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Publications

by members of

Julian Hodge Institute of Applied Macroeconomics
Cardiff Business School
Cardiff University
Cardiff, United Kingdom

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books |

Working papers

2019

  1. Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019. "Can a small New Keynesian model of the world economy with risk-pooling match the facts?," Cardiff Economics Working Papers E2019/10, Cardiff University, Cardiff Business School, Economics Section.

2016

  1. Phillip, Garry & Xu, Yongdeng, 2016. "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers E2016/10, Cardiff University, Cardiff Business School, Economics Section.
  2. Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016. "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Mo.Fi.R. Working Papers 131, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  3. Germana Giombini & Francesco Perugini & Giuseppe Travaglini, 2016. "The productivity slowdown puzzle of European countries: a focus on Italy," Working Papers 1606, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2016.
  4. Giorgio Calcagnini & Francesco Perugini, 2016. "A Well-Being Indicator for the Italian Provinces a," Working Papers 1608, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2016.

2015

  1. Naveen Srinivasan & Vidya Mahambare & Francesco Perugini, 2015. "Monetary Policy Credibility: Is there a Magic Bullet?," Working Papers 2015-108, Madras School of Economics,Chennai,India.

2014

  1. Giorgio Calacagnini & Ilario Favaretto & Germana Giombini & Francesco Perugini & Rosalba Rombaldoni, 2014. "The role of universities in the location of innovative start-upsa," Working Papers 1409, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2014.

2012

  1. Jan F. KIVIET & Garry D.A. PHILLIPS, 2012. "Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models," Economic Growth Centre Working Paper Series 1206, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.

2011

  1. Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
  2. Phillips, Garry D.A. & Liu-Evans, Gareth, 2011. "The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances," Cardiff Economics Working Papers E2011/20, Cardiff University, Cardiff Business School, Economics Section.

2010

  1. James FOREMAN-PECK & Laurian LUNGU, 2010. "A Supply-Side Regional Econometric Model of Wales," EcoMod2004 330600053, EcoMod.

2009

  1. Daniel Daianu & Laurian Lungu, 2009. "The Monetary Union: The Decade Ahead. The Case of Non-Member States," William Davidson Institute Working Papers Series wp947, William Davidson Institute at the University of Michigan.

2005

  1. Daniel Daianu & Laurian Lungu, 2005. "Inflation Targeting, Between Rhetoric and Reality. The Case of Transition Economies," William Davidson Institute Working Papers Series wp743, William Davidson Institute at the University of Michigan.
  2. Minford, Patrick & Lungu, Laurian, 2005. "Explaining The Equity Risk Premium," CEPR Discussion Papers 5017, C.E.P.R. Discussion Papers.
  3. Foreman-Peck, James & Lungu, Laurian, 2005. "Fiscal Devolution and Dependency," Cardiff Economics Working Papers E2005/8, Cardiff University, Cardiff Business School, Economics Section.

2004

  1. Emma M. Iglesias & Garry D.A. Phillips, 2004. "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD 2004-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Garry Phillips & Emma Iglesias, 2004. "The estimation of simultaneous equation models under conditional heteroscedasticity," Econometric Society 2004 Latin American Meetings 91, Econometric Society.
  3. Garry Phillips & Emma Iglesias, 2004. "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings 567, Econometric Society.

2002

  1. L. Lungu & K. G. P. Matthews, 2002. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002 115, Society for Computational Economics.

2001

  1. Minford, Patrick & Srinivasan, Naveen & Perugini, Francesco, 2001. "The Observational Equivalence of Taylor Rule and Taylor-Type Rules," CEPR Discussion Papers 2959, C.E.P.R. Discussion Papers.

2000

  1. Jan F. Kiviet & Garry D. A. Phillips, 2000. "Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models," Econometric Society World Congress 2000 Contributed Papers 0631, Econometric Society.
  2. James Foreman-Peck & Laurian Lungu & Patrick Minford, 2000. "Fiscal Devolution in a Small Open Regional Economy," Regional and Urban Modeling 283600029, EcoMod.

