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Publications

by members of

University of Nottingham → School of Economics → Granger Centre for Time Series Econometrics

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 | Chapters |

Working papers

2025

  1. Kevin Lee & Viet Nguyen & Kalvinder Shields, 2025, "Learning, Heuristics and Anchored Inflation: How Do Different Types of Consumer Change Their Minds about Inflation?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-28, May.
  2. Andres Rodriguez-Clare & Mauricio Ulate & Jose P Vasquez, 2025, "Trade with nominal rigidities: Understanding the unemployment and welfare effects of the China shock," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2088, Mar.
  3. Andres Rodriguez-Clare & Mauricio Ulate & Jose P Vasquez, 2025, "The 2025 trade war: Dynamic impacts across US States and the global economy," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp2103, May.
  4. Eduardo D‡vila & AndrŽs Rodr’guez-Clare & Andreas Schaab & Stacy Tan, 2025, "A Dynamic Theory of Optimal Tariffs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2444, May.
  5. Zhuokai Huang & Demian Pouzo & Andrés Rodríguez-Clare, 2025, "Characterizing Optimality in Dynamic Settings: A Monotonicity-based Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 34224, Sep.
  6. Dominick G. Bartelme & Yuyang Jiang & Konstantin Kucheryavyy & Andrés Rodríguez-Clare, 2025, "Scale Economies, Input-Output Loops, and Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 34258, Sep.

2023

  1. Kevin Lee & Michael J Mahony & Paul Mizen, 2023, "Measuring Flexible Prices, Flexible Output and Marginal Costs Using Survey Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2023-01, Jan.

2022

  1. Kevin Lee & Kalvinder Shields & Guido Turnip, 2022, "Shock Persistence, Uncertainty and News-Driven Business Cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-34, May.
  2. Kevin Lee & Paul Mizen & Michael Mahony, 2022, "Investment and Capacity Utilisation in a Putty-Clay Framework," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-03, Feb.
  3. Alex Botsis & Kevin Lee, 2022, "Nowcasting Using Firm-Level Survey Data; Tracking UK Output Fluctuations and Recessionary Events," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-20, Oct.
  4. Bergquist, Lauren & Faber, Benjamin & Fally, Thibault & Hoelzlein, Matthias & Miguel, Edward & Rodríguez-Clare, Andrés, 2022, "Scaling Agricultural Policy Interventions," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt5590542t, Dec.
  5. Svetlana Demidova & Konstantin Kucheryavyy & Takumi Naito & Andrés Rodríguez-Clare, 2022, "The Small Open Economy in a Generalized Gravity Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 30394, Aug.

2021

  1. Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2021, "Simple Tests for Stock Return Predictability with Good Size and Power Properties," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29814, Feb.
  2. Konstantin Kucheryavyy & Gary Lyn & Andrés Rodríguez-Clare, 2021, "Spatial Equilibria: The Case of Two Regions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29592, Dec.

2020

  1. Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert, 2020, "Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 27775, Jun.
  2. Propper, Carol & Janke, Katharina & Lee, Kevin & Shields, Kalvinder & Shields, Michael A, 2020, "Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 14507, Mar.
  3. Kevin Lee & Michael Mahony & Paul Mizen, 2020, "Output expectations, uncertainty and the UK business cycle; Evidence from the CBI's suite of business surveys," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2020/12.
  4. Kevin Lee & Michael Mahony & Paul Mizen, 2020, "The CBI Suite of Business Surveys," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-08, Aug.
  5. Andres Rodriguez-Clare & Mauricio Ulate & Jose P. Vasquez, 2020, "New-Keynesian Trade: Understanding the Employment and Welfare Effects of Trade Shocks," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-32, Sep, DOI: 10.24148/wp2020-32.

2019

  1. Martin Kaae Jensen, 2019, "On the Strategic Benefits of Diversity," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1419, Jul.
  2. Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2019, "Measuring the Fiscal Multiplier when Plans Take Time to Implement," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-13, Feb.
  3. Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2019, "The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-14, Feb.
  4. Ana Margarida Fernandes & Peter J. Klenow & Sergii Meleshchuk & Martha Denisse Pierola & Andrés Rodríguez-Clare, 2019, "The intensive margin in trade," CESifo Working Paper Series, CESifo, number 7540.
  5. Costinot, Arnaud & Bartelme, Dominick & Donaldson, Dave & Rodríguez-Clare, Andres, 2019, "The Textbook Case for Industrial Policy: Theory Meets Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 13931, Aug.
  6. Perez-Richet, Eduardo & Vigier, Adrien & Bizzotto, Jacopo, 2019, "Information Design with Agency," CEPR Discussion Papers, Centre for Economic Policy Research, number 13868, Jul.

2018

  1. Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert, 2018, "Detecting Regimes of Predictability in the U.S. Equity Premium," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 23198, May.
  2. David Harvey & Stephen Leybourne & Yang Zu, 2018, "Testing explosive bubbles with time-varying volatility," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 18/05, May.
  3. Daron Acemoglu & Martin Kaae Jensen, 2018, "Equilibrium Analysis in the Behavioral Neoclassical Growth Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 25363, Dec.
  4. Costinot, Arnaud & Rodríguez-Clare, Andres, 2018, "The US Gains From Trade: Valuation Using the Demand for Foreign Factor Services," CEPR Discussion Papers, Centre for Economic Policy Research, number 12788, Mar.
  5. Matteo Barigozzi & Lorenzo Trapani, 2018, "Determining the dimension of factor structures in non-stationary large datasets," Papers, arXiv.org, number 1806.03647, Jun.
  6. Yuhta Ishii & Aniko Ory & Adrien Vigier, 2018, "Competing for Talent," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2119, Feb.

2017

  1. David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Forecast evaluation tests and negative long-run variance estimates in small samples," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/03, Mar.
  2. David I. Harvey & Stephen J. Leybourne & Emily J. Whitehouse, 2017, "Testing for a unit root against ESTAR stationarity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/02, Feb.
  3. Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017, "A bootstrap stationarity test for predictive regression invalidity," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 17/04, Apr.
  4. Jensen, Martin Kaae & Rigos, Alexandros, 2017, "Evolutionary Games and Matching Rules," Working Papers, Lund University, Department of Economics, number 2017:11, Sep, revised 06 Mar 2018.
  5. Simon Galle & Andrés Rodríguez-Clare & Moises Yi, 2017, "Slicing the Pie: Quantifying the Aggregate and Distributional Effects of Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 23737, Aug.
  6. Dave Donaldson & Arnaud Costinot & Andres Rodriguez-Clare & Dominick Bartelme, 2017, "Sector-Level Economies of Scale: Estimation Using Trade Data," 2017 Meeting Papers, Society for Economic Dynamics, number 1643.
  7. Matteo Barigozzi & Lorenzo Trapani, 2017, "Sequential testing for structural stability in approximate factor models," Papers, arXiv.org, number 1708.02786, Aug, revised Mar 2020.

2016

  1. Chrystalleni Aristidou & David Harvey & Stephen Leybourne, 2016, "The impact of the initial condition on covariate augmented unit root tests," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/01, Jan.
  2. Sam Astill & David Harvey & Stephen Leybourne & Robert Taylor, 2016, "Tests for an end-of-sample bubble in financial time series," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 16/02, Feb.
  3. Arnaud Costinot & Andrés Rodríguez-Clare & Iván Werning, 2016, "Micro to Macro: Optimal Trade Policy with Firm Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 21989, Feb.
  4. Konstantin Kucheryavyy & Gary Lyn & Andrés Rodríguez-Clare, 2016, "Grounded by Gravity: A Well-Behaved Trade Model with Industry-Level Economies of Scale," NBER Working Papers, National Bureau of Economic Research, Inc, number 22484, Aug.
  5. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2016, "Testing for Instability in Covariance Structures," Working papers, University of Connecticut, Department of Economics, number 2016-33, Aug.

2015

  1. Martin Kaae Jensen, 2015, "Existence, Uniqueness, and Comparative Statics in Contests," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 15/16, Jul.
  2. Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2015, "Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2015/13.
  3. Costas Arkolakis & Arnaud Costinot & Dave Donaldson & Andrés Rodríguez-Clare, 2015, "The Elusive Pro-Competitive Effects of Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 21370, Jul.
  4. Jesper Rudiger & Adrien Vigier, 2015, "Pundits and Quacks," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1997, Mar.

