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Publications

by members of

Brunel University London → Department of Economics and Finance

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

2026

  1. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
  3. Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
  4. Guglielmo Maria Caporale & Mwangi Victor Njoroge & Luis Alberiko Gil-Alana, 2026, "Long Memory in Kenyan Commodity Prices," CESifo Working Paper Series, CESifo, number 12560.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12562.
  6. Guglielmo Maria Caporale & Samuel Chibuzor Umeh & Faith Ani James & Luis Alberiko Gil-Alana, 2026, "Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12566.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Ruka O. Jimoh, 2026, "Inflation Persistence in the SCO Countries: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12578.
  8. Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
  9. Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
  10. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Guillermo Perez Tellechea, 2026, "Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan," CESifo Working Paper Series, CESifo, number 12781.
  11. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & León Bertram von Ondarza de Miquel, 2026, "Anchored to the Floor: Persistence and Liquidity Regimes in the €STR – DFR Spread," CESifo Working Paper Series, CESifo, number 12782.
  12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Jesus Pantoja Cárdenas, 2026, "Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12806.
  13. Veni Arakelia & Guglielmo Maria Caporale & Mirto M. Gasparinatou & Menelaos Karanasos, 2026, "Machine Learning and Liquidity Dynamics in European Stock Markets," CESifo Working Paper Series, CESifo, number 12829.
  14. Luis Rodrigo Asturias & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Ramirez, 2026, "Persistence in Remittances: Evidence from Africa and Latin America," CESifo Working Paper Series, CESifo, number 12840.
  15. Nigar Hashimzade & Haoran Sun, 2026, "Industrial Policy with Network Externalities: Race to the Bottom vs. Win-Win Outcome," Papers, arXiv.org, number 2603.29542, Mar.
  16. Junior Maih & Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova, 2026, "Markov-Switching DSGE Modeling in RISE," Working Papers, Business School - Economics, University of Glasgow, number 2026_01, Jan.
  17. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2026, "Threshold Regression for Fixed-T Panel Data with Interactive Fixed Effects," Papers, arXiv.org, number 2606.12184, Jun.

2025

  1. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2025, "International Financial Integration, Economic Growth and Threshold Effects: Some Panel Evidence for Europe," CESifo Working Paper Series, CESifo, number 11639.
  2. Guglielmo Maria Caporale & Alfonso Dominguez & Luis Alberiko Gil-Alana, 2025, "Testing for Persistence in Real House Prices in 47 Countries from the OECD Database," CESifo Working Paper Series, CESifo, number 11662.
  3. Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2025, "Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices," CESifo Working Paper Series, CESifo, number 11747.
  4. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Real GDP: Evidence from Europe and the US," CESifo Working Paper Series, CESifo, number 11764.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025, "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series, CESifo, number 11822.
  6. Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana & María Fátima Romero Rojo, 2025, "Air Pollution in 88 US Metropolitan Areas: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11827.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.
  8. Christina Anderl & Guglielmo Maria Caporale, 2025, "Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks," CESifo Working Paper Series, CESifo, number 11924.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11925.
  10. Guglielmo Maria Caporale & Matteo Alessi, 2025, "Local Banking and Prosperity: Some Empirical Evidence for Italy," CESifo Working Paper Series, CESifo, number 11926.
  11. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11957.
  12. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2025, "Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector," CESifo Working Paper Series, CESifo, number 11958.
  13. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms," CESifo Working Paper Series, CESifo, number 11959.
  14. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," CESifo Working Paper Series, CESifo, number 11983.
  15. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model with Autoregressive Processes," CESifo Working Paper Series, CESifo, number 11984.
  16. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & José L. Ruiz-Alba, 2025, "The COVID-19 Shock and Spanish Hotel Activity," CESifo Working Paper Series, CESifo, number 11985.
  17. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2025, "Travel Shocks to the Chinese Economy: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12142.
  18. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Tail Connectedness Between Robotics and AI ETFs and Traditional Us Assets Under Different Market Conditions: A Quantile Var Approach," CESifo Working Paper Series, CESifo, number 12143.
  19. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," CESifo Working Paper Series, CESifo, number 12171.
  20. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Contemporaneous and Lagged 𝑅2 Decomposed Connectedness: Evidence for Stock Market Indices, Thematic ETFs, Bitcoin, Brent Crude Oil and Geopolitical Risks," CESifo Working Paper Series, CESifo, number 12225.
  21. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González & Maria Fatima Romero-Rojo, 2025, "Acidification in the Earth’s Oceans: Trends and Persistence," CESifo Working Paper Series, CESifo, number 12281.
  22. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Asset Returns and CO2 Emissions: Evidence on Contemporaneous and Lagged Connectedness," CESifo Working Paper Series, CESifo, number 12333.
  23. Kirill Borissov & Nigar Hashimzade, 2025, "Green Transition with Dynamic Social Preferences," Papers, arXiv.org, number 2507.17415, Jul.
  24. Jan Ditzen & Yiannis Karavias, 2025, "Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics," Papers, arXiv.org, number 2507.19099, Jul, revised Oct 2025.
  25. Wang, Lijun & Karavias, Yiannis & Banerjee, Anindya, 2025, "Nato expansion: An open door policy?," MPRA Paper, University Library of Munich, Germany, number 124752, May, revised 20 May 2025.
  26. Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025, "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers, arXiv.org, number 2501.18467, Jan.
  27. Ahmad Haboub & Aris Kartsaklas & Vasilis Sarafidis, 2025, "Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy," Papers, arXiv.org, number 2506.00206, May.
  28. Nektarios Aslanidis & Aurelio Bariviera & George Kapetanios & Vasilis Sarafidis, 2025, "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," Papers, arXiv.org, number 2506.21100, Jun.
  29. Vasilis Sarafidis, 2025, "Spatial dynamic panel data models with interactive effects," Economics Virtual Symposium 2025, Stata Users Group, number 01, Nov.
  30. John Beirne & Haroon Mumtaz & Donghyun Park & Gazi Salah Uddin & Angeliki Theophilopoulou, 2025, "Who benefits from increases in military spending? An empirical analysis," Papers, arXiv.org, number 2511.08218, Nov.
  31. Gkolfinopoulou, Michalitsa & Theophilopoulou, Angeliki, 2025, "Effects of Tax Shocks on Inequality: Empirical Evidence from the United Kingdom," MPRA Paper, University Library of Munich, Germany, number 123457, Jan.

2024

  1. Stylianos Asimakopoulos & James Malley & Apostolis Philippopoulos & Jim Malley, 2024, "The Firm-Level and Aggregate Effects of Corporate Payout Policy," CESifo Working Paper Series, CESifo, number 11460.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
  3. Guglielmo Maria Caporale & Matteo Alessi, 2024, "Cooperative Credit Banks and Economic Fluctuations: The Italian Case," CESifo Working Paper Series, CESifo, number 10958.
  4. Christina Anderl & Guglielmo Maria Caporale, 2024, "Global Food Prices and Inflation," CESifo Working Paper Series, CESifo, number 10992.
  5. Christina Anderl & Guglielmo Maria Caporale, 2024, "Functional Oil Price Expectations Shocks and Inflation," CESifo Working Paper Series, CESifo, number 10998.
  6. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2024, "Polar Amplification: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11073.
  7. Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024, "The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11184.
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024, "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series, CESifo, number 11207.
  9. Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo, 2024, "Climate Physical Risk and Asian Stock Market Returns," CESifo Working Paper Series, CESifo, number 11222.
  10. Guglielmo Maria Caporale & Faek Menla-Ali, 2024, "Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels," CESifo Working Paper Series, CESifo, number 11337.
  11. Christina Anderl & Guglielmo Maria Caporale, 2024, "Expectations and Speculation in the Natural Gas Markets," CESifo Working Paper Series, CESifo, number 11341.
  12. Guglielmo Maria Caporale & Miguel A. Martin-Valmayor & Luis A. Gil-Alana & Nieves Carmona-González, 2024, "Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe," CESifo Working Paper Series, CESifo, number 11409.
  13. Guglielmo Maria Caporale & Maria Fatima Romero-Rojo & Luis Alberiko Gil-Alana, 2024, "Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11475.
  14. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024, "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series, CESifo, number 11486.
  15. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Karen Roxana Quinatoa Narváez, 2024, "Remittances in Latin America: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11505.
  16. Christina Anderl & Guglielmo Maria Caporale, 2024, "A Global Oil Market Model with Shipping Costs," CESifo Working Paper Series, CESifo, number 11551.
  17. Theo Drossidis & Haroon Mumtaz & Angeliki Theophilopoulou, 2024, "The Distributional Effects of Oil Supply New Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 975, Feb.
  18. Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," Papers, arXiv.org, number 2402.08051, Feb.
  19. Nigar Hashimzade & Limor Hatsor & Artyom Jelnov, 2024, "Green antitrust conundrum: Collusion with social goals," Papers, arXiv.org, number 2411.06095, Nov.

2023

  1. Hilde C. Bjørnland & Jamie L. Cross & Felix Kapfhammer, 2023, "The Drivers of Emission Reductions in the European Carbon Market," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2023, Sep.
  2. Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023, "A Bayesian DSGE Approach to Modelling Cryptocurrency," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2023, Sep.
  3. Asimakopoulos, Stylianos & Lalik, Magdalena & Paredes, Joan & Salvado García, José, 2023, "GDP revisions are not cool: the impact of statistical agencies’ trade-off," Working Paper Series, European Central Bank, number 2857, Oct.
  4. Badunenko, Oleg & Myeki, Lindikaya W, 2023, "Multidimensional Analysis of Attainment of Higher Education Goals in South Africa’s Public Universities: Access, Quality, Diversity, Success and Efficiency," MPRA Paper, University Library of Munich, Germany, number 121565, Sep.
  5. Guglielmo Maria Caporale & Alex Plastun, 2023, "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series, CESifo, number 10213.
  6. Guglielmo Maria Caporale & Stavroula Yfanti & Menelaos Karanasos & Jiaying Wu, 2023, "Financial Integration and European Tourism Stocks," CESifo Working Paper Series, CESifo, number 10269.
  7. Christina Anderl & Guglielmo Maria Caporale, 2023, "The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies," CESifo Working Paper Series, CESifo, number 10276.
  8. Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence of the World Population: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 10286.
  9. Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," CESifo Working Paper Series, CESifo, number 10287.
  10. Guglielmo Maria Caporale & Nicola Spagnolo, 2023, "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series, CESifo, number 10323.
  11. Christina Anderl & Guglielmo Maria Caporale, 2023, "Time-Varying Parameters in Monetary Policy Rules: A GMM Approach," CESifo Working Paper Series, CESifo, number 10451.
  12. Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2023, "Aggregate Insider Trading and Stock Market Volatility in the UK," CESifo Working Paper Series, CESifo, number 10511.
  13. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci, 2023, "Trends and Persistence in the Greenland Ice Sheet Mass," CESifo Working Paper Series, CESifo, number 10556.
  14. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2023, "Financial Integration and Economic Growth in Europe," CESifo Working Paper Series, CESifo, number 10563.
  15. Christina Anderl & Guglielmo Maria Caporale, 2023, "Functional Shocks to Inflation Expectations and Real Interest Rates and Their Macroeconomic Effects," CESifo Working Paper Series, CESifo, number 10656.
  16. Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023, "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series, CESifo, number 10682.
  17. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
  18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo, 2023, "Persistence and Seasonality in the US Industrial Production Index," CESifo Working Paper Series, CESifo, number 10756.
  19. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
  20. Christina Anderl & Guglielmo Maria Caporale, 2023, "Shipping Cost Uncertainty, Endogenous Regime Switching and the Global Drivers of Inflation," CESifo Working Paper Series, CESifo, number 10798.
  21. Guglielmo Maria Caporale & Cristiana Donati & Nicola Spagnolo, 2023, "European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors," CESifo Working Paper Series, CESifo, number 10799.
  22. Nigar Hashimzade, 2023, "Tax Uncertainty and Welfare-Improving Tax Disputes," CESifo Working Paper Series, CESifo, number 10392.
  23. Bateman, Victoria & Hengel, Erin, 2023, "The gender gap in UK academic economics 1996-2018: progress, stagnation and retreat," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118205, Jun.
  24. Diane Alexander & Olga Gorelkina & Erin Hengel & Richard S.J. Tol, 2023, "Gender and the time cost of peer review," Working Paper Series, Department of Economics, University of Sussex Business School, number 0323, Jun.
  25. Marco Barassi & Yiannis Karavias & Chongxian Zhu, 2023, "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects," Papers, arXiv.org, number 2308.04057, Aug, revised Jan 2026.
  26. Banerjee, Anindya & Karavias, Yiannis & Wang, Lijun, 2023, "The impact of military spending on economic growth: A threshold regression analysis," MPRA Paper, University Library of Munich, Germany, number 124684, May, revised 09 Sep 2024.
  27. Monika Junicke & Jakub Mateju & Haroon Mumtaz & Angeliki Theophilopoulou, 2023, "Distributional Effects of Monetary Policy Shocks on Wage and Hours Worked: Evidence from the Czech Labor Market," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/4, Dec.

2022

  1. Kumbhakar, Subal C. & Badunenko, Oleg & Willox, Michael, 2022, "Do carbon taxes affect economic and environmental efficiency? The case of British Columbia’s manufacturing plants," MPRA Paper, University Library of Munich, Germany, number 118907, Dec.
  2. Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana, 2022, "Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19," CESifo Working Paper Series, CESifo, number 10006.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
  4. Guglielmo Maria Caporale & Alex Plastun, 2022, "Persistence in High Frequency Financial Data," CESifo Working Paper Series, CESifo, number 10045.
  5. Guglielmo Maria Caporale & Cristiana Donati & Nicola Spagnolo, 2022, "Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis," CESifo Working Paper Series, CESifo, number 10066.
  6. Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran, 2022, "Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War," CESifo Working Paper Series, CESifo, number 10071.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
  8. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2022, "The Covid-19 Pandemic and European Trade Patterns: A Sectoral Analysis," CESifo Working Paper Series, CESifo, number 10115.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series, CESifo, number 10143.
  10. Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022, "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 10161.
  11. Christina Anderl & Guglielmo Maria Caporale, 2022, "Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations," CESifo Working Paper Series, CESifo, number 9544.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022, "Persistence in the Passion Investment Market," CESifo Working Paper Series, CESifo, number 9586.
  14. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
  15. Christina Anderl & Guglielmo Maria Caporale, 2022, "Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts," CESifo Working Paper Series, CESifo, number 9687.
  16. Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022, "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series, CESifo, number 9824.
  17. Christina Anderl & Guglielmo Maria Caporale, 2022, "Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence," CESifo Working Paper Series, CESifo, number 9839.
  18. Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
  19. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2022, "The Covid-19 Pandemic and European Trade Flows: Evidence from a Dynamic Panel Model," CESifo Working Paper Series, CESifo, number 9848.
  20. Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
  21. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2022, "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending," Papers, arXiv.org, number 2211.06707, Nov, revised Jan 2023.
  22. Cristina Constantinescu & Ana Margarida Fernandes & Arti Grover & Stavros Poupakis & Santiago Reyes, 2022, "Globally Engaged Firms in the Covid-19 Crisis," CESifo Working Paper Series, CESifo, number 9711.
  23. Bussolo, Maurizio & Ezebuihe, Jessy Amarachi & Munoz Boudet, Ana Maria & Poupakis, Stavros & Rahman, Tasmia & Sarma, Nayantara, 2022, "Social Norms and Gender Equality : A Descriptive Analysis for South Asia," Policy Research Working Paper Series, The World Bank, number 10142, Aug.
  24. Cristiano Cantore & Filippo Ferroni & Hroon Mumtaz & Angeliki Theophilopoulou, 2022, "A tail of labour supply and a tale of monetary policy," Bank of England Staff Working Paper series, Bank of England, number 989, Jul.

2021

  1. Badunenko, Oleg & Cordero, Jose M. & Kumbhakar, Subal C., 2021, "Are you slacking? Where do you and your country stand in the happiness pursuit?," MPRA Paper, University Library of Munich, Germany, number 108316, Jun.
  2. Badunenko, Oleg & Henderson, Daniel J., 2021, "Production Analysis with Asymmetric Noise," MPRA Paper, University Library of Munich, Germany, number 110888, Nov.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca, 2021, "Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries," CESifo Working Paper Series, CESifo, number 8889.
  4. Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series, CESifo, number 8921.
  5. Christina Anderl & Guglielmo Maria Caporale, 2021, "Exchange Rate Parities and Taylor Rule Deviations," CESifo Working Paper Series, CESifo, number 8961.
  6. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series, CESifo, number 8970.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
  8. Christina Anderl & Guglielmo Maria Caporale, 2021, "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series, CESifo, number 9027.
  9. Guglielmo Maria Caporale & Anamaria Sova & Robert Sova, 2021, "The Short-Run and Long-Run Effects of Trade Openness on Financial Development: Some Panel Evidence for Europe," CESifo Working Paper Series, CESifo, number 9082.
  10. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021, "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series, CESifo, number 9098.
  11. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
  12. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2021, "The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20," CESifo Working Paper Series, CESifo, number 9299.
  13. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Coskun Akdeniz & Ali Ilhan, 2021, "The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe," CESifo Working Paper Series, CESifo, number 9316.
  14. Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Gül Serife Huyugüzel Kisla & Mohamad Husam Helmi & Coskun Akdeniz, 2021, "Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach," CESifo Working Paper Series, CESifo, number 9322.
  15. Guglielmo Maria Caporale & Alex Plastun, 2021, "Witching Days and Abnormal Profits in the US Stock Market," CESifo Working Paper Series, CESifo, number 9360.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021, "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series, CESifo, number 9382.
  17. Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
  18. Guglielmo Maria Caporale & Luis A. Gil-Alana & Pablo Vicente Trejo, 2021, "Unemployment Persistence in Europe: Evidence from the 27 EU Countries," CESifo Working Paper Series, CESifo, number 9392.
  19. Guglielmo Maria Caporale & Anamaria Sova & Robert Sova, 2021, "Trade Flows, Private Credit and the Covid-19-Pandemic: Panel Evidence from 35 OECD Countries," CESifo Working Paper Series, CESifo, number 9400.
  20. Kirill Borissov & Nigar Hashimzade, 2021, "Fiscal policy and inequality in a model with endogenous positional concerns," Papers, arXiv.org, number 2107.00410, Jul.
  21. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021, "Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata," Papers, arXiv.org, number 2110.14550, Oct, revised Jan 2025.
  22. Yiannis Karavias & Paresh Narayan & Joakim Westerlund, 2021, "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Papers, arXiv.org, number 2111.03035, Nov.
  23. Jiaqi Xiao & Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021, "Improved Tests for Granger Non-Causality in Panel Data," Discussion Papers, Department of Economics, University of Birmingham, number 21-06, Apr.
  24. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2021, "Panel Unit Root Tests with Structural Breaks," Discussion Papers, Department of Economics, University of Birmingham, number 21-12, Jul.
  25. Pedro Cayul; Alejandro Corvalan; Dany Jaimovich; Matteo Pazzona, 2021, "Introducing Maceda: New Micro-Data on an Indigenous Self-Determination Conflict," CIES Research Paper series, Centre for International Environmental Studies, The Graduate Institute, number 68-2021, Nov.
  26. Conti, Gabriella & Lumey, L.H. & , & Ekamper, Peter & Poupakis, Stavros, 2021, "Severe Prenatal Shocks and Adolescent Health: Evidence from the Dutch Hunger Winter," CEPR Discussion Papers, Centre for Economic Policy Research, number 16633, Oct.
  27. Sebastian Kripfganz & Vasilis Sarafidis, 2021, "Instrumental-variable estimation of large-T panel-data models with common factors," Economics Virtual Symposium 2021, Stata Users Group, number 3, Nov.
  28. De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021, "A method for evaluating the rank condition for CCE estimators," MPRA Paper, University Library of Munich, Germany, number 112305, Apr, revised 09 Mar 2022.

2020

  1. Stylianos Asimakopoulos & Filipa Da Silva Fernandes & Yiannis Karavias, 2020, "Firm Heterogeneity and Trade Credit Behaviour," Discussion Papers, Department of Economics, University of Birmingham, number 20-20, Aug.
  2. Ray Barrell & Karim Dilruba, 2020, "Bank capital: excess credit and crisis incidence," Post-Print, HAL, number hal-03606037, Sep.
  3. Ray Barrell & Dilruba Karim, 2020, "Banking Concentration and Financial Crises," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 516, Oct.
  4. Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cross-Border Portfolio Flows and News Media Coverage," CESifo Working Paper Series, CESifo, number 8112.
  5. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series, CESifo, number 8124.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
  7. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2020, "The Frequency of One-Day Abnormal Returns and Price Fluctuations in the FOREX," CESifo Working Paper Series, CESifo, number 8196.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
  9. Guglielmo Maria Caporale & Luis A. Gil-Alana & Laura Sauci, 2020, "US Sea Level Data: Time Trends and Persistence," CESifo Working Paper Series, CESifo, number 8274.
  10. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
  11. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series, CESifo, number 8324.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020, "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 8349.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González, 2020, "Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals," CESifo Working Paper Series, CESifo, number 8402.
  14. Guglielmo Maria Caporale & Alex Plastun, 2020, "Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects," CESifo Working Paper Series, CESifo, number 8445.
  15. Guglielmo Maria Caporale & Anamaria Sova & Robert Sova, 2020, "The Direct and Indirect Effects of Financial Development on International Trade: Evidence from the CEEC-6," CESifo Working Paper Series, CESifo, number 8585.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series, CESifo, number 8664.
  17. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
  18. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Non-Linearities and Persistence in US Long-Run Interest Rates," CESifo Working Paper Series, CESifo, number 8744.
  19. Guglielmo Maria Caporale & Alex Plastun, 2020, "Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 8783.
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  20. E Philip Davis & Dilruba Karim & Dennison Noel, 2020, "The Effects of Macroprudential Policy on Banks' Profitability," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 514, May.
  21. E Philip Davis & Dilruba Karim & Dennison Noel, 2020, "Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 515, Oct.
  22. Nigar Hashimzade, 2020, "Endogenous Preferences for Parenting and Macroeconomic Outcomes," CESifo Working Paper Series, CESifo, number 8062.
  23. Natalia Vershinina & Gideon Markman & Liang Han & Peter Rodgers & John Kitching & Nigar Hashimzade & Rowena Barrett, 2020, "Gendered regulations and SME performance in transition economies," Post-Print, HAL, number hal-03602098, Nov, DOI: 10.1007/s11187-020-00436-7.
  24. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020, "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers, Department of Economics, University of Birmingham, number 20-21, Aug.
  25. Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/20.
  26. Commander, Simon & Poupakis, Stavros, 2020, "Political Networks across the Globe," IZA Discussion Papers, IZA Network @ LISER, number 13103, Mar.
  27. Poupakis,Stavros, 2020, "Are Inflows of FDI Good for Russian Exporters ?," Policy Research Working Paper Series, The World Bank, number 9201, Apr.
  28. Apedo Amah,Marie Christine & Avdiu,Besart & Cirera,Xavier & Vargas Da Cruz,Marcio Jose & Davies,Elwyn Adriaan Robin & Grover,Arti Goswami & Iacovone,Leonardo & Kilinc,Umut & Medvedev,Denis & Maduko,Fr, 2020, "Unmasking the Impact of COVID-19 on Businesses : Firm Level Evidence from Across the World," Policy Research Working Paper Series, The World Bank, number 9434, Oct.
  29. Byrne, D. P. & Imai, S. & Jain, N. & Sarafidis, V. & Hirukawa, M., 2020, "Identification and Estimation of Differentiated Products Models using Cost Data," Working Papers, Department of Economics, City St George's, University of London, number 15/05, Feb.
  30. Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1101, Sep.
  31. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020, "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/20.
  32. Arturas Juodis & Vasilis Sarafidis, 2020, "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/20.
  33. Vasilis Sarafidis & Tom Wansbeek, 2020, "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/20.
  34. Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020, "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper, University Library of Munich, Germany, number 102488, Aug.
  35. Li, Qi & Sarafidis, Vasilis & Westerlund, Joakim, 2020, "Essays in Honor of Professor Badi H Baltagi: Editorial," MPRA Paper, University Library of Munich, Germany, number 104751, Dec.
  36. Juodis, Arturas & Sarafidis, Vasilis, 2020, "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104906, Dec.
  37. Juodis, Arturas & Sarafidis, Vasilis, 2020, "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104908, Dec.

2019

  1. Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2019, "A New Economic Framework: A DSGE Model with Cryptocurrency," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2019, Oct.
  2. Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge, 2019, "Energy Consumption in the GCC Countries: Evidence on Persistence," CESifo Working Paper Series, CESifo, number 7470.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
  4. Guglielmo Maria Caporale & Woo-Young Kang, 2019, "On the preferences of CoCo bond buyers and sellers," CESifo Working Paper Series, CESifo, number 7551.
  5. Adiya Bayarmaa & Guglielmo Maria Caporale, 2019, "Style consistency and mutual fund returns: the case of Russia," CESifo Working Paper Series, CESifo, number 7605.
  6. Guglielmo Maria Caporale & Daria Teterkina, 2019, "Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods," CESifo Working Paper Series, CESifo, number 7612.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series, CESifo, number 7652.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Persistence, non-linearities and structural breaks in European stock market indices," CESifo Working Paper Series, CESifo, number 7667.
  9. Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2019, "Financial integration in the GCC region: market size versus national effects," CESifo Working Paper Series, CESifo, number 7686.
  10. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2019, "Non-Linearities, Cyber Attacks and Cryptocurrencies," CESifo Working Paper Series, CESifo, number 7692.
  11. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019, "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series, CESifo, number 7881.
  12. Guglielmo Maria Caporale & Alex Plastun, 2019, "Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns," CESifo Working Paper Series, CESifo, number 7917.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Cycles and Long-Range Behaviour in the European Stock Market," CESifo Working Paper Series, CESifo, number 7943.
  14. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019, "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series, CESifo, number 7969.
  15. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2019, "Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange," CESifo Working Paper Series, CESifo, number 7984.
  16. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019, "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series, CESifo, number 8000.
  17. E Philip Davis & Dilruba Karim & Dennison Noel, 2019, "The Bank Capital-Competition-Risk Nexus - A Global Perspective," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 500, Feb.
  18. E Philip Davis & Dilruba Karim & Dennison Noel, 2019, "Bank Leverage Ratios, Risk and Competition - An Investigation Using Individual Bank Data," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 499, Feb.
  19. Wei Cui & Nigar Hashimzade, 2019, "The Digital Services Tax as a Tax on Location-Specific Rent," CESifo Working Paper Series, CESifo, number 7737.
  20. Olga Gorelkina & Ioanna Grypari & Erin Hengel, 2019, "One strike and you re out! The Master Lever s effect on senatorial policy-making," Working Papers, University of Liverpool, Department of Economics, number 201906, Aug.
  21. Arturas Juodis & Yiannis Karavias, 2019, "Partially heterogeneous tests for Granger non-causality in panel data," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 59, Apr.
  22. F. Crossley, Thomas & Levell, Peter & Poupakis, Stavros, 2019, "Regression with an imputed dependent variable," ISER Working Paper Series, Institute for Social and Economic Research, number 2019-07, Jun.
  23. Gabriella Conti & Giacomo Mason & Stavros Poupakis, 2019, "Developmental Origins of Health Inequality," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-041, Jun.
  24. Gabriella Conti & Stavros Poupakis & Malte Sandner & Sören Kliem, 2019, "The Effects of Home Visiting on Mother-Child Interactions: Evidence from Dynamic Micro-Level Data," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-066, Dec.
  25. David P. Byrne & Susumu Imai & Neelam Jain & Vasilis Sarafidis & Masayuki Hirukawa, 2019, "Identification and Estimation of Differentiated Products Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 33/19.
  26. Haroon Mumtaz & Angeliki Theophilopoulou, 2019, "Monetary Policy and Wealth Inequality over the Great Recession in the UK An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 898, Oct.

2018

  1. Ray Barrell & Abdulkader Nahhas, 2018, "Economic Integration and Bilateral FDI stocks: the impacts of NAFTA and the EU," Discussion Papers, Centre for Macroeconomics (CFM), number 1814, May.
  2. Oleg Badunenko & Pavlo Mozharovskyi, 2018, "Statistical inference for the Russell measure of technical efficiency," Post-Print, HAL, number hal-02288042, Dec.
  3. Badunenko, Oleg & Tauchmann, Harald, 2018, "Simar and Wilson two-stage efficiency analysis for Stata," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 08/2018.
  4. Bennett, John & Levy, Stephanie, 2018, "Family Ceremonies as a Constraint on Informal Sector Investment: The Case of Sénégal," IZA Discussion Papers, IZA Network @ LISER, number 11529, May.
  5. Bennett, John & Rablen, Matthew D., 2018, "Bribery, Hold-Up and Bureaucratic Structure," IZA Discussion Papers, IZA Network @ LISER, number 11593, Jun.
  6. Guglielmo Maria Caporale & Alex Plastun, 2018, "Price Overreactions in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6861.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," CESifo Working Paper Series, CESifo, number 6874.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & Tommaso Trani, 2018, "On the Persistence of UK Inflation: A Long-Range Dependence Approach," CESifo Working Paper Series, CESifo, number 6968.
  9. Guglielmo Maria Caporale & Alex Plastun, 2018, "On the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7011.
  10. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2018, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 7073.
  11. Guglielmo Maria Caporale & Timur Zekokh, 2018, "Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models," CESifo Working Paper Series, CESifo, number 7167.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018, "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series, CESifo, number 7243.
  13. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2018, "Bitcoin Fluctuations and the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7280.
  14. Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Political Tension and Stock Markets in the Arabian Peninsula," CESifo Working Paper Series, CESifo, number 7341.
  15. Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "The Impact of Business and Political News on the GCC Stock Markets," CESifo Working Paper Series, CESifo, number 7353.
  16. Oriol Carreras & E Philip Davis & Ian Hurst & Iana Liadze & Rebecca Piggott & James Warren, 2018, "Implementing Macroprudential Policy in NiGEM," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 490, Mar.
  17. Nigar Hashimzade & Gareth Myles & Hana Yousefi, 2018, "Household Tax Evasion," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2018-06, Feb.
  18. Nigar Hashimzade & Gareth Myles, 2018, "Do Corporate Environmental Contributions Justify the Public Interest Defence?," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2018-07, Jun.
  19. Nigar Hashimzade, 2018, "On the solution of the variational optimisation in the rational inattention framework," Papers, arXiv.org, number 1802.09869, Feb, revised Jul 2018.
  20. Bussolo, Maurizio & Commander, Simon & Poupakis, Stavros, 2018, "Political Connections and Firms: Network Dimensions," IZA Discussion Papers, IZA Network @ LISER, number 11498, Apr.
  21. Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2018, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1019, Feb.
  22. Theophilopoulou, Angeliki, 2018, "The impact of macroeconomic uncertainty on inequality: An empirical study for the UK," MPRA Paper, University Library of Munich, Germany, number 90448, Nov.

2017

  1. Barrell, Ray & Karim, Dilly & Macchiarelli, Corrado, 2017, "Towards an understanding of credit cycles: do all credit booms cause crises?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118943, Nov.
  2. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2017, "The Productivity of Nations," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-05, May.
  3. Oleg Badunenko, 2017, "Labor Market Regulations and Growth," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-07, Dec.
  4. Guglielmo Maria Caporale & Hector Carcel & Luis A. Gil-Alana, 2017, "Central Bank Policy Rates: Are they Cointegrated?," CESifo Working Paper Series, CESifo, number 6389.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Long Memory and Data Frequency in Financial Markets," CESifo Working Paper Series, CESifo, number 6396.
  6. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2017, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," CESifo Working Paper Series, CESifo, number 6477.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Testing the Fisher Hypothesis in the G-7 Countries Using I(d) Techniques," CESifo Working Paper Series, CESifo, number 6482.
  8. Guglielmo Maria Caporale & Kefei You, 2017, "Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests," CESifo Working Paper Series, CESifo, number 6494.
  9. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series, CESifo, number 6534.
  10. Guglielmo Maria Caporale & Alex Plastun, 2017, "The Day of the Week Effect in the Crypto Currency Market," CESifo Working Paper Series, CESifo, number 6716.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2017, "Trends and Cycles in Macro Series: The Case of US Real GDP," CESifo Working Paper Series, CESifo, number 6728.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017, "Persistence in the Cryptocurrency Market," CESifo Working Paper Series, CESifo, number 6811.
  13. Nelli S. Gazanchyan & Nigar Hashimzade & Yulia Rodionova & Natalia Vershinina, 2017, "Gender, Access to Finance, Occupational Choice, and Business Performance," CESifo Working Paper Series, CESifo, number 6353.
  14. Hengel, E., 2017, "Publishing while Female. Are women held to higher standards? Evidence from peer review," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1753, Dec.

