Economics Group, Nuffield College, University of Oxford
Economics Papers
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2013
- 2013-W04 Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
by David F. Hendry & Grayham E. Mizon - 2013-W03 Generalised empirical likelihood-based kernel density estimation
by Vitaliy Oryshchenko & Richard J. Smith - 2013-W02 Asymptotic analysis of the Forward Search
by Bent Nielsen & Søren Johansen - 2013-W01 Martingale unobserved component models
by Neil Shephard
2012
- 2012-W13 Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza
by Nada Wasi & Michael P. Keane - 2012-W12 Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective
by Michael P. Keane & Richard Rogerson - 2012-W11 Discrimination in a universal health system: Explaining socioeconomic waiting time gaps
by Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova - 2012-W10 Adverse Selection, Moral Hazard and the Demand for Medigap Insurance
by Michael P. Keane & Olena Stavrunova - 2012-W09 How the Allocation of Children’s Time Affects Cognitive and Non-Cognitive Development
by Michael P. Keane - 2012-W08 Income Taxation in a Life Cycle Model with Human Capital
by Michael P. Keane - 2012-W07 A Joint Chow Test for Structural Instability
by Bent Nielsen & Andrew Whitby - 2012-W06 Basics of Levy processes
by Ole E. Barndorff-Nielsen & Neil Shephard - 2012-W05 Robust inference on parameters via particle filters and sandwich covariance matrices
by Arnaud Doucet & Neil Shephard - 2012-W04 Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices
by Neil Shephard & Dacheng Xiu - 2012-W03 Regulated Prices, Rent-Seeking, and Consumer Surplus
by Jeremy Bulow & Paul Klemperer - 2012-W02 Efficient and feasible inference for the components of financial variation using blocked multipower variation
by Per A. Mykland & Neil Shephard & Kevin Sheppard - 2012-W01 Multivariate Rotated ARCH Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2011
- 2011-W01 Multivariate High-Frequency-Based Volatility (HEAVY) Models
by Diaa Noureldin & Neil Shephard & Kevin Sheppard
2010
- 2010-W06 Testing for rational bubbles in a co-explosive vector autoregression
by Tom Engsted & Bent Nielsen - 2010-W05 Forecasting in an extended chain-ladder-type model
by Di Kuang & Bent Nielsen & Jens Perch Nielsen - 2010-W04 Discrete-valued Levy processes and low latency financial econometrics
by Ole E. Barndorff-Nielsen & David G. Pollard & Neil Shephard - 2010-W03 Deferred fees for universities
by Neil Shephard - 2010-W02 Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli
by Søren Johansen & Bent Nielsen - 2010-W01 Submission to the review on “Higher Education Funding and Student Finance”
by Neil Shephard
2009
- 2009-W16 Monetary Policy in a Currency Union with Heterogeneous Limited Asset Markets Participation
by Fabian Eser - 2009-W15 A Nonparametric Analysis of the Cournot Model
by Andrés Carvajal & John Quah - 2009-W14 Optimal Fiscal Stabilisation through Government Spending
by Fabian Eser - 2009-W13 Income contingent tuition fees for universities
by Neil Shephard - 2009-W12 Nuisance parameters, composite likelihoods and a panel of GARCH models
by Cavit Pakel & Neil Shephard & Kevin Sheppard - 2009-W11 A New Payment Rule for Core-Selecting Package Auctions
by Aytek Erdil & Paul Klemperer - 2009-W10 Test for cointegration rank in general vector autoregressions
by B. Nielsen - 2009-W09 Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
by Jouni Sohkanen & B. Nielsen - 2009-W08 Chain-Ladder as Maximum Likelihood Revisited
by D. Kuang & B. Nielsen & J. P. Nielsen - 2009-W07 Price Controls and Consumer Surplus
by Jeremy Bulow & Paul Klemperer - 2009-W06 A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions
by Paul Klemperer - 2009-W05 Why Do Sellers (Usually) Prefer Auctions?
by Jeremy Bulow & Paul Klemperer - 2009-W04 Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading
by Nathaniel Frank - 2009-W03 Realising the future: forecasting with high frequency based volatility (HEAVY) models
by Neil Shephard & Kevin Sheppard - 2009-W02 The role of income in money demand during hyper-inflation: the case of Yugoslavia
by Zorica Mladenovic & Bent Nielsen - 2009-W01 What is the Top Priority on Climate Change?
