Research Paper Series (TWERPS) 758, University of Warwick, Department of Economics.
  19. Wlazlowski, Szymon & Binner, Jane & Giulietti, Monica & Joseph, Nathan, 2006. "Non-linearities in mark-up on costs," MPRA Paper 1468, University Library of Munich, Germany.
  20. Anthony Garratt & Gary Koop & Shaun P. Vahey, 2006. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Reserve Bank of New Zealand Discussion Paper Series DP2006/02, Reserve Bank of New Zealand.
  21. James M. Nason & Shaun P. Vahey, 2006. "Interwar U.K. unemployment: the Benjamin and Kochin hypothesis or the legacy of “just” taxes?," Working Paper 2006-04, Federal Reserve Bank of Atlanta.

2005

  1. Giuliana Battisti & Heinz Hollenstein & Paul Stoneman & Martin Woerter, 2005. "Inter and Intra firm Diffusion of ICT in the United Kingdom (UK) and Switzerland (CH) : An Internationally Comparative Study Based on Firm-level Data," KOF Working papers 05-111, KOF Swiss Economic Institute, ETH Zurich.
  2. Gemmill, Gordon T & Hwang, Soosung & Salmon, Mark, 2005. "Performance Measurement with Loss Aversion," CEPR Discussion Papers 5173, C.E.P.R. Discussion Papers.
  3. Christoph Schleicher & Mark Salmon & Matthew Hurd, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (Revised)," Working Papers wp05-14, Warwick Business School, Finance Group.
  4. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
  5. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
  6. Bartram, Söhnke M. & Bodnar, Gordon, 2005. "The Exchange Rate Exposure Puzzle," MPRA Paper 6482, University Library of Munich, Germany.
  7. Bartram, Söhnke M. & Brown, Gregory W. & Hund, John E., 2005. "Estimating Systemic Risk in the International Financial System," MPRA Paper 6658, University Library of Munich, Germany.
  8. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008.
  9. Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2005. "Stock Price Reactions to Short-Lived Public Information: The Case of Betting Odds," Discussion Paper 2005-62, Tilburg University, Center for Economic Research.
  10. Stephen Roper & Nola Hewitt-Dundas, 2005. "Assessing the Effectiveness of Innovation Grants – Evidence from the Irish Innovation Panel," ERSA conference papers ersa05p478, European Regional Science Association.
  11. Stephen Roper, 2005. "Cross-Border and Local Cooperation on the island of Ireland - A Behavioural Perspective," ERSA conference papers ersa05p475, European Regional Science Association.
  12. Anthony Garratt & Shaun P Vahey, 2005. "UK Real-Time Macro Data Characteristics," Birkbeck Working Papers in Economics and Finance 0502, Birkbeck, Department of Economics, Mathematics & Statistics.
  13. Shaun P. Vahey & James M. Nason, 2005. "Over the Top: U.K. World War I Finance and Its Aftermath," Computing in Economics and Finance 2005 22, Society for Computational Economics.
  14. James Mitchell & Martin Weale, 2005. "Quantitative inference from qualitative business survey panel data: a microeconometric approach," NIESR Discussion Papers 261, National Institute of Economic and Social Research.
  15. James Mitchell & Kostas Mouratidis & Martin Weale, 2005. "Poverty and Debt," NIESR Discussion Papers 263, National Institute of Economic and Social Research.
  16. James Mitchell & Kostas Mouratidis & Martin Weale, 2005. "Uncertainty in UK manufacturing: evidence from qualitative survey data," NIESR Discussion Papers 266, National Institute of Economic and Social Research.
  17. James Mitchell, 2005. "Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Euro area," Computing in Economics and Finance 2005 52, Society for Computational Economics.
  18. Brian Silverstone & James Mitchell, 2005. "Insights into Business Confidence from Firm-Level Panel Data," Working Papers in Economics 05/09, University of Waikato, Department of Economics.
  19. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, EconWPA.
  20. Melkonian, Tigran A. & Lapan, Harvey E., 2005. "Tariffs, Quotas and Forward Contracts Under Asymmetric Information," Staff General Research Papers 10288, Iowa State University, Department of Economics.
  21. Gordon Sick & Andrea Gamba, 2005. "Some Important Issues Involving Real Options," Working Papers wpn05-02, Warwick Business School, Finance Group.

2004

  1. Stoneman, Paul & Canepa, Alessandra & Kaivanto, Kim, 2004. "The Public Provision of Sales Contingent Contracts as a Policy Response to Financial Constraints to Innovation in European SMEs," EIFC - Technology and Finance Working Papers 38, United Nations University, Institute for New Technologies.
  2. Kaivanto, Kim & Stoneman, Paul, 2004. "Risk Shifting, Technology Policy and Sales Contingent Claims: When is Launch Aid to the Aerospace Industry A Subsidy?," CEPR Discussion Papers 4798, C.E.P.R. Discussion Papers.
  3. Hwang, Soosung & Salmon, Mark, 2004. "Market Stress and Herding," CEPR Discussion Papers 4340, C.E.P.R. Discussion Papers.
  4. Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," NBER Working Papers 10607, National Bureau of Economic Research, Inc.
  5. Giorgio Valente & Richard Clarida & Mark Taylor & Lucio Sarno, 2004. "The Term Structure Of Euromarket Interest Rates: Some New Evidence," Royal Economic Society Annual Conference 2004 19, Royal Economic Society.
  6. Söehnke Bartram & Stephen Taylor & Yaw-Huei Wang, 2004. "The Euro and European Financial Market Integration," Money Macro and Finance (MMF) Research Group Conference 2004 49, Money Macro and Finance Research Group, revised 13 Oct 2004.
  7. Bartram, Söhnke M., 2004. "The Use of Options in Corporate Risk Management," MPRA Paper 6663, University Library of Munich, Germany.
  8. Roel C.A. Oomen, 2004. "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings 77, Econometric Society.
  9. Roel Oomen, 2004. "Properties of Realized Variance for a Pure Jump Process: Calendar Time Sampling versus Business Time Sampling," Working Papers wp04-14, Warwick Business School, Finance Group.
  10. Roel Oomen, 2004. "Properties of Bias Corrected Realized Variance Under Alternative Sampling Schemes," Working Papers wp04-15, Warwick Business School, Finance Group.
  11. Charles Bellemare & Michaela Krause & Sabine Kröger & Chendi Zhang, 2004. "Myopic Loss Aversion, Information Dissemination, and the Equity Premium Puzzle," Cahiers de recherche 0428, CIRPEE.
  12. Bellemare, C. & Krause, M. & Kroger, S. & Zhang, C., 2004. "Myopic Loss Aversion: Information Feedback vs. Investment Flexibility," Discussion Paper 2004-32, Tilburg University, Center for Economic Research.
  13. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2004. "Testing for Seasonal Unit Roots in Heterogeneous Panels," The Warwick Economics Research Paper Series (TWERPS) 695, University of Warwick, Department of Economics.
  14. Stephen Hall & James Mitchell, 2004. "Density Forecast Combination," NIESR Discussion Papers 249, National Institute of Economic and Social Research.
  15. Stephen Hall & James Mitchell, 2004. "Optimal combination of density forecasts," NIESR Discussion Papers 248, National Institute of Economic and Social Research.
  16. Elizabeth C. Wakerly & Byron G. Scott & James M. Nason, 2004. "Common trends and common cycles in Canada: who knew so much has been going on?," Working Paper 2004-5, Federal Reserve Bank of Atlanta.
  17. Melkonian, Tigran A., 2004. "Quality Measurement and Contract Design: Evidence from the North American Sugar Beet Industry," Staff General Research Papers 12350, Iowa State University, Department of Economics.
  18. Andrea Gamba & Alberto Micalizzi, 2004. "Product Development and Market Expansion: A Real Options Model," Working Papers wpn04-03, Warwick Business School, Finance Group.

2003

  1. Battisti, Giuliana & Paul Stoneman, 2003. "The Prices of Material and Intermediate Inputs in UK Manufacturing," Royal Economic Society Annual Conference 2003 17, Royal Economic Society.
  2. Stoneman, Paul & Canepa, Alessandra, 2003. "Financing Constraints in the Inter Firm Diffusion of New Process Technologies," EIFC - Technology and Finance Working Papers 28, United Nations University, Institute for New Technologies.
  3. Mody, Ashoka & Taylor, Mark P, 2003. "International Capital Crunches: The Time-Varying Role of Informational Asymmetries," CEPR Discussion Papers 3757, C.E.P.R. Discussion Papers.
  4. Taylor, Mark P, 2003. "Is Official Exchange Rate Intervention Effective?," CEPR Discussion Papers 3758, C.E.P.R. Discussion Papers.
  5. Mody, Ashoka & Taylor, Mark P, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers.
  6. Sohnke M. Bartram & Gregory W. Brown & Frank R. Fehle, 2003. "International Evidence on Financial Derivatives Usage," Finance 0307003, EconWPA, revised 24 Jul 2003.
  7. Sohnke M. Bartram & Frank R. Fehle, 2003. "Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax," Finance 0307005, EconWPA, revised 24 Jul 2003.
  8. Sohnke M. Bartram & Frank R. Fehle, 2003. "Alternative Market Structures for Derivatives," Finance 0311007, EconWPA, revised 12 Dec 2003.
  9. 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.
  10. Mark Hart & Stephen Roper, 2003. "Modelling the Effects of Public Support to Small Firms in the UK - Paradise Gained?," ERSA conference papers ersa03p413, European Regional Science Association.
  11. Mark Hart & Helena Lenihan & Stephen Roper, 2003. "Evaluating the Net Additionality of Industrial Development Assistance in Ireland," ERSA conference papers ersa03p412, European Regional Science Association.
  12. Stephen Roper & Nola Hewitt-Dundas & James H Love, 2003. "An Ex Ante Evaluation Framework for the Regional Impact of Publicly Supported R&D Projects," ERSA conference papers ersa03p100, European Regional Science Association.
  13. Stephen Roper & Seamus Grimes, 2003. "Wireless Valley, Silicon Wadi and Digital Island - Helsinki, Tel Aviv and Dublin in the ICT Boom," ERSA conference papers ersa03p62, European Regional Science Association.
  14. Wakerly, Elizabeth C & Elena Loukoianova & Shaun P. Vahey, 2003. "A Real Time Tax Smoothing Based Fiscal Policy Rule," Royal Economic Society Annual Conference 2003 215, Royal Economic Society.
  15. Coe, P.J. & Pesaran, M.H. & Vahey, S.P., 2003. "Scope for Cost Minimization in Public Debt Management: the Case of the UK," Cambridge Working Papers in Economics 0338, Faculty of Economics, University of Cambridge.
  16. James Mitchell & Nigel Pain, 2003. "The Determinants of International Migration into the UK: A Panel Based Modelling Approach," NIESR Discussion Papers 216, National Institute of Economic and Social Research.
  17. Michael Massmann & James Mitchell, 2003. "Reconsidering the Evidence: Are Eurozone Business Cycles Converging?," NIESR Discussion Papers 210, National Institute of Economic and Social Research.
  18. James Mitchell, 2003. "Should we be surprised by the unreliability of real-time output gap estimates? Density estimates for the Eurozone," NIESR Discussion Papers 225, National Institute of Economic and Social Research.
  19. Hueth, Brent & Melkonian, Tigran A., 2003. "Voting Over Efficient Decision Rules in Budget Balanced Organizations," Staff General Research Papers 5164, Iowa State University, Department of Economics.
  20. Hueth, Brent & Melkonyan, Tigran A., 2003. "Performance, Process, and Design Standards in Environmental Regulation," 2003 Annual meeting, July 27-30, Montreal, Canada 22148, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  21. Andrea Gamba, 2003. "Valutazione di attività reali in condizioni di incertezza e flessibilità," Working Papers 2, University of Verona, Department of Economics.