2016

  1. Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2016, "Can Public Spending Boost Private Consumption?," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 005, Dec.
  2. Oleg Badunenko & Pavlo Mozharovskyi, 2016, "Nonparametric Frontier Analysis Using Stata," Post-Print, HAL, number hal-03189227, Sep, DOI: 10.1177/1536867X1601600302.
  3. Bennett, John & Chioveanu, Ioana, 2016, "Pro-Consumer Price Ceilings under Regulatory Uncertainty," MPRA Paper, University Library of Munich, Germany, number 72161.
  4. Guglielmo Maria Caporale & Mohamad Husam Helmi, 2016, "Islamic Banking, Credit and Economic Growth: Some Empirical Evidence," CESifo Working Paper Series, CESifo, number 5716.
  5. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Macro News and Exchange Rates in the BRICS," CESifo Working Paper Series, CESifo, number 5748.
  6. 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," CESifo Working Paper Series, CESifo, number 5807.
  7. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016, "Exchange Rates and Macro News in Emerging Markets," CESifo Working Paper Series, CESifo, number 5816.
  8. Guglielmo Maria Caporale & Alex Plastun, 2016, "Calendar Anomalies in the Ukrainian Stock Market," CESifo Working Paper Series, CESifo, number 5877.
  9. Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini, 2016, "Competitive Devaluations in Commodity-Based Economies: Colombia and the Pacific Alliance Group," CESifo Working Paper Series, CESifo, number 5907.
  10. Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy, 2016, "The Performance of Banks in the MENA Region During the Global Financial Crisis," CESifo Working Paper Series, CESifo, number 5921.
  11. Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016, "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis," CESifo Working Paper Series, CESifo, number 5932.
  12. 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, CESifo, number 5965.
  13. Guglielmo Maria Caporale & Mario Cerrato & Xuan Zhang, 2016, "Analysing the Determinants of Credit Risk for General Insurance Firms in the UK," CESifo Working Paper Series, CESifo, number 5971.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2016, "Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB," CESifo Working Paper Series, CESifo, number 5995.
  15. Oriol Carreras & E Philip Davis & Rebecca Piggott, 2016, "Macroprudential tools, transmission and modelling," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 470, Oct.
  16. E. Philip Davis & Simon Kirby & James Warren, 2016, "The Estimation of Financial Conditions Indices for the Major OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 1335, Nov, DOI: 10.1787/5jlnb5b1zw9x-en.
  17. Richard Harris & Nigar Hashimzade & Sai Ding, 2016, "Political Connections, State Ownership and Productivity in China," CESifo Working Paper Series, CESifo, number 6236.
  18. Maurice J.G. Bun & Vasilis Sarafidis & Richard Kelaher, 2016, "Crime, Deterrence and Punishment Revisited," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 16-02, Mar.
  19. Haroon Mumtaz & Angeliki Theophilopoulou, 2016, "The Impact of Monetary Policy on Inequality in the UK. An Empirical Analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 783, Feb.
  20. Haroon Mumtaz & Laura Sunder-Plassmann & Angeliki Theophilopoulou, 2016, "The State Level Impact of Uncertainty Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 793, Apr.

2015

  1. Stylianos Asimakopoulos & Yiannis Karavias, 2015, "The impact of government size on economic growth: a threshold analysis," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/02, Jan.
  2. Bennett, John & Chioveanu, Ioana, 2015, "The Optimal Minimum Wage with Regulatory Uncertainty," IZA Discussion Papers, IZA Network @ LISER, number 9576, Dec.
  3. Guglielmo Maria Caporale & Anamaria Sova & Robert Sova, 2015, "Trade Flows and Trade Specialisation: The Case of China," CESifo Working Paper Series, CESifo, number 5217.
  4. Guglielmo Maria Caporale & Matteo Alessi & Stefano Di Colli & Juan Sergio Lopez, 2015, "Loan Loss Provision: Some Empirical Evidence for Italian Banks," CESifo Working Paper Series, CESifo, number 5253.
  5. Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Spillovers between Food and Energy Prices and Structural Breaks," CESifo Working Paper Series, CESifo, number 5282.
  6. Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy, 2015, "How Has the Global Financial Crisis Affected Syndicated Loan Terms in Emerging Markets? Evidence from China," CESifo Working Paper Series, CESifo, number 5353.
  7. 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, CESifo, number 5407.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana & C. James Orlando, 2015, "Linkages between the US and European Stock Markets: A Fractional Cointegration Approach," CESifo Working Paper Series, CESifo, number 5523.
  9. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015, "Macro News and Commodity Returns," CESifo Working Paper Series, CESifo, number 5551.
  10. Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015, "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," CESifo Working Paper Series, CESifo, number 5615.
  11. 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, CESifo, number 5630.
  12. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2015, "Long-Term Price Overreactions: Are Markets Inefficient?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1444.
  13. 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, DIW Berlin, German Institute for Economic Research, number 1458.
  14. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale & Hector Carcel, 2015, "Exchange Rate Dynamics and Monetary Unions in Africa: A Fractional Integration and Cointegration Analysis," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 11/2015, Sep.
  15. Luis Alberiko Gil-Alaña & Borja Balprad & Guglielmo Maria Caporale, 2015, "African Growth, Non-Linearities and Strong Dependence: An Empirical Study," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 12/2015, May.
  16. Angus Armstrong & Philip Davis & Monique Ebell, 2015, "An Economic Analysis of Pension Tax Proposals," Discussion Papers, Centre for Macroeconomics (CFM), number 1533, Nov.
  17. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2015, "A comparison of investors' sentiments and risk premium effects on valuing shares," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 15/01, Jan.
  18. José Fernández & Matteo Pazzona, 2015, "Evaluating the Spillover Effects of the Plan Colombia in Ecuador," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 15/667, Nov.
  19. Tapas Mishra & Mamata Parhi & Claude Diebolt & Prashant Gupta, 2015, "Environmental Kuznets Curve and Economic Growth: The Role of Institutional Quality and Distributional Heterogeneity Revisited," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2015-05.
  20. Byrne, David & Imai, Susumu & Sarafidis, Vasilis & Hirukawa, Masayuki, 2015, "Instrument-free Identification and Estimation of Differentiated Products Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274662, Jan, DOI: 10.22004/ag.econ.274662.
  21. Arturas Juodis & Sarafidis, V., 2015, "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 15-03, Oct.
  22. Huanjun Zhu & Vasilis Sarafidis & Mervyn Silvapulle & Jiti Gao, 2015, "Testing for a Structural Break in Dynamic Panel Data Models with Common Factors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/15.
  23. Haroon Mumtaz & Angeliki Theophilopoulou, 2015, "Monetary Policy and Inequality in the UK," Working Papers, Queen Mary University of London, School of Economics and Finance, number 738, Feb.

2014

  1. Konstantinos Angelopoulos & Stylianos Asimakopoulos & Jim Malley, 2014, "Tax Smoothing in a Business Cycle Model with Capital-Skill Complementarity," CESifo Working Paper Series, CESifo, number 4744.
  2. Angelopoulos, Kostantinos & Asimakopoulos, Stylianos & Malley, James, 2014, "Optimal progressive taxation in a model with endogenous skill supply," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-029, Jul.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2014, "Testing Unemployment Theories: A Multivariate Long Memory Approach," CESifo Working Paper Series, CESifo, number 4570.
  4. Guglielmo Maria Caporale & Michael Donadelli & Alessia Varani, 2014, "International Capital Markets Structure, Preferences and Puzzles: The US-China Case," CESifo Working Paper Series, CESifo, number 4669.
  5. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," CESifo Working Paper Series, CESifo, number 4696.
  6. 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, CESifo, number 4752.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2014, "The Weekend Effect: A Trading Robot and Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 4849.
  8. Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2014, "Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach," CESifo Working Paper Series, CESifo, number 4881.
  9. 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, CESifo, number 4912.
  10. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014, "Macro News and Bond Yield Spreads in the Euro Area," CESifo Working Paper Series, CESifo, number 5008.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2014, "Short-Term Price Overreactions: Identification, Testing, Exploitation," CESifo Working Paper Series, CESifo, number 5066.
  12. Guglielmo Maria Caporale & Marinko Skare, 2014, "Long Memory in UK Real GDP, 1851-2013: An ARFIMA-FIGARCH Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1395.
  13. 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, DIW Berlin, German Institute for Economic Research, number 1409.
  14. Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Guglielmo Maria Caporale, 2014, "Long memory in Angolan macroeconomic series: mean reversion versus explosive behaviour," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 01/2014, Feb.
  15. E Philip Davis & D Karim, 2014, "Exploring the Short- and Long-Run Links from Bank Competition to Risk – Reconciling Conflicting Hypotheses?," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 421, Jan.
  16. Yiannis Karavias & Elias Tzavalis, 2014, "A fixed-T version of Breitung's panel data unit root test and its asymptotic local power," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/02, Feb.
  17. Arturas Juodis & Sarafidis, V., 2014, "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 14-07, Jul.
  18. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014, "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper, University Library of Munich, Germany, number 53419, Feb.

2013

  1. Konstantinos Angelopoulos & Stylianos Asimakopoulos & Jim Malley, 2013, "The Optimal Distribution of the Tax Burden over the Business Cycle," CESifo Working Paper Series, CESifo, number 4468.
  2. Warmedinger, Thomas & Paredes, Joan & Asimakopoulos, Stylianos, 2013, "Forecasting fiscal time series using mixed frequency data," Working Paper Series, European Central Bank, number 1550, May.
  3. Guglielmo Maria Caporale & Roberta De Santis & Alessandro Girardi, 2013, "Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU," CESifo Working Paper Series, CESifo, number 4172.
  4. 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, CESifo, number 4189.
  5. 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," CESifo Working Paper Series, CESifo, number 4224.
  6. Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo, 2013, "Exchange Rate Uncertainty and International Portfolio Flows," CESifo Working Paper Series, CESifo, number 4234.
  7. Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013, "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," CESifo Working Paper Series, CESifo, number 4275.
  8. Luca Agnello & Guglielmo Maria Caporale & Ricardo M. Sousa, 2013, "Fiscal Adjustments and Business Cycle Synchronization," CESifo Working Paper Series, CESifo, number 4505.
  9. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013, "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1279.
  10. 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, DIW Berlin, German Institute for Economic Research, number 1288.
  11. Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013, "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1309.
  12. Guglielmo Maria Caporale & Carlos Pestana Barros, 2013, "Banking Consolidation in Nigeria, 2000-2010," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 07/2013, Oct.
  13. Guglielmo Maria Caporale & Carlos Pestana Barros & Bruno Damasio, 2013, "Foreign direct investment in the Asian economies," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2013, Dec.
  14. Maria Caporale, Guglielmo & Gil-Alana, Luis & Plastun, Alex & Makarenko, Inna, 2013, "Long memory in the ukrainian stock market and financial crises," MPRA Paper, University Library of Munich, Germany, number 59061, Oct.
  15. Nigar Hashimzade & Yulia Rodionova, 2013, "Gender Bias in Access to Finance, Occupational Choice, and Business Performance," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2013-01, Apr.
  16. Yiannis Karavias & Elias Tzavalis, 2013, "The power performance of fixed-T panel unit root tests allowing for structural breaks," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/01, Jan.
  17. Manthos D. Delis & Yiannis Karavias, 2013, "Optimal versus realized bank credit risk and monetary policy," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/03, Mar.
  18. Maurice J.G. Bun & Sarafidis, V., 2013, "Dynamic Panel Data Models," UvA-Econometrics Working Papers, Universiteit van Amsterdam, Dept. of Econometrics, number 13-01, Mar.
  19. Donald Robertson & Vasilis Sarafidis, 2013, "IV Estimation of Panels with Factor Residuals," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1321, Jun.
  20. Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2013, "The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach," Working Papers, Queen Mary University of London, School of Economics and Finance, number 707, Aug.

2012

  1. Ray Barrell & Dilruba Karim, 2012, "What should we do about (Macro) Pru? Macro Prudential Policy and Credit," FMG Special Papers, Financial Markets Group, number sp217.
  2. Ray Barrell & Dawn Holland & Ian Hurst, 2012, "Fiscal Consolidation: Part 2. Fiscal Multipliers and Fiscal Consolidations," OECD Economics Department Working Papers, OECD Publishing, number 933, Feb, DOI: 10.1787/5k9fdf6bs78r-en.
  3. Oleg Badunenko & Daniel J. Henderson & Romain Houssa, 2012, "Significant Drivers of Growth in Africa," Working Papers, University of Namur, Department of Economics, number 1208, Aug.
  4. John Bennett & Manfredi La manna, 2012, "Mixed Oligopoly and Entry," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 12-01, Feb.
  5. John Bennett & Matthew Rablen, 2012, "Self-Employment, Wage Employment and Informality in a Developing Economy," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 12-02, Mar.
  6. Carlos Barros & Guglielmo Caporale, 2012, "Banking Consolidation in Nigeria," CEsA Working Papers, CEsA - Centre for African and Development Studies, number 99, Jan.
  7. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in US Hours Worked," CESifo Working Paper Series, CESifo, number 3767.
  8. 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, CESifo, number 3897.
  9. Mohamed El Hedi Arouri & Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2012, "Environmental Regulation and Competitiveness: Evidence from Romania," CESifo Working Paper Series, CESifo, number 3916.
  10. Carlos Pestana Barros & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Long Memory in German Energy Price Indices," CESifo Working Paper Series, CESifo, number 3935.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence in Youth Unemployment," CESifo Working Paper Series, CESifo, number 3961.
  12. Guglielmo Maria Caporale & Alessandro Girardi, 2012, "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," CESifo Working Paper Series, CESifo, number 4006.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2012, "Persistence and Cycles in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 4035.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana & Robert Mudida, 2012, "Testing the Marshall-Lerner Condition in Kenya," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1247.
  15. Vassilios, Babalos & Guglielmo-Maria, Caporale & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," MPRA Paper, University Library of Munich, Germany, number 37954, May.
  16. 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, Centre for Economic Development and Institutions(CEDI), Brunel University, number 12-05, Sep.
  17. 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, CESifo, number 4005.
  18. Marina Della Giusta & Nigar Hashimzade, 2012, "Who Cares? Modelling the Care Drain," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2012-04, Nov.
  19. Yiannis Karavias & Elias Tzavalis, 2012, "The local power of fixed-T panel unit root tests allowing for serially correlated errors," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 12/01, Jan.
  20. Karavias, Yiannis & Tzavalis, Elias, 2012, "On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors," MPRA Paper, University Library of Munich, Germany, number 43131, Dec.

2011

  1. Barrell, Ray & FitzGerald, John, 2011, "The Banking Sector and Recovery in the EU Economy Reference," Papers, Economic and Social Research Institute (ESRI), number RB2011/2/2, Aug.
  2. Dr Tatiana Fic & Ray Barrell, 2011, "The Banking Sector and Recovery in the EU Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 374, Jan.
  3. Dr Dilruba Karim & Dr Tatiana Fic & Ray Barrell & Professor E. Philip Davis, 2011, "TIER 2 Capital and Bank Behaviour," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 375, Jan.
  4. Badunenko, Oleg & Henderson, Daniel J. & Kumbhakar, Subal C., 2011, "When, Where and How to Perform Efficiency Estimation," IZA Discussion Papers, IZA Network @ LISER, number 5997, Sep.
  5. John Bennett, 2011, "Foreign Investment in Infrastructure, Limited Public Funds, and Renegotiation," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 11-03, Feb.
  6. 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, CESifo, number 3340.
  7. Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2011, "The Euro Changeover and Price Adjustments in Italy," CESifo Working Paper Series, CESifo, number 3386.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Fractional Integration and Cointegration in US Financial Time Series Data," CESifo Working Paper Series, CESifo, number 3416.
  9. Guglielmo Maria Caporale & Marinko Škare, 2011, "Employment Growth, Inflation and Output Growth: Was Phillips Right? Evidence from a Dynamic Panel," CESifo Working Paper Series, CESifo, number 3502.
  10. 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, CESifo, number 3525.
  11. Guglielmo Maria Caporale & Ricardo M. Sousa, 2011, "Consumption, Wealth, Stock and Housing Returns: Evidence from Emerging Markets," CESifo Working Paper Series, CESifo, number 3601.
  12. Guglielmo Maria Caporale & Ricardo M. Sousa, 2011, "Are Stock and Housing Returns Complements or Substitutes? Evidence from OECD Countries," CESifo Working Paper Series, CESifo, number 3621.
  13. 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, CESifo, number 3645.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Persistence and Cyclical Dependence in the Monthly Euribor Rate," CESifo Working Paper Series, CESifo, number 3653.
  15. Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Fiscal Spillovers in the Euro Area," CESifo Working Paper Series, CESifo, number 3693.
  16. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Anamaria Sova, 2011, "Trade Specialisation and Economic Convergence: Evidence from two Eastern European Countries," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_071, Sep.
  17. John Beirne & Guiglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2011, "Volatility spillovers and contagion from mature and emerging stock markets," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 06/2011, Nov.
  18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alaña, 2011, "Interest rate dynamics in Kenya," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 10/2011, Dec.
  19. 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, School of Economics and Business Administration, University of Navarra, number 02/11, Jan.
  20. Marina Della Giusta & Nigar Hashimzade & Sarah Jewell, 2011, "Why Care? Social Norms, Relative Income and the Supply of Unpaid Care," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2011-03, Jul.
  21. Moro, Russ & Härdle, Wolfgang Karl & Aliakbari, Saeideh & Hoffmann, Linda, 2011, "Forecasting corporate distress in the Asian and Pacific region," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2011-023.
  22. Kelaher, Richard & Sarafidis, Vasilis, 2011, "Crime and Punishment Revisited," MPRA Paper, University Library of Munich, Germany, number 28213, Jan.
  23. Philip Liu & Haroon Mumtaz & Angeliki Theophilopoulou, 2011, "International transmission of shocks: a time-varying factor-augmented VAR approach to the open economy," Bank of England Staff Working Paper series, Bank of England, number 425, May.

2010

  1. 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?," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 351, Mar.
  2. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010, "Calibrating macroprudential policy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 354, Apr.
  3. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010, "Evaluating off-balance sheet exposures in banking crisis determination models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 357, Jul.
  4. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2010, "The Effects of Banking Crises on Potential Output in OECD Countries," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 358, Aug.
  5. Iana Liadze & Ray Barrell & Dawn Holland, 2010, "Accounting for UK economic performance 1973-2009," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 359, Aug.
  6. 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," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 363, Sep.
  7. Ray Barrell & Tatiana Fic & Phillip Davis, 2010, "Is there a link from bank size to risk taking?," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 367, Oct.
  8. Oleg Badunenko & Christopher F. Baum & Dorothea Schäfer, 2010, "Does the tenure of Private Equity investment improve the performance of European firms?," Boston College Working Papers in Economics, Boston College Department of Economics, number 730, Mar.
  9. Oleg Badunenko & Moritz Fabien Karber & Dorothea Schäfer, 2010, "Private Equity, Corporate Governance and Out-Performance of High-Growth Firms," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 3.2.
  10. Badunenko, Oleg & Barasinska,, Nataliya & Schäfer, Dorothea, 2010, "Is gender a good predictor of fi nancial risk taking? Evidence from national surveys of household fi nance," JIBS Working Papers, Jönköping International Business School, number 2010-5, Nov.
  11. Romain Houssa & Oleg Badunenko & Daniel J. Henderson, 2010, "Explaining African Growth Performance: A Production-Frontier Approach," Working Papers, University of Namur, Department of Economics, number 1013, Nov.
  12. Guglielmo Maria Caporale & Alessandro Girardi, 2010, "Price Formation on the EuroMTS Platform," CESifo Working Paper Series, CESifo, number 2938.
  13. Guglielmo Maria Caporale & Nicola Spagnolo, 2010, "Stock Market Integration between three CEECs, Russia and the UK," CESifo Working Paper Series, CESifo, number 2978.
  14. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2010, "Time-Varying Spot and Futures Oil Price Dynamics," CESifo Working Paper Series, CESifo, number 3015.
  15. Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2010, "EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?," CESifo Working Paper Series, CESifo, number 3074.
  16. John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo, 2010, "Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach," CESifo Working Paper Series, CESifo, number 3115.
  17. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "US Disposable Personal Income and Housing Price Index: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 3208.
  18. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "The Weekly Structure of US Stock Prices," CESifo Working Paper Series, CESifo, number 3245.
  19. 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, CESifo, number 3255.
  20. Guglielmo Maria Caporale & Alessandro Girardi & Paolo Paesani, 2010, "Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market," CESifo Working Paper Series, CESifo, number 3281.
  21. 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, DIW Berlin, German Institute for Economic Research, number 1006.
  22. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Fractional Integration in High Frequency Financial Time Series," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1016.
  23. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 975.
  24. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Fractional Cointegration in US Term Spreads," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 981.
  25. Burcu ERDOGAN & Guglielmo MARIA CAPORALE & Vladimir KUZIN, 2010, "Testing Stock Market Convergence: A Non-linear Factor Approach," EcoMod2010, EcoMod, number 259600051, May.
  26. Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2010, "Pollution Abatement and Control Expenditure in Romania: A Multilevel Analysis," IZA Discussion Papers, IZA Network @ LISER, number 5041, Jul.
  27. E. Philip Davis, 2010, "Asset Prices and Real Economic Activity," OECD Economics Department Working Papers, OECD Publishing, number 764, May, DOI: 10.1787/5kmft7p4dv34-en.
  28. Professor E. Philip Davis, 2010, "Policy Efficacy in the Crisis, Exit Strategies and the Return of Growth," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 364, Sep.
  29. Sugata Ghosh & Kyriakos C. Neanidis, 2010, "Corruption, Fiscal Policy, and Growth: A Unified Approach," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 140.
  30. Sarafidis, Vasilis & Wansbeek, Tom, 2010, "Cross-sectional Dependence in Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 20367, Feb.
  31. Sarafidis, Vasilis & Yamagata, Takashi, 2010, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 25182, Feb.

2009

  1. 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, Financial Services Authority, number 38, Jul.
  2. Dr Martin Weale & Ray Barrell, 2009, "The Economics of a Reduction in VAT," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 325, Mar.
  3. Iana Liadze & Ray Barrell & Professor E. Philip Davis, 2009, "Bank regulation, property prices and early warning systems for banking crises in OECD countries," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 330, Mar.
  4. Ray Barrell & Dawn Holland, 2009, "A fiscal stimulus to address the effects of the global financial crisis on sub-Saharan Africa," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 331, Mar.
  5. Ray Barrell & Dr Ian Hurst & Simon Kirby, 2009, "How to Pay for the Crisis or Macroeconomic implications of pension reform," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 333, May.
  6. Dr Martin Weale & Ray Barrell, 2009, "Fiscal Policy, Fairness between Generations and National Saving," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 338, Sep.
  7. Iana Liadze & Ray Barrell, 2009, "Project on consumption and saving for the DWP - comparative analysis of consumption and saving in the UK and US," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 344, Nov.
  8. Oleg Badunenko & Saloni Deva & Dorothea Schäfer & Michael Viertel, 2009, "What's Banking Sector Concentration Got to Do with Private Equity Market?," Working Paper / FINESS, DIW Berlin, German Institute for Economic Research, number 3.4.
  9. Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009, "Are Private Equity Investors Good or Evil?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 901.
  10. John Bennett, 2009, "Informal Firms in Developing Countries: Entrepreneurial Stepping Stone or Consolation Prize?," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2009-19.
  11. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009, "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series, CESifo, number 2545.
  12. Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2009, "Selectivity, Market Timing and the Morningstar Star-Rating System," CESifo Working Paper Series, CESifo, number 2580.
  13. Guglielmo Maria Caporale & Roman Matousek & Chris Stewart, 2009, "Rating Assignments: Lessons from International Banks," CESifo Working Paper Series, CESifo, number 2618.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Multi-Factor Gegenbauer Processes and European Inflation Rates," CESifo Working Paper Series, CESifo, number 2648.
  15. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009, "Long Memory in US Real Output per Capita," CESifo Working Paper Series, CESifo, number 2671.
  16. Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009, "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series, CESifo, number 2720.
  17. 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, CESifo, number 2794.
  18. 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," CESifo Working Paper Series, CESifo, number 2819.
  19. Guglielmo Maria Caporale & Burcu Erdogan & Vladimir Kuzin, 2009, "Testing for Convergence in Stock Markets: A Non-Linear Factor Approach," CESifo Working Paper Series, CESifo, number 2845.
  20. Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2009, "Evaluating Greek Equity Funds Using Data Envelopment Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 906.
  21. 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, DIW Berlin, German Institute for Economic Research, number 940.
  22. 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, William Davidson Institute at the University of Michigan, number wp970, Sep.
  23. E. Philip Davis, 2009, "Financial Stability in the United Kingdom: Banking on Prudence," OECD Economics Department Working Papers, OECD Publishing, number 717, Jul, DOI: 10.1787/222702735047.
  24. 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, Cardiff University, Cardiff Business School, Economics Section, number E2009/2, Jan, revised Jul 2009.
  25. 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, Cardiff University, Cardiff Business School, Economics Section, number E2009/23, Nov.
  26. Nigar HASHIMZADE & Gareth MYLES, 2009, "Cost-benefit analysis and the marginal cost of public funds," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2009-029, Oct.
  27. Nigar HASHIMZADE & Gareth MYLES, 2009, "Cost-benefit analysis and the marginal cost of public funds," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2009-29, Oct.
  28. Marina Della Giusta & Nigar Hashimzade, 2009, "Family Values and Educational Choice," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2009-01, Jan.
  29. Nigar Hashimzade & Gareth D. Myles, 2009, "Growth and Public Infrastructure," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2009-03, Jan.
  30. Nigar Hashimzade & Uma Kambhampati, 2009, "Growth and Inverted U in Child Labour: A Dual Economy Approach," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2009-07, May.
  31. Sarafidis, Vasilis & Weber, Neville, 2009, "To Pool or Not to Pool: A Partially Heterogeneous Framework," MPRA Paper, University Library of Munich, Germany, number 20814, Dec.
  32. Sarafidis, Vasilis, 2009, "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 25176, Jan.
  33. Helmut Lütkepohl & Fang Xu, 2009, "The Role of the Log Transformation in Forecasting Economic Variables," CESifo Working Paper Series, CESifo, number 2591.

2008

  1. Ray Barrell & Sylvia Gottschalk & Dawn Holland & Ehsan Khoman & Iana Liadze & Olga Pomerantz, 2008, "The impact of EMU on growth and employment," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 318, Apr.
  2. Ray Barrell & Professor E. Philip Davis, 2008, "Consumer confidence indices and short-term forecasting of consumption," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 304, Feb.
  3. Ray Barrell & Dr Ian Hurst & Simon Kirby, 2008, "Financial crises, regulation and growth," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 313, Jun.
  4. Iana Liadze & Ray Barrell & Dawn Holland, 2008, "The impact of EMU on growth in Europe," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 314, Apr.
  5. Oleg Badunenko & Michael Fritsch & Andreas Stephan, 2008, "What Drives the Productive Efficiency of a Firm?: The Importance of Industry, Location, R&D, and Size," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 775.
  6. John Bennett, 2008, "Formality, Informality, and Social Welfare," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 08-06, Jun.
  7. John Bennett & Huw Dixon & Helen X.Y. Hu, 2008, "The Effects of Reforming the Chinese Dual-Track Price System," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 08-14, Jul.
  8. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2008, "Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America," CESifo Working Paper Series, CESifo, number 2228.
  9. Guglielmo Maria Caporale & Mario Cerrato, 2008, "Using Chebyshev Polynomials to Approximate Partial Differential Equations," CESifo Working Paper Series, CESifo, number 2308.
  10. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008, "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series, CESifo, number 2330.
  11. 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, CESifo, number 2359.
  12. Guglielmo Maria Caporale & Christophe Rault & Robert Sova & Ana Maria Sova, 2008, "On the Bilateral Trade Effects of Free Trade Agreements between the EU-15 and the CEEC-4 Countries," CESifo Working Paper Series, CESifo, number 2419.
  13. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008, "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series, CESifo, number 2444.
  14. Caporale, Guglielmo Maria & Cerrato, Mario, 2008, "Chebyshev polynomial approximation to approximate partial differential equations," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2008-15.
  15. 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, HAL, number halshs-00363699, Jul.
  16. Caporale, Guglielmo Maria & Rault, Christophe & Sova, Anamaria & Sova, Robert, 2008, "Determinants of Pollution Abatement and Control Expenditure: Evidence from Romania," IZA Discussion Papers, IZA Network @ LISER, number 3787, Oct.
  17. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Fractional integration and data frequency," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 10/08, Nov.
  18. Luis A. Gil-Alana & Guglielmo M. Caporale, 2008, "Modelling the US, the UK and Japanese unemployment rates. Fractional integrationand structural breaks," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 11/08, Nov.
  19. 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, Centre for Economic Development and Institutions(CEDI), Brunel University, number 08-15, Jul.
  20. Nigar Hashimzade & Gareth Myles, 2008, "Announcement or Contribution? The Relative Efficiency of Manipulated Lindahl Mechanisms," Discussion Papers, University of Exeter, Department of Economics, number 0812.
  21. James Davidson & Nigar Hashimzade, 2008, "Type I and Type II Fractional Brownian Motions: a Reconsideration," Discussion Papers, University of Exeter, Department of Economics, number 0816.
  22. Russ A. Moro, 2008, "Analysis of the Predictors of Default for Portuguese Firms," Working Papers, Banco de Portugal, Economics and Research Department, number w200822.
  23. Angeliki Theophilopoulou, 2008, "The Impact of Structural Pension Reforms on the Macroeconomic Performance: An Empirical Analysis," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0806, Sep.
  24. Nickel, Christiane & Rother, Philipp & Theophilopoulou, Angeliki, 2008, "Population ageing and public pension reforms in a small open economy," Working Paper Series, European Central Bank, number 863, Feb.

2007

  1. Ray Barrell & John FitzGerald & Rebecca Riley, 2007, "EU Enlargement and Migration: Assessing the Macroeconomic Impacts," Papers, Economic and Social Research Institute (ESRI), number WP203, Jun.
  2. Iana Liadze & Ray Barrell & Dawn Holland, 2007, "Fiscal Spillovers and Trade Relations in Europe," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 289, Mar.
  3. Ray Barrell & Dawn Holland & Dr Ian Hurst, 2007, "Correcting US Imbalances," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 290, Mar.
  4. Iana Liadze & Ray Barrell, 2007, "Import Growth, Globalisation and the Impact of Trade Liberalisation," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 294, Apr.
  5. Ray Barrell, 2007, "Globalisation and Technology Intensity as Determinants of Exports," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 295, May.
  6. Ray Barrell & Simon Kirby, 2007, "Notes on the Lisbon process: An analysis of the impacts of reaching the Lisbon targets for skills, R&D and the administrative burden in the European Union," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 312, Oct.
  7. Ray Barrell & Dawn Holland & Ian Hurst, 2007, "Sustainable Adjustment of Global Imbalances," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0343.
  8. Oleg Badunenko, 2007, "Downsizing in German Chemical Manufacturing Industry during the 1990s: Why Small Is Beautiful?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 722.
  9. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2007, "Technological Change and Transition: Relative Contributions to Worldwide Growth during the 1990s," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 740.
  10. John Bennett & Saul Estrin, 2007, "Informality as a Stepping Stone: Entrepreneurial Entry in a Developing Economy," CEDI Discussion Paper Series, Centre for Economic Development and Institutions(CEDI), Brunel University, number 07-11, Jul.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007, "A Multivariate Long-Memory Model with Structural Breaks," CESifo Working Paper Series, CESifo, number 1950.
  12. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2007, "Deterministic versus Stochastic Seasonal Fractional Integration and Structural Breaks," CESifo Working Paper Series, CESifo, number 1989.
  13. 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, CESifo, number 2110.
  14. Guglielmo Maria Caporale & Yannis Georgellis & Nicholas Tsitsianis & Ya Ping Yin, 2007, "Income and Happiness across Europe: Do Reference Values Matter?," CESifo Working Paper Series, CESifo, number 2146.
  15. 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, IZA Network @ LISER, number 2852, Jun.
  16. 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, Money Macro and Finance Research Group, number 76, Feb.
  17. Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007, "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers, Business School - Economics, University of Glasgow, number 2007_13, Jun.
  18. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007, "Do real interest rates converge? Evidence from the European Union," Working Papers, Business School - Economics, University of Glasgow, number 2007_21, Jun.
  19. James Davidson & Nigar Hashimzade, 2007, "Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-45, Dec.
  20. Herwartz, Helmut & Xu, Fang, 2007, "A functional coefficient model view of the Feldstein-Horioka puzzle," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-14.
  21. Herwartz, Helmut & Xu, Fang, 2007, "A new approach to bootstrap inference in functional coefficient models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-15.