2014

  1. David Harvey & Stephen Leybourne, 2014, "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 14/04, Apr.
  2. Martin Kaae Jensen & Alexandros Rigos, 2014, "Evolutionary Games with Group Selection," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 14/09, Jul.
  3. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014, "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2014/06, Jun.
  4. Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014, "Inference on Factor Structures in Heterogeneous Panels," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 088, Sep.
  5. Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014, "Testing for no factor structures: on the use of average-type and Hausman-type statistics," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 092, Oct.
  6. Carolina Castagnetti & Eduardo Rossi & Lorenzo Trapani, 2014, "A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 066, Jan.
  7. Sanjeev Goyal & Adrien Vigier, 2014, "Interaction, Protection and Epidemics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1458, Jun.
  8. Sanjeev Goyal & Adrien Vigier, 2014, "Attack, Defense and Contagion in Networks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1451, Jan.

2013

  1. David I. Harvey & Stephen J. Leybourne, 2013, "Break date estimation for models with deterministic structural change," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/02, Feb.
  2. Rodríguez-Clare, Andres & Costinot, Arnaud, 2013, "Trade Theory with Numbers: Quantifying the Consequences of Globalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 9398, Mar.
  3. Costas Arkolakis & Natalia Ramondo & Andrés Rodríguez-Clare & Stephen Yeaple, 2013, "Innovation and Production in the Global Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 18972, Apr.

2012

  1. David Harvey & Neil Kellard & Jakob Madsen & Mark Wohar, 2012, "Trends and Cycles in Real Commodity Prices: 1650-2010," CEH Discussion Papers, Centre for Economic History, Research School of Economics, Australian National University, number 010, Dec.
  2. Martin Kaae Jensen, 2012, "Distributional Comparative Statics," Discussion Papers, Department of Economics, University of Birmingham, number 12-08, Jun.
  3. Daron Acemoglu & Martin Kaae Jensen, 2012, "Robust Comparative Statics in Large Dynamic Economies," Levine's Working Paper Archive, David K. Levine, number 786969000000000507, Sep.
  4. Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2012, "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods," Department of Economics - Working Papers Series, The University of Melbourne, number 1138.
  5. Charles Sabel & Eduardo Fernandez-Arias & Ricardo Hausmann & Andres Rodriguez-Clare & Ernesto H. Stein, 2012, "Export Pioneers in Latin America," Research Department Publications, Inter-American Development Bank, Research Department, number 4769, Apr.
  6. Natalia Ramondo & Andrés Rodríguez-Clare & Milagro Saborío-Rodríguez, 2012, "Trade, Domestic Frictions, and Scale Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 18532, Nov.
  7. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2012, "Testing for Breaks in Cointegrated Panels," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 135, Feb.
  8. Holden, Steinar & Natvig, Gisle James & Vigier, Adrien, 2012, "An Equilibrium Model of Credit Rating Agencies," Memorandum, Oslo University, Department of Economics, number 01/2013, Dec.

2011

  1. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011, "Robust methods for detecting multiple level breaks in autocorrelated time series," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 11/01, Jan.
  2. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011, "Unit root testing under a local break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 11/02, Feb.
  3. Kevin Lee, James Morley and Kalvinder Sheields, 2011, "The Meta Taylor Rule," Department of Economics - Working Papers Series, The University of Melbourne, number 1131.
  4. Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang, 2011, "The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis," Department of Economics - Working Papers Series, The University of Melbourne, number 1132.
  5. Massimo Antonini & Kevin Lee & Jacinta Pires, 2011, "Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in Ten EU Countries," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 11/08, Aug.
  6. Svetlana Demidova & Andrés Rodríguez-Clarez, 2011, "The Simple Analytics of the Melitz Model in a Small Open Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 17521, Oct.
  7. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2011, "Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 129, Feb.

2010

  1. Panicos Demetriades & Mauro Costantini & Gregory James & Kevin Lee, 2010, "Financial Restraints and Private Investment: Evidence from a Nonstationary Panel," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 10/06, Jan.
  2. Kevin Lee & Kalvinder Shields, 2010, "Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One?," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 10/08, Aug.
  3. Lederman, Daniel & Rodriguez-Clare, Andres & Yi Xu, Daniel, 2010, "Entrepreneurship and the extensive margin in export growth : a microeconomic accounting of Costa Rica's export growth during 1997-2007," Policy Research Working Paper Series, The World Bank, number 5376, Jul.

2009

  1. David I. Harvey & Stephen J. Leybourne & Lisa Xiao, 2009, "Testing for nonlinear trends when the order of integration is unknown," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 09/04, Aug.
  2. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009, "Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 09/01, Mar.
  3. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2009, "The impact of the initial condition on robust tests for a linear trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 09/03, Jul.
  4. Acemoglu, Daron & Jensen, Martin Kaae, 2009, "Aggregate Comparative Statics," CEPR Discussion Papers, Centre for Economic Policy Research, number 7254, Apr.
  5. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2009, "Measuring the Natural Output Gap using Actual and Expected Output Data," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0911, Oct.
  6. Lee, Kevin & Olekalns, Nils & Shields, Kalvinder, 2009, "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available," CEPR Discussion Papers, Centre for Economic Policy Research, number 7426, Sep.
  7. Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009, "Decision Making in hard Times: What is a Recession, Why Do We Care and How Do We Know When We Are in One?," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/22, Oct.
  8. Ann Harrison & Andrés Rodríguez-Clare, 2009, "Trade, Foreign Investment, and Industrial Policy for Developing Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 15261, Aug.
  9. Natalia Ramondo & Andrés Rodríguez-Clare, 2009, "Trade, Multinational Production, and the Gains from Openness," NBER Working Papers, National Bureau of Economic Research, Inc, number 15604, Dec.
  10. Costas Arkolakis & Arnaud Costinot & Andrés Rodríguez-Clare, 2009, "New Trade Models, Same Old Gains?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15628, Dec.
  11. Harrison, Ann E. & Rodriguez-Clare, Andres, 2009, "Trade, Foreign Investment, and Industrial Policy," MPRA Paper, University Library of Munich, Germany, number 15561.

2008

  1. David I. Harvey & Stephen J. Leybourne & Nikolaos D. Sakkas, 2008, "Panel root tests and the impact of initial observations," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 06/02, Jun.
  2. David Harris & David I. Harvey & Stephen J. Leybourne & Nikoloas D. Sakkas, 2008, "Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 08/02, Mar.
  3. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008, "Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 08/04, Jun.
  4. Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008, "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-62, Dec.
  5. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008, "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 08/03, May.
  6. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008, "Seasonal unit root tests and the role of initial conditions," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 08/01, Mar.
  7. Costas Arkolakis & Svetlana Demidova & Peter J. Klenow & Andrés Rodríguez-Clare, 2008, "Endogenous Variety and the Gains from Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 13933, Apr.
  8. Andres Rodriguez-Clare & Natalia Ramondo, 2008, "The Geography of Trade and Multinational Production," 2008 Meeting Papers, Society for Economic Dynamics, number 553.
  9. Lorenzo Trapani, 2008, "Sieve bootstrap for nonstationary panel factor models," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0812.
  10. Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2008, "On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0803.
  11. Vigier, A., 2008, "Globalization, Education, and the Topology of Social Networks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0851, Sep.

2007

  1. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2007, "Unit root testing in practice: dealing with uncertainty over the trend and initial condition," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/03, Oct.
  2. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, 2007, "Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 06/03, Oct.
  3. David I. Harvey & Stephen J. Leybourne & Bin Xiao, 2007, "A powerful test for linearity when the order of integration is unknown," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/01, Oct.
  4. David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2007, "Testing for a unit root in the presence of a possible break in trend," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 07/04, Oct.
  5. Carl-Johan Dalgaard & Martin Kaae Jensen, 2007, "Life Cycle Savings, Bequest, and the Diminishing Impact of Scale on Growth," Discussion Papers, University of Copenhagen. Department of Economics, number 07-17, Aug.
  6. Paul Mizen & Kevin Lee, 2007, "Household Credit and Probability Forecasts of Financial Distress in the United Kingdom," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 07/08, Aug.
  7. Andrés Rodríguez-Clare, 2007, "Offshoring in a Ricardian World," Working Papers, eSocialSciences, number id:1043.
  8. Andrés Rodríguez-Clare, 2007, "Trade, Diffusion and the Gains from Openness," NBER Working Papers, National Bureau of Economic Research, Inc, number 13662, Dec.
  9. Svetlana Demidova & Andrés Rodríguez-Clare, 2007, "Trade Policy under Firm-Level Heterogeneity in a Small Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 13688, Dec.
  10. Andres Rodriguez-Clare & Svetlana Demidova, 2007, "Export Subsidies, Productivity and Welfare under Firm-Level Heterogeneity," 2007 Meeting Papers, Society for Economic Dynamics, number 914.
  11. Lorenzo Trapani & Giovanni Urga, 2007, "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0711.
  12. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 92, Mar.