2002

  1. Liikanen, Jukka & Stoneman, Paul & Toivanen, Otto, 2002. "Intergenerational Effects in the Diffusion of New Technology: Case of Mobile Phones," Discussion Papers 809, The Research Institute of the Finnish Economy.
  2. Stoneman, Paul & Canepa, Alessandra, 2002. "Financial Constraints on Innovation: A European Cross Country Study," EIFC - Technology and Finance Working Papers 11, United Nations University, Institute for New Technologies.
  3. Stoneman, Paul & Canepa, Alessandra, 2002. "The Diffusion of New Process Technologies:International Comparisons," EIFC - Technology and Finance Working Papers 15, United Nations University, Institute for New Technologies.
  4. Peel, David & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997," CEPR Discussion Papers 3249, C.E.P.R. Discussion Papers.
  5. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
  6. Chowdhury, Ibrahim & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
  7. Clarida, Richard H. & Mark P. Taylor, 2002. "Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance," Royal Economic Society Annual Conference 2002 51, Royal Economic Society.
  8. Sohnke M. Bartram, 2002. "Linear and Nonlinear Foreign Exchange Rate Exposures of German Nonfinancial Corporations," Finance 0207001, EconWPA.
  9. Sohnke M. Bartram & G. Andrew Karolyi, 2002. "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Finance 0207005, EconWPA, revised 16 Sep 2002.
  10. Roper, Stephen & Smallbone, David & Vickers, Ian & North, David & Hewitt-Dundas, Nola, 2002. "Innovation and business performance - a provisional multi-regional analysis," ERSA conference papers ersa02p365, European Regional Science Association.
  11. Hewitt-Dundas, Nola & Roper, Stephen, 2002. "Closing the knowledge gap in Irish manufacturing - a north-south comparison," ERSA conference papers ersa02p382, European Regional Science Association.
  12. Egginton, Donald & Andreas Pick & Shaun P. Vahey, 2002. "Keep It Real!: A Real-time UK Macro Data Set," Royal Economic Society Annual Conference 2002 69, Royal Economic Society.
  13. James Mitchell & Richard J. Smith & Martin R. Weale, 2002. "Aggregate versus Disaggregate Survey-Based Indicators of Economic Activity," NIESR Discussion Papers 194, National Institute of Economic and Social Research.
  14. Kilkenny, Maureen & Melkonian, Tigran A., 2002. "Local Fiscal Strategy to Retain Heterogeneous Firms," Staff General Research Papers 10166, Iowa State University, Department of Economics.
  15. Lapan, Harvey E. & Melkonian, Tigran A., 2002. "Trade Policy Under Asymmetric Information," Staff General Research Papers 10026, Iowa State University, Department of Economics.
  16. Andrea Gamba & Alberto Micalizzi, 2002. "Product Development and Market Expansion: a Valuation Approach Based on Real Options," Working Papers 1, University of Verona, Department of Economics.
  17. Andrea Gamba, 2002. "Real options Valuation: A Monte Carol Approach," Working Papers wpn02-02, Warwick Business School, Finance Group.

2001

  1. Stoneman, Paul, 2001. "Technological Diffusion and the Financial Environment," EIFC - Technology and Finance Working Papers 3, United Nations University, Institute for New Technologies.
  2. Stoneman, Paul, 2001. "Heterogeneity and Change in European Financial Environments," EIFC - Technology and Finance Working Papers 7, United Nations University, Institute for New Technologies.
  3. Stoneman, Paul, 2001. "Financial Factors and the Inter Firm Diffusion of New Technology: A Real Options Model," EIFC - Technology and Finance Working Papers 8, United Nations University, Institute for New Technologies.
  4. Mark Salmon & Massimiliano Marcellino, 2001. "Robust Decision Theory and the Lucas Critique," Working Papers wp01-10, Warwick Business School, Finance Group.
  5. Mark Salmon & Paul Marriott & Frank Critchley, 2001. "On Preferred Point Geometry in Statistics," Working Papers wp01-04, Warwick Business School, Finance Group.
  6. Mark Salmon & Nicolas Gaussel & Eric Bouy?, 2001. "Investigating Dynamic Dependence Using Copulae," Working Papers wp01-03, Warwick Business School, Finance Group.
  7. Mark Salmon & Soosung Hwang, 2001. "A New Measure of Herding and Empirical Evidence," Working Papers wp01-12, Warwick Business School, Finance Group.
  8. Mark Salmon & Soosung Hwang, 2001. "An Analysis of Performance Measures Using Copulae," Working Papers wp01-13, Warwick Business School, Finance Group.
  9. Peel, David & Sarno, Lucio & Taylor, Mark P, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers 2658, C.E.P.R. Discussion Papers.
  10. Sarno, Lucio & Taylor, Mark P, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
  11. Sarno, Lucio & Taylor, Mark P, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
  12. Kilian, Lutz & Taylor, Mark P, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
  13. Sohnke M. Bartram & Gunter Dufey, 2001. "International Portfolio Investment: Theory, Evidence, and Institutional Framework," Finance 0107001, EconWPA.
  14. Sohnke M. Bartram, 2001. "The Interest Rate Exposure of Nonfinancial Corporations," Finance 0112002, EconWPA, revised 27 Dec 2001.
  15. Roel C.A. OOMEN, 2001. "Using high frequency stock market index data to calculate, model and forecast realized return variance," Economics Working Papers ECO2001/06, European University Institute.
  16. Roel Oomen, 2001. "Using High Frequency Data to Calculate, Model and Forecast Realized Volatility," Computing in Economics and Finance 2001 75, Society for Computational Economics.
  17. Stephen Roper, 2001. "Benchmarking Regional Innovation: A Comparison of Bavaria, Northern Ireland and the Republic of Ireland," ERSA conference papers ersa01p39, European Regional Science Association.
  18. James Mitchell & Richard J. Smith & Martin R. Weale, 2001. "Quantification of qualitative firm-level survey data," NIESR Discussion Papers 181, National Institute of Economic and Social Research.
  19. Hueth, Brent & Melkonyan, Tigran A., 2001. "Quality Measurement And Contract Design: An Example From Agriculture," 2001 Annual meeting, August 5-8, Chicago, IL 20583, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

2000

  1. Böheim, René & Taylor, Mark P., 2000. "From the dark end of the street to the bright side of the road? investigating the returns to residential mobility in Britain," ISER Working Paper Series 2000-38, Institute for Social and Economic Research.
  2. Bartram, S.M., 2000. "Corporate Risk Management as a Lever for Shareholder Value Creation," Papers 00-58, Southern California - School of Business Administration.
  3. Love, James H. & Roper, Stephen, 2000. "Location And Network Effects On Innovation Success: Evidence For Uk, German And Irish Manufacturing Firms," ERSA conference papers ersa00p67, European Regional Science Association.
  4. Coe, P. & Vahey S.P. & Wakerly, E.C., 2000. "The Transparency and Accountability of UK Debt Management: A Proposal," Cambridge Working Papers in Economics 0028, Faculty of Economics, University of Cambridge.
  5. Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge.
  6. James Mitchell, 2000. "The importance of long run structure for impulse response analysis in VAR models," NIESR Discussion Papers 172, National Institute of Economic and Social Research.

1999

  1. Mark Salmon & Robert Hillman, 1999. "From Market Micro-structure to Macro Fundamentals: is there Predictability in the Dollar-Deutsche Mark Exchange Rate?," Working Papers wp99-12, Warwick Business School, Finance Group.
  2. Mark Salmon & Paul Marriott, 1999. "An Introduction to Differential Geometry in Econometrics," Working Papers wp99-10, Warwick Business School, Finance Group.
  3. Mark Salmon & Paul Marriott & Frank Critchley, 1999. "An Elementary Account of Amari's Expected Geometry," Working Papers wp99-06, Warwick Business School, Finance Group.
  4. Sarno, Lucio & Taylor, Mark P, 1999. "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers 2150, C.E.P.R. Discussion Papers.
  5. Crone, Mike & Roper, Stephen, 1999. "Knowledge Transfers from Multi-national Plants in Northern Ireland," ERSA conference papers ersa99pa053, European Regional Science Association.
  6. Roper, Stephen & Hewitt-Dundas, Nola, 1999. "Grant Assistance and Small Firm Development in Northern Ireland and the Republic of Ireland," ERSA conference papers ersa99pa396, European Regional Science Association.
  7. Roper, Stephen & Frenkel, Amnon, 1999. "Different Paths to Success: The Growth of the Electronics Sector in Ireland and Israel," ERSA conference papers ersa99pa302, European Regional Science Association.
  8. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, EconWPA, revised 14 Oct 2002.

1997

  1. Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.

1996

  1. Vahey, S.P., 1996. "Compensating Differentials: Some Canadian Self-Report Evidence," Cambridge Working Papers in Economics 9608, Faculty of Economics, University of Cambridge.

1995

  1. Avesani, Renzo & Gallo, Giampiero M & Salmon, Mark, 1995. "On the Evolution of Credibility and Flexible Exchange Rate Target Zones," CEPR Discussion Papers 1123, C.E.P.R. Discussion Papers.
  2. Giulietti, M., 1995. "Multiproduct Firms' Pricing Behavior in the Italian Grocery Trade," Discussion Papers 9509, Exeter University, Department of Economics.
  3. Danny Quah & Shaun Vahey, 1995. "Measuring Core Inflation," Bank of England working papers 31, Bank of England.
  4. Danny Quah & Shaun P. Vahey, 1995. "Measuring Core Inflation (Now published in Economic Journal, vol. 105, No. 432 (September 1995), pp.1130-1144.)," STICERD - Econometrics Paper Series /1995/282, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.

1994

  1. Leamer, Edward & Taylor, Mark P, 1994. "The Empirics of Economic Growth in Previously Centrally Planned Economies," CEPR Discussion Papers 976, C.E.P.R. Discussion Papers.
  2. Peter B. Clark & Steven A. Symansky & Tamim Bayoumi & Mark P. Taylor, 1994. "Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies," IMF Working Papers 94/17, International Monetary Fund.

1993

  1. Clarida, Richard & Taylor, Mark P, 1993. "The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors," CEPR Discussion Papers 773, C.E.P.R. Discussion Papers.
  2. Michael J. Artis & Mark P. Taylor, 1993. "The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates - An Empirical Investigation," IMF Working Papers 93/67, International Monetary Fund.
  3. Mark P. Taylor & Michael J. Artis, 1993. "DEER Hunting - Misalignment, Debt Accumulation, and Desired Equilibrium Exchange Rates," IMF Working Papers 93/48, International Monetary Fund.

1992

  1. Masson, Paul R & Taylor, Mark P, 1992. "Common Currency Areas and Currency Unions: An Analysis of the Issues," CEPR Discussion Papers 617, C.E.P.R. Discussion Papers.
  2. Bayoumi, Tamim & Taylor, Mark P, 1992. "Macroeconomic Shocks, the ERM, and Tri-Polarity," CEPR Discussion Papers 711, C.E.P.R. Discussion Papers.
  3. Mark P. Taylor & Peter Isard & Morris Goldstein & Paul R. Masson, 1992. "Policy Issues in the Evolving International Monetary System," IMF Occasional Papers 96, International Monetary Fund.
  4. Michael Dooley & Peter Isard & Mark Taylor, 1992. "Exchange Rates, Country Preferences, and Gold," NBER Working Papers 4183, National Bureau of Economic Research, Inc.
  5. Ronald MacDonald & Mark P. Taylor, 1992. "The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting," IMF Working Papers 92/34, International Monetary Fund.
  6. Clarida, R.H. & Taylor, M.P., 1992. "The Term Structure of Forward Exchange Rates and the Forecastability of Spot Exchange Rates: Correcting the Errors," Discussion Papers 1992_42, Columbia University, Department of Economics.

1991

  1. Mark P. Taylor, 1991. "Intervention, Interest Rates, and Charts: Three Essays in International Finance," IMF Working Papers 91/106, International Monetary Fund.
  2. Mark P. Taylor & Kate Phylaktis, 1991. "The Demand for Money During High Inflation Episodes - Some Latin American Evidence on the Cagan Model," IMF Working Papers 91/48, International Monetary Fund.
  3. Mark P. Taylor, 1991. "Modelling the Yield Curve," IMF Working Papers 91/134, International Monetary Fund.
  4. Pierre-Richard Agénor & Mark P. Taylor, 1991. "Testing for Credibility Effects," IMF Working Papers 91/110, International Monetary Fund.
  5. Mark P. Taylor & Ronald MacDonald, 1991. "Exchange Rate Economics: A Survey," IMF Working Papers 91/62, International Monetary Fund.

1990

  1. Karshenas, M. & Stoneman, P., 1990. "The Role Of Exogenous And Endogenous Learning And Economic Factors In The Diffusion Of New Technology : An Epidemic Based Study Of The Spread Of Colour Television Ownership In The Uk," The Warwick Economics Research Paper Series (TWERPS) 356, University of Warwick, Department of Economics.
  2. Karshenas, Massoud & Stoneman, Paul, 1990. "Rank, Stock, Order And Epidemic Effects In The Diffusion Of New Process Technologies : An Empirical Model," The Warwick Economics Research Paper Series (TWERPS) 358, University of Warwick, Department of Economics.
  3. Stoneman, Paul, 1990. "The Intertemporal Demand For Consumer Technologies Requiring Joint Hardware And Software Inputs," The Warwick Economics Research Paper Series (TWERPS) 355, University of Warwick, Department of Economics.
  4. Miller, Marcus & Salmon, Mark, 1990. "When Does Coordination Pay?," CEPR Discussion Papers 425, C.E.P.R. Discussion Papers.
  5. MacDonald, Ronald & Taylor, Mark P, 1990. "Exchange Rates, Policy Convergence and the European Monetary System," CEPR Discussion Papers 444, C.E.P.R. Discussion Papers.
  6. Taylor, Mark P, 1990. "The Hyperinflation Model of Money Demand Revisited," CEPR Discussion Papers 473, C.E.P.R. Discussion Papers.
  7. Mark P. Taylor, 1990. "Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920s," IMF Working Papers 90/118, International Monetary Fund.

