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Publications

by members of

Department of Economics and Finance
Brunel University
Uxbridge, 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. This page is updated in the first days of each month.
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Working papers

Undated material is listed at the end

2016

  1. Bennett, John & Chioveanu, Ioana, 2016. "Pro-Consumer Price Ceilings under Regulatory Uncertainty," MPRA Paper 72161, University Library of Munich, Germany.
  2. Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016. "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," CESifo Working Paper Series 5716, CESifo Group Munich.
  3. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Mohammad Tajik, 2016. "The Bank Lending Channel in a Dual Banking System: Evidence from Malaysia," Discussion Papers of DIW Berlin 1557, DIW Berlin, German Institute for Economic Research.
  4. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz, 2016. "Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?," CESifo Working Paper Series 5965, CESifo Group Munich.
  5. Matthew Gould & Matthew Rablen, 2016. "Voluntary Disclosure Schemes for Offshore Tax Evasion: An Analysis," CESifo Working Paper Series 5750, CESifo Group Munich.
  6. Cabras, Stefano & Fidrmuc, Jan & de Dios Tena Horrillo, Juan, 2016. "Minimum wage and employment: Escaping the parametric straitjacket," Economics Discussion Papers 2016-17, Kiel Institute for the World Economy (IfW).
  7. Mauro Costantini & Iris Meco & Antonio Paradiso, 2016. "Common trends in the US state-level crime.What do panel data say?," Working Papers 2016:14, Department of Economics, University of Venice "Ca' Foscari".
  8. Guglielmo Maria Caporale & Alex Plastun, 2016. "Calendar Anomalies in the Ukrainian Stock Market," CESifo Working Paper Series 5877, CESifo Group Munich.
  9. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016. "Macro News and Exchange Rates in the BRICS," CESifo Working Paper Series 5748, CESifo Group Munich.
  10. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016. "Exchange Rates and Macro News in Emerging Markets," Discussion Papers of DIW Berlin 1558, DIW Berlin, German Institute for Economic Research.

2015

  1. Bennett, John & Chioveanu, Ioana, 2015. "The Optimal Minimum Wage with Regulatory Uncertainty," IZA Discussion Papers 9576, Institute for the Study of Labor (IZA).
  2. Ad hoc team of the European System of Central Banks & Beck, Roland & Beirne, John & Paternò, Francesco & Peeters, Jolanda & Ramos-Tallada, Julio & Rebillard, Cyril & Reinhardt, Dennis & Weissenseel, L, 2015. "The side effects of national financial sector policies: framing the debate on financial protectionism," Occasional Paper Series 166, European Central Bank.
  3. Marco D’Errico & Corrado Macchiarelli & Roberta Serafini, 2015. "Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries," LEQS – LSE 'Europe in Question' Discussion Paper Series 86, European Institute, LSE.
  4. Jan Fidrmuc & Cigdem Börke Tunali, 2015. "The Female Vote and the Rise of AKP in Turkey," CESifo Working Paper Series 5226, CESifo Group Munich.
  5. Jan Fidrmuc & Cigdem Börke Tunali, 2015. "Happiness and Religion," CESifo Working Paper Series 5437, CESifo Group Munich.
  6. Jan Fidrmuc & Sugata Ghosh & Weonho Yang, 2015. "Natural Disasters, Government Spending, and the Fiscal Multiplier," CESifo Working Paper Series 5665, CESifo Group Munich.
  7. Campos, Nauro F & Coricelli, Fabrizio & Moretti, Luigi, 2015. "Norwegian Rhapsody? The Political Economy Benefits of Regional Integration," IZA Discussion Papers 9098, Institute for the Study of Labor (IZA).
  8. Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015. "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," Discussion Papers of DIW Berlin 1519, DIW Berlin, German Institute for Economic Research.
  9. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015. "Macro News and Commodity Returns," Discussion Papers of DIW Berlin 1508, DIW Berlin, German Institute for Economic Research.
  10. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2015. "The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series 5407, CESifo Group Munich.
  11. Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015. "Spillovers between Food and Energy Prices and Structural Breaks," CESifo Working Paper Series 5282, CESifo Group Munich.
  12. Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez, 2015. "Loan Loss Provision: Some Empirical Evidence for Italian Banks," Discussion Papers of DIW Berlin 1459, DIW Berlin, German Institute for Economic Research.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015. "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," Discussion Papers of DIW Berlin 1505, DIW Berlin, German Institute for Economic Research.
  14. Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy, 2015. "How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China," Discussion Papers of DIW Berlin 1481, DIW Berlin, German Institute for Economic Research.
  15. Guglielmo Maria Caporale & Anamaria Sova & Robert Sova, 2015. "Trade Flows and Trade Specialisation: The Case of China," CESifo Working Paper Series 5217, CESifo Group Munich.
  16. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin 1444, DIW Berlin, German Institute for Economic Research.
  17. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015. "The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?," Discussion Papers of DIW Berlin 1458, DIW Berlin, German Institute for Economic Research.
  18. Guglielmo-Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015. "The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks," CESifo Working Paper Series 5630, CESifo Group Munich.

2014

  1. John Beirne & Christian Friedrich, 2014. "Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities," Staff Working Papers 14-31, Bank of Canada.
  2. Matthew Gould & Matthew D. Rablen, 2014. "Reform of the United Nations Security Council: Equity and Efficiency," CESifo Working Paper Series 4818, CESifo Group Munich.
  3. Nahla Samargandi & Jan Fidrmuc & Sugata Ghosh, 2014. "Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries," CESifo Working Paper Series 4743, CESifo Group Munich.
  4. Weonho Yang & Jan Fidrmuc & Sugata Ghosh, 2014. "Using Military Build-Ups to Capture Fiscal Shocks: A Reassessment," CESifo Working Paper Series 4689, CESifo Group Munich.
  5. Jan Fidrmuc & J. D. Tena, 2014. "Friday the 13th: The Empirics of Bad Luck," CESifo Working Paper Series 5026, CESifo Group Munich.
  6. Campos, Nauro F & Coricelli, Fabrizio & Moretti, Luigi, 2014. "Economic Growth and Political Integration: Estimating the Benefits from Membership in the European Union Using the Synthetic Counterfactuals Method," IZA Discussion Papers 8162, Institute for the Study of Labor (IZA).
  7. Campos, Nauro F & Karanasos, Menelaos G. & Tan, Bin, 2014. "From Riches to Rags, and Back? Institutional Change, Financial Development and Economic Growth in Argentina since the 1890s," IZA Discussion Papers 8654, Institute for the Study of Labor (IZA).
  8. Costantini, Mauro & Lupi, Claudio, 2014. "Identifying I(0) Series in Macro-panels: Are Sequential Panel Selection Methods Useful?," Economics & Statistics Discussion Papers esdp14073, University of Molise, Dept. EGSeI.
  9. Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
  10. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2014. "Forecast combinations in a DSGE-VAR lab," Economics Series 309, Institute for Advanced Studies.
  11. Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2014. "Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach," Discussion Papers of DIW Berlin 1394, DIW Berlin, German Institute for Economic Research.
  12. Menelaos Karanasos & Alexandros Paraskevopoulos & Faek Menla Ali & Michail Karoglou & Stavroula Yfanti, 2014. "Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach," Papers 1403.7179, arXiv.org.
  13. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Bond Yield Spreads in the Euro Area," CESifo Working Paper Series 5008, CESifo Group Munich.
  14. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis," CESifo Working Paper Series 4912, CESifo Group Munich.
  15. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2014. "Short-Term Price Overreaction: Identification, Testing, Exploitation," Discussion Papers of DIW Berlin 1423, DIW Berlin, German Institute for Economic Research.
  16. Guglielmo Maria Caporale & Marinko Skare, 2014. "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin 1395, DIW Berlin, German Institute for Economic Research.
  17. Guglielmo Maria Caporale & Stefano Di Colli & Roberto Di Salvo & Juan Sergio Lopez, 2014. "Local Banking and Local Economic Growth in Italy: Some Panel Evidence," Discussion Papers of DIW Berlin 1409, DIW Berlin, German Institute for Economic Research.
  18. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014. "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," Discussion Papers of DIW Berlin 1362, DIW Berlin, German Institute for Economic Research.
  19. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," CESifo Working Paper Series 4752, CESifo Group Munich.
  20. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014. "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series 4696, CESifo Group Munich.
  21. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2014. "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," Discussion Papers of DIW Berlin 1386, DIW Berlin, German Institute for Economic Research.

2013

  1. Beirne, John & Liu, Guy S. & Sun, Pei, 2013. "The performance impact of firm ownership transformation in China," Working Paper Series 1598, European Central Bank.
  2. Amedeo Piolatto & Matthew Rablen, 2013. "Prospect theory and tax evasion: a reconsideration of the Yitzhaki Puzzle," IFS Working Papers W13/25, Institute for Fiscal Studies.
  3. Matthew Gould & Matthew Rablen, 2013. "Equitable Representation in the Councils of the United Nations: Theory and Application," CESifo Working Paper Series 4519, CESifo Group Munich.
  4. Ted Aranki & Corrado Macchiarelli, 2013. "Employment Duration and Shifts into Retirement in the EU," LEQS – LSE 'Europe in Question' Discussion Paper Series 58, European Institute, LSE.
  5. Macchiarelli, Corrado, 2013. "GDP-Inflation cyclical similarities in the CEE countries and the euro area," Working Paper Series 1552, European Central Bank.
  6. Paul De Grauwe & Corrado Macchiarelli, 2013. "Animal Spirits and Credit Cycles," CESifo Working Paper Series 4480, CESifo Group Munich.
  7. Ward-Warmedinger, Melanie E. & Macchiarelli, Corrado, 2013. "Transitions in Labour Market Status in the EU," IZA Discussion Papers 7814, Institute for the Study of Labor (IZA).
  8. Melanie Ward-Warmedinger & Corrado Macchiarelli, 2013. "Transitions in labour market status in the European Union," LEQS – LSE 'Europe in Question' Discussion Paper Series 69, European Institute, LSE.
  9. Jan Fidrmuc & J. D. Tena, 2013. "National minimum wage and employment of young workers in the UK," Discussion Papers 12, Central European Labour Studies Institute (CELSI).
  10. Jan Fidrmuc & Jarko Fidrmuc & Shuo Huang, 2013. "Whither China? Reform and Economic Integration among Chinese Regions," CESifo Working Paper Series 4220, CESifo Group Munich.
  11. Jan Fidrmuc & Elira Karaja, 2013. "Uncertainty, Informational Spillovers and Policy Reform: A Gravity Model Approach," CEDI Discussion Paper Series 13-04, Centre for Economic Development and Institutions(CEDI), Brunel University.
  12. Jan Fidrmuc, 2013. "Political Economy of Fiscal Unions," CEDI Discussion Paper Series 13-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
  13. Weonho Yang & Jan Fidrmuc & Sugata Ghosh, 2013. "Macroeconomic Effects of Fiscal Adjustment: A Tale of two Approaches," CESifo Working Paper Series 4401, CESifo Group Munich.
  14. Jan Fidrmuc & Shuo Huang, 2013. "Unemployment, Growth and Speed of Transition in China," CESifo Working Paper Series 4410, CESifo Group Munich.
  15. Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013. "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," CESifo Working Paper Series 4189, CESifo Group Munich.
  16. Bruno, Randolph Luca & Campos, Nauro F, 2013. "Reexamining the Conditional Effect of Foreign Direct Investment," IZA Discussion Papers 7458, Institute for the Study of Labor (IZA).
  17. Costantini, M. & Fragetta, M. & Melina, G., 2013. "Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective," Working Papers 13/15, Department of Economics, City University London.
  18. Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2013. "Exchange Rate Uncertainty and International Portfolio Flows," CESifo Working Paper Series 4234, CESifo Group Munich.
  19. Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," Discussion Papers of DIW Berlin 1300, DIW Berlin, German Institute for Economic Research.
  20. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013. "The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model," Discussion Papers of DIW Berlin 1288, DIW Berlin, German Institute for Economic Research.
  21. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin 1279, DIW Berlin, German Institute for Economic Research.
  22. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory and Fractional Integration in High Frequency Data on the US Dollar / British Pound Spot Exchange Rate," Discussion Papers of DIW Berlin 1294, DIW Berlin, German Institute for Economic Research.
  23. Luca Agnello & Guglielmo Maria Caporale & Ricardo M. Sousa, 2013. "Fiscal Adjustment and Business Cycle Synchronization," Discussion Papers of DIW Berlin 1339, DIW Berlin, German Institute for Economic Research.
  24. Guglielmo Maria Caporale & Roberta De Santis & Alessandro Girardi, 2013. "Trade Intensity And Output Synchronisation: On The Endogeneity Properties Of Emu," Working Papers LuissLab 13105, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  25. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2013. "Testing Unemployment Theories: A Multivariate Long Memory Approach," Discussion Papers of DIW Berlin 1345, DIW Berlin, German Institute for Economic Research.
  26. Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013. "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin 1309, DIW Berlin, German Institute for Economic Research.
  27. Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013. "Long memory in the ukrainian stock market and financial crises," MPRA Paper 59061, University Library of Munich, Germany.

2012

  1. Iana Liadze & Professor E. Philip Davis, 2012. "Modelling and simulating the banking sectors of the US, Germany and the UK," NIESR Discussion Papers 396, National Institute of Economic and Social Research.
  2. Beirne, John & Gieck, Jana, 2012. "Interdependence and contagion in global asset markets," Working Paper Series 1480, European Central Bank.
  3. Beirne, John & Fratzscher, Marcel, 2012. "The Pricing of Sovereign Risk and Contagion during the European Sovereign Debt Crisis," CEPR Discussion Papers 9249, C.E.P.R. Discussion Papers.
  4. Bennett, John & Rablen, Matthew D., 2012. "Self-Employment, Wage Employment and Informality in a Developing Economy," IZA Discussion Papers 6406, Institute for the Study of Labor (IZA).
  5. Axel Dreher & Matthew Gould & Matthew Rablen & James Raymond Vreeland, 2012. "The Determinants of Election to the United Nations Security Council," CESifo Working Paper Series 3902, CESifo Group Munich.
  6. Olaf J. de Groot & Matthew D. Rablen & Anja Shortland, 2012. "Barrgh-gaining with Somali Pirates," Economics of Security Working Paper Series 74, DIW Berlin, German Institute for Economic Research.
  7. Jan Fidrmuc & Elira Karaja & Ariane Tichit, 2012. "Reform, Uncertainty and Spillovers - A Gravity Model Approach," CESifo Working Paper Series 3745, CESifo Group Munich.
  8. Jan Fidrmuc & Ariane Tichit, 2012. "How I Learned to Stop Worrying and Love the Crisis," CESifo Working Paper Series 3720, CESifo Group Munich.
  9. Jan Fidrmuc, 2012. "How Persistent is Social Capital?," CEDI Discussion Paper Series 12-04, Centre for Economic Development and Institutions(CEDI), Brunel University.
  10. Tena, Juan de Dios & Fidrmuc, Jan, 2012. "National minimum wage and labour market outcomes of young workers," DES - Working Papers. Statistics and Econometrics. WS ws121209, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Weonho Yang & Jan Fidrmuc & Sugata Ghosh, 2012. "Macroeconomic Effects of Government Spending Shocks: New Evidence Using Natural Distaster Relief in Korea," CEDI Discussion Paper Series 12-05, Centre for Economic Development and Institutions(CEDI), Brunel University.
  12. Weonho Yang & Jan Fidrmuc & Sugata Ghosh, 2012. "Government Spending Shocks and the Multiplier: New Evidence from the U.S. Based on Natural Disasters," CESifo Working Paper Series 4005, CESifo Group Munich.
  13. Ray Barrell & Dilruba Karim, 2012. "What should we do about (Macro) Pru? Macro Prudential Policy and Credit," FMG Special Papers sp217, Financial Markets Group.
  14. Campos, Nauro F & Horváth, Roman, 2012. "On the Reversibility of Structural Reforms," IZA Discussion Papers 6522, Institute for the Study of Labor (IZA).
  15. Campos, Nauro F & Nugent, Jeffrey B., 2012. "The Dynamics of the Regulation of Labor in Developing and Developed Countries since 1960," IZA Discussion Papers 6881, Institute for the Study of Labor (IZA).
  16. Fabrizio Coricelli & Nauro Campos, 2012. "Financial liberalization and reversals: political and economic determinants," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00818420, HAL.
  17. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2012. "A copula-based analysis of false discovery rate control under dependence assumptions," Economics & Statistics Discussion Papers esdp12065, University of Molise, Dept. EGSeI.
  18. Guglielmo Maria Caporale & Mauro Costantini & Antonio Paradiso, 2012. "Re-examining the Decline in the US Saving Rate: The Impact of Mortgage Equity Withdrawal," CESifo Working Paper Series 3897, CESifo Group Munich.
  19. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2012. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System," Economics Series 292, Institute for Advanced Studies.
  20. Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo, 2012. "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model," Department of Economics Working Papers 2012-07, Universidad Torcuato Di Tella.
  21. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in US Hours Worked," Discussion Papers of DIW Berlin 1200, DIW Berlin, German Institute for Economic Research.
  22. Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
  23. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series 4035, CESifo Group Munich.
  24. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Persistence in Youth Unemployment," CESifo Working Paper Series 3961, CESifo Group Munich.
  25. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012. "Long Memory in German Energy Price Indices," CESifo Working Paper Series 3935, CESifo Group Munich.
  26. Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012. "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin 1247, DIW Berlin, German Institute for Economic Research.
  27. Guglielmo Maria Caporale & Alessandro Girardi, 2012. "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," Discussion Papers of DIW Berlin 1254, DIW Berlin, German Institute for Economic Research.
  28. Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," MPRA Paper 37954, University Library of Munich, Germany.
  29. Carlos P. Barros & Guglielmo M. Caporale, 2012. "Banking Consolidation in Nigeria," CEsA Working Papers 2012/99, CEsA Centre of African and Development Studies.