2006

  1. David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2006, "Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis," Discussion Papers, University of Nottingham, School of Economics, number 06/11, Nov.
  2. Clements, Michael P & Harvey, David I, 2006, "Forecast Encompassing Tests and Probability Forecasts," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 774.
  3. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, 2006, "A simple, robust and powerful test of the trend hypothesis," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 06/01, Sep.
  4. Martin K. Jensen, 2006, "Aggregative Games," Discussion Papers, Department of Economics, University of Birmingham, number 06-10, Aug.
    • Martin Kaae Jensen, 2018, "Aggregative games," Chapters, Edward Elgar Publishing, chapter 4, in: Luis C. Corchón & Marco A. Marini, "Handbook of Game Theory and Industrial Organization, Volume I".
  5. Anthony Garratt & Kevin Lee, 2006, "Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0616, Dec.
  6. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006, "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0618, Dec.
  7. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006, "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0619, Dec.
  8. Melo, Alberto & Rodríguez-Clare, Andrés, 2006, "Productive Development Policies and Supporting Institutions in Latin America and The Caribbean," IDB Publications (Working Papers), Inter-American Development Bank, number 3358, Feb, DOI: http://dx.doi.org/10.18235/0011292.
  9. Lorenzo Trapani & Giovanni Urga, 2006, "Optimal forecasting with heterogeneous panels: a Monte Carlo study," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0616.
  10. Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006, "Asymptotics for panel models with common shocks," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0615.

2005

  1. David Harvey & Stephen Leybourne & A M Robert Taylor, 2005, "On Robust Trend Function Hypothesis Testing," Discussion Papers, Department of Economics, University of Birmingham, number 05-07, Feb.
  2. Kevin Lee & Anthony Garratt, 2005, "Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts," Computing in Economics and Finance 2005, Society for Computational Economics, number 259, Nov.
  3. Rodríguez-Clare, Andres & Maggi, Giovanni, 2005, "A Political-Economy Theory of Trade Agreements," CEPR Discussion Papers, Centre for Economic Policy Research, number 5321, Oct.
  4. Rodríguez-Clare, Andrés, 2005, "Coordination failures, clusters, and microeconomic interventions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123062, Oct.
  5. Rodríguez-Clare, Andrés, 2005, "Microeconomic Interventions after the Washington Consensus," IDB Publications (Working Papers), Inter-American Development Bank, number 1550, Feb, DOI: http://dx.doi.org/10.18235/0010838.
  6. Rodríguez-Clare, Andrés, 2005, "Innovation and Technology Adoption in Central America," IDB Publications (Working Papers), Inter-American Development Bank, number 1552, Jul, DOI: http://dx.doi.org/10.18235/0010839.
  7. Rodríguez-Clare, Andrés, 2005, "Clusters and Comparative Advantage: Implications for Industrial Policy," IDB Publications (Working Papers), Inter-American Development Bank, number 1930, Dec, DOI: http://dx.doi.org/10.18235/0010960.
  8. Maloney, William & Rodríguez-Clare, Andrés, 2005, "Innovation Shortfalls," IDB Publications (Working Papers), Inter-American Development Bank, number 1986, Dec, DOI: http://dx.doi.org/10.18235/0010999.
  9. Andrés Rodríguez-Clare, 2005, "Conglomerados y ventaja comparativa: implicaciones para la política industrial," Research Department Publications, Inter-American Development Bank, Research Department, number 4392, Dec.
  10. Andrés Rodríguez-Clare, 2005, "Intervenciones microeconómicas después del Consenso de Washington," Research Department Publications, Inter-American Development Bank, Research Department, number 4394, Feb.
  11. Andrés Rodríguez-Clare, 2005, "Adopción de innovación y tecnologías en Centroamérica," Research Department Publications, Inter-American Development Bank, Research Department, number 4396, Jul.
  12. William Maloney & Andrés Rodríguez-Clare, 2005, "Insuficiencias de innovación," Research Department Publications, Inter-American Development Bank, Research Department, number 4430, Dec.
  13. Andrés Rodríguez-Clare, 2005, "Fallas de coordinación, conglomerados e intervenciones microeconómicas," Research Department Publications, Inter-American Development Bank, Research Department, number 4432, Dec.

2004

  1. Robert Taylor & Stephen Leybourne & David Harvey, 2004, "Modified Tests for a Change in Persistence," Econometric Society 2004 Australasian Meetings, Econometric Society, number 64, Aug.
  2. Kalvinder Shields & Kevin Lee, 2004, "Overcoming Measurement Error Problems in the use of Survey Data on Expectations," Econometric Society 2004 Australasian Meetings, Econometric Society, number 107, Aug.
  3. Kevin Lee & Kalvinder Shields, 2004, "Business survey forecasts and measurement of output trends in five European economies," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 52, Sep.
  4. David Fielding & Kevin Lee & Kalvinder Shields, 2004, "The Characteristics of Macroeconomic Shocks in the CFA Franc Zone," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2004-21.
  5. David Fielding & Kevin Lee & Kalvinder Shields, 2004, "Modelling Macroeconomic Linkages in a Monetary Union: A West African Example," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number RP2004-22.
  6. Alfaro, Laura & Rodríguez-Clare, Andrés, 2004, "Multinationals and linkages: an empirical investigation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123232, Apr.
  7. Peter J. Klenow & Andrés Rodríguez-Clare, 2004, "Externalities and Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 11009, Dec.
  8. Ciaran Driver & Lorenzo Trapani, 2004, "Cross Section Vs Time Series Measures of Uncertainty: Using UK Survey Data," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 330, Aug.
  9. Giovanni Urga & Lorenzo Trapani, 2004, "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 266, Aug.
  10. Ciaran Driver & Lorenzo Trapani & Giovanni Urga, 2004, "Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 96, Sep.

2003

  1. Steve Leybourne & David Harvey, 2003, "On Unit Root Tests and the Initial Observation," Econometrics, University Library of Munich, Germany, number 0311006, Nov.
  2. Bourguignon, François & Rodríguez-Clare, Andrés, 2003, "Comments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123206, Apr.

2002

  1. Jack Glen & Kevin Lee & Ajit Singh, 2002, "Corporate profitability and the dynamics of competition in emerging markets: a time series analysis," Working Papers, Centre for Business Research, University of Cambridge, number wp248, Dec.

2001

  1. Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin, 2001, "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 64, Dec.
  2. Andrés Rodríguez-Clare, 2001, "Costa Rica’s Development Strategy based on Human Capital and Technology: how it got there, the impact of Intel, and lessons for other countries," Human Development Occasional Papers (1992-2007), Human Development Report Office (HDRO), United Nations Development Programme (UNDP), number HDOCPA-2001-12, Jul.

2000

  1. Mich Tvede & Martin Kaae Jensen, 2000, "Endogenous Growth and Competitive Markets," Discussion Papers, University of Copenhagen. Department of Economics, number 00-14, Nov.
  2. Glen, J. & Lee, K. & Singh. A., 2000, "Competition, Corporate Governance and Financing of corporate Growth in Emerging Markets," Accounting and Finance Discussion Papers, Faculty of Economics, University of Cambridge, number 00-af46, Dec.
  3. Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000, "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0004, May.
  4. Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000, "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 00/4, Jun.
  5. Felipe Larrain B. & Andres Rodriguez-Clare, 2000, "Intel: A Case Study of Foreign Direct Investment in Central America," CID Working Papers, Center for International Development at Harvard University, number 58A, Dec.

1999

  1. Anthony Garratt & Kevin Lee & Yongcheol Shin, 1999, "A long run structural macroeconometric model of the UK (first version)," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 17, Oct.

1998

  1. Van Garderen, K. J. & Lee, K. & Pesaran M., 1998, "Cross-sectional Aggregation of Non-linear Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9803.
  2. Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998, "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9812.
  3. Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998, "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9823, Nov.
  4. Giovanni Maggi & Andrés Rodríguez-Clare, 1998, "Import Peneteration and the Politics of Trade Protection," NBER Working Papers, National Bureau of Economic Research, Inc, number 6711, Aug.

