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Publications

by alumni of

Management School
University of Liverpool
Liverpool, United Kingdom

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 | Books | Chapters |

Working papers

Undated material is listed at the end

2022

  1. Manthos Delis & Panagiotis N. Politsidis & Lucio Sarno, 2022. "The cost of foreign-currency lending," Post-Print hal-03534083, HAL.

2021

  1. Della Corte, Pasquale & Sarno, Lucio & Schmeling, Maik & Wagner, Christian, 2021. "Exchange Rates and Sovereign Risk," CEPR Discussion Papers 16058, C.E.P.R. Discussion Papers.
  2. Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven & Sarno, Lucio, 2021. "Foreign Exchange Volume," CEPR Discussion Papers 16128, C.E.P.R. Discussion Papers.
  3. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, University of Innsbruck.
    • Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Menkveld, Albert J. & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz & Wolff, Christian C, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Vilhelmsson, Anders, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

2020

  1. Francesco Lancia & Alessia Russo & Tim Worrall, 2020. "Optimal Sustainable Intergenerational Insurance," Edinburgh School of Economics Discussion Paper Series 300, Edinburgh School of Economics, University of Edinburgh.
  2. Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
  3. Luis E. Arango & Luz A. Flórez & Laura D. Guerrero, 2020. "Minimum wage effects on informality across demographic groups in Colombia," Borradores de Economia 1104, Banco de la Republica de Colombia.
  4. Luis E. Arango & Sergio A. Rivera, 2020. "“Disemployment” effects of the minimum wage in the Colombian manufacturing sector," Borradores de Economia 1107, Banco de la Republica de Colombia.

2019

  1. Makinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
  2. Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
  3. Luis E. Arango & Lina Cardona-Sosa, 2019. "Tarjetas de crédito en personas de ingresos medios y bajos en Colombia: ¿qué determina su uso?," Borradores de Economia 1089, Banco de la Republica de Colombia.

2018

  1. Delis, Manthos & Politsidis, Panagiotis & Sarno, Lucio, 2018. "Foreign currency lending," MPRA Paper 88197, University Library of Munich, Germany.
  2. Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2018. "Precio del carbón y dinámica laboral en Valledupar," Documentos de Trabajo Sobre Economía Regional y Urbana 016602, Banco de la República - Economía Regional.

2017

  1. Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," CESifo Working Paper Series 6354, CESifo.
  2. Tim Worrall & Alessia Russo & Francesco Lancia, 2017. "Sustainable Intergenerational Insurance," 2017 Meeting Papers 319, Society for Economic Dynamics.
  3. Luis E. Arango & Luz A. Flórez, 2017. "Informalidad laboral y elementos para un salario mínimo diferencial por regiones en Colombia," Borradores de Economia 1023, Banco de la Republica de Colombia.
  4. Luis E. Arango & Javier Pantoja & Carlos Velásquez, 2017. "Effects of the central bank’s communications in Colombia. A content analysis," Borradores de Economia 1024, Banco de la Republica de Colombia.

2016

  1. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
  2. Luis E. Arango & Francesca Castellani & Nataly Obando, 2016. "It is mainly about where you work! Labor demand in the Colombian manufacturing sector," Borradores de Economia 933, Banco de la Republica de Colombia.
  3. Luis E. Arango & Luz A. Flórez, 2016. "Determinants of structural unemployment in Colombia. A search approach," Borradores de Economia 969, Banco de la Republica de Colombia.

2015

  1. Pierre M. Picard & Tim Worrall, 2015. "Currency Areas and Voluntary Transfers," DEM Discussion Paper Series 15-12, Department of Economics at the University of Luxembourg.
  2. Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015. "What Drives International Portfolio Flows?," Working Paper series 15-16, Rimini Centre for Economic Analysis.
  3. Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
  4. Marcel Fratzscher & Oliver Goede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2015. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," Discussion Papers of DIW Berlin 1518, DIW Berlin, German Institute for Economic Research.
  5. Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015. "Currency Premia and Global Imbalances," 2015 Meeting Papers 1215, Society for Economic Dynamics.
  6. Luis E. Arango & Lina Cardona-Sosa, 2015. "Consumer credit performance over the business cycle in Colombia: some empirical facts," BORRADORES DE ECONOMIA 012389, BANCO DE LA REPÚBLICA.
  7. Luis Eduardo Arango & Ana María Ríos, 2015. "Duración del desempleo en Colombia: género, intensidad de búsqueda y anuncios de vacantes," BORRADORES DE ECONOMIA 012528, BANCO DE LA REPÚBLICA.
  8. Luis Eduardo Arango & Gabriela Bonilla, 2015. "Human capital agglomeration and social returns to education in Colombia," Borradores de Economia 883, Banco de la Republica de Colombia.
  9. Luis E. Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a debt constrained framework. Evidence from microdata," BORRADORES DE ECONOMIA 013965, BANCO DE LA REPÚBLICA.
  10. Luis Eduardo Arango & Freddy Felipe Parra & Álvaro José Pinzón, 2015. "El ciclo económico y el mercado de trabajo en Colombia: 1984 - 2014," BORRADORES DE ECONOMIA 013962, BANCO DE LA REPÚBLICA.
  11. Luis Eduardo Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a constrained framework: evidence from Colombian microdata," Borradores de Economia 912, Banco de la Republica de Colombia.