by Paul Klemperer
2008
- 2008-W12 Emissions Trading with Profit-Neutral Permit Allocations
by Cameron Hepburn & John K.-H. Quah & Robert A. Ritz - 2008-W10 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2008-W09 Forecasting with the age-period-cohort model and the extended chain-ladder model
by D. Kuang & Bent Nielsen & J. P. Nielsen - 2008-W08 Learning while voting: determinants of collective experimentation
by Bruno Strulovici - 2008-W07 Properties of etimated characteristic roots
by Bent Nielsen & Heino Bohn Nielsen - 2008-W06 Unit Root Testing with Unstable Volatility
by Brendan K. Beare - 2008-W05 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive G. Bowsher & Roland Meeks - 2008-W04 Stochastic Volatility: Origins and Overview
by Neil Shephard & Torben Andersen - 2008-W03 An analysis of the indicator saturation estimator as a robust regression estimator
by Søren Johansen & Bent Nielsen - 2008-W02 Measuring downside risk-realised semivariance
by Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard - 2008-W01 The Hedge Fund Game
by Peyton Young & Dean P Foster
2007
- 2007-W05 Identification of the age-period-cohort model and the extended chain ladder model
by Di Kuang & Bent Nielsen & J. P. Nielsen - 2007-W04 Comparative Statics, Informativeness, and the Interval Dominance Order
by John K.-H. Quah & Bruno Strulovici - 2007-W03 When are Auctions Best?
by Jeremy Bulow & Paul Klemperer - 2007-W02 Convergence to Stochastic Integrals with Non-linear integrands
by Bent Nielsen & Carlos Caceres - 2007-W01 The empirical process of autoregressive residuals
by Bent Nielsen & Eric Engler
2006
- 2006-W12 High Dimensional Yield Curves: Models and Forecasting
by Clive Bowsher & Roland Meeks - 2006-W11 Credit Shocks and Cycles: a Bayesian Calibration Approach
by Roland Meeks - 2006-W10 Subsampling realised kernels
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2006-W09 Additional Notes on the Comparative Statics of Constrained Optimization Problems
by John Quah - 2006-W08 A Market-Clearing Role for Inefficiency on a Limit Order Book
by Jeremy Large - 2006-W07 Co-ordination and Lock-in: Competition with Switching Costs and Network Effects
by Joseph Farrell & Paul Klemperer - 2006-W06 Network Effects and Switching Costs: two short essays for the new New Palgrave
by Paul Klemperer - 2006-W05 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure
by Clive G. Bowsher & Roland Meeks - 2006-W04 The Open Economy Consequences of U.S. Monetary Policy
by John Bluedorn & Christopher Bowdler - 2006-W03 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2006-W02 Concepts and Properties of Substitute Goods
by Paul Milgrom & Bruno Strulovici - 2006-W01 Management of a Capital Stock by Strotz's Naive Planner
by Christopher J. Tyson
2005
- 2005-W26 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher - 2005-W25 Openness, exchange rate regimes and the Phillips curve
by Christopher Bowdler - 2005-W24 Outlier Detection in GARCH Models
by Jurgen A. Doornik & Marius Ooms - 2005-W23 Social Choice Theory and the Informational Basis Approach
by Kevin Roberts - 2005-W22 Hurricanes: Intertemporal Trade and Capital Shocks
by John C. Bluedorn - 2005-W21 Education and Intergenerational Mobility: Evidence from a Natural Experiment in Purerto Rico
by John C. Bluedorn & Elizabeth U. Cascio - 2005-W20 State Dependence in a Multi-state Model of Employment
by Victoria Prowse - 2005-W19 How Damaging is Part-time Employment to a Woman's Occupational Prospects?