1999

  1. Kiviet, J.F. & Phillips, G.D.A., 1999. "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers 9903, University of Exeter, Department of Economics.
  2. Kiviet, J.F. & Phillips, G.D.A., 1999. "The Bias of the 2SLS Variance Estimator," Discussion Papers 9904, University of Exeter, Department of Economics.
  3. Liang, Qi & Phillips, Garry, 1999. "A Survey of Total Factor Productivity and Technical Change in the Chinese Economy 1979-1996," Discussion Papers 9901, University of Exeter, Department of Economics.
  4. Phillips, G.D.A., 1999. "An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models," Discussion Papers 9905, University of Exeter, Department of Economics.
  5. Hadri, K. & Phillips, G.D.A., 1999. "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers 9906, University of Exeter, Department of Economics.

1998

  1. Kiviet, J.F. & Phillips, G.D.A., 1998. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers 9909, University of Exeter, Department of Economics.

1988

  1. Kiviet, J.F. & Phillips, G.D.A., 1988. "Bias Reduction In A Dynamic Regression Model: A Comparison Of Jacknifed And Bias Corrected Least Squares Estimators," Papers ae_11-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.

Journal articles

2024

  1. Perugini, Francesco, 2024. "Local government efficiency and economic growth: The Italian case," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).

2023

  1. Ma, Wei & Naraidoo, Ruthira & Perugini, Francesco, 2023. "Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model," Economics Letters, Elsevier, vol. 223(C).
  2. Iacobucci, Donato & Perugini, Francesco, 2023. "Innovation performance in traditional industries: Does proximity to universities matter," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
  3. Francesco Perugini, 2023. "Space–time analysis of entrepreneurial ecosystems," The Journal of Technology Transfer, Springer, vol. 48(1), pages 240-291, February.

2022

  1. Peiró-Palomino, Jesús & Perugini, Francesco, 2022. "Regional innovation disparities in Italy: The role of governance," Economic Systems, Elsevier, vol. 46(4).
  2. Diego D’Adda & Donato Iacobucci & Francesco Perugini, 2022. "Smart Specialisation Strategy in practice: have regions changed the allocation of Structural Funds?," Regional Studies, Taylor & Francis Journals, vol. 56(1), pages 155-170, January.

2021

  1. Calcagnini, Giorgio & Marin, Giovanni & Perugini, Francesco, 2021. "Labour flexibility, internal migration and productivity in Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 308-320.
  2. Donato Iacobucci & Francesco Perugini, 2021. "Entrepreneurial ecosystems and economic resilience at local level," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 33(9-10), pages 689-716, October.

2020

  1. Donato Iacobucci & Francesco Perugini, 2020. "Entrepreneurial Ecosystems in Italy," L'industria, Società editrice il Mulino, issue 2, pages 239-267.

2019

  1. Calcagnini, Giorgio & Perugini, Francesco, 2019. "Social capital and well-being in the Italian provinces," Socio-Economic Planning Sciences, Elsevier, vol. 68(C).
  2. Giorgio Calcagnini & Francesco Perugini, 2019. "A Well-Being Indicator for the Italian Provinces," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 149-177, February.
  3. Jesús Peiró-Palomino & Francesco Perugini & Andrés J Picazo-Tadeo, 2019. "Well-being and the Great Recession in Spain," Applied Economics Letters, Taylor & Francis Journals, vol. 26(15), pages 1279-1284, September.
  4. Giorgio Calcagnini & Francesco Perugini, 2019. "Income distribution dynamics among Italian provinces. The role of Bank Foundations," Applied Economics, Taylor & Francis Journals, vol. 51(29), pages 3198-3211, June.
  5. Valentina Giannini & Donato Iacobucci & Francesco Perugini, 2019. "Local variety and innovation performance in the EU textile and clothing industry," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 28(8), pages 841-857, November.