2006

  1. Ray Barrell, 2006, "The Impacts of Capital Adequacy Requirements on Emerging Markets," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 269, Feb.
  2. Ray Barrell & Dawn Holland, 2006, "The role of financial markets' openness in the transmission of shocks in Europe," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 271, Apr.
  3. Dr Tatiana Fic & Ray Barrell & Dawn Holland, 2006, "Entry rates and the risks of misalignment in the EU8," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 275, Sep.
  4. Oleg Badunenko & Michael Fritsch & Andreas Stephan, 2006, "Allocative Efficiency Measurement Revisited: Do We Really Need Input Prices?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 591.
  5. Oleg Badunenko & Bogdana Grechanyuk & Oleksandr Talavera, 2006, "Development under Regulation: The Way of the Ukrainian Insurance Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 644.
  6. Oleg Badunenko & Michael Fritsch & Andreas Stephan, 2006, "What Determines the Technical Efficiency of a Firm? The Importance of Industry, Location, and Size," Jenaer Schriften zur Wirtschaftswissenschaft (Expired!), Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 33/2006, Nov.
  7. John Bennett & Saul Estrin, 2006, "Corruption and Bureaucratic Structure in a Developing Economy," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-07, Feb.
  8. John Bennett & Saul Estrin, 2006, "Regulatory Barriers and Entry in Developing Economies," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-08, Mar.
  9. John Bennett & Saul Estrin, 2006, "Regulatory Barriers & Entry in Developing Economies," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 824, Mar.
  10. Guglielmo Maria Caporale & Alexandros Kontonikas, 2006, "The Euro And Inflation Uncertainty In The European Monetary Union," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-01, Jan.
  11. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-03, Feb.
  12. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-04, Feb.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2006, "Modelling Structural Breaks In The Us, Uk And Japanese Unemployment Rates," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-10, Apr.
  14. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-13, Apr.
  15. Guglielmo Maria Caporale & Christoph Hanck, 2006, "Cointegration Tests Of Ppp:Do They Also Exhibit Erratic Behaviour?," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-18, Sep.
  16. Guglielmo Maria Caporale & Christoph Hanck, 2006, "Are PPP Tests Erratically Behaved? Some Panel Evidence," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-22, Oct.
  17. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-25, Oct.
  18. R. Sean Craig & E. Philip Davis & Antonio Garcia Pascual, 2006, "Sources Of Pro-Cyclicality In East Asian Financial Systems," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-02, Jan.
  19. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-19, Jun.
  20. A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli, 2006, "Monetary Policy Shocks and Stock Returns: Evidence from the British Market," Working Papers, Business School - Economics, University of Glasgow, number 2006_15, Sep.
  21. Hashimzade, Nigar & Vogelsang, Timothy, 2006, "Fixed-b Asymptotic Approximation of the Sampling Behavior of Nonparametric Spectral Density Estimators," Working Papers, Cornell University, Center for Analytic Economics, number 06-04, Jan.
  22. John Hunter & Natalia Isachenkova, 2006, "Aggregate Economy Risk And Company Failure: An Examination Of Uk Quoted Firms," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 06-12, Mar.
  23. Fang Xu & Helmut Herwartz, 2006, "What determines the relation between domestic saving and investment? - a new look at the Feldstein-Horioka puzzle," EcoMod2006, EcoMod, number 272100105, Jun.
  24. Herwartz, Helmut & Xu, Fang, 2006, "Panel data model comparison for empirical saving-investment relations," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-06.
  25. Herwartz, Helmut & Xu, Fang, 2006, "Reviewing the sustainability/stationarity of current account imbalances with tests for bounded integration," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2006-07.

2005

  1. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-12, Jun.
  2. Ray Barrell & E Philip Davis, 2005, "Equity Prices And The Real Economy – A Vector Error-Correction Approach," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-13, Jun.
  3. Barrell, Ray & Dées, Stéphane, 2005, "World trade and global integration in production processes: a re-assessment of import demand equations," Working Paper Series, European Central Bank, number 503, Jul.
  4. Ray Barrell & Francesco Saraceno, 2005, "Cournot Competition, Organization and Learning," Post-Print, HAL, number hal-03597732, Jan, DOI: 10.1016/j.jedc.2003.07.003.
  5. John Bennett & Elisabetta Iossa, 2005, "Contracting Out Public Service Provision to Not-For-Profit Firms," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/124, Jun.
  6. JOhn Bennett & Elisabetta Iossa, 2005, "Building and Managing Facilities for Public Services," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 05/137, Dec.
  7. John Bennett & Elisabetta Iossa, 2005, "Delegation of Contracting in the Private Provision of Public Services," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-15, Jun.
  8. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-01, Jan.
  9. Guglielmo Maria Caporale & Mario Cerrato, 2005, "Valuing American Put Options Using Chebyshev Polynomial Approximation," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-03, Feb.
  10. Guglielmo Maria Caporale & Mario Cerrato, 2005, "Black Market And Official Exchange Rates:Long-Run Equilibrium And Short-Run Dynamics," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-04, Mar.
  11. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-08, Apr.
  12. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-09, Jun.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric Techniques," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-10, Jun.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005, "Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-11, Jun.
  15. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-16, Sep.
  16. Guglielmo Maria Caporale & Alaa M. Soliman, 2005, "The Asymmetric Effects Of A Common Monetary Policy In Europe," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-20, Dec.
  17. E Philip Davis & Yu-Wei Hu, 2005, "Saving, Funding And Economic Growth," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-02, Feb.
  18. E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO, 2005, "Stock Market Integration And European Monetary Union," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-19, Oct.
  19. E Philip Davis, 2005, "The Role Of Pension Funds As Institutional Investors In Emerging Markets," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 05-18, Sep.
  20. Sarmistha Pal & Sugata Ghosh, 2005, "The Political Economy of Elite Dominance and Ethnic," Public Economics, University Library of Munich, Germany, number 0509010, Sep.
  21. Andros Gregoriou & Alexandros Kontonikas, 2005, "Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test," Working Papers, Business School - Economics, University of Glasgow, number 2005_10, Oct.
  22. Andros Gregoriou & Alexandros Kontonikas, 2005, "Modeling The Non-Linear Behaviour of Inflation Deviations From The Target," Working Papers, Business School - Economics, University of Glasgow, number 2005_12, Sep.
  23. Xu, Fang, 2005, "Does Consumption-Wealth Ratio Signal Stock Returns? VECM Results for Germany," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-02.

2004

  1. Ray Barrell & Sylvia Gottschalk, 2004, "The Volatility Of The Output Gap In The G7," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 136, Sep.
  2. Sylvia Gottschalk & Ray Barrell & Stephen Hall, 2004, "Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 64, Sep.
  3. Ray Barrell & Ian Hurst, 2004, "Benchmarks and targets under the SGP; evaluating safe deficit targets and automatic stabilisers using NiGEM," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 3, Sep.
  4. Ray Barrell & Professor E. Philip Davis, 2004, "Consumption, Financial and Real Wealth in the G-5 (revised December 2004)," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 232, May.
  5. Ray Barrell, 2004, "Oil Prices and the World Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 242, Jul.
  6. Ray Barrell & Professor E. Philip Davis, 2004, "Costs of Financial Instability, Household-Sector Balance Sheets and Consumption," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 243, Jul.
  7. Ray Barrell & Professor E. Philip Davis, 2004, "Financial Liberalisation, Consumption and Wealth Effects in 7 OECD Countries," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 247, May.
  8. Estrin, Saul & Bennett, John & Maw, James & Urga, Giovanni, 2004, "Privatization Methods and Economic Growth in Transition Economies," CEPR Discussion Papers, Centre for Economic Policy Research, number 4291, Mar.
  9. John Bennett & Elisabetta Iossa & Gabriella Legrenzi, 2004, "Commercial Activity As Insurance Behavior Of Non-Profit Firms," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 7, Sep.
  10. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Non-Linearities and Fractional Integration in the US Unemployment Rate," Discussion Paper Series, Hamburg Institute of International Economics, number 26232, DOI: 10.22004/ag.econ.26232.
  11. Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo, 2004, "Measuring Half-Lives Using A Non-Parametric Bootstrap Approach," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-13, Sep.
  12. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-14, Oct.
  13. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-15, Oct.
  14. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2004, "Nelson And Plosser Revisited: Evidence From Fractional Arima Models," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-16, Oct.
  15. Guglielmo Maria Caporale & Mario Cerrato, 2004, "Panel Data Tests Of Ppp: A Critical Overview," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-18, Oct.
  16. 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," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-20, Oct.
  17. 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," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-21, Oct.
  18. 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, Institute for Advanced Studies, number 157, May.
  19. Anyfantakis, Costas & Caporale, Guglielmo M. & Pittis, Nikitas, 2004, "Parameter Instability and Forecasting Performance. A Monte Carlo Study," Economics Series, Institute for Advanced Studies, number 160, Jul.
  20. gulielmo maria caporale & rea cipollini & nicola spagnolo, 2004, "Testing For Contagion: A Conditional Correlation Analysis," International Finance, University Library of Munich, Germany, number 0406003, Jun.
  21. Jakob B. Madsen & E. Philip Davis, 2004, "Equity Prices, Productivity Growth, and the 'New Economy'," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, number 04-05, Feb.
  22. E Philip Davis & Christos Ioannidis, 2004, "External Financing of Us Corporations: Are Loans and Securities Complements or Substitutes?," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-02, Feb.
  23. E Philip DaviS & Haibin Zhu, 2004, "Commercial property prices and bank performance," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-19, Oct.
  24. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-23, Dec.
  25. E. Philip Davis & Haibin Zhu, 2004, "Bank lending and commercial property cycles: some cross-country evidence," BIS Working Papers, Bank for International Settlements, number 150, Mar.
  26. Mr. Mark R. Stone & E. P. Davis, 2004, "Corporate Financial Structure and Financial Stability," IMF Working Papers, International Monetary Fund, number 2004/124, Jul.
  27. Nigar Hashimzade & Salvador Ortigueira, 2004, "Endogenous Business Cycle With Search In The Labour Market," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 161, Sep.
  28. Majumdar, Mukul & Hashimzade, Nigar, 2004, "Survival, Uncertainty, and Equilibrium Theory: An Exposition," Working Papers, Cornell University, Center for Analytic Economics, number 04-03, Mar.
  29. 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, Money Macro and Finance Research Group, number 74, Sep.
  30. John Hunter & Christos Ioannidis, 2004, "Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 122, Sep.
  31. John Hunter & Christos Ioannidis, 2004, "Identifying and Solving Multivariate Rational Expectations Models," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-08, Sep.
  32. John Hunter & Mark Simpson, 2004, "The specification of cross exchange rate equations used to test Purchasing Power Parity," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 04-22, Nov.

2003

  1. Barrell, Ray & Ian Hurst & Tatiana Kirsanova, 2003, "Choosing the Regime in an Uncertain World, the UK and Monetary Union," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 16, Jun.
  2. Dr Martin Weale & Ray Barrell, 2003, "Designing and Choosing Macroeconomic Frameworks: The Position of the UK after 4 years of the Euro," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 212, Apr.
  3. Ray Barrell & Amanda Choy, 2003, "Economic Integration and Openness in Europe and East Asia," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 214, May.
  4. Ray Barrell & Dr Ian Hurst, 2003, "Macroeconomic Policy in Europe: Experiments with monetary responses and fiscal impulses," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 218, Jun.
  5. Ray Barrell, 2003, "Wage Moderation Policy in Germany," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 224, Nov.
  6. John Bennett & Elisabetta Iossa & Gabriella Legrenzi, 2003, "Commercial Activity as Insurance: the Investment Behavior of Non-profit Firms," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-26, Nov.
  7. Bennett, John & Manfredi La Manna, 2003, "State-Owned Enterprise, Mixed Oligopoly and Entry," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 20, Jun.
  8. Guglielmo Maria Caporale, & Peter G. A Howells, & Alaa M. Soliman,, 2003, "Endogenous growth and Stock Market Development," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0302, Feb.
  9. 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, Royal Economic Society, number 34, Jun.
  10. E Philip Davis, 2003, "Towards A Typology For Systemic Financial Instability," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-20, Nov.
  11. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-05, Feb.
  12. E Philip Davis, 2003, "Is There A Pensions Crisis In The Uk?," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-21, Nov.
  13. E Philip Davis & Christine Li, 2003, "Demographics And Financial Asset Prices In The Major Industrial Economies," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-07, Mar.
  14. E. Philip Davis, 2003, "Institutional investors, financial market efficiency, and financial stability," EIB Papers, European Investment Bank, Economics Department, number 4/2003, Jun.
  15. Sugata Ghosh & Sarmistha Pal, 2003, "The effect of inequality on growth: Theory and evidence from the Indian states," Development and Comp Systems, University Library of Munich, Germany, number 0309006, Sep.
  16. A. Gregoriou & CHRISTOS IOANNIDIS, 2003, "Liquidity Effects due to Information Costs from Changes in the FTSE 100 List," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-02, Jan.
  17. 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, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-01, Jan.

2002

  1. Katerina Smidkova & Ray Barrell & Dawn Holland, 2002, "Estimates of Fundamental Real Exchange Rates for the Five EU Pre-Accession Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2002/03, Dec.
  2. Barrell, Ray & Dawn Holland & Nigel Pain, 2002, "An Econometric Macro-model of Transition: Policy Choices in the Pre-Accession Period," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 15, Aug.
  3. Ray Barrell & Ian Hurst & Álvaro Pina, 2002, "Fiscal Targets, Automatic Stabilisers and their Effects on Output," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2002/05.
  4. Ray Barrell & Dawn Holland, 2002, "An Empirical Analysis of Monetary Policy Choices in the Pre-EMU Period," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 204, Oct.
  5. John Bennett & Phillip Lawler, 2002, "Public Infrastructure, Congestion, and Fiscal Policy," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 02-01, Jan.
  6. G. Caporale & K. Hristov & J. Miller & Nikolay Nenovsky & B. Petrov, 2002, "The Banking System in Bulgaria," Post-Print, HAL, number halshs-00259479.
    • Guglielmo Maria Caporale & Kalin Hristov & Jeffrey B. Miller & Nickolay Nenovsky & Boris Petrov, 2002, "The Banking System in Bulgaria," Chapters, Edward Elgar Publishing, chapter 11, in: Zeljko Sevic, "Banking Reforms in South-East Europe".
  7. E. Philip Davis, 2002, "Issues in the Regulation of Annuities Markets," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 26, Oct.
  8. Byrne, Joseph P & Davis, E Philip, 2002, "Investment and Uncertainty in the G7," MPRA Paper, University Library of Munich, Germany, number 78956, Jul.
  9. Hashimzade, Nigar & Majumdar, Mukul, 2002, "Survival under Uncertainty in an Exchange Economy," Working Papers, Cornell University, Center for Analytic Economics, number 02-12, Oct.
  10. Natalia Isachenkova & John Hunter, 2002, "A Panel Analysis Of UK Industrial Company Failure," Working Papers, Centre for Business Research, University of Cambridge, number wp228, Mar.

2001

  1. Ray Barrell & Karen Dury, 2001, "Asymmetric Labour Markets in a Converging Europe: Do Differences Matter?," Economics Working Papers, European Network of Economic Policy Research Institutes, number 002, Jan.
  2. Nigel Pain & Ray Barrell & Dawn Holland, 2001, "Openness, integration and transition: prospects and policies for economies in transition," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 177, May.
  3. Bennett, John & Estrin, Saul & Maw, James, 2001, "Mass Privatisation and Partial State Ownership of Firms in Transition Economics," CEPR Discussion Papers, Centre for Economic Policy Research, number 2895, Sep.
  4. E. P. Davis, 2001, "Multiple Avenues of Intermediation, Corporate Finance and Financial Stability," IMF Working Papers, International Monetary Fund, number 2001/115, Aug.
  5. J Hunter & N Isachencova, 2001, "On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990's," Working Papers, Centre for Business Research, University of Cambridge, number wp208, Sep.

2000

  1. Barrell, R. & Pina, A.M., 2000, "How Important are Automatic Stabilizers in Europe? A Stochastic Simulation Assessment," Economics Working Papers, European University Institute, number eco2000/2.
  2. Ray Barrell & Dr Ian Hurst, 2000, "International monetary policy coordination: an evaluation of cooperative strategies using a large ec," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 160, Jan.
  3. Ray Barrell, 2000, "Choosing the regime: macroeconomic effects of UK entry into EMU," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 168, Jun.
  4. Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000, "Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 00/11, Dec, revised Feb 2002.
  5. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and tests of present value models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,15.
  6. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Fractional cointegration and real exchange rates," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,69.
  7. Caporale, Guglielmo Maria & Gil-Alaña, Luis A., 2000, "Unemployment and input prices: A fractional cointegration approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,56.
  8. E.P. Davis, 2000, "Financial Stability in the Euro Area: Some Lessons from US Financial History," FMG Special Papers, Financial Markets Group, number sp123, May.
  9. Dr Martin Weale, 2000, "Capital Income Taxation and Public Choice," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 162, May.
  10. Sugata Ghosh & Sarmistha Pal, 2000, "On Regional Inequality and Growth in India: Theory and Evidence," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1391, Aug.

1999

  1. Barrell, R. & Riley, R., 1999, "Equilibrium Unemployment and Labour Force Market Flows in the UK," Economics Working Papers, European University Institute, number eco99/3.
  2. Barrell, R. & Dury, K. & Hurst, I., 1999, "Analysing Monetary and Fiscal Policy Regimes using Deterministic and Stochastic Simulations," Economics Working Papers, European University Institute, number eco99/37.
  3. Ray Barrell & Paolo Bosi & Paolo Onofri & Odile Chagny & Gael Dupont & Thierry Latreille & Catherine Mathieu & Henri Sterdyniak & Joachim Volz, 1999, "Vers une nouvelle politique économique en Europe ?," Post-Print, HAL, number hal-03602032, Oct, DOI: 10.3406/ofce.1999.1556.
  4. Ray Barrell, 1999, "Evolving Patterns in Manufactures Import Demand in the European Union: An Empirical Investigation of," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 145, Feb.
  5. Ray Barrell, 1999, "Manufactures Import Demand: Structural Differences in the European Union," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 146, Apr.
  6. Ray Barrell, 1999, "Employment Security and European Labour Demand: A Panel Study Across 16 Industries," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 148, May.
  7. Ray Barrell & Dr Ian Hurst, 1999, "An encompassing framework for evaluating simple monetary policy rules," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 156, Oct.
  8. Ray Barrell, 1999, "Labour productivity and convergence within Europe: East German and Irish experience," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 157, Oct.
  9. Andrew Blake, 1999, "An Artificial Neural Network System of Leading Indicators," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 144, Jan.
  10. Dr Martin Weale & Gonzalo Camba-Mendez & George Kapetanios & Ray Smith, 1999, "The Forecasting Performance of the OECD Composite Leading Indicators for France, Germany, Italy," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 155, Oct.
  11. Davis, E. Philip & De Bandt, Olivier, 1999, "A cross-country comparison of market structures in European banking," Working Paper Series, European Central Bank, number 7, Sep.

1998

  1. John Bennett & James Maw, 1998, "Privatisation and Market Structure in a Transition Economy," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 175, Jun.
  2. E.P. Davis & Sinikka Salo, 1998, "Excess Capacity in EU and US Banking Sectors - Conceptual, Measurement and Policy Issues," FMG Special Papers, Financial Markets Group, number sp105, Aug.
  3. E.P. Davis, 1998, "Pension Fund Reform and European Financial Markets," FMG Special Papers, Financial Markets Group, number sp107, Nov.
  4. P E Hart, 1998, "Job creation and destruction in the corporate sector: the relative importance of births, deaths and..," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 134, Jan.

1997

  1. E. Philip Davis, 1997, "Private Pensions in OECD Countries: The United Kingdom," OECD Labour Market and Social Policy Occasional Papers, OECD Publishing, number 21, Jan, DOI: 10.1787/114267514347.
  2. Duncan Matthews, 1997, "Industry, regulation and the single European market," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 110, Jan.

1996

  1. Nigel Pain & Ray Barrell, 1996, "Regionalism, innovation and the location of German direct investment," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 91, Feb.
  2. Ray Barrell & Knut A. Magnussen, 1996, "Counterfactual Analyses of Oil Price Shocks using a World Model," Discussion Papers, Statistics Norway, Research Department, number 177, Jul.
  3. Davis, E.P., 1996, "Public Pension, Pension Reform and Fiscal Policy," Papers, European Monetary Institute, number 5.
  4. E.P. Davis, 1996, "The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour," FMG Special Papers, Financial Markets Group, number sp89, Nov.
  5. P E Hart & Nick Oulton, 1996, "Job Creation And Variations In Corporate Growth," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 95, May.
  6. P.L. Chelley-Steeley & J.M. Steeley, 1996, "Exchange Controls, Macroeconomic Integration and the Interdependence of European Equity Markets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 358, Jul.

1995

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

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, International Monetary Fund, number 1994/031, Mar.

1993

  1. Ray Barrell & Jan in 't Veld & James Sefton, 1993, "Interest rates, exchange rates and fiscal policy in Europe: the implications of Maastricht," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 44, Aug.
  2. E P Davis, 1993, "Bank Credit Risk," Bank of England Staff Working Paper series, Bank of England, number 8, Apr.
  3. E.P. Davis, 1993, "Problems of Banking Regulation: An EC Perspective," FMG Special Papers, Financial Markets Group, number sp59, Dec.
  4. Davis, E.P. & DEC, 1993, "The structure, regulation, and performance of pension funds in nine industrial countries," Policy Research Working Paper Series, The World Bank, number 1229, Dec.

1992

  1. R J Colwell & E P Davis, 1992, "Output, Productivity and Externalities - the Case of Banking," Bank of England Staff Working Paper series, Bank of England, number 3, Aug.

1991

  1. Davis, E Philip & Mayer, Colin, 1991, "Corporate Finance in the Euromarkets and the Economics of Intermediation," CEPR Discussion Papers, Centre for Economic Policy Research, number 570, Aug.

1989

  1. Wren-Lewis, Simon & Barrell, Ray, 1989, "Fundamental Equilibrium Exchange Rates for the G7," CEPR Discussion Papers, Centre for Economic Policy Research, number 323, Jun.

Undated

  1. Badunenko, Oleg & Galeotti, Marzio & Hunt, Lester C., undated, "Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a Stochastic Environmental Kuznets Frontier," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 316226, DOI: 10.22004/ag.econ.316226.
  2. John Bennett & Saul Estrin & James Maw & Giovanni Urga, undated, "Privatization Methods and Economic Growth," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-24.
  3. Bennett, John, undated, "Unknown," Economics PhD Theses, Department of Economics, University of Sussex Business School, number 0179, December.
  4. Huw D. Dixon & John Bennett, undated, "Monetary Policy and Credit in China: a Theoretical Analysis," Discussion Papers, Department of Economics, University of York, number 98/17.
  5. Luis A. Gil-Alana & Mike Nazarski & Guglielmo M. Caporale, undated, "Testing of nonstationarities in the unit circle, long memory processes and the day of the week effects in financial data," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 19/06.
  6. E. Philip Davis, undated, "An International Comparison of the Financing of Occupational Pensions," Pension Research Council Working Papers, Wharton School Pension Research Council, University of Pennsylvania, number 94-15.
  7. Ghosh, S., undated, "Can National Debt be used Strategically? A Theoretical and Numerical Analysis," Discussion Papers, Department of Economics, University of Wales, Aberystwyth, number 9603.
  8. Andros Gregoriou & Alexandros Kontonikas, undated, "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers, Business School - Economics, University of Glasgow, number 2008_19.
  9. John Hunter & C. Dislis, undated, "Cointegration representation, identification and estimation," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 96-15.
  10. John Hunter & David Fairclough, undated, "A Local Interpretation of Neural Net Outputs," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 98-09.
  11. John Hunter, undated, "Global Identification of Linear Rational Expectations Models," CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University, number 92-03.
  12. John Hunter, undated, "Identifying Long-run Behaviour with Non-stationary Data," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 98-01.
  13. John Hunter & Mark Simpson, undated, "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, Economics and Finance Section, School of Social Sciences, Brunel University, number 95-07.
  14. Haroon Mumtaz & Angeliki Theophilopoulou, undated, "The distributional effects of climate change. An empirical analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 966.

Journal articles

2026

  1. Albanese, Marina & Caporale, Guglielmo Maria & Colella, Ida & Spagnolo, Nicola, 2026, "Climate policies, energy shocks and spillovers between green and brown stock price indices," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2025.104883.
  2. Anderl, Christina & Caporale, Guglielmo Maria, 2026, "The macroeconomic effects of oil price and oil shipping costs shocks: Evidence from a GVAR model," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105312.
  3. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
  4. Guglielmo Maria Caporale & Matteo Alessi, 2026, "Cooperative credit banks and economic fluctuations: the Italian case," Applied Economics, Taylor & Francis Journals, volume 58, issue 14, pages 2758-2775, March, DOI: 10.1080/00036846.2025.2481331.
  5. Christina Anderl & Guglielmo Maria Caporale, 2026, "Expectations and Speculation in the US Natural Gas Market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 2713-2728, April, DOI: 10.1002/ijfe.70067.
  6. Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2026, "Programming and the economics curriculum: Evidence from undergraduate student attitudes," International Review of Economics Education, Elsevier, volume 52, issue C, DOI: 10.1016/j.iree.2026.100347.
  7. Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova, 2026, "Lucas Islands game in intermediate macroeconomics," The Journal of Economic Education, Taylor & Francis Journals, volume 57, issue 2, pages 236-254, April, DOI: 10.1080/00220485.2026.2629813.
  8. Prashant Gupta, 2026, "Mandatory TCFD Disclosure and Corporate Financial Performance: Evidence From UK Non‐Financial Firms," Business Strategy and the Environment, Wiley Blackwell, volume 35, issue 3, pages 3826-3842, March, DOI: 10.1002/bse.70374.

2025

  1. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, volume 45, issue 3, pages 1376-1388.
  2. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru Solarin, 2025, "Persistence in US real personal consumption expenditure: durable versus non-durable goods," Economics Bulletin, AccessEcon, volume 45, issue 2, pages 1100-1106.
  3. Albanese, Marina & Caporale, Guglielmo Maria & Colella, Ida & Spagnolo, Nicola, 2025, "The effects of physical and transition climate risk on stock markets: Some multi-Country evidence," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2024.100571.
  4. Caporale, Guglielmo Maria & Sova, Anamaria Diana & Sova, Robert, 2025, "International financial integration, economic growth and threshold effects: some panel evidence for Europe," Journal of International Money and Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jimonfin.2025.103407.
  5. Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
  6. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Long-Run Trends and Cycles in US House Prices," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 5017-5031, December, DOI: 10.1007/s10614-025-10882-8.
  7. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2025, "The COVID‐19 pandemic and European trade patterns: A sectoral analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 30, issue 1, pages 729-749, January, DOI: 10.1002/ijfe.2943.
  8. Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2025, "Integrating programming into the modern undergraduate economics curriculum," International Review of Economics Education, Elsevier, volume 49, issue C, DOI: 10.1016/j.iree.2025.100310.
  9. Helmi, Mohamad Husam & Cui, Jinxin & Elsayed, Ahmed H. & Hoque, Mohammad Enamul, 2025, "Higher-order moment and cross-moment spillovers among MENA stock markets: Insights from geopolitical risks and global fear," Research in International Business and Finance, Elsevier, volume 77, issue PA, DOI: 10.1016/j.ribaf.2025.102885.
  10. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2025, "Testing and estimating structural breaks in time series and panel data in Stata," Stata Journal, StataCorp LLC, volume 25, issue 3, pages 526-560, September.
  11. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2025, "Multiple Structural Breaks in Interactive Effects Panel Data Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 1, pages 74-88, January, DOI: 10.1002/jae.3097.
  12. Junicke, Monika & Matějů, Jakub & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2025, "The heterogeneous effects of technology shocks. Evidence from the Czech Labour market," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112161.

2024

  1. Stylianos Asimakopoulos & Chardin Wese Simen & Andrew Vivian, 2024, "Sustainable finance and governance: an overview," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 7, pages 669-672, May, DOI: 10.1080/1351847X.2023.2251532.
  2. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Xinyu Li, 2024, "The combined effects of economic policy uncertainty and environmental, social, and governance ratings on leverage," The European Journal of Finance, Taylor & Francis Journals, volume 30, issue 7, pages 673-695, May, DOI: 10.1080/1351847X.2022.2150559.
  3. Oleg Badunenko & Maria Popova, 2024, "Does inequality migrate? The development of income inequality across German states," Journal of Regional Science, Wiley Blackwell, volume 64, issue 2, pages 555-589, March, DOI: 10.1111/jors.12683.
  4. Oleg Badunenko & Daniel J. Henderson, 2024, "Production analysis with asymmetric noise," Journal of Productivity Analysis, Springer, volume 61, issue 1, pages 1-18, February, DOI: 10.1007/s11123-023-00680-5.
  5. Anderl, Christina & Caporale, Guglielmo Maria, 2024, "Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100500.
  6. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Puertolas, Francisco, 2024, "Modelling profitability of private equity: A fractional integration approach," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102087.
  7. Christina Anderl & Guglielmo Maria Caporale, 2024, "Time-varying parameters in monetary policy rules: a GMM approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 9, pages 148-176, January, DOI: 10.1108/JES-06-2023-0289.
  8. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Eduard Melnicenco, 2024, "Stock market indices and interest rates in the US and Europe: persistence and long-run linkages," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1044-1056, February, DOI: 10.1108/SEF-06-2023-0304.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
  10. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez, 2024, "Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity," Econometrics, MDPI, volume 12, issue 4, pages 1-14, December.
  11. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2024, "Persistence in the Realized Betas: Some Evidence from the Stock Market," JRFM, MDPI, volume 17, issue 4, pages 1-28, April.
  12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the US Stock Market," Mathematics, MDPI, volume 12, issue 22, pages 1-12, November.
  13. Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
  14. Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024, "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 2, pages 529-558, May, DOI: 10.1007/s10663-024-09608-0.
  15. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nicola Rubino & Inmaculada Vilchez, 2024, "Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 30, issue 3, pages 231-254, August, DOI: 10.1007/s11294-024-09909-x.
  16. Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024, "Persistence in Tax Revenues: Evidence from Some OECD Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 475-491, June, DOI: 10.1007/s40953-024-00386-x.
  17. Christina Anderl & Guglielmo Maria Caporale, 2024, "Functional shocks to inflation expectations and real interest rates and their macroeconomic effects," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 160, issue 4, pages 1543-1575, November, DOI: 10.1007/s10290-024-00538-4.
  18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Persistence and long memory in monetary policy spreads," Applied Economics, Taylor & Francis Journals, volume 56, issue 20, pages 2422-2433, April, DOI: 10.1080/00036846.2023.2186371.
  19. Guglielmo Maria Caporale & Alex Plastun, 2024, "Persistence in high frequency financial data: the case of the EuroStoxx 50 futures prices," Cogent Economics & Finance, Taylor & Francis Journals, volume 12, issue 1, pages 2302639-230, December, DOI: 10.1080/23322039.2024.2302639.
  20. Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2024, "Exogenous shocks and time-varying price persistence in the EU27," Journal of Applied Economics, Taylor & Francis Journals, volume 27, issue 1, pages 2329857-232, December, DOI: 10.1080/15140326.2024.2329857.
  21. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2024, "Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 2, pages 1581-1608, April, DOI: 10.1002/ijfe.2748.
  22. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2024, "The Covid‐19 pandemic and European trade flows: Evidence from a dynamic panel model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 2563-2580, July, DOI: 10.1002/ijfe.2797.
  23. Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024, "The distributional effects of oil supply news shocks," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111769.
  24. Mohamad Husam Helmi & Abdurrahman Nazif Çatık & Çağla Bucak & Esra Ballı & Coşkun Akdeniz, 2024, "Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 6, pages 303-311, November.
  25. Helmi, Mohamad Husam & Elsayed, Ahmed H. & Khalfaoui, Rabeh, 2024, "The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105380.
  26. Alkhazali, Osamah & Helmi, Mohamad Husam & Mirzaei, Ali & Saad, Mohsen, 2024, "The impact of capital on bank profitability during the COVID-19 pandemic," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.100994.
  27. Osamah AlKhazali & Iness Aguir & Mohamad Helmi & Ali Mirzaei, 2024, "Impact of capital inflows on bank profitability: a comparative analysis of dual banking systems," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 17, issue 3, pages 401-422, July, DOI: 10.1108/IMEFM-04-2023-0148.
  28. Mohamed Shaker Ahmed & Mohamad Husam Helmi & Aviral Kumar Tiwari & Alanoud Al-Maadid, 2024, "Investor attention and market activity: evidence from green cryptocurrencies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 3, pages 397-426, October, DOI: 10.1108/SEF-08-2024-0518.
  29. Mohamad Husam Helmi & Mohamed Shaker Ahmed, 2024, "Firm-specific attributes and capital gains overhang," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 907-931, December, DOI: 10.1007/s40822-024-00285-9.
  30. Conti, Gabriella & Poupakis, Stavros & Ekamper, Peter & Bijwaard, Govert E. & Lumey, L.H., 2024, "Severe prenatal shocks and adolescent health: Evidence from the Dutch Hunger Winter," Economics & Human Biology, Elsevier, volume 53, issue C, DOI: 10.1016/j.ehb.2024.101372.
  31. Maurizio Bussolo & Jessy Amarachi Ezebuihe & Ana Maria Muñoz Boudet & Stavros Poupakis & Tasmia Rahman & Nayantara Sarma, 2024, "Social Norms and Gender Disparities with a Focus on Female Labor Force Participation in South Asia," The World Bank Research Observer, World Bank, volume 39, issue 1, pages 124-158.
  32. Stavros Poupakis & Francesco Salustri, 2024, "Asynchronous fieldwork in cross-country surveys: an application to physical activity," Empirical Economics, Springer, volume 67, issue 3, pages 1303-1318, September, DOI: 10.1007/s00181-024-02582-3.
  33. Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2024, "A method to evaluate the rank condition for CCE estimators," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 2-4, pages 123-155, April, DOI: 10.1080/07474938.2023.2292383.
  34. Schnitzlein, Charles & Chelley-Steeley, Patricia & Steeley, James M, 2024, "Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107300.
  35. Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024, "The distributional effects of climate change. An empirical analysis," European Economic Review, Elsevier, volume 169, issue C, DOI: 10.1016/j.euroecorev.2024.104828.

