Faculty of Economics, University of Cambridge

For technical questions regarding this series, please contact (Howard Cobb)
Series handle: repec:cam:camdae

More pages of listings: 0|1|2|3

1996

• 9619 Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation
  by Binder, M. & Pesaran, H.
• 9618 A Decision_Theoretic Approach to Forecast Evaluation
  by Granger, C.W.J. & Pesaran, H.
• 9617 Climate and Fluctuations in Agricultural Output, 1867-1913
  by Khatri, Y. & Solomou, S.
• 9616 The Electricity Contract Market
  by Green, R.
• 9615 Stochastic Growth
  by Binder, M. & Pesaran, M.H.
• 9614 Households, Individuals and the Re-Distribution of Income
  by Sutherland, H.
• 9613 From State Factory, to Modern Corporation? China's Shougang Iron and Steel Corporation Under Economic Reform
  by Nolan, P.
• 9612 The Role of Economic Theory in Modelling the Long Run
  by Pesaran, M.H.
• 9611 Construction of Panel Data Through Record Linkage: Application to Hungarian Budget Surveys: 1987, 89, 91
  by Jarvis, S. & Kattuman, P.A.
• 9610 Learning Standards of Social Behaviour in a Stationary Society
  by Gilli, M.
• 9609 The Distributional Impact of Taxing Family Allowance
  by Jarvis, S.
• 9608 Compensating Differentials: Some Canadian Self-Report Evidence
  by Vahey, S.P.
• 9607 The Restructuring and Privatisation of the CEGB: Was It Worth It?
  by Newbery, D.M. & Pollitt, M.G.
• 9606 The Timing of Arbitrage: An Option Approach
  by Lambrecht, B.
• 9605 Long-Run Neutrality in an Arima Framework: Some Further Evidence
  by Coe, P.
• 9604 Econometric Interpretations of the Normal Cost Pricing Hypothesis
  by Peterson, W.
• 9603 Least Square Approach to Non-Normal Disturbances
  by Im, K.S.
• 9602 Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation
  by Xiaoqiang, W.
• 9601 Renegotiation in Repeated Games with Transfers
  by Baliga, S. & Evans, R.