by Victoria Prowse - 2005-W18 Monetary Policy and Exchange Rate Dynamics: New Evidence from the Narrative Approach to Shock Identification
by John C. Bluedorn & Christopher Bowdler - 2005-W17 Stochastic Volatility
by Neil Shephard - 2005-W16 Variation, jumps, market frictions and high frequency data in financial econometrics
by Ole E. Barndorff-Nielsen & Neil Shephard - 2005-W15 Condorcet Cycles? A Model of Intertemporal Voting
by Kevin Roberts - 2005-W14 Openness and inflation volatility: Cross-country evidence
by Christopher Bowdler & Adeel Malik - 2005-W13 The Utopia of Implementing Monetary Policy Cooperation through Domestic Institutions
by Florin Bilbiie - 2005-W12 Incomplete Fiscal Rules with Imperfect Enforcement
by Florin Bilbiie & David Stasavage - 2005-W11 Fiscal Contracts for a Monetary Union
by Florin Bilbiie - 2005-W10 Deus ex machina wanted: time inconsistency of time consistency solutions in monetary policy
by Florin Bilbiie - 2005-W09 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic
by Florin Bilbiie - 2005-W08 Analysis of co-explosive processes
by Bent Nielsen - 2005-W07 Limit theorems for multipower variation in the presence of jumps
by Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel - 2005-W06 Limit theorems for bipower variation in financial econometrics
by Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard - 2005-W05 Estimating quadratic variation when quoted prices jump by a constant increment
by Jeremy Large - 2005-W04 Adjustment Costs and the Identification of Cobb Douglas Production Functions
by Stephen Bond & Måns Söderbom - 2005-W03 Axiomatic Foundations for Satisficing Behavior
by Christopher J.Tyson - 2005-W02 Tradeable Goods, Non-Tradeable Goods and Participation
by Chirstopher Bliss - 2005-W01 Short-Run Parameter Changes in a Cointegrated Vector Autoregressive Model
by Takamitsu Kurita & Bent Nielsen
2004
- 2004-W30 Multipower Variation and Stochastic Volatility
by Ole Barndorff-Nielsen & Neil Shephard - 2004-W29 A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
by Ole Barndorff-Nielsen & Svend Erik Graversen & Jean Jacod & Mark Podolskij & Neil Shephard - 2004-W28 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2004-W27 Two Criteria for Social Decisions
by Marc Fleurbaey - 2004-W26 Some Implications of a Variable EIS
by Christopher Bliss - 2004-W25 Two sided analysis of variance with a latent time series
by Lars Hougaard Hansen & Bent Nielsen & Jens Perch Nielsen - 2004-W24 Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression
by Bent Nielsen & J. James Reade - 2004-W23 Iterative Dominance and Sequential Bargaining
by Christopher J. Tyson - 2004-W22 Estimating Time Demand Elasticities Under Rationing
by Victoria Prowse - 2004-W21 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
by Clive G. Bowsher - 2004-W20 Likelihood based inference for diffusion driven models
by Siddhartha Chib & Michael K Pitt & Neil Shephard - 2004-W19 Stochastic volatility with leverage: fast likelihood inference
by Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima - 2004-W18 The aggregate weak axiom in a financial economy through dominant substitution effects
by John Quah - 2004-W17 We Ran One Regression
by David F. Hendry & Hans-Martin Krolzig - 2004-W16 Parallel Computation in Econometrics: A Simplified Approach
by Jurgen A. Doornik & Neil Shephard & David F. Hendry - 2004-W15 Unpredictability and the Foundations of Economic Forecasting
by David F. Hendry - 2004-W14 Robustifying Forecasts from Equilibrium-Correction Models
by David F. Hendry - 2004-W13 Regression Models with Data-based Indicator Variables
by David F. Hendry & Carlos Santos - 2004-W12 Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes
by Guillaume Chevillon & David F. Hendry - 2004-W11 A note on the determinants of inflation starts in the OECD
by Christopher Bowdler & Luca Nunziata - 2004-W10 Testing for a time-varying price-cost markup in the Euro area inflation process
by Christopher Bowdler & Eilev S. Jansen - 2004-W09 Auctions: Theory and Practice
by Paul Klemperer - 2004-W08 Capital Accumulation and Growth: A New Look at the Empirical Evidence
by Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli - 2004-W07 The existence of equilibrium when excess demand obeys the weak axiom
by John K.-H. Quah - 2004-W06 Estimating Equivalence Scales for Tax and Benefits Systems
by John Muellbauer & Justin van de Ven - 2004-W05 Cancellation and Uncertainty Aversion on Limit Order Books
by Jeremy Large - 2004-W04 Regression Models with Data-based Indicator Variables
by David F. Hendry & Carlos Santos - 2004-W03 A Feasible Central Limit Theory for Realised Volatility Under Leverage
by Ole E. Barndorff-Nielsen & Neil Shephard - 2004-W02 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
by Charles S. Bos & Neil Shephard - 2004-W01 Comparative Statics with Concave and Supermodular Functions
by John K.-H. Quah
2003
- 2003-W23 Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
by Bent Nielsen - 2003-W22 Power of tests for unit roots in the presence of a linear trend
by Bent Nielsen - 2003-W21 Econometrics of testing for jumps in financial economics using bipower variation
by Ole E. Barndorff-Nielsen & Neil Shephard - 2003-W20 Multimodality in the GARCH Regression Model
by Jurgen A. Doornik & Marius Ooms - 2003-W19 Power variation & stochastic volatility: a review and some new results
by Ole E. Barndorff-Nielsen & Svend Erik Graversen & Neil Shephard - 2003-W17 Power and bipower variation with stochastic volatility and jumps
by Ole E. Barndorff-Nielsen & Neil Shephard - 2003-W16 Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals
by Peter Flaschel & Hans-Martin Krolzig - 2003-W15 General-to-Specific Model Selection Procedures for Structural Vector Autoregressions
by Hans-Martin Krolzig - 2003-W14 The Properties of Automatic Gets Modelling
by David Hendry & Hans-Martin Krolzig - 2003-W13 Comparison of Model Reduction Methods for VAR Processes
by Ralf Brüggemann & Hans-Martin Krolzig & Helmut Lütkepohl - 2003-W12 Impact of jumps on returns and realised variances: econometric analysis of time-deformed Levy processes
by Ole E. Barndorff-Nielsen & Neil Shephard - 2003-W11 Correlograms for non-stationary autoregressions
by Bent Nielsen - 2003-W10 Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview
by H. Peter Boswijk & Jurgen Doornik - 2003-W09 Risk Aversion over Incomes and Risk Aversion over Commodities
by Juan E. Martinez-Legaz & John K.-H. Quah - 2003-W07 The Evolution of Conflict under Inertia
by Thomas Norman - 2003-W06 The Evolution of Coordination under Inertia
by Thomas Norman - 2003-W05 Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
by Heino Bohn Nielsen & Christopher Bowdler - 2003-W04 Openness and the Output-Inflation Tradeoff
by Christopher Bowdler - 2003-W03 Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
by Clive G. Bowsher - 2003-W17 Sub-sample Model Selection Procedures in Gets Modelling
by David F. Hendry & Hans-Martin Krolzig
2002
- 2003-W02 Using and Abusing Economic Theory
by Paul Klemperer - 2002-W24 Power Variation and Time Change
by Ole E. Barndorff-Nielsen & Neil Shephard - 2002-W23 A Model of Jury Decisions Where All Jurors Have the Same Evidence
by Franz Dietrich & Christian List - 2002-W22 Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models
by Clive Bowsher - 2002-W21 Measuring and forecasting financial variability using realised variance with and without a model
by Ole E. Barndorff-Nielsen & Bent Nielsen & Neil Shephard & Carla Ysusi - 2002-W20 Some Observations on the British and German 3G Telecom Auctions
by Paul Klemperer - 2002-W19 Likelihood-based estimation of latent generalised ARCH structures
by Gabriele Fiorentini & Enrique Sentana & Neil Shephard - 2002-W18 Heterotic Models of Aggregate Demand
by Gael Giraud & John Quah - 2002-W17 Testing the Assumptions Behind the Use of Importance Sampling
by Siem Jan Koopman & Neil Shephard - 2002-W16 Unemployment, Labour Market Institutions and Shocks
by Luca Nunziata - 2002-W15 A Model of Path-Dependence in Decisions over Multiple Propositions
by Christian List - 2002-W14 Buyer Countervailing Power versus Monopoly Power: Evidence from Experimental Posted-Offer Markets
by Jim Engle-Warnick & Bradley Ruffle - 2002-W6 The Stationery Distribution of Wealth with Random Shocks
by Christopher Bliss - 2002-W3 The Law of Demand and Risk Aversion