2023

  1. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Li, Xinyu, 2023, "The role of environmental, social, and governance rating on corporate debt structure," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102488.
  2. Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023, "A Bayesian DSGE Approach to Modelling Cryptocurrency"," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 51, pages 1012-1035, December, DOI: 10.1016/j.red.2023.09.006.
  3. Badunenko, Oleg & D’Inverno, Giovanna & De Witte, Kristof, 2023, "On distinguishing the direct causal effect of an intervention from its efficiency-enhancing effects," European Journal of Operational Research, Elsevier, volume 310, issue 1, pages 432-447, DOI: 10.1016/j.ejor.2023.03.030.
  4. Badunenko, Oleg & Galeotti, Marzio & Hunt, Lester C., 2023, "Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106644.
  5. Christina Anderl & Guglielmo Maria Caporale, 2023, "Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts," Manchester School, University of Manchester, volume 91, issue 3, pages 171-232, June, DOI: 10.1111/manc.12434.
  6. Christina Anderl & Guglielmo Maria Caporale, 2023, "Shadow rates as a measure of the monetary policy stance: Some international evidence," Scottish Journal of Political Economy, Scottish Economic Society, volume 70, issue 5, pages 399-422, November, DOI: 10.1111/sjpe.12343.
  7. Guglielmo Maria Caporale & Juan Infante & Luis Gil-Alana & Raquel Ayestaran, 2023, "Inflation persistence in Europe: The effects of the Covid-19 pandemic and of the Russia-Ukraine war," Economics Bulletin, AccessEcon, volume 43, issue 1, pages 137-145.
  8. Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023, "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106273.
  9. Caporale, Guglielmo Maria & Donati, Cristiana & Spagnolo, Nicola, 2023, "Small and medium sized European firms and energy saving measures: The role of financing," Energy Policy, Elsevier, volume 179, issue C, DOI: 10.1016/j.enpol.2023.113613.
  10. Anderl, Christina & Caporale, Guglielmo Maria, 2023, "Nonlinearities in the exchange rate pass-through: The role of inflation expectations," International Economics, Elsevier, volume 173, issue C, pages 86-101, DOI: 10.1016/j.inteco.2022.10.003.
  11. Caporale, Guglielmo Maria & Kyriacou, Kyriacos & Spagnolo, Nicola, 2023, "Aggregate insider trading and stock market volatility in the UK," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101861.
  12. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 79-90, May, DOI: 10.1007/s11294-023-09868-9.
  13. Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 42, issue 4, pages 1-11, August, DOI: 10.1007/s11113-023-09813-y.
  14. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Gold and silver as safe havens: A fractional integration and cointegration analysis," PLOS ONE, Public Library of Science, volume 18, issue 3, pages 1-9, March, DOI: 10.1371/journal.pone.0282631.
  15. Christina Anderl & Guglielmo Maria Caporale, 2023, "Asymmetries, uncertainty and inflation: evidence from developed and emerging economies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 4, pages 984-1017, December, DOI: 10.1007/s12197-023-09639-6.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023, "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, volume 3, issue 8, pages 1-10, August, DOI: 10.1007/s43546-023-00516-2.
  17. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
  18. Guglielmo Maria Caporale & Alex Plastun, 2023, "Witching days and abnormal profits in the us stock market," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 1, pages 2182016-218, December, DOI: 10.1080/23322039.2023.2182016.
  19. Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2023, "Tourism persistence in the Southeastern European countries: The impact of covid-19," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 2, pages 2280349-228, October, DOI: 10.1080/23322039.2023.2280349.
  20. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2023, "The short‐run and long‐run effects of trade openness on financial development: Some panel evidence for Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 3891-3901, October, DOI: 10.1002/ijfe.2626.
  21. Hashimzade, Nigar & Kirsanov, Oleg & Kirsanova, Tatiana, 2023, "Distributional effects of endogenous discounting," Mathematical Social Sciences, Elsevier, volume 122, issue C, pages 1-6, DOI: 10.1016/j.mathsocsci.2023.01.003.
  22. Mohamad Husam Helmi & Abdurrahman Nazif Catik & Nuran Coskun & Esra Balli & Ciler Sigeze, 2023, "Renewable Energy Consumption Convergence in G-7 Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 203-210, November.
  23. Mohamad Husam Helmi & A. Nazif Catik & Begum Yurteri Kosedagli & Gul Serife Huyuguzel Kisla & Coskun Akdeniz, 2023, "The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 430-440, November.
  24. Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Akdeniz, Coşkun, 2023, "The impact of central bank digital currency news on the stock and cryptocurrency markets: Evidence from the TVP-VAR model," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101968.
  25. Mohamad Husam Helmi & Mohammed I. Abu Eleyan & Abdurrahman Nazif Çatık & Esra Ballı, 2023, "The Time-Varying Effects of Oil Shocks on the Trade Balance of Saudi Arabia," Resources, MDPI, volume 12, issue 5, pages 1-18, April.
  26. Olga Gorelkina & Ioanna Grypari & Erin Hengel, 2023, "The theory of straight ticket voting," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 60, issue 3, pages 365-381, April, DOI: 10.1007/s00355-022-01418-2.
  27. Yiannis Karavias & Paresh Kumar Narayan & Joakim Westerlund, 2023, "Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 653-666, July, DOI: 10.1080/07350015.2022.2053690.
  28. Jiaqi Xiao & Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis & Jan Ditzen, 2023, "Improved tests for Granger noncausality in panel data," Stata Journal, StataCorp LLC, volume 23, issue 1, pages 230-242, March, DOI: 10.1177/1536867X231162034.
  29. Maurizio Bussolo & Simon Commander & Stavros Poupakis, 2023, "Political connections and firms: network dimensions," Oxford Economic Papers, Oxford University Press, volume 75, issue 1, pages 256-280.
  30. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023, "IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk," The Econometrics Journal, Royal Economic Society, volume 26, issue 2, pages 124-146.
  31. Artūras Juodis & Vasilis Sarafidis, 2023, "New results on asymptotic properties of likelihood estimators with persistent data for small and large T," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 14, issue 3, pages 435-461, December, DOI: 10.1007/s13209-023-00286-y.

2022

  1. Ray Barrell & Abdulkader Nahhas, 2022, "Regional integration and bilateral FDI stocks in the OECD," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 3, pages 3032-3050, July, DOI: 10.1002/ijfe.2311.
  2. Kumbhakar, Subal C. & Badunenko, Oleg & Willox, Michael, 2022, "Do carbon taxes affect economic and environmental efficiency? The case of British Columbia’s manufacturing plants," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106359.
  3. Oleg Badunenko & Aristeidis Dadoukis & Giulia Fusi & Richard Simper, 2022, "The impact of efficiency on asset quality in banking," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 6, pages 596-620, April, DOI: 10.1080/1351847X.2021.1946117.
  4. John Bennett, 2022, "Rationed price controls and “prices versus quantities”," Journal of Public Economic Theory, Association for Public Economic Theory, volume 24, issue 6, pages 1364-1385, December, DOI: 10.1111/jpet.12619.
  5. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022, "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 123-134, January, DOI: 10.1111/boer.12278.
  6. Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2022, "The COVID-19 pandemic, policy responses and stock markets in the G20," International Economics, CEPII research center, issue 172, pages 77-90.
  7. Guglielmo Maria Caporale & Luis A Gil-Alana & Olaoluwa Simon Yaya, 2022, "Modeling persistence and non-linearities in the US treasury 10-year bond yields," Economics Bulletin, AccessEcon, volume 42, issue 3, pages 1221-1229.
  8. Caporale, Guglielmo Maria & Sova, Anamaria Diana & Sova, Robert, 2022, "The direct and indirect effects of financial development on international trade: Evidence from the CEEC-6," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101550.
  9. Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "Cross-border portfolio flows and news media coverage," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102638.
  10. Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Huyuguzel Kısla, Gul Serife & Helmi, Mohamad Husam & Akdeniz, Coşkun, 2022, "Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103044.
  11. Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
  12. Christina Anderl & Guglielmo Maria Caporale, 2022, "Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations," Open Economies Review, Springer, volume 33, issue 4, pages 705-749, September, DOI: 10.1007/s11079-021-09640-8.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2022, "Stock Market Linkages between the Asean Countries, China and the US: A Fractional Integration/cointegration Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 5, pages 1502-1514, April, DOI: 10.1080/1540496X.2021.1898366.
  14. Christina Anderl & Guglielmo Maria Caporale, 2022, "Exchange rate parities and Taylor rule deviations," Empirical Economics, Springer, volume 63, issue 4, pages 1809-1835, October, DOI: 10.1007/s00181-021-02192-3.
  15. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
  16. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
  17. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
  18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
  19. Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis," Cogent Economics & Finance, Taylor & Francis Journals, volume 10, issue 1, pages 2159736-215, December, DOI: 10.1080/23322039.2022.2159736.
  20. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
  21. Borissov, Kirill & Hashimzade, Nigar, 2022, "Fiscal policy and inequality in a model with endogenous positional concerns," Journal of Mathematical Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.jmateco.2022.102765.
  22. Natalia Vershinina & Gideon Markman & Liang Han & Peter Rodgers & John Kitching & Nigar Hashimzade & Rowena Barrett, 2022, "Gendered regulations and SME performance in transition economies," Small Business Economics, Springer, volume 58, issue 2, pages 1113-1130, February, DOI: 10.1007/s11187-020-00436-7.
  23. Erin Hengel, 2022, "Publishing While Female: are Women Held to Higher Standards? Evidence from Peer Review," The Economic Journal, Royal Economic Society, volume 132, issue 648, pages 2951-2991.
  24. M. Karanasos & S. Yfanti & J. Hunter, 2022, "Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises," Annals of Operations Research, Springer, volume 313, issue 2, pages 1077-1116, June, DOI: 10.1007/s10479-021-04042-y.
  25. Yiannis Karavias & Elias Tzavalis & Haotian Zhang, 2022, "Missing Values in Panel Data Unit Root Tests," Econometrics, MDPI, volume 10, issue 1, pages 1-11, March.
  26. Pengyu Chen & Yiannis Karavias & Elias Tzavalis, 2022, "Panel unit-root tests with structural breaks," Stata Journal, StataCorp LLC, volume 22, issue 3, pages 664-678, September, DOI: 10.1177/1536867X221124541.
  27. Corvalan, Alejandro & Pazzona, Matteo, 2022, "Inequality, crime and private protection," Economics Letters, Elsevier, volume 210, issue C, DOI: 10.1016/j.econlet.2021.110184.
  28. Francesco Addesa & Matteo Pazzona & Giambattista Rossi, 2022, "Migrant diversity and team performance in a high‐skilled labour market," Kyklos, Wiley Blackwell, volume 75, issue 3, pages 365-384, August, DOI: 10.1111/kykl.12299.
  29. Pedro Cayul & Alejandro Corvalan & Dany Jaimovich & Matteo Pazzona, 2022, "Introducing MACEDA: New micro-data on an indigenous self-determination conflict," Journal of Peace Research, Peace Research Institute Oslo, volume 59, issue 6, pages 903-912, November, DOI: 10.1177/00223433211064778.
  30. Stavros Poupakis, 2022, "Does FDI in Upstream and Downstream Sectors Facilitate Quality Upgrading? Evidence from Russian Exporters," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 2, pages 451-471, April, DOI: 10.1111/obes.12427.
  31. Thomas F. Crossley & Peter Levell & Stavros Poupakis, 2022, "Regression with an imputed dependent variable," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 7, pages 1277-1294, November, DOI: 10.1002/jae.2921.
  32. Byrne, David P. & Imai, Susumu & Jain, Neelam & Sarafidis, Vasilis, 2022, "Instrument-free identification and estimation of differentiated products models using cost data," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 278-301, DOI: 10.1016/j.jeconom.2021.12.006.
  33. Juodis, Artūras & Sarafidis, Vasilis, 2022, "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 19-54, DOI: 10.1016/j.jeconom.2021.03.011.
  34. Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022, "Two-stage instrumental variable estimation of linear panel data models with interactive effects
    [Eigenvalue ratio test for the number of factors]    ," The Econometrics Journal, Royal Economic Society, volume 25, issue 2, pages 340-361.
  35. Artūras Juodis & Vasilis Sarafidis, 2022, "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 1-15, January, DOI: 10.1080/07350015.2020.1766469.
  36. Cristiano Cantore & Filippo Ferroni & Haroon Mumtaz & Angeliki Theophilopoulou, 2022, "What Is the Impact of Monetary Policy on Households’ Desired Labor Supply?," Chicago Fed Letter, Federal Reserve Bank of Chicago, September.
  37. Angeliki Theophilopoulou, 2022, "The impact of macroeconomic uncertainty on inequality: An empirical study for the United Kingdom," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 859-884, June, DOI: 10.1111/jmcb.12852.

2021

  1. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Aichen Zhang, 2021, "Dividend smoothing and credit rating changes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 62-85, January, DOI: 10.1080/1351847X.2020.1739101.
  2. Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2021, "Can public spending boost private consumption?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 54, issue 3, pages 1275-1313, November, DOI: 10.1111/caje.12527.
  3. Badunenko, Oleg & Kumbhakar, Subal C. & Lozano‐Vivas, Ana, 2021, "Achieving a sustainable cost-efficient business model in banking: The case of European commercial banks," European Journal of Operational Research, Elsevier, volume 293, issue 2, pages 773-785, DOI: 10.1016/j.ejor.2020.12.039.
  4. Alfaihani, Sara & Badunenko, Oleg & Jaffry, Shabbar, 2021, "Market size and market structure in banking," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101342.
  5. Oleg Badunenko & Astrid Cullmann & Subal C. Kumbhakar & Maria Nieswand, 2021, "The Effect of Restructuring Electricity Distribution Systems on Firms’ Persistent and Transient Efficiency: The Case of Germany," The Energy Journal, , volume 42, issue 4, pages 1-20, July, DOI: 10.5547/01956574.42.4.obad.
  6. Oleg Badunenko & Deni Mazrekaj & Subal C. Kumbhakar & Kristof Witte, 2021, "Persistent and transient inefficiency in adult education," Empirical Economics, Springer, volume 60, issue 6, pages 2925-2942, June, DOI: 10.1007/s00181-020-01966-5.
  7. John Bennett & Matthew D. Rablen, 2021, "Bribery, hold‐up, and bureaucratic structure," Economic Inquiry, Western Economic Association International, volume 59, issue 3, pages 880-903, July, DOI: 10.1111/ecin.12985.
  8. Caporale, Guglielmo Maria & Kang, Woo-Young, 2021, "On the preferences of CoCo bond buyers and sellers," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101314.
  9. Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2021, "Cyber-attacks, spillovers and contagion in the cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101298.
  10. Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
  11. Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 937-959, August, DOI: 10.1108/JES-02-2021-0109.
  12. Guglielmo Maria Caporale & Alex Plastun, 2021, "Gold and oil prices: abnormal returns, momentum and contrarian effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 353-368, September, DOI: 10.1007/s11408-021-00380-w.
  13. Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2021, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 2, pages 185-202.
  14. Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2021, "Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis," Empirical Economics, Springer, volume 60, issue 2, pages 539-555, February, DOI: 10.1007/s00181-019-01783-5.
  15. Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
  16. Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
  17. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca, 2021, "Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries," Applied Economics, Taylor & Francis Journals, volume 53, issue 43, pages 5018-5027, September, DOI: 10.1080/00036846.2021.1912700.
  18. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2021, "The frequency of one-day abnormal returns and price fluctuations in the forex," Journal of Applied Economics, Taylor & Francis Journals, volume 24, issue 1, pages 401-415, January, DOI: 10.1080/15140326.2021.1953914.
  19. Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2021, "Political tension and stock markets in the Arabian Peninsula," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 679-683, January, DOI: 10.1002/ijfe.1810.
  20. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2021, "Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 4441-4461, July, DOI: 10.1002/ijfe.2024.
  21. Nigar Hashimzade & Gareth D. Myles & Hana Yousefi, 2021, "Household tax evasion," Journal of Public Economic Theory, Association for Public Economic Theory, volume 23, issue 5, pages 985-1011, October, DOI: 10.1111/jpet.12483.
  22. Ahmed H. Elsayed & Mohamad Husam Helmi, 2021, "Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk," Annals of Operations Research, Springer, volume 305, issue 1, pages 1-22, October, DOI: 10.1007/s10479-021-04081-5.
  23. Jennifer L. Doleac & Erin Hengel & Elizabeth Pancotti, 2021, "Diversity in Economics Seminars: Who Gives Invited Talks?," AEA Papers and Proceedings, American Economic Association, volume 111, pages 55-59, May, DOI: 10.1257/pandp.20211084.
  24. Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021, "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1593-1621, May, DOI: 10.1007/s11156-020-00937-2.
  25. Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021, "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, volume 60, issue 1, pages 93-112, January, DOI: 10.1007/s00181-020-01970-9.
  26. Kasim Allel & Gerard Abou Jaoude & Stavros Poupakis & Neha Batura & Jolene Skordis & Hassan Haghparast-Bidgoli, 2021, "Exploring the Associations between Early Childhood Development Outcomes and Ecological Country-Level Factors across Low- and Middle-Income Countries," IJERPH, MDPI, volume 18, issue 7, pages 1-15, March.
  27. Paolo Candio & Andrew J. Hill & Stavros Poupakis & Anni-Maria Pulkki-Brännström & Chris Bojke & Manuel Gomes, 2021, "Copula Models for Addressing Sample Selection in the Evaluation of Public Health Programmes: An Application to the Leeds Let’s Get Active Study," Applied Health Economics and Health Policy, Springer, volume 19, issue 3, pages 305-312, May, DOI: 10.1007/s40258-020-00629-x.
  28. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021, "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 416-446, DOI: 10.1016/j.jeconom.2020.04.008.
  29. Qi Li & Vasilis Sarafidis & Joakim Westerlund, 2021, "Essays in honor of Professor Badi H Baltagi," Empirical Economics, Springer, volume 60, issue 1, pages 1-11, January, DOI: 10.1007/s00181-020-02005-z.
  30. Sebastian Kripfganz & Vasilis Sarafidis, 2021, "Instrumental-variable estimation of large-T panel-data models with common factors," Stata Journal, StataCorp LLC, volume 21, issue 3, pages 659-686, September, DOI: 10.1177/1536867X211045558.

2020

  1. Stylianos Asimakopoulos & Joan Paredes & Thomas Warmedinger, 2020, "Real‐Time Fiscal Forecasting Using Mixed‐Frequency Data," Scandinavian Journal of Economics, Wiley Blackwell, volume 122, issue 1, pages 369-390, January, DOI: 10.1111/sjoe.12338.
  2. Zhu, Xiaoyang & Asimakopoulos, Stylianos & Kim, Jaebeom, 2020, "Financial development and innovation-led growth: Is too much finance better?," Journal of International Money and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jimonfin.2019.102083.
  3. Ray Barrell & Dilruba Karim, 2020, "Bank capital: Excess credit and crisis incidence," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 3, pages 121-137.
  4. Barrell, Ray & Karim, Dilruba, 2020, "Banking Concentration And Financial Crises," National Institute Economic Review, National Institute of Economic and Social Research, volume 254, issue , pages 28-40, November.
  5. Barrell, Ray & Nahhas, Abdulkader, 2020, "The role of lender country factors in cross border bank lending," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.01.008.
  6. R. Barrell & D. Karim & C. Macchiarelli, 2020, "Towards an understanding of credit cycles: do all credit booms cause crises?," The European Journal of Finance, Taylor & Francis Journals, volume 26, issue 10, pages 978-993, July, DOI: 10.1080/1351847X.2018.1521341.
  7. Oleg Badunenko & Subal C. Kumbhakar, 2020, "Energy Intensity and Long- and Short-Term Efficiency in US Manufacturing Industry," Energies, MDPI, volume 13, issue 15, pages 1-21, August.
  8. Oleg Badunenko & Pavlo Mozharovskyi, 2020, "Statistical inference for the Russell measure of technical efficiency," Journal of the Operational Research Society, Taylor & Francis Journals, volume 71, issue 3, pages 517-527, March, DOI: 10.1080/01605682.2019.1599778.
  9. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2020, "Fractional Integration and the Persistence of UK Inflation, 1210–2016," Economic Papers, The Economic Society of Australia, volume 39, issue 2, pages 162-166, June, DOI: 10.1111/1759-3441.12275.
  10. Guglielmo Maria Caporale & Luis Gil‐Alana, 2020, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 174-185, June, DOI: 10.1111/saje.12247.
  11. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
  12. Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "Non-linearities, cyber attacks and cryptocurrencies," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.09.012.
  13. Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Helmi, Mohamad Husam & Menla Ali, Faek & Tajik, Mohammad, 2020, "The bank lending channel in the Malaysian Islamic and conventional banking system," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100478.
  14. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "Persistence, non-linearities and structural breaks in European stock market indices," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 50-61, DOI: 10.1016/j.qref.2020.01.007.
  15. Antypas, Antonios & Caporale, Guglielmo Maria & Kourogenis, Nikolaos & Pittis, Nikitas, 2020, "Estimation of conditional asset pricing models with integrated variables in the beta specification," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101148.
  16. Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "The impact of business and political news on the GCC stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101102.
  17. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "High and low prices and the range in the European stock markets: A long-memory approach," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101126.
  18. Guglielmo Maria Caporale & Alex Plastun, 2020, "Daily abnormal price changes and trading strategies in the FOREX," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 1, pages 211-222, September, DOI: 10.1108/JES-11-2019-0503.
  19. Guglielmo Maria Caporale & Alex Plastun, 2020, "Momentum effects in the cryptocurrency market after one-day abnormal returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 251-266, September, DOI: 10.1007/s11408-020-00357-1.
  20. Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2020, "Financial Integration in the GCC Region: Market Size Versus National Effects," Open Economies Review, Springer, volume 31, issue 2, pages 309-316, April, DOI: 10.1007/s11079-019-09554-6.
  21. Davis, E. Philip & Karim, Dilruba & Noel, Dennison, 2020, "The bank capital-competition-risk nexus – A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2019.101169.
  22. Hashimzade, Nigar, 2020, "Endogenous preferences for parenting and macroeconomic outcomes," Journal of Economic Behavior & Organization, Elsevier, volume 172, issue C, pages 267-279, DOI: 10.1016/j.jebo.2020.02.016.
  23. Tabaghdehi, Seyedeh Asieh H. & Hunter, John, 2020, "Long-run price behaviour in the gasoline market - The role of exogeneity," Journal of Business Research, Elsevier, volume 116, issue C, pages 620-627, DOI: 10.1016/j.jbusres.2019.03.028.
  24. Matteo Pazzona, 2020, "Do victims of crime trust less but participate more in social organizations?," Economics of Governance, Springer, volume 21, issue 1, pages 49-73, March, DOI: 10.1007/s10101-019-00227-1.
  25. Veundjua Muruko-Jaezuruka & Prashant Gupta, 2020, "Assessing Foreign Direct Investment Long-Run Contribution to Financial Development: Evidence from Namibia," Economics Bulletin, AccessEcon, volume 40, issue 4, pages 3111-3123.
  26. O’Leary, Nigel & Li, Ian W. & Gupta, Prashant & Blackaby, David, 2020, "Wellbeing trajectories around life events in Australia," Economic Modelling, Elsevier, volume 93, issue C, pages 499-509, DOI: 10.1016/j.econmod.2020.08.021.
  27. Huanjun Zhu & Vasilis Sarafidis & Mervyn J Silvapulle, 2020, "A new structural break test for panels with common factors," The Econometrics Journal, Royal Economic Society, volume 23, issue 1, pages 137-155.
  28. Maurice J. G. Bun & Richard Kelaher & Vasilis Sarafidis & Don Weatherburn, 2020, "Crime, deterrence and punishment revisited," Empirical Economics, Springer, volume 59, issue 5, pages 2303-2333, November, DOI: 10.1007/s00181-019-01758-6.
  29. Mumtaz, Haroon & Theophilopoulou, Angeliki, 2020, "Monetary policy and wealth inequality over the great recession in the UK. An empirical analysis," European Economic Review, Elsevier, volume 130, issue C, DOI: 10.1016/j.euroecorev.2020.103598.
  30. Helmut Herwartz & Fang Xu, 2020, "Low Mortgage Rates and Securitization: A Distinct Perspective on the US Housing Boom," Scandinavian Journal of Economics, Wiley Blackwell, volume 122, issue 1, pages 164-190, January, DOI: 10.1111/sjoe.12320.

2019

  1. Angelopoulos, Konstantinos & Asimakopoulos, Stylianos & Malley, James, 2019, "The Optimal Distribution Of The Tax Burden Over The Business Cycle," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 6, pages 2298-2337, September.
  2. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019, "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 94-109, DOI: 10.1016/j.jfs.2017.10.010.
  3. Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Filipa Da Silva Fernandes, 2019, "Cash holdings of listed and unlisted firms: new evidence from the euro area," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 17, pages 1708-1729, November, DOI: 10.1080/1351847X.2019.1652197.
  4. Oleg Badunenko & Harald Tauchmann, 2019, "Simar and Wilson two-stage efficiency analysis for Stata," Stata Journal, StataCorp LLC, volume 19, issue 4, pages 950-988, December, DOI: 10.1177/1536867X19893640.
  5. John Bennett & Ioana Chioveanu, 2019, "Pro‐Consumer Price Ceilings under Regulatory Uncertainty," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 4, pages 1757-1784, October, DOI: 10.1111/sjoe.12298.
  6. John Bennett & James Maw, 2019, "Bargaining externalities in a privatization programme," Economics of Transition and Institutional Change, John Wiley & Sons, volume 27, issue 2, pages 447-455, February, DOI: 10.1111/ecot.12206.
  7. Guglielmo Maria Caporale & Ricardo M. Sousa & Mark E. Wohar, 2019, "Can the Consumption–Wealth Ratio Predict Housing Returns? Evidence from OECD Countries," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 4, pages 935-976, December, DOI: 10.1111/1540-6229.12135.
  8. Guglielmo Maria Caporale & Luis Gil-Alaña, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, CEPII research center, issue 159, pages 140-150.
  9. Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019, "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101381.
  10. Caporale, Guglielmo Maria & Plastun, Alex, 2019, "The day of the week effect in the cryptocurrency market," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.012.
  11. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
  12. Caporale, Guglielmo Maria & Zekokh, Timur, 2019, "Modelling volatility of cryptocurrencies using Markov-Switching GARCH models," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 143-155, DOI: 10.1016/j.ribaf.2018.12.009.
  13. Guglielmo Maria Caporale & Alex Plastun, 2019, "Price overreactions in the cryptocurrency market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 5, pages 1137-1155, August, DOI: 10.1108/JES-09-2018-0310.
  14. Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2019, "Bitcoin fluctuations and the frequency of price overreactions," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 2, pages 109-131, June, DOI: 10.1007/s11408-019-00332-5.
  15. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2019, "UK overseas visitors: Seasonality and persistence," Tourism Economics, , volume 25, issue 5, pages 827-831, August, DOI: 10.1177/1354816618817884.
  16. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2019, "Long-term price overreactions: are markets inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 657-680, October, DOI: 10.1007/s12197-018-9464-8.
  17. Guglielmo Maria Caporale & Alex Plastun, 2019, "On stock price overreactions: frequency, seasonality and information content," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 602-621, January, DOI: 10.1080/15140326.2019.1692509.
  18. Davis, E. Philip & Liadze, Iana & Piggott, Rebecca, 2019, "Assessing the macroeconomic impact of alternative macroprudential policies," Economic Modelling, Elsevier, volume 80, issue C, pages 407-428, DOI: 10.1016/j.econmod.2018.11.025.
  19. E. Philip Davis & Dilruba Karim, 2019, "Exploring short‐ and long‐run links from bank competition to risk," European Financial Management, European Financial Management Association, volume 25, issue 3, pages 462-488, June, DOI: 10.1111/eufm.12176.
  20. Baldwin, Kenneth & Alhalboni, Maryam & Helmi, Mohamad Husam, 2019, "A structural model of “alpha” for the capital adequacy ratios of Islamic banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 267-283, DOI: 10.1016/j.intfin.2018.12.015.
  21. Yiannis Karavias & Elias Tzavalis, 2019, "Generalized fixed‐T panel unit root tests," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 46, issue 4, pages 1227-1251, December, DOI: 10.1111/sjos.12392.
  22. Corvalan, Alejandro & Pazzona, Matteo, 2019, "Persistent commodity shocks and transitory crime effects," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 110-127, DOI: 10.1016/j.jebo.2018.11.015.
  23. José M. Fernández & Matteo Pazzona, 2019, "Evaluating the Spillover Effects of the Colombian Conflict in Ecuador," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 324-348, April, DOI: 10.1080/10242694.2017.1328562.
  24. George Bailey & James M. Steeley, 2019, "Forecasting the volatility of the Australian dollar using high‐frequency data: Does estimator accuracy improve forecast evaluation?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 1355-1389, July, DOI: 10.1002/ijfe.1723.

2018

  1. Barrell, Ray & Blake, Andy & Young, Garry, 2018, "Macroeconomic Modelling at the Institute: Hopes, Challenges and a Lasting Contribution," National Institute Economic Review, National Institute of Economic and Social Research, volume 246, issue , pages 3-14, November.
  2. Guglielmo Maria Caporale & Rodrigo Costamagna & Gustavo Rossini, 2018, "Competitive devaluations in commodity†based economies: Colombia and the Pacific Alliance Group," Review of Development Economics, Wiley Blackwell, volume 22, issue 2, pages 558-572, May, DOI: 10.1111/rode.12349.
  3. Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2018, "Unemployment in Africa: A Fractional Integration Approach," South African Journal of Economics, Economic Society of South Africa, volume 86, issue 1, pages 76-81, March, DOI: 10.1111/saje.12178.
  4. Guglielmo Maria Caporale & Luis Gil-Alana, 2018, "The asymmetric behaviour of spanish unemployment persistence," Economics Bulletin, AccessEcon, volume 38, issue 1, pages 98-104.
  5. Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018, "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, volume 72, issue C, pages 306-319, DOI: 10.1016/j.econmod.2018.02.006.
  6. Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
  7. Caporale, Guglielmo Maria & Alessi, Matteo & Di Colli, Stefano & Lopez, Juan Sergio, 2018, "Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis," Finance Research Letters, Elsevier, volume 25, issue C, pages 239-243, DOI: 10.1016/j.frl.2017.10.031.
  8. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
  9. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018, "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 227-238, DOI: 10.1016/j.ribaf.2017.07.091.
  10. Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 141-148, DOI: 10.1016/j.ribaf.2018.01.002.
  11. Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018, "Exchange rates and macro news in emerging markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 516-527, DOI: 10.1016/j.ribaf.2018.06.007.
  12. Guglielmo Maria Caporale & Luis Gil-Alana & Tommaso Trani, 2018, "Brexit and Uncertainty in Financial Markets," IJFS, MDPI, volume 6, issue 1, pages 1-9, February.
  13. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2018, "Short-Term Price Overreactions: Identification, Testing, Exploitation," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 913-940, April, DOI: 10.1007/s10614-017-9651-2.
  14. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana & Rangan Gupta, 2018, "The relationship between healthcare expenditure and disposable personal income in the US states: a fractional integration and cointegration analysis," Empirical Economics, Springer, volume 55, issue 3, pages 913-935, November, DOI: 10.1007/s00181-017-1297-3.
  15. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018, "Macro news and bond yield spreads in the euro area," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 2, pages 114-134, January, DOI: 10.1080/1351847X.2017.1285797.
  16. Guglielmo Maria Caporale & Mohamad Husam Helmi, 2018, "Islamic banking, credit, and economic growth: Some empirical evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 456-477, October, DOI: 10.1002/ijfe.1632.
  17. Guglielmo Maria Caporale & Suman Lodh & Monomita Nandy, 2018, "How has the global financial crisis affected syndicated loan terms in emerging markets? Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 478-491, October, DOI: 10.1002/ijfe.1633.
  18. Carreras, Oriol & Davis, E. Philip & Piggott, Rebecca, 2018, "Assessing macroprudential tools in OECD countries within a cointegration framework," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 112-130, DOI: 10.1016/j.jfs.2018.04.004.
  19. Karavias, Yiannis & Symeonides, Spyridon D. & Tzavalis, Elias, 2018, "Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model," Statistics & Probability Letters, Elsevier, volume 135, issue C, pages 54-59, DOI: 10.1016/j.spl.2017.11.016.
  20. José Ignacio Hernández & Alistair Hunt & Matteo Pazzona & Felipe Vásquez Lavín, 2018, "Protest treatment and its impact on the WTP and WTA estimates for theft and robbery in the UK," Oxford Economic Papers, Oxford University Press, volume 70, issue 2, pages 468-484.
  21. Arabsheibani, Gholamreza & Gupta, Prashant & Mishra, Tapas & Parhi, Mamata, 2018, "Wage differential between caste groups: Are younger and older cohorts different?," Economic Modelling, Elsevier, volume 74, issue C, pages 10-23, DOI: 10.1016/j.econmod.2018.04.019.
  22. Gupta, Prashant & Mallick, Sushanta & Mishra, Tapas, 2018, "Does social identity matter in individual alienation? Household-level evidence in post-reform India," World Development, Elsevier, volume 104, issue C, pages 154-172, DOI: 10.1016/j.worlddev.2017.11.007.
  23. Artūras Juodis & Vasilis Sarafidis, 2018, "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 8, pages 893-929, September, DOI: 10.1080/00927872.2016.1178875.
  24. Donald Robertson & Vasilis Sarafidis & Joakim Westerlund, 2018, "Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 3, pages 493-504, July, DOI: 10.1080/07350015.2016.1191501.
  25. Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018, "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 8, pages 1879-1899, December, DOI: 10.1111/jmcb.12509.