2011

  1. Dr Dilruba Karim & Dr Tatiana Fic & Ray Barrell & Professor E. Philip Davis, 2011. "TIER 2 Capital and Bank Behaviour," NIESR Discussion Papers 375, National Institute of Economic and Social Research.
  2. Ioana Chioveanu & Ugur Akgun, 2011. "Loyalty discounts," Working Papers. Serie AD 2011-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Ioanna Chioveanu & Jidong Zhou, 2011. "Price Competition with Consumer Confusion," Working Papers 11-19, New York University, Leonard N. Stern School of Business, Department of Economics.
  4. Beirne, John & Dalitz, Lars & Ejsing, Jacob & Grothe, Magdalena & Manganelli, Simone & Monar, Fernando & Sahel, Benjamin & Sušec, Matjaž & Tapking, Jens & Vong, Tana, 2011. "The impact of the Eurosystem's covered bond purchase programme on the primary and secondary markets," Occasional Paper Series 122, European Central Bank.
  5. Olaf J. de Groot & Matthew D. Rablen & Anja Shortland, 2011. "Gov-aargh-nance - "even criminals need law and order"," CEDI Discussion Paper Series 11-01, Centre for Economic Development and Institutions(CEDI), Brunel University.
  6. Macchiarelli, Corrado, 2011. "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series 1404, European Central Bank.
  7. Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
  8. Jan Fidrmuc, 2011. "The economics of multilingualism in the EU," CEDI Discussion Paper Series 11-04, Centre for Economic Development and Institutions(CEDI), Brunel University.
  9. Costantini, Mauro & Lupi, Claudio, 2011. "A Simple Panel-CADF Test for Unit Roots," Economics Series 261, Institute for Advanced Studies.
  10. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2011. "FDR Control in the Presence of an Unknown Correlation Structure," Economics & Statistics Discussion Papers esdp11059, University of Molise, Dept. EGSeI.
  11. Costantini, Mauro & Kunst, Robert M., 2011. "On the Usefulness of the Diebold-Mariano Test in the Selection of Prediction Models," Economics Series 276, Institute for Advanced Studies.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Persistence and Cyclical Dependence in the Monthly Euribor Rate," CESifo Working Paper Series 3653, CESifo Group Munich.
  13. Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System," CESifo Working Paper Series 3525, CESifo Group Munich.
  14. Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2011. "Sources of Real Exchange Rate Volatility and International Financial Integration: A Dynamic GMM Panel Approach," CESifo Working Paper Series 3645, CESifo Group Munich.
  15. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Long Memory and Fractional Integration in High-Frequency British Pound / Dollar Spot Exchange Rates," Faculty Working Papers 02/11, School of Economics and Business Administration, University of Navarra.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Faculty Working Papers 04/11, School of Economics and Business Administration, University of Navarra.
  17. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "Fractional Integration and Cointegration in US Financial Time Series Data," Discussion Papers of DIW Berlin 1116, DIW Berlin, German Institute for Economic Research.
  18. Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Fiscal Spillovers in the Euro Area," CESifo Working Paper Series 3693, CESifo Group Munich.
  19. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011. "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," Faculty Working Papers 03/11, School of Economics and Business Administration, University of Navarra.
  20. Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2011. "The Euro Changeover and Price Adjustments in Italy," Discussion Papers of DIW Berlin 1114, DIW Berlin, German Institute for Economic Research.
  21. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2011. "Europe Agreements and Trade Balance: Evidence from Four New EU Members," CESifo Working Paper Series 3340, CESifo Group Munich.
  22. Guglielmo Maria Caporale & Ricardo M. Souza, 2011. "Are Stock and Housing Returns Complements or Substitutes?: Evidence from OECD Countries," Discussion Papers of DIW Berlin 1158, DIW Berlin, German Institute for Economic Research.
  23. Guglielmo Maria Caporale & Ricardo M. Sousa, 2011. "Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets," CESifo Working Paper Series 3601, CESifo Group Munich.
  24. Guglielmo Maria Caporale & Marinko Škare, 2011. "Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel," CESifo Working Paper Series 3502, CESifo Group Munich.

2010

  1. E. Philip Davis, 2010. "Asset Prices and Real Economic Activity," OECD Economics Department Working Papers 764, OECD Publishing.
  2. Professor E. Philip Davis, 2010. "Policy Efficacy in the Crisis, Exit Strategies and the Return of Growth," NIESR Discussion Papers 364, National Institute of Economic and Social Research.
  3. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "The Effects of Banking Crises on Potential Output in OECD Countries," NIESR Discussion Papers 358, National Institute of Economic and Social Research.
  4. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "Was the subprime crisis unique? An analysis of the factors that help predict banking crises in OECD countries," NIESR Discussion Papers 363, National Institute of Economic and Social Research.
  5. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "Calibrating macroprudential policy," NIESR Discussion Papers 354, National Institute of Economic and Social Research.
  6. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "Evaluating off-balance sheet exposures in banking crisis determination models," NIESR Discussion Papers 357, National Institute of Economic and Social Research.
  7. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010. "The impact of global imbalances: Does the current account balance help to predict banking crises in OECD countries?," NIESR Discussion Papers 351, National Institute of Economic and Social Research.
  8. John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2010. "Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," Discussion Papers of DIW Berlin 1029, DIW Berlin, German Institute for Economic Research.
  9. Natan P. Epstein & Corrado Macchiarelli, 2010. "Estimating Poland's Potential Output; A Production Function Approach," IMF Working Papers 10/15, International Monetary Fund.
  10. Bruszt, László & Campos, Nauro F & Fidrmuc, Jan & Roland, Gérard, 2010. "Civil Society, Institutional Change and the Politics of Reform: The Great Transition," CEPR Discussion Papers 7825, C.E.P.R. Discussion Papers.
  11. Victor Ginsburgh & Jan Fidrmuc & Shlomo Weber, 2010. "Can the provisions of the Lisbon Treaty help alleviating the burden of multilingualism in Europe? Some possible Scenarios," ULB Institutional Repository 2013/152114, ULB -- Universite Libre de Bruxelles.
  12. Campos, Nauro F & Estrin, Saul & Proto, Eugenio, 2010. "Corruption as a Barrier to Entry: Theory and Evidence," IZA Discussion Papers 5243, Institute for the Study of Labor (IZA).
  13. Campos, Nauro F & Dimova, Ralitza & Saleh, Ahmad, 2010. "Whither Corruption? A Quantitative Survey of the Literature on Corruption and Growth," IZA Discussion Papers 5334, Institute for the Study of Labor (IZA).
  14. Nauro Campos & Fabrizio Coricelli, 2010. "Financial Liberalization, Elite Heterogeneity and Political Reform," PSE - G-MOND WORKING PAPERS halshs-00967428, HAL.
  15. Panicos Demetriades & Mauro Costantini & Gregory James & Kevin Lee, 2010. "Financial Restraints and Private Investment: Evidence from a Nonstationary Panel," Discussion Papers in Economics 10/06, Department of Economics, University of Leicester.
  16. Costantini, Mauro & Gunter, Ulrich & Kunst, Robert M., 2010. "Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE System," Economics Series 251, Institute for Advanced Studies.
  17. Sugata Ghosh & Kyriakos C. Neanidis, 2010. "Corruption, Fiscal Policy, and Growth: A Unified Approach," Centre for Growth and Business Cycle Research Discussion Paper Series 140, Economics, The Univeristy of Manchester.
  18. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2010. "State-Dependent Threshold STAR Models," UFAE and IAE Working Papers 818.10, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  19. Martín Solá & Zacharias Psaradakis & Fabio Spagnolo & Nicola Spagnolo, 2010. "Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities," Department of Economics Working Papers 2010-12, Universidad Torcuato Di Tella.
  20. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010. "Pollution Abatement And Control Expenditure In Romania: A Multilevel Analysis," William Davidson Institute Working Papers Series wp994, William Davidson Institute at the University of Michigan.
  21. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010. "Environmental Regulation and Competitiveness: Evidence from Romania," William Davidson Institute Working Papers Series wp995, William Davidson Institute at the University of Michigan.
  22. Guglielmo Maria Caporale & Alessandro Girardi, 2010. "Price Formation on the EuroMTS Platform," Discussion Papers of DIW Berlin 977, DIW Berlin, German Institute for Economic Research.
  23. Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010. "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," Discussion Papers of DIW Berlin 1080, DIW Berlin, German Institute for Economic Research.
  24. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin 1016, DIW Berlin, German Institute for Economic Research.
  25. Guglielmo Maria Caporale & Nicola Spagnolo, 2010. "Stock Market Integration between three CEECs, Russia and the UK," CESifo Working Paper Series 2978, CESifo Group Munich.
  26. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin 981, DIW Berlin, German Institute for Economic Research.
  27. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "The Weekly Structure of US Stock Prices," Discussion Papers of DIW Berlin 1077, DIW Berlin, German Institute for Economic Research.
  28. Guglielmo Maria Caporale & Davide Ciferri & Allessandro Girardi, 2010. "Time-Varying Spot and Futures Oil Price Dynamics," Discussion Papers of DIW Berlin 988, DIW Berlin, German Institute for Economic Research.
  29. Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010. "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," Discussion Papers of DIW Berlin 1009, DIW Berlin, German Institute for Economic Research.
  30. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin 1006, DIW Berlin, German Institute for Economic Research.
  31. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2010. "Determinants of Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis," CESifo Working Paper Series 3255, CESifo Group Munich.

2009

  1. E. Philip Davis, 2009. "Financial Stability in the United Kingdom: Banking on Prudence," OECD Economics Department Working Papers 717, OECD Publishing.
  2. Ray Barrell & E Philip Davis & Tatiana Fic & Dawn Holland & Simon Kirby & Iana Liadze, 2009. "Optimal Regulation of Bank Capital and Liquidity: How to Calibrate New International Standards," Occasional Papers 38, Financial Services Authority.
  3. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," NIESR Discussion Papers 330, National Institute of Economic and Social Research.
  4. Chioveanu, Ioana & Zhou, Jidong, 2009. "Price Competition and Consumer Confusion," MPRA Paper 17340, University Library of Munich, Germany.
  5. Chioveanu, Ioana, 2009. "Price and Quality Competition," MPRA Paper 21647, University Library of Munich, Germany, revised 01 Feb 2010.
  6. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series 2794, CESifo Group Munich.
  7. Beirne, John & Bijsterbosch, Martin, 2009. "Exchange Rate Pass-through in Central and Eastern European Member States," Working Paper Series 1120, European Central Bank.
  8. Md Shoaib Ahmed, Shoaib, 2009. "“Exchange Rate Volatility and International Trade Growth: Evidence from Bangladesh”," MPRA Paper 19466, University Library of Munich, Germany.
  9. Ahmed, Md Shoaib, 2009. "An Empirical Study on Exchange Rate Volatility and it Impacts on Bilateral Export Growth: Evidence from Bangladesh," MPRA Paper 19567, University Library of Munich, Germany.
  10. Belot, Michèle & Fidrmuc, Jan, 2009. "Anthropometry of Love: Height and Gender Asymmetries in Interethnic Marriages," CEPR Discussion Papers 7146, C.E.P.R. Discussion Papers.
  11. Fidrmuc, Jan & Fidrmuc, Jarko, 2009. "Foreign Languages and Trade," CEPR Discussion Papers 7228, C.E.P.R. Discussion Papers.
  12. Ariane Tichit & Fidrmuc Jan, 2009. "Mind the Break! Accounting for Changing Patterns of Growth during Transition", Economic Systems," Post-Print hal-00437718, HAL.
  13. Campos, Nauro F & Gassebner, Martin, 2009. "International Terrorism, Political Instability and the Escalation Effect," CEPR Discussion Papers 7226, C.E.P.R. Discussion Papers.
  14. Campos, Nauro F & Coricelli, Fabrizio, 2009. "Financial Liberalization and Democracy: The Role of Reform Reversals," IZA Discussion Papers 4338, Institute for the Study of Labor (IZA).
  15. Campos, Nauro F & Saleh, Ahmad & Kuzeyev, Vitaliy S., 2009. "Dynamic Ethnic Fractionalization and Economic Growth in the Transition Economies from 1989 to 2007," IZA Discussion Papers 4597, Institute for the Study of Labor (IZA).
  16. Campos, Nauro F. & Saleh, Ahmad & Kuzeyev, Vitaliy S., 2009. "Dynamic Ethnic Fractionalization and Economic Growth," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 30, Verein für Socialpolitik, Research Committee Development Economics.
  17. Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin, 2009. "From Riches to Rags, and Back? Explaining the Growth Trajectory of Argentina since the 1890s," Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 37, Verein für Socialpolitik, Research Committee Development Economics.
  18. Coppier, Raffaella & Costantini, Mauro & Piga, Gustavo, 2009. "Do "Clean Hands" Ensure Healthy Growth? Theory and Practice in the Battle Against Corruption," Economics Series 238, Institute for Advanced Studies.
  19. Costantini, Mauro & Pappalardo, Carmine, 2009. "A Hierarchical Procedure for the Combination of Forecasts ; This is a revised version of Working Paper 228, Economics Series, October 2008, which includes some changes. The most important change regar," Economics Series 240, Institute for Advanced Studies.
  20. Costantini, Mauro & Kunst, Robert M., 2009. "Combining Forecasts Based on Multiple Encompassing Tests in a Macroeconomic Core System," Economics Series 243, Institute for Advanced Studies.
  21. Westerlund, Joakim & Costantini, Mauro & Narayan, Paresh & Popp, Stephan, 2009. "Seasonal Unit Root Tests for Trending and Breaking Series with Application to Industrial Production," Working Papers in Economics 377, University of Gothenburg, Department of Economics.
  22. Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio, 2009. "A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case," Economics & Statistics Discussion Papers esdp09055, University of Molise, Dept. EGSeI.
  23. Roy Cerqueti & Mauro Costantini & Luciano Gutierrez, 2009. "New panel tests to assess inflation persistence," Working Papers 54-2009, Macerata University, Department of Finance and Economic Sciences, revised Oct 2009.
  24. Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2009. "Contemporaneous-Threshold Smooth Transition GARCH Models," Department of Economics Working Papers 2009-06, Universidad Torcuato Di Tella.
  25. Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009. "A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets," Cardiff Economics Working Papers E2009/2, Cardiff University, Cardiff Business School, Economics Section, revised Jul 2009.
  26. Arghyrou, Michael G & Gregoriou, Andros & Pourpourides, Panayiotis M., 2009. "Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area," Cardiff Economics Working Papers E2009/23, Cardiff University, Cardiff Business School, Economics Section.
  27. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009. "Determinants Of Pollution Abatement And Control Expenditure: Evidence From Romania," William Davidson Institute Working Papers Series wp945, William Davidson Institute at the University of Michigan.
  28. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Discussion Papers of DIW Berlin 879, DIW Berlin, German Institute for Economic Research.
  29. Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009. "Rating Assignments: Lessons from International Banks," Discussion Papers of DIW Berlin 868, DIW Berlin, German Institute for Economic Research.
  30. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009. "Selectivity, Market Timing and the Morningstar Star-Rating System," CESifo Working Paper Series 2580, CESifo Group Munich.
  31. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin 891, DIW Berlin, German Institute for Economic Research.
  32. Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2009. "International Financial Integration and Real Exchange Rate Long-Run Dynamics in Emerging Countries: Some Panel Evidence," Discussion Papers of DIW Berlin 941, DIW Berlin, German Institute for Economic Research.
  33. Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," Discussion Papers of DIW Berlin 909, DIW Berlin, German Institute for Economic Research.
  34. Christophe RAULT & Guglielmo Maria CAPORALE & Thouraya HADJ AMOR, 2009. "International Financial Integration And Real Exchange Rate Long-Run Dynamics In Emerging Countries," William Davidson Institute Working Papers Series wp970, William Davidson Institute at the University of Michigan.
  35. Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009. "Testing for Convergence in Stock Markets: A Non-linear Factor Approach," Discussion Papers of DIW Berlin 932, DIW Berlin, German Institute for Economic Research.
  36. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009. "Financial Development and Economic Growth: Evidence from Ten New EU Members," Discussion Papers of DIW Berlin 940, DIW Berlin, German Institute for Economic Research.
  37. Christophe Rault & Guglielmo Maria Caporale & Robert Sova & Anamaria Sova, 2009. "Trade Specialisation And Economic Convergence: Evidence From Two Eastern European Countries," William Davidson Institute Working Papers Series wp959, William Davidson Institute at the University of Michigan.
  38. Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009. "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin 906, DIW Berlin, German Institute for Economic Research.