1996

  1. Kevin Lee & Hashem Pesaran & Ron Smith, 1996, "Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model," Working Papers, Economic Research Forum, number 9637, May, revised 12 May 1996.
  2. Cosh, Andy & Hughes, Alan & Lee, Kevin & Singh, Ajit, 1996, "Takeovers, institutional investment and the persistence of profits," MPRA Paper, University Library of Munich, Germany, number 39061, Mar.
  3. Andres Rodriguez-Clare, 1996, "The role of trade in technology diffusion," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 114, DOI: 10.21034/dp.114.
  4. Maggi, G & Rodriguez-Clare, A, 1996, "The Value of Trade Agreements in the Presence of Political Pressures," Papers, Princeton, Woodrow Wilson School - Public and International Affairs, number 180.

1995

  1. Lee, K.C., 1995, "Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9409.
  2. Lee, K., 1995, "Expectations Fromation and Business Cycle Fluctuations : An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1993," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9524.
  3. Lee, K. & Psaran, M.H. & Smith, R., 1995, "Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9531.
  4. Avner Greif & Andres Rodriguez-Clare, 1995, "A Transactions-Cost Theory of Agglomeration Economies," Working Papers, Stanford University, Department of Economics, number 95003, Jul.

1992

  1. Lee, K.C. & Pesaran, M.H., 1992, "The Role of Sectoral Interactions in Wage Determination in the UK Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9214.
  2. Pesaran, M. & Pierse, R.G. & Lee, K.C., 1992, "Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9219.

1991

  1. Lee, K.C. & Paearan, M.H. & Pierse, R.G., 1991, "Persistence of Shocks and Its Sources in a Multisectorial Model of UK Output Growth," Papers, California Los Angeles - Applied Econometrics, number 39.

1990

  1. Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990, "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9020.

1988

  1. K. Lee & M. H. Pesaran & R. G. Pierse, 1988, "Aggregation Bias and Labor Demand Equations for the U.K. Economy," UCLA Economics Working Papers, UCLA Department of Economics, number 492, Jul.

Undated

  1. Kevin Lee & Kalvinder Shields, undated, "Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies," Discussion Papers in European Economics, Division of Economics, School of Business, University of Leicester, number 99/7.
  2. Lorenzo Trapani, undated, "Assessing The Predictive Performance Of Homogeneous, Heterogeneous And Shrinkage Estimators For Heterogeneous Panels: A Monte Carlo Study," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 121.

Journal articles

2025

  1. Dominick Bartelme & Arnaud Costinot & Dave Donaldson & Andrés Rodríguez-Clare, 2025, "The Textbook Case for Industrial Policy: Theory Meets Data," Journal of Political Economy, University of Chicago Press, volume 133, issue 5, pages 1527-1573, DOI: 10.1086/734129.

2024

  1. Daron Acemoglu & Martin Kaae Jensen, 2024, "Equilibrium Analysis in Behavioural One-Sector Growth Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 91, issue 2, pages 599-640.
  2. Demidova, Svetlana & Kucheryavyy, Konstantin & Naito, Takumi & Rodríguez-Clare, Andrés, 2024, "The small open economy in a generalized gravity model," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103997.
  3. Kucheryavyy, Konstantin & Lyn, Gary & Rodríguez-Clare, Andrés, 2024, "Spatial Equilibria: The Case of Two Regions," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.104008.

2023

  1. Janke, Katharina & Lee, Kevin & Propper, Carol & Shields, Kalvinder & Shields, Michael A., 2023, "Economic conditions and health: Local effects, national effect and local area heterogeneity," Journal of Economic Behavior & Organization, Elsevier, volume 214, issue C, pages 801-828, DOI: 10.1016/j.jebo.2023.07.003.
  2. Konstantin Kucheryavyy & Gary Lyn & Andrés Rodríguez-Clare, 2023, "Grounded by Gravity: A Well-Behaved Trade Model with Industry-Level Economies of Scale," American Economic Journal: Macroeconomics, American Economic Association, volume 15, issue 2, pages 372-412, April, DOI: 10.1257/mac.20190156.
  3. Ana M. Fernandes & Peter J. Klenow & Sergii Meleshchuk & Martha Denisse Pierola & Andrés Rodríguez- Clare, 2023, "The Intensive Margin in Trade: How Big and How Important?," American Economic Journal: Macroeconomics, American Economic Association, volume 15, issue 3, pages 320-354, July, DOI: 10.1257/mac.20200269.
  4. Andrés Rodríguez-Clare & Mauricio Ulate & Jose P. Vasquez, 2023, "Supply Chain Disruptions, Trade Costs, and Labor Markets," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, volume 2023, issue 02, pages 1-5, January.
  5. Simon Galle & Andrés Rodríguez-Clare & Moises Yi, 2023, "Slicing the Pie: Quantifying the Aggregate and Distributional Effects of Trade," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 1, pages 331-375.

2022

  1. Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder, 2022, "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2022.102601.

2021

  1. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2021, "Simple tests for stock return predictability with good size and power properties," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 198-214, DOI: 10.1016/j.jeconom.2021.01.004.
  2. David I. Harvey & Stephen J. Leybourne & Robert Sollis & A.M. Robert Taylor, 2021, "Real‐time detection of regimes of predictability in the US equity premium," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 1, pages 45-70, January, DOI: 10.1002/jae.2794.

2020

  1. Harvey, David I. & Leybourne, Stephen J. & Zu, Yang, 2020, "Sign-Based Unit Root Tests For Explosive Financial Bubbles In The Presence Of Deterministically Time-Varying Volatility," Econometric Theory, Cambridge University Press, volume 36, issue 1, pages 122-169, February.
  2. Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2020, "Date-stamping multiple bubble regimes," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 226-246, DOI: 10.1016/j.jempfin.2020.06.004.
  3. Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui‐Lay Tan, 2020, "The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy," The Economic Record, The Economic Society of Australia, volume 96, issue 312, pages 87-106, March, DOI: 10.1111/1475-4932.12509.
  4. Kevin Lee & Kian Ong & Kalvinder K. Shields, 2020, "Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 294-313, September, DOI: 10.1111/1475-4932.12540.
  5. Arnaud Costinot & Andrés Rodríguez‐Clare & Iván Werning, 2020, "Micro to Macro: Optimal Trade Policy With Firm Heterogeneity," Econometrica, Econometric Society, volume 88, issue 6, pages 2739-2776, November, DOI: 10.3982/ECTA14763.
  6. Bizzotto, Jacopo & Rüdiger, Jesper & Vigier, Adrien, 2020, "Testing, disclosure and approval," Journal of Economic Theory, Elsevier, volume 187, issue C, DOI: 10.1016/j.jet.2020.105002.
  7. Jesper Rüdiger & Adrien Vigier, 2020, "Who Acquires Information in Dealer Markets?," American Economic Review, American Economic Association, volume 110, issue 4, pages 1145-1176, April, DOI: 10.1257/aer.20170690.

2019

  1. Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2019, "A Bootstrap Stationarity Test for Predictive Regression Invalidity," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 528-541, July, DOI: 10.1080/07350015.2017.1385467.
  2. David I. Harvey & Stephen J. Leybourne & Yang Zu, 2019, "Testing explosive bubbles with time-varying volatility," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 10, pages 1131-1151, November, DOI: 10.1080/07474938.2018.1536099.
  3. Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2019, "Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 182, issue 1, pages 131-163, January, DOI: 10.1111/rssa.12366.
  4. Costas Arkolakis & Arnaud Costinot & Dave Donaldson & Andrés Rodríguez-Clare, 2019, "The Elusive Pro-Competitive Effects of Trade," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 1, pages 46-80.
  5. Rüdiger, Jesper & Vigier, Adrien, 2019, "Learning about analysts," Journal of Economic Theory, Elsevier, volume 180, issue C, pages 304-335, DOI: 10.1016/j.jet.2019.01.001.