2017

  1. Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos & Kourogenis, Nikolaos & Tsiritakis, Emmanuel, 2017, "Time-Disaggregated Dividend–Price Ratio and Dividend Growth Predictability in Large Equity Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2305-2326, October.
  2. Barrell, Ray & Karim, Dilruba & Ventouri, Alexia, 2017, "Interest rate liberalization and capital adequacy in models of financial crises," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 261-272, DOI: 10.1016/j.jfs.2016.09.001.
  3. Badunenko, Oleg & Kumbhakar, Subal C., 2017, "Economies of scale, technical change and persistent and time-varying cost efficiency in Indian banking: Do ownership, regulation and heterogeneity matter?," European Journal of Operational Research, Elsevier, volume 260, issue 2, pages 789-803, DOI: 10.1016/j.ejor.2017.01.025.
  4. John Bennett & Ioana Chioveanu, 2017, "The optimal minimum wage with regulatory uncertainty," Journal of Public Economic Theory, Association for Public Economic Theory, volume 19, issue 6, pages 1099-1116, December.
  5. Luca Agnello & Guglielmo Maria Caporale & Ricardo M. Sousa, 2017, "How Do Fiscal Consolidation And Fiscal Stimuli Impact On The Synchronization Of Business Cycles?," Bulletin of Economic Research, Wiley Blackwell, volume 69, issue 4, pages 309-329, October.
  6. Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Spillovers between food and energy prices and structural breaks," International Economics, CEPII research center, issue 150, pages 1-18.
  7. Guglielmo Maria Caporale & Hector Carcel & Luis Gil-Alana, 2017, "Central bank policy rates: Are they cointegrated?," International Economics, CEPII research center, issue 152, pages 116-123.
  8. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2017, "Persistence and cycles in the us federal funds rate," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 1-8, DOI: 10.1016/j.irfa.2017.04.007.
  9. Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "Macro news and exchange rates in the BRICS," Finance Research Letters, Elsevier, volume 21, issue C, pages 140-143, DOI: 10.1016/j.frl.2016.12.002.
  10. Caporale, Guglielmo Maria & Cerrato, Mario & Zhang, Xuan, 2017, "Analysing the determinants of insolvency risk for general insurance firms in the UK," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 107-122, DOI: 10.1016/j.jbankfin.2017.07.011.
  11. Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2017, "International portfolio flows and exchange rate volatility in emerging Asian markets," Journal of International Money and Finance, Elsevier, volume 76, issue C, pages 1-15, DOI: 10.1016/j.jimonfin.2017.03.002.
  12. Caporale, Guglielmo Maria & Lodh, Suman & Nandy, Monomita, 2017, "The performance of banks in the MENA region during the global financial crisis," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 583-590, DOI: 10.1016/j.ribaf.2017.07.003.
  13. Maria Caporale, Guglielmo & Zakirova, Valentina, 2017, "Calendar anomalies in the Russian stock market," Russian Journal of Economics, Elsevier, volume 3, issue 1, pages 101-108, DOI: 10.1016/j.ruje.2017.02.007.
  14. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2017, "The weekend effect: a fractional integration and trading robot analysis," International Journal of Bonds and Derivatives, Inderscience Enterprises Ltd, volume 3, issue 2, pages 114-131.
  15. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017, "Searching for Inefficiencies in Exchange Rate Dynamics," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 3, pages 405-432, March, DOI: 10.1007/s10614-016-9567-2.
  16. Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2017, "The fisher relationship in Nigeria," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 343-353, April, DOI: 10.1007/s12197-016-9355-9.
  17. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2017, "Macro News and Commodity Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 1, pages 68-80, January.
  18. Marina Della Giusta & Nigar Hashimzade & Gareth D. Myles, 2017, "Schooling and the Intergenerational Transmission of Values," Journal of Public Economic Theory, Association for Public Economic Theory, volume 19, issue 1, pages 1-17, February.
  19. Nigar Hashimzade & Natalia Vershinina, 2017, "Symptoms and Causes: Gender Effects and Institutional Failures," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 02, pages 22-25, August.
  20. Nigar Hashimzade & Gareth Myles, 2017, "Risk-based Audits in a Behavioral Model," Public Finance Review, , volume 45, issue 1, pages 140-165, January, DOI: 10.1177/1091142115602062.
  21. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017, "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 1, pages 1-41, January, DOI: 10.1515/jtse-2015-0014.
  22. Yiannis Karavias & Elias Tzavalis, 2017, "Local power of panel unit root tests allowing for structural breaks," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 10, pages 1123-1156, November, DOI: 10.1080/07474938.2015.1059722.
  23. Braganza, Ashley & Brooks, Laurence & Nepelski, Daniel & Ali, Maged & Moro, Russ, 2017, "Resource management in big data initiatives: Processes and dynamic capabilities," Journal of Business Research, Elsevier, volume 70, issue C, pages 328-337, DOI: 10.1016/j.jbusres.2016.08.006.
  24. Harmindar B. Nath & Vasilis Sarafidis, 2017, "Does persistence in idiosyncratic risk proxy return-reversals?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 27-53, October.
  25. Demetris Christodoulou & Vasilis Sarafidis, 2017, "Regression clustering for panel-data models with fixed effects," Stata Journal, StataCorp LLC, volume 17, issue 2, pages 314-329, June.
  26. Shogbuyi, Abiodun & Steeley, James M., 2017, "The effect of quantitative easing on the variance and covariance of the UK and US equity markets," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 281-291, DOI: 10.1016/j.irfa.2017.07.009.
  27. James M. Steeley, 2017, "The effects of quantitative easing on the integration of UK capital markets," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 11, pages 999-1024, September, DOI: 10.1080/1351847X.2015.1067635.
  28. Mumtaz, Haroon & Theophilopoulou, Angeliki, 2017, "The impact of monetary policy on inequality in the UK. An empirical analysis," European Economic Review, Elsevier, volume 98, issue C, pages 410-423, DOI: 10.1016/j.euroecorev.2017.07.008.

2016

  1. Asimakopoulos, Stylianos & Karavias, Yiannis, 2016, "The impact of government size on economic growth: A threshold analysis," Economics Letters, Elsevier, volume 139, issue C, pages 65-68, DOI: 10.1016/j.econlet.2015.12.010.
  2. Badunenko, Oleg & Kumbhakar, Subal C., 2016, "When, where and how to estimate persistent and transient efficiency in stochastic frontier panel data models," European Journal of Operational Research, Elsevier, volume 255, issue 1, pages 272-287, DOI: 10.1016/j.ejor.2016.04.049.
  3. Oleg Badunenko & Pavlo Mozharovskyi, 2016, "Nonparametric frontier analysis using Stata," Stata Journal, StataCorp LLC, volume 16, issue 3, pages 550-589, September.
  4. Guglielmo Maria Caporale & Luis A. Gil-Alana & Yuliya Lovcha, 2016, "Testing unemployment theories: A multivariate long memory approach," Journal of Applied Economics, Universidad del CEMA, volume 19, pages 95-112, May.
  5. Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2016, "Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 180-188, DOI: 10.1016/j.irfa.2016.03.016.
  6. Caporale, Guglielmo Maria & Sousa, Ricardo M., 2016, "Consumption, wealth, stock and housing returns: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 562-578, DOI: 10.1016/j.ribaf.2015.01.001.
  7. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Plastun, 2016, "The weekend effect: an exploitable anomaly in the Ukrainian stock market?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 6, pages 954-965, November, DOI: 10.1108/JES-09-2015-0167.
  8. Guglielmo Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2016, "Intraday Anomalies and Market Efficiency: A Trading Robot Analysis," Computational Economics, Springer;Society for Computational Economics, volume 47, issue 2, pages 275-295, February, DOI: 10.1007/s10614-015-9484-9.
  9. Guglielmo Maria Caporale & Alessandro Girardi, 2016, "Business cycles, international trade and capital flows: evidence from Latin America," Empirical Economics, Springer, volume 50, issue 2, pages 231-252, March, DOI: 10.1007/s00181-015-0928-9.
  10. 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, volume 40, issue 1, pages 157-171, January, DOI: 10.1007/s12197-014-9296-0.
  11. Guglielmo Maria Caporale & Stefano Di Colli & Roberto Di Salvo & Juan Sergio Lopez, 2016, "Local banking and local economic growth in Italy: some panel evidence," Applied Economics, Taylor & Francis Journals, volume 48, issue 28, pages 2665-2674, June, DOI: 10.1080/00036846.2015.1128075.
  12. Guglielmo Maria Caporale & Luis A. Gil‐Alana & James C. Orlando, 2016, "Linkages Between the US and European Stock Markets: A Fractional Cointegration Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 21, issue 2, pages 143-153, April.
  13. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2016, "Interest Rate Dynamics in Kenya: Commercial Banks' Rates and the 91‐Day Treasury Bill Rate," Journal of International Development, John Wiley & Sons, Ltd., volume 28, issue 2, pages 214-232, March.
  14. Angus Armstrong & E. Philip Davis, 2016, "Financial Regulation: Are We Reaching an Efficient Outcome?," National Institute Economic Review, National Institute of Economic and Social Research, volume 235, issue 1, pages 1-3, February.
  15. Hashimzade, Nigar & Myles, Gareth D. & Rablen, Matthew D., 2016, "Predictive analytics and the targeting of audits," Journal of Economic Behavior & Organization, Elsevier, volume 124, issue C, pages 130-145, DOI: 10.1016/j.jebo.2015.11.009.
  16. Y. Karavias, 2016, "Almost All About Unit Roots: Foundations, Developments, and Applications , by In Choi . Published by Cambridge University Press , Cambridge , 2015 . Total number of pages: 295. ISBN: 9781107482500 (paperback), price: 24.99£;(US$39.99) ISBN: 978110709," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 1, pages 143-144, January.
  17. Yiannis Karavias & Elias Tzavalis, 2016, "Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends," Journal of Time Series Analysis, Wiley Blackwell, volume 37, issue 2, pages 222-239, March.
  18. Karanasos, M. & Koutroumpis, P. & Karavias, Y. & Kartsaklas, A. & Arakelian, V., 2016, "Inflation convergence in the EMU," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 241-253, DOI: 10.1016/j.jempfin.2016.07.004.
  19. Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias, 2016, "A comparison of investors’ sentiments and risk premium effects on valuing shares," Finance Research Letters, Elsevier, volume 17, issue C, pages 1-6, DOI: 10.1016/j.frl.2015.10.017.
  20. Sarafidis, Vasilis, 2016, "Neighbourhood GMM estimation of dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 526-544, DOI: 10.1016/j.csda.2015.11.015.
  21. Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2016, "Explaining turn of the year order flow imbalance," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 76-95, DOI: 10.1016/j.irfa.2015.05.028.
  22. Winifred Huang-Meier & Neophytos Lambertides & James M. Steeley, 2016, "Motives for corporate cash holdings: the CEO optimism effect," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 699-732, October, DOI: 10.1007/s11156-015-0517-1.
  23. Helmut Herwartz & Malte Rengel & Fang Xu, 2016, "Local Trends in Price‐to‐Dividend Ratios—Assessment, Predictive Value, and Determinants," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 8, pages 1655-1690, December, DOI: 10.1111/jmcb.12370.

2015

  1. Angelopoulos, Konstantinos & Asimakopoulos, Stylianos & Malley, James, 2015, "Tax smoothing in a business cycle model with capital-skill complementarity," Journal of Economic Dynamics and Control, Elsevier, volume 51, issue C, pages 420-444, DOI: 10.1016/j.jedc.2014.11.002.
  2. 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, volume 42, issue C, pages 316-323, DOI: 10.1016/j.irfa.2015.08.007.
  3. John Bennett & Matthew D. Rablen, 2015, "Self-employment, wage employment, and informality in a developing economy," Oxford Economic Papers, Oxford University Press, volume 67, issue 2, pages 227-244.
  4. 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, volume 27, issue 2, pages 161-170, June, DOI: 10.1111/1467-8268.12131.
  5. 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, volume 83, issue 2, pages 253-268, June.
  6. Caporale, Guglielmo Maria & Sova, Anamaria & Sova, Robert, 2015, "Trade flows and trade specialisation: The case of China," China Economic Review, Elsevier, volume 34, issue C, pages 261-273, DOI: 10.1016/j.chieco.2015.03.010.
  7. 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, volume 34, issue C, pages 311-321, DOI: 10.1016/j.chieco.2014.09.008.
  8. 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, volume 16, issue C, pages 154-163, DOI: 10.1016/j.jfs.2014.01.003.
  9. 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, volume 36, issue C, pages 85-99, DOI: 10.1016/j.intfin.2014.12.006.
  10. 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, volume 54, issue C, pages 70-92, DOI: 10.1016/j.jimonfin.2015.02.020.
  11. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2015, "Gender, style diversity, and their effect on fund performance," Research in International Business and Finance, Elsevier, volume 35, issue C, pages 57-74, DOI: 10.1016/j.ribaf.2015.02.020.
  12. 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, volume 4, issue 3, pages 254-277.
  13. Guglielmo Caporale & Burcu Erdogan & Vladimir Kuzin, 2015, "Testing stock market convergence: a non-linear factor approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 42, issue 3, pages 481-498, August, DOI: 10.1007/s10663-014-9259-x.
  14. 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, volume 22, issue 5, pages 421-424, March, DOI: 10.1080/13504851.2014.946181.
  15. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 589-602, March, DOI: 10.1080/02664763.2014.980785.
  16. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015, "U.S. Disposable Personal Income and a Housing Price Index: A Fractional Integration Analysis," Journal of Housing Research, Taylor & Francis Journals, volume 24, issue 1, pages 73-86, January, DOI: 10.1080/10835547.2015.12092098.
  17. 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., volume 20, issue 1, pages 48-60, January.
  18. 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, volume 68, issue C, pages 66-81, DOI: 10.1016/j.worlddev.2014.11.010.
  19. Yang, Weonho & Fidrmuc, Jan & Ghosh, Sugata, 2015, "Macroeconomic effects of fiscal adjustment: A tale of two approaches," Journal of International Money and Finance, Elsevier, volume 57, issue C, pages 31-60, DOI: 10.1016/j.jimonfin.2015.05.003.
  20. Nigar Hashimzade & Gareth Myles & Frank Page & Matthew Rablen, 2015, "The use of agent-based modelling to investigate tax compliance," Economics of Governance, Springer, volume 16, issue 2, pages 143-164, May, DOI: 10.1007/s10101-014-0151-8.
  21. Delis, Manthos D. & Karavias, Yiannis, 2015, "Optimal versus realized bank credit risk and monetary policy," Journal of Financial Stability, Elsevier, volume 16, issue C, pages 13-30, DOI: 10.1016/j.jfs.2014.11.004.
  22. Gupta, Prashant & Mishra, Tapas & O’Leary, Nigel & Parhi, Mamata, 2015, "The distributional effects of adaption and anticipation to ill health on subjective wellbeing," Economics Letters, Elsevier, volume 136, issue C, pages 99-102, DOI: 10.1016/j.econlet.2015.09.010.
  23. Vasilis Sarafidis & Neville Weber, 2015, "A Partially Heterogeneous Framework for Analyzing Panel Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 2, pages 274-296, April.
  24. Robertson, Donald & Sarafidis, Vasilis, 2015, "IV estimation of panels with factor residuals," Journal of Econometrics, Elsevier, volume 185, issue 2, pages 526-541, DOI: 10.1016/j.jeconom.2014.12.001.
  25. Chelley-Steeley, Patricia & Kluger, Brian & Steeley, James & Adams, Paul, 2015, "Trading Patterns and Market Integration in Overlapping Experimental Asset Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 50, issue 6, pages 1473-1499, December.
  26. Chelley-Steeley, Patricia L. & Kluger, Brian D. & Steeley, James M., 2015, "Earnings and hindsight bias: An experimental study," Economics Letters, Elsevier, volume 134, issue C, pages 130-132, DOI: 10.1016/j.econlet.2015.07.005.
  27. Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2015, "The effects of non-trading on the illiquidity ratio," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 204-228, DOI: 10.1016/j.jempfin.2015.05.004.
  28. Steeley, James M. & Matyushkin, Alexander, 2015, "The effects of quantitative easing on the volatility of the gilt-edged market," International Review of Financial Analysis, Elsevier, volume 37, issue C, pages 113-128, DOI: 10.1016/j.irfa.2014.11.004.
  29. Steeley, James M., 2015, "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 303-336, DOI: 10.1016/j.jimonfin.2014.11.007.
  30. Carriero, Andrea & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2015, "Macroeconomic information, structural change, and the prediction of fiscal aggregates," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 325-348, DOI: 10.1016/j.ijforecast.2014.06.006.
  31. Andrea Carriero & Haroon Mumtaz & Konstantinos Theodoridis & Angeliki Theophilopoulou, 2015, "The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 6, pages 1223-1238, September, DOI: 10.1111/jmcb.12243.

2014

  1. Oleg Badunenko & Daniel Henderson & Romain Houssa, 2014, "Significant drivers of growth in Africa," Journal of Productivity Analysis, Springer, volume 42, issue 3, pages 339-354, December, DOI: 10.1007/s11123-014-0400-4.
  2. Oleg Badunenko & Diego Romero-�vila, 2014, "Productivity Growth across Spanish Regions and Industries: A Production-Frontier Approach," Regional Studies, Taylor & Francis Journals, volume 48, issue 7, pages 1242-1262, July, DOI: 10.1080/00343404.2012.709611.
  3. Carlos Barros & Guglielmo Maria Caporale & Luis Gil-Alana, 2014, "Long Memory in Angolan Macroeconomic Series: Mean Reversion versus Explosive Behaviour," African Development Review, African Development Bank, volume 26, issue 1, pages 59-73.
  4. Guglielmo Maria Caporale & Davide Ciferri & Alessandro Girardi, 2014, "Time-Varying Spot and Futures Oil Price Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, volume 61, issue 1, pages 78-97, February.
  5. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2014, "Persistence and cycles in US hours worked," Economic Modelling, Elsevier, volume 38, issue C, pages 504-511, DOI: 10.1016/j.econmod.2014.01.026.
  6. Caporale, Guglielmo Maria & Di Colli, Stefano & Lopez, Juan Sergio, 2014, "Bank lending procyclicality and credit quality during financial crises," Economic Modelling, Elsevier, volume 43, issue C, pages 142-157, DOI: 10.1016/j.econmod.2014.07.031.
  7. 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, volume 33, issue C, pages 87-103, DOI: 10.1016/j.irfa.2013.12.005.
  8. Robert Sova & Christophe Rault & Guglielmo Caporale & Anamaria Sova, 2014, "Improving Environmental Performance: A Challenge for Romania," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 57, issue 3, pages 431-452, March, DOI: 10.1007/s10640-013-9687-2.
  9. Guglielmo Maria Caporale & Luis Gil-alana, 2014, "Youth Unemployment in Europe: Persistence and Macroeconomic Determinants," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 56, issue 4, pages 581-591, December.
  10. Guglielmo Caporale & Luis Gil-Alana, 2014, "Fractional integration and cointegration in US financial time series data," Empirical Economics, Springer, volume 47, issue 4, pages 1389-1410, December, DOI: 10.1007/s00181-013-0780-8.
  11. 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, volume 15, issue 2, pages 197-211, April, DOI: 10.3846/16111699.2014.900820.
  12. Guglielmo Maria Caporale & Luis Gil‐Alana, 2014, "Long‐Run and Cyclical Dynamics in the US Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 2, pages 147-161, March.
  13. 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., volume 26, issue 6, pages 810-820, August.
  14. E. Philip Davis, 2014, "The Future of Housing Finance," National Institute Economic Review, National Institute of Economic and Social Research, volume 230, issue 1, pages 1-2, November.
  15. 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, volume 230, issue 1, pages 3-15, November.
  16. 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, volume 43, issue C, pages 267-278, DOI: 10.1016/j.econmod.2014.07.042.
  17. Nigar Hashimzade & Gareth D. Myles, 2014, "The Marginal Cost of Public Funds in Growing Economies," Annals of Economics and Statistics, GENES, issue 113-114, pages 11-36, DOI: 10.15609/annaeconstat2009.113-114.1.
  18. 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, volume 40, issue C, pages 134-146, DOI: 10.1016/j.joep.2012.09.002.
  19. 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, volume 36, issue C, pages 557-565, DOI: 10.1016/j.econmod.2013.10.001.
  20. 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, volume 40, issue C, pages 42-51, DOI: 10.1016/j.econmod.2014.03.019.
  21. Karavias, Yiannis & Tzavalis, Elias, 2014, "Testing for unit roots in short panels allowing for a structural break," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 391-407, DOI: 10.1016/j.csda.2012.10.014.
  22. Karavias, Yiannis & Tzavalis, Elias, 2014, "A fixed-T version of Breitung’s panel data unit root test," Economics Letters, Elsevier, volume 124, issue 1, pages 83-87, DOI: 10.1016/j.econlet.2014.04.029.
  23. Buonanno, Paolo & Pazzona, Matteo, 2014, "Migrating mafias," Regional Science and Urban Economics, Elsevier, volume 44, issue C, pages 75-81, DOI: 10.1016/j.regsciurbeco.2013.11.005.
  24. Chelley-Steeley, Patricia L. & Steeley, James M., 2014, "Portfolio size, non-trading frequency and portfolio return autocorrelation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 56-77, DOI: 10.1016/j.intfin.2014.07.001.
  25. James M. Steeley, 2014, "A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 10, pages 661-669, May, DOI: 10.1080/09603107.2014.896980.
  26. James M. Steeley, 2014, "Forecasting the Term Structure when Short‐Term Rates are Near Zero," Journal of Forecasting, John Wiley & Sons, Ltd., volume 33, issue 5, pages 350-363, August.
  27. Liu, Philip & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2014, "The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR," Journal of International Money and Finance, Elsevier, volume 46, issue C, pages 1-15, DOI: 10.1016/j.jimonfin.2014.03.004.
  28. Cavaliere, Giuseppe & Xu, Fang, 2014, "Testing for unit roots in bounded time series," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 259-272, DOI: 10.1016/j.jeconom.2013.08.026.

2013

  1. 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, volume 9, issue 4, pages 673-681, DOI: 10.1016/j.jfs.2012.07.001.
  2. Oleg Badunenko & Daniel Henderson & R. Russell, 2013, "Polarization of the worldwide distribution of productivity," Journal of Productivity Analysis, Springer, volume 40, issue 2, pages 153-171, October, DOI: 10.1007/s11123-012-0328-5.
  3. Oleg Badunenko & Diego Romero‐Ávila, 2013, "Financial Development And The Sources Of Growth And Convergence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 54, issue 2, pages 629-663, May, DOI: iere.12009.
  4. John Bennett & Saul Estrin, 2013, "Regulatory Barriers and Entry into a New Competitive Industry," Review of Development Economics, Wiley Blackwell, volume 17, issue 4, pages 685-698, November.
  5. Bennett, John & Dixon, Huw & Hu, Helen X.Y., 2013, "The transition from dual-track pricing to a market system: Winners and losers," Economic Systems, Elsevier, volume 37, issue 1, pages 30-44, DOI: 10.1016/j.ecosys.2012.05.005.
  6. 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, volume 34, issue 3, pages 405-421, May, DOI: 10.1111/(ISSN)1467-9892.
  7. 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, volume 81, issue 6, pages 925-940, December.
  8. 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, volume 21, issue 5, pages 1060-1075, November.
  9. Guglielmo Maria Caporale & Alaa M. Soliman, 2013, "Stock Prices and Monetary Policy: An Impulse Response Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 3, issue 3, pages 701-709.
  10. 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, volume 29, issue C, pages 1-9, DOI: 10.1016/j.irfa.2013.03.011.
  11. 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, volume 26, issue C, pages 215-225, DOI: 10.1016/j.intfin.2013.06.001.
  12. 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, volume 37, issue 2, pages 227-240, DOI: 10.1016/j.jbankfin.2012.07.027.
  13. Caporale, Guglielmo Maria & Girardi, Alessandro, 2013, "Fiscal spillovers in the Euro area," Journal of International Money and Finance, Elsevier, volume 38, issue C, pages 84.1-84.16, DOI: 10.1016/j.jimonfin.2013.05.002.
  14. Guglielmo Caporale & Luis Gil-Alana, 2013, "Long memory in US real output per capita," Empirical Economics, Springer, volume 44, issue 2, pages 591-611, April, DOI: 10.1007/s00181-012-0559-3.
  15. E. Philip Davis, 2013, "Credit Cycles and The Economy: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, volume 225, issue 1, pages 1-2, August.
  16. 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, volume 225, issue 1, pages 39-51, August.
  17. Nigar Hashimzade & Gareth D. Myles & Binh Tran-Nam, 2013, "Applications Of Behavioural Economics To Tax Evasion," Journal of Economic Surveys, Wiley Blackwell, volume 27, issue 5, pages 941-977, December.
  18. Parhi, Mamata & Diebolt, Claude & Mishra, Tapas & Gupta, Prashant, 2013, "Convergence dynamics of output: Do stochastic shocks and social polarization matter?," Economic Modelling, Elsevier, volume 30, issue C, pages 42-51, DOI: 10.1016/j.econmod.2012.09.034.
  19. Roberta Adami & Orla Gough & Angeliki Theophilopoulou, 2013, "The effect of labour earnings on post retirement income," Journal of Economic Studies, Emerald Group Publishing Limited, volume 40, issue 3, pages 284-297, July, DOI: 10.1108/01443581311283925.

2012

  1. Ray Barrell & Dawn Holland & Ian Hurst, 2012, "Fiscal multipliers and prospects for consolidation," OECD Journal: Economic Studies, OECD Publishing, volume 2012, issue 1, pages 71-102, DOI: 10.1787/eco_studies-2012-5k8x6k5wc5.
  2. Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar, 2012, "When, where and how to perform efficiency estimation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 175, issue 4, pages 863-892, October, DOI: j.1467-985X.2011.01023.x.
  3. Bennett, John & La Manna, Manfredi, 2012, "Mixed oligopoly, public firm behavior, and free private entry," Economics Letters, Elsevier, volume 117, issue 3, pages 767-769, DOI: 10.1016/j.econlet.2012.08.025.
  4. 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), volume 1, issue 1, pages 1-17, December, DOI: 10.1186/2193-9020-1-5.
  5. Arouri, Mohamed El Hedi & Caporale, Guglielmo Maria & Rault, Christophe & Sova, Robert & Sova, Anamaria, 2012, "Environmental Regulation and Competitiveness: Evidence from Romania," Ecological Economics, Elsevier, volume 81, issue C, pages 130-139, DOI: 10.1016/j.ecolecon.2012.07.001.
  6. Caporale, Guglielmo Maria & Matousek, Roman & Stewart, Chris, 2012, "Ratings assignments: Lessons from international banks," Journal of International Money and Finance, Elsevier, volume 31, issue 6, pages 1593-1606, DOI: 10.1016/j.jimonfin.2012.02.018.
  7. 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, volume 52, issue 2, pages 173-182, DOI: 10.1016/j.qref.2012.03.001.
  8. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012, "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, volume 26, issue 2, pages 317-333, DOI: 10.1016/j.ribaf.2012.01.003.
  9. 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, volume 5, issue 2, pages 183-191.
  10. Guglielmo Maria Caporale & Luis Gil-Alana, 2012, "Long Memory and Volatility Dynamics in the US Dollar Exchange Rate," Multinational Finance Journal, Multinational Finance Journal, volume 16, issue 1-2, pages 105-136, March - J.
  11. Guglielmo Maria Caporale & Nicola Spagnolo, 2012, "Stock Market Integration Between Three CEECs," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 27, pages 115-122.
  12. Guglielmo Caporale & Luca Onorante & Paolo Paesani, 2012, "Inflation and inflation uncertainty in the euro area," Empirical Economics, Springer, volume 43, issue 2, pages 597-615, October, DOI: 10.1007/s00181-011-0489-5.
  13. Guglielmo Maria Caporale & Alessandro Girardi & Marco Ventura, 2012, "The euro changeover and price adjustments in Italy," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 4, pages 379-382, March, DOI: 10.1080/13504851.2011.579056.
  14. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2012, "Fractional cointegration in US term spreads," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 5, pages 431-434, March, DOI: 10.1080/13504851.2011.581205.
  15. 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, volume 21, issue 6, pages 839-863, January, DOI: 10.1080/09638199.2011.555562.
  16. 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., volume 17, issue 1, pages 23-30, January.
  17. Davis, E. Philip & De Haan, Leo, 2012, "Pension fund finance and sponsoring companies," Journal of Pension Economics and Finance, Cambridge University Press, volume 11, issue 3, pages 439-463, July.
  18. 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, volume 221, issue 1, pages 11-22, July.
  19. Angus Armstrong & E. Philip Davis, 2012, "Financial Structure: Lessons from the Crisis: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, volume 221, issue 1, pages 1-3, July.
  20. Davis, E. Philip, 2012, "The Evolution of Financial Structure in the G-7 Over 1997–2010," National Institute Economic Review, National Institute of Economic and Social Research, volume 221, issue , pages 11-22, July.
  21. 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, volume 58, issue 1, pages 51-78, March, DOI: j.1475-4991.2011.00479.x.
  22. Barry Abrams & Santharajah Kumaradevan & Vasilis Sarafidis & Frank Spaninks, 2012, "An Econometric Assessment of Pricing Sydney’s Residential Water Use," The Economic Record, The Economic Society of Australia, volume 88, issue 280, pages 89-105, March, DOI: j.1475-4932.2011.00779.x.
  23. Vasilis Sarafidis & Tom Wansbeek, 2012, "Cross-Sectional Dependence in Panel Data Analysis," Econometric Reviews, Taylor & Francis Journals, volume 31, issue 5, pages 483-531, September, DOI: 10.1080/07474938.2011.611458.
  24. Patricia Lorraine Chelley-Steeley & James M. Steeley, 2012, "Price discovery for Chinese shares cross-listed in multiple markets," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 19, pages 1587-1601, October, DOI: 10.1080/09603107.2012.667548.
  25. Helmut Lütkepohl & Fang Xu, 2012, "The role of the log transformation in forecasting economic variables," Empirical Economics, Springer, volume 42, issue 3, pages 619-638, June, DOI: 10.1007/s00181-010-0440-1.