2008

  1. Ray Barrell & Professor E. Philip Davis, 2008. "Consumer confidence indices and short-term forecasting of consumption," NIESR Discussion Papers 304, National Institute of Economic and Social Research.
  2. Guglielmo Maria Caporale & Marianne Schulze-Ghattas & John Beirne & Nicola Spagnolo, 2008. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," IMF Working Papers 08/286, International Monetary Fund.
  3. Jan Fidrmuc & Victor Ginsburgh & Shlomo Weber, 2008. "Voting on the Choice of Core Languages in the European UnionÂ," Working Papers 005-08, International School of Economics at TSU, Tbilisi, Republic of Georgia.
  4. Yuko Kinoshita & Nauro F. Campos, 2008. "Foreign Direct Investment and Structural Reforms; Evidence from Eastern Europe and Latin America," IMF Working Papers 08/26, International Monetary Fund.
  5. Campos, Nauro F & Leite Barbosa, Renata, 2008. "Paintings and Numbers: An Econometric Investigation of Sales Rates, Prices and Returns in Latin American Art Auctions," IZA Discussion Papers 3445, Institute for the Study of Labor (IZA).
  6. Nauro F. Campos & Francesco Giovannoni, 2008. "Lobbying, Corruption and Other Banes," CEDI Discussion Paper Series 08-16, Centre for Economic Development and Institutions(CEDI), Brunel University.
  7. Campos, Nauro F & Karanasos, Menelaos G. & Tan, Bin, 2008. "Two to Tangle: Financial Development, Political Instability and Economic Growth in Argentina (1896–2000)," IZA Discussion Papers 3752, Institute for the Study of Labor (IZA).
  8. Campos, Nauro F & Dabušinskas, Aurelijus, 2008. "So Many Rocket Scientists, So Few Marketing Clerks: Estimating the Effects of Economic Reform on Occupational Mobility in Estonia," IZA Discussion Papers 3886, Institute for the Study of Labor (IZA).
  9. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2008. "Change in persistence tests for panels: An update and some new results," Economics & Statistics Discussion Papers esdp08043, University of Molise, Dept. EGSeI.
  10. Costantini, Mauro & Pappalardo, Carmine, 2008. "Combination of Forecast Methods Using Encompassing Tests. An Algorithm-Based Procedure ; For the revised version of this paper, see Working Paper 240, Economics Series, June 2009, which includes some ," Economics Series 228, Institute for Advanced Studies.
  11. Sarmistha Pal & Sugata Ghosh, 2008. "The Elite and the Marginalised: an Analysis of Public Spending on Mass Education in the Indian States," CEDI Discussion Paper Series 08-15, Centre for Economic Development and Institutions(CEDI), Brunel University.
  12. Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova, 2008. "On the Trade Balance Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," Post-Print halshs-00363699, HAL.
  13. Guglielmo Maria Caporale & Christophe Rault & Ana Maria Sova & Robert Sova, 2008. "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," Post-Print halshs-00363693, HAL.
  14. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series 2444, CESifo Group Munich.
  15. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series 2228, CESifo Group Munich.
  16. Guglielmo Maria Caporale & Mario Cerrato, 2008. "Using Chebyshev Polynomials to Approximate Partial Differential Equations," CESifo Working Paper Series 2308, CESifo Group Munich.
  17. Guglielmo Maria Caporale & Mario Cerrato, 2008. "Chebyshev polynomial approximation to approximate partial differential equations," Working Papers 2008_16, Business School - Economics, University of Glasgow.
  18. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008. "Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach," CESifo Working Paper Series 2359, CESifo Group Munich.
  19. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers 11/08, School of Economics and Business Administration, University of Navarra.
  20. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008. "Fractional integration and data frequency," Faculty Working Papers 10/08, School of Economics and Business Administration, University of Navarra.

2007

  1. E. Philip Davis & Sybille Grob & Leo de Haan, 2007. "Pension fund finance and sponsoring companies: empirical evidence on theoretical hypotheses," DNB Working Papers 158, Netherlands Central Bank, Research Department.
  2. Ramón Faulí-Oller & Ioana Chioveanu & Joel Sandonís & Juana Santamaria-Garcia, 2007. "Atm Surcharges: Effects On Deployment And Welfare," Working Papers. Serie AD 2007-12, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Rablen, Matthew D. & Oswald, Andrew J., 2007. "Mortality and Immortality," The Warwick Economics Research Paper Series (TWERPS) 785, University of Warwick, Department of Economics.
  4. Fidrmuc, Jan & Ginsburgh, Victor & Weber, Shlomo, 2007. "Ever Closer Union or Babylonian Discord? The Official-language Problem in the European Union," CEPR Discussion Papers 6367, C.E.P.R. Discussion Papers.
  5. Jan Fidrmuc & Peter Huber, 2007. "The Willingness to Migrate in the CEECs. Evidence from the Czech Republic," WIFO Working Papers 286, WIFO.
  6. Jan Fidrmuc & Klarita Gërxhani, 2007. "Mind the Gap! Social Capital, East and West," CEDI Discussion Paper Series 07-10, Centre for Economic Development and Institutions(CEDI), Brunel University.
  7. Jan Fidrmuc & Victor Ginsburgh & Schlomo Weber, 2007. "Ever Closer Union or Babylonian Discord?," William Davidson Institute Working Papers Series wp887, William Davidson Institute at the University of Michigan.
  8. Babetskii, Ian & Campos, Nauro F, 2007. "Does Reform Work? An Econometric Examination of the Reform-Growth Puzzle," IZA Discussion Papers 2638, Institute for the Study of Labor (IZA).
  9. Campos, Nauro F & Jolliffe, Dean, 2007. "Earnings, Schooling and Economic Reform: Econometric Evidence from Hungary (1986-2004)," IZA Discussion Papers 2678, Institute for the Study of Labor (IZA).
  10. Campos, Nauro F & Kuzeyev, Vitaliy S., 2007. "On the Dynamics of Ethnic Fractionalization," IZA Discussion Papers 2822, Institute for the Study of Labor (IZA).
  11. Babetskii, Ian & Campos, Nauro F., 2007. "Does reform work? An econometric examination of the reform-growth puzzle," BOFIT Discussion Papers 13/2007, Bank of Finland, Institute for Economies in Transition.
  12. Campos, Nauro F & Karanasos, Menelaos, 2007. "Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000," CEPR Discussion Papers 6524, C.E.P.R. Discussion Papers.
  13. Nauro Campos & Menelaos Karanasos, 2007. "Growth, Volatility & Political Instability: Non Linear Time Series Evidence for Argentina 1896-2000," William Davidson Institute Working Papers Series wp891, William Davidson Institute at the University of Michigan.
  14. Mauro Costantini & Roy Cerqueti, 2007. "Non parametric Fractional Cointegration Analysis," ISAE Working Papers 78, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  15. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. EGSeI.
  16. Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano, 2007. "Change in persistence tests for panels," Economics & Statistics Discussion Papers esdp07040, University of Molise, Dept. EGSeI.
  17. Mauro Costantini & Sergio de Nardis, 2007. "Estimates of Structural Changes in the Wage Equation:Some Evidence for Italy," ISAE Working Papers 86, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  18. Pal, Sarmistha & Ghosh, Sugata, 2007. "Elite Dominance and Under-Investment in Mass Education: Disparity in the Social Development of the Indian States, 1960-92," IZA Discussion Papers 2852, Institute for the Study of Labor (IZA).
  19. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2007. "Multivariate contemporaneous threshold autoregressive models," Working Papers 2007-019, Federal Reserve Bank of St. Louis.
  20. Andros Gregoriou, 2007. "The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange," Money Macro and Finance (MMF) Research Group Conference 2006 76, Money Macro and Finance Research Group.
  21. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers 2007_13, Business School - Economics, University of Glasgow.
  22. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Business School - Economics, University of Glasgow.
  23. Guglielmo Maria Caporale & Yannis Georgellis & Nicholas Tsitsianis & Ya Ping Yin, 2007. "Income and Happiness across Europe: Do Reference Values Matter?," CESifo Working Paper Series 2146, CESifo Group Munich.
  24. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Identification of Segments of European Banks with a Latent Class Frontier Model," CESifo Working Paper Series 2110, CESifo Group Munich.
  25. Guglielmo Maria, Caporale & Alexandros , Kontonikas, 2007. "The Euro and Inflation Uncertainty in the European Monetary Union," CELPE Discussion Papers 101, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
  26. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series 1950, CESifo Group Munich.
  27. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007. "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series 1989, CESifo Group Munich.

2006

  1. R. Sean Craig & E. Philip Davis & Antonio Garcia Pascual, 2006. "Sources Of Pro-Cyclicality In East Asian Financial Systems," Economics and Finance Discussion Papers 06-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Beirne, John & Campos, Nauro F, 2006. "Educational Inputs and Outcomes Before the Transition from Communism," IZA Discussion Papers 2502, Institute for the Study of Labor (IZA).
  3. Peter Huber & Jan Fidrmuc, 2006. "Who Is Willing to Migrate in the CEECS? Evidence From the Czech Republic," ERSA conference papers ersa06p471, European Regional Science Association.
  4. John Hunter & Natalia Isachenkova, 2006. "Aggregate Economy Risk And Company Failure: An Examination Of Uk Quoted Firms," Economics and Finance Discussion Papers 06-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Campos, Nauro F & Horváth, Roman, 2006. "Reform Redux: Measurement, Determinants and Reversals," IZA Discussion Papers 2093, Institute for the Study of Labor (IZA).
  6. Campos, Nauro F & Hsiao, Cheng & Nugent, Jeffrey B., 2006. "Crises, What Crises?," IZA Discussion Papers 2217, Institute for the Study of Labor (IZA).
  7. Campos, Nauro F & Giovannoni, Francesco, 2006. "Lobbying, Corruption and Political Influence," IZA Discussion Papers 2313, Institute for the Study of Labor (IZA).
  8. Westerlund, Joakim & Costantini, Mauro, 2006. "Panel Cointegration and the Neutrality of Money," Working Papers 2006:18, Lund University, Department of Economics.
  9. Cerqueti, Roy & Costantini, Mauro, 2006. "Testing for rational bubbles," Economics & Statistics Discussion Papers esdp06030, University of Molise, Dept. EGSeI.
  10. Sugata Ghosh & Andros Gregoriou, 2006. "On the Composition of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence," Economics and Finance Discussion Papers 06-19, Economics and Finance Section, School of Social Sciences, Brunel University.
  11. Michael J. Dueker & Martin Sola & Fabio Spagnolo, 2006. "Contemporaneous threshold autoregressive models: estimation, testing and forecasting," Working Papers 2003-024, Federal Reserve Bank of St. Louis.
  12. A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli, 2006. "Monetary Policy Shocks and Stock Returns: Evidence from the British Market," Working Papers 2006_15, Business School - Economics, University of Glasgow.
  13. Luis A. Gil-Alana & Guglielmo M. Caporale, 2006. "Nonlinearities and fractional integration in the US unemployment rate," Faculty Working Papers 18/06, School of Economics and Business Administration, University of Navarra.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers 06-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  15. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Fractional Integration And Impulse Responses: A Bivariate Application To Real Output In The Us And The Scandinavian Countries," Economics and Finance Discussion Papers 06-25, Economics and Finance Section, School of Social Sciences, Brunel University.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Testing For Unit And Fractional Orders Of Integration In The Trend And Seasonal Components Of Us Monetary Aggregates," Economics and Finance Discussion Papers 06-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  17. Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Eta Terrorism:Police Action, Political Measures And The Influence Of Violence On Economic Activity In The Basque Country," Economics and Finance Discussion Papers 06-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  18. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2006. "A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems," Economics and Finance Discussion Papers 06-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  19. Caporale, Guglielmo Maria & Hanck, Christoph, 2006. "Are PPP Tests Erratically Behaved? Some Panel Evidence," Technical Reports 2006,43, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
  20. Guglielmo Maria Caporale & Christoph Hanck, 2006. "Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?," Economics and Finance Discussion Papers 06-18, Economics and Finance Section, School of Social Sciences, Brunel University.

2005

  1. E Philip Davis & Yu-Wei Hu, 2005. "Saving, Funding And Economic Growth," Economics and Finance Discussion Papers 05-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO, 2005. "Stock Market Integration And European Monetary Union," Economics and Finance Discussion Papers 05-19, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Ray Barrell & E Philip Davis, 2005. "Equity Prices And The Real Economy – A Vector Error-Correction Approach," Economics and Finance Discussion Papers 05-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Ray Barrell & E Philip Davis, 2005. "Shocks And Shock Absorbers: The International Propagation Of Equity Market Shocks And The Design Of Appropriate Policy Responses," Economics and Finance Discussion Papers 05-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. E Philip Davis, 2005. "The Role Of Pension Funds As Institutional Investors In Emerging Markets," Economics and Finance Discussion Papers 05-18, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. Ioana Chioveanu, 2005. "Advertising, Brand Loyalty And Pricing," Working Papers. Serie AD 2005-32, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  7. Fidrmuc, Jan & Gërxhani, Klarita, 2005. "Formation of Social Capital in Central and Eastern Europe: Understanding the Gap Vis-a-Vis Developed Countries," CEPR Discussion Papers 5068, C.E.P.R. Discussion Papers.
  8. Fidrmuc, Jan, 2005. "Labour Mobility During Transition: Evidence from the Czech Republic," CEPR Discussion Papers 5069, C.E.P.R. Discussion Papers.
  9. Orla Doyle & Jan Fidrmuc, 2005. "Voice of the Diaspora: An Analysis of Market Voting Behaviour," The Institute for International Integration Studies Discussion Paper Series iiisdp042, IIIS.
  10. Abdul Ghafar Noury & Jan Fidrmuc, 2005. "Interest groups, stakeholders and the distribution of benefits and costs of reform," ULB Institutional Repository 2013/8492, ULB -- Universite Libre de Bruxelles.
  11. Campos, Nauro F & Giovannoni, Francesco, 2005. "The Determinants of Asset Stripping: Theory and Evidence from the Transition Economies," CEPR Discussion Papers 5215, C.E.P.R. Discussion Papers.
  12. Nauro F. Campos & Mariana Iootty, 2005. "Firm Entry And Exit In Brazil: Cross-Sectoral Evidence From Manufacturing Industry," Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting] 095, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  13. Cerqueti, Roy & Costantini, Mauro, 2005. "Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order," Economics & Statistics Discussion Papers esdp05026, University of Molise, Dept. EGSeI.
  14. Cerqueti, Roy & Costantini, Mauro, 2005. "Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes," Economics & Statistics Discussion Papers esdp05027, University of Molise, Dept. EGSeI.
  15. Roberto Basile & Sergio Destefanis & Mauro Costantini, 2005. "Unit root and cointegration tests for cross-sectionally correlated panels - Estimating regional production functions," ERSA conference papers ersa05p171, European Regional Science Association.
  16. Sugata Ghosh & Charles Nolan, 2005. "The Impact of Simple Fiscal Rules in Growth Models with Public Goods and Congestion," CDMA Working Paper Series 200502, Centre for Dynamic Macroeconomic Analysis.
  17. Sarmistha Pal & Sugata Ghosh, 2005. "The Political Economy of Elite Dominance and Ethnic," Public Economics 0509010, EconWPA.
  18. Andros Gregoriou & Alexandros Kontonikas, 2005. "Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test," Working Papers 2005_10, Business School - Economics, University of Glasgow.
  19. Andros Gregoriou & Alexandros Kontonikas, 2005. "Modeling The Non-Linear Behaviour of Inflation Deviations From The Target," Working Papers 2005_12, Business School - Economics, University of Glasgow.
  20. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers 05-10, Economics and Finance Section, School of Social Sciences, Brunel University.
  21. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  22. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers 05-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  23. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Public Policy Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  24. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers 05-11, Economics and Finance Section, School of Social Sciences, Brunel University.
  25. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis," Economics and Finance Discussion Papers 05-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  26. Guglielmo Maria Caporale & Mario Cerrato, 2005. "Valuing American Put Options Using Chebyshev Polynomial Approximation," Public Policy Discussion Papers 05-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  27. Guglielmo Maria Caporale & Mario Cerrato, 2005. "Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics," Economics and Finance Discussion Papers 05-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  28. Guglielmo Maria Caporale & Alaa M. Soliman, 2005. "The Asymmetric Effects Of A Common Monetary Policy In Europe," Economics and Finance Discussion Papers 05-20, Economics and Finance Section, School of Social Sciences, Brunel University.

2004

  1. Jakob B. Madsen & E. Philip Davis, 2004. "Equity Prices, Productivity Growth, and the 'New Economy'," EPRU Working Paper Series 04-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  2. E Philip Davis & Christos Ioannidis, 2004. "External Financing of Us Corporations: Are Loans and Securities Complements or Substitutes?," Public Policy Discussion Papers 04-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. E Philip DaviS & Haibin Zhu, 2004. "Commercial property prices and bank performance," Public Policy Discussion Papers 04-19, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. E Philip Davis & Yuwei Hu, 2004. "Is There A Link Between Pension-Fund Assets And Economic Growth? - A Cross-Country Study," Public Policy Discussion Papers 04-23, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Mark R. Stone & E. P. Davis, 2004. "Corporate Financial Structure and Financial Stability," IMF Working Papers 04/124, International Monetary Fund.
  6. E. Philip Davis & Haibin Zhu, 2004. "Bank lending and commercial property cycles: some cross-country evidence," BIS Working Papers 150, Bank for International Settlements.
  7. Ray Barrell & Professor E. Philip Davis, 2004. "Financial Liberalisation, Consumption and Wealth Effects in 7 OECD Countries," NIESR Discussion Papers 247, National Institute of Economic and Social Research.
  8. Ray Barrell & Professor E. Philip Davis, 2004. "Consumption, Financial and Real Wealth in the G-5 (revised December 2004)," NIESR Discussion Papers 232, National Institute of Economic and Social Research.
  9. Fidrmuc, Jan & Fidrmuc, Jana, 2004. "Fire the Manager to Improve Performance? Managerial Turnover and Incentives After Privatization in the Czech Republic," CEPR Discussion Papers 4351, C.E.P.R. Discussion Papers.
  10. Fidrmuc, Jan & Ginsburgh, Victor, 2004. "Languages in the EU: The Quest for Equality and Its Cost," CEPR Discussion Papers 4795, C.E.P.R. Discussion Papers.
  11. Doyle, Orla & Fidrmuc, Jan, 2004. "Voice of the Diaspora: An Analysis of Migrant Voting Behaviour," CEPR Discussion Papers 4619, C.E.P.R. Discussion Papers.
  12. Doyle, Orla & Fidrmuc, Jan, 2004. "Who is in Favour of Enlargement? Determinants of Support for EU Membership in the Candidate Countries Referenda," CEPR Discussion Papers 4273, C.E.P.R. Discussion Papers.
  13. Jan Fidrmuc & Victor Ginsburgh, 2004. "Languages in the European Union: The Quest for Equality and its Cost," William Davidson Institute Working Papers Series 2004-715, William Davidson Institute at the University of Michigan.
  14. Jan Fidrmuc & Ariane Tichit, 2004. "Mind the Break! Accounting for Changing Patterns of Growth during Transition," William Davidson Institute Working Papers Series 2004-643, William Davidson Institute at the University of Michigan.
  15. Jan Fidrmuc & Victor Ginsburgh & Shlomo Weber, 2004. "Le français: deuxième langue de l'Union européenne?," ULB Institutional Repository 2013/5275, ULB -- Universite Libre de Bruxelles.
  16. John Hunter & Natalia Isachenkova, 2004. "Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s," Money Macro and Finance (MMF) Research Group Conference 2004 74, Money Macro and Finance Research Group.
  17. John Hunter & Christos Ioannidis, 2004. "Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM," Royal Economic Society Annual Conference 2004 122, Royal Economic Society.
  18. John Hunter & Christos Ioannidis, 2004. "Identifying and Solving Multivariate Rational Expectations Models," Public Policy Discussion Papers 04-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  19. John Hunter & Mark Simpson, 2004. "The specification of cross exchange rate equations used to test Purchasing Power Parity," Public Policy Discussion Papers 04-22, Economics and Finance Section, School of Social Sciences, Brunel University.
  20. Campos, Nauro F & Jolliffe, Dean, 2004. "After, Before and During: Returns to Education in Hungary (1986-1998)," CEPR Discussion Papers 4215, C.E.P.R. Discussion Papers.
  21. Dean Jolliffe & Nauro F. Campos, 2004. "Does Market Liberalisation Reduce Gender Discrimination? Econometric Evidence from Hungary, 1986—1998," William Davidson Institute Working Papers Series 2004-678, William Davidson Institute at the University of Michigan.
  22. Campos, Nauro F & Jolliffe, Dean, 2004. "Does Market Liberalization Reduce Gender Discrimination? Econometric Evidence from Hungary, 1986-98," CEPR Discussion Papers 4350, C.E.P.R. Discussion Papers.
  23. Campos, Nauro F & Jolliffe, Dean, 2004. "Earnings, Schooling and Economic Reform: New Econometric Evidence," CEPR Discussion Papers 4716, C.E.P.R. Discussion Papers.
  24. Kinoshita, Yuko & Campos, Nauro F., 2004. "Estimating the Determinants of Foreign Direct Investment Inflows: How Important are Sampling and Omitted Variable Biases?," BOFIT Discussion Papers 10/2004, Bank of Finland, Institute for Economies in Transition.
  25. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
  26. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "The Feldstein-Horioka puzzle is not as bad as you think," Money Macro and Finance (MMF) Research Group Conference 2003 17, Money Macro and Finance Research Group.
  27. Caporale, Guglielmo Maria & Cerrato, Mario, 2004. "Panel Data Tests of PPP. A Critical Overview," Economics Series 159, Institute for Advanced Studies.
  28. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers 04-16, Economics and Finance Section, School of Social Sciences, Brunel University.
  29. Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2004. "Measuring Half-Lives Using A Non-Parametric Bootstrap Approach," Economics and Finance Discussion Papers 04-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  30. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "Long Memory At The Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994," Public Policy Discussion Papers 04-21, Economics and Finance Section, School of Social Sciences, Brunel University.
  31. Caporale, Guglielmo Maria & Pittis, Nikitas, 2004. "Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence," Economics Series 157, Institute for Advanced Studies.
  32. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004. "The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal Case," Economics and Finance Discussion Papers 04-15, Economics and Finance Section, School of Social Sciences, Brunel University.
  33. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2004. "Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial Data," Public Policy Discussion Papers 04-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  34. Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Economics and Finance Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  35. Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004. "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series 160, Institute for Advanced Studies.
  36. gulielmo maria caporale & rea cipollini & nicola spagnolo, 2004. "Testing For Contagion: A Conditional Correlation Analysis," International Finance 0406003, EconWPA.