2014

  1. Picard, Pierre M. & Worrall, Tim, 2014. "Is a Policy of Free Movement of Workers Sustainable?," IZA Discussion Papers 8035, Institute of Labor Economics (IZA).
  2. Jonathan Thomas & Tim Worrall, 2014. "Dynamic Relational Contracts under Complete Information," Edinburgh School of Economics Discussion Paper Series 253, Edinburgh School of Economics, University of Edinburgh.
  3. Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014. "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series 02_14, Rimini Centre for Economic Analysis.
  4. Luis E. Arango & Dolores de la Mata & Nataly Obando, 2014. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," Borradores de Economia 827, Banco de la Republica de Colombia.
  5. Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014. "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia 858, Banco de la Republica de Colombia.

2013

  1. Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013. "Information flows in foreign exchange markets: dissecting customer currency trades," BIS Working Papers 405, Bank for International Settlements.
  2. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.
  3. Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
  4. Luis Eduardo Arango THomas & Diana Carolina Escobar & Emma Mercedes Sandoval, 2013. "Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia," BORRADORES DE ECONOMIA 010717, BANCO DE LA REPÚBLICA.
  5. Luis Eduardo Arango, 2013. "Puestos de trabajo vacantes según anuncios de la prensa escrita de las siete principales ciudades de Colombia," Borradores de Economia 793, Banco de la Republica de Colombia.
  6. Luis Eduardo Arango & Wilmar Cabrera & Esteban Gómez & Juan Carlos Mendoza, 2013. "Tasa de interés de largo plazo, interés técnico y pasivo pensional," Borradores de Economia 796, Banco de la Republica de Colombia.

2012

  1. Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
  2. Luis Eduardo Arango & Ximena Chavarro & Eliana Rocío González, 2012. "Precios de bienes primarios e inflación en Colombia," Borradores de Economia 712, Banco de la Republica de Colombia.

2011

  1. Tim S Worrall & Jonathan P Thomas, 2011. "Risk Sharing in Dynamic Relational Contracts," 2011 Meeting Papers 236, Society for Economic Dynamics.
  2. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2011. "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers 8291, C.E.P.R. Discussion Papers.
  3. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  4. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
  5. Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2011. "Los salarios reales a lo largo del ciclo económico en Colombia," BORRADORES DE ECONOMIA 008950, BANCO DE LA REPÚBLICA.
  6. Luis Eduardo Arango Thomas, 2011. "Mercado de trabajo de Colombia: suma de partes heterogéneas," Borradores de Economia 671, Banco de la Republica de Colombia.
  7. Luis Eduardo Arango & Paola Montenegro & Nataly Obando, 2011. "El desempleo en Pereira: ¿sólo cuestión de remesas?," Borradores de Economia 636, Banco de la Republica de Colombia.
  8. Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 651, Banco de la Republica de Colombia.

2010

  1. Jonathan P Thomas & Tim Worrall, 2010. "Dynamic Relational Contracts with Credit Constraints," Economics Discussion Paper Series 1009, Economics, The University of Manchester.
  2. Pierre M. Picard & Tim Worrall, 2010. "Sustainable Migration Policies," DEM Discussion Paper Series 10-12, Department of Economics at the University of Luxembourg.
  3. J. Thomas & T. Worrall, 2010. "Income Fluctuations and Asymmetric Information: An Example of the Repeated Principal Agent Problem," Levine's Working Paper Archive 2077, David K. Levine.
  4. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
  5. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
  6. Della Corte, Pasquale & Sarno, Lucio & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
  7. Luis Eduardo Arango & Luz Karine Ardila & Miguel Ignacio Gömez, 2010. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Borradores de Economia 584, Banco de la Republica de Colombia.
  8. Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2010. "Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios," Borradores de Economia 590, Banco de la Republica de Colombia.

2009

  1. Pierre M. Picard & Tim Worrall, 2009. "Currency Unions and International Assistance," DEM Discussion Paper Series 09-01, Department of Economics at the University of Luxembourg.
  2. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany.
  3. Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers 14904, National Bureau of Economic Research, Inc.
  4. Luis Eduardo Arango Thomas & Mónica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," BORRADORES DE ECONOMIA 005518, BANCO DE LA REPÚBLICA.

2008

  1. Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
  2. Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
  3. Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
  4. De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank.
  5. Carlos Esteban Posada & Luis Eduardo Arango, 2008. "Política monetaria para la coyuntura y el mediano plazo: observaciones y conjeturas," Borradores de Economia 526, Banco de la Republica de Colombia.
  6. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 521, Banco de la Republica de Colombia.
  7. Luis Eduardo Arango & Daniel Eduardo Velandia, 2008. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," Borradores de Economia 503, Banco de la Republica de Colombia.