1989

  1. Basar, T & Salmon, Mark, 1989. "Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation," CEPR Discussion Papers 338, C.E.P.R. Discussion Papers.
  2. Artis, Michael J & Taylor, Mark P, 1989. "Abolishing Exchange Control: The UK Experience," CEPR Discussion Papers 294, C.E.P.R. Discussion Papers.
  3. Taylor, Mark P, 1989. "Charts, Noise and Fundamentals: A Study of the London Foreign Exchange Market," CEPR Discussion Papers 341, C.E.P.R. Discussion Papers.

1988

  1. Salmon, Mark, 1988. "Error Correction Models, Co-integration and the Internal Model Principle," CEPR Discussion Papers 265, C.E.P.R. Discussion Papers.
  2. Taylor, Mark P, 1988. "Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis," CEPR Discussion Papers 236, C.E.P.R. Discussion Papers.
  3. Artis, Michael J & Taylor, Mark P, 1988. "Exchange Rates and the EMS: Assessing the Track Record," CEPR Discussion Papers 250, C.E.P.R. Discussion Papers.

1985

  1. Stoneman, P L, 1985. "Technological Diffusion : The Viewpoint of Economic Theory," The Warwick Economics Research Paper Series (TWERPS) 270, University of Warwick, Department of Economics.
  2. David, Paul & Stoneman, Paul, 1985. "Subsidisation vs Information Provision as Instruments of Technology Policy," CEPR Discussion Papers 49, C.E.P.R. Discussion Papers.
  3. Norman J. IRELAND & Paul L. STONEMAN, 1985. "Order Effects, Perfect Foresight and Intertemporal Price Discrimination," Discussion Papers (REL - Recherches Economiques de Louvain) 1985012, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  4. Fisher, Paul & Salmon, Mark, 1985. "On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models," CEPR Discussion Papers 86, C.E.P.R. Discussion Papers.

1984

  1. Ireland, N.J. & Stoneman, P, 1984. "Innovation and Diffusion - The Implications of an Integrated Approach," The Warwick Economics Research Paper Series (TWERPS) 254, University of Warwick, Department of Economics.
  2. Miller, Marcus & Salmon, Mark, 1984. "Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies," CEPR Discussion Papers 27, C.E.P.R. Discussion Papers.

1982

  1. Salmon, Mark, 1982. "Error Correction Mechanisms," The Warwick Economics Research Paper Series (TWERPS) 199, University of Warwick, Department of Economics.
  2. Kiefer, Nicholas M & Salmon, Mark, 1982. "Testing Normality in Econometric Models," The Warwick Economics Research Paper Series (TWERPS) 216, University of Warwick, Department of Economics.

1981

  1. Stoneman, Paul, 1981. "Technology, Diffusion, Wages and Employment," The Warwick Economics Research Paper Series (TWERPS) 190, University of Warwick, Department of Economics.

1980

  1. Salmon, Mark & Wallis, Kenneth F, 1980. "Model Validation and Forecast Comparisons : Theoretical and Practical Considerations," The Warwick Economics Research Paper Series (TWERPS) 184, University of Warwick, Department of Economics.

1978

  1. Stoneman, P, 1978. "Intra-Firm Diffusion, Learning and Profitability," The Warwick Economics Research Paper Series (TWERPS) 135, University of Warwick, Department of Economics.
  2. Stoneman, Paul, 1978. "Technological Progress, Investment and Diffusion," The Warwick Economics Research Paper Series (TWERPS) 126, University of Warwick, Department of Economics.

Undated

  1. Lucio Sarno & Mark P. Taylor, . "Saving-Investment Correlations: Transitory versus Permanent," Economics and Finance Discussion Papers 97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Lucio Sarno & Mark P. Taylor, . "Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation," Economics and Finance Discussion Papers 97-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Lucio Sarno & Mark P. Taylor, . "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, . "European Capital Flows and Regional Risk," Economics and Finance Discussion Papers 97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Lucio Sarno & Mark P. Taylor, . "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. P Fraser & M P Taylor & A Webster, . "An Empirical Analysis Of Long-Run Purchasing Power Parity As A Theory Of International Commodity Arbitrage," Dundee Discussion Papers in Economics 003, Economic Studies, University of Dundee.
  7. M P Taylor & P Fraser, . "Some 'News' On Covered Interest Arbitrage," Dundee Discussion Papers in Economics 006, Economic Studies, University of Dundee.

Journal articles

2013

  1. Zafeira Kastrinaki & Paul Stoneman, 2013. "Merger Cycles: A Frequency Domain Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 259-275, 04.
  2. Paul Stoneman, 2013. "Jason Potts (2011): Creative industries and economic evolution," Journal of Cultural Economics, Springer, vol. 37(3), pages 387-390, August.
  3. Paul Stoneman, 2013. "The impact of prior use on the further diffusion of new process technology," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 22(3), pages 238-255, April.
  4. Pulkki-Brännström, Anni-Maria & Stoneman, Paul, 2013. "On the patterns and determinants of the global diffusion of new technologies," Research Policy, Elsevier, vol. 42(10), pages 1768-1779.
  5. Ashoka Mody & Mark P. Taylor, 2013. "International capital crunches: the time-varying role of informational asymmetries," Applied Economics, Taylor & Francis Journals, vol. 45(20), pages 2961-2973, July.
  6. Michael P. Clements & Ana Beatriz Galvão, 2013. "Real‐Time Forecasting Of Inflation And Output Growth With Autoregressive Models In The Presence Of Data Revisions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(3), pages 458-477, 04.
  7. Galvao, Ana Beatriz & Costa, Sonia, 2013. "Does the euro area forward rate provide accurate forecasts of the short rate?," International Journal of Forecasting, Elsevier, vol. 29(1), pages 131-141.
  8. Galvão, Ana Beatriz, 2013. "Changes in predictive ability with mixed frequency data," International Journal of Forecasting, Elsevier, vol. 29(3), pages 395-410.
  9. James Mitchell & Richard J. Smith & Martin R. Weale, 2013. "Efficient Aggregation Of Panel Qualitative Survey Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 580-603, 06.
  10. Tigran Melkonyan & Michael H. Taylor, 2013. "Regulatory Policy Design for Agroecosystem Management on Public Rangelands," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 95(3), pages 606-627.
  11. Tigran Melkonyan, 2013. "Hybrid Contests," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 15(6), pages 968-992, December.
  12. Robert G. Chambers & Tigran A. Melkonyan, 2013. "Food Scares In An Uncertain World," Journal of the European Economic Association, European Economic Association, vol. 11(6), pages 1432-1456, December.
  13. Fanone, Enzo & Gamba, Andrea & Prokopczuk, Marcel, 2013. "The case of negative day-ahead electricity prices," Energy Economics, Elsevier, vol. 35(C), pages 22-34.
  14. Jin, Xing & Zhang, Kun, 2013. "Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1733-1746.

2012

  1. Kastrinaki, Zafeira & Stoneman, Paul, 2012. "The drivers of merger waves," Economics Letters, Elsevier, vol. 117(2), pages 493-495.
  2. Hyeyoen Kim & Mark P. Taylor, 2012. "Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher," Economica, London School of Economics and Political Science, vol. 79(314), pages 378-410, 04.
  3. Stefan Reitz & Mark Taylor, 2012. "FX intervention in the Yen-US dollar market: a coordination channel perspective," International Economics and Economic Policy, Springer, vol. 9(2), pages 111-128, June.
  4. Sentance, Andrew & Taylor, Mark P. & Wieladek, Tomasz, 2012. "How the UK economy weathered the financial storm," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 102-123.
  5. Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2012. "Why Are U.S. Stocks More Volatile?," Journal of Finance, American Finance Association, vol. 67(4), pages 1329-1370, 08.
  6. Bartram, Söhnke M. & Bodnar, Gordon M., 2012. "Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets," Journal of International Money and Finance, Elsevier, vol. 31(4), pages 766-792.
  7. Vania Sena & Jonathan Scott & Stephen Roper, 2012. "Gender, borrowing patterns and self-employment: some evidence for England," Small Business Economics, Springer, vol. 38(4), pages 467-480, May.
  8. Roper, Stephen & Arvanitis, Spyros, 2012. "From knowledge to added value: A comparative, panel-data analysis of the innovation value chain in Irish and Swiss manufacturing firms," Research Policy, Elsevier, vol. 41(6), pages 1093-1106.
  9. Jane Bourke & Stephen Roper, 2012. "In with the new: the determinants of prescribing innovation by general practitioners in Ireland," The European Journal of Health Economics, Springer, vol. 13(4), pages 393-407, August.
  10. Szymon Wlazlowski & Birger Nilsson & Jane Binner & Monica Giulietti & Nathan Joseph, 2012. "New York Mark‐Ups On Petroleum Products," Manchester School, University of Manchester, vol. 80(2), pages 145-171, 03.
  11. Monica Giulietti, Luigi Grossi, and Michael Waterson, 2012. "A Rough Analysis: Valuing Gas Storage," The Energy Journal, International Association for Energy Economics, vol. 0(Number 4).
  12. James M. Nason & Shaun P. Vahey, 2012. "UK World War I and interwar data for business cycle and growth analysis," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 6(2), pages 115-142, May.
  13. Mitchell, James & Solomou, Solomos & Weale, Martin, 2012. "Monthly GDP estimates for inter-war Britain," Explorations in Economic History, Elsevier, vol. 49(4), pages 543-556.

2011

  1. Añón Higón, Dolores & Stoneman, Paul, 2011. "Trade in final goods and the impact of innovation," Economics Letters, Elsevier, vol. 110(3), pages 197-199, March.
  2. Zafeira Kastrinaki & Paul Stoneman, 2011. "Merger Patterns in the European Food Supply Chain," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 18(3), pages 463-487, November.
  3. Mark Taylor, 2011. "Special issue in honour of Clive Granger," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 1-2.
  4. Mark Taylor, 2011. "The applied economics of labour: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 43(4), pages 387-388.
  5. Mark Taylor, 2011. "The applied economics of trade: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 43(13), pages 1565-1566.
  6. Stefan Reitz & Markus Schmidt & Mark Taylor, 2011. "End-user order flow and exchange rate dynamics - a dealer's perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 17(2), pages 153-168.
  7. Mark Taylor, 2011. "The applied economics of industry: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 43(22), pages 2863-2864.
  8. Stefan Reitz & Jan C. Rülke & Mark P. Taylor, 2011. "On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates," The Economic Record, The Economic Society of Australia, vol. 87(278), pages 465-479, 09.
  9. Taylor, Mark P. & Jenkins, Stephen P. & Sacker, Amanda, 2011. "Financial capability and psychological health," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 710-723.
  10. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437, April.
  11. Bartram, Söhnke M. & Brown, Gregory W. & Conrad, Jennifer, 2011. "The Effects of Derivatives on Firm Risk and Value," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(04), pages 967-999, September.
  12. Stephen Roper, 2011. "SMEs in a Globalised World: Survival and Growth Strategies on Europe's Geographical Periphery – Edited by Helena Lenihan, Bernadette Andreosso‐O'Callaghan, and Mark Hart," Economic Geography, Clark University, vol. 87(3), pages 367-368, 07.
  13. Hewitt-Dundas, Nola & Roper, Stephen, 2011. "Creating advantage in peripheral regions: The role of publicly funded R&D centres," Research Policy, Elsevier, vol. 40(6), pages 832-841, July.
  14. Kevin F Mole & Mark Hart & Stephen Roper & David S Saal, 2011. "Broader or deeper? Exploring the most effective intervention profile for public small business support," Environment and Planning A, Pion Ltd, London, vol. 43(1), pages 87-105, January.
  15. Love, James H. & Roper, Stephen & Bryson, John R., 2011. "Openness, knowledge, innovation and growth in UK business services," Research Policy, Elsevier, vol. 40(10), pages 1438-1452.
  16. Szymon Wlazlowski & Bjorn Hagstromer & Monica Giulietti, 2011. "Causality in crude oil prices," Applied Economics, Taylor & Francis Journals, vol. 43(24), pages 3337-3347.
  17. Szymon Wlazlowski & Monica Giulietti & Jane Binner & Costas Milas, 2011. "Price Transmission in the EU Wholesale Petroleum Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 165-172, January.
  18. Lees, Kirdan & Vahey, Shaun P., 2011. "Nowcasting and model combination," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 3-4, January.
  19. Garratt, Anthony & Mitchell, James & Vahey, Shaun P. & Wakerly, Elizabeth C., 2011. "Real-time inflation forecast densities from ensemble Phillips curves," The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 77-87, January.
  20. Wolden Bache, Ida & Sofie Jore, Anne & Mitchell, James & Vahey, Shaun P., 2011. "Combining VAR and DSGE forecast densities," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1659-1670, October.
  21. Silvia Lui & James Mitchell & Martin Weale, 2011. "Qualitative business surveys: signal or noise?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(2), pages 327-348, 04.
  22. Lui, Silvia & Mitchell, James & Weale, Martin, 2011. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1128-1146, October.
  23. James Mitchell & Kenneth F. Wallis, 2011. "Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 1023-1040, 09.
  24. James Mitchell & Nigel Pain & Rebecca Riley, 2011. "The drivers of international migration to the UK: A panel‐based Bayesian model averaging approach," Economic Journal, Royal Economic Society, vol. 121(557), pages 1398-1444, December.
  25. Mariani Abdul-Majid & David Saal & Giuliana Battisti, 2011. "The impact of Islamic banking on the cost efficiency and productivity change of Malaysian commercial banks," Applied Economics, Taylor & Francis Journals, vol. 43(16), pages 2033-2054.
  26. Schneider, Paul & Sögner, Leopold & Veža, Tanja, 2011. "The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(06), pages 1517-1547, January.
  27. Tuomas A. Peltonen & Adina Popescu & Michael Sager, 2011. "Can non‐linear real shocks explain the persistence of PPP exchange rate disequilibria?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(3), pages 290-306, 07.
  28. David A. Grigorian & Tigran A. Melkonyan, 2011. "Destined to Receive: The Impact of Remittances on Household Decisions in Armenia," Review of Development Economics, Wiley Blackwell, vol. 15(1), pages 139-153, 02.
  29. J. Scott Shonkwiler & David Grigorian & Tigran Melkonyan, 2011. "Controlling for the underreporting of remittances," Applied Economics, Taylor & Francis Journals, vol. 43(30), pages 4817-4826.
  30. Kobayashi, Mimako & Melkonyan, Tigran A., 2011. "Strategic Incentives in Biosecurity Actions: Theoretical and Empirical Analyses," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), August.
  31. Melkonyan, Tigran A., 2011. "The Effect of Communicating Ambiguous Risk Information on Choice," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), August.
  32. Tigran A. Melkonyan & David A. Grigorian, 2011. "Microeconomic Implications of Remittances in an Overlapping Generations Model with Altruism and a Motive to Receive Inheritance," Journal of Development Studies, Taylor & Francis Journals, vol. 48(8), pages 1026-1044, March.
  33. Alexandra DOBRA, 2011. "Are conditional cash grants fair ? The meta-operative model," Mondes en développement, De Boeck Université, vol. 0(4), pages 145-154.