• 9541 How Has Tax and Social security Policy Changed Since 1978? A Distributional Analysis
  by Redmond, G. & Sutherland, H.
• 9540 Was there a Regional Dimension to Changes in Income Inequality in the UK over 1982-92? An Analysis Based on a Joint Decomposition of Income Inequality by Region and by Employment Status
  by Borooah, V.K. & Collins, G.
• 9539 Coalition Bargaining with Competition to Make Offers
  by Evans,R.
• 9538 Reputation and Punishment in Repeated Games With Two Long-Run Players
  by Evans,R. & Thomas,J.
• 9537 Decision-Making in the Presence of Heterogeneous Information and Social Interactions
  by Binder,M. & Pesaran,M.H.
• 9536 Parametric and semiparametric Modelling of the Nonlinear Relation Between Weather and Agricultural Production,1953-1990
  by Khatri,Y. & Solomou,S.
• 9535 Income Distribution in European Countries
  by Atkinson,A.B. & Rainwater,L. & Smeeding,T.
• 9534 Earnings Distributions from the Family Expenditure Survey and the New Earnings Survey Compared
  by Wilson,M.
• 9533 The Norwegian Microsimulation Model Lotte:Applications to Personal and Corporate Taxes and Social Security Benefits
  by Aasness,J. & Fjaerli,E. & Gravningsmyhr,H.A. & Kleive Holmoy,A.M. & Lian,B.
• 9532 The Impact of Weather on UK Agricultural Production, 1953-1990
  by Khatri, Y. & Solomou, S.
• 9531 Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model
  by Lee, K. & Psaran, M.H. & Smith, R.
• 9530 The Effects of Employment Action
  by Pratten, C. & Ryan, P.
• 9529 Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests
  by Smith, R.J. & Taylor, R.
• 9528 An Empirical Analysis of the UK Government's Environmental Policy for the Domestic Sector
  by Johnstone, N.
• 9527 Modelling Passenger Demand, Energy Consumption and Pollution Emissions in the Transport Sector
  by Johnstone, N.
• 9526 Testing for Unit Roots in Heterogeneous Panels
  by Pasaran, M.H. & Im, K.S. & Shin, Y.
• 9525 New Directions in Applied Macroeconomic Modelling
  by Pasaran, M.H. & Smith, R.
• 9524 Expectations Fromation and Business Cycle Fluctuations : An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1993
  by Lee, K.
• 9523 Static Microsimulation Models in Europe: A Survey
  by Sutherland, H.
• 9522 Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product
  by Smith, R.J. & Satchell, S.E.
• 9521 Tests of Rank
  by Robin, J.M. & Smith, R.J.
• 9520 Personal Income tax Modelling in the UK Inland Revenue
  by Keenay, G.
• 9519 The Development of Tax-Benefit Models: A View from the UK
  by Sutherland, H.
• 9518 Ownership and Efficiency in Nuclear Power Production
  by Pollitt, M.G.
• 9517 How to Combine Pareto Optimality and Individual Liberty Using Welfare Interpersonal Comparisons
  by Palomba, G.
• 9516 Large Firms and Industrial Reform in Former Planned Economies: The Case of China
  by Nolan, P.
• 9515 Forecasting the Bond Market
  by Wright, S.
• 9514 An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis
  by Pesaran, M.H. & Shin, Y.
• 9513 A Discrete-Time Version of Target Zone Models with Jumps
  by Pesaran, H.M. & Ruge-Murcia, F.J.
• 9512 The Theory of Implemetation when the Planner is a PLayer
  by Baliga, S. & Corchon, L.C. & Sjostrom, T.
• 9511 Universal Collusion and Renegotiation, Dictators and Contracts
  by Baliga, S.
• 9510 Negotiations with Side-Deals
  by Baliga, S. & Serrano, R.
• 9509 Imperfect Competition and Chemical Accumulation in the Environment
  by Mason, R.
• 9508 Planning and Macroeconomic Stabilization in Iran
  by Pesaran, H.
• 9506 Budgetary Aspects of Stabilization and Structural Adjustment in India
  by Buiter, W.H. & Patel, U.R.
• 9505 European Pension Systems: A Simulation Analysis
  by Kenc, T. & Perraudin, W.
• 9504 Risk-Averse Traders with Inside Information
  by Vitale, P.
• 9503 Dynamic Linear Models for Heterogeneous Panels
  by Pesaran, H. & Smith, R. & Im, K.S.
• 9502 Reserve Cycles
  by Flood, R. & Perraudin, W. & Vitale, P.
• 9501 Sequential Reorganisation of Corporate Debt Contracts
  by Mella-Barral, P.
• 9422 Technical Effiency in Electrical Power Plants
  by Pollitt, M.G.
• 9421 Regulatory Policies and Reform in the Electricity Supply Industry
  by Newbery,D.M.
• 9420 Testing a Time-Series for Difference Stationarity
  by McCabe,B.P.M. & Tremayne,A.R.
• 9419 Long-Run Structural Modelling
  by Pesaran,H.M. & Shin,Y.
• 9418 Iranian Economy During the Pahlavi Era
  by Pesaran, H.M.
• 9417 Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees
  by Fries,S. & Mella-Barral,P. & Perraudin,W.R.M.
• 9416 New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes
  by Mella-Barral,P. & Perraudin,W.R.M.
• 9415 Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results
  by Binder,M. & Pesaran,H.M.
• 9414 Option Games
  by Lambrecht, B. & Perraudin, W.
• 9413 Replacing the U.K. Income Tax with a Progressive Consumption Tax
  by Phutton, J. & Kenc, T.
• 9412 Information Flows in the Foreign Exchange Markets
  by Perraudin,W. & Vitale,P.
• 9411 Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function
  by Knight,J.L. & Satchell,S.E.
• 9410 Continuous Time International Arbitrage Pricing: Theory And Estimation
  by Perraudin,W.R.M. & Sorensen,B.E.
• 9409 Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991
  by Lee, K.C.
• 9408 Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options
  by Ncube, M. & Satchell, S.E.
• 9407 A Floor and Ceiling Model of U.S. Output
  by Pesaran, H.M. & Potter, S.M.
• 9406 The Use of Recursive Model Selection Strategies in Forecasting Stock Returns
  by Pesaran, H. & Timmermann, A.
• 9405 Specific Investment, Hold-Up, and Commitment Through Dual-Class Common Stock
  by Doyle, C. & Maher, M.
• 9404 Real Effective Exchange Rates 1870-1913: The Core Industrial Countries
  by Solomou, S. & Catao, L.

