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Publications

by alumni of

Cardiff University → Cardiff Business School → Economics Section

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

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

| Working papers | Journal articles |

Working papers

2025

  1. Ruthira Naraidoo & Juan Paez-Farrell, 2025, "Business cycle models with labour market frictions: the role of the matching function," Working Papers, The University of Sheffield, Department of Economics, number 2025006, Jul.

2023

  1. Juan Paez-Farrell, 2023, "On the unimportance of commitment for monetary policy," Papers, arXiv.org, number 2308.08044, Aug, revised Aug 2023.

2022

  1. Ruthira Naraidoo & Juan Paez-Farrell, 2022, "Commodity price shocks and macroeconomic dynamics," Working Papers, The University of Sheffield, Department of Economics, number 2022008, May.

2020

  1. Ayobami E. Ilori & Juan Paez-Farrell & Christoph Thoenissen, 2020, "Fiscal Policy Shocks and International Spillovers," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-95, Nov.

2018

  1. Thanaset Chevapatrakul & Juan Paez-Farrell, 2018, "How effective is inflation targeting in emerging market economies?," Working Papers, The University of Sheffield, Department of Economics, number 2018005, May.

2015

  1. Juan Paez-Farrell, 2015, "Taylor rules, central bank preferences and inflation targeting," Working Papers, The University of Sheffield, Department of Economics, number 2015023, Nov.

2012

  1. Ceri Davies & Max Gillman & Michal Kejak, 2012, "Deriving the Taylor Principle when the Central Bank Supplies Money," CEU Working Papers, Department of Economics, Central European University, number 2012_13, Jul, revised 23 Jul 2012.
  2. Juan Paez-Farrell, 2012, "Resuscitating the ad hoc loss function for monetary policy analysis," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_06, Jun, revised Jun 2012.
  3. Juan Paez-Farrell, 2012, "Taylor rules, fear of floating and the role of the exchange rate in monetary policy: a case of observational equivalence," Discussion Paper Series, Department of Economics, Loughborough University, number 2012_07, Jun, revised Jun 2012.
  4. Scheffel, Eric Michael, 2012, "Political uncertainty in a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 37318, Mar.

2011

  1. Onishchenko, Kateryna, 2011, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/17, Jun.

2010

  1. Selim, Sheikh & Parvin, Naima & Patel, Vasita, 2010, "Interaction and Non-neutral Effects of Factors in Chinese Wheat Production," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2010/17, Dec.

2009

  1. Juan Paez-Farrell, 2009, "Timeless perspective vs discretionary policymaking when the degree of inflation persistence is unknown," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_14, Sep, revised Sep 2009.

2008

  1. Scheffel, Eric, 2008, "A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/30, Dec.
  2. Scheffel, Eric, 2008, "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/31, Dec.

2007

  1. P ez-Farrell, Juan, 2007, "Monetary Policy Rules in Theory and in Practice: Evidence from the UK and the US," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/13, May.
  2. P ez-Farrell, Juan, 2007, "Optimal Monetary Policy Under Inflation Targeting: Is Zero the Optimal Perception of Inflation Inertia?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/17, Jun.

2006

  1. P ez-Farrell, Juan, 2006, "Assessing Sticky Price Models Using the Burns and Mitchell Approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/17, Mar.
  2. P ez-Farrell, Juan, 2006, "Output and Inflation in Models of the Business Cycle with Nominal Rigidities: Some Counterfactual Evidence," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/18, Mar.

2005

  1. Juan Paez-Farrell, 2005, "New Keynesian Models and the test of Kydland and Prescott," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 83, Sep.
  2. Juan Paez-Farrell, 2005, "Interest Rate Rules and the Response to the Output Gap," Macroeconomics, University Library of Munich, Germany, number 0503016, Mar.

2004

  1. Juan Paez-Farrell, 2004, "New Keynesian Models and the Kydland and Prescott Test," Macroeconomics, University Library of Munich, Germany, number 0411003, Nov, revised 24 Nov 2004.

2003

  1. Juan Paez-Farrell, 2003, "Monetary Policy and Business Cycle Analysis in an Optimising Model with Expectations Lags," Macroeconomics, University Library of Munich, Germany, number 0312002, Dec.
  2. Juan Paez-Farrell, 2003, "The New Keynesian Phillips Curve: Some Counterfactual Evidence," Macroeconomics, University Library of Munich, Germany, number 0312003, Dec.

Journal articles

2023

  1. Naraidoo, Ruthira & Paez-Farrell, Juan, 2023, "Commodity price shocks, labour market dynamics and monetary policy in small open economies," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104654.

2022

  1. Ilori, Ayobami E. & Paez-Farrell, Juan & Thoenissen, Christoph, 2022, "Fiscal policy shocks and international spillovers," European Economic Review, Elsevier, volume 141, issue C, DOI: 10.1016/j.euroecorev.2021.103969.
  2. Zhang, Xuan & Zhang, Yongmin & Scheffel, Eric & Zhao, Yang, 2022, "A key driver for the mixed relationship between loan risk premiums and collateral: Evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102206.