2010

  1. Giuliana Battisti & Amid-George Mourani & Paul Stoneman, 2010. "Causality and a firm-level innovation scoreboard," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 19(1), pages 7-26.
  2. Mark Taylor, 2010. "The global financial crisis: introduction and overview," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 3-5.
  3. Mark Taylor, 2010. "Introduction to Applied Financial Economics Volume 20, 2010," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 1-1.
  4. Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
  5. Bartram, Söhnke M. & Brown, Gregory W. & Minton, Bernadette A., 2010. "Resolving the exposure puzzle: The many facets of exchange rate exposure," Journal of Financial Economics, Elsevier, vol. 95(2), pages 148-173, February.
  6. Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2010. "Macroeconomic risks and characteristic-based factor models," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1383-1399, June.
  7. Kevin Aretz & Söhnke M. Bartram, 2010. "Corporate Hedging And Shareholder Value," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 33(4), pages 317-371, December.
  8. Jim Gatheral & Roel Oomen, 2010. "Zero-intelligence realized variance estimation," Finance and Stochastics, Springer, vol. 14(2), pages 249-283, April.
  9. Clements, Michael P. & Beatriz Galvão, Ana, 2010. "First announcements and real economic activity," European Economic Review, Elsevier, vol. 54(6), pages 803-817, August.
  10. Stephen Roper & Jan Youtie & Philip Shapira & Andrea Fernandez-Ribas, 2010. "Knowledge, Capabilities and Manufacturing Innovation: A USA-Europe Comparison," Regional Studies, Taylor & Francis Journals, vol. 44(3), pages 253-279.
  11. Woerter, Martin & Roper, Stephen, 2010. "Openness and innovation--Home and export demand effects on manufacturing innovation: Panel data evidence for Ireland and Switzerland," Research Policy, Elsevier, vol. 39(1), pages 155-164, February.
  12. James Love & Stephen Roper & Nola Hewitt-Dundas, 2010. "Service Innovation, Embeddedness and Business Performance: Evidence from Northern Ireland," Regional Studies, Taylor & Francis Journals, vol. 44(8), pages 983-1004.
  13. Monica Giulietti & Jesus Otero & Michael Waterson, 2010. "Pricing behaviour under competition in the UK electricity supply industry," Oxford Economic Papers, Oxford University Press, vol. 62(3), pages 478-503, July.
  14. Giulietti, Monica & Grossi, Luigi & Waterson, Michael, 2010. "Price transmission in the UK electricity market: Was NETA beneficial?," Energy Economics, Elsevier, vol. 32(5), pages 1165-1174, September.
  15. Steven N. Durlauf & Shaun P. Vahey, 2010. "Introduction: 'Model uncertainty and macroeconomics'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 1-3.
  16. �zer Karagedikli & Troy Matheson & Christie Smith & Shaun P. Vahey, 2010. "RBCs AND DSGEs: THE COMPUTATIONAL APPROACH TO BUSINESS CYCLE THEORY AND EVIDENCE," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 113-136, 02.
  17. Anne Sofie Jore & James Mitchell & Shaun P. Vahey, 2010. "Combining forecast densities from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 621-634.
  18. Troy D. Matheson & James Mitchell & Brian Silverstone, 2010. "Nowcasting and predicting data revisions using panel survey data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(3), pages 313-330.
  19. Mariani Abdul-Majid & David Saal & Giuliana Battisti, 2010. "Efficiency in Islamic and conventional banking: an international comparison," Journal of Productivity Analysis, Springer, vol. 34(1), pages 25-43, August.
  20. Mariani Abdul-Majid & David S. Saal & Giuliana Battisti, 2010. "Efficiency and total factor productivity change of Malaysian commercial banks," The Service Industries Journal, Taylor & Francis Journals, vol. 31(13), pages 2117-2143, April.
  21. Osnat Stramer & Matthew Bognar & Paul Schneider, 2010. "Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(4), pages 450-480, Fall.
  22. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 211-247, September.
  23. Tigran Melkonyan & Mark Pingle, 2010. "Ambiguity, pessimism, and rational religious choice," Theory and Decision, Springer, vol. 69(3), pages 417-438, September.
  24. Robert G. Chambers & Tigran A. Melkonyan, 2010. "Regulatory Policy Design in an Uncertain World," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(6), pages 1081-1107, December.
  25. Gaganan Awano & Mark Franklin & Jonathan Haskel & Zafeira Kastrinaki, 2010. "Measuring investment in intangible assets in the UK: results from a new survey," Economic and Labour Market Review, Palgrave Macmillan, vol. 4(7), pages 66-71, July.
  26. Mole, Kevin F. & Mole, Miranda, 2010. "Entrepreneurship as the structuration of individual and opportunity: A response using a critical realist perspective: Comment on Sarason, Dean and Dillard," Journal of Business Venturing, Elsevier, vol. 25(2), pages 230-237, March.

2009

  1. Battisti, Giuliana & Canepa, Alessandra & Stoneman, Paul, 2009. "e-Business usage across and within firms in the UK: profitability, externalities and policy," Research Policy, Elsevier, vol. 38(1), pages 133-143, February.
  2. Eric Bouye & Mark Salmon, 2009. "Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 721-750.
  3. Kozhan, Roman & Salmon, Mark, 2009. "Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1106-1122, May.
  4. Mark Taylor, 2009. "The applied economics of health: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(4), pages 413-415.
  5. Mark Taylor, 2009. "The applied economics of fiscal policy: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(7), pages 811-813.
  6. Mark Taylor, 2009. "Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 1-4.
  7. Mark Taylor, 2009. "The applied economics of agriculture: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(1), pages 1-3.
  8. Mark Taylor, 2009. "The applied economics of money and inflation: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1199-1201.
  9. Mark Taylor, 2009. "The applied economics of economic growth: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1575-1577.
  10. Mark Taylor, 2009. "The applied economics of employment: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(19), pages 2385-2387.
  11. Mark Taylor, 2009. "The applied economics of monetary policy: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(16), pages 1991-1993.
  12. Mark Taylor, 2009. "The applied economics of sport: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3189-3191.
  13. Mark Taylor, 2009. "The applied economics of transport: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(22), pages 2789-2791.
  14. Melvin, Michael & Taylor, Mark P., 2009. "The crisis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1317-1330, December.
  15. Melvin, Michael & Taylor, Mark P., 2009. "The global financial crisis: Causes, threats and opportunities. Introduction and overview," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1243-1245, December.
  16. Bartram, Söhnke M. & Bodnar, Gordon M., 2009. "No place to hide: The global crisis in equity markets in 2008/2009," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1246-1292, December.
  17. Söhnke M. Bartram & Gregory W. Brown & Frank R. Fehle, 2009. "International Evidence on Financial Derivatives Usage," Financial Management, Financial Management Association International, vol. 38(1), pages 185-206, 03.
  18. 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.
  19. Palomino, Frederic & Renneboog, Luc & Zhang, Chendi, 2009. "Information salience, investor sentiment, and stock returns: The case of British soccer betting," Journal of Corporate Finance, Elsevier, vol. 15(3), pages 368-387, June.
  20. Tianjiao Xia & Stephen Roper, 2009. "Worlds Apart? A Comparison of the New Product Development Strategies of Biopharmaceutical Firms in Europe and the USA," Industry and Innovation, Taylor & Francis Journals, vol. 16(6), pages 593-612.
  21. James Love & Stephen Roper, 2009. "Organizing the Innovation Process: Complementarities in Innovation Networking," Industry and Innovation, Taylor & Francis Journals, vol. 16(3), pages 273-290.
  22. Love, James H. & Roper, Stephen & Du, Jun, 2009. "Innovation, ownership and profitability," International Journal of Industrial Organization, Elsevier, vol. 27(3), pages 424-434, May.
  23. Nola Hewitt-Dundas & Stephen Roper, 2009. "Output Additionality of Public Support for Innovation: Evidence for Irish Manufacturing Plants," European Planning Studies, Taylor & Francis Journals, vol. 18(1), pages 107-122, September.
  24. Wlazlowski, Szymon & Giulietti, Monica & Binner, Jane & Milas, Costas, 2009. "Price dynamics in European petroleum markets," Energy Economics, Elsevier, vol. 31(1), pages 99-108, January.
  25. Garratt, Anthony & Koop, Gary & Mise, Emi & Vahey, Shaun P., 2009. "Real-Time Prediction With U.K. Monetary Aggregates in the Presence of Model Uncertainty," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 480-491.
  26. Mark J. Holmes & James Mitchell & Brian Silverstone, 2009. "Architects As Nowcasters Of Housing Construction," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 111-122, October.
  27. James Mitchell, 2009. "Confidence And Leading Indicators: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 61-62, October.
  28. Battisti, Giuliana & Iona, Alfonsina, 2009. "The intra-firm diffusion of complementary innovations: Evidence from the adoption of management practices by British establishments," Research Policy, Elsevier, vol. 38(8), pages 1326-1339, October.
  29. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
  30. Chambers, Robert G. & Melkonyan, Tigran A., 2009. "Buy low, sell high: Price gaps and neoclassical theory," Journal of Mathematical Economics, Elsevier, vol. 45(11), pages 720-729, December.
  31. Brent Hueth & Tigran Melkonyan, 2009. "Standards and the regulation of environmental risk," Journal of Regulatory Economics, Springer, vol. 36(3), pages 219-246, December.
  32. Tigran A. Melkonyan & Jens Schubert, 2009. "Food Safety Regulations under Ambiguity," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(5), pages 1389-1396.
  33. Andrea Gamba & Nicola Fusari, 2009. "Valuing Modularity as a Real Option," Management Science, INFORMS, vol. 55(11), pages 1877-1896, November.
  34. Gamba, Andrea & Tesser, Matteo, 2009. "Structural estimation of real options models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 798-816, April.