2018

  1. Georgiev, Iliyan & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2018, "Testing for parameter instability in predictive regression models," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 101-118, DOI: 10.1016/j.jeconom.2018.01.005.
  2. Harvey David I. & Leybourne Stephen J. & Whitehouse Emily J., 2018, "Testing for a unit root against ESTAR stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 1, pages 1-29, February, DOI: 10.1515/snde-2016-0076.
  3. Sam Astill & David I. Harvey & Stephen J. Leybourne & Robert Sollis & A. M. Robert Taylor, 2018, "Real‐Time Monitoring for Explosive Financial Bubbles," Journal of Time Series Analysis, Wiley Blackwell, volume 39, issue 6, pages 863-891, November, DOI: 10.1111/jtsa.12409.
  4. Martin Kaae Jensen, 2018, "Distributional Comparative Statics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 581-610.
  5. Martin Kaae Jensen & Alexandros Rigos, 2018, "Evolutionary games and matching rules," International Journal of Game Theory, Springer;Game Theory Society, volume 47, issue 3, pages 707-735, September, DOI: 10.1007/s00182-018-0630-1.
  6. Anthony Garratt & Kevin Lee & Kalvinder Shields, 2018, "The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 391-418, May, DOI: 10.1111/caje.12325.
  7. Costas Arkolakis & Natalia Ramondo & Andrés Rodríguez-Clare & Stephen Yeaple, 2018, "Innovation and Production in the Global Economy," American Economic Review, American Economic Association, volume 108, issue 8, pages 2128-2173, August.
  8. Arnaud Costinot & Andrés Rodríguez-Clare, 2018, "The US Gains from Trade: Valuation Using the Demand for Foreign Factor Services," Journal of Economic Perspectives, American Economic Association, volume 32, issue 2, pages 3-24, Spring.

2017

  1. Harvey, David I. & Kellard, Neil M. & Madsen, Jakob B. & Wohar, Mark E., 2017, "Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day," World Development, Elsevier, volume 89, issue C, pages 57-70, DOI: 10.1016/j.worlddev.2016.07.012.
  2. Aristidou Chrystalleni & Harvey David I. & Leybourne Stephen J., 2017, "The Impact of the Initial Condition on Covariate Augmented Unit Root Tests," Journal of Time Series Econometrics, De Gruyter, volume 9, issue 1, pages 1-23, January, DOI: 10.1515/jtse-2015-0013.
  3. Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert, 2017, "Improving the accuracy of asset price bubble start and end date estimators," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2016.11.001.
  4. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2017, "Tests for an end-of-sample bubble in financial time series," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 651-666, October, DOI: 10.1080/07474938.2017.1307490.
  5. Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2017, "Forecast evaluation tests and negative long-run variance estimates in small samples," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 833-847, DOI: 10.1016/j.ijforecast.2017.05.001.

2016

  1. Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert, 2016, "Tests for explosive financial bubbles in the presence of non-stationary volatility," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 548-574, DOI: 10.1016/j.jempfin.2015.09.002.
  2. Harvey, David I. & Leybourne, Stephen J., 2016, "Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown," Economics Letters, Elsevier, volume 145, issue C, pages 239-245, DOI: 10.1016/j.econlet.2016.06.015.
  3. Jensen, Martin Kaae & Kozlovskaya, Maria, 2016, "A representation theorem for guilt aversion," Journal of Economic Behavior & Organization, Elsevier, volume 125, issue C, pages 148-161, DOI: 10.1016/j.jebo.2016.02.001.
  4. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016, "Information rigidities and the news-adjusted output gap," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 1-17, DOI: 10.1016/j.jedc.2016.06.004.
  5. Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016, "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 374-390, DOI: 10.1016/j.ijforecast.2015.08.004.
  6. Natalia Ramondo & Andrés Rodríguez-Clare & Milagro Saborío-Rodríguez, 2016, "Trade, Domestic Frictions, and Scale Effects," American Economic Review, American Economic Association, volume 106, issue 10, pages 3159-3184, October.
  7. Horváth, Lajos & Trapani, Lorenzo, 2016, "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 54-75, DOI: 10.1016/j.jeconom.2016.01.006.
  8. Trapani, Lorenzo, 2016, "Testing for (in)finite moments," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 57-68, DOI: 10.1016/j.jeconom.2015.08.006.

2015

  1. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015, "Robust and Powerful Tests for Nonlinear Deterministic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 6, pages 780-799, December.
  2. David I. Harvey & Stephen J. Leybourne & Robert Sollis, 2015, "Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble," Journal of Financial Econometrics, Oxford University Press, volume 13, issue 1, pages 166-187.
  3. Neil Kellard & Denise Osborn & Jerry Coakley & Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015, "Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics," Journal of Time Series Analysis, Wiley Blackwell, volume 36, issue 5, pages 603-629, September.
  4. Harvey, David I. & Leybourne, Stephen J., 2015, "Confidence sets for the date of a break in level and trend when the order of integration is unknown," Journal of Econometrics, Elsevier, volume 184, issue 2, pages 262-279, DOI: 10.1016/j.jeconom.2014.09.004.
  5. Daron Acemoglu & Martin Kaae Jensen, 2015, "Robust Comparative Statics in Large Dynamic Economies," Journal of Political Economy, University of Chicago Press, volume 123, issue 3, pages 587-640, DOI: 10.1086/680685.
  6. Kevin Lee & James Morley & Kalvinder Shields, 2015, "The Meta Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, volume 47, issue 1, pages 73-98, February, DOI: 10.1111/jmcb.12169.
  7. Natalia Ramondo & Andrés Rodríguez-Clare & Felix Tintelnot, 2015, "Multinational Production: Data and Stylized Facts," American Economic Review, American Economic Association, volume 105, issue 5, pages 530-536, May.
  8. Lorenzo Trapani, 2015, "Testing for Exogeneity in Cointegrated Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 77, issue 4, pages 475-494, August.
  9. Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015, "Inference on factor structures in heterogeneous panels," Journal of Econometrics, Elsevier, volume 184, issue 1, pages 145-157, DOI: 10.1016/j.jeconom.2014.08.004.
  10. Castagnetti, Carolina & Rossi, Eduardo & Trapani, Lorenzo, 2015, "Testing for no factor structures: On the use of Hausman-type statistics," Economics Letters, Elsevier, volume 130, issue C, pages 66-68, DOI: 10.1016/j.econlet.2015.02.030.
  11. Goyal, Sanjeev & Vigier, Adrien, 2015, "Interaction, protection and epidemics," Journal of Public Economics, Elsevier, volume 125, issue C, pages 64-69, DOI: 10.1016/j.jpubeco.2015.02.010.

2014

  1. Harvey, David I. & Leybourne, Stephen J., 2014, "Asymptotic behaviour of tests for a unit root against an explosive alternative," Economics Letters, Elsevier, volume 122, issue 1, pages 64-68, DOI: 10.1016/j.econlet.2013.11.006.
  2. David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2014, "Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 1, pages 93-111, February.
  3. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2014, "On infimum Dickey–Fuller unit root tests allowing for a trend break under the null," Computational Statistics & Data Analysis, Elsevier, volume 78, issue C, pages 235-242, DOI: 10.1016/j.csda.2012.10.017.
  4. David I. Harvey & Stephen J. Leybourne, 2014, "Break Date Estimation for Models with Deterministic Structural Change," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 76, issue 5, pages 623-642, October.
  5. Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2014, "Robust tests for a linear trend with an application to equity indices," Journal of Empirical Finance, Elsevier, volume 29, issue C, pages 168-185, DOI: 10.1016/j.jempfin.2014.02.004.
  6. Lorenzo Trapani, 2014, "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, volume 23, issue 2, pages 283-286, June, DOI: 10.1007/s11749-014-0367-5.
  7. Sanjeev Goyal & Adrien Vigier, 2014, "Attack, Defence, and Contagion in Networks," The Review of Economic Studies, Review of Economic Studies Ltd, volume 81, issue 4, pages 1518-1542.
  8. Adrien Vigier, 2014, "Meeting friends of friends and homophily: a complementarity," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 2, issue 1, pages 45-52, April, DOI: 10.1007/s40505-013-0025-1.