2003

  1. Byrne, Joseph B & E. Philip Davis, 2003. "Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries," Royal Economic Society Annual Conference 2003 34, Royal Economic Society.
  2. E Philip Davis, 2003. "Towards A Typology For Systemic Financial Instability," Public Policy Discussion Papers 03-20, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Joseph P. Byrne & E. Philip Davis, 2003. "Panel Estimation Of The Impact Of Exchange Rate Uncertainty On Investment In The Major Industrial Countries," Economics and Finance Discussion Papers 03-05, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. E Philip Davis, 2003. "Is There A Pensions Crisis In The Uk?," Economics and Finance Discussion Papers 03-21, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. E Philip Davis & Christine Li, 2003. "Demographics And Financial Asset Prices In The Major Industrial Economies," Economics and Finance Discussion Papers 03-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. Davis, E. Philip, 2003. "Institutional investors, financial market efficiency, and financial stability," EIB Papers 4/2003, European Investment Bank, Economics Department.
  7. Professor E. Philip Davis, 2003. "Panel Estimation of the Impact of Exchange Rate Uncertainty on Investment in the Major Industrial..," NIESR Discussion Papers 208, National Institute of Economic and Social Research.
  8. Fidrmuc, Jan, 2003. "Migration and Regional Adjustment to Asymmetric Shocks in Transition Economies," CEPR Discussion Papers 3798, C.E.P.R. Discussion Papers.
  9. Doyle, Orla & Fidrmuc, Jan, 2003. "Anatomy of Voting Behaviour and Attitudes During Post-Communist Transition Czech Republic 1990-98," CEPR Discussion Papers 3801, C.E.P.R. Discussion Papers.
  10. Nauro F. Campos & Aurelijus Dabušinskas, 2003. "So Many Rocket Scientists, So Few Marketing Clerks: Occupational Mobility in Times of Rapid Technological Change," William Davidson Institute Working Papers Series 552, William Davidson Institute at the University of Michigan.
  11. Yuko Kinoshita & Nauro F. Campos, 2003. "Why Does Fdi Go Where It Goes? New Evidence From The Transition Economies," William Davidson Institute Working Papers Series 2003-573, William Davidson Institute at the University of Michigan.
  12. Campos, Nauro F & Francesco Giovannoni, 2003. "Asset Strippers," Royal Economic Society Annual Conference 2003 35, Royal Economic Society.
  13. Sugata Ghosh & Sarmistha Pal, 2003. "The effect of inequality on growth: Theory and evidence from the Indian states," Development and Comp Systems 0309006, EconWPA.
  14. A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Public Policy Discussion Papers 03-02, Economics and Finance Section, School of Social Sciences, Brunel University.
  15. A. Gregoriou & CHRISTOS IOANNIDIS, 2003. "GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market," Public Policy Discussion Papers 03-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  16. Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2003. "Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity," CEIS Research Paper 23, Tor Vergata University, CEIS.
  17. Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,, 2003. "Endogenous growth and Stock Market Development," Working Papers 0302, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.

2002

  1. E. Philip Davis, 2002. "Issues in the Regulation of Annuities Markets," CeRP Working Papers 26, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  2. Professor E. Philip Davis, 2002. "Investment and Uncertainty in the G7," NIESR Discussion Papers 198, National Institute of Economic and Social Research.
  3. Jan Fidrmuc, 2002. "Migration and Regional Adjustment and Asymmetric Shocks in Transition Economies," William Davidson Institute Working Papers Series 441, William Davidson Institute at the University of Michigan.
  4. Natalia Isachenkova & John Hunter, 2002. "A Panel Analysis Of UK Industrial Company Failure," ESRC Centre for Business Research - Working Papers wp228, ESRC Centre for Business Research.
  5. Nauro F. Campos & Armando Castellar Pinheiro & Fabio Giambiagi & Maurício M. Moreira, 2002. "Does it Take a Lula to go to Davos? A Brief Overview of Brazilian Reforms, 1980-2000," William Davidson Institute Working Papers Series 2003-580, William Davidson Institute at the University of Michigan.
  6. Nauro F. Campos & Fabrizio Coricelli, 2002. "Growth in Transition: What We Know, What We Don't, and What We Should," William Davidson Institute Working Papers Series 470, William Davidson Institute at the University of Michigan.
  7. Campos, Nauro F & Kinoshita, Yuko, 2002. "Foreign Direct Investment as Technology Transferred: Some Panel Evidence from the Transition Economies," CEPR Discussion Papers 3417, C.E.P.R. Discussion Papers.
  8. Nauro F. Campos & Dean Jolliffe, 2002. "After, Before and During: Returns to Education in the Hungarian Transition," William Davidson Institute Working Papers Series 475, William Davidson Institute at the University of Michigan.
  9. Martin Sola & Fabio Spagnolo & Nicola Spagnolo, 2002. "A Test for Volatility Spillovers," Public Policy Discussion Papers 02-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. G. Caporale & K. Hristov & J. Miller & Nikolay Nenovsky & B. Petrov, 2002. "The Banking System in Bulgaria," Post-Print halshs-00259479, HAL.

2001

  1. E. P. Davis, 2001. "Multiple Avenues of Intermediation, Corporate Finance and Financial Stability," IMF Working Papers 01/115, International Monetary Fund.
  2. Professor E. Philip Davis, 2001. "Disaggregate Wealth and aggregate consumption: an investigation of empirical relationships for the..," NIESR Discussion Papers 180, National Institute of Economic and Social Research.
  3. Professor E. Philip Davis, 2001. "Some evidence on financial factors in the determination of aggregate business investment for the G7," NIESR Discussion Papers 187, National Institute of Economic and Social Research.
  4. Jan Fidrmuc, 2001. "Economic Reform, Democracy and Growth During Post-Communist Transition," William Davidson Institute Working Papers Series 372, William Davidson Institute at the University of Michigan.
  5. Fidrmuc, Jan, 2001. "Migration and adjustment to shocks in transition economies," ZEI Working Papers B 23-2001, University of Bonn, ZEI - Center for European Integration Studies.
  6. Fidrmuc, Jan, 2001. "Democracy in transition economies: Grease or sand in the wheels of growth?," ZEI Working Papers B 09-2001, University of Bonn, ZEI - Center for European Integration Studies.
  7. J Hunter & N Isachencova, 2001. "On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990's," ESRC Centre for Business Research - Working Papers wp208, ESRC Centre for Business Research.
  8. Jan Hanousek & Nauro F. Campos & Randall K. Filer, 2001. "Do Stock Markets Promote Economic Growth?," Finance 0012006, EconWPA.
  9. Nauro F. Campos & Jeffrey B. Nugent, 2001. "Who Is Afraid Of Political Instability?," Development and Comp Systems 0012016, EconWPA.
  10. Nauro F. Campos & Jeffrey B. Nugent, 2001. "Investment and Instability," Development and Comp Systems 0012015, EconWPA.

2000

  1. Dr Martin Weale, 2000. "Capital Income Taxation and Public Choice," NIESR Discussion Papers 162, National Institute of Economic and Social Research.
  2. E.P. Davis, 2000. "Financial Stability in the Euro Area: Some Lessons from US Financial History," FMG Special Papers sp123, Financial Markets Group.
  3. Fidrmuc, Jan & Fidrmuc, Jarko, 2000. "Disintegration and Trade," CEPR Discussion Papers 2641, C.E.P.R. Discussion Papers.
  4. Jarko Fidrmuc & Jan Fidrmuc, 2000. "Integration, Disintegration and Trade in Europe: Evolution of Trade Relations During the 1990s," Working Papers 42, Oesterreichische Nationalbank (Austrian Central Bank).
  5. J. Fidrmuc & J. Fidrmuc, 2000. "Macroeconomic Developments in the Czech Republic and the EU Accession Process," Working Papers ir00008, International Institute for Applied Systems Analysis.
  6. J. Fidrmuc & J. Fidrmuc, 2000. "Macroeconomic Developments in Slovakia and the EU Accession Process," Working Papers ir00007, International Institute for Applied Systems Analysis.
  7. Fidrmuc, Jan, 2000. "Liberalization, democracy and economic performance during transition," ZEI Working Papers B 05-2000, University of Bonn, ZEI - Center for European Integration Studies.
  8. Campos, Nauro F, 2000. "Back to the Future: the Growth Prospects of Transition Economies Reconsidered," CEPR Discussion Papers 2654, C.E.P.R. Discussion Papers.
  9. Campos, Nauro F., 2000. "Context is everything : measuring institutional change in transition economies," Policy Research Working Paper Series 2269, The World Bank.
  10. Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.
  11. Sugata Ghosh & Sarmistha Pal, 2000. "On Regional Inequality and Growth in India: Theory and Evidence," Econometric Society World Congress 2000 Contributed Papers 1391, Econometric Society.
  12. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers 2000,15, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  13. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers 2000,69, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  14. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000. "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers 2001,56, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

1999

  1. Dr Martin Weale, 1999. "The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy and," NIESR Discussion Papers 155, National Institute of Economic and Social Research.
  2. Andrew Blake, 1999. "An Artificial Neural Network System of Leading Indicators," NIESR Discussion Papers 144, National Institute of Economic and Social Research.
  3. Davis, E. Philip & De Bandt, Olivier, 1999. "A cross-country comparison of market structures in European banking," Working Paper Series 0007, European Central Bank.
  4. Fidrmuc, Jan & Horvath, Julius & Fidrmuc, Jarko, 1999. "Stability of Monetary Unions: Lessons from the Break-up of Czechoslovakia," Transition Economics Series 10, Institute for Advanced Studies.
  5. Fidrmuc, Jan, 1999. "Stochastic Shocks and Incentives for (Dis)Integration," CEPR Discussion Papers 2104, C.E.P.R. Discussion Papers.
  6. Fidrmuc, J., 1999. "The political economy of reforms in Central and Eastern Europe," Other publications TiSEM 637933e9-523a-4ad8-ba7d-2, Tilburg University, School of Economics and Management.
  7. Naura F. Campos & Gerard Hughes & St pan Jurajda & Daniel Munich, 1999. "When the Future is not what it used to be: Lessons from the Western European Experience to Forecasting Education and Training in Transition Economies," William Davidson Institute Working Papers Series 265, William Davidson Institute at the University of Michigan.

1998

  1. P E Hart, 1998. "Job creation and destruction in the corporate sector: the relative importance of births, deaths and..," NIESR Discussion Papers 134, National Institute of Economic and Social Research.
  2. E.P. Davis & Sinikka Salo, 1998. "Excess Capacity in EU and US Banking Sectors - Conceptual, Measurement and Policy Issues," FMG Special Papers sp105, Financial Markets Group.
  3. E.P. Davis, 1998. "Pension Fund Reform and European Financial Markets," FMG Special Papers sp107, Financial Markets Group.
  4. Fidrmuc, J., 1998. "Political Support for Reforms : Economics of Voting in Transition Countries," Discussion Paper 1998-98, Tilburg University, Center for Economic Research.

1997

  1. E. Philip Davis, 1997. "Private Pensions in OECD Countries: The United Kingdom," OECD Labour Market and Social Policy Occasional Papers 21, OECD Publishing.
  2. Mourmouras, I.A. & Ghosh, S., 1997. "Fiscal policies and the terms of trade in an endogenous growth model with overlapping generations," Discussion Paper Series In Economics And Econometrics 9719, Economics Division, School of Social Sciences, University of Southampton.

1996

  1. Davis, E.P., 1996. "Public Pension, Pension Reform and Fiscal Policy," Papers 5, European Monetary Institute.
  2. E.P. Davis, 1996. "The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour," FMG Special Papers sp89, Financial Markets Group.
  3. Helvia Bierhoff, 1996. "Laying the foundations of numeracy: a comparison of primary school textbooks in Britain, Germany and Switzerland," NIESR Discussion Papers 90, National Institute of Economic and Social Research.
  4. Mary O'Mahony, 1996. "Productivity in Market Services: International Comparisons," NIESR Discussion Papers 105, National Institute of Economic and Social Research.
  5. Katherine Wakelin, 1996. "Innovation and export behaviour at the firm level," NIESR Discussion Papers 94, National Institute of Economic and Social Research.
  6. Gács, János & Dobrinsky, Rumen & Yaneva, Ira & Purju, .Alari & Csermely, Ágnes & Shteinbuka, Inna & Cirule, Alexandra & Pilat, Vasile & Ciocirlan, Laurentiu & Fidrmuc, Ján & Fidrmuc, Jarko & Štiblar, , 1996. "Case Studies on Impediments to Exports in Small Transition Economies," MPRA Paper 60599, University Library of Munich, Germany.
  7. Fidrmuc, J., 1996. "Political Sustainability of Economic reforms : Dynamics and Analysis of Regional Economic Factors," Discussion Paper 1996-74, Tilburg University, Center for Economic Research.

1995

  1. E.P. Davis, 1995. "Institutional Investors, Unstable Financial Markets and Monetary Policy," FMG Special Papers sp75, Financial Markets Group.
  2. E.P. Davis, 1995. "Financial Fragility in the Early 1990s - What Can Be Learnt from International Experience?," FMG Special Papers sp76, Financial Markets Group.

1994

  1. E. P. Davis & S. G. B. Henry, 1994. "The Use of Financial Spreads As Indicator Variables; Evidence for the U.K. and Germany," IMF Working Papers 94/31, International Monetary Fund.

1993

  1. E P Davis, 1993. "Bank Credit Risk," Bank of England working papers 8, Bank of England.
  2. E.P. Davis, 1993. "Problems of Banking Regulation: An EC Perspective," FMG Special Papers sp59, Financial Markets Group.
  3. Davis, E.P. & DEC, 1993. "The structure, regulation, and performance of pension funds in nine industrial countries," Policy Research Working Paper Series 1229, The World Bank.

1992

  1. R J Colwell & E P Davis, 1992. "Output, Productivity and Externalities - the Case of Banking," Bank of England working papers 3, Bank of England.

1991

  1. Davis, E Philip & Mayer, Colin, 1991. "Corporate Finance in the Euromarkets and the Economics of Intermediation," CEPR Discussion Papers 570, C.E.P.R. Discussion Papers.

Undated

  1. E. Philip Davis, . "An International Comparison of the Financing of Occupational Pensions," Pension Research Council Working Papers 94-15, Wharton School Pension Research Council, University of Pennsylvania.
  2. John Hunter & C. Dislis, . "Cointegration representation, identification and estimation," CERF Discussion Paper Series 96-15, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. John Hunter & David Fairclough, . "A Local Interpretation of Neural Net Outputs," Economics and Finance Discussion Papers 98-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. John Hunter, . "Global Identification of Linear Rational Expectations Models," CERF Discussion Paper Series 92-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. John Hunter, . "Identifying Long-run Behaviour with Non-stationary Data," Economics and Finance Discussion Papers 98-01, Economics and Finance Section, School of Social Sciences, Brunel University.
  6. John Hunter & Mark Simpson, . "Tests of exogeneity for long run PPP and uncovered interest parity in an identified model of the UK effective exchange rate," CERF Discussion Paper Series 95-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  7. Ghosh, S., . "Can National Debt be used Strategically? A Theoretical and Numerical Analysis," Discussion Papers 9603, Department of Economics, University of Wales, Aberystwyth.
  8. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Business School - Economics, University of Glasgow.
  9. Rehab OSMAN, . "SADC EPAs with the EU: the Right or a Blight Way for Development," EcoMod2010 259600127, EcoMod.
  10. Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, . "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010 259600051, EcoMod.

