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Economics and Finance Section, School of Social Sciences, Brunel University

Economics and Finance Discussion Papers

Contact information of Economics and Finance Section, School of Social Sciences, Brunel University:
Postal: Brunel University, Uxbridge, Middlesex UB8 3PH, UK

For technical questions regarding this series, please contact (John.Hunter)
Series handle: repec:bru:bruedp

2006

06-25 Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
06-24 Understanding the Effects of Siblings on Child Mortality: Evidence from India
by Gerald Makepeace & Sarmistha Pal [Downloadable!]
06-23 How Does Ownership Structure Affect Capital Structure and Firm Performance? Recent Evidence from East Asia
by Nigel Driffield & Vidya Mahambare & Sarmistha Pal [Downloadable!]
06-22 Are PPP Tests Erratically Behaved? Some Panel Evidence
by Guglielmo Maria Caporale & Christoph Hanck [Downloadable!]
06-21 Optimal non-linear monetary policy rules
by Virginie Boinet & Christopher Martin [Downloadable!]
06-20 The Perverse Response of Interest Rates
by Virginie Boinet & Christopher Martin [Downloadable!]
06-19 On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence
by Sugata Ghosh & Andros Gregoriou [Downloadable!]
06-18 Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?
by Guglielmo Maria Caporale & Christoph Hanck [Downloadable!]
06-17 Elderly Health, Wealth and Coresidence with Adult Children in Rural India
by Sarmistha Pal [Downloadable!]
06-16 Old Age Poverty In The Indian States:What Do The Household Data Tell Us?
by Sarmistha Pal & Robert Palacios [Downloadable!]
06-15 Can “Compulsory” Annuities Provide a Fair Pension?
by Edward Martin & Noel FitzGerald [Downloadable!]
06-14 Elite Dominance and Under-investment in Mass Education: Disparity in the Social Development of the Indian States, 1960-92
by Sarmistha Pal & Sugata Ghosh [Downloadable!]
06-13 Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
06-12 Aggregate Economy Risk And Company Failure: An Examination Of Uk Quoted Firms
by John Hunter & Natalia Isachenkova [Downloadable!]
06-11 Pension Fund Investment and Regulation - a Macro Study
by Yu-Wei Hu [Downloadable!]
06-10 Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
06-09 Reputational Concerns and Bias in Arbitration
by Elisabetta Iossa & Giuliana Palumbo [Downloadable!]
06-08 Regulatory Barriers and Entry in Developing Economies
by John Bennett & Saul Estrin [Downloadable!]
06-07 Corruption and Bureaucratic Structure in a Developing Economy
by John Bennett & Saul Estrin [Downloadable!]
06-06 Sunspots and Monetary Policy
by Jagjit Chadha & Luisa Corrado [Downloadable!]
06-05 Pension reform in China - a case study
by Yu-Wei Hu [Downloadable!]
06-04 A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems
by Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall [Downloadable!]
06-03 Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country
by Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
06-02 Sources Of Pro-Cyclicality In East Asian Financial Systems
by R. Sean Craig & E. Philip Davis & Antonio Garcia Pascual [Downloadable!]
06-01 The Euro And Inflation Uncertainty In The European Monetary Union
by Guglielmo Maria Caporale & Alexandros Kontonikas [Downloadable!]

2005

05-22 Uncertainty and Monetary Policy Rules in the United States
by Christopher Martin & Costas Milas [Downloadable!]
05-21 Targets, Zones and Asymmetries:A Flexible Nonlinear Model of Recent UK Monetary Policy
by Virginie Boinet & Christopher Martin [Downloadable!]
05-20 The Asymmetric Effects Of A Common Monetary Policy In Europe
by Guglielmo Maria Caporale & Alaa M. Soliman [Downloadable!]
05-19 Stock Market Integration And European Monetary Union
by E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO [Downloadable!]
05-18 The Role Of Pension Funds As Institutional Investors In Emerging Markets
by E Philip Davis [Downloadable!]
05-17 Non-Linearities And Fractional Integration In The Us Unemployment Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
05-16 Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
05-15 Delegation of Contracting in the Private Provision of Public Services
by John Bennett & Elisabetta Iossa [Downloadable!]
05-14 Contracting Out Public Service Provision to Not-for-Profit Firms
by John Bennett & Elisabetta Iossa [Downloadable!]
05-13 Equity Prices And The Real Economy – A Vector Error-Correction Approach
by Ray Barrell & E Philip Davis [Downloadable!]
05-12 Shocks And Shock Absorbers: The International Propagation Of Equity Market Shocks And The Design Of Appropriate Policy Responses
by Ray Barrell & E Philip Davis [Downloadable!]
05-11 Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
05-10 Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
05-09 Long Run And Cyclical Dynamics In The Us Stock Market
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
05-08 Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo [Downloadable!]
05-07 The Pricing Mechanism to The Buyer with a Budget Constraint and an Indirect Mechanism
by Naoki KOJIMA [Downloadable!]
05-06 The Revelation Principle and Regularity Conditions
by Naoki KOJIMA [Downloadable!]
05-05 Pension Reform, Economic Growth and Financial Development - An Empirical Study
by Yu-Wei Hu [Downloadable!]
05-04 Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics
by Guglielmo Maria Caporale & Mario Cerrato [Downloadable!]
05-03 Valuing American Put Options Using Chebyshev Polynomial Approximation
by Guglielmo Maria Caporale & Mario Cerrato [Downloadable!]
05-02 Saving, Funding And Economic Growth
by E Philip Davis & Yu-Wei Hu [Downloadable!]
05-01 Fractional Cointegration And Aggregate Money Demand Functions
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]