2018

  1. Donato Iacobucci & Francesco Perugini, 2018. "Changing Models of Innovation in the EU Textile and Clothing Industry," L'industria, Società editrice il Mulino, issue 2, pages 173-194.

2017

  1. Germana Giombini & Francesco Perugini & Giuseppe Travaglini, 2017. "The productivity slowdown puzzle of European countries: a focus on Italy," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, vol. 6(6), pages 1-20, January-A.

2016

  1. Giorgio Calcagnini & Ilario Favaretto & Germana Giombini & Francesco Perugini & Rosalba Rombaldoni, 2016. "The role of universities in the location of innovative start-ups," The Journal of Technology Transfer, Springer, vol. 41(4), pages 670-693, August.

2012

  1. Kiviet, Jan F. & Phillips, Garry D.A., 2012. "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.
  2. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 532-557, September.
  3. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 474-499, April.
  4. Liu-Evans Gareth D. & Phillips Garry D. A., 2012. "Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November.
  5. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
  6. Daianu, Daniel & Kallai, Ella & Lungu, Laurian, 2012. "Tax Policy under the Curse of Low Revenues: The Case of Romania (Part I)," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 156-186, March.

2011

  1. Emma Iglesias & Garry Phillips, 2011. "Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation," Econometric Reviews, Taylor & Francis Journals, vol. 30(3), pages 303-336.
  2. Laurian LUNGU, 2011. "The Romanian economy - four years after the EU accession," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 31-48, December.

2010

  1. Iglesias, Emma M. & Phillips, Garry D.A., 2010. "The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model," Economics Letters, Elsevier, vol. 109(1), pages 42-45, October.

2009

  1. James Foreman-Peck & Laurian Lungu, 2009. "Fiscal devolution and dependency," Applied Economics, Taylor & Francis Journals, vol. 41(7), pages 815-828.

2008

  1. Emma M. Iglesias & Garry D. A. Phillips, 2008. "Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 719-737, July.
  2. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
  3. Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008. "Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution," Economic Modelling, Elsevier, vol. 25(2), pages 255-273, March.
  4. Daianu, Daniel & Lungu, Laurian, 2008. "Why Is This Financial Crisis Occurring? How To Respond To It?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 59-87, December.

2007

  1. Daniel Daianu & Laurian Lungu, 2007. "Inflation Targeting, Between Rhetoric and Reality. The Case of Transition Economies," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 4(1), pages 39-64, June.

2006

  1. Laurian Lungu & Patrick Minford, 2006. "Explaining The Equity Risk Premium," Manchester School, University of Manchester, vol. 74(6), pages 670-700, December.

2005

  1. Iglesias, Emma M. & Phillips, Garry D.A., 2005. "Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test," Econometric Theory, Cambridge University Press, vol. 21(6), pages 1058-1086, December.
  2. Jan F. Kiviet & Garry D. A. Phillips, 2005. "Moment approximation for least-squares estimators in dynamic regression models with a unit root *," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 115-142, July.

2003

  1. Iglesias, Emma M. & Phillips, Garry D. A., 2003. "Another look about the evolution of the risk premium: a VAR-GARCH-M model," Economic Modelling, Elsevier, vol. 20(4), pages 777-789, July.
  2. Patrick Minford & Francesco Perugini & Naveen Srinivasan, 2003. "How Different are Money Supply Rules from Taylor Rules?," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 38(2), pages 157-166, July.

2002

  1. Minford, Patrick & Perugini, Francesco & Srinivasan, Naveen, 2002. "Are interest rate regressions evidence for a Taylor rule?," Economics Letters, Elsevier, vol. 76(1), pages 145-150, June.

2001

  1. Iglesias, Emma M. & Phillips, Garry D. A., 2001. "Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models," Economics Letters, Elsevier, vol. 74(1), pages 21-24, December.