Journal articles

2016

  1. Jan Fidrmuc & Jarko Fidrmuc, 2016. "Foreign languages and trade: evidence from a natural experiment," Empirical Economics, Springer, vol. 50(1), pages 31-49, February.
  2. Canepa, Alessandra & Chini, Emilio Zanetti, 2016. "Dynamic asymmetries in house price cycles: A generalized smooth transition model," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 91-103.
  3. Canepa, Alessandra, 2016. "A note on Bartlett correction factor for tests on cointegrating relations," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 296-304.
  4. Chen, Qiwei & Costantini, Mauro & Deschamps, Bruno, 2016. "How accurate are professional forecasts in Asia? Evidence from ten countries," International Journal of Forecasting, Elsevier, vol. 32(1), pages 154-167.
  5. Costantini, Mauro & Lupi, Claudio, 2016. "Identifying stationary series in panels: A Monte Carlo evaluation of sequential panel selection methods," Economics Letters, Elsevier, vol. 138(C), pages 9-14.
  6. Costantini, Mauro & Sen, Amit, 2016. "A simple testing procedure for unit root and model specification," Computational Statistics & Data Analysis, Elsevier, vol. 102(C), pages 37-54.
  7. Caporale, Guglielmo Maria & Sousa, Ricardo M., 2016. "Consumption, wealth, stock and housing returns: Evidence from emerging markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 562-578.
  8. Guglielmo Caporale & Luis Gil-Alana, 2016. "Persistence and cyclical dependence in the monthly euribor rate," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(1), pages 157-171, January.
  9. Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016. "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Society for Computational Economics, vol. 47(2), pages 275-295, February.

2015

  1. Guy S. Liu & John Beirne & Pei Sun, 2015. "The performance impact of firm ownership transformation in China: mixed ownership vs. fully privatised ownership," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 13(3), pages 197-216, August.
  2. Nigar Hashimzade & Gareth Myles & Frank Page & Matthew Rablen, 2015. "The use of agent-based modelling to investigate tax compliance," Economics of Governance, Springer, vol. 16(2), pages 143-164, May.
  3. John Bennett & Matthew D. Rablen, 2015. "Self-employment, wage employment, and informality in a developing economy," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 227-244.
  4. D'Errico, Marco & Macchiarelli, Corrado & Serafini, Roberta, 2015. "Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries," Economic Modelling, Elsevier, vol. 48(C), pages 93-115.
  5. De Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," Journal of Economic Dynamics and Control, Elsevier, vol. 59(C), pages 95-117.
  6. Samargandi, Nahla & Fidrmuc, Jan & Ghosh, Sugata, 2015. "Is the Relationship Between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle-Income Countries," World Development, Elsevier, vol. 68(C), pages 66-81.
  7. Huang, Shuo & Fidrmuc, Jan & Fidrmuc, Jarko, 2015. "Whither China? Reform and economic integration among Chinese regions," China Economic Review, Elsevier, vol. 33(C), pages 94-110.
  8. Yang, Weonho & Fidrmuc, Jan & Ghosh, Sugata, 2015. "Macroeconomic effects of fiscal adjustment: A tale of two approaches," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 31-60.
  9. Çiğdem Börke Tunali & Jan Fidrmuc, 2015. "State Aid Policy in the European Union," Journal of Common Market Studies, Wiley Blackwell, vol. 53(5), pages 1143-1162, 09.
  10. Fidrmuc, Jan, 2015. "Political economy of fiscal unions," European Journal of Political Economy, Elsevier, vol. 40(PA), pages 147-157.
  11. Jan Fidrmuc & J. D. Tena, 2015. "Friday the 13th: The Empirics of Bad Luck," Kyklos, Wiley Blackwell, vol. 68(3), pages 317-334, 08.
  12. Barrell, Ray & Costantini, Mauro & Meco, Iris, 2015. "Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 316-323.
  13. Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola, 2015. "Oil price uncertainty and sectoral stock returns in China: A time-varying approach," China Economic Review, Elsevier, vol. 34(C), pages 311-321.
  14. Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola, 2015. "Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 70-92.
  15. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2015. "Modelling African inflation rates: nonlinear deterministic terms and long-range dependence," Applied Economics Letters, Taylor & Francis Journals, vol. 22(5), pages 421-424, March.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 589-602, March.
  17. Caporale, Guglielmo Maria & Donadelli, Michael & Varani, Alessia, 2015. "International capital markets structure, preferences and puzzles: A “US–China World”," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 85-99.
  18. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2015. "Gender, style diversity, and their effect on fund performance," Research in International Business and Finance, Elsevier, vol. 35(C), pages 57-74.
  19. Guglielmo Maria Caporale & Christophe Rault & Anamaria Diana Sova & Robert Sova, 2015. "Financial Development and Economic Growth: Evidence from 10 New European Union Members," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 20(1), pages 48-60, 01.
  20. Caporale, Guglielmo Maria & Sova, Anamaria & Sova, Robert, 2015. "Trade flows and trade specialisation: The case of China," China Economic Review, Elsevier, vol. 34(C), pages 261-273.
  21. Caporale, Guglielmo Maria & De Santis, Roberta & Girardi, Alessandro, 2015. "Trade intensity and output synchronisation: On the endogeneity properties of EMU," Journal of Financial Stability, Elsevier, vol. 16(C), pages 154-163.
  22. Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015. "Testing stock market convergence: a non-linear factor approach," Empirica, Springer, vol. 42(3), pages 481-498, August.
  23. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Testing PPP for the South African Rand/US Dollar Real Exchange Rate at Different Data Frequencies," African Development Review, African Development Bank, vol. 27(2), pages 161-170, 06.
  24. Borja Balparda & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "The Kenyan stock market: inefficiency, long memory, persistence and anomalies in the NSE-20," African Journal of Economic and Sustainable Development, Inderscience Enterprises Ltd, vol. 4(3), pages 254-277.
  25. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Robert Mudida, 2015. "Testing the Marshall–Lerner Condition in Kenya," South African Journal of Economics, Economic Society of South Africa, vol. 83(2), pages 253-268, 06.

2014

  1. E. Philip Davis, 2014. "The Future of Housing Finance," National Institute Economic Review, National Institute of Economic and Social Research, vol. 230(1), pages R1-R2, November.
  2. Angus Armstrong & E. Philip Davis, 2014. "Comparing Housing Booms and Mortgage Supply in the Major OECD Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 230(1), pages R3-R15, November.
  3. John Beirne & Jana Gieck, 2014. "Interdependence and Contagion in Global Asset Markets," Review of International Economics, Wiley Blackwell, vol. 22(4), pages 639-659, 09.
  4. Axel Dreher & Matthew Gould & Matthew Rablen & James Vreeland, 2014. "The determinants of election to the United Nations Security Council," Public Choice, Springer, vol. 158(1), pages 51-83, January.
  5. Hashimzade, Nigar & Myles, Gareth D. & Page, Frank & Rablen, Matthew D., 2014. "Social networks and occupational choice: The endogenous formation of attitudes and beliefs about tax compliance," Journal of Economic Psychology, Elsevier, vol. 40(C), pages 134-146.
  6. Matthew D. Rablen, 2014. "Audit Probability versus Effectiveness: The Beckerian Approach Revisited," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 16(2), pages 322-342, 04.
  7. Macchiarelli, Corrado, 2014. "Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
  8. Melanie Ward-Warmedinger & Corrado Macchiarelli, 2014. "Transitions in labour market status in EU labour markets," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 3(1), pages 1-25, December.
  9. Samargandi, Nahla & Fidrmuc, Jan & Ghosh, Sugata, 2014. "Financial development and economic growth in an oil-rich economy: The case of Saudi Arabia," Economic Modelling, Elsevier, vol. 43(C), pages 267-278.
  10. Hunter, John & Wu, Feng, 2014. "Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies," Economic Modelling, Elsevier, vol. 36(C), pages 557-565.
  11. Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014. "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 87-103.
  12. Hunter, John & Menla Ali, Faek, 2014. "Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate," Economic Modelling, Elsevier, vol. 40(C), pages 42-51.
  13. Canepa, Alessandra & Ibnrubbian, Abdullah, 2014. "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 538-550.
  14. Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra, 2014. "Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 129-146.
  15. Bergmeir, Christoph & Costantini, Mauro & Benítez, José M., 2014. "On the usefulness of cross-validation for directional forecast evaluation," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 132-143.
  16. Costantini, Mauro & Fragetta, Matteo & Melina, Giovanni, 2014. "Determinants of sovereign bond yield spreads in the EMU: An optimal currency area perspective," European Economic Review, Elsevier, vol. 70(C), pages 337-349.
  17. F. Menla Ali & O. Dimitraki, 2014. "Military spending and economic growth in China: a regime-switching analysis," Applied Economics, Taylor & Francis Journals, vol. 46(28), pages 3408-3420, October.
  18. Karanasos, Menelaos & Paraskevopoulos, Alexandros G. & Menla Ali, Faek & Karoglou, Michail & Yfanti, Stavroula, 2014. "Modelling stock volatilities during financial crises: A time varying coefficient approach," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 113-128.
  19. Mirzaei, Ali & Moore, Tomoe, 2014. "What are the driving forces of bank competition across different income groups of countries?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 38-71.
  20. Liu, Guy & Mirzaei, Ali & Vandoros, Sotiris, 2014. "The impact of bank competition and concentration on industrial growth," Economics Letters, Elsevier, vol. 124(1), pages 60-63.
  21. Robert Sova & Christophe Rault & Guglielmo Caporale & Anamaria Sova, 2014. "Improving Environmental Performance: A Challenge for Romania," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 57(3), pages 431-452, March.
  22. Guglielmo Caporale & Luis Gil-Alana, 2014. "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, vol. 47(4), pages 1389-1410, December.
  23. Guglielmo Maria Caporale & Marinko Škare, 2014. "The nexus between prices, employment and output growth: a global and national evidence," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(2), pages 197-211, April.
  24. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014. "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, vol. 38(C), pages 504-511.
  25. Guglielmo Maria Caporale & Luis Gil‐Alana, 2014. "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, 03.
  26. Carlos P. Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014. "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, vol. 26(1), pages 59-73, 03.
  27. Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2014. "Sources Of Real Exchange Rate Volatility And International Financial Integration: A Dynamic Generalised Method Of Moments Panel Approach," Journal of International Development, John Wiley & Sons, Ltd., vol. 26(6), pages 810-820, 08.
  28. Guglielmo Maria Caporale & Luis Gil-alana, 2014. "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan, vol. 56(4), pages 581-591, December.
  29. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014. "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(1), pages 78-97, 02.
  30. Caporale, Guglielmo Maria & Di Colli, Stefano & Lopez, Juan Sergio, 2014. "Bank lending procyclicality and credit quality during financial crises," Economic Modelling, Elsevier, vol. 43(C), pages 142-157.

2013

  1. E. Philip Davis, 2013. "Credit Cycles and The Economy: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages R1-R2, August.
  2. Angus Armstrong & E. Philip Davis & Iana Liadze & Cinzia Rienzo, 2013. "An Assessment of Bank Lending to UK SMEs in the wake of the crisis," National Institute Economic Review, National Institute of Economic and Social Research, vol. 225(1), pages R39-R51, August.
  3. Karim, Dilruba & Liadze, Iana & Barrell, Ray & Davis, E. Philip, 2013. "Off-balance sheet exposures and banking crises in OECD countries," Journal of Financial Stability, Elsevier, vol. 9(4), pages 673-681.
  4. Akgün Uğur & Chioveanu Ioana, 2013. "Loyalty Discounts," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 13(2), pages 655-685, September.
  5. Beirne, John & Fratzscher, Marcel, 2013. "The pricing of sovereign risk and contagion during the European sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 34(C), pages 60-82.
  6. J. Yang & J. Beirne & G. Liu & P. Sheng, 2013. "Labour supply and pollution in China," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 949-952, July.
  7. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2013. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," Review of International Economics, Wiley Blackwell, vol. 21(5), pages 1060-1075, November.
  8. John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2013. "Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," Manchester School, University of Manchester, vol. 81(6), pages 925-940, December.
  9. Beirne, John & Beulen, Christian & Liu, Guy & Mirzaei, Ali, 2013. "Global oil prices and the impact of China," China Economic Review, Elsevier, vol. 27(C), pages 37-51.
  10. Rablen, Matthew D., 2013. "Divergence in credit ratings," Finance Research Letters, Elsevier, vol. 10(1), pages 12-16.
  11. Macchiarelli, Corrado, 2013. "Similar GDP-inflation cycles. An application to CEE countries and the euro area," Research in International Business and Finance, Elsevier, vol. 27(1), pages 124-144.
  12. Corrado Macchiarelli, 2013. "On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 519-535, 08.
  13. Fidrmuc, Jan & Karaja, Elira, 2013. "Uncertainty, informational spillovers and policy reform: A gravity model approach," European Journal of Political Economy, Elsevier, vol. 32(C), pages 182-192.
  14. Fidrmuc, Jan & Tichit, Ariane, 2013. "How I learned to stop worrying and love the crisis," Economic Systems, Elsevier, vol. 37(4), pages 542-554.
  15. Nauro F. Campos & Martin Gassebner, 2013. "International Terrorism, Domestic Political Instability, and the Escalation Effect," Economics and Politics, Wiley Blackwell, vol. 25(1), pages 27-47, 03.
  16. Mauro Costantini & Panicos O. Demetriades & Gregory A. James & Kevin C. Lee, 2013. "Financial Restraints And Private Investment: Evidence From A Nonstationary Panel," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 248-259, 01.
  17. Mauro Costantini & Claudio Lupi, 2013. "A Simple Panel-CADF Test for Unit Roots," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 276-296, 04.
  18. Costantini, Mauro & Gutierrez, Luciano, 2013. "Capital mobility and global factor shocks," Economics Letters, Elsevier, vol. 120(3), pages 513-515.
  19. Raffaella Coppier & Mauro Costantini & Gustavo Piga, 2013. "The Role Of Monitoring Of Corruption In A Simple Endogenous Growth Model," Economic Inquiry, Western Economic Association International, vol. 51(4), pages 1972-1985, October.
  20. Caporale, Guglielmo Maria & Costantini, Mauro & Paradiso, Antonio, 2013. "Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 215-225.
  21. Mauro Costantini, 2013. "Forecasting the industrial production using alternative factor models and business survey data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(10), pages 2275-2289, October.
  22. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2013. "State-Dependent Threshold Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 835-854, December.
  23. Mirzaei, Ali & Moore, Tomoe & Liu, Guy, 2013. "Does market structure matter on banks’ profitability and stability? Emerging vs. advanced economies," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2920-2937.
  24. Guglielmo Caporale & Luis Gil-Alana, 2013. "Long memory in US real output per capita," Empirical Economics, Springer, vol. 44(2), pages 591-611, April.
  25. Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013. "Modelling long-run trends and cycles in financial time series data," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, 05.
  26. Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
  27. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2013. "Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 1-9.
  28. Guglielmo Maria Caporale & Alaa M. Soliman, 2013. "Stock Prices and Monetary Policy: An Impulse Response Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 3(3), pages 701-709.
  29. Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Fiscal spillovers in the Euro area," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 84.e1-84.e1.

2012

  1. Davis, E. Philip & De Haan, Leo, 2012. "Pension fund finance and sponsoring companies," Journal of Pension Economics and Finance, Cambridge University Press, vol. 11(03), pages 439-463, July.
  2. E. Philip Davis, 2012. "The Evolution of Financial Structure in the G-7 Over 1997–2010," National Institute Economic Review, National Institute of Economic and Social Research, vol. 221(1), pages R11-R22, July.
  3. Angus Armstrong & E. Philip Davis, 2012. "Financial Structure: Lessons from the Crisis: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, vol. 221(1), pages R1-R3, July.
  4. Ioana Chioveanu, 2012. "Price and quality competition," Journal of Economics, Springer, vol. 107(1), pages 23-44, September.
  5. John Beirne & Guy Liu & Liang Zhang, 2012. "Electricity pricing in China and the role of the State," Economics Bulletin, AccessEcon, vol. 32(1), pages 466-474.
  6. John Beirne, 2012. "The long-run convergence of exchange rates and prices in the European Union," International Review of Applied Economics, Taylor & Francis Journals, vol. 26(3), pages 367-385, April.
  7. Beirne, John, 2012. "The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 534-551.
  8. Ali Mirzaei & Guy Liu & John Beirne, 2012. "Market Structure and Bank Profitability: Emerging versus Advanced Economies," Economics Bulletin, AccessEcon, vol. 32(4), pages 3166-3173.
  9. Matthew D Rablen, 2012. "The promotion of local wellbeing: A primer for policymakers," Local Economy, London South Bank University, vol. 27(3), pages 297-314, May.
  10. John Bennett & Matthew Gould & Matthew Rablen, 2012. "Risk attitudes and informal employment in a developing economy," IZA Journal of Labor & Development, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 1(1), pages 1-17, December.
  11. Campos, Nauro F. & Karanasos, Menelaos G. & Tan, Bin, 2012. "Two to tangle: Financial development, political instability and economic growth in Argentina," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 290-304.
  12. Campos, Nauro F. & Horváth, Roman, 2012. "Reform redux: Measurement, determinants and growth implications," European Journal of Political Economy, Elsevier, vol. 28(2), pages 227-237.
  13. Campos, Nauro F. & Horváth, Roman, 2012. "On the reversibility of structural reforms," Economics Letters, Elsevier, vol. 117(1), pages 217-219.
  14. Nauro F. Campos & Fabrizio Coricelli, 2012. "Financial liberalization and reversals: political and economic determinants," Economic Policy, CEPR;CES;MSH, vol. 27(71), pages 483-513, 07.
  15. Mauro Costantini & Amit Sen, 2012. "New evidence on the convergence of international income from a group of 29 countries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 425-429, March.
  16. Costantini, Mauro & Gutierrez, Luciano, 2012. "Bootstrap innovational outlier unit root tests in dependent panels," Economics Letters, Elsevier, vol. 117(3), pages 817-819.
  17. Sarmistha Pal & Sugata Ghosh, 2012. "Poverty, Elite Heterogeneity, And The Allocation Of Public Spending: Panel Evidence From The Indian States," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 58(1), pages 51-78, 03.
  18. Maria Caporale, Guglielmo & Spagnolo, Nicola, 2012. "Stock Market Integration Between Three CEECs," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 27, pages 115-122.
  19. Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012. "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, vol. 43(2), pages 597-615, October.
  20. Guglielmo Maria Caporale & Luis Gil-Alana, 2012. "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, vol. 16(1-2), pages 105-136, March - J.
  21. Caporale, Guglielmo Maria & Girardi, Alessandro & Paesani, Paolo, 2012. "Quoted spreads and trade imbalance dynamics in the European Treasury bond market," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 173-182.
  22. Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris, 2012. "Ratings assignments: Lessons from international banks," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1593-1606.
  23. Guglielmo Maria Caporale & Nicola Spagnolo, 2012. "Stock market, economic growth and EU accession: evidence from three CEECs," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(2), pages 183-191.
  24. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012. "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 431-434, March.
  25. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2012. "European free trade agreements and trade balance: Evidence from four new European Union members," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 21(6), pages 839-863, January.
  26. Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2012. "The euro changeover and price adjustments in Italy," Applied Economics Letters, Taylor & Francis Journals, vol. 19(4), pages 379-382, March.
  27. Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2012. "Environmental Regulation and Competitiveness: Evidence from Romania," Ecological Economics, Elsevier, vol. 81(C), pages 130-139.
  28. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2012. "Estimating persistence in the volatility of asset returns with signal plus noise models," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 23-30, 01.
  29. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.