2004

04-23 Is There A Link Between Pension-Fund Assets And Economic Growth? - A Cross-Country Study
by E Philip Davis & Yuwei Hu [Downloadable!]
04-22 The specification of cross exchange rate equations used to test Purchasing Power Parity
by John Hunter & Mark Simpson [Downloadable!]
04-21 Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
04-20 Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data
by Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski [Downloadable!]
04-19 Commercial property prices and bank performance
by E Philip Davis & Haibin Zhu [Downloadable!]
04-18 Panel Data Tests Of Ppp: A Critical Overview
by Guglielmo Maria Caporale & Mario Cerrato [Downloadable!]
04-17 Non-Linearities And Fractional Integration In The Us Unemployment Rate
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
04-16 Nelson And Plosser Revisited: Evidence From Fractional Arima Models
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
04-15 The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case
by Guglielmo Maria Caporale & Luis A. Gil-Alana [Downloadable!]
04-14 The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study
by Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis [Downloadable!]
04-13 Measuring Half-Lives Using A Non-Parametric Bootstrap Approach
by Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo [Downloadable!]
04-12 Contracting Out Public Service Provision to Non-for-profit Firms
by John Bennett & Elisabetta Iossa [Downloadable!]
04-11 Uncertainty and UK Monetary Policy
by Christopher Martin & Costas Milas [Downloadable!]
04-10 The Equity Premium
by Kyri Kyriacou & Jacob Madsen & Bryan Mase [Downloadable!]
04-09 Executive Stock Option Exercises and the Predictive Ability of Transaction Value
by Kyri Kyriacou & Bryan Mase [Downloadable!]
04-08 Identifying and Solving Multivariate Rational Expectations Models
by John Hunter & Christos Ioannidis [Downloadable!]
04-07 Financial Contracts and Strategic customer Exclusion
by Naoki KOJIMA [Downloadable!]
04-06 The IPO Spread and Conflicts of Interests
by Naoki KOJIMA [Downloadable!]
04-05 The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case
by Steve Lawford & Michalis P. Stamatogiannis [Downloadable!]
04-04 Price Cap, Revenue Sharing and Information Acquisition
by Elisabetta Iossa & Francesca Stroffolini [Downloadable!]
04-03 Finite-sample quantiles of the Jarque-Bera test
by Steve Lawford [Downloadable!]
04-02 External Financing of Us Corporations: Are Loans and Securities Complements or Substitutes?
by E Philip Davis & Christos Ioannidis [Downloadable!]
04-01 Debt Sustainability, Structural Breaks and Non-linear Fiscal Adjustment: A Testing Application to Greek Fiscal Policy
by Michael G. Arghyrou [Downloadable!]

