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Donald Robertson

Personal Details

First Name:Donald
Middle Name:
Last Name:Robertson
Suffix:
RePEc Short-ID:pro466
[This author has chosen not to make the email address public]

Affiliation

Faculty of Economics
University of Cambridge

Cambridge, United Kingdom
http://www.econ.cam.ac.uk/
RePEc:edi:fecamuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Giuseppe Attanasi & Alessandro Bucciol & Simona Cicognani & Natalia Montinari, 2020. "The Italian North-South Divide in Perceived Dishonesty: A Matter of Trust?," GREDEG Working Papers 2020-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  2. Giuseppe Attanasi & Roberta Dessi & Frédéric Moisan & Donald Robertson, 2019. "Public Goods and Future Audiences: Acting as Role Models?," GREDEG Working Papers 2019-27, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  3. Attanasi, Giuseppe Marco & Dessi, Roberta & Moisan, Frédéric & Robertson, Donald, 2019. "Public goods and future audiences," TSE Working Papers 17-860, Toulouse School of Economics (TSE), revised Dec 2023.
  4. Stephen Wright & James Mitchell & Donald Robertson, 2018. "R2 bounds for predictive models: what univariate properties tell us about multivariate predictability," Birkbeck Working Papers in Economics and Finance 1804, Birkbeck, Department of Economics, Mathematics & Statistics.
  5. Dessí, Roberta & Attanasi, Giuseppe & Moisan, Frederic & Robertson, Donald, 2017. "Public goods, role models and "sucker aversion": the audience matters," CEPR Discussion Papers 12413, C.E.P.R. Discussion Papers.
  6. Robertson, D. & Tambakis, D., 2016. "Long-Run Debt Ratios with Fiscal Fatigue," Cambridge Working Papers in Economics 1674, Faculty of Economics, University of Cambridge.
  7. Mitchell, James & Robertson, Donald & Wright, Stephen, 2016. "What univariate models tell us about multivariate macroeconomic models," EMF Research Papers 08, Economic Modelling and Forecasting Group.
  8. Isohätälä, Jukka & Milne, Alistair & Robertson, Donald, 2014. "The net worth trap: investment and output dynamics in the presence of financing constraints," Bank of Finland Research Discussion Papers 26/2014, Bank of Finland.
  9. Isohätälä, Jukka & Kusmartsev, Feo & Milne, Alistair & Robertson, Donald, 2014. "Leverage constraints and real interest rates," Bank of Finland Research Discussion Papers 27/2014, Bank of Finland.
  10. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
  11. Isohätälä, Jukka & Kusmartsev, Feo & Milne, Alistair & Robertson, Donald, 2014. "Leverage constraints and real interest rates," Bank of Finland Research Discussion Papers 27/2014, Bank of Finland.
  12. Donald Robertson & Stephen Wright, 2012. "The Predictive Space, or, If x predicts y, what does y tell us about x?," Birkbeck Working Papers in Economics and Finance 1210, Birkbeck, Department of Economics, Mathematics & Statistics.
  13. Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010. "IV Estimation of Panels with Factor Residuals," MPRA Paper 26166, University Library of Munich, Germany.
  14. Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
  15. Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
  16. Manfred Keil & Donald Robertson & James Symons, 2001. "Minimum Wages and Employment," CEP Discussion Papers dp0497, Centre for Economic Performance, LSE.
  17. Roberta Dessí & Donald Robertson, 2000. "Debt, Incentives and Performance: Evidence from UK Panel Data," FMG Discussion Papers dp344, Financial Markets Group.
  18. Donald Robertson & James Symons, 2000. "Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation," CEP Discussion Papers dp0473, Centre for Economic Performance, LSE.
  19. L Feinstein & Donald Robertson & James Symons, 1998. "Pre-School Education and Attainment in the NCDS and BCS," CEP Discussion Papers dp0382, Centre for Economic Performance, LSE.
  20. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
  21. Pratten, C. F. & Robertson, D. & Tatch, J. R., 1997. "A Study of the Factors Affecting Participation in Post-compulsory, Full-time Education and Government Supported Training by 16-18 year-olds in England and Wales," Cambridge Working Papers in Economics 9711, Faculty of Economics, University of Cambridge.
  22. Donald Robertson & James Symons, 1996. "Self-Selection in The State School System," CEP Discussion Papers dp0312, Centre for Economic Performance, LSE.
  23. Donald Robertson & James Symons, 1996. "Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment," CEP Discussion Papers dp0311, Centre for Economic Performance, LSE.
  24. Alistair Milne & Donald Robertson, 1994. "Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission," School of Economics Discussion Papers 9402, School of Economics, University of Surrey.
  25. Donald Robertson & James Symons, 1993. "Real Interest Rates and Index Linked Gilts," CEP Discussion Papers dp0181, Centre for Economic Performance, LSE.
  26. Donald Robertson & James Symons, 1993. "Five Weeks in the Life of the Pound: Interest Rates," CEP Discussion Papers dp0133, Centre for Economic Performance, LSE.
  27. Donald Robertson & James Symons, 1991. "Some Strange Properties of Panel Data Estimators," CEP Discussion Papers dp0044, Centre for Economic Performance, LSE.
  28. Donald Robertson & James Symons, 1991. "Output, Inflation and the ERM," CEP Discussion Papers dp0043, Centre for Economic Performance, LSE.
  29. Robertson, D. & Symons, J., 1988. "The Occupational Choice Of British Children," Papers 325, London School of Economics - Centre for Labour Economics.

    repec:bof:bofrdp:2014_026 is not listed on IDEAS
  30. Donald Robertson & Michael Wickens, "undated". "Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems," Discussion Papers 95/34, Department of Economics, University of York.