2011

  1. Davis, E. Philip & Zhu, Haibin, 2011. "Bank lending and commercial property cycles: Some cross-country evidence," Journal of International Money and Finance, Elsevier, vol. 30(1), pages 1-21, February.
  2. Ray Barrell & E. Philip Davis & Dilruba Karim & lana Liadze, 2011. "How Idiosyncratic are Banking Crises in OECD Countries?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216(1), pages R53-R58, April.
  3. Ray Barrell & E. Philip Davis, 2011. "Financial Regulation," National Institute Economic Review, National Institute of Economic and Social Research, vol. 216(1), pages F4-F9, April.
  4. E. Davis & Dilruba Karim & Iana Liadze, 2011. "Should multivariate early warning systems for banking crises pool across regions?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(4), pages 693-716, November.
  5. Beirne, John & Bijsterbosch, Martin, 2011. "Exchange rate pass-through in central and eastern European EU Member States," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 241-254, March.
  6. Babecký, Jan & Campos, Nauro F., 2011. "Does reform work? An econometric survey of the reform-growth puzzle," Journal of Comparative Economics, Elsevier, vol. 39(2), pages 140-158, June.
  7. Nauro Campos & Ahmad Saleh & Vitaliy Kuzeyev, 2011. "Dynamic ethnic fractionalization and economic growth," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(2), pages 129-152.
  8. Date, P. & Canepa, A. & Abdel-Jawad, M., 2011. "A mixed integer linear programming model for optimal sovereign debt issuance," European Journal of Operational Research, Elsevier, vol. 214(3), pages 749-758, November.
  9. Cerqueti, Roy & Costantini, Mauro, 2011. "Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2598-2605, October.
  10. Mauro Costantini & Stephan Popp, 2011. "A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break," Statistical Papers, Springer, vol. 52(3), pages 677-682, August.
  11. Mauro Costantini & Robert M. Kunst, 2011. "Combining forecasts based on multiple encompassing tests in a macroeconomic core system," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(6), pages 579-596, September.
  12. Santanu Chatterjee & Sugata Ghosh, 2011. "The dual nature of public goods and congestion: the role of fiscal policy revisited," Canadian Journal of Economics, Canadian Economics Association, vol. 44(4), pages 1471-1496, November.
  13. Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio, 2011. "Multivariate contemporaneous-threshold autoregressive models," Journal of Econometrics, Elsevier, vol. 160(2), pages 311-325, February.
  14. Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2011. "Contemporaneous-Threshold Smooth Transition GARCH Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(2), pages 1-25, March.
  15. Maria Caporale, Guglielmo & A. Gil-Alana, Luis, 2011. "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 26, pages 386-409.
  16. Guglielmo Maria Caporale & Alessandro Girardi, 2011. "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, vol. 18(3), pages 229-233.
  17. Guglielmo Maria Caporale & Nicola Spagnolo, 2011. "Stock Market Integration between Three CEECs, Russia, and the UK," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 158-169, 02.
  18. Guglielmo Maria Caporale & Thouraya Hadj Amor & Christophe Rault, 2011. "International financial integration and real exchange rate long-run dynamics in emerging countries: Some panel evidence," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 20(6), pages 789-808, September.
  19. Guglielmo Maria Caporale & Roman Matousek, 2011. "Introduction," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 46-48, 02.
  20. Guglielmo Maria Caporale & Luis Gil-Alana, 2011. "Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(1), pages 71-85.
  21. Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro, 2011. "Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 709-723, September.
  22. Guglielmo Maria Caporale & Luis Gil-Alana, 2011. "The weekly structure of US stock prices," Applied Financial Economics, Taylor & Francis Journals, vol. 21(23), pages 1757-1764.
  23. Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2011. "EU Banks Rating Assignments: Is There Heterogeneity between New and Old Member Countries?," Review of International Economics, Wiley Blackwell, vol. 19(1), pages 189-206, 02.
  24. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2011. "Are The Baltic Countries Ready To Adopt The Euro? A Generalized Purchasing Power Parity Approach," Manchester School, University of Manchester, vol. 79(3), pages 429-454, 06.

2010

  1. Philip Davis, E., 2010. "Frontiers in Pension Finance. Edited by Dirk Broeders, Sylvester Eijffinger, and Aerdt Houben. Edward Elgar, 2008, ISBN 978-1-84720-660-2, 360 pages," Journal of Pension Economics and Finance, Cambridge University Press, vol. 9(01), pages 144-146, January.
  2. E. Philip Davis, 2010. "New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption," OECD Journal: Economic Studies, OECD Publishing, vol. 2010(1), pages 1-50.
  3. Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2010. "Bank regulation, property prices and early warning systems for banking crises in OECD countries," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2255-2264, September.
  4. E. Philip Davis & Dilruba Karim, 2010. "Macroprudential Regulation - The Missing Policy Pillar," National Institute Economic Review, National Institute of Economic and Social Research, vol. 211(1), pages 67-80, January.
  5. Ray Barrell & Simon Kirby & E. Philip Davis, 2010. "Modelling The Uk Banking Sector," National Institute Economic Review, National Institute of Economic and Social Research, vol. 214(1), pages F67-F72, October.
  6. Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola, 2010. "Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis," Emerging Markets Review, Elsevier, vol. 11(3), pages 250-260, September.
  7. Matthew D. Rablen, 2010. "The Saving Gateway: Implications for Optimal Saving," Fiscal Studies, Institute for Fiscal Studies, vol. 31(2), pages 203-225, 06.
  8. Rablen, Matthew D., 2010. "Performance targets, effort and risk-taking," Journal of Economic Psychology, Elsevier, vol. 31(4), pages 687-697, August.
  9. Belot, Michèle & Fidrmuc, Jan, 2010. "Anthropometry of love: Height and gender asymmetries in interethnic marriages," Economics & Human Biology, Elsevier, vol. 8(3), pages 361-372, December.
  10. Nauro F Campos & Yuko Kinoshita, 2010. "Structural Reforms, Financial Liberalization, and Foreign Direct Investment," IMF Staff Papers, Palgrave Macmillan, vol. 57(2), pages 326-365, June.
  11. Nauro Campos & Cheng Hsiao & Jeffrey Nugent, 2010. "Crises, What Crises? New Evidence on the Relative Roles of Political and Economic Crises in Begetting Reforms," Journal of Development Studies, Taylor & Francis Journals, vol. 46(10), pages 1670-1691.
  12. Auteri, Monica & Costantini, Mauro, 2010. "A panel cointegration approach to estimating substitution elasticities in consumption," Economic Modelling, Elsevier, vol. 27(3), pages 782-787, May.
  13. Costantini, Mauro & Pappalardo, Carmine, 2010. "A hierarchical procedure for the combination of forecasts," International Journal of Forecasting, Elsevier, vol. 26(4), pages 725-743, October.
  14. Sugata Ghosh & Andros Gregoriou, 2010. "Can corruption favour growth via the composition of government spending?," Economics Bulletin, AccessEcon, vol. 30(3), pages 2270-2278.
  15. Guglielmo Caporale & Mario Cerrato, 2010. "Using Chebyshev Polynomials to Approximate Partial Differential Equations," Computational Economics, Society for Computational Economics, vol. 35(3), pages 235-244, March.
  16. Guglielmo Maria Caporale & Luis Gil-Alana, 2010. "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, vol. 17(11), pages 1079-1081.
  17. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010. "Real Exchange Rates In Latin America: The Ppp Hypothesis And Fractional Integration," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 35(2), pages 1-21, June.
  18. Guglielmo Maria Caporale & Christoph Hanck, 2010. "Are PPP tests erratically behaved? Some panel evidence," International Review of Applied Economics, Taylor & Francis Journals, vol. 24(2), pages 203-221.

2009

  1. Ali Al-Eyd & Ray Barrell & E. Philip Davis, 2009. "Consumer Confidence Indices And Short-Term Forecasting Of Consumption," Manchester School, University of Manchester, vol. 77(1), pages 96-111, 01.
  2. Davis, E. Philip & Zhu, Haibin, 2009. "Commercial property prices and bank performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(4), pages 1341-1359, November.
  3. E. Philip Davis & Olga Pomerantz, 2009. "The Impact Of Emu On Real Exchange Rate Volatility Of Eu Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 208(1), pages 101-108, April.
  4. Ioana Chioveanu & Ramon Fauli-Oller & Joel Sandonis & Juana Santamaria, 2009. "ATM SURCHARGES: EFFECTS ON DEPLOYMENT AND WELFARE -super-," Journal of Industrial Economics, Wiley Blackwell, vol. 57(3), pages 613-635, 09.
  5. John Beirne, 2009. "Vulnerability of inflation in the new EU Member States to country-specific and global factors," Economics Bulletin, AccessEcon, vol. 29(2), pages 1420-1431.
  6. John Beirne, 2009. "Limitation of Panel Cointegration: Application to PPP in the EU," International Advances in Economic Research, International Atlantic Economic Society, vol. 15(2), pages 261-262, May.
  7. Fidrmuc, Jan & Ginsburgh, Victor & Weber, Shlomo, 2009. "Voting on the choice of core languages in the European Union," European Journal of Political Economy, Elsevier, vol. 25(1), pages 56-62, March.
  8. Fidrmuc, Jan & Tichit, Ariane, 2009. "Mind the break! Accounting for changing patterns of growth during transition," Economic Systems, Elsevier, vol. 33(2), pages 138-154, June.
  9. Menelaos Karanasos & Dilruba Karim, 2009. "Macroeconomics: Theory and Applications," Economics Bulletin, AccessEcon, vol. 29(2), pages A15.
  10. Gregoriou, Andros & Hunter, John & Wu, Feng, 2009. "An empirical investigation of the relationship between the real economy and stock returns for the United States," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 133-143.
  11. Nauro F. Campos & Renata Leite Barbosa, 2009. "Paintings and numbers: an econometric investigation of sales rates, prices, and returns in Latin American art auctions," Oxford Economic Papers, Oxford University Press, vol. 61(1), pages 28-51, January.
  12. Campos, Nauro F. & Dabusinskas, Aurelijus, 2009. "So many rocket scientists, so few marketing clerks: Estimating the effects of economic reform on occupational mobility in Estonia," European Journal of Political Economy, Elsevier, vol. 25(2), pages 261-275, June.
  13. 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.
  14. Joakim Westerlund & Mauro Costantini, 2009. "Panel cointegration and the neutrality of money," Empirical Economics, Springer, vol. 36(1), pages 1-26, February.
  15. Costantini, Mauro & Destefanis, Sergio, 2009. "Cointegration analysis for cross-sectionally dependent panels: The case of regional production functions," Economic Modelling, Elsevier, vol. 26(2), pages 320-327, March.
  16. Andros Gregoriou & Christos Ioannidis & Sugata Ghosh, 2009. "Heterogeneous time varying transaction costs and asset pricing in international equity markets," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 271-283, September.
  17. Andros Gregoriou & Sugata Ghosh, 2009. "The Impact Of Government Expenditure On Growth: Empirical Evidence From A Heterogeneous Panel," Bulletin of Economic Research, Wiley Blackwell, vol. 61(1), pages 95-102, 01.
  18. Gregoriou, Andros & Ghosh, Sugata, 2009. "On the heterogeneous impact of public capital and current spending on growth across nations," Economics Letters, Elsevier, vol. 105(1), pages 32-35, October.
  19. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
  20. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo & Nicola Spagnolo, 2009. "Selecting nonlinear time series models using information criteria," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 369-394, 07.
  21. Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Modeling the behaviour of inflation deviations from the target," Economic Modelling, Elsevier, vol. 26(1), pages 90-95, January.
  22. Guglielmo Caporale & Luis Gil-Alana, 2009. "Multiple shifts and fractional integration in the US and UK unemployment rates," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(4), pages 364-375, October.
  23. Guglielmo Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2009. "On the bilateral trade effects of free trade agreements between the EU-15 and the CEEC-4 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(3), pages 573-573, October.
  24. Maria Caporale, Guglielmo & M. Soliman, Alaa, 2009. "The Asymmetric Effects of a Common Monetary Policy in Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 24, pages 455-475.
  25. Guglielmo Maria Caporale & Andros Gregoriou, 2009. "Non-normality, heteroscedasticity and recursive unit root tests of PPP: solving the PPP puzzle?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(3), pages 223-226.
  26. Caporale, Guglielmo Maria & Georgellis, Yannis & Tsitsianis, Nicholas & Yin, Ya Ping, 2009. "Income and happiness across Europe: Do reference values matter?," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 42-51, February.
  27. Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009. "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 954-971, October.
  28. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2009. "Basque Terrorism: Police Action, Political Measures And The Influence Of Violence On The Stock Market In The Basque Country," Defence and Peace Economics, Taylor & Francis Journals, vol. 20(4), pages 287-301.
  29. Guglielmo Maria Caporale & Christoph Hanck, 2009. "Cointegration tests of PPP: do they also exhibit erratic behaviour?," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 9-15.

2008

  1. Davis, E. Philip & Karim, Dilruba, 2008. "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, vol. 4(2), pages 89-120, June.
  2. Davis, E. Philip & Madsen, Jakob B., 2008. "Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1261-1283, December.
  3. Davis, E. Philip & Hu, Yu-Wei, 2008. "Does funding of pensions stimulate economic growth?," Journal of Pension Economics and Finance, Cambridge University Press, vol. 7(02), pages 221-249, July.
  4. E. Philip Davis & Dilruba Karim, 2008. "Could Early Warning Systems Have Helped To Predict the Sub-Prime Crisis?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 206(1), pages 35-47, October.
  5. Ray Barrell & E. Philip Davis, 2008. "The Evolution of the Financial Crisis of 2007—8," National Institute Economic Review, National Institute of Economic and Social Research, vol. 206(1), pages 5-14, October.
  6. Chioveanu, Ioana, 2008. "Advertising, brand loyalty and pricing," Games and Economic Behavior, Elsevier, vol. 64(1), pages 68-80, September.
  7. John Beirne & Gabe de Bondt, 2008. "The equity premium and inflation," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(6), pages 439-442.
  8. MatthewD. Rablen, 2008. "Relativity, Rank and the Utility of Income," Economic Journal, Royal Economic Society, vol. 118(528), pages 801-821, 04.
  9. Rablen, Matthew D. & Oswald, Andrew J., 2008. "Mortality and immortality: The Nobel Prize as an experiment into the effect of status upon longevity," Journal of Health Economics, Elsevier, vol. 27(6), pages 1462-1471, December.
  10. Fidrmuc, Jan & Gërxhani, Klarita, 2008. "Mind the gap! Social capital, East and West," Journal of Comparative Economics, Elsevier, vol. 36(2), pages 264-286, June.
  11. Campos, Nauro F. & Karanasos, Menelaos G., 2008. "Growth, volatility and political instability: Non-linear time-series evidence for Argentina, 1896-2000," Economics Letters, Elsevier, vol. 100(1), pages 135-137, July.
  12. 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.
  13. Cerqueti, Roy & Costantini, Mauro, 2008. "On the asymptotic behaviour of random matrices in a multivariate statistical model," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2039-2045, October.
  14. Sugata Ghosh & Andros Gregoriou, 2008. "The composition of government spending and growth: is current or capital spending better?," Oxford Economic Papers, Oxford University Press, vol. 60(3), pages 484-516, July.
  15. Arghyrou, Michael G. & Gregoriou, Andros, 2008. "Non-linearity versus non-normality in real exchange rate dynamics," Economics Letters, Elsevier, vol. 100(2), pages 200-203, August.
  16. Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos, 2008. "Adaptation towards reference values: A non-linear perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 768-781, September.
  17. Andros Gregoriou, 2008. "The asymmetry of the price impact of block trades and the bid-ask spread: Evidence from the London Stock Exchange," Journal of Economic Studies, Emerald Group Publishing, vol. 35(2), pages 191-199, May.
  18. V. Boinet & A. Gregoriou & C. Ioannidis, 2008. "Nonlinear adjustment of investors' holding periods for common stocks in the presence of unobserved transactions costs: evidence from the UK equity market," Applied Financial Economics, Taylor & Francis Journals, vol. 18(15), pages 1221-1231.
  19. Yannis Georgellis & Andros Gregoriou & Jerome Healy & Nikolaos Tsitsianis, 2008. "Unemployment and life satisfaction: a non-linear adaptation process," International Journal of Manpower, Emerald Group Publishing, vol. 29(7), pages 668-680, November.
  20. Guglielmo Caporale & Luis Gil-Alana, 2008. "Testing for unit and fractional orders of integration in the trend and seasonal components of US monetary aggregates," Empirica, Springer, vol. 35(3), pages 241-253, July.
  21. Costas Anyfantakis & Guglielmo Maria Caporale & Nikitas Pittis, 2008. "Parameter instability and forecasting performance: a Monte Carlo study," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 1(1), pages 1-20.
  22. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2008. "Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4998-5013, July.
  23. Guglielmo Maria Caporale & Nikolaos Philippas & Fotini Economou, 2008. "Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange," Economics Bulletin, AccessEcon, vol. 7(17), pages 1-13.
  24. Vassilios Babalos & Guglielmo Maria Caporale & Alexandros Kostakis & Nikolaos Philippas, 2008. "Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 735-753.
  25. Guglielmo Maria Caporale & Mario Cerrato, 2008. "Black Market and Official Exchange Rates: Long-run Equilibrium and Short-run Dynamics," Review of International Economics, Wiley Blackwell, vol. 16(3), pages 401-412, 08.