2008

  1. Alessandra Canepa & Paul Stoneman, 2008. "Financial constraints to innovation in the UK: evidence from CIS2 and CIS3," Oxford Economic Papers, Oxford University Press, vol. 60(4), pages 711-730, October.
  2. Reitz, Stefan & Taylor, Mark P., 2008. "The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis," European Economic Review, Elsevier, vol. 52(1), pages 55-76, January.
  3. Michael Sager & Mark P. Taylor, 2008. "Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor"," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 583-625, 06.
  4. E. Kohlscheen & M. P. Taylor, 2008. "International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 323-332.
  5. Juvenal Luciana & Taylor Mark P., 2008. "Threshold Adjustment of Deviations from the Law of One Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-46, September.
  6. JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
  7. Bartram, Söhnke M., 2008. "What lies beneath: Foreign exchange rate exposure, hedging and cash flows," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1508-1521, August.
  8. Jiang, George J. & Oomen, Roel C.A., 2008. "Testing for jumps when asset prices are observed with noise-a "swap variance" approach," Journal of Econometrics, Elsevier, vol. 144(2), pages 352-370, June.
  9. Jim Griffin & Roel Oomen, 2008. "Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 230-253.
  10. 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.
  11. 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.
  12. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "Socially responsible investments: Institutional aspects, performance, and investor behavior," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1723-1742, September.
  13. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 302-322, June.
  14. Roper, Stephen & Du, Jun & Love, James H., 2008. "Modelling the innovation value chain," Research Policy, Elsevier, vol. 37(6-7), pages 961-977, July.
  15. Roper, Stephen & Hewitt-Dundas, Nola, 2008. "Innovation persistence: Survey and case-study evidence," Research Policy, Elsevier, vol. 37(1), pages 149-162, February.
  16. Hewitt-Dundas, Nola & Roper, Stephen, 2008. "Ireland's Innovation Performance: 1991 to 2005," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2008(2-Summer), pages pages 46-68.
  17. Kevin Mole & Mark Hart & Stephen Roper & David Saal, 2008. "Differential gains from Business Link support and advice: a treatment effects approach," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 26(2), pages 315-334, April.
  18. Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2008. "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economics Letters, Elsevier, vol. 101(3), pages 188-192, December.
  19. Anthony Garratt & Gary Koop & ShaunP. Vahey, 2008. "Forecasting Substantial Data Revisions in the Presence of Model Uncertainty," Economic Journal, Royal Economic Society, vol. 118(530), pages 1128-1144, 07.
  20. Anthony Garratt & Kevin Lee & Shaun Vahey, 2008. "Real-Time Probability Forecasts of Uk Macroeconomic Events," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 78-90, January.
  21. Ehsan Khoman & James Mitchell & Martin Weale, 2008. "Incidence-based estimates of life expectancy of the healthy for the UK: coherence between transition probabilities and aggregate life-tables," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(1), pages 203-222.
  22. James mitchell, 2008. "Introduction: Recent Developments in Economic Forecasting," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 57-58, January.
  23. Gregor Dorfleitner & Paul Schneider & Kurt Hawlitschek & Arne Buch, 2008. "Pricing options with Green's functions when volatility, interest rate and barriers depend on time," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 119-133.
  24. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
  25. Robert Chambers & Tigran Melkonyan, 2008. "Eliciting beliefs," Theory and Decision, Springer, vol. 65(4), pages 271-284, December.
  26. Andrea Gamba & Gordon A. Sick & Carmen Aranda León, 2008. "Investment under Uncertainty, Debt and Taxes," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 37(1), pages 31-58, 02.
  27. Gamba, Andrea & Rigon, Riccardo, 2008. "The value of embedded real options: Evidence from consumer automobile lease contracts--A note," Finance Research Letters, Elsevier, vol. 5(4), pages 213-220, December.
  28. Andrea Gamba & Alexander Triantis, 2008. "The Value of Financial Flexibility," Journal of Finance, American Finance Association, vol. 63(5), pages 2263-2296, October.
  29. George Saridakis & Kevin Mole & David Storey, 2008. "New small firm survival in England," Empirica, Springer, vol. 35(1), pages 25-39, March.
  30. Joan-Lluis Capelleras & Kevin F Mole & Francis J Greene & David J Storey, 2008. "Do more heavily regulated economies have poorer performing new ventures? Evidence from Britain and Spain," Journal of International Business Studies, Palgrave Macmillan, vol. 39(4), pages 688-704, June.
  31. Kevin F. Mole & William Keogh, 2008. "The implications of public sector small business advisers becoming strategic sounding boards: England and Scotland compared," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 21(1), pages 77-97, June.

2007

  1. Giuliana Battisti & Heinz Hollenstein & Paul Stoneman & Martin Woerter, 2007. "Inter And Intra Firm Diffusion Of Ict In The United Kingdom (Uk) And Switzerland (Ch) An Internationally Comparative Study Based On Firm-Level Data," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 16(8), pages 669-687.
  2. Kaivanto, Kim & Stoneman, Paul, 2007. "Public provision of sales contingent claims backed finance to SMEs: A policy alternative," Research Policy, Elsevier, vol. 36(5), pages 637-651, June.
  3. Giuliana Battisti & P. Stoneman, 2007. "The prices of material and intermediate inputs in UK manufacturing: identifying the contributions of world prices and domestic factor costs," Applied Economics, Taylor & Francis Journals, vol. 39(7), pages 859-882.
  4. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007. "A cross-country financial accelerator: Evidence from North America and Europe," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
  5. Christopher J. Neely & Mark P. Taylor, 2007. "Exchange rate intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 107-108.
  6. Mody, Ashoka & Taylor, Mark P., 2007. "Regional vulnerability: The case of East Asia," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1292-1310, December.
  7. Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
  8. Bartram, Sohnke M. & Fehle, Frank, 2007. "Competition without fungibility: Evidence from alternative market structures for derivatives," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 659-677, March.
  9. Bartram, Sohnke M. & Taylor, Stephen J. & Wang, Yaw-Huei, 2007. "The Euro and European financial market dependence," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1461-1481, May.
  10. Bartram, Sohnke M. & Brown, Gregory W. & Hund, John E., 2007. "Estimating systemic risk in the international financial system," Journal of Financial Economics, Elsevier, vol. 86(3), pages 835-869, December.
  11. Bartram, Sohnke M., 2007. "Corporate cash flow and stock price exposures to foreign exchange rate risk," Journal of Corporate Finance, Elsevier, vol. 13(5), pages 981-994, December.
  12. Kevin Aretz & Söhnke M. Bartram & Gunter Dufey, 2007. "Why hedge? Rationales for corporate hedging and value implications," Journal of Risk Finance, Emerald Group Publishing, vol. 8(5), pages 434-449, November.
  13. George J. Jiang & Roel C. A. Oomen, 2007. "Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(1), pages 1-30.
  14. Ana Beatriz Galv�o & 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.
  15. Helena Lenihan & Mark Hart & Stephen Roper, 2007. "Industrial Policy Evaluation: Theoretical Foundations and Empirical Innovations: New Wine in New Bottles," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(3), pages 313-319.
  16. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2007. "Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence," Economics Letters, Elsevier, vol. 97(2), pages 179-184, November.
  17. Monica Giulietti, 2007. "Buyer and seller power in grocery retailing: evidence from Italy," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO.
  18. Shaun P. Vahey & James M. Nason, 2007. "The McKenna Rule and UK World War I Finance," American Economic Review, American Economic Association, vol. 97(2), pages 290-294, May.
  19. Mitchell, James & Mouratidis, Kostas & Weale, Martin, 2007. "Uncertainty in UK manufacturing: Evidence from qualitative survey data," Economics Letters, Elsevier, vol. 94(2), pages 245-252, February.
  20. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
  21. Chambers, Robert G. & Melkonyan, Tigran A., 2007. "AJAE Appendix: Pareto Optimal Trade in an Uncertain World: GMOs and the Precautionary Principle," American Journal of Agricultural Economics Appendices, Agricultural and Applied Economics Association, vol. 89(2), May.
  22. Robert G. Chambers & Tigran A. Melkonyan, 2007. "Pareto Optimal Trade in an Uncertain World: GMOs and the Precautionary Principle," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 89(2), pages 520-532.
  23. Andrea Gamba & Alberto Micalizzi, 2007. "Product Development and Market Expansion: A Real Options Model," Financial Management, Financial Management Association International, vol. 36(1), pages 91-112, 03.
  24. Andrea Gamba & Lenos Trigeorgis, 2007. "An Improved Binomial Lattice Method for Multi-Dimensional Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(5), pages 453-475.

2006

  1. Mark Taylor, 2006. "Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 1-17.
  2. Michael J. Sager & Mark P. Taylor, 2006. "Aspects of foreign exchange market microstructure: editors' introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 1-2.
  3. Michael J. Sager & Mark P. Taylor, 2006. "Under the microscope: the structure of the foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 81-95.
  4. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
  5. Taylor Mark P. & Davradakis Emmanuel, 2006. "Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-20, December.
  6. Bartram, Sohnke M. & Karolyi, G. Andrew, 2006. "The impact of the introduction of the Euro on foreign exchange rate risk exposures," Journal of Empirical Finance, Elsevier, vol. 13(4-5), pages 519-549, October.
  7. Oomen, Roel C.A., 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 195-202, April.
  8. Oomen, Roel C.A., 2006. "Properties of Realized Variance Under Alternative Sampling Schemes," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 219-237, April.
  9. 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.
  10. Sónia Costa & Ana Beatriz Galvão, 2006. "The Forward Premium of Euro Interest Rates," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
  11. Stephen Roper & James Love, 2006. "Innovation and regional absorptive capacity: the labour market dimension," The Annals of Regional Science, Springer, vol. 40(2), pages 437-447, June.
  12. Stephen Roper & James H. Love & Dolores Añon Hígon, 2006. "The Determinants Of Export Performance: Evidence For Manufacturing Plants In Ireland And Northern Ireland," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(5), pages 586-615, November.
  13. Stephen Roper & Nola Hewitt-Dundas, 2006. "International innovation comparisons: insight or illusion?," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 24(3), pages 385-401, June.
  14. Anthony Garratt & Shaun P Vahey, 2006. "UK Real-Time Macro Data Characteristics," Economic Journal, Royal Economic Society, vol. 116(509), pages F119-F135, 02.
  15. Michael Sager, 2006. "Explaining the persistence of deviations from PPP: a non-linear Harrod-Balassa-Samuelson effect?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 41-61.
  16. Elizabeth Wakerly & Byron Scott & James Nason, 2006. "Common trends and common cycles in Canada: who knew so much has been going on?," Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 320-347, February.
  17. Melkonyan, Tigran A., 2006. "Value of reputation in the chain-store game with multiple incumbents," International Journal of Industrial Organization, Elsevier, vol. 24(2), pages 425-448, March.
  18. Kevin F Mole & George Bramley, 2006. "Making policy choices in nonfinancial business support: an international comparison," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 24(6), pages 885-908, December.

2005

  1. Alessandra Canepa & Paul Stoneman, 2005. "Financing Constraints in the Inter Firm Diffusion of New Process Technologies," The Journal of Technology Transfer, Springer, vol. 30(2_2), pages 159-169, 01.
  2. Battisti, Giuliana & Stoneman, Paul, 2005. "The intra-firm diffusion of new process technologies," International Journal of Industrial Organization, Elsevier, vol. 23(1-2), pages 1-22, February.
  3. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  4. Mark P. Taylor, 2005. "Official Foreign Exchange Intervention As A Coordinating Signal In The Dollar-Yen Market," Pacific Economic Review, Wiley Blackwell, vol. 10(1), pages 73-82, 02.
  5. Bartram, Sohnke M. & Wang, Yaw-Huei, 2005. "Another look at the relationship between cross-market correlation and volatility," Finance Research Letters, Elsevier, vol. 2(2), pages 75-88, June.
  6. Bartram, Sohnke M. & Dufey, Gunter & Frenkel, Michael R., 2005. "A primer on the exposure of non-financial corporations to foreign exchange rate risk," Journal of Multinational Financial Management, Elsevier, vol. 15(4-5), pages 394-413, October.
  7. Roel C. A. Oomen, 2005. "Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(4), pages 555-577.
  8. Bellemare, Charles & Krause, Michaela & Kroger, Sabine & Zhang, Chendi, 2005. "Myopic loss aversion: Information feedback vs. investment flexibility," Economics Letters, Elsevier, vol. 87(3), pages 319-324, June.
  9. Nola Hewitt-Dundas & Bernadette Andreosso-O'callaghan & Mike Crone & John Murray & Stephen Roper, 2005. "Selling global, buying local? What determines the sourcing patterns of multinational plants in Ireland?," Regional Studies, Taylor & Francis Journals, vol. 39(2), pages 225-239.
  10. James H. Love & Stephen Roper, 2005. "Economists' perceptions versus managers' decisions: an experiment in transaction-cost analysis," Cambridge Journal of Economics, Oxford University Press, vol. 29(1), pages 19-36, January.
  11. Lenihan, Helena & Hart, Mark & Roper, Stephen, 2005. "Developing an Evaluative Framework for Industrial Policy in Ireland: Fulfilling the Audit Trail or an Aid to Policy Development?," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), vol. 2005(2-Summer), pages 1-17.
  12. Monica Giulietti & Catherine Waddams Price & Michael Waterson, 2005. "Consumer Choice and Competition Policy: a Study of UK Energy Markets," Economic Journal, Royal Economic Society, vol. 115(506), pages 949-968, October.
  13. Monica Giulietti & Catherine Waddams Price, 2005. "Incentive Regulation and Efficient Pricing," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 76(1), pages 121-149, 03.
  14. Otero, Jesus & Smith, Jeremy & Giulietti, Monica, 2005. "Testing for seasonal unit roots in heterogeneous panels," Economics Letters, Elsevier, vol. 86(2), pages 229-235, February.
  15. Ferrari, Alessandra & Giulietti, Monica, 2005. "Competition in electricity markets: international experience and the case of Italy," Utilities Policy, Elsevier, vol. 13(3), pages 247-255, September.
  16. Monica Giulietti & Alessandra Ferrari, 2005. "La concorrenza nel settore elettrico: l'esperienza internazionale e l'analisi del mercato italiano," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2005(1-2).
  17. Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey, 2005. "The Cost Effectiveness of the UK's Sovereign Debt Portfolio," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 467-495, 08.
  18. James Mitchell & Richard J. Smith & Martin R. Weale & Stephen Wright & Eduardo L. Salazar, 2005. "An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth," Economic Journal, Royal Economic Society, vol. 115(501), pages F108-F129, 02.
  19. James Mitchell & Richard J. Smith & Martin R. Weale, 2005. "Forecasting Manufacturing Output Growth Using Firm-Level Survey Data," Manchester School, University of Manchester, vol. 73(4), pages 479-499, 07.
  20. James Mitchell & Stephen G. Hall, 2005. "Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 995-1033, December.
  21. James Mitchell, 2005. "The National Institute Density Forecasts of Inflation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 193(1), pages 60-69, July.
  22. Robert Chambers & Tigran Melkonyan, 2005. "Eliciting the core of a supermodular capacity," Economic Theory, Springer, vol. 26(1), pages 203-209, 07.
  23. Tigran Melkonyan & Harvey Lapan, 2005. "Tariffs, Quotas, and Forward Contracts under Asymmetric Information," Review of International Economics, Wiley Blackwell, vol. 13(2), pages 311-329, 05.

