Information about:
Andy Snell

Other registered authors

Email:
Homepage: http://homepages.ed.ac.uk/snella/
Postal Address:
Phone:

Affiliation

• School of Economics
  University of Edinburgh

  Location: Edinburgh, United Kingdom
  Homepage: http://www.econ.ed.ac.uk/
  Email:
  Phone: +44 (0) 131 650 836
  Fax: +44 (0) 131 650 4514
  Postal: 31 Buccleuch Place, 3.06, Edinburgh EH8 9JY
  Handle: RePEc:edi:deediuk (registered authors at this institution)

Working papers

1. Ravi Kanbur & Stuart Sayer & Andy Snell, 2007. "Inequality Measures as Tests of Fairness in an Economy," ESE Discussion Papers 174, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

2. Andy Snell & Jonathan Thomas, 2006. " Labor Contracts, Equal Treatment and Wage-Unemployment Dynamics," CDMA Conference Paper Series 0603, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
   Other versions:
   • Andy Snell & Jonathan Thomas, 2006. "Labour Contracts, Equal Treatment and Wage-Unemployment Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
   • Andy Snell & Jonathan Thomas, 2006. "Labour Contracts, Equal Treatment and Wage-Unemployment Dynamics," ESE Discussion Papers 144, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

3. Yongcheol Shin & Andy Snell, 2004. "Mean Group Tests for Stationarity in Heterogenous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
   Published as:
   • Yongcheol Shin & Andy Snell, 2006. "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 123-158, 03. [Downloadable!] (restricted)

4. Andy Snell & George Kapetanios & Yongcheol Shin, 2004. "Testing for nonlinear cointegration between stock prices and dividends," Money Macro and Finance (MMF) Research Group Conference 2003 90, Money Macro and Finance Research Group. [Downloadable!]

5. Seth Armitage & Andy Snell, 2004. "Rights issues versus private placements: theory and UK evidence," ESE Discussion Papers 87, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

6. Andy Snell & Ian Tonks, 2004. "Trading Costs of Institutional Investors in Auction and Dealer Markets," ESE Discussion Papers 89, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

7. Yongcheol Shin & Andy Snell, 2004. "Testing for Stationarity in Heterogeneous Panels with Serially Correlated Errors," ESE Discussion Papers 70, Edinburgh School of Economics, University of Edinburgh.

8. George Kapetanios & Yongcheol Shin & Andy Snell, 2003. "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers 497, Queen Mary, University of London, Department of Economics. [Downloadable!]

9. Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002. "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002 165, Royal Economic Society. [Downloadable!]
   Other versions:
   • Laura Serlenga & Yongcheol Shin & Andy Snell, 2004. "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," ESE Discussion Papers 88, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

10. Ian Tonks & Andy Snell, 2000. "The Profitability of Block Trades Auction and Dealer Markets," FMG Discussion Papers dp340, Financial Markets Group. [Downloadable!] (restricted)

11. George Kapetanios & Y. Shin & A. Snell, 2000. "Testing for a Unit Root against Nonlinear STAR Models," NIESR Discussion Papers 164, National Institute of Economic and Social Research. [Downloadable!]

12. Andy Snell & Ian Tonks, 1998. "The Profitability of Block Trades in Auction and Dealer Markets," ESE Discussion Papers 9, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

13. Andy Snell & Ian Tonks, 1996. "Utilising Time Series Methods to Assess Information and Inventory Effects in a Dealer Market in Illiquid Stocks," FMG Discussion Papers dp242, Financial Markets Group. [Downloadable!] (restricted)

14. Ian Tonks & Andy Snell & George Bulkley, 1996. "Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility," FMG Discussion Papers dp246, Financial Markets Group. [Downloadable!] (restricted)

15. Landesmann, M. & Snell, A., 1990. "Structural Shifts In The Manufacturing Export Performance Of Oecd Economics," Cambridge Working Papers in Economics 9011, Faculty of Economics, University of Cambridge.
    Published as:
    • Landesmann, M & Snell, A, 1993. "Structural Shifts in the Manufacturing Export Performance of OECD Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 149-62, April-Jun. [Downloadable!] (restricted)

16. Landesmann, M. & Snell, A., 1988. "The Consequences Of Mrs Thatcher For Uk Manufacturing Exports," Cambridge Working Papers in Economics 883, Faculty of Economics, University of Cambridge.
    Published as:
    • Landesmann, Michael & Snell, Andrew, 1989. "The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports," Economic Journal, Royal Economic Society, vol. 99(394), pages 1-27, March.

17. Snell, A, 1981. "Rational Forecasts from Non-Rational Models," The Warwick Economics Research Paper Series (TWERPS) 194, University of Warwick, Department of Economics.

18. Ben Lockwood & Apostolis Philippopoulos & Andy Snell, . "Fiscal Policy, Public Debt Stabilzation and Politics: Theory and evidence from the US and UK," EPRU Working Paper Series 94-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    Other versions:
    • Ben Lockwood, Apostolis Philippopoulos and Andy Snell, . "Fiscal Policy, Public Debt Stabilization and Politics: Theory and Evidence from the US and UK," Economics Discussion Papers 431, University of Essex, Department of Economics.