2007

  1. Tim Worrall & Pierre M. Picard, 2007. "Currency Areas and International Assistance," Keele Economics Research Papers KERP 2007/01, Centre for Economic Research, Keele University.
  2. Nicholas Vasilakos & Gauthier Lanot & Tim Worrall, 2007. "Evaluating the Performance of UK Research in Economics," Keele Economics Research Papers KERP 2007/10, Centre for Economic Research, Keele University.
  3. Jonathan P Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Keele Economics Research Papers KERP 2007/11, Centre for Economic Research, Keele University.
  4. Jonathan P Thomas & Tim Worrall, 2007. "Dynamic Relational Contracts with Consumption Constraints," Keele Economics Research Papers KERP 2007/16, Centre for Economic Research, Keele University.
  5. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
  6. Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
  7. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
  8. David Aldana & Luis Eduardo Arango, 2007. "Participación Laboral en Ibagué," Borradores de Economia 439, Banco de la Republica de Colombia.
  9. Paula Herrera & Luie Eduardo Arango & Carlos Estéban Posada, 2007. "El salario mínimo aspectos generales sobre los casos de Colombia y otros paises," Documentos de Economía 003944, Universidad Javeriana - Bogotá.
  10. Luis Eduardo Arango & Carlos Esteban Posada & Andrés Felipe García, 2007. "Inflación y desempleo en Colombia: NAIRU y tasa de desempleo compatible con alcanzar la meta de inflación (1984-2005)," Borradores de Economia 453, Banco de la Republica de Colombia.
  11. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007. "Cronología de los ciclos de negocios recientes en Colombia," Borradores de Economia 461, Banco de la Republica de Colombia.
  12. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2007. "Cronología de los ciclos de crecimiento recientes en Colombia," BORRADORES DE ECONOMIA 004290, BANCO DE LA REPÚBLICA.

2006

  1. Leon, Hyginus & Sarno, Lucio & Valente, Giorgio, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers 5527, C.E.P.R. Discussion Papers.
  2. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
  3. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "Los salarios de los funcionarios públicos en Colombia (1978 - 2005)," Borradores de Economia 417, Banco de la Republica de Colombia.
  4. Luis Eduardo Arango & Andrés Felipe García & Carlos Esteban Posada, 2006. "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," BORRADORES DE ECONOMIA 003039, BANCO DE LA REPÚBLICA.
  5. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "La Tasa de Desempleo de Largo Plazo en Colombia," Borradores de Economia 388, Banco de la Republica de Colombia.
  6. Luis Eduardo Arango & Andrés González & Jhon Jairo León & Luis Fernando Melo, 2006. "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," BORRADORES DE ECONOMIA 002425, BANCO DE LA REPÚBLICA.
  7. Luis Eduardo Arango & Luis Fernando Melo, 2006. "Determinantes de la elección de administradora de pensiones: primeras estimaciones a partir de agregados," Borradores de Economia 383, Banco de la Republica de Colombia.
  8. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Colombian Case," Borradores de Economia 389, Banco de la Republica de Colombia.
  9. Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Case Colombian," BORRADORES DE ECONOMIA 003629, BANCO DE LA REPÚBLICA.

2005

  1. Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
  2. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
  3. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
  4. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
  5. Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
  6. Kleopatra Nikolaou & Lucio Sarno, 2005. "New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market," Money Macro and Finance (MMF) Research Group Conference 2005 77, Money Macro and Finance Research Group.
  7. Luis Eduardo Arango & Carlos Esteban Posada, 2005. "Labor Participation of Married Women in Colombia," BORRADORES DE ECONOMIA 003103, BANCO DE LA REPÚBLICA.
  8. Luis Eduardo Arango & Luz Adriana Flórez, 2005. "Tramo Corto de la Curva de Rendimientos, Cambio de Régimen Inflacionario y Expectativas de Inflación en Colombia," Borradores de Economia 360, Banco de la Republica de Colombia.

2004

  1. Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, University Library of Munich, Germany.
  2. Giorgio Valente & Richard Clarida & Mark Taylor & Lucio Sarno, 2004. "The Term Structure Of Euromarket Interest Rates: Some New Evidence," Royal Economic Society Annual Conference 2004 19, Royal Economic Society.
  3. Sarno, Lucio & Valente, Giorgio, 2004. "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers 4380, C.E.P.R. Discussion Papers.
  4. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004. "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers 4365, C.E.P.R. Discussion Papers.
  5. Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia 302, Banco de la Republica de Colombia.
  6. Luis Eduardo Arango & Carlos Esteban Posada & José Darío Uribe, 2004. "Cambios en la Estructura de los Salarios Urbanos en Colombia (1984-2000)," Borradores de Economia 297, Banco de la Republica de Colombia.
  7. Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2004. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Borradores de Economia 279, Banco de la Republica de Colombia.
  8. Luis Eduardo Arango y Carlos Esteban Posada, 2004. "Determinantes de la probabilidad de tener servicio doméstico en Colombia," Econometric Society 2004 Latin American Meetings 48, Econometric Society.