2013

  1. Sam Astill & David I. Harvey & A. M. Robert Taylor, 2013, "A bootstrap test for additive outliers in non-stationary time series," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 4, pages 454-465, July.
  2. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2013, "Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 265-284, DOI: 10.1016/j.jeconom.2013.04.012.
  3. Acemoglu, Daron & Jensen, Martin Kaae, 2013, "Aggregate comparative statics," Games and Economic Behavior, Elsevier, volume 81, issue C, pages 27-49, DOI: 10.1016/j.geb.2013.03.009.
  4. Mauro Costantini & Panicos O. Demetriades & Gregory A. James & Kevin C. Lee, 2013, "Financial Restraints And Private Investment: Evidence From A Nonstationary Panel," Economic Inquiry, Western Economic Association International, volume 51, issue 1, pages 248-259, January, DOI: j.1465-7295.2011.00424.x.
  5. Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2013, "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods," Manchester School, University of Manchester, volume 81, issue , pages 28-53, October.
  6. Massimo Antonini & Kevin Lee & Jacinta Pires, 2013, "Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue 2-3, pages 277-298, March, DOI: jmcb.12002.
  7. Demidova, Svetlana & Rodríguez-Clare, Andrés, 2013, "The simple analytics of the Melitz model in a small economy," Journal of International Economics, Elsevier, volume 90, issue 2, pages 266-272, DOI: 10.1016/j.jinteco.2013.02.006.
  8. Andrés Rodríguez-Clare, 2013, "External Economies and International Trade Redux: Comment," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 128, issue 4, pages 1895-1905.
  9. Natalia Ramondo & Andrés Rodríguez-Clare, 2013, "Trade, Multinational Production, and the Gains from Openness," Journal of Political Economy, University of Chicago Press, volume 121, issue 2, pages 273-322, DOI: 10.1086/670136.
  10. Trapani, Lorenzo, 2013, "On bootstrapping panel factor series," Journal of Econometrics, Elsevier, volume 172, issue 1, pages 127-141, DOI: 10.1016/j.jeconom.2012.09.001.
  11. Driver, Ciaran & Trapani, Lorenzo & Urga, Giovanni, 2013, "On the use of cross-sectional measures of forecast uncertainty," International Journal of Forecasting, Elsevier, volume 29, issue 3, pages 367-377, DOI: 10.1016/j.ijforecast.2012.11.005.
  12. Ipatova, Ekaterina & Trapani, Lorenzo, 2013, "First-differenced inference for panel factor series," Economics Letters, Elsevier, volume 118, issue 2, pages 364-366, DOI: 10.1016/j.econlet.2012.11.026.

2012

  1. Harvey, David I. & Leybourne, Stephen J., 2012, "An infimum coefficient unit root test allowing for an unknown break in trend," Economics Letters, Elsevier, volume 117, issue 1, pages 298-302, DOI: 10.1016/j.econlet.2012.05.023.
  2. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012, "Unit root testing under a local break in trend," Journal of Econometrics, Elsevier, volume 167, issue 1, pages 140-167, DOI: 10.1016/j.jeconom.2011.10.006.
  3. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2012, "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 188-195, DOI: 10.1016/j.jeconom.2012.01.018.
  4. Jensen, Martin Kaae, 2012, "Global stability and the “turnpike” in optimal unbounded growth models," Journal of Economic Theory, Elsevier, volume 147, issue 2, pages 802-832, DOI: 10.1016/j.jet.2010.07.010.
  5. Kevin Lee & Nilss Olekalns & Kalvinder Shields & Zheng Wang, 2012, "Australian Real-Time Database: An Overview and an Illustration of its Use in Business Cycle Analysis," The Economic Record, The Economic Society of Australia, volume 88, issue 283, pages 495-516, December, DOI: 10.1111/ecor.2012.88.issue-283.
  6. David Fielding & Kevin Lee & Kalvinder Shields, 2012, "Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union," Economic Change and Restructuring, Springer, volume 45, issue 1, pages 45-70, February, DOI: 10.1007/s10644-011-9109-9.
  7. Costas Arkolakis & Arnaud Costinot & Andres Rodriguez-Clare, 2012, "New Trade Models, Same Old Gains?," American Economic Review, American Economic Association, volume 102, issue 1, pages 94-130, February.
  8. Trapani, Lorenzo, 2012, "On the asymptotic t-test for large nonstationary panel models," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3286-3306, DOI: 10.1016/j.csda.2011.03.004.

2011

  1. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2011, "Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 5, pages 514-547, October, DOI: 10.1080/07474938.2011.553561.
  2. Ahmad, A.H. & Harvey, David I. & Pentecost, Eric J., 2011, "Exchange rate regime verification: An alternative method of testing for regime changes," Economics Letters, Elsevier, volume 113, issue 1, pages 96-98, October.
  3. Clements, Michael P. & Harvey, David I., 2011, "Combining probability forecasts," International Journal of Forecasting, Elsevier, volume 27, issue 2, pages 208-223, DOI: 10.1016/j.ijforecast.2009.12.016.
  4. Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2011, "Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility," Econometric Theory, Cambridge University Press, volume 27, issue 5, pages 957-991, October.
  5. Lee, Kevin & Shields, Kalvinder K., 2011, "Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one?," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 43-60, January.

2010

  1. Michael P. Clements & David I. Harvey, 2010, "Forecast encompassing tests and probability forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 6, pages 1028-1062, DOI: 10.1002/jae.1097.
  2. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2010, "The impact of the initial condition on robust tests for a linear trend," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 4, pages 292-302, July, DOI: 10.1111/j.1467-9892.2010.00664.x.
  3. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D., 2010, "Local Asymptotic Power Of The Im-Pesaran-Shin Panel Unit Root Test And The Impact Of Initial Observations," Econometric Theory, Cambridge University Press, volume 26, issue 1, pages 311-324, February.
  4. David I. Harvey & Neil M. Kellard & Jakob B. Madsen & Mark E. Wohar, 2010, "The Prebisch-Singer Hypothesis: Four Centuries of Evidence," The Review of Economics and Statistics, MIT Press, volume 92, issue 2, pages 367-377, May.
  5. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2010, "Robust methods for detecting multiple level breaks in autocorrelated time series," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 342-358, August.
  6. David I. Harvey & Stephen J. Leybourne & Lisa Xiao, 2010, "Testing for nonlinear deterministic components when the order of integration is unknown," Journal of Time Series Analysis, Wiley Blackwell, volume 31, issue 5, pages 379-391, September, DOI: 10.1111/j.1467-9892.2010.00671.x.
  7. Martin Jensen, 2010, "Aggregative games and best-reply potentials," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 43, issue 1, pages 45-66, April, DOI: 10.1007/s00199-008-0419-8.
  8. Garratt, Anthony & Lee, Kevin, 2010, "Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan," Journal of International Money and Finance, Elsevier, volume 29, issue 3, pages 403-422, April.
  9. Natalia Ramondo & Andrés Rodríguez-Clare, 2010, "Growth, Size, and Openness: A Quantitative Approach," American Economic Review, American Economic Association, volume 100, issue 2, pages 62-67, May, DOI: 10.1257/aer.100.2.62.
  10. Andrés Rodríguez-Clare, 2010, "Offshoring in a Ricardian World," American Economic Journal: Macroeconomics, American Economic Association, volume 2, issue 2, pages 227-258, April.
  11. Trapani, Lorenzo & Urga, Giovanni, 2010, "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, volume 155, issue 1, pages 1-18, March.

2009

  1. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009, "Rejoinder," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 658-667, June.
  2. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009, "Testing For A Unit Root In The Presence Of A Possible Break In Trend," Econometric Theory, Cambridge University Press, volume 25, issue 6, pages 1545-1588, December.
  3. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009, "Simple, Robust, And Powerful Tests Of The Breaking Trend Hypothesis," Econometric Theory, Cambridge University Press, volume 25, issue 4, pages 995-1029, August.
  4. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009, "Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition," Econometric Theory, Cambridge University Press, volume 25, issue 3, pages 587-636, June.
  5. Dalgaard, Carl-Johan & Jensen, Martin Kaae, 2009, "Life-cycle savings, bequest, and a diminishing impact of scale on growth," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 9, pages 1639-1647, September.
  6. Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009, "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 81-102.
  7. Rodríguez-Clare, Andrés, 2009, "Dani Rodrik, One Economics, Many Recipes, Globalization, Institutions, and Economic Growth , Princeton University Press (2007)," Journal of International Economics, Elsevier, volume 77, issue 1, pages 133-135, February.
  8. Demidova, Svetlana & Rodríguez-Clare, Andrés, 2009, "Trade policy under firm-level heterogeneity in a small economy," Journal of International Economics, Elsevier, volume 78, issue 1, pages 100-112, June.
  9. Trapani, Lorenzo & Urga, Giovanni, 2009, "Optimal forecasting with heterogeneous panels: A Monte Carlo study," International Journal of Forecasting, Elsevier, volume 25, issue 3, pages 567-586, July.

2008

  1. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2008, "Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330]," Journal of Econometrics, Elsevier, volume 143, issue 2, pages 396-397, April.
  2. Harvey David I & Leybourne Stephen J & Xiao Bin, 2008, "A Powerful Test for Linearity When the Order of Integration is Unknown," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 12, issue 3, pages 1-24, September, DOI: 10.2202/1558-3708.1582.
  3. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008, "Seasonal unit root tests and the role of initial conditions," Econometrics Journal, Royal Economic Society, volume 11, issue 3, pages 409-442, November.
  4. Garratt, Anthony & Lee, Kevin & Vahey, Shaun, 2008, "Real-time probability forecasts of UK macroeconomic events," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue , pages 78-90, January.
  5. Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008, "Real-Time Representations of the Output Gap," The Review of Economics and Statistics, MIT Press, volume 90, issue 4, pages 792-804, November.
  6. Costas Arkolakis & Svetlana Demidova & Peter J. Klenow & Andres Rodriguez-Clare, 2008, "Endogenous Variety and the Gains from Trade," American Economic Review, American Economic Association, volume 98, issue 2, pages 444-450, May, DOI: 10.1257/aer.98.2.444.