Articles

  1. Jukka Isohätälä & Alistair Milne & Donald Robertson, 2020. "The Net Worth Trap: Investment and Output Dynamics in the Presence of Financing Constraints," Mathematics, MDPI, vol. 8(8), pages 1-32, August.
  2. James Mitchell & Donald Robertson & Stephen Wright, 2019. "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 681-695, October.
  3. Donald Robertson & Vasilis Sarafidis & Joakim Westerlund, 2018. "Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 493-504, July.
  4. Robertson, Donald & Sarafidis, Vasilis, 2015. "IV estimation of panels with factor residuals," Journal of Econometrics, Elsevier, vol. 185(2), pages 526-541.
  5. Jukka Isohätälä & Feodor Kusmartsev & Alistair Milne & Donald Robertson, 2015. "Leverage Constraints and Real Interest Rates," Manchester School, University of Manchester, vol. 83, pages 83-109, December.
  6. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  7. Vasilis Sarafidis & Donald Robertson, 2009. "On the impact of error cross-sectional dependence in short dynamic panel estimation," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 62-81, March.
  8. Piergiorgio Alessandri & Donald Robertson & Stephen Wright, 2008. "Miller and Modigliani, Predictive Return Regressions and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 181-207, April.
  9. Robertson, Donald & Symons, James, 2007. "Maximum likelihood factor analysis with rank-deficient sample covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 813-828, April.
  10. Donald Robertson & Stephen Wright, 2006. "Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 91-99, February.
  11. Donald Robertson & Anthony Garratt & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
  12. Donald Robertson & James Symons, 2003. "Self-selection in the state school system," Education Economics, Taylor & Francis Journals, vol. 11(3), pages 259-272.
  13. Roberta DessÌ & Donald Robertson, 2003. "Debt, Incentives and Performance: Evidence from UK Panel Data," Economic Journal, Royal Economic Society, vol. 113(490), pages 903-919, October.
  14. N. Blake & S.G.B. Henry & D. Robertson, 2002. "Term Structure Forecasts of Inflation: Some Further Results," Manchester School, University of Manchester, vol. 70(6), pages 822-832, December.
  15. Leon Feinstein & Donald Robertson & James Symons, 1999. "Pre-school Education and Attainment in the National Child Developement Study and British Cohort Study," Education Economics, Taylor & Francis Journals, vol. 7(3), pages 209-234.
  16. Barber, Colin & Robertson, Donald & Scott, Andrew, 1997. "Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 59-76, July.
  17. Robertson, Donald & Wickens, M R, 1997. "Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 5-27, February.
  18. Hall, Stephen G & Robertson D & Wickens, M R, 1997. "Measuring Economic Convergence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-143, April.
  19. Robertson, Donald & Symons, James, 1997. "Real Interest Rates and Index-Linked Gilts," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(1), pages 25-43, January.
  20. Milne, Alistair & Robertson, Donald, 1996. "Firm behaviour under the threat of liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1427-1449, August.
  21. Robertson, D & Symons, J, 1994. "Five Weeks in the Life of the Pound. Interest Rates, Expectations and Sterling's Exit from the ERM," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 1-12, February.
  22. Robertson, Donald & Scott, Andrew, 1993. "The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(2), pages 237-244, May.
  23. Hall, S G & Robertson, D & Wickens, M R, 1992. "Measuring Convergence of the EC Economies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 99-111, Supplemen.
  24. Robertson, Donald & Symons, J, 1992. "Output, Inflation and the ERM," Oxford Economic Papers, Oxford University Press, vol. 44(3), pages 373-386, July.
  25. Robertson, D & Symons, J, 1992. "Some Strange Properties of Panel Data Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(2), pages 175-189, April-Jun.
  26. Robertson, Donald, 1992. "Term Structure Forecasts of Inflation," Economic Journal, Royal Economic Society, vol. 102(414), pages 1083-1093, September.
  27. Robertson, Donald & Symons, James, 1990. "The Occupational Choice of British Children," Economic Journal, Royal Economic Society, vol. 100(402), pages 828-841, September.

Chapters

  1. Stephen G. Hall & D. Robertson & M. R. Wickens, 1998. "The Degree Of Convergence Within The Ems," World Scientific Book Chapters, in: Bert G Hickman & Lawrence Klein (ed.), Link Proceedings 1991, 1992 Selected Papers from Meetings in Moscow, 1991, and Ankara, 1992, chapter 2, pages 34-44, World Scientific Publishing Co. Pte. Ltd..
    RePEc:eme:cea111:s0573-8555(1995)0000226017 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2005-02-20 2016-06-09 2016-06-14 2016-12-18 2018-04-30. Author is listed
  2. NEP-ECM: Econometrics (4) 2010-11-06 2014-02-08 2017-03-19 2018-04-30
  3. NEP-EXP: Experimental Economics (4) 2017-12-03 2018-01-01 2019-10-21 2020-04-06
  4. NEP-ETS: Econometric Time Series (3) 2005-02-20 2014-02-08 2017-03-19
  5. NEP-FOR: Forecasting (3) 2012-04-23 2017-03-19 2018-04-30
  6. NEP-CBE: Cognitive & Behavioural Economics (2) 2018-01-01 2019-10-21
  7. NEP-CDM: Collective Decision-Making (2) 2019-10-21 2020-04-06
  8. NEP-AGE: Economics of Ageing (1) 2017-12-03
  9. NEP-BIG: Big Data (1) 2018-04-30
  10. NEP-DEM: Demographic Economics (1) 2017-12-03
  11. NEP-OPM: Open Economy Macroeconomics (1) 2016-06-14
  12. NEP-SOC: Social Norms & Social Capital (1) 2017-12-03

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