2003

  1. Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
  2. Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis.
  3. Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
  4. Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003. "Monetary Policy Rules, Asset Prices and Exchange Rates," CEPR Discussion Papers 4114, C.E.P.R. Discussion Papers.
  5. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 2003/111, International Monetary Fund.
  6. Luis Eduardo Arango & Ana María Iregui & Luis Fernando Melo, 2003. "Recent Behavior of Output, Unemployment, Wages and Prices in Colombia:What went Wrong?," Borradores de Economia 249, Banco de la Republica de Colombia.
  7. Luis Eduardo Arango & Carlos Esteban Posada & Alejandro Charry, 2003. "La Participación Laboral en Colombia según la Nueva Encuesta: ¿Cambian sus determinantes?," Borradores de Economia 250, Banco de la Republica de Colombia.
  8. Luis Eduardo Arango & Carlos Esteban Posda, 2003. "Determinantes de la Probabilidad de Tener Servicio Doméstico en Colombia," Borradores de Economia 269, Banco de la Republica de Colombia.
  9. Luis Eduardo Arango & María Angélica Arosemena, 2003. "El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia 264, Banco de la Republica de Colombia.

2002

  1. Jonathan P Thomas & Tim Worrall, 2002. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public vs Private Provision," Public Economics 0211002, University Library of Munich, Germany.
  2. Jonathan Thomas & Tim Worrall, 2002. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision," Edinburgh School of Economics Discussion Paper Series 95, Edinburgh School of Economics, University of Edinburgh.
  3. Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
  4. Peel, David & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997," CEPR Discussion Papers 3249, C.E.P.R. Discussion Papers.
  5. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
  6. Chowdhury, Ibrahim & Sarno, Lucio & Taylor, Mark P, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
  7. Sarno, Lucio & Giorgio Valente, 2002. "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002 160, Royal Economic Society.
  8. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
  9. Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002. "What's unique about the federal funds rate? evidence from a spectral perspective," Working Papers 2002-029, Federal Reserve Bank of St. Louis.
  10. Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
  11. Carlos Esteban Posada & Luis Eduardo Arango, 2002. "La Participación Laboral en Colombia," Borradores de Economia 217, Banco de la Republica de Colombia.
  12. Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 196, Banco de la Republica de Colombia.
  13. Luis Eduardo Arango & Yanneth R.Betancourth, 2002. "A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt," Borradores de Economia 216, Banco de la Republica de Colombia.
  14. Luis Eduardo Arango & Angélica María Arosemena, 2002. "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de Literatura," BORRADORES DE ECONOMIA 003138, BANCO DE LA REPÚBLICA.

2001

  1. Spiros Bougheas & Tim Worrall, 2001. "Cost Padding in Regulated Monopolies," Keele Department of Economics Discussion Papers (1995-2001) 2001/07, Department of Economics, Keele University, revised Nov 2001.
  2. Peel, David & Sarno, Lucio & Taylor, Mark P, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers 2658, C.E.P.R. Discussion Papers.
  3. Sarno, Lucio & Taylor, Mark P, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
  4. Sarno, Lucio & Taylor, Mark P, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
  5. Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market," Borradores de Economia 169, Banco de la Republica de Colombia.
  6. Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models," Borradores de Economia 186, Banco de la Republica de Colombia.
  7. Luis Eduardo Arango & Carlos Esteban Posada, 2001. "Unemployment Rate and the Real Wage Behavoir: A Neoclassical Hint for the Colombian Labor Market Adjustment," Borradores de Economia 180, Banco de la Republica de Colombia.
  8. Luis Eduardo Arango & Carlos Esteban Posada, 2001. "El Desempleo en Colombia," Borradores de Economia 176, Banco de la Republica de Colombia.

2000

  1. Jonathan P. Thomas & Tim Worrall, 2000. "Gift-giving, Quasi-Credit and Reciprocity," Development and Comp Systems 0004005, University Library of Munich, Germany.
  2. Tim Worrall, 2000. "Time Consistency and Intergenerational Risk Sharing," Keele Department of Economics Discussion Papers (1995-2001) 2000/17, Department of Economics, Keele University, revised Dec 2000.
  3. Sarno, Lucio, 2000. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," CEPR Discussion Papers 2537, C.E.P.R. Discussion Papers.
  4. Carlos Esteban Posada & Luis Eduardo Arango, 2000. "¿Podemos sostener la Deuda Pública?," Borradores de Economia 165, Banco de la Republica de Colombia.
  5. Carlos Esteban Posada P. & Luis Eduardo Arango, 2000. "Podremos Sostener La Deuda Pública?," BORRADORES DE ECONOMIA 003330, BANCO DE LA REPÚBLICA.

1999

  1. Sarno, Lucio & Taylor, Mark P, 1999. "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers 2150, C.E.P.R. Discussion Papers.
  2. Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification of Demand for Narrow Money in Colombia," Borradores de Economia 135, Banco de la Republica de Colombia.
  3. Luis Eduardo Arango T. & Mauricio Castillo, 1999. "¿Son Estilizadas Las Regularidades Del Ciclo Económico?Una Breve Revisión De La Literatura," BORRADORES DE ECONOMIA 003835, BANCO DE LA REPÚBLICA.