2003

03-27 The Dynamics of International R&D Spillovers
by Kul B Luintel & Mosahid Khan [Downloadable!]
03-26 Commercial Activity as Insurance: the Investment Behavior of Non-profit Firms
by John Bennett & Elisabetta Iossa & Gabriella Legrenzi [Downloadable!]
03-25 Optimal Monetary Policy and the Asset Market:A Non-cooperative Game
by Christos Ioannidis, & Oreste Napolitano [Downloadable!]
03-23 A Change Of Focus Stock Market Reclassification In The Uk
by Bryan Mase [Downloadable!]
03-22 Optimal Monetary Policy and Asset Price Misalignments
by Alexandros Kontonikas & Alberto Montagnoli [Downloadable!]
03-21 Is There A Pensions Crisis In The Uk?
by E Philip Davis [Downloadable!]
03-20 Towards A Typology For Systemic Financial Instability
by E Philip Davis [Downloadable!]
03-19 Should Monetary Policy Respond to Asset Price Misalignments?
by Alexandros Kontonikas & Christos Ioannidis [Downloadable!]
03-18 The Impact of Risk on the Decision to Exercise an ESO
by Kyriacos Kyriacou [Downloadable!]
03-17 The Information Contained In The Exercise Of Executive Stock Options
by Kyriacos Kyriacou & Bryan Mase [Downloadable!]
03-16 AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s
by John hunter & Zacharias Psaradakis & Martin Sola [Downloadable!]
03-15 Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables
by fabio spagnolod & Zacharias Psaradakis & Martin Sola [Downloadable!]
03-14 Red Signals: Trade Deficits and the Current Account
by marzia raybaudi & martin sola & fabio spagnolod [Downloadable!]
03-13 Performance of utility-based strategies for hedging basis risk
by Michael Monoyios [Downloadable!]
03-12 Non-linear and non-symmetric exchange-rate adjustment:New evidence from medium- and high-inflation countries
by Michael G. Arghyrou & Virginie Boinet & Christopher Martin [Downloadable!]
03-11 A Hypergeometric Test for Omitted Nonlinearity
by Steve Lawford [Downloadable!]
03-10 A Panel Analysis Of Uk Industrial Company Failure
by JOHN HUNTER & Natalia Isachenkova [Downloadable!]
03-09 AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s
by John Hunter [Downloadable!]
03-08 Market Efficiency and the Euro:The case of the Athens Stock Exchange
by Theodore Panagiotidis [Downloadable!]
03-07 Demographics And Financial Asset Prices In The Major Industrial Economies
by E Philip Davis & Christine Li [Downloadable!]
03-06 Macroeconomic Effects of Reallocation Shocks:A generalised impulse response function analysis for three European countries
by Theodore Panagiotidisa & Gianluigi Pellonib & Wolfgang Polasekc [Downloadable!]
03-05 Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries
by Joseph P. Byrne & E. Philip Davis [Downloadable!]
03-04 Equity Prices, Productivity Growth, And ‘The New Economy’
by Jakob B Madsen & E Philip Davis [Downloadable!]
03-03 Non-linear Inflationary Dynamics: Evidence from the UK
by Michael Arghyrou & Christopher Martin & Costas Milas [Downloadable!]
03-02 Liquidity Effects due to Information Costs from Changes in the FTSE 100 List
by A. Gregoriou & CHRISTOS IOANNIDIS [Downloadable!]
03-01 GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market
by A. Gregoriou & CHRISTOS IOANNIDIS [Downloadable!]
02-31 Monetary Policy Rules, Real Rigidity and Endogenous Persistence
by George J. Bratsiotis & Christopher Martin [Downloadable!]

2002

02-30 Optimal Monetary Policy with Wealth Effects
by A. Kontonikas & A. Montagnoli [Downloadable!]
02-29 On the dynamics of lending and deposit interest rates in emerging markets:a non-linear approach
by Ana María Iregui & Costas Milas & Jesus Otero [Downloadable!]
02-28 Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling
by A. Kontonikas [Downloadable!]
02-27 Monetary Policy Rules and the Persistence of Inflation and Output
by George J. Bratsiotis & Christopher Martin [Downloadable!]
02-26 Are currency crises self-fulfilling? the case of Argentina
by Virginie Boinet & Oreste Napolitano & Nicola Spagnolo [Downloadable!]
02-25 The Impact of Changes in the FTSE 100 Index
by Bryan Mase [Downloadable!]
02-24 Government Solvency: Revisiting some EMU Countries
by Michael G. Arghyrou & Kul B Luintel [Downloadable!]
02-23 Informal Credit Markets, Interlinkage and Migration
by Yasmeen Khwaja [Downloadable!]
02-22 Efficient Option Pricing with Transaction Costs
by Michael Monoyios & Alberto Montagnoli [Downloadable!]
02-21 Are International R&D Spillovers Costly for the US?
by Kul B Luintel & Mosahid Khan [Downloadable!]
02-20 The Role And Nature Of Market Sentiment In The 1992 Erm Crisis
by Oreste Napolitano & Alberto Montagnoli & Rosaria Rita Canale [Downloadable!]
02-19 The Class of Shareholdings and its Impacts on Corporate Performance – A Case of State Shareholding Composition in Chinese Publicly Listed Companies
by Guy S. Liu & Sandy Pei Sun [Downloadable!]
02-17 Decision Rules and Information Provision:Monitoring versus Manipulation
by Elisabetta Iossa & Giuliana Palumbo [Downloadable!]
02-16 Unemployment Alters the Set-Point for Life Satisfaction
by Andrew E. Clark & Yannis Georgellis [Downloadable!]
02-14 The Euro exchange rate efficiency and risk premium:an ecm model
by Oreste Napolitano* & martin sola & fabio spagnolod [Downloadable!]
02-13 Communication and antithesis in corporate annual reports: a research note
by Jane Davison [Downloadable!]
02-12 Inflation Targeting and Inflation Persistence
by George J. Bratsiotis & Jakob Madsen & Christopher Martin [Downloadable!]
02-11 Has Monetary Policy Reacted To Asset Price Movements: Evidence From The Uk
by A. Kontonikas & A. Montagnoli [Downloadable!]
02-10 Should I Stay or Should I Go? Migration under Uncertainty: A Real Options Approach
by Yasmeen Khwaja [Downloadable!]
02-08 Building and Managing Facilities for Public Services
by John Bennett & Elisabetta Iossa [Downloadable!]
02-07 Partial Delegation in a Model of Currency Crisis
by Virginie Boinet [Downloadable!]
02-06 COMPETITIVENESS AND THE EXTERNAL TRADE PERFORMANCE OF GREECE IN THE 1990s: A cross-sectoral investigation
by Michael G. Arghyrou & Evelyn Bazina [Downloadable!]
02-05 Common risk factors in the US and UK interest rate swap markets:Evidence from a non-linear vector autoregression approach
by Ilias Lekkos & Costas Milas [Downloadable!]
02-04 A Test for Volatility Spillovers
by Martin Sola & Fabio Spagnolo & Nicola Spagnolo [Downloadable!]
02-03 Asymmetric and non-linear adjustment in the revenue-expenditure models
by Gabriella Legrenzi & Costas Milas [Downloadable!]
02-01 Public Infrastructure, Congestion, and Fiscal Policy
by John Bennett & Phillip Lawler [Downloadable!]