2020

  1. Xiaoying Zhai & Yahui Hao & Eric M. Scheffel & Yongmin Zhang, 2020, "Investor Disagreement, Government Subsidies and the Abnormal Day-one Returns of IPOs: Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 56, issue 14, pages 3522-3550, November, DOI: 10.1080/1540496X.2019.1661836.

2019

  1. Zhang, Yongmin & Ding, Shusheng & Scheffel, Eric M., 2019, "A key determinant of commodity price Co-movement: The role of daily market liquidity," Economic Modelling, Elsevier, volume 81, issue C, pages 170-180, DOI: 10.1016/j.econmod.2019.01.004.

2018

  1. Yongmin Zhang & Shusheng Ding & Eric Scheffel, 2018, "Policy impact on volatility dynamics in commodity futures markets: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 10, pages 1227-1245, October, DOI: 10.1002/fut.21905.

2016

  1. Michael C. Hatcher & Eric M. Scheffel, 2016, "Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 4, pages 569-591, December, DOI: 10.1007/s10614-015-9537-0.
  2. Eric M. Scheffel, 2016, "Accounting for the Political Uncertainty Factor," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1048-1064, September.

2014

  1. Thanaset Chevapatrakul & Juan Paez-Farrell, 2014, "Monetary Policy Reaction Functions in Small Open Economies: a Quantile Regression Approach," Manchester School, University of Manchester, volume 82, issue 2, pages 237-256, March.
  2. Paez-Farrell, Juan, 2014, "Resuscitating the ad hoc loss function for monetary policy analysis," Economics Letters, Elsevier, volume 123, issue 3, pages 313-317, DOI: 10.1016/j.econlet.2014.03.010.

2013

  1. Thanaset Chevapatrakul & Juan Paez-farrell, 2013, "What determines the sacrifice ratio? A quantile regression approach," Economics Bulletin, AccessEcon, volume 33, issue 3, pages 1863-1874.
  2. Glass, Anthony & Kenjegalieva, Karligash & Paez-Farrell, Juan, 2013, "Productivity growth decomposition using a spatial autoregressive frontier model," Economics Letters, Elsevier, volume 119, issue 3, pages 291-295, DOI: 10.1016/j.econlet.2013.03.002.

2012

  1. Kateryna Onishchenko, 2012, "Can a pure real business cycle model explain the real exchange rate: the case of Ukraine," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 4, issue 2, pages 111-135.
  2. Paez-Farrell, Juan, 2012, "Should central bankers discount the future? A note," Economics Letters, Elsevier, volume 114, issue 1, pages 20-22, DOI: 10.1016/j.econlet.2011.08.019.

2011

  1. Paez-Farrell, Juan, 2011, "Timeless perspective versus discretionary policymaking when the degree of inflation persistence is unknown," Economic Modelling, Elsevier, volume 28, issue 6, pages 2432-2438, DOI: 10.1016/j.econmod.2011.06.017.
  2. Eric Scheffel & Andrew Thomas, 2011, "Employment and intangible spending in the UK's creative industries - A view from the micro data," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 1, pages 79-104, January.
  3. Tullio Buccellato & Eric Scheffel, 2011, "The impact of the recession on different sized firms ‐ A view from the micro‐data," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 2, pages 32-44, February.
  4. Tullio Buccellato & Eric Scheffel & Andrew Thomas, 2011, "Profits from UK Foreign Direct Investment ‐ A view from the micro‐data," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 4, pages 108-117, April.
  5. Pete Brodie & Tullio Buccellato & Eric Scheffel, 2011, "Assessing the accuracy of business‐level forecasts," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 4, pages 119-134, April.

2009

  1. Juan Paez-Farrell, 2009, "Monetary policy rules in theory and in practice: evidence from the UK and the US," Applied Economics, Taylor & Francis Journals, volume 41, issue 16, pages 2037-2046, DOI: 10.1080/00036840701689496.

2008

  1. Juan Paez-Farrell, 2008, "Assessing sticky price models using the Burns and Mitchell approach," Applied Economics, Taylor & Francis Journals, volume 40, issue 11, pages 1387-1397, DOI: 10.1080/00036840600794363.

2007

  1. Juan Páez‐Farrell, 2007, "Output And Inflation In Models Of The Business Cycle With Nominal Rigidities: Further Counterfactual Implications," Scottish Journal of Political Economy, Scottish Economic Society, volume 54, issue 4, pages 475-491, September, DOI: 10.1111/j.1467-9485.2007.00425.x.
  2. Juan Paez-Farrell, 2007, "Understanding monetary policy in Central European countries using Taylor-type rules: the case of the Visegrad four," Economics Bulletin, AccessEcon, volume 5, issue 3, pages 1-11.

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