1998

  1. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1998. "Mutual Insurance, Individual Savings and Limited Commitment," Keele Department of Economics Discussion Papers (1995-2001) 98/14, Department of Economics, Keele University.
  2. Tim Worrall, 1998. "Risk-Sharing in Village Economies," Keele Department of Economics Discussion Papers (1995-2001) 98/15, Department of Economics, Keele University.
  3. Luis Eduardo Arango, 1998. "Temporary and Permanent Components of Colombia's Output," Borradores de Economia 096, Banco de la Republica de Colombia.
  4. Luis Eduardo Arango, 1998. "Some Univariate Time Series Properties of Output," Borradores de Economia 100, Banco de la Republica de Colombia.
  5. Luis Eduardo Arango & Andrés González, 1998. "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia 105, Banco de la Republica de Colombia.

1997

  1. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1997. "Informal Insurance Arrangements in Village Economies," Keele Department of Economics Discussion Papers (1995-2001) 97/08, Department of Economics, Keele University, revised Oct 2000.
  2. Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.

1995

  1. Luis Eduardo Arango Thomas & Edison Henao Atehortúa, 1995. "Innovaciones monetarias y fluctuaciones del producto en Colombia," Ensayos de Economía 009515, Universidad Nacional de Colombia Sede Medellín.

1991

  1. Thomas, J. & Worral, T., 1991. "Foreign Direcyt Investment and the Risk of Expropriation," Papers 9126, Tilburg - Center for Economic Research.

1990

  1. Thomas, Jonathan & Worrall, Tim, 1990. "Foreign direct investment and the risk of expropriation," Kiel Working Papers 411, Kiel Institute for the World Economy.

1988

  1. Worrall, Tim, 1988. "Debt with potential repudiation," Discussion Papers, Series II 69, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".

1987

  1. Thomas, Jonathan P. & Worrall, Timothy, 1987. "Income transfers to LDC's under asymmetric information: A two country model," Discussion Papers, Series II 38, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".

Undated

  1. Lucio Sarno & Mark P. Taylor, "undated". "Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation," Economics and Finance Discussion Papers 97-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  2. Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, "undated". "European Capital Flows and Regional Risk," Economics and Finance Discussion Papers 97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. Lucio Sarno & Mark P. Taylor, "undated". "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. Lucio Sarno & Mark P. Taylor, "undated". "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  5. Lucio Sarno & Mark P. Taylor, "undated". "Saving-Investment Correlations: Transitory versus Permanent," Economics and Finance Discussion Papers 97-06, Economics and Finance Section, School of Social Sciences, Brunel University.

Journal articles

2022

  1. Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio, 2022. "The cost of foreign-currency lending," Journal of Banking & Finance, Elsevier, vol. 136(C).
  2. Luis E. Arango & Oscar Iván Ávila?Montealegre & Leonardo Bonilla-Mejía & Jesús Alonso Botero?García & Edgar Caicedo-García & Eleonora Dávalos?Álvarez & Luz A. Flórez & Javier G. Gómez-Pineda, 2022. "Efectos macroeconómicos del salario mínimo en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, issue 103, pages 1-117, September.
  3. Arango, Luis E. & Rivera, Sergio A., 2022. "Moderate wage increases and flexible labour contracts to protect employment in Colombian manufacturing," Journal of Policy Modeling, Elsevier, vol. 44(3), pages 578-598.

2021

  1. Arango, Luis E. & Cardona-Sosa, Lina & Pedraza-Jiménez, Nataly, 2021. "The use of credit cards among low- and middle-income individuals in Colombia and the channels of monetary policy," Economic Modelling, Elsevier, vol. 94(C), pages 150-169.
  2. Luis E. Arango & Luz A. Flórez, 2021. "Regional Labour Informality in Colombia and a Proposal for a Differential Minimum Wage," Journal of Development Studies, Taylor & Francis Journals, vol. 57(6), pages 1016-1037, June.

2020

  1. Picard, Pierre M. & Worrall, Tim, 2020. "Currency areas and voluntary transfers," Journal of International Economics, Elsevier, vol. 127(C).
  2. Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020. "Risky bank guarantees," Journal of Financial Economics, Elsevier, vol. 136(2), pages 490-522.
  3. Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
  4. Luis E. Arango & Luz A. Flórez, 2020. "Determinants of structural unemployment in Colombia: a search approach," Empirical Economics, Springer, vol. 58(5), pages 2431-2464, May.

2019

  1. Bougheas, Spiros & Worrall, Tim, 2019. "Portfolio sales and signaling," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 182-191.
  2. Marcel Fratzscher & Oliver Gloede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 132-156, January.
  3. Luis E. Arango & Francesca Castellani & Nataly Obando, 2019. "Heterogeneous labour demand in the Colombian manufacturing sector," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-19, December.
  4. Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2019. "Precio del carbón y dinámica laboral en Valledupar," Revista de Economía del Rosario, Universidad del Rosario, vol. 22(2), pages 313-370, December.

2018

  1. Foss, Sergey & Shneer, Vsevolod & Thomas, Jonathan P. & Worrall, Tim, 2018. "Stochastic stability of monotone economies in regenerative environments," Journal of Economic Theory, Elsevier, vol. 173(C), pages 334-360.
  2. Thomas, Jonathan P. & Worrall, Tim, 2018. "Dynamic relational contracts under complete information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 624-651.

2017

  1. Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017. "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, vol. 36(C), pages 17-39.
  2. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017. "Currency Value," Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.