• 9321 Limited-Dependaent Rational Expectations Models with Future Expectations
  by Pesaran, M.H. & Samiei, H.
• 9320 Forecasting Ultimate Resource Recovery
  by Pesaran, M.H. & Samiei, H.
• 9319 Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market
  by Rogers, L.C.G. & Satchell, S.E. & Yoon, Y.
• 9318 Limited-Dependent Rational Expectations Models with Stochastic Thresholds
  by Pesaran, M.H. & Murcia, F.J.
• 9317 Accounting for Property Assets in the Public and Private Sector
  by Pratten, C.
• 9316 Measures of Real Effective Exchange Rates
  by Wright, S.
• 9315 Acces Costs and Entry in the Local Telecommunications Network: A Case for De-Averaged Rates
  by Maher, M.E.
• 9314 The Natural Rate Hypothesis and its Testable Implications
  by Pesaran, M.H. & Smith, R.
• 9313 Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction
  by Pesaran, M.H. & Karshenas, M.
• 9312 The Dollar-Pound Forward Exchange Rate 1919-1939
  by Kitsom, M. & Samiei, H. & Solomou, S.
• 9311 Cointegration and Speed of Convergence to Equilibrium
  by Pesaran, M.H. & Shin, Y.
• 9310 Investment and Trade Over Networks: Commitment Through Joint Ventures
  by Doyle, C. & Maher, M.
• 9308 Alternative Approaches to Estimating Long-Run Energy Demand Elasticities: An Application to Asian Developing Countries
  by Hashem, M. & Smith, R.
• 9307 Some Statistics for Testing the Influence of the Number of Transactions on the Distributions of Returns
  by Satchell, S. & Yoon, J.
• 9306 Cointegration and Direct Tests of the Rational Expectations Hypothesis
  by McAleer, M. & McKenzie, C.R. & Pesaren, M.H.

• 9224 Theory and Evidence in Economics
  by Pesaran, M.H. & Smith, R.
• 9223 The Interaction Between Theory and Observation in Economics
  by Pesaran, M.H. & Smith, R.
• 9222 A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models
  by Pesaran, B. & Pesaran, M.H.
• 9221 UK National Income 1920-1938: The Implications of Balanced Estimates
  by Solomou, S. & Weale, M.
• 9220 A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method
  by Pesaran, M.H.
• 9219 Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods
  by Pesaran, M. & Pierse, R.G. & Lee, K.C.
• 9218 A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing
  by Pesaran, M.H. & Timmermann, A.G.
• 9217 Trade in Producer Services: International Specialisation and European Integration
  by Landesmann, M.A. & Petit, P.
• 9216 Forecasting Stock Returns
  by Pesaran, M.H. & Timmermann, A.
• 9215 Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
  by Pesaran, M.H. & Smith, R.
• 9214 The Role of Sectoral Interactions in Wage Determination in the UK Economy
  by Lee, K.C. & Pesaran, M.H.
• 9213 Industrial Restructuring in Eastern Europe and East-West Trade Integration
  by Landesmann, M.A.
• 9212 Mutual Fund Separation with General Preferences
  by Lewbel, A. & Perraudin, W.R.M.
• 9211 Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps
  by Ho, M.S. & Perraudin, W.R.M. & Sorensen, B.E.
• 9210 Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS
  by Favero, C.A. & Pesaran, M.H. & Sharma, S.
• 9209 The Role of Public Enterprises in the National Economy
  by Newbery, D.M.
• 9207 Regulation of Mergers in the US and the UK: A new Agenda
  by Singh, A.
• 9204 Oil Investment in the North Sea
  by Favero, C.A. & Pesaran, M.H.
• 9203 Growth and Structural Change in the Swedish Model
  by Ramaswamy, R. & You, J.I.
• 9202 Quarterly National Income Accounts for Interwar Germany, 1925, 1938
  by Ellam, M. & Kitson, M. & Solomou, S. & Weale, M.
• 9201 The Move to Autarky: The Political Economy of Nazi Trade Policy
  by Kitson, M.