19. Andy Snell, . "Testing For R Versus R-1 Cointegrating Vectors," Discussion Papers 1995-10, Edinburgh School of Economics, University of Edinburgh.
    Published as:
    • Snell, Andy, 1998. "Testing for r versus r-1 cointegrating vectors," Journal of Econometrics, Elsevier, vol. 88(1), pages 151-191, November. [Downloadable!] (restricted)

1. Yongcheol Shin & Andy Snell, 2006. "Mean group tests for stationarity in heterogeneous panels," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 123-158, 03. [Downloadable!] (restricted)
   Other versions:
   • Yongcheol Shin & Andy Snell, 2004. "Mean Group Tests for Stationarity in Heterogenous Panels," ESE Discussion Papers 107, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]

2. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2006. "Testing For Cointegration In Nonlinear Smooth Transition Error Correction Models," Econometric Theory, Cambridge University Press, vol. 22(02), pages 279-303, April. [Downloadable!]

3. Pedro Martins & Andy Snell & Jonathan P. Thomas, 2005. "Wage Dynamics, Cohort Effects, and Limited Commitment Models," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 350-359, 04/05. [Downloadable!] (restricted)

4. Kapetanios, George & Shin, Yongcheol & Snell, Andy, 2003. "Testing for a unit root in the nonlinear STAR framework," Journal of Econometrics, Elsevier, vol. 112(2), pages 359-379, February. [Downloadable!] (restricted)

5. Andy Snell & Ian Tonks, 2003. "A theoretical analysis of institutional investors' trading costs in auction and dealer markets," Economic Journal, Royal Economic Society, vol. 113(489), pages 576-597, 07. [Downloadable!] (restricted)

6. Driffill, John & Snell, Andrew, 2003. " What Moves OECD Real Interest Rates?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 375-402, June.

7. Snell, Andy & Tonks, Ian, 1998. "Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 5(1), pages 1-25, January. [Downloadable!] (restricted)

8. Snell, Andy, 1998. "Testing for r versus r-1 cointegrating vectors," Journal of Econometrics, Elsevier, vol. 88(1), pages 151-191, November. [Downloadable!] (restricted)
   Other versions:
   • Andy Snell, . "Testing For R Versus R-1 Cointegrating Vectors," Discussion Papers 1995-10, Edinburgh School of Economics, University of Edinburgh.

9. Lockwood, Ben & Philippopoulos, Apostolis & Snell, Andy, 1996. "Fiscal Policy, Public Debt Stabilisation and Politics: Theory and UK Evidence," Economic Journal, Royal Economic Society, vol. 106(437), pages 894-911, July. [Downloadable!] (restricted)

10. Snell, Andy, 1996. "A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies," Economics Letters, Elsevier, vol. 51(2), pages 225-231, May. [Downloadable!] (restricted)

11. Snell, Andy & Tonks, Ian, 1995. "Determinants of Price Quote Revisions on the London Stock Exchange," Economic Journal, Royal Economic Society, vol. 105(428), pages 77-94, January. [Downloadable!] (restricted)

12. Pierse, R. G. & Snell, A. J., 1995. "Temporal aggregation and the power of tests for a unit root," Journal of Econometrics, Elsevier, vol. 65(2), pages 333-345, February. [Downloadable!] (restricted)

13. Landesmann, M & Snell, A, 1993. "Structural Shifts in the Manufacturing Export Performance of OECD Economies," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(2), pages 149-62, April-Jun. [Downloadable!] (restricted)
    Other versions:
    • Landesmann, M. & Snell, A., 1990. "Structural Shifts In The Manufacturing Export Performance Of Oecd Economics," Cambridge Working Papers in Economics 9011, Faculty of Economics, University of Cambridge.

14. Landesmann, Michael & Snell, Andrew, 1989. "The Consequences of Mrs. Thatcher for U.K. Manufacturing Exports," Economic Journal, Royal Economic Society, vol. 99(394), pages 1-27, March.
    Other versions:
    • Landesmann, M. & Snell, A., 1988. "The Consequences Of Mrs Thatcher For Uk Manufacturing Exports," Cambridge Working Papers in Economics 883, Faculty of Economics, University of Cambridge.

15. Snell, Andy, 1989. " Information, Rational Expectations and Macroeconomic Modelling," Journal of Economic Surveys, Blackwell Publishing, vol. 3(2), pages 179-98.

16. Snell, Andy & Tonks, Ian, 1988. "The Sweet Taste of Information: A Study of the Demand for New Brands in the UK Confectionery Industry," Applied Economics, Taylor and Francis Journals, vol. 20(8), pages 1041-55, August.

1. NEP-BEC: Business Economics (3) 2006-10-14 2006-10-28 2006-11-18 Author is listed
2. NEP-CFN: Corporate Finance (1) 2004-03-14
3. NEP-CMP: Computational Economics (1) 2003-07-29
4. NEP-DEV: Development (1) 2004-03-22
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7. NEP-ETS: Econometric Time Series (3) 2003-07-29 2004-03-14 2004-03-22 Author is listed
8. NEP-FIN: Finance (1) 2005-02-13
9. NEP-FMK: Financial Markets (1) 2005-02-13
10. NEP-HAP: Economics of Happiness (1) 2007-11-03
11. NEP-LAB: Labour Economics (3) 2006-10-14 2006-10-28 2006-11-18 Author is listed
12. NEP-LTV: Unemployment, Inequality & Poverty (1) 2007-11-03
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This page was last updated on 2009-11-11.