2016

  1. Pierre M. Picard & Tim Worrall, 2016. "Is a Policy of Free Movement of Workers Sustainable?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(4), pages 718-754, October.
  2. Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016. "What drives international portfolio flows?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 53-72.
  3. Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
  4. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
  5. Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016. "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, vol. 20(3), pages 1045-1080.
  6. Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016. "Currency Premia and Global Imbalances," Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2161-2193.
  7. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016. "Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades," Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
  8. Luis Eduardo Arango & Freddy Felipe Parra-Escobar & Álvaro José Pinzón-Giraldo, 2016. "El ciclo económico y el mercado de trabajo en Colombia: 1984-2014," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 34(81), pages 206-228, November.

2015

  1. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  2. Luis Arango & Dolores Mata & Nataly Obando, 2015. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(4), pages 441-477, November.
  3. Luis Eduardo Arango Thomas & Ximena Chavarro & Eliana González, 2015. "Commodity Price Shocks and Inflation within an Optimal Monetary Policy Framwork: the case of Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 203-249, July-Dece.
  4. Luis Eduardo Arango Thomas & Ximena Chavarro & Eliana González, 2015. "Choques de precios de materia primas, inflación y política monetaria óptima: el caso de Colombia," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 227-277, julio-dic.

2014

  1. Lucio Sarno & Maik Schmeling, 2014. "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
  2. Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias, 2014. "Foreign exchange risk and the predictability of carry trade returns," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 302-313.

2013

  1. Viviana Alfonso & Luis Arango & Fernando Arias & Guillermo Cangrejo & José Pulido, 2013. "Business cycles in Colombia, 1975-2011," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 115-149.
  2. Luis Eduardo Arango & Diana Carolina Escobar & Emma Mercedes Monsalve, 2013. "Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes – Facultad de Economía – CEDE, December.

2012

  1. Bougheas, Spiros & Worrall, Tim, 2012. "Cost padding in regulated monopolies," International Journal of Industrial Organization, Elsevier, vol. 30(4), pages 331-341.
  2. Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
  3. Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, April.
  4. Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
  5. Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
  6. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
  7. Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
  8. Luis E. Arango & Fernando Arias & Adriana Flórez, 2012. "Determinants of commodity prices," Applied Economics, Taylor & Francis Journals, vol. 44(2), pages 135-145, January.
  9. Alfonso, Viviana & Arango, Luis Eduardo & Arias, Fernando & Cangrejo, Guillermo & Pulido, José David, 2012. "Ciclos de negocios en Colombia, 1975-2011," Revista Lecturas de Economía, Universidad de Antioquia - CIE, issue 78, pages 115-149, May.

2011

  1. Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.

2010

  1. Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
  2. Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
  3. Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
  4. King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
  5. Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 393-422, abril-jun.

2009

  1. Lucio Sarno & Elvira Sojli, 2009. "The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 437-442, March.
  2. Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
  3. Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009. "An Economic Evaluation of Empirical Exchange Rate Models," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
  4. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.

2008

  1. Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
  2. Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
  3. David Aldana & Luis Eduardo Arabgo, 2008. "Participación laboral en Ibagué," Revista de Economía del Rosario, Universidad del Rosario, June.
  4. Arango Luis Eduardo & Andrés Felipe Garcia & Carlos Esteban Posada, 2008. "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes – Facultad de Economía – CEDE, May.
  5. Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2008. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros países," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 26(56), pages 204-263, June.
  6. Arango, Luis Eduardo & Flórez, Luz Adriana, 2008. "Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(297), pages 183-210, enero-mar.
  7. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008. "Business Cycles Chronology for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 68, pages 9-37, Enero-Jun.
  8. Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo., 2008. "Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 257-291.
  9. Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008. "Cronología de los ciclos de negocios recientes en Colombia," Revista Lecturas de Economía, Universidad de Antioquia - CIE, June.

2007

  1. Jonathan P. Thomas & Tim Worrall, 2007. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(1), pages 151-181, February.
  2. Jonathan P. Thomas & Tim Worrall, 2007. "Limited Commitment Models Of The Labour Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(5), pages 750-773, November.
  3. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007. "A cross-country financial accelerator: Evidence from North America and Europe," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
  4. Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007. "What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, April.
  5. Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007. "Caution Or Activism? Monetary Policy Strategies In An Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 519-541, September.
  6. Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
  7. Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Los salarios de los funcionarios públicos en Colombia, 1978-2005," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 25(55), pages 110-147, December.
  8. Arango Luis E. & Carlos E. Posada, 2007. "Labor Participation of Married Women in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes – Facultad de Economía – CEDE, October.
  9. Luis Eduardo Arango Thomas & Luis Fernando Melo Velandia, 2007. "Determinantes de la elección de administradora de pensiones en Colombia: primeras estimaciones a partir de agregados," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 66, pages 173-212, Enero-Jun.
  10. Arango, Luis Eduardo & Melo, Luis Fernando, 2007. "Determinantes de la elección de administradora de pensiones en Colombia:," Revista Lecturas de Economía, Universidad de Antioquia - CIE, May.