2007

  1. Ray Barrell & E. Philip Davis, 2007. "Financial Liberalisation, Consumption And Wealth Effects In Seven Oecd Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(2), pages 254-267, 05.
  2. John Beirne & Nauro F. Campos, 2007. "Educational inputs and outcomes before the transition from communism ," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15(1), pages 57-76, 03.
  3. Jan Fidrmuc & Peter Huber, 2007. "The willingness to migrate in the CEECs evidence from the Czech Republic," Empirica, Springer, vol. 34(4), pages 351-369, September.
  4. Jan Fidrmuc & Peter Huber, 2007. "Introduction," Empirica, Springer, vol. 34(4), pages 281-286, September.
  5. Jana P. Fidrmuc & Jan Fidrmuc, 2007. "Fire the manager to improve performance?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 15, pages 505-533, 07.
  6. Fidrmuc, Jan & Ginsburgh, Victor, 2007. "Languages in the European Union: The quest for equality and its cost," European Economic Review, Elsevier, vol. 51(6), pages 1351-1369, August.
  7. Nauro Campos & Francesco Giovannoni, 2007. "Lobbying, corruption and political influence," Public Choice, Springer, vol. 131(1), pages 1-21, April.
  8. Campos, Nauro F. & Iootty, Mariana, 2007. "Institutional barriers to firm entry and exit: Case-study evidence from the Brazilian textiles and electronics industries," Economic Systems, Elsevier, vol. 31(4), pages 346-363, December.
  9. Estrin, Saul & Campos, Nauro F., 2007. "Entry and barriers to entry in emerging markets," Economic Systems, Elsevier, vol. 31(4), pages 343-345, December.
  10. A. Canepa & L. G. Godfrey, 2007. "Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(3), pages 434-453, 05.
  11. Costantini, Mauro & Lupi, Claudio, 2007. "An analysis of inflation and interest rates. New panel unit root results in the presence of structural breaks," Economics Letters, Elsevier, vol. 95(3), pages 408-414, June.
  12. Costantini, Mauro & Gutierrez, Luciano, 2007. "Simple panel unit root tests to detect changes in persistence," Economics Letters, Elsevier, vol. 96(3), pages 363-368, September.
  13. Sugata Ghosh & Charles Nolan, 2007. "The Impact Of Simple Fiscal Rules In Growth Models With Public Goods And Congestion," Manchester School, University of Manchester, vol. 75(5), pages 634-651, 09.
  14. Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola, 2007. "Predicting Markov volatility switches using monetary policy variables," Economics Letters, Elsevier, vol. 95(1), pages 110-116, April.
  15. Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio, 2007. "Contemporaneous threshold autoregressive models: Estimation, testing and forecasting," Journal of Econometrics, Elsevier, vol. 141(2), pages 517-547, December.
  16. Arghyrou, Michael G. & Gregoriou, Andros, 2007. "Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap," Economics Letters, Elsevier, vol. 95(2), pages 285-290, May.
  17. Andros Gregoriou & Christos Ioannidis, 2007. "Generalized method of moments and present value tests of the consumption-capital asset pricing model under transactions costs: evidence from the UK stock market," Empirical Economics, Springer, vol. 32(1), pages 19-39, April.
  18. Guglielmo Caporale & Luis Gil-Alana, 2007. "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer, vol. 34(2), pages 155-169, April.
  19. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Nonlinearities and Fractional Integration in the US Unemployment Rate," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(4), pages 521-544, 08.

2006

  1. Barrell, Ray & Davis, E. Philip & Pomerantz, Olga, 2006. "Costs of financial instability, household-sector balance sheets and consumption," Journal of Financial Stability, Elsevier, vol. 2(2), pages 194-216, June.
  2. Jakob B Madsen & E Philip Davis, 2006. "Equity Prices, Productivity Growth and 'The New Economy'," Economic Journal, Royal Economic Society, vol. 116(513), pages 791-811, 07.
  3. Fidrmuc, Jan, 2006. "G. Ofer and R. Pomfret, Editors, The Economic Prospects of the CIS: Sources of Long Term Growth, Elgar, Cheltenham, UK/Northampton, USA (2004) (320 pp., [UK pound]69.95, ISBN 1-84376-615-9)," Economic Systems, Elsevier, vol. 30(1), pages 114-118, March.
  4. Doyle, Orla & Fidrmuc, Jan, 2006. "Who favors enlargement?: Determinants of support for EU membership in the candidate countries' referenda," European Journal of Political Economy, Elsevier, vol. 22(2), pages 520-543, June.
  5. Fidrmuc, Jan & Jackson, John E., 2006. "Introduction to symposium on: Job destruction, job creation, and voting in post-communist societies," European Journal of Political Economy, Elsevier, vol. 22(2), pages 345-348, June.
  6. Fidrmuc, Jana P. & Fidrmuc, Jan, 2006. "Can you teach old dogs new tricks? On complementarity of human capital and incentives," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 445-458, April.
  7. Hunter, John & Isachenkova, Natalia, 2006. "Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s," Journal of Policy Modeling, Elsevier, vol. 28(8), pages 911-919, November.
  8. Campos, Nauro F & Giovannoni, Francesco, 2006. "The Determinants of Asset Stripping: Theory and Evidence from the Transition Economies," Journal of Law and Economics, University of Chicago Press, vol. 49(2), pages 681-706, October.
  9. Canepa, Alessandra, 2006. "Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison," Economics Letters, Elsevier, vol. 91(3), pages 330-336, June.
  10. Rita D'Ecclesia & Mauro Costantini, 2006. "Comovements and correlations in international stock markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 567-582.
  11. Mauro Costantini & Claudio Lupi, 2006. "Divergence and long-run equilibria in Italian regional unemployment," Applied Economics Letters, Taylor & Francis Journals, vol. 13(14), pages 899-904.
  12. Mauro Costantini & Giuseppe Arbia, 2006. "Testing the stochastic convergence of Italian regions using panel data," Applied Economics Letters, Taylor & Francis Journals, vol. 13(12), pages 775-783.
  13. Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006. "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(2), pages 1-31, May.
  14. Andros Gregoriou & Christos Ioannidis, 2006. "Information costs and liquidity effects from changes in the FTSE 100 list," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 347-360.
  15. Andros Gregoriou & Alexandros Kontonikas, 2006. "Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 58(4), pages 309-322, October.
  16. Guglielmo Caporale & Nikitas Pittis & Nicola Spagnolo, 2006. "Volatility transmission and financial crises," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(3), pages 376-390, September.
  17. Guglielmo Caporale & Luis Gil-Alana, 2006. "Long memory at the long run and at the cyclical frequencies: modelling real wages in England, 1260–1994," Empirical Economics, Springer, vol. 31(1), pages 83-93, March.
  18. Guglielmo Maria Caporale & Mario Cerrato, 2006. "Panel data tests of PPP: a critical overview," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 73-91.
  19. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006. "Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 9-12, January.
  20. Guglielmo Maria Caporale & Luis Gil-Alana, 2006. "Long memory at the long-run and the seasonal monthly frequencies in the US money stock," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 965-968.

2005

  1. Joseph P. Byrne & E. Philip Davis, 2005. "The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(3), pages 307-329, 06.
  2. Joseph P. Byrne & E. Philip Davis, 2005. "Investment and Uncertainty in the G7," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 141(1), pages 1-32, April.
  3. E Philip Davis, 2005. "Challenges Posed by Ageing to Financial and Monetary Stability*," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan, vol. 30(4), pages 542-564, October.
  4. E. Philip Davis, 2005. "Financial Instability - Research, Assessment and Policy Issues," National Institute Economic Review, National Institute of Economic and Social Research, vol. 192(1), pages 55-56, April.
  5. Ray Barrell & E. Philip Davis, 2005. "Policy Design and Macroeconomic Stability in Europe," National Institute Economic Review, National Institute of Economic and Social Research, vol. 191(1), pages 94-105, January.
  6. Jolliffe, Dean & Campos, Nauro F., 2005. "Does market liberalisation reduce gender discrimination? Econometric evidence from Hungary, 1986-1998," Labour Economics, Elsevier, vol. 12(1), pages 1-22, February.
  7. 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.
  8. Mauro Costantini & Claudio Lupi, 2005. "Stochastic convergence among European economies," Economics Bulletin, AccessEcon, vol. 3(38), pages 1-17.
  9. Martin Sola & Zacharias Psaradakis & Fabio Spagnolo, 2005. "Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 423-437.
  10. Zacharias Psaradakis & Fabio Spagnolo, 2005. "Forecast performance of nonlinear error-correction models with multiple regimes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 119-138.
  11. Andros Gregoriou & Christos Ioannidis & Len Skerratt, 2005. "Information Asymmetry and the Bid-Ask Spread: Evidence From the UK," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(9-10), pages 1801-1826.
  12. Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005. "Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 39-53, February.
  13. Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2005. "Measuring half-lives: using a non-parametric bootstrap approach," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(1), pages 1-4, January.
  14. Marco Barassi & Guglielmo Maria Caporale & Stephen Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 977-986.
  15. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, vol. 73(6), pages 737-753, December.
  17. Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola, 2005. "Testing for contagion: a conditional correlation analysis," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 476-489, June.
  18. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 359-367.
  19. Caporale, Guglielmo Maria & Chui, Michael, 2005. "Fiscal Consolidation: An Exercise in the Methodology of Coordination," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 20, pages 1-25.
  20. Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005. "The Feldstein-Horioka puzzle revisited: A Monte Carlo study," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1143-1149, November.
  21. Guglielmo Maria Caporale, 2005. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 3(2), pages 282-309.
  22. Guglielmo Maria Caporale & Peter Howells & Alaa M. Soliman, 2005. "Endogenous Growth Models and Stock Market Development: Evidence from Four Countries," Review of Development Economics, Wiley Blackwell, vol. 9(2), pages 166-176, 05.
  23. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April.

2004

  1. E. Philip Davis, 2004. "Is there a Pensions Crisis in the U.K.?," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, vol. 29(3), pages 343-370, 07.
  2. Byrne, Joseph P. & Davis, E. Philip, 2004. "Permanent and temporary inflation uncertainty and investment in the United States," Economics Letters, Elsevier, vol. 85(2), pages 271-277, November.
  3. Davis, E. Philip & Stone, Mark R., 2004. "Corporate financial structure and financial stability," Journal of Financial Stability, Elsevier, vol. 1(1), pages 65-91, September.
  4. Fidrmuc, Jan, 2004. "Migration and regional adjustment to asymmetric shocks in transition economies," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 230-247, June.
  5. Fidrmuc, Jan & Maurel, Mathilde, 2004. "Optimum choice of the exchange-rate regime for the accession-candidate countries," Journal of Comparative Economics, Elsevier, vol. 32(2), pages 197-201, June.
  6. Fidrmuc, Jan, 2004. "Labor mobility during transition : evidence from the Czech Republic," Zeitschrift für ArbeitsmarktForschung - Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 37(4), pages 437-450.
  7. Campos, Nauro F., 2004. "Fostering sustainable growth in Ukraine: von Cramon-Taubadel, St. Akimova, I. (Eds.), Springer, Berlin/ Heidelberg, 2002, p. 326, 49.95," Economic Systems, Elsevier, vol. 28(1), pages 103-104, March.
  8. F. Campos, Nauro, 2004. "What Does WTO Membership Kindle in Transition Economies?: An Empirical Investigation," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 19, pages 395-415.
  9. Campos, Nauro F & Khan, Feisal U & Tessendorf, Jennifer E, 2004. "From substitution to complementarity: some econometric evidence on the evolving NGO-State relationship in Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, vol. 37(2), pages 49-72, January-M.
  10. 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.
  11. Monica Auteri & Mauro Costantini, 2004. "Is social protection a necessity or a luxury good? New multivariate cointegration panel data results," Applied Economics, Taylor & Francis Journals, vol. 36(17), pages 1887-1898.
  12. Auteri, Monica & Costantini, Mauro, 2004. "Fiscal Policy and Economic Growth: The Case of the Italian Regions," The Review of Regional Studies, Southern Regional Science Association, vol. 34(1), pages 72-94.
  13. Sugata Ghosh & Udayan Roy, 2004. "Fiscal policy, long-run growth, and welfare in a stock-flow model of public goods," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 742-756, August.
  14. Ghosh, Sugata & Mourmouras, Iannis A., 2004. "Endogenous growth, welfare and budgetary regimes," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 623-635, December.
  15. Sugata Ghosh & Iannis A. Mourmouras, 2004. "Debt, Growth and Budgetary Regimes," Bulletin of Economic Research, Wiley Blackwell, vol. 56(3), pages 241-250, 07.
  16. Sugata Ghosh & Sarmistha Pal, 2004. "The Effect of Inequality on Growth: Theory and Evidence from the Indian States," Review of Development Economics, Wiley Blackwell, vol. 8(1), pages 164-177, 02.
  17. Raybaudi, Marzia & Sola, Martin & Spagnolo, Fabio, 2004. "Red signals: current account deficits and sustainability," Economics Letters, Elsevier, vol. 84(2), pages 217-223, August.
  18. Jerry Coakley & Ana-Maria Fuertes & Fabio Spagnolo, 2004. "Is the Feldstein-Horioka Puzzle History?," Manchester School, University of Manchester, vol. 72(5), pages 569-590, 09.
  19. Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2004. "On Markov error-correction models, with an application to stock prices and dividends," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 69-88.
  20. Andros Gregoriou & Christos Ioannidis, 2004. "Asset Pricing Under the Presence of Transactions Cost:Evidence from the UK Stock Market," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 7(2), pages 139-151, Winter.
  21. A. Gregoriou & A. Kontonikas & N. Tsitsianis, 2004. "Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK," Applied Financial Economics, Taylor & Francis Journals, vol. 14(3), pages 215-220.
  22. Guglielmo Maria Caporale & Nicola Spagnolo, 2004. "Modelling East Asian exchange rates: a Markov-switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 14(4), pages 233-242.
  23. Guglielmo Maria Caporale & Luis Gil-Alana, 2004. "Long range dependence in daily stock returns," Applied Financial Economics, Taylor & Francis Journals, vol. 14(6), pages 375-383.
  24. Guglielmo Maria Caporale & Peter G. A Howells & Alaa M. Soliman, 2004. "Stock Market Development And Economic Growth: The Causal Linkage," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 29(1), pages 33-50, June.
  25. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, vol. 13(4), pages 327-340.
  26. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, vol. 13(3), pages 245-258.
  27. Guglielmo Maria Caporale & Nikolaos Philippas & Nikitas Pittis, 2004. "Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market," Applied Financial Economics, Taylor & Francis Journals, vol. 14(14), pages 981-989.
  28. Guglielmo Maria Caporale & Nikitas Pittis, 2004. "Estimator Choice and Fisher's Paradox: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, vol. 23(1), pages 25-52.
  29. Guglielmo M. Caporale & Luis A. Gil-Alana, 2004. "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Verein für Socialpolitik, vol. 5(3), pages 319-333, 08.

2003

  1. Joseph P. Byrne & E. Philip Davis, 2003. "Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(2), pages 197-220, 05.
  2. E. Philip Davis, 2003. "Comparing Bear Markets - 1973 and 2000," National Institute Economic Review, National Institute of Economic and Social Research, vol. 183(1), pages 78-89, January.
  3. Fidrmuc, Jan, 2003. "Economic reform, democracy and growth during post-communist transition," European Journal of Political Economy, Elsevier, vol. 19(3), pages 583-604, September.
  4. Jan Fidrmuc & Jarko Fidrmuc, 2003. "Disintegration and Trade," Review of International Economics, Wiley Blackwell, vol. 11(5), pages 811-829, November.
  5. Nauro F. Campos & Jeffrey B. Nugent, 2003. "Aggregate Investment and Political Instability: An Econometric Investigation," Economica, London School of Economics and Political Science, vol. 70(279), pages 533-549, 08.
  6. Campos, Nauro F. & Jolliffe, Dean, 2003. "After, before and during: returns to education in Hungary (1986-1998)," Economic Systems, Elsevier, vol. 27(4), pages 377-390, December.
  7. Sugata Ghosh & Iannis A. Mourmouras & Sarmistha Pal & Ivan Paya, 2003. "On Public Investment, the Real Exchange Rate and Growth: Some Empirical Evidence from the UK and the USA," Manchester School, University of Manchester, vol. 71(3), pages 242-264, 06.
  8. Zacharias Psaradakis & Nicola Spagnolo, 2003. "On The Determination Of The Number Of Regimes In Markov-Switching Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 237-252, 03.
  9. Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003. "IGARCH models and structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 765-768.
  10. Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003. "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, vol. 80(2), pages 277-284, August.
  11. Caporale, Guglielmo Maria & Spagnolo, Nicola, 2003. "Asset prices and output growth volatility: the effects of financial crises," Economics Letters, Elsevier, vol. 79(1), pages 69-74, April.
  12. Guglielmo Caporale & Luis Gil-Alana, 2003. "Long memory and structural breaks in hyperinflation countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(2), pages 136-152, June.
  13. Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry, 2003. "Evaluating the Gains to Cooperation in the G-3," Empirica, Springer, vol. 30(4), pages 337-356, December.