2011

  1. Holland, Dawn & Barrell, Ray & Delannoy, Aurélie & Fic, Tatiana & Hurst, Ian & Orazgani, Ali & Paluchowski, Paweł, 2011, "World Overview and European Sovereign Debt," National Institute Economic Review, National Institute of Economic and Social Research, volume 215, issue , pages 10-15, January.
  2. Barrell, Ray & Delannoy, Aurélie & Holland, Dawn, 2011, "Monetary Policy, Output Growth and Oil Prices," National Institute Economic Review, National Institute of Economic and Social Research, volume 215, issue , pages 37-43, January.
  3. Barrell, Ray, 2011, "Fiscal Consolidation and the Slimmer State," National Institute Economic Review, National Institute of Economic and Social Research, volume 215, issue , pages 4-9, January.
  4. Barrell, Ray & Kirby, Simon, 2011, "Trend Output and the Output Gap in the UK," National Institute Economic Review, National Institute of Economic and Social Research, volume 215, issue , pages 63-74, January.
  5. Holland, Dawn & Barrell, Ray & Delannoy, Aurélie & Fic, Tatiana & Hurst, Ian & Orazgani, Ali & Paluchowski, Paweł & Whitworth, Rachel, 2011, "World Overview: Oil Prices and the Fiscal Stance," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue , pages 10-17, April.
  6. Holland, Dawn & Barrell, Ray & Delannoy, Aurélie & Fic, Tatiana & Hurst, Ian & Orazgani, Ali & Paluchowski, Paweł & Whitworth, Rachel, 2011, "Prospects for Individual Economies," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue , pages 18-26, April.
  7. Barrell, Ray & Davies, E. Phillip, 2011, "Financial Regulation," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue , pages 4-9, April.
  8. Barrell, Ray & Kirby, Simon & Whitworth, Rachel, 2011, "Real House Prices in the UK," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue , pages 62-68, April.
  9. Barrell, Ray & Fic, Tatiana & Gerald, John Fitz & Orazgani, Ali & Whitworth, Rachel, 2011, "The Banking Sector and Recovery in the EU Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue , pages 41-52, April.
  10. Barrell, Ray & Davis, E. Philip & Karim, Dilruba & Liadze, Iana, 2011, "How Idiosyncratic are Banking Crises in OECD Countries?," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue , pages 53-58, April.
  11. Barrell, Ray, 2011, "Fiscal Policy in the Longer Term," National Institute Economic Review, National Institute of Economic and Social Research, volume 217, issue , pages 4-10, July.
  12. Barrell, Ray & Delannoy, Aurélie & Holland, Dawn, 2011, "The Impact of High Oil Prices on the Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 217, issue , pages 68-74, July.
  13. Simon Kirby & Ray Barrell & Rachel Whitworth, 2011, "Prospects For The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 216, issue 1, pages 39-61, April.
  14. John Bennett, 2011, "Informal Production and Labour Market Segmentation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 167, issue 4, pages 686-707, December.
  15. Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2011, "Forecasting the Spanish Stock Market Returns with Fractional and Non-Fractional Models," American Journal of Economics and Business Administration, Science Publications, volume 3, issue 4, pages 586-588, December, DOI: 10.3844/ajebasp.2011.586.588.
  16. 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, volume 79, issue 3, pages 429-454, June, DOI: j.1467-9957.2009.02158.x.
  17. Guglielmo Maria Caporale & Nicola Spagnolo, 2011, "Stock Market Integration between Three CEECs, Russia, and the UK," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 158-169, February.
  18. 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, volume 19, issue 1, pages 189-206, February.
  19. Guglielmo Maria Caporale & Roman Matousek, 2011, "Introduction," Review of International Economics, Wiley Blackwell, volume 19, issue 1, pages 46-48, February.
  20. 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, volume 30, issue 5, pages 709-723, September.
  21. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2011, "Multi-Factor Gegenbauer Processes and European Inflation Rates," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 386-409.
  22. Guglielmo Maria Caporale & Alessandro Girardi, 2011, "Price formation on the EuroMTS platform," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 3, pages 229-233, DOI: 10.1080/13504850903559567.
  23. Guglielmo Maria Caporale & Luis Gil-Alana, 2011, "The weekly structure of US stock prices," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 23, pages 1757-1764, DOI: 10.1080/09603107.2011.562168.
  24. 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, volume 38, issue 1, pages 71-85, DOI: 10.1080/02664760903254060.
  25. 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, volume 20, issue 6, pages 789-808, September, DOI: 10.1080/09638190903365948.
  26. Davis, E. Philip & Zhu, Haibin, 2011, "Bank lending and commercial property cycles: Some cross-country evidence," Journal of International Money and Finance, Elsevier, volume 30, issue 1, pages 1-21, February.
  27. 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), volume 147, issue 4, pages 693-716, November, DOI: 10.1007/s10290-011-0102-1.
  28. 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, volume 44, issue 4, pages 1471-1496, November, DOI: 10.1111/j.1540-5982.2011.01681.x.
  29. Nigar Hashimzade & Hassan Khodavaisi & Gareth D. Myles, 2011, "Uniform Versus Discriminatory Tariffs," Review of Development Economics, Wiley Blackwell, volume 15, issue 3, pages 403-416, August, DOI: j.1467-9361.2011.00616.x.
  30. Nigar Hashimzade & Hassan Khodavaisi & Gareth Myles, 2011, "Country characteristics and preferences over tax principles," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 18, issue 2, pages 214-232, April, DOI: 10.1007/s10797-010-9151-y.
  31. Nigar Hashimzade & Hassan Khodavaisi & Gareth Myles, 2011, "MFN Status and the Choice of Tariff Regime," Open Economies Review, Springer, volume 22, issue 5, pages 847-874, November, DOI: 10.1007/s11079-010-9178-9.
  32. Erin Hengel, 2011, "Determinants of FDI location in South East Europe (SEE)," OECD Journal: General Papers, OECD Publishing, volume 2010, issue 2, pages 91-104, DOI: 10.1787/gen_papers-2010-5kg9zc181xs.
  33. Shiyi Chen & W. K. Hardle & R. A. Moro, 2011, "Modeling default risk with support vector machines," Quantitative Finance, Taylor & Francis Journals, volume 11, issue 1, pages 135-154, DOI: 10.1080/14697680903410015.
  34. Patricia L. Chelley‐Steeley & James M. Steeley, 2011, "The effect of universal futures on opening and closing stock market price discovery," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 28, issue 4, pages 260-281, October, DOI: 10.1108/10867371111171537.
  35. Luetkepohl Helmut & Xu Fang, 2011, "Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-23, February, DOI: 10.2202/1941-1928.1094.

2010

  1. Ray Barrell & John Fitzgerald & Rebecca Riley, 2010, "EU Enlargement and Migration: Assessing the Macroeconomic Impacts," Journal of Common Market Studies, Wiley Blackwell, volume 48, issue 2, pages 373-395, March, DOI: 10.1111/j.1468-5965.2009.02056.x.
  2. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Whitworth, Rachel, 2010, "OECD Will Regain Pre-Crisis Levels of Output in 2011," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue , pages 12-16, January.
  3. Barrell, Ray & Weale, Martin, 2010, "Financial Regulation and Commercial Protection: Should Policy Change?," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue , pages 4-11, January.
  4. Barrell, Ray, 2010, "Policy Responses to the Collapse of the Financial Sector: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue , pages 1-2, January.
  5. Barrell, Ray & Holland, Dawn, 2010, "Fiscal and Financial Responses to the Economic Downturn," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue , pages 51-62, January.
  6. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Whitworth, Rachel, 2010, "Global Prospects and Sources of Economic Growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue , pages 4-11, April.
  7. Barrell, Ray & Kirby, Simon, 2010, "Medium-Term Prospects for the Public Finances," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue , pages 60-67, April.
  8. Barrell, Ray & Holland, Dawn & Karim, Dilruba, 2010, "Tighter Financial Regulation and its Impact on Global Growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue , pages 39-44, July.
  9. Barrell, Ray & Holland, Dawn & Kirby, Simon, 2010, "Commentary: Retirement and Economic Recovery," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue , pages 4-8, July.
  10. Barrell, Ray & Kirby, Simon, 2010, "UK Fiscal Prospects," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue , pages 66-70, July.
  11. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Whitworth, Rachel, 2010, "Fiscal Multipliers to Assess Consolidation Plans," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue , pages 9-12, July.
  12. Holland, Dawn & Barrell, Ray & Delannoy, Aurélie & Fic, Tatiana & George, Anitha & Hurst, Ian & Orazgani, Ali & Paluchowski, Paweł, 2010, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue , pages 10-13, October.
    • Holland, Dawn & Delannoy, Aurélie & Fic, Tatiana & Hurst, Ian & Orazgani, Ali & Paluchowski, Paweł & Whitworth, Rachel, 2011, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 217, issue , pages 11-14, July.
    • Dawn Holland & Ray Barrell & Aurélie Delannoy & Tatiana Fic & Anitha George & Ian Hurst & Ali Orazgani & PaweÅ‚ Paluchowski, 2010, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue 1, pages 10-13, October.
    • Dawn Holland & Aurélie Delannoy & Tatiana Fic & Ian Hurst & Ali Orazgani & PaweÅ‚ Paluchowski & Rachel Whitworth, 2011, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 217, issue 1, pages 11-14, July.
    • Dawn Holland & Aurélie Delannoy & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & PaweÅ‚ Paluchowski, 2011, "World overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 218, issue 1, pages 13-21, October.
    • Dawn Holland & Aurélie Delannoy & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & PaweÅ‚ Paluchowski, 2012, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 220, issue 1, pages 10-13, April.
    • Aurélie Delannoy & Tatiana Fic & Dawn Holland & Ian Hurst & Iana Liadze & Katerina Lisenkova & Ali Orazgani & PaweÅ‚ Paluchowski, 2012, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 221, issue 1, pages 10-15, July.
    • Dawn Holland & Aurélie Delannoy & Tatiana Fic & Iana Liadze & Katerina Lisenkova & PaweÅ‚ Paluchowski, 2013, "World Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 223, issue 1, pages 10-15, February.
  13. Barrell, Ray, 2010, "Financial Regulation and the European Policy Architecture," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue , pages 4-9, October.
  14. Barrell, Ray & Kirby, Simon, 2010, "Fiscal Policy and Government Spending," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue , pages 61-66, October.
  15. Barrell, Ray & Kirby, Simon & Davis, E. Philip, 2010, "Modelling the UK Banking Sector," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue , pages 67-72, October.
  16. 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, volume 34, issue 9, pages 2255-2264, September.
  17. Ray Barrell & Martin Weale, 2010, "Fiscal policy, fairness between generations, and national saving," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 26, issue 1, pages 87-116, Spring.
  18. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Summary of key forecast assumptions," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue 1, pages 17-21, January.
  19. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "North American responses to the global downturn," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue 1, pages 22-24, January.
  20. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "China and world trade," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue 1, pages 25-26, January.
  21. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Rising public debt and the need for fiscal consolidation in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue 1, pages 27-37, January.
  22. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Appendix Forecast detail," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue 1, pages 101-107, April.
  23. Simon Kirby & Ray Barrell & Nathan Foley-Fisher, 2010, "Prospects for the UK economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue 1, pages 108-131, April.
  24. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "The role of stockbuilding in recession and recovery," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue 1, pages 84-86, April.
  25. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Chinese revaluation and emerging market prospects," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue 1, pages 87-89, April.
  26. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Policy challenges in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 212, issue 1, pages 90-95, April.
  27. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Decomposition of fiscal deterioration in the OECD," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue 1, pages 13-18, July.
  28. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Measuring global imbalances," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue 1, pages 19-21, July.
  29. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Domestic imbalances and European growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue 1, pages 22-26, July.
  30. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2010, "Appendix A: Summary of key forecast assumptions," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue 1, pages 27-31, July.
  31. Simon Kirby & Ray Barrell, 2010, "Prospects For The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 213, issue 1, pages 45-65, July.
  32. Dawn Holland & Ray Barrell & Aurélie Delannoy & Tatiana Fic & Anitha George & Ian Hurst & Ali Orazgani & Paweł Paluchowski, 2010, "Appendix A: Key forecast assumptions," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue 1, pages 23-27, October.
  33. Simon Kirby & Ray Barrell & Rachel Whitworth, 2010, "Prospects For The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 214, issue 1, pages 41-60, October.
  34. Ray Barrell & Tatiana Fic, 2010, "Risks of deflation versus risks of excessive inflation in Europe," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 45, issue 4, pages 255-260, July, DOI: 10.1007/s10272-010-0344-5.
  35. Ray Barrell & Tatiana Fic, 2010, "Integration, Globalisation, Technology and Trade Patterns in the EU8," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, volume 2, issue 1.
  36. Oleg Badunenko & Kiril Tochkov, 2010, "Soaring dragons, roaring tigers, growling bears," The Economics of Transition, The European Bank for Reconstruction and Development, volume 18, issue 3, pages 539-570, July, DOI: 10.1111/j.1468-0351.2009.00387.x.
  37. Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2010, "Investments: Women Are More Cautious than Men because They Have Less Financial Resources at Their Disposal," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 6, issue 1, pages 1-4.
  38. Oleg Badunenko, 2010, "Downsizing in the German chemical manufacturing industry during the 1990s. Why is small beautiful?," Small Business Economics, Springer, volume 34, issue 4, pages 413-431, May, DOI: 10.1007/s11187-008-9142-x.
  39. John Bennett & Elisabetta Iossa & Gabriella Legrenzi, 2010, "Commercial Activity As Insurance: The Investment Behaviour Of Non‐Profit Organizations," Annals of Public and Cooperative Economics, Wiley Blackwell, volume 81, issue 3, pages 445-465, September, DOI: 10.1111/j.1467-8292.2010.00417.x.
  40. John Bennett, 2010, "Informal firms in developing countries: entrepreneurial stepping stone or consolation prize?," Small Business Economics, Springer, volume 34, issue 1, pages 53-63, January, DOI: 10.1007/s11187-009-9194-6.
  41. John Bennett & Elisabetta Iossa, 2010, "Contracting out public service provision to not-for-profit firms," Oxford Economic Papers, Oxford University Press, volume 62, issue 4, pages 784-802, October.
  42. 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, volume 11, issue 3, pages 250-260, September.
  43. 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, volume 35, issue 2, pages 1-21, June.
  44. Guglielmo Caporale & Mario Cerrato, 2010, "Using Chebyshev Polynomials to Approximate Partial Differential Equations," Computational Economics, Springer;Society for Computational Economics, volume 35, issue 3, pages 235-244, March, DOI: 10.1007/s10614-009-9172-8.
  45. Guglielmo Maria Caporale & Luis Gil-Alana, 2010, "Multiple cyclical fractional structures in financial time series," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 11, pages 1079-1081, DOI: 10.1080/00036840902817425.
  46. Guglielmo Maria Caporale & Christoph Hanck, 2010, "Are PPP tests erratically behaved? Some panel evidence," International Review of Applied Economics, Taylor & Francis Journals, volume 24, issue 2, pages 203-221, DOI: 10.1080/02692170903424331.
  47. 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, volume 9, issue 1, pages 144-146, January.
  48. E. Philip Davis, 2010, "New International Evidence on Asset-Price Effects on Investment, and a Survey for Consumption," OECD Journal: Economic Studies, OECD Publishing, volume 2010, issue 1, pages 1-50, DOI: 10.1787/eco_studies-2010-5km33scv75.
  49. E. Philip Davis & Dilruba Karim, 2010, "Macroprudential Regulation - The Missing Policy Pillar," National Institute Economic Review, National Institute of Economic and Social Research, volume 211, issue 1, pages 67-80, January.
  50. Sugata Ghosh & Andros Gregoriou, 2010, "Can corruption favour growth via the composition of government spending?," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2270-2278.
  51. Nigar Hashimzade, 2010, "Government Managing Risk: Income‐Contingent Loans for Social and Economic Progress. By BRUCE CHAPMAN," Economica, London School of Economics and Political Science, volume 77, issue 306, pages 406-407, April, DOI: 10.1111/j.1468-0335.2007.00762_3.x.
  52. Hashimzade, Nigar & Myles, Gareth D., 2010, "Growth And Public Infrastructure," Macroeconomic Dynamics, Cambridge University Press, volume 14, issue S2, pages 258-274, November.
  53. Hashimzade, Nigar & Huang, Zhanyi & Myles, Gareth D., 2010, "Tax fraud by firms and optimal auditing," International Review of Law and Economics, Elsevier, volume 30, issue 1, pages 10-17, March.
  54. Herwartz, H. & Xu, F., 2010, "A functional coefficient model view of the Feldstein-Horioka puzzle," Journal of International Money and Finance, Elsevier, volume 29, issue 1, pages 37-54, February.

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, volume 77, issue 1, pages 96-111, January, DOI: 10.1111/j.1467-9957.2008.02089.x.
  2. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Pillonca, Vladimir, 2009, "The World Economy: The global cost of delaying bank stability," National Institute Economic Review, National Institute of Economic and Social Research, volume 207, issue , pages 10-17, January.
  3. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Pillonca, Vladimir, 2009, "The World Economy: Fiscal expansions in North America," National Institute Economic Review, National Institute of Economic and Social Research, volume 207, issue , pages 18-22, January.
  4. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Pillonca, Vladimir, 2009, "The World Economy: Economic downturn in Asia," National Institute Economic Review, National Institute of Economic and Social Research, volume 207, issue , pages 23-26, January.
  5. Barrell, Ray & Fic, Tatiana & Holland, Dawn, 2009, "Evaluating Policy Reactions to the Financial Crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 207, issue , pages 39-42, January.
  6. Barrell, Ray & Fic, Tatiana & Liadze, Iana, 2009, "Fiscal Policy Effectiveness in the Banking Crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 207, issue , pages 43-50, January.
  7. Barrell, Ray & Holland, Dawn, 2009, "Debts, Deficits and Borrowing Costs," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue , pages 39-43, April.
  8. Barrell, Ray & Kirby, Simon, 2009, "Fiscal Sustainability," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue , pages 61-65, April.
  9. Barrell, Ray, 2009, "Long-Term Scarring from the Financial Crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue , pages 36-38, October.
  10. Barrell, Ray, 2009, "Budget Consolidation Options for the UK," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue , pages 58-60, October.
  11. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Hurst, Ian & Liadze, Iana & Orazgani, Ali & Whitworth, Rachel, 2009, "The World Economy: Consumer Spending and the Financial Crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue , pages 9-15, October.
  12. Ray Barrell & Martin Weale, 2009, "The Economics of a Reduction in VAT," Fiscal Studies, Institute for Fiscal Studies, volume 30, issue 1, pages 17-30, March.
  13. Ray Barrell & Dawn Holland & Iana Liadze & Olga Pomerantz, 2009, "Volatility, growth and cycles," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 2, pages 177-192, May, DOI: 10.1007/s10663-008-9080-5.
  14. Simon Kirby & Ray Barrell & Vladimir Pillonca, 2009, "Prospects for the Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 207, issue 1, pages 51-70, January.
  15. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: Recession in North America," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue 1, pages 17-21, April.
  16. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: Asian economies are highly sensitive to the collapse of world trade," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue 1, pages 22-25, April.
  17. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: Destocking in the Euro Area," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue 1, pages 26-38, April.
  18. Simon Kirby & Ray Barrell & Vladimir Pillonca, 2009, "Prospects For The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue 1, pages 44-60, April.
  19. Ray Barrell, 2009, "Ten Years Of Economic And Monetary Union: Introduction," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue 1, pages 66-67, April.
  20. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: The global financial crisis and collapse in world trade," National Institute Economic Review, National Institute of Economic and Social Research, volume 208, issue 1, pages 9-16, April.
  21. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: Financing conditions ease in North America," National Institute Economic Review, National Institute of Economic and Social Research, volume 209, issue 1, pages 13-17, July.
  22. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: Policy easing in East Asia has been effective," National Institute Economic Review, National Institute of Economic and Social Research, volume 209, issue 1, pages 18-21, July.
  23. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: Recession in the Euro Area," National Institute Economic Review, National Institute of Economic and Social Research, volume 209, issue 1, pages 22-34, July.
  24. Simon Kirby & Ray Barrell, 2009, "Prospects For The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 209, issue 1, pages 42-59, July.
  25. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Vladimir Pillonca, 2009, "THE WORLD ECONOMY: The recent decline in global risk premia," National Institute Economic Review, National Institute of Economic and Social Research, volume 209, issue 1, pages 8-12, July.
  26. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2009, "THE WORLD ECONOMY: Effects of risk premia falling below sustainable levels in the US," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue 1, pages 16-20, October.
  27. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2009, "THE WORLD ECONOMY: Asian fiscal stimulus supporting the global recovery," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue 1, pages 21-24, October.
  28. Dawn Holland & Ray Barrell & Tatiana Fic & Ian Hurst & Iana Liadze & Ali Orazgani & Rachel Whitworth, 2009, "THE WORLD ECONOMY: Prospects for fiscal consolidation in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue 1, pages 25-35, October.
  29. Simon Kirby & Ray Barrell & Nathan Foley-Fisher, 2009, "Prospects For The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue 1, pages 39-57, October.
  30. Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009, "Genügend Widerstandskraft?: Immobilienfinanzierung und Haushaltsverschuldung in Deutschland, Großbritannien, den Niederlanden und den USA," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 78, issue 1, pages 127-142, DOI: 10.3790/vjh.78.1.127.
  31. Oleg Badunenko, 2009, "Small is beautiful: deutsche Chemieunternehmen schrumpfen sich produktiv," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 32, pages 542-545.
  32. Oleg Badunenko & Nataliya Barasinska & Dorothea Schäfer, 2009, "Geldanlage: Frauen sind vorsichtiger als Männer - weil sie weniger Vermögen haben," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 76, issue 48, pages 832-836.
  33. Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009, "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, volume 28, issue 6, pages 954-971, October.
  34. 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, volume 30, issue 1, pages 42-51, February.
  35. Guglielmo Maria Caporale & Alaa M. Soliman, 2009, "The Asymmetric Effects of a Common Monetary Policy in Europe," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 455-475.
  36. 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, volume 33, issue 4, pages 364-375, October, DOI: 10.1007/s12197-008-9058-y.
  37. 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), volume 145, issue 2, pages 189-206, July, DOI: 10.1007/s10290-009-0011-8.
  38. Guglielmo Maria Caporale & Christoph Hanck, 2009, "Cointegration tests of PPP: do they also exhibit erratic behaviour?," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 1, pages 9-15, DOI: 10.1080/17446540802092198.
  39. 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, volume 16, issue 3, pages 223-226, DOI: 10.1080/17446540802167321.
  40. 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, volume 20, issue 4, pages 287-301, DOI: 10.1080/10242690701750676.
  41. Antoaneta Serguieva & Guglielmo Maria Caporale & Edward Tsang & Ronald Yager, 2009, "Risk analysis in complex systems: intelligent systems in finance," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 16, issue 1‐2, pages 1-3, January, DOI: 10.1002/isaf.305.
  42. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2009, "Financial contagion: evolutionary optimization of a multinational agent‐based model," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., volume 16, issue 1‐2, pages 111-125, January, DOI: 10.1002/isaf.296.
  43. Davis, E. Philip & Zhu, Haibin, 2009, "Commercial property prices and bank performance," The Quarterly Review of Economics and Finance, Elsevier, volume 49, issue 4, pages 1341-1359, November.
  44. 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, volume 208, issue 1, pages 101-108, April.
  45. 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;Swiss Society for Financial Market Research, volume 23, issue 3, pages 271-283, September, DOI: 10.1007/s11408-009-0111-4.
  46. Andros Gregoriou & Sugata Ghosh, 2009, "The Impact Of Government Expenditure On Growth: Empirical Evidence From A Heterogeneous Panel," Bulletin of Economic Research, Wiley Blackwell, volume 61, issue 1, pages 95-102, January, DOI: 10.1111/j.1467-8586.2008.00297.x.
  47. Gregoriou, Andros & Ghosh, Sugata, 2009, "On the heterogeneous impact of public capital and current spending on growth across nations," Economics Letters, Elsevier, volume 105, issue 1, pages 32-35, October.
  48. Gregoriou, Andros & Kontonikas, Alexandros, 2009, "Modeling the behaviour of inflation deviations from the target," Economic Modelling, Elsevier, volume 26, issue 1, pages 90-95, January.
  49. Nigar Hashimzade & Gareth D. Myles, 2009, "Announcement or Contribution? The Relative Efficiency of Manipulated Lindahl Mechanisms," Journal of Public Economic Theory, Association for Public Economic Theory, volume 11, issue 4, pages 565-598, August, DOI: 10.1111/j.1467-9779.2009.01421.x.
  50. Davidson, James & Hashimzade, Nigar, 2009, "Representation And Weak Convergence Of Stochastic Integrals With Fractional Integrator Processes," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1589-1624, December.
  51. Davidson, James & Hashimzade, Nigar, 2009, "Type I and type II fractional Brownian motions: A reconsideration," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2089-2106, April.
  52. 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, volume 31, issue 1, pages 133-143.
  53. Menelaos Karanasos & Dilruba Karim, 2009, "Macroeconomics: Theory and Applications," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1-15.
  54. Vasilis Sarafidis & Donald Robertson, 2009, "On the impact of error cross-sectional dependence in short dynamic panel estimation," Econometrics Journal, Royal Economic Society, volume 12, issue 1, pages 62-81, March.
  55. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009, "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 149-161, February.
  56. Herwartz, H. & Xu, F., 2009, "A new approach to bootstrap inference in functional coefficient models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2155-2167, April.
  57. Helmut Herwartz & Fang Xu, 2009, "Panel data model comparison for empirical saving-investment relations," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 8, pages 803-807, DOI: 10.1080/13504850701221949.

2008

  1. Barrell, Ray & Pomerantz, Olga, 2008, "Oil prices and world inflation," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue , pages 31-34, January.
  2. Barrell, Ray & Holland, Dawn, 2008, "Risk and the UK exchange rate," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue , pages 54-56, January.
  3. Barrell, Ray & Hurst, Ian, 2008, "Financial Crises and the Prospects for Recession1," National Institute Economic Review, National Institute of Economic and Social Research, volume 204, issue , pages 33-38, April.
  4. Barrell, Ray & Kirby, Simon, 2008, "Oil Prices and Growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 204, issue , pages 39-42, April.
  5. Barrell, Ray & Kirby, Simon, 2008, "Forecast Uncertainty and Prospects for the Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 204, issue , pages 61-63, April.
  6. Barrell, Ray & Fic, Tatiana & Orazgani, Ali, 2008, "Financial crises and fiscal policy impacts on North America," National Institute Economic Review, National Institute of Economic and Social Research, volume 205, issue , pages 14-17, July.
  7. Barrell, Ray & Fic, Tatiana & Gottschalk, Sylvia & Liadze, Iana, 2008, "Housing market downturns and Euro Area growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 205, issue , pages 21-33, July.
  8. Barrell, Ray & Kirby, Simon & Liadze, Iana, 2008, "The Oil Intensity of Output," National Institute Economic Review, National Institute of Economic and Social Research, volume 205, issue , pages 34-38, July.
  9. Barrell, Ray & Kirby, Simon, 2008, "Consumption, Housing Wealth and Financial Crises," National Institute Economic Review, National Institute of Economic and Social Research, volume 205, issue , pages 57-60, July.
  10. Barrell, Ray, 2008, "The World Economy: The impact of rising oil prices and weak equity markets on global growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 205, issue , pages 8-13, July.
  11. Barrell, Ray, 2008, "Introduction: the Great Crash of 2008," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue , pages 2-4, October.
  12. Barrell, Ray & Davis, E. Philip, 2008, "The Evolution of the Financial Crisis of 2007—8," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue , pages 5-14, October.
  13. Barrell, Ray & Hurst, Ian & Kirby, Simon, 2008, "Financial Crises, Regulation and Growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue , pages 56-65, October.
  14. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Gottschalk, Sylvia & Hurst, Ian & Liadze, Iana & Orazgani, Ali, 2008, "Exchange rate realignments and risks of deflation in North America," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue , pages 83-86, October.
  15. Holland, Dawn & Barrell, Ray & Fic, Tatiana & Gottschalk, Sylvia & Hurst, Ian & Liadze, Iana & Orazgani, Ali, 2008, "Exchange rates and inflationary prospects in Asia," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue , pages 87-89, October.
  16. Fic, Tatiana & Barrell, Ray & Holland, Dawn, 2008, "Entry rates and the risks of misalignment in the EU8," Journal of Policy Modeling, Elsevier, volume 30, issue 5, pages 761-774.
  17. Ray Barrell & Simon Kirby, 2008, "Prospects for the Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 204, issue 1, pages 43-60, April.
  18. Simon Kirby & Ray Barrell & Tatiana Fic & Ali Orazgani, 2008, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue 1, pages 101-118, October.
  19. 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, volume 206, issue 1, pages 5-14, October.
  20. Dawn Holland & Ray Barrell & Tatiana Fic & Sylvia Gottschalk & Ian Hurst & Iana Liadze & Ali Orazgani, 2008, "Decomposing the global recession," National Institute Economic Review, National Institute of Economic and Social Research, volume 206, issue 1, pages 74-82, October.
  21. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2008, "Technological Change and Transition: Relative Contributions to Worldwide Growth During the 1990s," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 4, pages 461-492, August, DOI: 10.1111/j.1468-0084.2008.00508.x.
  22. Badunenko, Oleg & Fritsch, Michael & Stephan, Andreas, 2008, "Allocative efficiency measurement revisited--Do we really need input prices?," Economic Modelling, Elsevier, volume 25, issue 5, pages 1093-1109, September.
  23. 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, volume 16, issue 3, pages 401-412, August, DOI: 10.1111/j.1467-9396.2007.00709.x.
  24. Guglielmo Maria Caporale & Nikolaos Philippas & Fotini Economou, 2008, "Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange," Economics Bulletin, AccessEcon, volume 7, issue 17, pages 1-13.
  25. 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, volume 52, issue 11, pages 4998-5013, July.
  26. 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, volume 1, issue 1, pages 1-20.
  27. 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;Austrian Institute for Economic Research;Austrian Economic Association, volume 35, issue 3, pages 241-253, July, DOI: 10.1007/s10663-008-9061-8.
  28. 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, volume 14, issue 8, pages 735-753, DOI: 10.1080/13518470802173248.
  29. Davis, E. Philip & Karim, Dilruba, 2008, "Comparing early warning systems for banking crises," Journal of Financial Stability, Elsevier, volume 4, issue 2, pages 89-120, June.
  30. 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, volume 27, issue 8, pages 1261-1283, December.
  31. Davis, E. Philip & Hu, Yu-Wei, 2008, "Does funding of pensions stimulate economic growth?," Journal of Pension Economics and Finance, Cambridge University Press, volume 7, issue 2, pages 221-249, July.
  32. 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, volume 206, issue 1, pages 35-47, October.
  33. Sugata Ghosh & Andros Gregoriou, 2008, "The composition of government spending and growth: is current or capital spending better?," Oxford Economic Papers, Oxford University Press, volume 60, issue 3, pages 484-516, July.
  34. Arghyrou, Michael G. & Gregoriou, Andros, 2008, "Non-linearity versus non-normality in real exchange rate dynamics," Economics Letters, Elsevier, volume 100, issue 2, pages 200-203, August.
  35. Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos, 2008, "Adaptation towards reference values: A non-linear perspective," Journal of Economic Behavior & Organization, Elsevier, volume 67, issue 3-4, pages 768-781, September.
  36. Andros Gregoriou, 2008, "The asymmetry of the price impact of block trades and the bid‐ask spread," Journal of Economic Studies, Emerald Group Publishing Limited, volume 35, issue 2, pages 191-199, May, DOI: 10.1108/01443580810870164.
  37. 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, volume 18, issue 15, pages 1221-1231, DOI: 10.1080/09603100701578999.
  38. 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 Limited, volume 29, issue 7, pages 668-680, November, DOI: 10.1108/01437720810908956.
  39. Nigar Hashimzade & Timothy J. Vogelsang, 2008, "Fixed‐b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 1, pages 142-162, January, DOI: 10.1111/j.1467-9892.2007.00548.x.
  40. Davidson, James & Hashimzade, Nigar, 2008, "Alternative Frequency And Time Domain Versions Of Fractional Brownian Motion," Econometric Theory, Cambridge University Press, volume 24, issue 1, pages 256-293, February.
  41. James M. Steeley, 2008, "Testing Term Structure Estimation Methods: Evidence from the UK STRIPS Market," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 7, pages 1489-1512, October.
  42. Farooq Ahmad & James Steeley, 2008, "Secondary market pricing behaviour around UK bond auctions," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 9, pages 691-699, DOI: 10.1080/09603100701250268.
  43. Helmut Herwartz & Fang Xu, 2008, "Reviewing The Sustainability/Stationarity Of Current Account Imbalances With Tests For Bounded Integration," Manchester School, University of Manchester, volume 76, issue 3, pages 267-278, June, DOI: 10.1111/j.1467-9957.2008.01059.x.