2000

  1. Phillips, Garry D. A., 2000. "An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.

1999

  1. Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1999. "Alternative bias approximations in first-order dynamic reduced form models," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 909-928, June.
  2. Hadri, Kaddour & Phillips, Garry D. A., 1999. "The accuracy of the higher order bias approximation for the 2SLS estimator," Economics Letters, Elsevier, vol. 62(2), pages 167-174, February.

1998

  1. Jan F. Kiviet & Garry D.A. Phillips, 1998. "Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 44-70.
  2. Cheung Ip, Wai & Phillips, Garry D. A., 1998. "The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients," Economics Letters, Elsevier, vol. 60(3), pages 303-310, September.

1996

  1. Kiviet, Jan F. & Phillips, Garry D. A., 1996. "The bias of the ordinary least squares estimator in simultaneous equation models," Economics Letters, Elsevier, vol. 53(2), pages 161-167, November.

1995

  1. Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1995. "The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models," Journal of Econometrics, Elsevier, vol. 69(1), pages 241-266, September.

1994

  1. Kiviet, Jan F. & Phillips, Garry D. A., 1994. "Bias assessment and reduction in linear error-correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 215-243, July.

1993

  1. Kiviet, Jan F. & Phillips, Garry D.A., 1993. "Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable," Econometric Theory, Cambridge University Press, vol. 9(1), pages 62-80, January.

1992

  1. Kiviet, Jan F & Phillips, Garry D A, 1992. "Exact Similar Tests for Unit Roots and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 349-367, August.

1989

  1. Phillips, G D A & McCabe, B P M, 1989. "A Sequential Approach to Testing for Structural Change in Econometric Models," Empirical Economics, Springer, vol. 14(2), pages 151-165.

1988

  1. Phillips, Garry D A, 1988. "Testing for Serial Correlation after Three Stage Least Squares Estimation," Bulletin of Economic Research, Wiley Blackwell, vol. 40(2), pages 145-151, April.

1984

  1. Phillips, G. D. A. & Harvey, A. C., 1984. "A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models," Economics Letters, Elsevier, vol. 15(3-4), pages 301-307.

1983

  1. Phillips, G. D. A. & McCabe, B. P., 1983. "The independence of tests for structural change in regression models," Economics Letters, Elsevier, vol. 12(3-4), pages 283-287.

1982

  1. Harvey, Andrew C & Phillips, Garry D A, 1982. "Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations," Bulletin of Economic Research, Wiley Blackwell, vol. 34(2), pages 79-91, November.

1981

  1. Harvey, A. C. & Phillips, G. D. A., 1981. "Testing for heteroscedasticity in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 15(3), pages 311-340, April.
  2. Harvey, A. C. & Phillips, G. D. A., 1981. "Testing for serial correlation in simultaneous equation models : Some further results," Journal of Econometrics, Elsevier, vol. 17(1), pages 99-105, September.

1980

  1. Harvey, A C & Phillips, G D A, 1980. "Testing for Serial Correlation in Simultaneous Equation Models," Econometrica, Econometric Society, vol. 48(3), pages 747-759, April.

1977

  1. Phillips, Garry D A & Hale, C, 1977. "The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 219-228, February.
  2. Phillips, Garry D. A., 1977. "Recursions for the two-stage least-squares estimators," Journal of Econometrics, Elsevier, vol. 6(1), pages 65-77, July.

1974

  1. Harvey, A. C. & Phillips, G. D. A., 1974. "A comparison of the power of some tests for heteroskedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 2(4), pages 307-316, December.

Books

2012

  1. Phillips,Garry D. A. & Tzavalis,Elias (ed.), 2012. "The Refinement of Econometric Estimation and Test Procedures," Cambridge Books, Cambridge University Press, number 9781107406247.

2007

  1. Phillips,Garry D. A. & Tzavalis,Elias (ed.), 2007. "The Refinement of Econometric Estimation and Test Procedures," Cambridge Books, Cambridge University Press, number 9780521870535.

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