2004

  1. Liikanen, Jukka & Stoneman, Paul & Toivanen, Otto, 2004. "Intergenerational effects in the diffusion of new technology: the case of mobile phones," International Journal of Industrial Organization, Elsevier, vol. 22(8-9), pages 1137-1154, November.
  2. A. Canepa & P. Stoneman, 2004. "Comparative international diffusion: Patterns, determinants and policies," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 13(3), pages 279-298.
  3. Hwang, Soosung & Salmon, Mark, 2004. "Market stress and herding," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 585-616, September.
  4. Mark P. Taylor, 2004. "Is Official Exchange Rate Intervention Effective?," Economica, London School of Economics and Political Science, vol. 71, pages 1-11, 02.
  5. Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
  6. Mody, Ashoka & Taylor, Mark P., 2004. "Financial predictors of real activity and the financial accelerator," Economics Letters, Elsevier, vol. 82(2), pages 167-172, February.
  7. Mark P. Taylor, 2004. "Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 229-244.
  8. Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
  9. Sager, Michael J. & Taylor, Mark P., 2004. "The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1043-1051.
  10. Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
  11. Mark P. Taylor & Elena Tchernykh Branson, 2004. "Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 3.
  12. Bartram, Sohnke M., 2004. "Linear and nonlinear foreign exchange rate exposures of German nonfinancial corporations," Journal of International Money and Finance, Elsevier, vol. 23(4), pages 673-699, June.
  13. 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.
  14. James H. Love & Stephen Roper, 2004. "The organisation of innovation: collaboration, cooperation and multifunctional groups in UK and German manufacturing," Cambridge Journal of Economics, Oxford University Press, vol. 28(3), pages 379-395, May.
  15. Roper, Stephen & Hewitt-Dundas, Nola & Love, James H., 2004. "An ex ante evaluation framework for the regional benefits of publicly supported R&D projects," Research Policy, Elsevier, vol. 33(3), pages 487-509, April.
  16. Stephen Roper, 2004. "Job Creation and Destruction in Northern Ireland - 1973-1993," The Economic and Social Review, Economic and Social Studies, vol. 35(2), pages 183–218.
  17. M. Giulietti & S. Mccorriston & P. Osborne, 2004. "Foreign direct investment in the UK: evidence from a disaggregated panel of the UK food sector," Applied Economics, Taylor & Francis Journals, vol. 36(7), pages 653-663.
  18. Vahey, Shaun P., 2004. "Signalling ability to pay and rent sharing dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2327-2339, October.
  19. Michael Massmann & James Mitchell, 2004. "Reconsidering the Evidence: Are Euro Area Business Cycles Converging?," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2004(3), pages 275-307.
  20. Brent Hueth & Tigran Melkonyan, 2004. "Identity Preservation, Multitasking, and Agricultural Contract Design," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(3), pages 842-847.
  21. Francis Greene & Kevin Mole, 2004. "Tracking Euro preparations amongst UK SMEs," Applied Economics, Taylor & Francis Journals, vol. 36(14), pages 1537-1546.

2003

  1. Battisti, Giuliana & Stoneman, Paul, 2003. "Inter- and intra-firm effects in the diffusion of new process technology," Research Policy, Elsevier, vol. 32(9), pages 1641-1655, October.
  2. Mark P. Taylor, 2003. "Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 11(3), pages 436-452, 08.
  3. Richard H. Clarida & Mark P. Taylor, 2003. "Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance," Economic Journal, Royal Economic Society, vol. 113(486), pages C125-C139, March.
  4. Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
  5. Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. " Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-99, October.
  6. Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
  7. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 635-643.
  8. Ashoka Mody & Mark P. Taylor, 2003. "The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States," IMF Staff Papers, Palgrave Macmillan, vol. 50(3), pages 3.
  9. Philip Cooke & Stephen Roper & Peter Wylie, 2003. ""The Golden Thread of Innovation' and Northern Ireland's Evolving Regional Innovation System," Regional Studies, Taylor & Francis Journals, vol. 37(4), pages 365-379.
  10. David Smallbone & David North & Stephen Roper & Ian Vickers, 2003. "Innovation and the use of technology in manufacturing plants and SMEs: an interregional comparison," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 21(1), pages 37-52, February.
  11. Michael Massmann & James Mitchell & Martin Weale, 2003. "Business Cycles and Turning Points: A Survey of Statistical Techniques," National Institute Economic Review, National Institute of Economic and Social Research, vol. 183(1), pages 90-106, January.
  12. Hueth, Brent & Melkonyan, Tigran, 2003. "Voting over efficient decision rules in budget-balanced organizations," Journal of Economic Behavior & Organization, Elsevier, vol. 51(2), pages 279-301, June.
  13. Stanley R. Johnson & Tigran A. Melkonyan, 2003. "Strategic Behavior and Consolidation in the Agricultural Biotechnology Industry," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(1), pages 216-233.

2002

  1. Toivanen, Otto & Stoneman, Paul & Bosworth, Derek, 2002. " Innovation and the Market Value of UK Firms, 1989-1995," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(1), pages 39-61, February.
  2. Marcellino, Massimiliano & Salmon, Mark, 2002. "Robust Decision Theory And The Lucas Critique," Macroeconomic Dynamics, Cambridge University Press, vol. 6(01), pages 167-185, February.
  3. Salmon, Mark, 2002. "Editor'S Introduction," Macroeconomic Dynamics, Cambridge University Press, vol. 6(01), pages 1-4, February.
  4. Peel, David A & Taylor, Mark P, 2002. "Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 51-75, February.
  5. Gallagher, Liam A. & Taylor, Mark P., 2002. "The stock return-inflation puzzle revisited," Economics Letters, Elsevier, vol. 75(2), pages 147-156, April.
  6. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 5.
  7. Liam A. Gallagher & Mark P. Taylor, 2002. "Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 345-362, October.
  8. 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.
  9. 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.
  10. James Love & Stephen Roper, 2002. "Internal Versus External R&D: A Study of R&D Choice with Sample Selection," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 9(2), pages 239-255.
  11. Roper, Stephen & Love, James H., 2002. "Innovation and export performance: evidence from the UK and German manufacturing plants," Research Policy, Elsevier, vol. 31(7), pages 1087-1102, September.
  12. Giulietti, Monica & Otero, Jesus, 2002. "The timing of tariff structure changes in regulated industries: evidence from England and Wales," Structural Change and Economic Dynamics, Elsevier, vol. 13(1), pages 71-99, March.
  13. Egginton, Don M. & Pick, Andreas & Vahey, Shaun P., 2002. "'Keep it real!': a real-time UK macro data set," Economics Letters, Elsevier, vol. 77(1), pages 15-20, September.
  14. Mitchell, James, 2002. "The use of non-normal distributions in quantifying qualitative survey data on expectations," Economics Letters, Elsevier, vol. 76(1), pages 101-107, June.
  15. James Mitchell & Richard J. Smith & Martin R. Weale, 2002. "Quantification of Qualitative Firm-Level Survey Data," Economic Journal, Royal Economic Society, vol. 112(478), pages C117-C135, March.
  16. Michael Massmann & James Mitchell, 2002. "Have UK and Eurozone Business Cycles Become More Correlated?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 182(1), pages 58-71, October.
  17. Wakerly, Elizabeth C., 2002. "Disaggregate dynamics and economic growth in Canada," Economic Modelling, Elsevier, vol. 19(2), pages 197-219, March.
  18. Maureen Kilkenny & Tigran Melkonyan, 2002. "Local Fiscal Strategy to Retain Heterogeneous Firms," Journal of Regional Science, Wiley Blackwell, vol. 42(4), pages 753-771.
  19. Kevin Mole, 2002. "Street-level technocracy in UK small business support: Business Links, personal business advisers, and the Small Business Service," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 20(2), pages 179-194, April.

2001

  1. Paul Stoneman & Otto Toivanen, 2001. "The Impact of Revised Recommended Accounting Practices on R&D Reporting by UK Firms," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 8(1), pages 123-136.
  2. Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
  3. Mody, Ashoka & Taylor, Mark P & Kim, Jung Yeon, 2001. "Modelling Fundamentals for Forecasting Capital Flows to Emerging Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 201-16, July.
  4. Gallagher, Liam A & Taylor, Mark P, 2001. "Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio," Economic Inquiry, Western Economic Association International, vol. 39(4), pages 524-36, October.
  5. Taylor, Mark P. & Iannizzotto, Matteo, 2001. "On the mean-reverting properties of target zone exchange rates: a cautionary note," Economics Letters, Elsevier, vol. 71(1), pages 117-129, April.
  6. Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-42, November.
  7. Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
  8. Ashoka Mody & Mark Taylor & Jung Yeon Kim, 2001. "Forecasting capital flows to emerging markets: a Kalman filtering approach," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 581-589.
  9. Stephen Roper, 2001. "Innovation, Networks and Plant Location: Some Evidence for Ireland," Regional Studies, Taylor & Francis Journals, vol. 35(3), pages 215-228.
  10. Mike Crone & Stephen Roper, 2001. "Local Learning from Multinational Plants: Knowledge Transfers in the Supply Chain," Regional Studies, Taylor & Francis Journals, vol. 35(6), pages 535-548.
  11. James H. Love & Stephen Roper, 2001. "articles: Outsourcing in the innovation process: Locational and strategic determinants," Papers in Regional Science, Springer, vol. 80(3), pages 317-336.
  12. Love, James H. & Roper, Stephen, 2001. "Location and network effects on innovation success: evidence for UK, German and Irish manufacturing plants," Research Policy, Elsevier, vol. 30(4), pages 643-661, April.
  13. Roper, Stephen & Hewitt-Dundas, Nola, 2001. "Grant Assistance and Small Firm Development in Northern Ireland and the Republic of Ireland," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(1), pages 99-117, February.

2000

  1. Stoneman, Paul & Battisti, Giuliana, 2000. "The Role of Regulation, Fiscal Incentives and Changes in Tastes in the Diffusion of Unleaded Petrol," Oxford Economic Papers, Oxford University Press, vol. 52(2), pages 326-56, April.
  2. Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.
  3. Gallagher, Liam A. & Taylor, Mark P., 2000. "Measuring the temporary component of stock prices: robust multivariate analysis," Economics Letters, Elsevier, vol. 67(2), pages 193-200, May.
  4. Lothian, James R. & Taylor, Mark P., 2000. "Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 759-764, October.
  5. Taylor, Mark P. & Peel, David A., 2000. "Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 33-53, February.
  6. Mark P. Taylor, 2000. "Taking Stock of EMU: Editorial," Journal of Common Market Studies, Wiley Blackwell, vol. 38(4), pages 557-561, November.
  7. Brian Ashcroft & Stephen Roper & Stewart Dunlop & James H. Love, 2000. "Industry and location effects on UK plants' innovation propensity," The Annals of Regional Science, Springer, vol. 34(4), pages 489-502.
  8. Stephen Roper & Amnon Frenkel, 2000. "Different paths to success—the growth of the electronics sector in Ireland and Israel," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 18(6), pages 651-665, December.
  9. Vahey, Shaun P., 2000. "The great Canadian training robbery: evidence on the returns to educational mismatch," Economics of Education Review, Elsevier, vol. 19(2), pages 219-227, April.
  10. Giuliana Battisti & Carlo Pietrobelli, 2000. "Intra-Industry Gaps in Technology and Investments in Technological Capabilities: Firm-level evidence from Chile," International Review of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 253-269.
  11. Ashok Parikh & Elizabeth Wakerly, 2000. "Real exchange rates and unit root tests," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(3), pages 478-490, 09.