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, volume 54, issue 2, pages 254-267, May, DOI: 10.1111/j.1467-9485.2007.00413.x.
  2. Barrell, Ray & Hurst, Ian, 2007, "Monetary Policy and Global Imbalances," National Institute Economic Review, National Institute of Economic and Social Research, volume 199, issue , pages 34-39, January.
  3. Barrell, Ray, 2007, "Retirement and Saving," National Institute Economic Review, National Institute of Economic and Social Research, volume 199, issue , pages 59-64, January.
  4. Barrell, Ray, 2007, "Economic Growth in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 199, issue , pages 65-68, January.
  5. Barrell, Ray & Guillemineau, Catherine & Holland, Dawn, 2007, "Decomposing Growth in France, Germany and the United Kingdom Using Growth Accounting and Production Function Approaches," National Institute Economic Review, National Institute of Economic and Social Research, volume 199, issue , pages 99-113, January.
  6. Barrell, R. & Holland, D. & Hurst, I., 2007, "Factors Affecting the US Current Account: An Historical Decomposition," National Institute Economic Review, National Institute of Economic and Social Research, volume 200, issue , pages 31-33, April.
  7. Barrell, Ray J & Kirby, Simon, 2007, "Managing a Decline in Inflation," National Institute Economic Review, National Institute of Economic and Social Research, volume 200, issue , pages 53-55, April.
  8. Barrell, Ray J & Gottschalk, Sylvia, 2007, "Fiscal Policy in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 201, issue , pages 33-36, July.
  9. Barrell, Ray & Khoman, Ehsan & Kirby, Simon, 2007, "Evaluating Forecast Uncertainty," National Institute Economic Review, National Institute of Economic and Social Research, volume 201, issue , pages 55-60, July.
  10. Barrell, Ray & Holland, Dawn, 2007, "Banking Crises and Economic Growth," National Institute Economic Review, National Institute of Economic and Social Research, volume 202, issue , pages 34-41, October.
  11. Barrell, Ray & Kirby, Simon, 2007, "Interest Rates and the UK economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 202, issue , pages 61-64, October.
  12. Ray Barrell & Simon Kirby, 2007, "Prospects for the Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 200, issue 1, pages 34-52, April.
  13. Henderson, Daniel J. & Tochkov, Kiril & Badunenko, Oleg, 2007, "A drive up the capital coast? Contributions to post-reform growth across Chinese provinces," Journal of Macroeconomics, Elsevier, volume 29, issue 3, pages 569-594, September.
  14. John Bennett & Saul Estrin & Giovanni Urga, 2007, "Methods of privatization and economic growth in transition economies1," The Economics of Transition, The European Bank for Reconstruction and Development, volume 15, issue 4, pages 661-683, October, DOI: 10.1111/j.1468-0351.2007.00300.x.
  15. Bennett, John & Estrin, Saul & Maw, James, 2007, "The choice of privatization method in a transition economy when insiders control a firm," European Journal of Political Economy, Elsevier, volume 23, issue 3, pages 806-819, September.
  16. 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, volume 69, issue 4, pages 521-544, August, DOI: 10.1111/j.1468-0084.2007.00449.x.
  17. Guglielmo Caporale & Luis Gil-Alana, 2007, "Testing for deterministic and stochastic cycles in macroeconomic time series," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 34, issue 2, pages 155-169, April, DOI: 10.1007/s10663-007-9033-4.
  18. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2007, "The stochastic unit root model and fractional integration: An extension to the seasonal case," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 23, issue 5, pages 439-453, September, DOI: 10.1002/asmb.683.
  19. Sugata Ghosh & Charles Nolan, 2007, "The Impact Of Simple Fiscal Rules In Growth Models With Public Goods And Congestion," Manchester School, University of Manchester, volume 75, issue 5, pages 634-651, September, DOI: 10.1111/j.1467-9957.2007.01034.x.
  20. Arghyrou, Michael G. & Gregoriou, Andros, 2007, "Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap," Economics Letters, Elsevier, volume 95, issue 2, pages 285-290, May.
  21. 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, volume 32, issue 1, pages 19-39, April, DOI: 10.1007/s00181-006-0070-9.
  22. Nigar Hashimzade & Gareth D. Myles, 2007, "Structure of the optimal income tax in the quasi‐linear model," International Journal of Economic Theory, The International Society for Economic Theory, volume 3, issue 1, pages 5-33, March, DOI: 10.1111/j.1742-7363.2007.00044.x.
  23. Gareth Myles & Hassan Khodavaisi & Nigar Hashimzade, 2007, "An irrelevance result with differentiated goods," Economics Bulletin, AccessEcon, volume 8, issue 2, pages 1-7.
  24. Vincent C. Blackburn & Richard Gerlach & Vasilis Sarafidis, 2007, "Dynamic Budgetary Adjustments in the Australian State Government Finance Sector: An Econometric Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 3, issue 2, pages 125-159, July.

2006

  1. Al-Eyd, Ali & Barrell, Ray, 2006, "Consumption in the Euro Area," National Institute Economic Review, National Institute of Economic and Social Research, volume 195, issue , pages 34-39, January.
  2. Barrell, Ray & Kirby, Simon & Riley, Rebecca, 2006, "UK Economy Forecast," National Institute Economic Review, National Institute of Economic and Social Research, volume 195, issue , pages 40-57, January.
  3. Barrell, Ray & Choy, Amanda & Kirby, Simon, 2006, "Globalisation and UK Trade," National Institute Economic Review, National Institute of Economic and Social Research, volume 195, issue , pages 63-67, January.
  4. Barrell, Ray & Metz, Robert, 2006, "An assessment of NIESR forecast accuracy," National Institute Economic Review, National Institute of Economic and Social Research, volume 196, issue , pages 36-39, April.
  5. Barrell, Ray & Riley, Rebecca, 2006, "Is UK Business Investment Unusually Weak?," National Institute Economic Review, National Institute of Economic and Social Research, volume 196, issue , pages 60-62, April.
  6. Barrell, Ray & Holland, Dawn, 2006, "Correcting Global Imbalances," National Institute Economic Review, National Institute of Economic and Social Research, volume 197, issue , pages 32-37, July.
  7. Barrell, Ray & Guillemineau, Catherine & Liadze, Iana, 2006, "Migration in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 198, issue , pages 36-39, October.
  8. Barrell, R. & Hall, S.G. & Hurst, I., 2006, "Evaluating policy feedback rules using the joint density function of a stochastic model," Economics Letters, Elsevier, volume 93, issue 1, pages 1-5, October.
  9. Barrell, Ray & Davis, E. Philip & Pomerantz, Olga, 2006, "Costs of financial instability, household-sector balance sheets and consumption," Journal of Financial Stability, Elsevier, volume 2, issue 2, pages 194-216, June.
  10. N/A, 2006, "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 197, issue 1, pages 38-57, July.
  11. Bennett, John & Iossa, Elisabetta, 2006, "Building and managing facilities for public services," Journal of Public Economics, Elsevier, volume 90, issue 10-11, pages 2143-2160, November.
  12. John Bennett & Elisabetta Iossa, 2006, "Delegation of Contracting in the Private Provision of Public Services," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 29, issue 1, pages 75-92, September, DOI: 10.1007/s11151-006-9110-z.
  13. 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, volume 31, issue 1, pages 83-93, March, DOI: 10.1007/s00181-005-0017-6.
  14. Guglielmo Caporale & Nikitas Pittis & Nicola Spagnolo, 2006, "Volatility transmission and financial crises," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 30, issue 3, pages 376-390, September, DOI: 10.1007/BF02752742.
  15. 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, volume 13, issue 15, pages 965-968, DOI: 10.1080/13504850500425899.
  16. Guglielmo Maria Caporale & Mario Cerrato, 2006, "Panel data tests of PPP: a critical overview," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 1-2, pages 73-91, DOI: 10.1080/09603100500389143.
  17. Jakob B Madsen & E Philip Davis, 2006, "Equity Prices, Productivity Growth and 'The New Economy'," Economic Journal, Royal Economic Society, volume 116, issue 513, pages 791-811, July.
  18. 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, volume 12, issue 4, pages 347-360, DOI: 10.1080/13518470500249340.
  19. 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, volume 58, issue 4, pages 309-322, October, DOI: 10.1111/j.0307-3378.2006.00246.x.
  20. Nigar Hashimzade & George Davis, 2006, "Human capital and growth under political uncertainty," Economics Bulletin, AccessEcon, volume 15, issue 1, pages 1-7.
  21. Nigar Hashimzade, 2006, "Famines without shortages," Oxford Economic Papers, Oxford University Press, volume 58, issue 4, pages 636-654, October.
  22. 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, volume 28, issue 8, pages 911-919, November.
  23. Rafael E. De Hoyos & Vasilis Sarafidis, 2006, "Testing for cross-sectional dependence in panel-data models," Stata Journal, StataCorp LLC, volume 6, issue 4, pages 482-496, December.
  24. Lucey, Brian M. & Steeley, James, 2006, "Measuring and assessing the effects and extent of international bond market integration," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 1-3, February.
  25. Steeley, James M., 2006, "Volatility transmission between stock and bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 16, issue 1, pages 71-86, February.

2005

  1. Al-Eyd, Ali & Barrell, Ray & Pomerantz, Olga, 2005, "Dollars and Deficits - The US Current Account Deficit and its Exchange Rate Consequences," National Institute Economic Review, National Institute of Economic and Social Research, volume 191, issue , pages 31-36, January.
  2. Barrell, Ray & Choy, Amanda & Holland, Dawn & Riley, Rebecca, 2005, "The Sterling Effective Exchange Rate and Other Measures of UK Competitiveness," National Institute Economic Review, National Institute of Economic and Social Research, volume 191, issue , pages 54-63, January.
  3. Barrell, Ray & Davis, E. Philip, 2005, "Policy Design and Macroeconomic Stability in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 191, issue , pages 94-105, January.
  4. Al-Eyd, Ali & Barrell, Ray & Pomerantz, Olga, 2005, "Correcting US Imbalances," National Institute Economic Review, National Institute of Economic and Social Research, volume 192, issue , pages 33-39, April.
  5. Barrell, Ray & Kirby, Simon & Metz, Robert & Weale, Martin, 2005, "The Labour Government's Economic Record and Economic Prospects," National Institute Economic Review, National Institute of Economic and Social Research, volume 192, issue , pages 4-10, April.
  6. Al-Eyd, Ali & Barrell, Ray & Choy, Amanda, 2005, "Global Realignment of Exchange Rates: East Asia's Dilemma," National Institute Economic Review, National Institute of Economic and Social Research, volume 193, issue , pages 33-36, July.
  7. Barrell, Ray & Kirby, Simon & Metz, Robert, 2005, "Forecast Comparisons," National Institute Economic Review, National Institute of Economic and Social Research, volume 193, issue , pages 70-74, July.
  8. Ray Barrell & Simon Kirby & Robert Metz & Martin Weale, 2005, "The Labour Government’s Economic Record and Economic Prospects," National Institute Economic Review, National Institute of Economic and Social Research, volume 192, issue 1, pages 4-10, April.
  9. Ray Barrell & Simon Kirby & Robert Metz, 2005, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 192, issue 1, pages 40-54, April.
  10. Ray Barrell & Amanda Choy & Simon Kirby & Robert Metz & Olga Pomerantz, 2005, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 193, issue 1, pages 37-52, July.
  11. Ray Barrell & Amanda Choy & Simon Kirby & Rebecca Riley, 2005, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 194, issue 1, pages 34-53, October.
  12. John Bennett & Saul Estrin & James Maw, 2005, "Why did Transition Economies Choose Mass Privatization?," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 567-575, 04/05.
  13. Guglielmo Maria Caporale & Luis A. Gil‐Alana, 2005, "Fractional Cointegration And Aggregate Money Demand Functions," Manchester School, University of Manchester, volume 73, issue 6, pages 737-753, December, DOI: 10.1111/j.1467-9957.2005.00475.x.
  14. 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, volume 9, issue 2, pages 166-176, May, DOI: 10.1111/j.1467-9361.2005.00270.x.
  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, volume 22, issue 2, pages 253-284, March.
  16. Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola, 2005, "Testing for contagion: a conditional correlation analysis," Journal of Empirical Finance, Elsevier, volume 12, issue 3, pages 476-489, June.
  17. 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, volume 24, issue 1, pages 39-53, February.
  18. Caporale, Guglielmo Maria & Panopoulou, Ekaterini & Pittis, Nikitas, 2005, "The Feldstein-Horioka puzzle revisited: A Monte Carlo study," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1143-1149, November.
  19. 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., volume 10, issue 4, pages 359-367, DOI: 10.1002/ijfe.284.
  20. 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, volume 16, issue 2, pages 107-133, April, DOI: 10.1007/s11079-005-5871-5.
  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, Oxford University Press, volume 3, issue 2, pages 282-309.
  22. Guglielmo Maria Caporale & Michael Chui, 2005, "Fiscal Consolidation: An Exercise in the Methodology of Coordination," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 20, pages 1-25.
  23. Marco Barassi & Guglielmo Maria Caporale & Stephen Hall, 2005, "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 14, pages 977-986, DOI: 10.1080/09603100500120308.
  24. 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, volume 67, issue 3, pages 307-329, June, DOI: 10.1111/j.1468-0084.2005.00121.x.
  25. 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), volume 141, issue 1, pages 1-32, April, DOI: 10.1007/s10290-005-0013-0.
  26. 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;The Geneva Association, volume 30, issue 4, pages 542-564, October.
  27. E. Philip Davis, 2005, "Financial Instability - Research, Assessment and Policy Issues," National Institute Economic Review, National Institute of Economic and Social Research, volume 192, issue 1, pages 55-56, April.
  28. Nigar Hashimzade & Salvador Ortigueira, 2005, "Endogenous Business Cycles With Frictional Labour Markets," Economic Journal, Royal Economic Society, volume 115, issue 502, pages 161-175, March.
  29. Nigar Hashimzade & Hassan Khodavaisi & Gareth Myles, 2005, "Tax Principles, Product Differentiation and the Nature of Competition," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 12, issue 6, pages 695-712, November, DOI: 10.1007/s10797-005-0411-1.
  30. Patricia Chelley-Steeley & James Steeley, 2005, "The leverage effect in the UK stock market," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 6, pages 409-423, DOI: 10.1080/0960310052000337669.
  31. Fang Xu, 2005, "Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-13.

2004

  1. Barrell, Ray & Kirby, Simon & Riley, Rebecca, 2004, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 187, issue , pages 36-52, January.
  2. Barrell, Ray & Riley, Rebecca & Weale, Martin, 2004, "Commentary: The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 187, issue , pages 4-7, January.
  3. Barrell, Ray & Metz, Robert & Riley, Rebecca, 2004, "Recent UK Growth: A Comparison with France, Germany and the US," National Institute Economic Review, National Institute of Economic and Social Research, volume 187, issue , pages 53-57, January.
  4. Barrell, Ray & Kirby, Simon & Riley, Rebecca, 2004, "The Current Position of UK House Prices," National Institute Economic Review, National Institute of Economic and Social Research, volume 189, issue , pages 57-60, July.
  5. Barrell, Ray & Riley, Rebecca, 2004, "The Impact of Fiscal and Monetary Policy Imbalances on the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 189, issue , pages 61-63, July.
  6. Barrell, Ray, 2004, "UK Savings and Pensions," National Institute Economic Review, National Institute of Economic and Social Research, volume 190, issue , pages 55-57, October.
  7. Barrell, Ray & Pina, Alvaro M., 2004, "How important are automatic stabilisers in Europe? A stochastic simulation assessment," Economic Modelling, Elsevier, volume 21, issue 1, pages 1-35, January.
  8. Barrell, Ray & Becker, Bettina & Byrne, Joseph & Gottschalk, Sylvia & Hurst, Ian & van Welsum, Desiree, 2004, "Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses," Economic Modelling, Elsevier, volume 21, issue 5, pages 877-931, September.
  9. Ray Barrell & Dawn Holland & Kateřina Šmídková, 2004, "Monetary policy choices in the pre-EMU period," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 10, issue 4, pages 338-338, November, DOI: 10.1007/BF02295148.
  10. Ray Barrell & Olga Pomerantz, 2004, "Oil Prices and the World Economy," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 152-177.
  11. Ray Barrell & Simon Kirby & Rebecca Riley, 2004, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 187, issue 1, pages 36-52, January.
  12. Ray Barrell & Rebecca Riley & Martin Weale, 2004, "Commentary: The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 187, issue 1, pages 4-7, January.
  13. Ray Barrell & Rebecca Riley & Martin Weale, 2004, "Commentary: the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 188, issue 1, pages 4-7, April.
  14. Ray Barrell & Simon Kirby & Robert Metz & Rebecca Riley, 2004, "Prospects for the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 190, issue 1, pages 33-54, October.
  15. Guglielmo M. Caporale & Luis A. Gil‐Alana, 2004, "Testing for Seasonal Fractional Roots in German Real Output," German Economic Review, Verein für Socialpolitik, volume 5, issue 3, pages 319-333, August, DOI: 10.1111/j.1465-6485.2004.00111.x.
  16. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and tests of present value models," Review of Financial Economics, Elsevier, volume 13, issue 3, pages 245-258.
  17. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004, "Fractional cointegration and real exchange rates," Review of Financial Economics, Elsevier, volume 13, issue 4, pages 327-340.
  18. 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, volume 29, issue 1, pages 33-50, June.
  19. 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, volume 14, issue 14, pages 981-989, DOI: 10.1080/0960310042000263941.
  20. Guglielmo Maria Caporale & Nicola Spagnolo, 2004, "Modelling East Asian exchange rates: a Markov-switching approach," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 4, pages 233-242, DOI: 10.1080/0960310042000201192.
  21. Guglielmo Maria Caporale & Luis Gil-Alana, 2004, "Long range dependence in daily stock returns," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 6, pages 375-383, DOI: 10.1080/09603100410001673603.
  22. Guglielmo Maria Caporale & Nikitas Pittis, 2004, "Estimator Choice and Fisher's Paradox: A Monte Carlo Study," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 1, pages 25-52, DOI: 10.1081/ETC-120028835.
  23. Byrne, Joseph P. & Davis, E. Philip, 2004, "Permanent and temporary inflation uncertainty and investment in the United States," Economics Letters, Elsevier, volume 85, issue 2, pages 271-277, November.
  24. Davis, E. Philip & Stone, Mark R., 2004, "Corporate financial structure and financial stability," Journal of Financial Stability, Elsevier, volume 1, issue 1, pages 65-91, September.
  25. E. Philip Davis, 2004, "Is there a Pensions Crisis in the U.K.?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 29, issue 3, pages 343-370, July.
  26. 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, volume 37, issue 3, pages 742-756, August.
  27. Ghosh, Sugata & Mourmouras, Iannis A., 2004, "Endogenous growth, welfare and budgetary regimes," Journal of Macroeconomics, Elsevier, volume 26, issue 4, pages 623-635, December.
  28. Sugata Ghosh & Iannis A. Mourmouras, 2004, "Debt, Growth and Budgetary Regimes," Bulletin of Economic Research, Wiley Blackwell, volume 56, issue 3, pages 241-250, July, DOI: 10.1111/j.1467-8586.2004.00200.x.
  29. Sugata Ghosh & Sarmistha Pal, 2004, "The Effect of Inequality on Growth: Theory and Evidence from the Indian States," Review of Development Economics, Wiley Blackwell, volume 8, issue 1, pages 164-177, February, DOI: 10.1111/j.1467-9361.2004.00226.x.
  30. 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, volume 7, issue 2, pages 139-151, Winter.
  31. 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, volume 14, issue 3, pages 215-220, DOI: 10.1080/0960310042000187388.
  32. James M. Steeley, 2004, "Stock Price Distributions and News: Evidence from Index Options," Review of Quantitative Finance and Accounting, Springer, volume 23, issue 3, pages 229-250, November.
  33. James Steeley, 2004, "Information processing and the UK weekend effect: do investors cut their losses on Mondays?," Applied Economics Letters, Taylor & Francis Journals, volume 11, issue 14, pages 895-899, DOI: 10.1080/1350485042000263890.
  34. James Steeley, 2004, "Estimating time-varying risk premia in UK long-term government bonds," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 5, pages 367-373, DOI: 10.1080/0960310042000211632.

2003

  1. Barrell, Ray & Kirby, Simon & Riley, Rebecca & Weale, Martin, 2003, "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 183, issue , pages 34-40, January.
  2. Barrell, Ray & Riley, Rebecca & Weale, Martin, 2003, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 183, issue , pages 4-7, January.
  3. Barrell, Ray & Dury, Karen, 2003, "Asymmetric Labour Markets in a Converging Europe: Do Differences Matter?," National Institute Economic Review, National Institute of Economic and Social Research, volume 183, issue , pages 56-65, January.
  4. Barrell, Ray & Riley, Rebecca & Weale, Martin, 2003, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 184, issue , pages 4-8, April.
  5. Barrell, Ray & Weale, Martin, 2003, "Fiscal Demand Management," National Institute Economic Review, National Institute of Economic and Social Research, volume 185, issue , pages 5-8, July.
  6. Barrell, Ray & Kirby, Simon & Riley, Rebecca, 2003, "Changing the Inflation Target," National Institute Economic Review, National Institute of Economic and Social Research, volume 185, issue , pages 50-53, July.
  7. Barrell, Ray & Hurst, Ian, 2003, "Benchmarks and Targets Under the SGP: Evaluating Safe Deficit Targets Using NiGEM," National Institute Economic Review, National Institute of Economic and Social Research, volume 185, issue , pages 54-63, July.
  8. Barrell, Ray & Choy, Amanda & Riley, Rebecca, 2003, "Consumption and Housing Wealth in the UK," National Institute Economic Review, National Institute of Economic and Social Research, volume 186, issue , pages 53-56, October.
  9. Barrell, Ray & Kirby, Simon & Riley, Rebecca & van Welsum, Desirée, 2003, "Measuring the Macroeconomic Effects of Reducing Benefit Dependency," National Institute Economic Review, National Institute of Economic and Social Research, volume 186, issue , pages 85-97, October.
  10. Barrell, Ray & Byrne, Joseph P. & Dury, Karen, 2003, "The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe," Economic Modelling, Elsevier, volume 20, issue 2, pages 275-299, March.
  11. Barrell, Ray & Dury, Karen & Hurst, Ian, 2003, "International monetary policy coordination: an evaluation using a large econometric model," Economic Modelling, Elsevier, volume 20, issue 3, pages 507-527, May.
  12. Ray Barrell & Martin Weale, 2003, "Designing and Choosing Macroeconomic Frameworks: The Position of the UK after Four Years of the Euro," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 19, issue 1, pages 132-148.
  13. Kateřina Šmídková & Ray Barrell & Dawn Holland, 2003, "Estimates of fundamental real exchange rates for the five eu pre-accession countries," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 4, pages 291-315, DOI: 10.18267/j.pep.223.
  14. Ray Barrell & Simon Kirby & Rebecca Riley & Martin Weale, 2003, "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 183, issue 1, pages 34-40, January.
  15. Ray Barrell & Rebecca Riley & Martin Weale, 2003, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 183, issue 1, pages 4-7, January.
  16. Ray Barrell & Simon Kirby & Rebecca Riley & Martin Weale, 2003, "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 184, issue 1, pages 36-42, April.
  17. Ray Barrell & Rebecca Riley & Martin Weale, 2003, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 184, issue 1, pages 4-8, April.
  18. Ray Barrell & Simon Kirby & Rebecca Riley, 2003, "The UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 185, issue 1, pages 34-49, July.
  19. Ray Barrell & Rebecca Riley, 2003, "The Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 186, issue 1, pages 35-52, October.
  20. Bennett, John & Maw, James, 2003, "Privatization, partial state ownership, and competition," Journal of Comparative Economics, Elsevier, volume 31, issue 1, pages 58-74, March.
  21. John Bennett & Elisabetta Iossa & Gabriella Legrenzi, 2003, "The Role of Commercial Non-profit Organizations in the Provision of Public Services," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 19, issue 2, pages 335-347, Summer.
  22. Caporale, Guglielmo Maria & Spagnolo, Nicola, 2003, "Asset prices and output growth volatility: the effects of financial crises," Economics Letters, Elsevier, volume 79, issue 1, pages 69-74, April.
  23. Caporale, Guglielmo Maria & Pittis, Nikitas & Sakellis, Panayiotis, 2003, "Testing for PPP: the erratic behaviour of unit root tests," Economics Letters, Elsevier, volume 80, issue 2, pages 277-284, August.
  24. Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry, 2003, "Evaluating the Gains to Cooperation in the G-3," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 30, issue 4, pages 337-356, December, DOI: 10.1023/B:EMPI.0000005152.92230.d8.
  25. 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, volume 27, issue 2, pages 136-152, June, DOI: 10.1007/BF02827215.
  26. Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003, "IGARCH models and structural breaks," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 12, pages 765-768, DOI: 10.1080/1350485032000138403.
  27. 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, volume 65, issue 2, pages 197-220, May, DOI: 10.1111/1468-0084.00044.
  28. E. Philip Davis, 2003, "Comparing Bear Markets - 1973 and 2000," National Institute Economic Review, National Institute of Economic and Social Research, volume 183, issue 1, pages 78-89, January.
  29. 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, volume 71, issue 3, pages 242-264, June, DOI: 10.1111/1467-9957.00345.
  30. Nigar Hashimzade, 2003, "Probability of survival in a random exchange economy with dependent agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 4, pages 907-912, June, DOI: 10.1007/s00199-002-0258-y.
  31. Edward R Dawson & James M. Steeley, 2003, "On the Existence of Visual Technical Patterns in the UK Stock Market," Journal of Business Finance & Accounting, Wiley Blackwell, volume 30, issue 1‐2, pages 263-293, January, DOI: 10.1111/1468-5957.00492.
  32. J. M. Steeley, 2003, "Making political capital: the behaviour of the UK capital markets during Election'97," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 2, pages 85-95, DOI: 10.1080/09603100210100873.

2002

  1. Ray Barrell & Dirk Willem te Velde, 2002, "European Integration and Manufactures Import Demand: An Empirical Investigation of Ten European Countries," German Economic Review, Verein für Socialpolitik, volume 3, issue 3, pages 263-293, August, DOI: 10.1111/1468-0475.00060.
  2. Barrell, Ray, 2002, "The Multinational Traders. Edited byGeoffrey Jones. London: Routledge, 1998. xiv + 236 pp. Figures, tables, notes bibliographies, index. Cloth, $110.00 ISBN 0-415-18002-3," Business History Review, Cambridge University Press, volume 76, issue 1, pages 218-220, April.
  3. Barrell, Ray, 2002, "The UK and EMU: Choosing the Regime," National Institute Economic Review, National Institute of Economic and Social Research, volume 180, issue , pages 54-71, April.
  4. Barrell, Ray, 2002, "Equity Markets, Block Realignments and the UK Exchange Rate," National Institute Economic Review, National Institute of Economic and Social Research, volume 181, issue , pages 38-43, July.
  5. Bennett, John, 2002, "Mixed ownership: introduction," Economic Systems, Elsevier, volume 26, issue 3, pages 199-201, September.
  6. 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.
  7. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini, 2002, "Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability?," Manchester School, University of Manchester, volume 70, issue 4, pages 528-545, June, DOI: 10.1111/1467-9957.00299.
  8. Guglielmo Maria Caporale & Nikitas Pittis, 2002, "Exogeneity and measurement of persistence," Revista de Economía del Rosario, Universidad del Rosario.
  9. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002, "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 42, issue 3, pages 599-609.
  10. Caporale, Guglielmo Maria & Williams, Geoffrey, 2002, "Long-term nominal interest rates and domestic fundamentals," Review of Financial Economics, Elsevier, volume 11, issue 2, pages 119-130.
  11. Guglielmo Maria Caporale & Andrea Cipollini, 2002, "The Euro and Monetary Policy Transparency," Eastern Economic Journal, Eastern Economic Association, volume 28, issue 1, pages 59-70, Winter.
  12. 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., volume 7, issue 3, pages 235-245, July.
  13. 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., volume 21, issue 3, pages 207-223, April.
  14. 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;Austrian Institute for Economic Research;Austrian Economic Association, volume 29, issue 4, pages 289-304, December, DOI: 10.1023/A:1020899204247.
  15. Guglielmo Maria Caporale & Luis Gil-Alana, 2002, "Unemployment and input prices: a fractional cointegration approach," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 6, pages 347-351, DOI: 10.1080/13504850110086044.
  16. Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis, 2002, "Causality Links between Consumer and Producer Prices: Some Empirical Evidence," Southern Economic Journal, John Wiley & Sons, volume 68, issue 3, pages 703-711, January, DOI: 10.1002/j.2325-8012.2002.tb00448.x.
  17. Davis, E. Philip, 2002, "Institutional investors, corporate governance and the performance of the corporate sector," Economic Systems, Elsevier, volume 26, issue 3, pages 203-229, September.
  18. 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, volume 1, issue 2, pages 157-191, July.
  19. E. Philip Davis, 2002, "Le secteur européen de la gestion des pensions," Revue d'Économie Financière, Programme National Persée, volume 68, issue 4, pages 229-255, DOI: 10.3406/ecofi.2002.4780.
  20. 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, volume 180, issue 1, pages 83-95, April.
  21. Sugata Ghosh, 2002, "On public investment, long-run growth, and the real exchange rate," Oxford Economic Papers, Oxford University Press, volume 54, issue 1, pages 72-90, January.
  22. Ghosh, Sugata & Roy, Udayan, 2002, "Optimal Growth with Public Capital and Public Services," Economic Change and Restructuring, Springer, volume 35, issue 3, pages 271-292.

2001

  1. Barrell, Ray & Pain, Nigel & Weale, Martin, 2001, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 177, issue , pages 4-7, July.
  2. Barrell, Ray & Pain, Nigel & Weale, Martin, 2001, "Commentary: The Economic Situation," National Institute Economic Review, National Institute of Economic and Social Research, volume 178, issue , pages 4-8, October.
  3. Barrell, Ray, 2001, "Risk and Equity Market Weakness: Their Implications for the World Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 178, issue , pages 9-13, October.
  4. Ray Barrell & Martin Weale, 2001, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 175, issue 1, pages 4-7, January.
  5. Ray Barrell & Nigel Pain & Martin Weale, 2001, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 177, issue 1, pages 4-7, July.
  6. Ray Barrell, 2001, "Time to consider alternatives to the Stability and Growth Pact," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 36, issue 6, pages 279-281, November, DOI: 10.1007/BF02930143.
  7. John Bennett & Manfredi M. A. La Manna, 2001, "Reversing the Keynesian Asymmetry," American Economic Review, American Economic Association, volume 91, issue 5, pages 1556-1563, December.
  8. Bennett, John & David Dixon, Huw, 2001, "Monetary Policy and Credit in China: A Theoretical Analysis," Journal of Macroeconomics, Elsevier, volume 23, issue 2, pages 297-314, April.
  9. Guglielmo Maria Caporale & Peter Howells, 2001, "Money, Credit and Spending: Drawing Causal Inferences," Scottish Journal of Political Economy, Scottish Economic Society, volume 48, issue 5, pages 547-557, November, DOI: 10.1111/1467-9485.00214.
  10. 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.
  11. Caporale, Guglielmo Maria & Chui, Michael & Hall, Stephen G. & Henry, Brian, 2001, "Coordination and price shocks: an empirical analysis," Economic Modelling, Elsevier, volume 18, issue 4, pages 569-584, December.
  12. Caporale, Guglielmo Maria & Williams, Geoffrey, 2001, "Monetary Policy and Financial Liberalization: The Case of United Kingdom Consumption," Journal of Macroeconomics, Elsevier, volume 23, issue 2, pages 177-197, April.
  13. 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, volume 23, issue 6, pages 637-650, August.
  14. 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, volume 5, issue 2, pages 155-177, Winter.
  15. 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., volume 6, issue 2, pages 127-138, April.
  16. 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., volume 6, issue 3, pages 187-200, July.
  17. 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), volume 137, issue 3, pages 501-524, September, DOI: 10.1007/BF02707628.
  18. 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, volume 4, issue 1, pages 27-44, May.
  19. Hunter, John & Isachenkova, Natalia, 2001, "Failure risk: A comparative study of UK and Russian firms," Journal of Policy Modeling, Elsevier, volume 23, issue 5, pages 511-521, July.
  20. Steeley, James M., 2001, "A note on information seasonality and the disappearance of the weekend effect in the UK stock market," Journal of Banking & Finance, Elsevier, volume 25, issue 10, pages 1941-1956, October.