Undated

98-11 Opening a can of worms: The pitfalls of time series regression analyses of income inequality
by Simon Parker
98-10 Informational Efficiency Properties of Rational Expectations Equilibria in Non-Convex Economies
by Giulio Seccia
98-09 A Local Interpretation of Neural Net Outputs
by John Hunter & David Fairclough
98-08 Stabilisation, Policy Targets and Unemployment in Imperfectly Competitive Economies
by George J. Bratsiotis & Christopher Martin
98-07 Evidence from UK Establishments
by Christopher Martin
98-06 Job Satisfaction, Wage changes and Quits: Evidence from Germany
by Andrew Clark & Yannis Georgellis & Peter Sanfey
98-05 The Optimal Linear Taxation of Employment and Self-Employment Incomes
by Simon Parker
98-04 Volatility and Volatility Spill-overs in Emerging Markets: The Case of the African Stock Markets
by Gioia Pescetto & Joe Appiah-Kusi
98-03 Causes of Mortgage Repayment Failures
by Gaia Garino & Peter Simmons [Downloadable!]
98-02 Beliefs CAPM
by Michael T. Rauh & Giulio Seccia
98-01 Identifying Long-run Behaviour with Non-stationary Data
by John Hunter
97-15 Discounts in Closed-End Funds with Fixed Windup Dates: Evidence from Thailand’s Stock Markets
by Saumya Banerjee & Gora Gangopadhyay
97-14 Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion
by Lucio Sarno & Mark P. Taylor
97-13 European Capital Flows and Regional Risk
by Tamim Bayoumi & Lucio Sarno & Mark P.Taylor
97-12 Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK
by Lucio Sarno & Mark P. Taylor
97-11 Labour Turnover: Evidence from UK Establishments
by Christopher Martin [Downloadable!]
97-10 Efficiency Wages and Union-Firm Bargaining
by Christopher Martin [Downloadable!]
97-09 Efficiency Wages: Combining the Shirking and Turnover Cost Models
by Christopher Martin [Downloadable!]
97-08 A Model of Temporary Search Market Equilibrium
by Michael Rauh
97-07 Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation
by Lucio Sarno & Mark P. Taylor
97-06 Saving-Investment Correlations: Transitory versus Permanent
by Lucio Sarno & Mark P. Taylor
97-05 The Effect of Divorce Costs on Marriage Formation and Dissolution
by Spiros Bougheas & Yannis Georgellis
97-04 Discounts and Premiums in Closed-End Funds
by Saumya Banerjee
97-03 Heterogeneous Beliefs, Price Dispersion, and Welfare-Improving Price Controls
by Michael Rauh
97-02 Measuring the Excess Profits of the UK’s recently Privatised Utilities
by Antonios Antoniou & David G. Barr & Richard Priestley
97-01 Expected Returns, Risk, and the Integration of International Bond Markets
by David G. Barr & Richard Priestley
03-24 Privatization Methods and Economic Growth
by John Bennett & Saul Estrin & James Maw & Giovanni Urga [Downloadable!]
02-18 Openness and Efficiency of India and China Relative to the World Economy: A Comparative Study
by Guy S. Liu & Xiaming Liu & Yingqi Wei [Downloadable!]
02-02 How to avoid self-fulfilling crises
by Virginie Boinet [Downloadable!]

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This page was last updated on 2008-12-2.

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