1999

  1. Paul Stoneman, 1999. "Government spending on research and development in the UK," Fiscal Studies, Institute for Fiscal Studies, vol. 20(3), pages 223-259, September.
  2. Bayoumi, Tamim & Sarno, Lucio & Taylor, Mark P, 1999. "European Capital Flows and Regional Risk," Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
  3. Iannizzotto, Matteo & Taylor, Mark P, 1999. "The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over?," Economic Journal, Royal Economic Society, vol. 109(454), pages C96-110, March.
  4. Taylor, Mark P, 1999. "Real Interest Rates and Macroeconomic Activity," Oxford Review of Economic Policy, Oxford University Press, vol. 15(2), pages 95-113, Summer.
  5. Sarno, Lucio & Taylor, Mark P., 1999. "Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation," Journal of Development Economics, Elsevier, vol. 59(2), pages 337-364, August.
  6. Leamer, Edward E. & Taylor, Mark P., 1999. "Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 639-671.
  7. Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
  8. Mark Taylor, 1999. "Editorial," Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 1-1.
  9. Mark P. Taylor & Lucio Sarno & Éric Girardin, 1999. "Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon," Économie et Prévision, Programme National Persée, vol. 140(4), pages 117-131.
  10. James Love & Stephen Roper, 1999. "The Determinants of Innovation: R & D, Technology Transfer and Networking Effects," Review of Industrial Organization, Springer, vol. 15(1), pages 43-64, August.
  11. Giulietti, Monica & Sicca, Renato, 1999. "The liberalisation of the internal market for electricity: what choices for Italy?," Utilities Policy, Elsevier, vol. 8(3), pages 173-182, September.
  12. Monica Giulietti, 1999. "Price discrimination in grocery trade: evidence from Italy," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 319-329.

1998

  1. Giuliana Battisti & Paul Stoneman, 1998. "The Diffusion of Unleaded Petrol: An Anglo-Italian Comparison," LABOUR, CEIS, vol. 12(2), pages 255-278, 07.
  2. Stoneman, Paul & Battisti, Giuliana, 1998. "Fiscal incentives to consumer innovation: the use of unleaded petrol in Europe," Research Policy, Elsevier, vol. 27(2), pages 187-213, June.
  3. Toivanen, Otto & Stoneman, Paul, 1998. "Dynamics of R&D and investment: UK evidence," Economics Letters, Elsevier, vol. 58(1), pages 119-126, January.
  4. Paul Stoneman & Myung-Joong Kwon, 1998. "Gross Investment And Technological Change," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 7(3), pages 221-243.
  5. Haldrup, Niels & Salmon, Mark, 1998. "Representations of I(2) cointegrated systems using the Smith-McMillan form," Journal of Econometrics, Elsevier, vol. 84(2), pages 303-325, June.
  6. Robinson, T A & Taylor, Mark P, 1998. "Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild," Bulletin of Economic Research, Wiley Blackwell, vol. 50(1), pages 37-46, January.
  7. Sarno, Lucio & Taylor, Mark P, 1998. "Savings-Investment Correlations: Transitory versus Permanent," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
  8. Peel, David A. & Taylor, Mark P., 1998. "The slope of the yield curve and real economic activity: tracing the transmission mechanism," Economics Letters, Elsevier, vol. 59(3), pages 353-360, June.
  9. Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
  10. Taylor, Mark P. & Peel, David A., 1998. "Periodically collapsing stock price bubbles: a robust test," Economics Letters, Elsevier, vol. 61(2), pages 221-228, November.
  11. Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
  12. Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
  13. Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 134(1), pages 69-98, March.
  14. Stephen Roper, 1998. "Plant Size and Industry-mix Effects on UK Regional Productivity, Wage Costs and Operating Surplus," Regional Studies, Taylor & Francis Journals, vol. 32(4), pages 325-332.
  15. S. Roper, 1998. "Public Support for Near-market R&D: The Northern Ireland Experience," Regional Studies, Taylor & Francis Journals, vol. 32(3), pages 295-299.
  16. S Roper, 1998. "The principles of the 'New Competition': an empirical assessment of Ireland's position," Environment and Planning C: Government and Policy, Pion Ltd, London, vol. 16(3), pages 363-372, June.
  17. Andrea Gamba & Francesco Rossi, 1998. "A three-moment based portfolio selection model," Decisions in Economics and Finance, Springer, vol. 21(1), pages 25-48, June.

1997

  1. Paul Stoneman & Otto Toivanen, 1997. "The Diffusion Of Multiple Technologies: An Empirical Study," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 5(1), pages 1-17.
  2. Gallagher, Liam A & Sarno, Lucio & Taylor, Mark P, 1997. "Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-82, November.
  3. Taylor, Mark P, 1997. "Special Issue on Technical Analysis and Financial Markets: Editor's Introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(4), pages 263-66, October.
  4. Taylor, Mark P & Sarno, Lucio, 1997. "Capital Flows to Developing Countries: Long- and Short-Term Determinants," World Bank Economic Review, World Bank Group, vol. 11(3), pages 451-70, September.
  5. Richard H. Clarida & Mark P. Taylor, 1997. "The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors," The Review of Economics and Statistics, MIT Press, vol. 79(3), pages 353-361, August.
  6. Lothian, James R. & Taylor, Mark P., 1997. "Real exchange rate behavior," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 945-954, December.
  7. Mark P. Taylor & Panos Michael & David A. Peel, 1997. "Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité," Revue Économique, Programme National Persée, vol. 48(3), pages 653-659.
  8. Stephen Roper, 1997. "Strategic initiatives and small business performance: an exploratory analysis of Irish companies," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 9(4), pages 353-364, January.

1996

  1. Stoneman, Paul & Kwon, Myung Joong, 1996. "Technology Adoption and Firm Profitability," Economic Journal, Royal Economic Society, vol. 106(437), pages 952-62, July.
  2. Critchley, Frank & Marriott, Paul & Salmon, Mark, 1996. "On the Differential Geometry of the Wald Test with Nonlinear Restrictions," Econometrica, Econometric Society, vol. 64(5), pages 1213-22, September.
  3. Lothian, James R & Taylor, Mark P, 1996. "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 488-509, June.
  4. Mark P. Taylor, 1996. "Prévision du taux de change dollar canadien contre dollar américain : une approche en termes de "fondamentaux"," Économie et Prévision, Programme National Persée, vol. 123(2), pages 45-51.

1995

  1. Rajeeva Sinha & Paul Stoneman, 1995. "Short‐term blues Institutional changes would allow managers to take the longer view," New Economy, Institute for Public Policy Research, vol. 2(2), pages 75-79, 06.
  2. Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March.
  3. Garber, Peter & Taylor, Mark P, 1995. "Sand in the Wheels of Foreign Exchange Markets: A Sceptical Note," Economic Journal, Royal Economic Society, vol. 105(428), pages 173-80, January.
  4. Bayoumi, Tamim & Taylor, Mark P, 1995. "Macro-economic Shocks, the ERM, and Tri-polarity," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 321-31, May.
  5. Michael J. Artis & Mark P. Taylor, 1995. "Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates," National Institute Economic Review, National Institute of Economic and Social Research, vol. 153(1), pages 73-83, August.
  6. Quah, Danny & Vahey, Shaun P, 1995. "Measuring Core Inflation?," Economic Journal, Royal Economic Society, vol. 105(432), pages 1130-44, September.
  7. Andrea Gamba, 1995. "Un approccio unificato alla dominanza temporale," Decisions in Economics and Finance, Springer, vol. 18(2), pages 229-243, September.

1994

  1. Stoneman, Paul & Diederen, Paul, 1994. "Technology Diffusion and Public Policy," Economic Journal, Royal Economic Society, vol. 104(425), pages 918-30, July.
  2. Stoneman, Paul & Kwon, Myung-Joong, 1994. "The Diffusion of Multiple Process Technologies," Economic Journal, Royal Economic Society, vol. 104(423), pages 420-31, March.
  3. Paul Stoneman & Nathan Francis, 1994. "Double Deflation and the Measurement of Output and Productivity in UK Manufacturing 1979-89," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 1(3), pages 423-437.
  4. Taylor, Mark P, 1994. "On the Reinterpretation of Money Demand Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 851-66, November.
  5. MacDonald, Ronald & Taylor, Mark P., 1994. "The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 276-290, June.
  6. Michael J. Artis & Mark P. Taylor, 1994. "The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests," IMF Staff Papers, Palgrave Macmillan, vol. 41(1), pages 123-148, March.

1993

  1. Massoud Karshenas & Paul L. Stoneman, 1993. "Rank, Stock, Order, and Epidemic Effects in the Diffusion of New Process Technologies: An Empirical Model," RAND Journal of Economics, The RAND Corporation, vol. 24(4), pages 503-528, Winter.
  2. McDonald, Ronald & Taylor, Mark P, 1993. "Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 40(1), pages 43-55, February.
  3. Agenor, Pierre-Richard & Taylor, Mark P, 1993. "Analysing Credibility in High-Inflation Countries: A New Approach," Economic Journal, Royal Economic Society, vol. 103(417), pages 329-36, March.
  4. Taylor, Mark P, 1993. "Modeling the Demand for U.K. Broad Money, 1871-1913," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 112-17, February.
  5. Phylaktis, Kate & Taylor, Mark P, 1993. "Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 32-37, February.
  6. Frenkel, Jacob A. & Taylor, Mark P., 1993. "Money demand and inflation in Yugoslavia 1980-1989," Journal of Macroeconomics, Elsevier, vol. 15(3), pages 455-481.
  7. Paul R. Masson & Mark P. Taylor, 1993. "Fiscal Policy within Common Currency Areas," Journal of Common Market Studies, Wiley Blackwell, vol. 31(1), pages 29-44, 03.
  8. Ronald Macdonald & Mark P. Taylor, 1993. "The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting," IMF Staff Papers, Palgrave Macmillan, vol. 40(1), pages 89-107, March.

1992

  1. Cuthbertson, Keith & Taylor, Mark P, 1992. "A Comparison of the Rational Expectations and the General-to-Specific Approaches to Modelling the Demand for M1," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(1), pages 1-22, March.
  2. Goodhart, Charles A E & Taylor, Mark P, 1992. "Why Don't Individuals Speculate in the Forward Foreign Exchange Market?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 39(1), pages 1-13, February.
  3. Taylor, Mark P, 1992. "Modelling the Yield Curve," Economic Journal, Royal Economic Society, vol. 102(412), pages 524-37, May.
  4. MacDonald, Ronald & Taylor, Mark P., 1992. "A stable US money demand function, 1874-1975," Economics Letters, Elsevier, vol. 39(2), pages 191-198, June.
  5. Taylor, Mark P. & Allen, Helen, 1992. "The use of technical analysis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 11(3), pages 304-314, June.
  6. Pierre-Richard Agénor & Mark P. Taylor, 1992. "Testing for Credibility Effects," IMF Staff Papers, Palgrave Macmillan, vol. 39(3), pages 545-571, September.
  7. Ronald Macdonald & Mark P. Taylor, 1992. "Exchange Rate Economics: A Survey," IMF Staff Papers, Palgrave Macmillan, vol. 39(1), pages 1-57, March.

1991

  1. Stoneman, Paul, 1991. "The use of a levy/grant system as an alternative to tax based incentives to R&D," Research Policy, Elsevier, vol. 20(3), pages 195-201, June.
  2. Taylor, Mark P, 1991. "The Hyperinflation Model of Money Demand Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(3), pages 327-51, August.
  3. MacDonald, Ronald & Taylor, Mark P, 1991. "Exchange Rates, Policy Convergence, and the European Monetary System," The Review of Economics and Statistics, MIT Press, vol. 73(3), pages 553-58, August.
  4. MacDonald, Ronald & Taylor, Mark P., 1991. "The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions," Economics Letters, Elsevier, vol. 37(2), pages 179-185, October.
  5. Roper, Stephen & O'Shea, Geraldine, 1991. "The Effect of Labour Subsidies in Northern Ireland, 1967-78: A Simulation Analysis," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(3), pages 273-92, August.