2006

  1. Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno, 2006. "Special issue on advances in international money, macro and finance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 175-175.
  2. Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
  3. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
  4. Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.
  5. Kleopatra Nikolaou & Lucio Sarno, 2006. "New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 627-656, July.
  6. Luis Eduardo Arango & IREGUI, Ana María & MELO, Luis F., 2006. "Recent macroeconomic performance in colombia: what went wrong?," Revista de Economía del Rosario, Universidad del Rosario, June.
  7. Arango, Luis E. & Melo, Luis F., 2006. "Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models," Journal of Development Economics, Elsevier, vol. 80(2), pages 501-517, August.

2005

  1. Giorgio Valente & Lucio Sarno, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
  2. Sarno, Lucio & Valente, Giorgio, 2005. "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 363-385, March.
  3. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005. "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
  4. Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 673-708, August.
  5. Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
  6. Luis Arango & Carlos Posada, 2005. "Labour participation in Colombia," Applied Economics, Taylor & Francis Journals, vol. 37(16), pages 1829-1838.
  7. Luis Arango & Yanneth Betancourt, 2005. "A signal of imperfect portfolio capital adjustments from the domestic and foreign Colombian debt," Applied Financial Economics, Taylor & Francis Journals, vol. 15(9), pages 587-597.
  8. Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101.
  9. Luis Eduardo Arango & Carlos Esteban Posada & José Darío Uribe, 2005. "Changes in the structure of urban wages in Colombia, 1984-2000," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 63, pages 9-42, Julio-Dic.

2004

  1. Lucio Sarno & Daniel L. Thornton, 2004. "The efficient market hypothesis and identification in structural VARs," Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 49-60.
  2. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
  3. Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
  4. Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
  5. Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
  6. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
  7. Ibrahim Chowdhury & Lucio Sarno, 2004. "Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 759-793, June.
  8. Gaia Garino & Lucio Sarno, 2004. "Speculative Bubbles in U.K. House Prices: Some New Evidence," Southern Economic Journal, John Wiley & Sons, vol. 70(4), pages 777-795, April.
  9. Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República - ESPE, vol. 22(47), pages 126-160, December.

2003

  1. Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. "Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
  2. Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
  3. Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
  4. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 635-643.
  5. Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
  6. Luis Eduardo Arango & Luis Fernando Melo & Diego Mauricio Vásquez, 2003. "Estimación de la estructura a plazo de las tasas de interés en Colombia," Coyuntura Económica, Fedesarrollo, vol. 33(1), pages 51-76, March.

2002

  1. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2002. "Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies," Review of Economic Studies, Oxford University Press, vol. 69(1), pages 209-244.
  2. Jonathan P. Thomas & Timothy Worrall, 2002. "Gift-giving, Quasi-credit and Reciprocity," Rationality and Society, , vol. 14(3), pages 308-352, August.
  3. Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
  4. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
  5. Michael Monoyios & Lucio Sarno, 2002. "Mean reversion in stock index futures markets: A nonlinear analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(4), pages 285-314, April.
  6. Jagjit S. Chadha & Lucio Sarno, 2002. "Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 183-212, July.
  7. Luis Arango & Carlos Posada, 2002. "Unemployment rate and the real wage behaviour: a neoclassical hint for the Colombian labour market adjustment," Applied Economics Letters, Taylor & Francis Journals, vol. 9(7), pages 425-428.
  8. L. E. Arango & A. Gonzalez & C. E. Posada, 2002. "Returns and the interest rate: a non-linear relationship in the Bogotastock market," Applied Financial Economics, Taylor & Francis Journals, vol. 12(11), pages 835-842.

2001

  1. Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
  2. Sarno, Lucio, 2001. "The behavior of US public debt: a nonlinear perspective," Economics Letters, Elsevier, vol. 74(1), pages 119-125, December.
  3. Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
  4. Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
  5. Lucio Sarno, 2001. "Toward a new paradigm in open economy modeling: where do we stand?," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 21-36.
  6. Lucio Sarno, 2001. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," Economica, London School of Economics and Political Science, vol. 68(271), pages 401-426, August.
  7. Luis Arango & Andres Gonzalez, 2001. "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 155-162.

2000

  1. Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000. "Mutual Insurance, Individual Savings and Limited Commitment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 216-246, April.
  2. Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.
  3. Sarno, Lucio, 2000. "Real exchange rate behavior in the Middle East: a re-examination," Economics Letters, Elsevier, vol. 66(2), pages 127-136, February.
  4. Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 24-57, March.
  5. Lucio Sarno, 2000. "Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997," Applied Economics Letters, Taylor & Francis Journals, vol. 7(5), pages 285-291.
  6. Lucio Sarno & Giorgio Valente, 2000. "The cost of carry model and regime shifts in stock index futures markets: An empirical investigation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(7), pages 603-624, August.
  7. Luis E. Arango & Andrés González, 2000. "A Nonlinear Specification of Demand for Cash in Colombia," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 207-226, July-Dece.