2000

  1. Ray Barrell & Dawn Holland, 2000, "Foreign Direct Investment and Enterprise Restructuring in Central Europe," The Economics of Transition, The European Bank for Reconstruction and Development, volume 8, issue 2, pages 477-504, July, DOI: 10.1111/1468-0351.00052.
  2. Ray Barrell & Dirk Willem Te Velde, 2000, "Catching‐up of East German Labour Productivity in the 1990s," German Economic Review, Verein für Socialpolitik, volume 1, issue 3, pages 271-297, August, DOI: 10.1111/1468-0475.00014.
  3. Ray Barrell & Karen Dury, 2000, "Choosing the Regime: Macroeconomic Effects of UK Entry into EMU," Journal of Common Market Studies, Wiley Blackwell, volume 38, issue 4, pages 625-644, November, DOI: 10.1111/1468-5965.00257.
  4. Barrell, Ray & Weale, Martin & Young, Garry, 2000, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 173, issue , pages 4-8, July.
  5. Barrell, Ray & Dury, Karen, 2000, "An Evaluation of Monetary Targeting Regimes," National Institute Economic Review, National Institute of Economic and Social Research, volume 174, issue , pages 105-113, October.
  6. Barrell, Ray & Pain, Nigel, 2000, "Monetary and Fiscal Policy in Europe: an Overview," National Institute Economic Review, National Institute of Economic and Social Research, volume 174, issue , pages 63-67, October.
  7. Ray Barrell & Martin Weale & Garry Young, 2000, "Commentary," National Institute Economic Review, National Institute of Economic and Social Research, volume 173, issue 1, pages 4-8, July.
  8. Bennett, John & Maw, James, 2000, "Privatisation and market structure in a transition economy," Journal of Public Economics, Elsevier, volume 77, issue 3, pages 357-382, September.
  9. 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, volume 3, issue 2, pages 39-61, November.
  10. 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, volume 24, issue 6, pages 1045-1066, June.
  11. E. Philip Davis, 2000, "Regulation of private pensions : a case study of the UK," Revue d'Économie Financière, Programme National Persée, volume 60, issue 5, pages 175-192, DOI: 10.3406/ecofi.2000.4513.
  12. E. Philip Davis, 2000, "Réglementation des retraites privées : le cas du Royaume-Uni," Revue d'Économie Financière, Programme National Persée, volume 60, issue 5, pages 175-195, DOI: 10.3406/ecofi.2000.3655.
  13. 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, volume 22, issue 3, pages 445-470, July.
  14. Patricia Chelley-Steeley & James Steeley, 2000, "Portfolio diversification and filter rule profits," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 3, pages 171-175, DOI: 10.1080/135048500351735.

1999

  1. Barrell, Ray & Pain, Nigel & Hubert, Florence & te Velde, Dirk & Holland, Dawn & Genre, Véronique, 1999, "Section III. Prospects for the Euro Area," National Institute Economic Review, National Institute of Economic and Social Research, volume 167, issue , pages 50-69, January.
  2. Barrell, Ray & Genre, Veronique, 1999, "Employment strategies for Europe: lessons from Denmark and the Netherlands," National Institute Economic Review, National Institute of Economic and Social Research, volume 168, issue , pages 82-98, April.
  3. Barrell, Ray & Pain, Nigel, 1999, "Trade restraints and Japanese direct investment flows," European Economic Review, Elsevier, volume 43, issue 1, pages 29-45, January.
  4. Barrell, Ray & Pain, Nigel, 1999, "Domestic institutions, agglomerations and foreign direct investment in Europe," European Economic Review, Elsevier, volume 43, issue 4-6, pages 925-934, April.
  5. Ray Barrell & Paolo Bosi & Paolo Onofri & Odile Chagny & Gael Dupont & Thierry Latreille & Catherine Mathieu & Henri Sterdyniak & Joachim Volz, 1999, "Vers une nouvelle politique économique en Europe ?," Revue de l'OFCE, Programme National Persée, volume 71, issue 1, pages 139-179, DOI: 10.3406/ofce.1999.1556.
  6. Ray Barrell & Nigel Pain & Florence Hubert & Dirk te Velde & Dawn Holland & Véronique Genre, 1999, "Section III. Prospects for the European Union," National Institute Economic Review, National Institute of Economic and Social Research, volume 168, issue 1, pages 47-69, April.
  7. Bennett, John & Estrin, Saul & Hare, Paul, 1999, "Output and Exports in Transition Economies: A Labor Management Model," Journal of Comparative Economics, Elsevier, volume 27, issue 2, pages 295-317, June.
  8. Nikitas Pittis, 1999, "Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions," Journal of Economic Surveys, Wiley Blackwell, volume 13, issue 1, pages 1-35, February, DOI: 10.1111/1467-6419.00073.
  9. Guglielmo Maria Caporale & Nikitas Pittis, 1999, "Unit Root Testing Using Covariates: Some Theory and Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 4, pages 583-595, November, DOI: 10.1111/1468-0084.00145.
  10. 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, volume 7, issue 2, pages 254-264, May.
  11. Guglielmo Maria Caporale & Nikitas Pittis, 1999, "Is Europe an Optimum Currency Area? Business Cyc1es in the EU," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 14, pages 169-202.
  12. E. Philip Davis, 1999, "Institutionalization and EMU: Implications for European Financial Markets," International Finance, Wiley Blackwell, volume 2, issue 1, pages 33-61, April, DOI: 10.1111/1468-2362.00018.
  13. Ghosh, Sugata & Mourmouras, Iannis A, 1999, "Decentralized Policymaking in a Long-Run Growth Model with Seigniorage and Taxes," Bulletin of Economic Research, Wiley Blackwell, volume 51, issue 3, pages 223-235, July.
  14. Chelley-Steeley, Patricia L & Steeley, James M, 1999, "Changes in the Comovement of European Equity Markets," Economic Inquiry, Western Economic Association International, volume 37, issue 3, pages 473-488, July.

1998

  1. Barrell, Ray & Pain, Nigel, 1998, "Developments in East Asia and their implications for the UK and Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 163, issue , pages 64-70, January.
  2. Barrell, Ray & Weale, Martin & Young, Garry, 1998, "Commentary: The UK and the world liquidity crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 166, issue , pages 4-7, October.
  3. Barrell, Ray & Dury, Karen & Holland, Dawn & Pain, Nigel & te Velde, Dirk, 1998, "Financial market contagion and the effects of the crises in East Asia, Russia and Latin America," National Institute Economic Review, National Institute of Economic and Social Research, volume 166, issue , pages 57-73, October.
  4. Barrell, Ray & Pain, Nigel, 1998, "Real Exchange Rates, Agglomerations, and Irreversibilities: Macroeconomic Policy and FDI in EMU," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 14, issue 3, pages 152-167, Autumn.
  5. Bennett, John, 1998, "Prices versus quantities and distributional inefficiency," Economics Letters, Elsevier, volume 58, issue 1, pages 63-67, January.
  6. 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, volume 15, issue 1, pages 91-112, January.
  7. Caporale, G. M. & Pittis, N., 1998, "Cointegration and predictability of asset prices1," Journal of International Money and Finance, Elsevier, volume 17, issue 3, pages 441-453, June.
  8. Caporale, Guglielmo Maria & Hassapis, Christis & Pittis, Nikitas, 1998, "Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns," Journal of Policy Modeling, Elsevier, volume 20, issue 5, pages 581-601, October.
  9. 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, volume 8, issue 6, pages 615-625, DOI: 10.1080/096031098332655.
  10. Sugata Ghosh, 1998, "Can higher debt lead to higher welfare? A theoretical and numerical analysis," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 2, pages 111-116, DOI: 10.1080/758523515.
  11. James M. Steeley, 1998, "Differences in Perstistence in Aggregated and Disaggregated UK Stock Returns: A Reconciliation," Journal of Business Finance & Accounting, Wiley Blackwell, volume 25, issue 3‐4, pages 387-399, April, DOI: 10.1111/1468-5957.00193.
  12. Patricia L. Chelley-Steeley & James M. Steeley & Eric J. Pentecost, 1998, "Exchange controls and European stock market integration," Applied Economics, Taylor & Francis Journals, volume 30, issue 2, pages 263-267, February, DOI: 10.1080/000368498326056.

1997

  1. Barrell, Ray & Sefton, James, 1997, "Fiscal Policy and the Masstricht Solvency Criteria," The Manchester School of Economic & Social Studies, University of Manchester, volume 65, issue 3, pages 259-279, June.
  2. Barrell, Ray & Pain, Nigel, 1997, "The Growth of Foreign Direct Investment in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 160, issue , pages 63-75, April.
  3. Barrell, Ray & Pain, Nigel, 1997, "Foreign Direct Investment, Technological Change, and Economic Growth within Europe," Economic Journal, Royal Economic Society, volume 107, issue 445, pages 1770-1786, November.
  4. 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, volume 19, issue 5, pages 469-489, October.
  5. Caporale, Guglielmo Maria, 1997, "Common features and output fluctuations in the United Kingdom," Economic Modelling, Elsevier, volume 14, issue 1, pages 1-9, January.
  6. Guglielmo Maria Caporale & Nikitas Pittis, 1997, "Domestic and external factors in interest rate determination," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 5, pages 465-471, DOI: 10.1080/096031097333321.
  7. Guglielmo Maria Caporale, 1997, "Sectoral shocks and business cycles: a disaggregated analysis of output fluctuations in the UK," Applied Economics, Taylor & Francis Journals, volume 29, issue 11, pages 1477-1482, DOI: 10.1080/000368497326309.
  8. 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., volume 12, issue 6, pages 701-714, Nov.-Dec..
  9. Patricia L. Chelley‐Steeley & James M. Steeley, 1997, "The Impact of Portfolio Diversification on Trading Rules Profits: Some Evidence for UK Share Portfolios," Journal of Business Finance & Accounting, Wiley Blackwell, volume 24, issue 6, pages 759-779, July, DOI: 10.1111/1468-5957.00132.
  10. Steeley, James M, 1997, "A Two-Factor Model of the U.K. Yield Curve," The Manchester School of Economic & Social Studies, University of Manchester, volume 65, issue 0, pages 32-58, Supplemen.
  11. Steeley, James M., 1997, "Implied volatility from the term structure: a simple analytical approximation," Economics Letters, Elsevier, volume 57, issue 3, pages 345-352, December.
  12. James Steeley, 1997, "The implications of cointegration in financial markets: a comment," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 3, pages 141-143, DOI: 10.1080/135048597355384.

1996

  1. Ray Barrell & Nigel Pain, 1996, "EMU as job creator," New Economy, Institute for Public Policy Research, volume 3, issue 2, pages 97-102, June, DOI: j.1468-0041.1996.tb00122.x.
  2. Barrell, Ray & Pain, Nigel & Hurst, Ian, 1996, "German Monetary Union: An historical counterfactual analysis," Economic Modelling, Elsevier, volume 13, issue 4, pages 499-518, October.
  3. Ray Barrell & Julian Morgan & Nigel Pain & Florence Hubert, 1996, "National Institute Economic Review : The World Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 158, issue 1, pages 36-63, October.
  4. Ray Barrell & Nigel Pain & Garry Young, 1996, "A cross-country comparison of the demand for labour in Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 132, issue 4, pages 638-650, December, DOI: 10.1007/BF02707586.
  5. Barrell, Ray & Pain, Nigel, 1996, "An Econometric Analysis of U.S. Foreign Direct Investment," The Review of Economics and Statistics, MIT Press, volume 78, issue 2, pages 200-207, May.
  6. Bennett, John & Dixon, Huw David, 1996, "A Macrotheoretic Model of the Chinese Economy," Journal of Comparative Economics, Elsevier, volume 22, issue 3, pages 277-294, June.
  7. 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, volume 29, issue s1, pages 565-569, April.
  8. Caporale, Guglielmo Maria & Pittis, Nikitas, 1996, "Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, volume 13, issue 1, pages 1-14, January.
  9. 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, volume 18, issue 4, pages 693-714.
  10. Chelley-Steeley, Patricia L & Steeley, James M, 1996, "Volatility, Leverage and Firm Size: The U.K. Evidence," The Manchester School of Economic & Social Studies, University of Manchester, volume 64, issue 0, pages 83-103, Suppl..
  11. Patricia Chelley-Steeley & James Steeley, 1996, "Volatility transmission in the UK equity market," The European Journal of Finance, Taylor & Francis Journals, volume 2, issue 2, pages 145-160, DOI: 10.1080/13518479600000002.

1995

  1. Barrell, Ray & Sefton, James, 1995, "Output Gaps. Some evidence from the UK, France and Germany," National Institute Economic Review, National Institute of Economic and Social Research, volume 151, issue , pages 65-73, February.
  2. Robert Anderton & Ray Barrell, 1995, "The ERM and structural change in European labour markets: A study of 10 countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 131, issue 1, pages 47-66, March, DOI: 10.1007/BF02709071.
  3. Bennett, John & Dixon, Huw David, 1995, "Macroeconomic equilibrium and reform in a transitional economy," European Economic Review, Elsevier, volume 39, issue 8, pages 1465-1485, October.
  4. Bennett, John & Boycko, Maxim, 1995, "Savings and Stabilization Policy in a Pre-Post-Socialist Economy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 27, issue 3, pages 907-919, August.
  5. Caporale, Guglielmo Maria & Pittis, Nikitas, 1995, "Nominal exchange rate regimes and the stochastic behavior of real variables," Journal of International Money and Finance, Elsevier, volume 14, issue 3, pages 395-415, June.
  6. 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), volume 131, issue 3, pages 587-593, September, DOI: 10.1007/BF02707920.
  7. Guglielmo Maria Caporale & Nikitas Pittis, 1995, "Interest rate linkages within the European Monetary System: an alternative interpretation," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 2, pages 45-47, DOI: 10.1080/135048595357681.
  8. J. M. Steeley, 1995, "The use of spline functions for forecasting in the presence of structural changes: a cautionary tale," Applied Economics Letters, Taylor & Francis Journals, volume 2, issue 10, pages 409-411, DOI: 10.1080/758519003.

1994

  1. Bennett, John, 1994, "Queuing and the Price Level under Repressed Inflation," Oxford Economic Papers, Oxford University Press, volume 46, issue 1, pages 68-82, January.
  2. Caporale, Guglielmo Maria, 1994, "The Measurement of Productivity and Market Structure in the UK," Bulletin of Economic Research, Wiley Blackwell, volume 46, issue 1, pages 61-70, January.
  3. Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 1994, "Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence," Economics Letters, Elsevier, volume 45, issue 1, pages 93-102, May.
  4. 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, volume 62, issue 4, pages 374-394, December.
  5. Davis, E Philip, 1994, "Banking, Corporate Finance, and Monetary Policy: An Empirical Perspective," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 10, issue 4, pages 49-67, Winter.
  6. 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, volume 41, issue 3, pages 517-525, September.

1993

  1. Ray Barrell, 1993, "Internal and External Balance: The Layard, Nickell and Jackman Approach to the NAIRU and External Balance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 20, issue 1/2, pages 1-1, January, DOI: 10.1108/01443589310038515.
  2. Caporale, Guglielmo Maria, 1993, "Is Europe an optimum currency area?∗," National Institute Economic Review, National Institute of Economic and Social Research, volume 144, issue , pages 95-113, May.
  3. Guglielmo Maria Caporale, 1993, "Is Europe an optimum currency area?," National Institute Economic Review, National Institute of Economic and Social Research, volume 144, issue 1, pages 95-113, May.
  4. 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), volume 129, issue 2, pages 207-215, June, DOI: 10.1007/BF02707695.

1992

  1. Anderton, R. & Barrell, R. & Caporale, G., 1992, "The World Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 139, issue , pages 27-45, February.
  2. Barrell, Ray & in't Veld, Jan Willem, 1992, "Wealth Effects and Fiscal Policy in the National Institute Global Econometric Model∗," National Institute Economic Review, National Institute of Economic and Social Research, volume 140, issue , pages 78-85, May.
  3. Anderton, Bob & Barrell, Ray & in't Veld, Jan Willem & Pittis, Nikitas, 1992, "Forward-Looking Wages and Nominal Inertia in the ERM," National Institute Economic Review, National Institute of Economic and Social Research, volume 141, issue , pages 94-105, August.
  4. Ray Barrell & Jan Willem in't Veld, 1992, "Wealth Effects and Fiscal Policy in the National Institute Global Econometric Model," National Institute Economic Review, National Institute of Economic and Social Research, volume 140, issue 1, pages 78-85, May.
  5. Bennett, John, 1992, "Division of Labor and Welfare: An introduction to economic systems. : , New York: Oxford University Press, 1990. xii + 248 pp., index, $30.00," Journal of Comparative Economics, Elsevier, volume 16, issue 1, pages 192-194, March.
  6. Bennett, John, 1992, "Retrading of goods under repressed inflation: Implications for supply multipliers: Reply," Journal of Comparative Economics, Elsevier, volume 16, issue 2, pages 328-331, June.
  7. Bennett, John, 1992, "Price distortion and shortage deformation, or what happened to the soap? : Martin L. Weitzman, American economic review 81 (June 1991) 401-414," European Journal of Political Economy, Elsevier, volume 8, issue 4, pages 652-654, December.
  8. Caporale, Guglielmo Maria, 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, volume 140, issue , pages 69-77, May.
  9. Davis, E P, 1992, "Credit Quality Spreads, Bond Market Efficiency and Financial Fragility," The Manchester School of Economic & Social Studies, University of Manchester, volume 60, issue 0, pages 21-46, Supplemen.
  10. Hunter, John, 1992, "Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom," Journal of Policy Modeling, Elsevier, volume 14, issue 4, pages 453-463, August.

1991

  1. Barrell, Ray & In't Veld, J.W., 1991, "Feers and the Path to EMU," National Institute Economic Review, National Institute of Economic and Social Research, volume 137, issue , pages 51-58, August.
  2. Anderton, R. & Barrell, R. & In't Veld, J.W., 1991, "Macro Economic Convergence in Europe," National Institute Economic Review, National Institute of Economic and Social Research, volume 138, issue , pages 51-62, November.
  3. Bennett, John, 1991, "Optimum Savings under Repressed Inflation," Bulletin of Economic Research, Wiley Blackwell, volume 43, issue 2, pages 189-194, April.
  4. Bennett, John, 1991, "Repressed inflation, queuing and the resale of goods in a centrally planned economy," European Economic Review, Elsevier, volume 35, issue 1, pages 49-60, January.
  5. Bennett, John, 1991, "Indicative planning and expectations under repressed inflation," Journal of Comparative Economics, Elsevier, volume 15, issue 1, pages 88-94, March.
  6. E.P. Davis, 1991, "Crises financières, théorie et témoignages," Revue d'Économie Financière, Programme National Persée, volume 16, issue 1, pages 3-32, DOI: 10.3406/ecofi.1991.2405.

1990

  1. Barrell, Ray, 1990, "European Currency Union and the EMS," National Institute Economic Review, National Institute of Economic and Social Research, volume 132, issue , pages 59-66, May.
  2. Barrell, Ray, 1990, "Has the EMS changed wage and price behaviour in Europe?," National Institute Economic Review, National Institute of Economic and Social Research, volume 134, issue , pages 64-72, November.
  3. Bennett, John, 1990, "Resale of goods under repressed inflation: Implications for supply multipliers," Journal of Comparative Economics, Elsevier, volume 14, issue 1, pages 1-14, March.
  4. Bennett, John, 1990, "Keynesian unemployment and the shadow economy," Journal of Macroeconomics, Elsevier, volume 12, issue 2, pages 289-305.
  5. John Bennett, 1990, "Alternative goods allocation schemes under repressed inflation," Journal of Economics, Springer, volume 52, issue 2, pages 159-165, June, DOI: 10.1007/BF01227556.
  6. Hunter, J., 1990, "Cointegrating exogeneity," Economics Letters, Elsevier, volume 34, issue 1, pages 33-35, September.

1989

  1. Barrell, R.J., 1989, "Manufacturing Export Prices for the G7," National Institute Economic Review, National Institute of Economic and Social Research, volume 128, issue , pages 90-91, May.

1988

  1. Barrell, R.J. & Eastwood, Fiona, 1988, "Chapter II. The World Economy," National Institute Economic Review, National Institute of Economic and Social Research, volume 123, issue , pages 20-33, February.
  2. Bennett, John & Phelps, Michael, 1988, "The Supply Multiplier with a Self-Employed Private Sector," Economic Change and Restructuring, Springer, volume 22, issue 3, pages 101-108.

1987

  1. Bennett, John, 1987, "The Second-Best Lump-Sum Taxation of Observable Characteristics," Public Finance = Finances publiques, , volume 42, issue 2, pages 227-235.
  2. 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., volume 2, issue 2, pages 111-132, April.

1985

  1. Bennett, John, 1985, "Planning under market socialism when iteration is incomplete," Journal of Comparative Economics, Elsevier, volume 9, issue 3, pages 252-266, September.
  2. Smith, R. P. & Hunter, J., 1985, "Cross arbitrage and specification in exchange rate models," Economics Letters, Elsevier, volume 18, issue 4, pages 375-376.

1984

  1. Barrell, R., 1984, "Taxation and Housing: A Comment," Journal of Public Policy, Cambridge University Press, volume 4, issue 2, pages 111-113, May.
  2. Bennett, John, 1984, "A model of income distribution in a revenue-sharing firm," Journal of Comparative Economics, Elsevier, volume 8, issue 3, pages 237-246, September.

1983

  1. Bennett, John & Phelps, Michael, 1983, "A Model of Employment Creation in an Open Developing Economy," Oxford Economic Papers, Oxford University Press, volume 35, issue 3, pages 373-398, November.

1982

  1. Bennett, John, 1982, "The Individually Differentiated Taxation of Income," Public Finance = Finances publiques, , volume 37, issue 3, pages 299-317.
  2. John Bennett, 1982, "Contingent Pricing and Economic Regulation," Bell Journal of Economics, The RAND Corporation, volume 13, issue 2, pages 569-574, Autumn.

1981

  1. Farmer, Mary K. & Barrell, Ray, 1981, "Entrepreneurship and Government Policy: The Case of the Housing Market," Journal of Public Policy, Cambridge University Press, volume 1, issue 3, pages 307-332, August.
  2. Bennett, John, 1981, "A variable-production generalisation of Lerner's theorem," Journal of Public Economics, Elsevier, volume 16, issue 3, pages 371-376, December.
  3. Bennett, John, 1981, "The Probable Gain from Egalitarian Redistribution," Oxford Economic Papers, Oxford University Press, volume 33, issue 1, pages 165-169, March.

Books

2021

  1. Nigar Hashimzade & Michael A. Thornton (ed.), 2021, "Handbook of Research Methods and Applications in Empirical Microeconomics," Books, Edward Elgar Publishing, number 18714, ISBN: ARRAY(0x95198fe8).

2017

  1. Hashimzade, Nigar & Myles, Gareth & Black, John, 2017, "A Dictionary of Economics," OUP Catalogue, Oxford University Press, number 9780198759430, edition 5, ISBN: ARRAY(0x81c096e8).

2013

  1. Nigar Hashimzade & Michael A. Thornton (ed.), 2013, "Handbook of Research Methods and Applications in Empirical Macroeconomics," Books, Edward Elgar Publishing, number 14327, ISBN: ARRAY(0x94af33e0).

2012

  1. Black, John & Hashimzade, Nigar & Myles, Gareth (ed.), 2012, "A Dictionary of Economics," OUP Catalogue, Oxford University Press, number 9780199696321, edition 4, ISBN: ARRAY(0x819f7e60).

2008

  1. Callan, Tim & Barrell, Ray & Barrett, Alan & Casserly, Noel & Convery, Frank & Goggin, Jean & Kearney, Ide & Kirby, Simon & Lunn, Pete & O'Brien, Martin & Ryan, Lisa, 2008, "Budget Perspectives 2009," Research Series, Economic and Social Research Institute (ESRI), number RS4, ISBN: ARRAY(0x8f4c0058).

2006

  1. Nigar Hashimzade & Jean Hindriks & Gareth D. Myles, 2006, "Solutions Manual to Accompany Intermediate Public Economics," MIT Press Books, The MIT Press, number 0262582694, edition 1, ISBN: ARRAY(0x832ec648), December.

2000

  1. Barrell,Ray & Mason,Geoff & O'Mahony,Mary (ed.), 2000, "Productivity, Innovation and Economic Performance," Cambridge Books, Cambridge University Press, number 9780521780315.
  2. Zvi Bodie & E. P. Davis (ed.), 2000, "The Foundations of Pension Finance," Books, Edward Elgar Publishing, number 1853, ISBN: ARRAY(0x97ca25b0).

1999

  1. Barrell,Ray & Pain,Nigel (ed.), 1999, "Innovation, Investment and the Diffusion of Technology in Europe," Cambridge Books, Cambridge University Press, number 9780521620871.
  2. 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, ISBN: ARRAY(0x8cb84b78), April.

1998

  1. Davis, E. Philip, 1998, "Pension Funds: Retirement-Income Security and Capital Markets: An International Perspective," OUP Catalogue, Oxford University Press, number 9780198293040, ISBN: ARRAY(0x828971d8).

1995

  1. Davis, E. Philip, 1995, "Debt, Financial Fragility, and Systemic Risk," OUP Catalogue, Oxford University Press, number 9780198233312, ISBN: ARRAY(0x825a9830).

1994

  1. Barrell,Ray (ed.), 1994, "The UK Labour Market," Cambridge Books, Cambridge University Press, number 9780521468251.

Chapters

2024

  1. Guglielmo Maria Caporale, 2024, "Introduction to the Handbook of Financial Integration: new research developments," Chapters, Edward Elgar Publishing, chapter 1, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
  2. Guglielmo Maria Caporale & Stavroula Yfanti & Menelaos Karanasos & Jiaying Wu, 2024, "Financial integration and European tourism stocks," Chapters, Edward Elgar Publishing, chapter 21, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
  3. Guglielmo Maria Caporale & Anamaria Diana Sova & Robert Sova, 2024, "Financial integration and economic growth in Europe," Chapters, Edward Elgar Publishing, chapter 23, in: Guglielmo M. Caporale, "Handbook of Financial Integration".
  4. Guglielmo Maria Caporale & Nicola Spagnolo, 2024, "US municipal green bonds and financial integration," Chapters, Edward Elgar Publishing, chapter 8, in: Guglielmo M. Caporale, "Handbook of Financial Integration".

2022

  1. Yiannis Karavias, 2022, "Structural Breaks in Financial Panel Data," Springer Books, Springer, chapter 93, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_95.

2021

  1. Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_11.

2018

  1. E. Philip Davis & Rosa M. Lastra, 2018, "Pension provision, lifetime financial sustainability, care and dignity in old age: legal and economic issues," Chapters, Edward Elgar Publishing, chapter 7, in: Antonio Argandoña, "The Home".

2014

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

2013

  1. Nigar Hashimzade & Michael A. Thornton, 2013, "Introduction," Chapters, Edward Elgar Publishing, chapter 1, in: Nigar Hashimzade & Michael A. Thornton, "Handbook of Research Methods and Applications in Empirical Macroeconomics".

2011

  1. E. Philip Davis, 2011, "Commentary On Macroprudential And Other Policies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Stijn Claessens & Douglas D Evanoff & George G Kaufman & Laura E Kodres, "Macroprudential Regulatory Policies The New Road to Financial Stability?".

2010

  1. Ray Barrell & Sylvia Gottschalk, 2010, "Capital Adequacy Requirements in Emerging Markets," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Ricardo Gottschalk, "The Basel Capital Accords in Developing Countries", DOI: 10.1057/9780230276093_6.

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 (Discontinued), Reserve Bank of Australia, in: Paul Bloxham & Christopher Kent, "Lessons from the Financial Turmoil of 2007 and 2008".

2007

  1. Ali Al-Eyd & Ray Barrell & Dawn Holland, 2007, "A Portfolio-Based Analysis of Movements in the Euro-Dollar Rate," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: David Cobham, "The Travails of the Eurozone", DOI: 10.1057/9780230801479_12.
  2. Ray Barrell & Sylvia D. Gottschalk & Stephen G. Hall, 2007, "Foreign Direct Investment (FDI) and Exchange Rate Uncertainty in Imperfectly Competitive Industries," Contributions to Economics, Springer, in: George M. Korres, "Regionalisation, Growth, and Economic Integration", DOI: 10.1007/978-3-7908-1925-0_5.
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana & Mike Nazarski, 2007, "Testing of Nonstationarities in the Unit Circle, Long Memory Processes, and Day of the Week Effects in Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Cheng-Few Lee, "Advances In Quantitative Analysis Of Finance And Accounting".
  4. Nigar Hashimzade & Gareth D. Myles, 2007, "Inequality and the Choice of the Personal Tax Base," Research on Economic Inequality, Emerald Group Publishing Limited, "Equity", DOI: 10.1016/S1049-2585(07)15005-5.

2006

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

2005

  1. Mukul Majumdar & Nigar Hashimzade, 2005, "Survival, Uncertainty, and Equilibrium Theory: An Exposition," Studies in Economic Theory, Springer, in: Alessandro Citanna & John Donaldson & Herakles Polemarchakis & Paolo Siconolfi & Stephan E. Spear, "Essays in Dynamic General Equilibrium Theory", DOI: 10.1007/3-540-27192-9_5.

2003

  1. Ray Barrell & Dirk Willem te Velde, 2003, "German monetary union and the lessons for EMU," Chapters, Edward Elgar Publishing, chapter 5, in: Mark Baimbridge & Philip Whyman, "Economic and Monetary Union in Europe".

2002

  1. Ray Barrell & Nigel Pain, 2002, "Macroeconomic management in the European Union," Chapters, Edward Elgar Publishing, chapter 9, in: Thomas L. Brewer & Paul A. Brenton & Gavin Boyd, "Globalizing Europe".
  2. Guglielmo Maria Caporale & Kalin Hristov & Jeffrey B. Miller & Nickolay Nenovsky & Boris Petrov, 2002, "The Banking System in Bulgaria," Chapters, Edward Elgar Publishing, chapter 11, in: Zeljko Sevic, "Banking Reforms in South-East Europe".

2001

  1. Ray Barrell & Karen Dury, 2001, "Will the SGP Ever Be Breached?," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Anne Brunila & Marco Buti & Daniele Franco, "The Stability and Growth Pact", DOI: 10.1057/9780230629264_10.

1997

  1. Ray Barrell, 1997, "German Monetary Union and its Implications for the Rest of Europe," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Stephen F. Frowen & Jens Hölscher, "The German Currency Union of 1990", DOI: 10.1007/978-1-349-25368-5_4.

1996

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

1993

  1. E. P. Davis & S. G. B. Henry, 1993, "The Use of Financial Spreads as Indicators of Real Activity," Palgrave Macmillan Books, Palgrave Macmillan, chapter 14, in: Philip Arestis, "Money and Banking", DOI: 10.1007/978-1-349-13319-2_14.

Software components

2023

  1. Stylianos Asimakopoulos & Marco Lorusso & Francesco Ravazzolo, 2023, "Code and data files for "A Bayesian DSGE Approach to Modelling Cryptocurrency"," Computer Codes, Review of Economic Dynamics, number 21-87, revised .

2022

  1. Stavros Poupakis, 2022, "RRP: Stata module to compute Rescaled Regression Prediction (RRP) using two samples," Statistical Software Components, Boston College Department of Economics, number S459111, revised .

2021

  1. Jiaqi Xiao & Yiannis Karavias & Vasilis Sarafidis & Arturas Juodis & Jan Ditzen, 2021, "XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data," Statistical Software Components, Boston College Department of Economics, number S458934, revised 08 Jan 2023.
  2. Pengyu Chen & Yiannis Karavias, 2021, "XTBUNITROOT: Stata module to perform unit root tests for panel data with structural breaks," Statistical Software Components, Boston College Department of Economics, number S458955, revised 29 Jul 2024.
  3. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2021, "XTBREAK: Stata module for detecting and dating multiple structural breaks in time series and panel data," Statistical Software Components, Boston College Department of Economics, number S459010, revised 03 Dec 2025.
  4. Sebastian Kripfganz & Vasilis Sarafidis, 2021, "XTIVDFREG: Stata module to perform defactored instrumental variables estimation of large panel data models," Statistical Software Components, Boston College Department of Economics, number S458915, revised 06 Feb 2024.

2018

  1. Oleg Badunenko & Harald Tauchmann, 2018, "GCIGET: Stata module to read Global Competitiveness Index data into Stata," Statistical Software Components, Boston College Department of Economics, number S458488, revised .

2016

  1. Oleg Badunenko & Harald Tauchmann, 2016, "SIMARWILSON: Stata module to perform Simar & Wilson (2007) efficiency analysis," Statistical Software Components, Boston College Department of Economics, number S458156, revised 24 Feb 2021.
  2. Demetris Christodoulou & Vasilis Sarafidis, 2016, "XTREGCLUSTER: Stata module to estimate partially heterogeneous linear panel data with fixed effects," Statistical Software Components, Boston College Department of Economics, number S458274, revised .

2006

  1. R. E. De Hoyos & Vasilis Sarafidis, 2006, "XTCSD: Stata module to test for cross-sectional dependence in panel data models," Statistical Software Components, Boston College Department of Economics, number S456736, revised 10 Apr 2007.

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