2002

  1. Davis, E. Philip, 2002. "Institutional investors, corporate governance and the performance of the corporate sector," Economic Systems, Elsevier, vol. 26(3), pages 203-229, September.
  2. Davis, E. Philip, 2002. "Prudent person rules or quantitative restrictions? The regulation of long-term institutional investors' portfolios," Journal of Pension Economics and Finance, Cambridge University Press, vol. 1(02), pages 157-191, July.
  3. E. Philip Davis, 2002. "Le secteur européen de la gestion des pensions," Revue d'Économie Financière, Programme National Persée, vol. 68(4), pages 229-255.
  4. Joseph P. Byrne & E. Philip Davis, 2002. "A Comparison of Balance Sheet Structures in Major EU Countries," National Institute Economic Review, National Institute of Economic and Social Research, vol. 180(1), pages 83-95, April.
  5. Campos, Nauro F & Kinoshita, Yuko, 2002. "Foreign Direct Investment as Technology Transferred: Some Panel Evidence from the Transition Economies," Manchester School, University of Manchester, vol. 70(3), pages 398-419, June.
  6. Nauro F. Campos & Abrizio Coricelli, 2002. "Growth in Transition: What We Know, What We Don't, and What We Should," Journal of Economic Literature, American Economic Association, vol. 40(3), pages 793-836, September.
  7. Campos, Nauro F. & Nugent, Jeffrey B., 2002. "Who is afraid of political instability?," Journal of Development Economics, Elsevier, vol. 67(1), pages 157-172, February.
  8. Sugata Ghosh, 2002. "On public investment, long-run growth, and the real exchange rate," Oxford Economic Papers, Oxford University Press, vol. 54(1), pages 72-90, January.
  9. Ghosh, Sugata & Roy, Udayan, 2002. "Optimal Growth with Public Capital and Public Services," Economic Change and Restructuring, Springer, vol. 35(3), pages 271-92.
  10. Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola, 2002. "A test for volatility spillovers," Economics Letters, Elsevier, vol. 76(1), pages 77-84, June.
  11. Alexandre, Fernando & Driffill, John & Spagnolo, Fabio, 2002. "Inflation Targeting, Exchange Rate Volatility and International Policy Coordination," Manchester School, University of Manchester, vol. 70(4), pages 546-69, Special I.
  12. Caporale, Guglielmo Maria & Williams, Geoffrey, 2002. "Long-term nominal interest rates and domestic fundamentals," Review of Financial Economics, Elsevier, vol. 11(2), pages 119-130.
  13. Caporale, Guglielmo Maria & Pittis, Nikitas & Spagnolo, Nicola, 2002. "Testing for Causality-in-Variance: An Application to the East Asian Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 7(3), pages 235-45, July.
  14. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609.
  15. Guglielmo Maria Caporale & Nikitas Pittis, 2002. "Exogeneity and measurement of persistence," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, June.
  16. Guglielmo Maria Caporale & Luis Gil-Alana, 2002. "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 347-351.
  17. Caporale, Guglielmo Maria & Pittis, Nikitas, 2002. "Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(3), pages 207-23, April.
  18. Guglielmo Maria Caporale & Andrea Cipollini, 2002. "The Euro and Monetary Policy Transparency," Eastern Economic Journal, Eastern Economic Association, vol. 28(1), pages 59-70, Winter.
  19. Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis, 2002. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence," Southern Economic Journal, Southern Economic Association, vol. 68(3), pages 703-711, January.
  20. Arestis, Philip & Caporale, Guglielmo Maria & Cipollini, Andrea, 2002. "Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability?," Manchester School, University of Manchester, vol. 70(4), pages 528-45, Special I.
  21. Guglielmo Caporale & Mohammad Haq, 2002. "Manufacturing Wage Differentials and Employment in Some Scandinavian Countries, the U.S. and the U.K.: An Analysis of Variance Approach," Empirica, Springer, vol. 29(4), pages 289-304, December.
  22. Guglielmo Maria Caporale & Michael Chui & Stephen G. Hall & S. G. B. Henry, 2002. "Modelling Economic Policy Responses with an Application to the G3," Annals of Economics and Statistics, GENES, issue 67-68, pages 415-433.

2001

  1. Hunter, John & Isachenkova, Natalia, 2001. "Failure risk: A comparative study of UK and Russian firms," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 511-521, July.
  2. Campos, Nauro F., 2001. "Will the Future Be Better Tomorrow? The Growth Prospects of Transition Economies Revisited," Journal of Comparative Economics, Elsevier, vol. 29(4), pages 663-676, December.
  3. Sugata Ghosh & Iannis A. Mourmouras, 2001. "Endogenous inflationary finance and long-run growth," Journal of Economic Studies, Emerald Group Publishing, vol. 28(1), pages 43-54, January.
  4. Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio, 2001. "A simple procedure for detecting periodically collapsing rational bubbles," Economics Letters, Elsevier, vol. 72(3), pages 317-323, September.
  5. Guglielmo Maria Caporale & Nikitas Pittis, 2001. "Persistence in macroeconomic time series: Is it a model invariant property?," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO, December.
  6. Caporale, Guglielmo Maria & Williams, Geoffrey, 2001. "Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 177-197, April.
  7. Caporale, Guglielmo Maria & Howells, Peter, 2001. "Money, Credit and Spending: Drawing Causal Inferences," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(5), pages 547-57, November.
  8. Guglielmo Maria Caporale & Nikitas Pttis, 2001. "Revisiting the Long-Run Relationship between Real Exchange Rates and Real Interest Differentials: A Productivity Differential Approach Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 5(2), pages 155-177, Winter.
  9. Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G, 2001. "Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 127-38, April.
  10. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 2001. "Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 637-650, August.
  11. Guglielmo Maria Caporale & Geoffrey Williams, 2001. "Bond Markets and Macroeconomic Performance," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 4(1), pages 27-44, May.
  12. Caporale, Guglielmo Maria & Chui, Michael & Hall, Stephen G. & Henry, Brian, 2001. "Coordination and price shocks: an empirical analysis," Economic Modelling, Elsevier, vol. 18(4), pages 569-584, December.
  13. Guglielmo Caporale & Nikitas Pittis, 2001. "Parameter instability, superexogeneity, and the monetary model of the exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(3), pages 501-524, September.
  14. Boyd, Derick & Caporale, Gugielmo Maria & Smith, Ron, 2001. "Real Exchange Rate Effects on the Balance of Trade: Cointegration and the Marshall-Lerner Condition," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 187-200, July.

2000

  1. De Bandt, Olivier & Davis, E. Philip, 2000. "Competition, contestability and market structure in European banking sectors on the eve of EMU," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 1045-1066, June.
  2. E. Philip Davis, 2000. "Regulation of private pensions : a case study of the UK," Revue d'Économie Financière, Programme National Persée, vol. 60(5), pages 175-192.
  3. E. Philip Davis, 2000. "Réglementation des retraites privées : le cas du Royaume-Uni," Revue d'Économie Financière, Programme National Persée, vol. 60(5), pages 175-195.
  4. Fidrmuc, Jan, 2000. "Political support for reforms: Economics of voting in transition countries," European Economic Review, Elsevier, vol. 44(8), pages 1491-1513, August.
  5. Mourmouras, Iannis A. & Ghosh, Sugata, 2000. "Fiscal Policies and the Terms of Trade in an Endogenous Growth Model with Overlapping Generations," Journal of Macroeconomics, Elsevier, vol. 22(3), pages 445-470, July.
  6. Guglielmo Maria Caporale & Geoffrey Williams, 2000. "International Linkages in Short- and Long-Term Interest Rates," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 3(2), pages 39-61, November.

1999

  1. Davis, E Philip, 1999. "Institutionalization and EMU: Implications for European Financial Markets," International Finance, Wiley Blackwell, vol. 2(1), pages 33-61, April.
  2. Fidrmuc, Jan & Horvath, Julius & Fidrmuc, Jarko, 1999. "The Stability of Monetary Unions: Lessons from the Breakup of Czechoslovakia," Journal of Comparative Economics, Elsevier, vol. 27(4), pages 753-781, December.
  3. Jan Fidrmuc, 1999. "Unemployment and the dynamics of political support for economic reforms," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 3(2), pages 139-156.
  4. Campos, Nauro F. & Nugent, Jeffrey B., 1999. "Development Performance and the Institutions of Governance: Evidence from East Asia and Latin America," World Development, Elsevier, vol. 27(3), pages 439-452, March.
  5. Ghosh, Sugata & Mourmouras, Iannis A, 1999. "Decentralized Policymaking in a Long-Run Growth Model with Seigniorage and Taxes," Bulletin of Economic Research, Wiley Blackwell, vol. 51(3), pages 223-35, July.
  6. Caporale, Guglielmo Maria & Pittis, Nikitas, 1999. " Unit Root Testing Using Covariates: Some Theory and Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(4), pages 583-95, November.
  7. Caporale, Guglielmo Maria & Chui, Michael K F, 1999. "Estimating Income and Price Elasticities of Trade in a Cointegration Framework," Review of International Economics, Wiley Blackwell, vol. 7(2), pages 254-64, May.
  8. Caporale, Guglielmo Maria & Pittis, Nikitas, 1999. " Efficient Estimation of Cointegrating Vectors and Testing for Causality in Vector Autoregressions," Journal of Economic Surveys, Wiley Blackwell, vol. 13(1), pages 1-35, February.
  9. Maria Caporale, Guglielmo & Pittis, Nikitas, 1999. "Is Europe an Optimum Currency Area? Business Cyc1es in the EU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 14, pages 169-202.

1998

  1. Sugata Ghosh, 1998. "Can higher debt lead to higher welfare? A theoretical and numerical analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 5(2), pages 111-116.
  2. Guglielmo Maria Caporale & Nikitas Pittis, 1998. "Term structure and interest differentials as predictors of future inflation changes and inflation differentials," Applied Financial Economics, Taylor & Francis Journals, vol. 8(6), pages 615-625.
  3. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Unit roots and long-run causality: investigating the relationship between output, money and interest rates," Economic Modelling, Elsevier, vol. 15(1), pages 91-112, January.
  4. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998. "Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns," Journal of Policy Modeling, Elsevier, vol. 20(5), pages 581-601, October.
  5. Caporale, G. M. & Pittis, N., 1998. "Cointegration and predictability of asset prices1," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 441-453, June.

1997

  1. Davis, E Philip & Fagan, Gabriel, 1997. "Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in EU Countries?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(6), pages 701-14, Nov.-Dec..
  2. Guglielmo Maria Caporale, 1997. "Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK," Applied Economics, Taylor & Francis Journals, vol. 29(11), pages 1477-1482.
  3. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
  4. Caporale, Guglielmo Maria, 1997. "Common features and output fluctuations in the United Kingdom," Economic Modelling, Elsevier, vol. 14(1), pages 1-9, January.
  5. Guglielmo Maria Caporale & Nikitas Pittis, 1997. "Domestic and external factors in interest rate determination," Applied Financial Economics, Taylor & Francis Journals, vol. 7(5), pages 465-471.

1996

  1. Caporale, Guglielmo Maria & Pittis, Nikitas, 1996. "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, vol. 13(1), pages 1-14, January.
  2. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1996. "Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 693-714.
  3. Guglielmo Maria Caporale & Nikitas Pittis, 1996. "Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 565-69, April.

1995

  1. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995. "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, vol. 14(3), pages 395-415, June.
  2. Guglielmo Maria Caporale & Nikitas Pittis, 1995. "Interest rate linkages within the European Monetary System: an alternative interpretation," Applied Economics Letters, Taylor & Francis Journals, vol. 2(2), pages 45-47.
  3. Guglielmo Caporale & Nikitas Pittis, 1995. "Inflation convergence in the EMS: Some additional evidence. A reply," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(3), pages 587-593, September.

1994

  1. Davis, E Philip & Henry, S G B & Pesaran, B, 1994. "The Role of Financial Spreads: Empirical Analysis of Spreads and Real Activity," The Manchester School of Economic & Social Studies, University of Manchester, vol. 62(4), pages 374-94, December.
  2. Davis, E Philip, 1994. "Banking, Corporate Finance, and Monetary Policy: An Empirical Perspective," Oxford Review of Economic Policy, Oxford University Press, vol. 10(4), pages 49-67, Winter.
  3. E. P. Davis & S. G. B. Henry, 1994. "The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany," IMF Staff Papers, Palgrave Macmillan, vol. 41(3), pages 517-525, September.
  4. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1994. "Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence," Economics Letters, Elsevier, vol. 45(1), pages 93-102, May.

1993

  1. Guglielmo Maria Caporale, 1993. "Is Europe an optimum currency area?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 144(1), pages 95-113, May.
  2. Guglielmo Caporale & Nikitas Pittis, 1993. "Common stochastic trends and inflation convergence in the EMS," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 129(2), pages 207-215, June.

1992

  1. Davis, E P, 1992. "Credit Quality Spreads, Bond Market Efficiency and Financial Fragility," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 21-46, Supplemen.
  2. Colwell, R J & Davis, E P, 1992. " Output and Productivity in Banking," Scandinavian Journal of Economics, Wiley Blackwell, vol. 94(0), pages S111-29, Supplemen.
  3. Hunter, John, 1992. "Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 453-463, August.
  4. Guglielmo Maria Caporale, 1992. "Fiscal Solvency in Europe: Budget Deficits and Government Debt under European Monetary Union," National Institute Economic Review, National Institute of Economic and Social Research, vol. 140(1), pages 69-77, May.
  5. R. Anderton & R. Barrell & G. Caporale, 1992. "The World Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 139(1), pages 27-45, February.

1991

  1. E.P. Davis, 1991. "Crises financières, théorie et témoignages," Revue d'Économie Financière, Programme National Persée, vol. 16(1), pages 3-32.

1990

  1. Hunter, J., 1990. "Cointegrating exogeneity," Economics Letters, Elsevier, vol. 34(1), pages 33-35, September.

1987

  1. Davis, E P, 1987. "A Stock-Flow Consistent Macro-econometric Model of the UK Economy--Part I," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(2), pages 111-32, April.

1985

  1. Smith, R. P. & Hunter, J., 1985. "Cross arbitrage and specification in exchange rate models," Economics Letters, Elsevier, vol. 18(4), pages 375-376.

Books

2003

  1. Byrne,Joseph P. & Davis,E. Philip, 2003. "Financial Structure," Cambridge Books, Cambridge University Press, number 9780521831802, June.

2000

  1. Zvi Bodie & E. P. Davis (ed.), 2000. "The Foundations of Pension Finance," Books, Edward Elgar Publishing, volume 0, number 1853.

1999

  1. E Philip Davis, 1999. "Financial data needs for macroprudential surveillance - What are the key indicators of risks to domestic financial stability?," Lectures, Centre for Central Banking Studies, Bank of England, number 2, November.
  2. Mitko Dimitrov & Wladimir Andreff & Laszlo Csaba & N. Campos & Tatiana Houbenova-Delissivkova & Gabor Hunya & Vesselin Mintchev & Nikolay Naydenov & A. Pailhe & Rossitsa Rangelova & Plamen Tchipev & A, 1999. "Economies in Transition and the Variety of Capitalisms. Features, Changes, Convergence," ERI-BAS Books, Bulgarian Academy of Sciences - Economic Research Institute, number 1:p:1-527 edited by Mitko Dimitrov & Wladimir Andreff & Laszlo Csaba, June.

1998

  1. Davis, E. Philip, 1998. "Pension Funds: Retirement-Income Security and Capital Markets: An International Perspective," OUP Catalogue, Oxford University Press, number 9780198293040.

1995

  1. Davis, E. Philip, 1995. "Debt, Financial Fragility, and Systemic Risk," OUP Catalogue, Oxford University Press, number 9780198233312.

Chapters

2014

  1. Guglielmo Maria Caporale & Christophe Rault & Anamaria Sova & Robert Sova, 2014. "The finance–growth nexus: evidence from ten new EU members," Chapters, in: Financial Cycles and the Real Economy, chapter 13, pages 217-234 Edward Elgar Publishing.

2012

  1. Jan Fidrmuc, 2012. "The Economics of Multilingualism in the EU," Chapters, in: Research Handbook on the Economics of European Union Law, chapter 15 Edward Elgar Publishing.

2010

  1. Nauro F. Campos, 2010. "The Impact of Information and Communication Technologies on Economic Growth in Latin America in Comparative Perspective," Chapters, in: Innovation and Economic Development, chapter 6 Edward Elgar Publishing.
  2. Nauro F. Campos, 2010. "The Relative Impact of the Regulatory Framework on the Diffusion of ICT: Evidence from Latin America, 1989–2004," Chapters, in: Innovation and Economic Development, chapter 10 Edward Elgar Publishing.

2009

  1. Jan Fidrmuc & Mark Chandler & Julius Horvath, 2009. "Growth Experience and Prospects of Central and Eastern European Countries: A Synthesis," Chapters, in: Diversity in Economic Growth, chapter 7 Edward Elgar Publishing.

2008

  1. E Philip Davis, 2008. "Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?," RBA Annual Conference Volume, in: Paul Bloxham & Christopher Kent (ed.), Lessons from the Financial Turmoil of 2007 and 2008 Reserve Bank of Australia.

2006

  1. E Philip Davis, 2006. "How Will Ageing Affect the Structure of Financial Markets?," RBA Annual Conference Volume, in: Christopher Kent & Anna Park & Daniel Rees (ed.), Demography and Financial Markets Reserve Bank of Australia.

1996

  1. E Philip Davis, 1996. "The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour," RBA Annual Conference Volume, in: Malcom Edey (ed.), The Future of the Financial System Reserve Bank of Australia.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.