1999

  1. Tamim Bayoumi & Lucio Sarno & Mark P. Taylor, 1999. "European Capital Flows and Regional Risk," Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
  2. Sarno, Lucio, 1999. "Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 155-177, April.
  3. Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
  4. Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 691-712.
  5. Sarno, Lucio & Taylor, Mark P., 1999. "Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation," Journal of Development Economics, Elsevier, vol. 59(2), pages 337-364, August.
  6. Éric Girardin & Lucio Sarno & Mark P. Taylor, 1999. "Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon," Économie et Prévision, Programme National Persée, vol. 140(4), pages 117-131.
  7. Kyriacos Kyriacou & Lucio Sarno, 1999. "The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(3), pages 245-270, May.
  8. Luis Eduardo Arango, 1999. "Componentes no observados de la inflación en Colombia," Revista de Economía del Rosario, Universidad del Rosario, June.

1998

  1. Sarno, Lucio & Taylor, Mark P, 1998. "Savings-Investment Correlations: Transitory versus Permanent," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
  2. Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
  3. Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
  4. Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
  5. Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(1), pages 69-98, March.
  6. Luis Eduardo Arango Thomas, 1998. "Some univariate time series properties of output," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 49, pages 7-46, Julio Dic.

1997

  1. Taylor, Mark P & Sarno, Lucio, 1997. "Capital Flows to Developing Countries: Long- and Short-Term Determinants," The World Bank Economic Review, World Bank Group, vol. 11(3), pages 451-470, September.
  2. Lucio Sarno, 1997. "Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity," Applied Economics, Taylor & Francis Journals, vol. 29(5), pages 591-605.
  3. Lucio Sarno, 1997. "Exchange rate and interest rate volatility in the European Monetary System: some further results," Applied Financial Economics, Taylor & Francis Journals, vol. 7(3), pages 255-263.
  4. Liam A. Gallagher & Lucio Sarno & Mark P. Taylor, 1997. "Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-582, November.

1994

  1. Hillier, Brian & Worrall, Tim, 1994. "The Welfare Implications of Costly Monitoring in Credit Market," Economic Journal, Royal Economic Society, vol. 104(423), pages 350-362, March.
  2. Jonathan Thomas & Tim Worrall, 1994. "Foreign Direct Investment and the Risk of Expropriation," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 81-108.

1990

  1. Worrall, Tim, 1990. "Debt with potential repudiation," European Economic Review, Elsevier, vol. 34(5), pages 1099-1109, July.
  2. Thomas, Jonathan & Worrall, Tim, 1990. "Income fluctuation and asymmetric information: An example of a repeated principal-agent problem," Journal of Economic Theory, Elsevier, vol. 51(2), pages 367-390, August.

1988

  1. Jonathan Thomas & Tim Worrall, 1988. "Self-Enforcing Wage Contracts," Review of Economic Studies, Oxford University Press, vol. 55(4), pages 541-554.

Books

2016

  1. Arango-Thomas, Luis Eduardo & Castellani, Francesca & Lora-Torres, Eduardo (ed.), 2016. "Desempleo femenino en Colombia," Books, Banco de la Republica de Colombia, number 2016a-12.

2014

  1. Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2014. "Developments in Macro-Finance Yield Curve Modelling," Cambridge Books, Cambridge University Press, number 9781107044555, May.

2012

  1. Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), 2012. "El mercado de trabajo en Colombia : hechos, tendencias e instituciones," Books, Banco de la Republica de Colombia, number 2012-12.

2003

  1. Sarno,Lucio & Taylor,Mark P., 2003. "The Economics of Exchange Rates," Cambridge Books, Cambridge University Press, number 9780521485845, May.

2002

  1. Lucio Sarno & Mark P. Taylor (ed.), 2002. "New Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, volume 0, number 2115.

Chapters

2013

  1. Arango-Thomas, Luis Eduardo & Chavarro-Sanchez, Ximena & González-Molano, Eliana Rocío, 2013. "Precios de bienes primarios e inflación en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 12, pages 487-532, Banco de la Republica de Colombia.

2012

  1. Arango-Thomas, Luis Eduardo & Montenegro, Paola & Obando, Nataly, 2012. "El desempleo en Pereira : ¿Solo cuestión de remesas?," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 17, pages 711-749, Banco de la Republica de Colombia.
  2. Arango-Thomas, Luis Eduardo & García-Suaza, Andrés Felipe & Posada, Carlos Esteban, 2012. "Inflación y desempleo en Colombia : Nairu y tasa de desempleo compatible con la meta de inflación (1984-2010)," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 8, pages 333-362, Banco de la Republica de Colombia.
  3. Arango-Thomas, Luis Eduardo, 2012. "Mercado de trabajo de Colombia : suma de partes heterogéneas," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 4, pages 167-205, Banco de la Republica de Colombia.
  4. Arango-Thomas, Luis Eduardo & Obando, Nataly & Posada, Carlos Esteban, 2012. "Los salarios reales a lo largo del ciclo económico en Colombia," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 13, pages 545-585, Banco de la Republica de Colombia.

2011

  1. Arango-Thomas, Luis Eduardo & Obando, Nataly & Posada, Carlos Esteban, 2011. "Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 23, pages 953-978, Banco de la Republica de Colombia.
  2. Arango-Thomas, Luis Eduardo & Ardila, Luz Karine & Gómez, Miguel Ignacio, 2011. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 21, pages 873-918, Banco de la Republica de Colombia.

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