by John Quah - 2002-W1 Dynamics of trade-by-trade price movements: decomposition and models
by Tina Hviid Rydberg & Neil Shephard
2001
- 2002-W13 Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
by Ole E. Barndorff-Nielsen & Neil Shephard - 2002-W12 Forecasting in the Presence of Structural Breaks and Policy Regime Shifts
by David Hendry & Grayham E. Mizon - 2002-W11 Economic Forecasting: Some Lessons from Recent Research
by David Hendry & Michael P. Clements - 2002-W10 Model Identification and Non-unique Structure
by David Hendry & Maozu Lu & Grayham E. Mizon - 2002-W9 Pooling of Forecasts
by David Hendry & Michael P. Clements - 2002-W7 Autoregressive conditional root model
by Anders Rahbek & Neil Shephard - 2002-W5 How (Not) to Run Auctions: the European 3G Telecom Auctions
by Paul Klemperer - 2002-W4 The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses
by Ken Binmore & Paul Klemperer - 2001-W29 Institutions and Wage Determination: a Multi-Country Approach
by Luca Nunziata - 2001-W28 Inferring Buyer Strategies and their Impact on Monopolist Pricing
by Jim Engle-Warnick & Bradley Ruffle - 2001-W27 Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models
by Jurgen A. Doornik & Marius Ooms - 2001-W26 Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes"
by Siddhartha Chib & Neil Shephard - 2001-W25 Some recent developments in stochastic volatility modelling
by Ole E. Barndorff-Nielsen & Elisa Nicolato & Neil Shephard - 2001-W24 Comparative Statics and Welfare Theorems When Goods Are Normal
by John Quah - 2001-W23 Complex Collective Decisions and the Probability of Collective Inconsistencies
by Christian List - 2001-W21 GMM Estimation of Empirical Growth Models
by Stephen Bond & Anke Hoeffler & Jonathan Temple - 2001-W20 Estimating quadratic variation using realised volatility
by Ole E. Barndorff-Nielsen & Neil Shephard - 2001-W19 IMF Conditionality
by Giulio Federico - 2001-W18 Realised power variation and stochastic volatility models
by Ole E. Barndorff-Nielsen & Neil Shephard - 2001-W17 Hyperbolic Discounting and Secondary Markets
by Volker Nocke & Martin Pietz - 2001-W16 How accurate is the asymptotic approximation to the distribution of realised volatility?
by Ole E. Barndorff-Nielsen & Neil Shephard - 2001-W15 The Fragility and Robustness of Trust
by Jim Engle-Warnick & Robert L. Slonim - 2001-W14 Inferring Strategies from Observed Actions: A Nonparametric, Binary Tree Classification Approach
by Jim Engle-Warnick - 2001-W13 Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments
by Jim Engle-Warnick & Robert L. Slonim - 2001-W12 Demand is heterogenous in grandmonts model
by John Quah - 2001-W11 A simple dynamic model for limited dependent variables
by Frank Gerhard - 2001-W10 Order determination in general vector autoregressions
by Bent Nielsen - 2001-W9 Asymptotic properties of least squares statistics in general vector autoregressive models
by Bent Nielsen - 2001-W8 Higher order variation and stochastic volatility models
by Ole E. Barndorff-Nielsen & Neil Shephard - 2001-W7 On Short-Term Contracts Regulations
by Luca Nunziata & Stefano Staffolani - 2001-W6 Normal modified stable processes
by Ole E. Barndorff-Nielsen & Neil Shephard - 2001-W3 Comparative Statics of the Weak Axiom
by John Quah - 2001-W2 Firm Level Investment and R&D in France and the United States: A Comparison
by Benoit Mulkay & Bronwyn H. Hall & Jacques Mairesse - 2001-W1 Integrated OU Processes
by Ole E. Barndorff-Nielsen & Neil Shephard
2000
- 2002-W8 Forecast Failure, Expectations Formation, and the Lucas Critique
by David Hendry - 2001-W5 Bidding in an electricity pay-as-bid auction
by Giulio Federico & David Rahman - 2001-W4 Econometric analysis of realised volatility and its use in estimating stochastic volatility models
by Ole E. Barndorff-Nielsen & Neil Shephard - 2000-w15 The Right Choice at the Right Time: a Herding Experiment in Endogenous Time
by Sgroi, D. - 2000-w14 Optimizing Information in the Herd: Guinea Pigs, Profit and Welfare
by Sgroi, D. - 2000-w13 Pro Arguments, Con Arguments and Status Quo Bias in Multi-Issue Decision Problems
by Spiegler, R. - 2000-w12 Weak Axiomatic Demand Theory
by Quah, J.K.-H.