1990

  1. Stoneman, P, 1990. "Technological Diffusion with Horizontal Product Differentiation and Adaptation Costs," Economica, London School of Economics and Political Science, vol. 57(225), pages 49-61, February.
  2. Basar, Tamer & Salmon, Mark, 1990. "Credibility and the value of information transmission in a model of monetary policy and inflation," Journal of Economic Dynamics and Control, Elsevier, vol. 14(1), pages 97-116, February.
  3. Miller, Marcus & Salmon, Mark, 1990. "When does coordination pay?," Journal of Economic Dynamics and Control, Elsevier, vol. 14(3-4), pages 553-569, October.
  4. MacDonald, Ronald & Taylor, Mark P, 1990. "The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience," The Manchester School of Economic & Social Studies, University of Manchester, vol. 58(1), pages 54-65, March.
  5. Fraser, Patricia & Taylor, Mark P, 1990. "Modelling Risk in the Interwar Foreign Exchange Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 37(3), pages 241-58, August.
  6. Allen, Helen & Taylor, Mark P, 1990. "Charts, Noise and Fundamentals in the London Foreign Exchange Market," Economic Journal, Royal Economic Society, vol. 100(400), pages 49-59, Supplemen.
  7. Keith Cuthbertson & Mark P. Taylor, 1990. "Money demand, expectations, and the forward-looking model," Proceedings, Federal Reserve Bank of Cleveland, pages 289-324.
  8. Taylor, M P, 1990. "Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain," Empirical Economics, Springer, vol. 15(1), pages 77-91.
  9. Cuthbertson, Keith & Taylor, Mark, 1990. "Reply to Goodfriend's comments on "Money demand, expectations and the forward looking model"," Journal of Policy Modeling, Elsevier, vol. 12(2), pages 323-324.
  10. Cuthbertson, Keith & Taylor, Mark P., 1990. ""The case of the missing money" and the Lucas critique," Journal of Macroeconomics, Elsevier, vol. 12(3), pages 437-454.

1989

  1. Stoneman, P., 1989. "Technological diffusion, vertical product differentiation and quality improvement," Economics Letters, Elsevier, vol. 31(3), pages 277-280, December.
  2. Stoneman, P., 1989. "Government innovation policy: Design, implementation, evaluation : D. Roessner (Ed.), (Macmillan, 1988) pp. 208, [UK pound]27.50," Research Policy, Elsevier, vol. 18(5), pages 305-305, October.
  3. Mills, Terence C & Taylor, Mark P, 1989. "Random Walk Components in Output and Exchange Rates: Some Robust Tests on UK Data," Bulletin of Economic Research, Wiley Blackwell, vol. 41(2), pages 123-35, April.
  4. MacDonald, Ronald & Taylor, Mark P, 1989. "Interest Rate Parity: Some New Evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 41(4), pages 255-74, October.
  5. Taylor, Mark P, 1989. "Expectations, Risk and Uncertainty in the Foreign Exchange Market: Some Results Based on Survey Data," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(2), pages 142-53, June.
  6. Cuthbertson, Keith & Taylor, Mark P, 1989. "Anticipated and Unanticipated Variables in the Demand for M1 in the U.K," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 319-39, December.
  7. Hall, Stephen G & Miles, David K & Taylor, Mark P, 1989. "Modelling Asset Prices with Time-Varying Betas," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 340-56, December.
  8. Taylor, Mark P, 1989. "Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity," Scottish Journal of Political Economy, Scottish Economic Society, vol. 36(3), pages 238-52, August.
  9. Taylor, Mark P, 1989. "Covered Interest Arbitrage and Market Turbulence," Economic Journal, Royal Economic Society, vol. 99(396), pages 376-91, June.
  10. Taylor, Mark P & Tonks, Ian, 1989. "The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 332-36, May.
  11. MacDonald, Ronald & Taylor, Mark P., 1989. "Foreign exchange market efficiency and cointegration : Some evidence from the recent float," Economics Letters, Elsevier, vol. 29(1), pages 63-68.

1988

  1. Stoneman, Paul & Vickers, John, 1988. "The Assessment: The Economics of Technology Policy," Oxford Review of Economic Policy, Oxford University Press, vol. 4(4), pages i-xvi, Winter.
  2. Salmon, Mark, 1988. "Error correction models, cointegration and the internal model principle," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 523-549.
  3. MacDonald, Ronald & Taylor, Mark P, 1988. "Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 40(3), pages 235-39, June.
  4. Taylor, Mark P, 1988. "What Do Investment Managers Know? An Empirical Study of Practitioners' Predictions," Economica, London School of Economics and Political Science, vol. 55(218), pages 185-202, May.
  5. Taylor, Mark P, 1988. "A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(1), pages 55-68, March.
  6. MacDonald, Ronald & Taylor, Mark P, 1988. "Testing Rational Expectations and Efficiency in the London Metal Exchange," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(1), pages 41-52, February.
  7. Taylor, Mark P. & McMahon, Patrick C., 1988. "Long-run purchasing power parity in the 1920s," European Economic Review, Elsevier, vol. 32(1), pages 179-197, January.
  8. Roper, Stephen, 1988. "Recruitment Methods and Vacancy Duration," Scottish Journal of Political Economy, Scottish Economic Society, vol. 35(1), pages 51-64, February.

1987

  1. Taylor, Mark P, 1987. "The Simple Analytics of Implicit Labour Contracts," Bulletin of Economic Research, Wiley Blackwell, vol. 39(1), pages 1-27, January.
  2. Taylor, Mark P, 1987. "Financial Innovation, Inflation and the Stability of the Demand for Broad Money in the United Kingdom," Bulletin of Economic Research, Wiley Blackwell, vol. 39(3), pages 225-33, July.
  3. Taylor, Mark P, 1987. "Covered Interest Parity: A High-Frequency, High-Quality Data Study," Economica, London School of Economics and Political Science, vol. 54(216), pages 429-38, November.
  4. Taylor, Mark P, 1987. "The Role of Speculation in the Forward Exchange Market: Some Consistent Estimates Assuming Rational Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(3), pages 323-33, August.
  5. Taylor, Mark P, 1987. "On Long-run Solutions to Dynamic Econometric Equations under Rational Expectations [A Cautionary Note on the Interpretation of Long-run Equilibrium Solutions in Conventional Macro Models]," Economic Journal, Royal Economic Society, vol. 97(385), pages 215-18, March.
  6. Cuthbertson, Keith & Taylor, Mark P, 1987. "The Demand for Money: A Dynamic Rational Expectations Model," Economic Journal, Royal Economic Society, vol. 97(388a), pages 65-76, Supplemen.
  7. Taylor, Mark P., 1987. "On granger causality and the monetary approach to the balance of payments," Journal of Macroeconomics, Elsevier, vol. 9(2), pages 239-253.
  8. Mark Taylor, 1987. "Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 123(4), pages 579-591, December.
  9. Mark P. TAYLOR, 1987. "Learning and Rationality: an Empirical Study of Investment Managers' Stock Market Predictions," Annales d'Economie et de Statistique, ENSAE, issue 8, pages 43-57.
  10. Jackman, R & Roper, S, 1987. "Structural Unemployment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(1), pages 9-36, February.

1986

  1. Stoneman, Paul L & David, Paul A, 1986. "Adoption Subsidies vs Information Provision as Instruments of Technology Policy," Economic Journal, Royal Economic Society, vol. 96(380a), pages 142-50, Supplemen.
  2. Stoneman, Paul, 1986. "Innovation and growth: Schumpeterian perspectives : Frederic M. Scherer, (MIT Press, Cambridge, MA, 1984) pp. vii + 297, $35.00," Journal of Economic Behavior & Organization, Elsevier, vol. 7(2), pages 220-222, June.
  3. Ireland, N & Stoneman, P, 1986. "Technological Diffusion, Expectations and Welfare," Oxford Economic Papers, Oxford University Press, vol. 38(2), pages 283-304, July.
  4. Stoneman, Paul, 1986. "An Evolutionary Theory of Economic Change. By Richard R. Nelson and Sidney G. Winter. Cambridge, Mass.: Belknap Press of Harvard University Press, 1982. Pp. xi, 437. $25.00," The Journal of Economic History, Cambridge University Press, vol. 46(01), pages 311-312, March.
  5. Fisher, Paul & Salmon, Mark, 1986. "On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(3), pages 625-46, October.
  6. Salmon, Mark, 1986. "The principle of effective demand revisited," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 231-237, June.
  7. Cuthbertson, Keith & Taylor, Mark P, 1986. "Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(4), pages 355-65, October.
  8. Taylor, M P, 1986. "From the General to the Specific: The Demand for M2 in Three," Empirical Economics, Springer, vol. 11(4), pages 243-61.

1985

  1. Waterson, Michael & Stoneman, Paul, 1985. "Employment, technological diffusion and oligopoly," International Journal of Industrial Organization, Elsevier, vol. 3(3), pages 327-344, September.
  2. Miller, Marcus & Salmon, Mark, 1985. "Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies," Economic Journal, Royal Economic Society, vol. 95(380a), pages 124-37, Supplemen.

1984

  1. Spanos, Aris & Taylor, Mark P, 1984. "The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(4), pages 329-40, November.

1983

  1. Stoneman, P & Ireland, N J, 1983. "The Role of Supply Factors in the Diffusion of New Process Technology," Economic Journal, Royal Economic Society, vol. 93(369a), pages 66-78, Supplemen.
  2. Kiefer, Nicholas M. & Salmon, Mark, 1983. "Testing normality in econometric models," Economics Letters, Elsevier, vol. 11(1-2), pages 123-127.

1982

  1. Salmon, Mark H, 1982. "Error Correction Mechanisms," Economic Journal, Royal Economic Society, vol. 92(367), pages 615-29, September.

1981

  1. Stoneman, P, 1981. "Intra-Firm Diffusion, Bayesian Learning and Profitability," Economic Journal, Royal Economic Society, vol. 91(362), pages 375-88, June.
  2. Paul Stoneman, 1981. "L'impact d'une nouvelle technologie sur l'emploi," Revue d'Économie Industrielle, Programme National Persée, vol. 17(1), pages 76-91.

1980

  1. Stoneman, P., 1980. "The rate of imitation, learning and profitability," Economics Letters, Elsevier, vol. 6(2), pages 179-183.

1979

  1. Stoneman, P, 1979. "Patenting Activity: A Re-evaluation of the Influence of Demand Pressures," Journal of Industrial Economics, Wiley Blackwell, vol. 27(4), pages 385-401, June.
  2. Stoneman, P, 1979. "A Simple Diagrammatic Apparatus for the Investigation of a Macroeconomic Model of Temporary Equilibria," Economica, London School of Economics and Political Science, vol. 46(181), pages 61-66, February.

1977

  1. Stoneman, P L, 1977. "Embodiment of Technological Change and the Speed of Adjustment," Economica, London School of Economics and Political Science, vol. 44(176), pages 421-22, November.

1975

  1. Stoneman, P, 1975. "The Effect of Computers on the Demand for Labour in the United Kingdom," Economic Journal, Royal Economic Society, vol. 85(339), pages 590-606, September.

Books

2011

  1. Stoneman, Paul, 2011. "Soft Innovation: Economics, Product Aesthetics, and the Creative Industries," OUP Catalogue, Oxford University Press, number 9780199697021.

2008

  1. Bayoumi,Tamim & Eichengreen,Barry & Taylor,Mark P. (ed.), 2008. "Modern Perspectives on the Gold Standard," Cambridge Books, Cambridge University Press, number 9780521063517, December.

2005

  1. Dasgupta,Partha & Stoneman,Paul (ed.), 2005. "Economic Policy and Technological Performance," Cambridge Books, Cambridge University Press, number 9780521022217, December.

2000

  1. Marriott,Paul & Salmon,Mark (ed.), 2000. "Applications of Differential Geometry to Econometrics," Cambridge Books, Cambridge University Press, number 9780521651165, December.

1997

  1. Bayoumi,Tamim & Eichengreen,Barry & Taylor,Mark P. (ed.), 1997. "Modern Perspectives on the Gold Standard," Cambridge Books, Cambridge University Press, number 9780521571692, December.

1993

  1. Masson,Paul R. & Taylor,Mark P. (ed.), 1993. "Policy Issues in the Operation of Currency Unions," Cambridge Books, Cambridge University Press, number 9780521434553, December.

Chapters

2013

  1. Shaun P Vahey & Elizabeth C Wakerly, 2013. "Moving towards probability forecasting," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and inflation dynamics in Asia and the Pacific, volume 70, pages 3-8 Bank for International Settlements.

2010

  1. Francesco Ravazzolo & Shaun P Vahey, 2010. "Measuring Core Inflation in Australia with Disaggregate Ensembles," RBA Annual Conference Volume, in: Renée Fry & Callum Jones & Christopher Kent (ed.), Inflation in an Era of Relative Price Shocks Reserve Bank of Australia.

2009

  1. Mark P. Taylor & Hyeyoen Kim, 2009. "Real Variables, Nonlinearity, and European Real Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2008, pages 157-193 National Bureau of Economic Research, Inc.

2007

  1. Richard H. Clarida & Manuela Goretti & Mark P. Taylor, 2007. "Are There Thresholds of Current Account Adjustment in the G7?," NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 169-204 National Bureau of Economic Research, Inc.

1996

  1. Robert P. Flood & Mark P. Taylor, 1996. "Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 261-302 National Bureau of Economic Research, Inc.

1985

  1. Marcus Miller & Mark Salmon, 1985. "Policy Coordination And Dynamic Games," NBER Chapters, in: International Economic Policy Coordination, pages 184-227 National Bureau of Economic Research, Inc.