2007

  1. David I. Harvey & Stephen J. Leybourne, 2007, "Testing for time series linearity," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 149-165, March.
  2. Jensen Martin K, 2007, "Monotone Comparative Statics in Ordered Vector Spaces," The B.E. Journal of Theoretical Economics, De Gruyter, volume 7, issue 1, pages 1-23, October, DOI: 10.2202/1935-1704.1142.
  3. Kevin Lee & Kalvinder Shields, 2007, "Overcoming Measurement Error Problems in the Use of Survey Data on Expectations," The Economic Record, The Economic Society of Australia, volume 83, issue 262, pages 303-316, September, DOI: 10.1111/j.1475-4932.2007.00416.x.
  4. Giovanni Maggi & Andrés Rodríguez-Clare, 2007, "A Political-Economy Theory of Trade Agreements," American Economic Review, American Economic Association, volume 97, issue 4, pages 1374-1406, September, DOI: 10.1257/aer.97.4.1374.
  5. William Maloney & Andrés Rodríguez‐Clare, 2007, "Innovation Shortfalls," Review of Development Economics, Wiley Blackwell, volume 11, issue 4, pages 665-684, November, DOI: 10.1111/j.1467-9361.2007.00422.x.
  6. Rodriguez-Clare, Andres, 2007, "Clusters and comparative advantage: Implications for industrial policy," Journal of Development Economics, Elsevier, volume 82, issue 1, pages 43-57, January.
  7. Lazarová, štěpána & Trapani, Lorenzo & Urga, Giovanni, 2007, "Common Stochastic Trends And Aggregation In Heterogeneous Panels," Econometric Theory, Cambridge University Press, volume 23, issue 1, pages 89-105, February.

2006

  1. Harvey David I & Leybourne Stephen J & Taylor A.M. Robert, 2006, "On Robust Trend Function Hypothesis Testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-27, March, DOI: 10.2202/1558-3708.1303.
  2. Harvey, David I. & van Dijk, Dick, 2006, "Sample size, lag order and critical values of seasonal unit root tests," Computational Statistics & Data Analysis, Elsevier, volume 50, issue 10, pages 2734-2751, June.
  3. David I. Harvey & Stephen J. Leybourne, 2006, "Power of a Unit‐Root Test and the Initial Condition," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 5, pages 739-752, September, DOI: 10.1111/j.1467-9892.2006.00486.x.
  4. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2006, "Modified tests for a change in persistence," Journal of Econometrics, Elsevier, volume 134, issue 2, pages 441-469, October.
  5. Jensen, Martin Kaae, 2006, "On unbounded growth with heterogenous consumers," Journal of Mathematical Economics, Elsevier, volume 42, issue 7-8, pages 807-826, November.

2005

  1. David Harvey & Terence Mills, 2005, "Evidence for common features in G7 macroeconomic time series," Applied Economics, Taylor & Francis Journals, volume 37, issue 2, pages 165-175, DOI: 10.1080/00036840412331314999.
  2. David I. Harvey & Paul Newbold, 2005, "Forecast Encompassing and Parameter Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 815-835, December, DOI: 10.1111/j.1468-0084.2005.00142.x.
  3. David I. Harvey & Stephen J. Leybourne, 2005, "On testing for unit roots and the initial observation," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 97-111, March.
  4. Andrés Rodríguez-Clare, 2005, "Coordination Failure, Clusters, and Microeconomic Interventions," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2005, pages 1-41.

2004

  1. David I. Harvey & Terence C. Mills, 2004, "Tests for Stationarity in Series with Endogenously Determined Structural Change," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 5, pages 863-894, December, DOI: 10.1111/j.1468-0084.2004.105_1.x.
  2. David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2004, "Tests for a Break in Level when the Order of Integration is Unknown," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 1, pages 133-146, February, DOI: 10.1046/j.0305-9049.2003.00084.x.
  3. David Fielding & Kevin Lee & Kalvinder Shields, 2004, "The Characteristics of Macroeconomic Shocks in the CFA Franc Zone," Journal of African Economies, Centre for the Study of African Economies, volume 13, issue 4, pages 488-517, December.
  4. Laura Alfaro & Andr�s Rodriguez-Clare, 2004, "Multinationals and Linkages: An Empirical Investigation," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Spring 20, pages 113-169.

2003

  1. David Harvey & Stephen Leybourne & Paul Newbold, 2003, "How great are the great ratios?," Applied Economics, Taylor & Francis Journals, volume 35, issue 2, pages 163-177, DOI: 10.1080/0003684022000015865.
  2. David I. Harvey & Terence C. Mills, 2003, "A Note On Busetti–Harvey Tests For Stationarity In Series With Structural Breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 24, issue 2, pages 159-164, March, DOI: 10.1111/1467-9892.00300.
  3. Terence C. Mills & David I. Harvey, 2003, "Modelling trends in central England temperatures," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 1, pages 35-47, DOI: 10.1002/for.857.
  4. Harvey, David I. & Newbold, Paul, 2003, "The non-normality of some macroeconomic forecast errors," International Journal of Forecasting, Elsevier, volume 19, issue 4, pages 635-653.
  5. Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003, "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, volume 98, pages 829-838, January.
  6. Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003, "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, volume 113, issue 487, pages 412-455, April.
  7. Jack Glen & Kevin Lee & Ajit Singh, 2003, "Corporate profitability and the dynamics of competition in emerging markets: a time series analysis," Economic Journal, Royal Economic Society, volume 113, issue 491, pages 465-484, November.

2002

  1. Harvey, David I. & Mills, Terence C., 2002, "Common features in UK sectoral output," Economic Modelling, Elsevier, volume 19, issue 1, pages 91-104, January.
  2. Harvey, David I. & Leybourne, Stephen J. & Newbold, Paul, 2002, "Seasonal unit root tests with seasonal mean shifts," Economics Letters, Elsevier, volume 76, issue 2, pages 295-302, July.
  3. David Harvey & Terence Mills, 2002, "Unit roots and double smooth transitions," Journal of Applied Statistics, Taylor & Francis Journals, volume 29, issue 5, pages 675-683, DOI: 10.1080/02664760120098739.

2001

  1. David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2001, "Analysis of a panel of UK macroeconomic forecasts," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 37-55.
  2. David I. Harvey & Stephen J. Leybourne & Paul Newbold, 2001, "Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 63, issue 5, pages 559-575, December, DOI: 10.1111/1468-0084.00235.
  3. Jack Glen & Kevin Lee & Ajit Singh, 2001, "Intensity of Competition in Emerging Markets and Advanced Economies: Evidence from the Persistence of Corporate rates of Return in Emerging Markets," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 70, issue 2, pages 201-202, DOI: 10.3790/vjh.70.2.201.
  4. Glen, Jack & Lee, Kevin & Singh, Ajit, 2001, "Persistence of profitability and competition in emerging markets," Economics Letters, Elsevier, volume 72, issue 2, pages 247-253, August.
  5. Andres Rodriguez-Clare, 2001, "Costa Rica's Development Strategy based on Human Capital and Technology: How it got there, the impact of Intel, and lessons for other countries," Journal of Human Development and Capabilities, Taylor & Francis Journals, volume 2, issue 2, pages 311-324, DOI: 10.1080/14649880120067301.

2000

  1. David Harvey & Paul Newbold, 2000, "Tests for multiple forecast encompassing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 5, pages 471-482.
  2. Kevin Lee & Kalvinder Shields, 2000, "Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975–98," Manchester School, University of Manchester, volume 68, issue s1, pages 75-91, DOI: 10.1111/1467-9957.68.s1.5.
  3. Kevin Lee & Kalvinder Shields, 2000, "Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–1996," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 62, issue 4, pages 463-490, September, DOI: 10.1111/1468-0084.00183.
  4. van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000, "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, volume 95, issue 2, pages 285-331, April.
  5. Maggi, Giovanni & Rodriguez-Clare, Andres, 2000, "Import penetration and the politics of trade protection," Journal of International Economics, Elsevier, volume 51, issue 2, pages 287-304, August.