• 9208 Capacity-Constrained Supply Function Equilibria: Competition and Entry in the Electricity Spot Market and Competition and Regulation in English Electricity Industry
  by Newbery, D.M.
• 9206 Corporate Takeovers: A Review
  by Singh, A.
• 9205 The Black and Scholes Option Price as a Random Variable
  by Ncube, M. & Satchell, S.
• 9104 Quality Of Livestock Assets Under Selective Credit Schemes: Avidence From South Indian Data
  by Seabright, P.

• 9102 Asymptotically Optimal Tests Using Limited Information And Testing For Exogeneity
  by Smith, R.J.
• 9101 Bilateralism In The Inter-War World Economy
  by Kitson, M. & Solomou, S.
• 9023 Time, Increasing Returns And Institutions In Macroeconomics
  by Godley, W.A.H.
• 9022 The Statistical And Economic Significance Of The Predictability Of Exess Returns On Common Stocks
  by Pesaran, M.H. & Timmermann, G.
• 9021 A Simple, Non-Parametric Test Of Predictive Performance
  by Pesaran, M.H. & Timmermann, A.
• 9020 Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy
  by Pesaran, M.H. & Pierse, R.G. & Lee, K.C.
• 9018 On The Measurement Of Well-Being
  by Dasgupta, P. & Weale, M.
• 9017 Estimating Limited-Dependence Rational Exoectations Models
  by Pesaran, M.H. & Samiei, H.
• 9016 Expectations In Economics
  by Pesaran, M.H.
• 9015 Britain'S Balance Of Payments Hiatus: Some Unpleasant Macroeconomic Arithmetic
  by Coutts, K.J.
• 9014 Three Notes Of Uk Overseas Investment
  by Pratten, C.F.
• 9013 Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
• 9012 Efficiency Wages And Wage Dispersion
  by Ramaswamy, R. & Rowthorn, R.E.
• 9011 Structural Shifts In The Manufacturing Export Performance Of Oecd Economics
  by Landesmann, M. & Snell, A.

• 9103 Non-Nested Tests For Instrumental Variable Regression Modls With Differing Conditionning Sets
  by Smith, R.J.
• 9010 Social Corporatism And Long-Term Economic Performance
  by Landesmann, M. & Vartiainen, J.

• 887 Wealth Targets, Exchange Rate Targets And Macroeconomic Policy
  by Blake, A. & Vines, D. & Weale, M.
• 886 British Economic Growth, 1870-1913: Facts And Artefacts
  by Solomon, S. & Weale, M.
• 885 Export And Die: The Exchange Rate And Company Failure In A Macro-Micro Model
  by Goudie, A.W. & Meeks, G.
• 884 The Rise And Fall Of The Golden Age
  by Glyn, A. & Hughes, A. & Lipietz, A. & Singh, A.
• 883 The Consequences Of Mrs Thatcher For Uk Manufacturing Exports
  by Landesmann, M. & Snell, A.
• 882 The Macroeconomics Of Protectionism: A Case Study Of Britain In The 1930s
  by Kitson, M. & Solomou, S.

• 9623 An Extended Family of Financial Risk Measures
  by Pedersen, C. S. & Satchell, S. E.

Access and download statistics

Did you know? RePEc and its associated services are free for contributors and users, and do not accept any advertising.

This page was last updated on 2009-11-13.