1998

  1. Harvey, David I & Leybourne, Stephen J & Newbold, Paul, 1998, "Tests for Forecast Encompassing," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 2, pages 254-259, April.
  2. Kevin Lee & M. Hashem Pesaran & Ron Smith, 1998, "Growth Empirics: A Panel Data Approach—A Comment," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 113, issue 1, pages 319-323.
  3. Kevin Lee, 1998, "Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–1994," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 134, issue 3, pages 367-403, September, DOI: 10.1007/BF02707923.
  4. Giovanni Maggi & Andres Rodriguez-Clare, 1998, "The Value of Trade Agreements in the Presence of Political Pressures," Journal of Political Economy, University of Chicago Press, volume 106, issue 3, pages 574-601, June, DOI: 10.1086/250022.

1997

  1. Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997, "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, volume 13, issue 2, pages 281-291, June.
  2. Lee, Kevin, 1997, "Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis," Economic Modelling, Elsevier, volume 14, issue 3, pages 369-394, July.
  3. Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997, "Growth and Convergence in Multi-country Empirical Stochastic Solow Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 4, pages 357-392, July-Aug..
  4. Klenow, Peter J. & Rodriguez-Clare, Andres, 1997, "Economic growth: A review essay," Journal of Monetary Economics, Elsevier, volume 40, issue 3, pages 597-617, December.

1996

  1. Rodriguez-Clare, Andres, 1996, "Multinationals, Linkages, and Economic Development," American Economic Review, American Economic Association, volume 86, issue 4, pages 852-873, September.
  2. Rodriguez-Clare, Andres, 1996, "The division of labor and economic development," Journal of Development Economics, Elsevier, volume 49, issue 1, pages 3-32, April.

1995

  1. Maggi G. & Rodriguez-Clare A., 1995, "On Countervailing Incentives," Journal of Economic Theory, Elsevier, volume 66, issue 1, pages 238-263, June.
  2. Giovanni Maggi & Andres Rodriguez-Clare, 1995, "Costly Distortion of Information in Agency Problems," RAND Journal of Economics, The RAND Corporation, volume 26, issue 4, pages 675-689, Winter.

1994

  1. Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994, "Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 1, pages 11-21, January.
  2. Lee, Kevin C, 1994, "Formation of Price and Cost Inflation Expectations in British Manufacturing Industries: A Multi-Sectoral Analysis," Economic Journal, Royal Economic Society, volume 104, issue 423, pages 372-385, March.

1993

  1. Lee, Kevin C & Pesaran, M Hashem, 1993, "The Role of Sectoral Interactions in Wage Determination in the UK Economy," Economic Journal, Royal Economic Society, volume 103, issue 416, pages 21-55, January.
  2. Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993, "Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy," Journal of Econometrics, Elsevier, volume 56, issue 1-2, pages 57-88, March.
  3. Borooah, Vani K. & Lee, Kevin C., 1993, "Trade unions, relative wages, and the employment of young workers," European Journal of Political Economy, Elsevier, volume 9, issue 3, pages 333-355, August.
  4. Lee, Kevin C. & Pesaran, M. Hashem, 1993, "Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth," Ricerche Economiche, Elsevier, volume 47, issue 3, pages 293-322, September.

1992

  1. Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1992, "Persistence of Shocks and Their," Economic Journal, Royal Economic Society, volume 102, issue 411, pages 342-356, March.

1990

  1. Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1990, "Testing for Aggregation Bias in Linear Models," Economic Journal, Royal Economic Society, volume 100, issue 400, pages 137-150, Supplemen.

1989

  1. Cosh, A. D. & Hughes, A. & Lee, K. & Singh, A., 1989, "Institutional investment, mergers and the market for corporate control," International Journal of Industrial Organization, Elsevier, volume 7, issue 1, pages 73-100, March.

1988

  1. Borooah, V K & Lee, K C, 1988, "The Effect of Changes in Britain's Industrial Structure on Female Relative Pay and Employment," Economic Journal, Royal Economic Society, volume 98, issue 392, pages 818-832, September.

Books

2012

  1. Sabel, Charles & Sánchez, Gabriel & Butler, Inés & Rozemberg, Ricardo & Ruffo, Hernán & Arbeláez, María Angélica & Meléndez Arjona, Marcela & Soler, Nicolás & Da Rocha, Angela & Kury, Beatriz & Montei, 2012, "Export Pioneers in Latin America," IDB Publications (Books), Inter-American Development Bank, number 380, ISBN: ARRAY(0xaa6d77d0), DOI: http://dx.doi.org/10.18235/0012389.

2007

  1. Galindo, Arturo & Scartascini, Carlos & Payne, J. Mark & Daughters, Robert & Melo, Alberto & Echebarría, Koldo & Lora, Eduardo & Filc, Gabriel & Micco, Alejandro & Chong, Alberto E. & Panizza, Ugo & B, 2007, "The State of State Reform in Latin America," IDB Publications (Books), Inter-American Development Bank, number 352, ISBN: ARRAY(0xaa7b4e98), DOI: http://dx.doi.org/10.18235/0014109.

2006

  1. Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol, 2006, "Global and National Macroeconometric Modelling: A Long-Run Structural Approach," OUP Catalogue, Oxford University Press, number 9780199296859, ISBN: ARRAY(0x82ad3a38).
  2. Rodríguez-Clare, Andrés & Devlin, Robert & Estevadeordal, Antoni, 2006, "The Emergence of China: Opportunities and Challenges for Latin America and the Caribbean," IDB Publications (Books), Inter-American Development Bank, number 421.

2005

  1. Kiguel, Miguel A. & Levy Yeyati, Eduardo & Galindo, Arturo & Panizza, Ugo & Miller, Margaret & Rojas-Suárez, Liliana & Bebczuk, Ricardo N. & López-de-Silanes, Florencio & Bernal, Olver & Auerbach, Pau, 2005, "Unlocking Credit: The Quest for Deep and Stable Bank Lending. Economic and Social Progress in Latin America. 2005 Report," IDB Publications (Books), Inter-American Development Bank, number 416, ISBN: ARRAY(0xaa6831c8).

2004

  1. Rodríguez-Clare, Andrés & Lizardo, Magdalena & Sáenz, Manrique & Trejos, Alberto & Acevedo, Carlos & Guzmán, Rolando M. & Machado, Roberto & Nazal, Paulina & Agosin, Manuel R., 2004, "Pequeñas economías, grandes desafíos: Políticas económicas para el desarrollo en Centroamérica," IDB Publications (Books), Inter-American Development Bank, number 273, ISBN: ARRAY(0xaaf15280).

Chapters

2022

  1. Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2022, "A Meta Model Analysis of Exchange Rate Determination," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A010.

2018

  1. Martin Kaae Jensen, 2018, "Aggregative games," Chapters, Edward Elgar Publishing, chapter 4, in: Luis C. Corchón & Marco A. Marini, "Handbook of Game Theory and Industrial Organization, Volume I".

2016

  1. Martin Kaae Jensen, 2016, "Existence, Uniqueness, and Comparative Statics in Contests," Springer Series in Game Theory, Springer, in: Pierre von Mouche & Federico Quartieri, "Equilibrium Theory for Cournot Oligopolies and Related Games", DOI: 10.1007/978-3-319-29254-0_14.

2014

  1. Costinot, Arnaud & Rodríguez-Clare, Andrés, 2014, "Trade Theory with Numbers: Quantifying the Consequences of Globalization," Handbook of International Economics, Elsevier, chapter 0, in: Gopinath, G. & Helpman, . & Rogoff, K., "Handbook of International Economics", DOI: 10.1016/B978-0-444-54314-1.00004-5.

2010

  1. Harrison, Ann & Rodríguez-Clare, Andrés, 2010, "Trade, Foreign Investment, and Industrial Policy for Developing Countries," Handbook of Development Economics, Elsevier, chapter 0, in: Dani Rodrik & Mark Rosenzweig, "Handbook of Development Economics", DOI: 10.1016/B978-0-444-52944-2.00001-X.

2009

  1. Michael P. Clements & David I. Harvey, 2009, "Forecast Combination and Encompassing," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_4.

2005

  1. Klenow, Peter J. & Rodriguez-Clare, Andres, 2005, "Externalities and Growth," Handbook of Economic Growth, Elsevier, chapter 11, in: Philippe Aghion & Steven Durlauf, "Handbook of Economic Growth".

1997

  1. Peter J. Klenow & Andrés Rodríguez-Clare, 1997, "The Neoclassical Revival in Growth Economics: Has It Gone Too Far?," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 1997, Volume 12".

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