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Faculty of Economics, University of Cambridge

Cambridge Working Papers in Economics

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Web page: http://www.econ.cam.ac.uk/index.htm

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1999

9917 Effective Exchange Rates in Japan, 1879-1938
by Shimazaki, M. & Solomou, S.
9916 On the Evolution of Regional Asymmetries
by Giovannetti, E.
9915 Weather Effects on European Agricultural Output 1850-1913
by Solomou, S. & Wu, W.
9914 On Interdependent Supergames: Multimarket Contact, Concavity, and Collusion
by Spagnolo, G.
9913 Issue Linkage, Delegation, and International Policy Cooperation
by Spagnolo, G.
9912 The Statistical Relationship between Bivariate and Multinomial Choice Models
by Weeks, M. & Orne, C.
9911 Testing for Infinite Order Stochastic Dominance with Applications to Finance, Risk and Income Inequality
by Knight, J. & Satchell, S.
9910 Economic and Statistical Measures of Forecast Accuracy
by Granger, C.W.J. & Pesaran, M. H.
9909 The Evolution of Portfolio Rules and the Capital Asset Pricing Model
by Sciubba, E.
9908 Asymmetric Information and Survival in Financial Markets
by Sciubba, E.
9907 Bounds Testing Approaches to the Analysis of Long-run Relationships
by Pesaran, M. Hashem & Shin, Y. & Smith, R.J.
9906 Model Selection in Threshold Models
by Kapetanios, G.
9905 Threshold Models for Trended Time Series
by Kapetanios, G.
9904 Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions
by Haque, N. U. & Pesaran, M. H. & Sharma, Sunil
9903 Expenditure on Environmentally Sensitive Goods and Services: Household Spending in Europe
by Kohler, J. & Luhmann, H-J & Wadeskog, A
9902 Tests of Common Stochastic Trends
by Nyblom, Jukka & Harvey, Andrew
9901 A survey of the liberalisation of public enterprises in the UK since 1979
by Pollitt, M.G.
0002 (1) Modelling RETA: A Model of Forward Trading and the Balancing Mechanism AND (2) Rebidding in the Balancing Mechanism: An Economic Analysis
by McDaniel, T. & Green, R.

1998

9826 Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods
by Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil
9825 An Empirical Reassessment of Target-zone Nonlinearities
by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
9824 A Citizen's Pension
by Sutherland, H
9823 A Structural Cointegrating VAR Approach to Macroeconometric Modelling
by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol
9822 The Good News and the Bad News about Long-run Stock Market Returns
by Robertson, Donald & Wright, Stephen
9821 Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data
by Bond, Shaun A & Satchell, Stephen E
9820 Monetary Policy, Nominal Interest Rates, and Long-horizon Inflation Uncertainty
by Wright, Stephen
9819 Utility Functions with Parameters Depending on Initial Wealth
by Pedersen, Christian C & Satchell, Stephen E
9818 Economic Trends and Macroeconomic Policies in Post-revolutionary Iran
by Pesaran, M. H.
9817 Recasting Safety Nets: Reforming Social Assistance in Germany, Ireland and the United Kingdom
by Donoghue, C. & Evans, M.
9816 Towards a Two-rate VAT in Italy: Distributional and Welfare Effects
by Gastaldi, F. & Liberati, P.
9815 Microsimulation and Policy Debate: A Case Study of the Minimum Pension Guarantee in Britain
by Atkinson, A. B. & Sutherland, H.
9814 Effective Exchange Rates, 1879-1913
by Solomou, S. & Catao, L.
9813 Weather Impacts on the Construction Sector, 1855-1913
by Solomou, S. & Wu, W.
9812 A Long-run Structural Macro-econometric Model of the UK
by Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y.
9811 Structural Analysis of Cointegrating VARs
by Pesaran, M. H. & Smith, Ron P.
9810 Financial Integration and Monetary Competition
by Cardarelli, R. & Vidal, J.-P.
9809 Economic Integration and Growth under Intergenerational Financing of Human Capital Formation
by Michel, P. & Vidal., J.-P.
9808 Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models
by Binder, M. & Pesaran, M. H. & Samiei, S. H.
9807 Global Equity Styles and Industry Effects: Portfolio Construction via Dummy Variables
by Kuo, G. W. & Satchell, S. E.
9806 Modelling Emerging Market Risk Premia using Higher Moments
by Hwang, S. & Satchell, S. E.
9805 Optimal Consumption Decisions under Social Interactions
by Binder, M. & Pesaran, M. H.
9804 Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models
by Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K.
9803 Cross-sectional Aggregation of Non-linear Models
by Van Garderen, K. J. & Lee, K. & Pesaran M.
9802 Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels
by Pesaran, M. H. & Zhao, Z.
9801 Death and Gender in Victorian England and Wales: Comparisons with Contemporary Developing Countries
by McNay, K. & Humphries, J. & Klasen, S.

1997

9735 Risk, Utility an Switching between Gambles
by Pedersen, C. S. & Satchell, S. E.
9734 Pool Reform and Competition in Electricity, forthcoming in M. Beesley (ed.), Lectures on Regulation Series VII, London, Institute of Economic Affairs
by Newbery, D. M.
9733 Multiperson Bargaining and Strategic Complexity
by Chatterjee, K. & Sabourian, H.
9732 A Neglected Controversy in the Modelling of Consumers' Expenditure
by Cook, Steven
9731 Dividends, Safety and Liquidation when Liabilities are Long-term and Stochastic
by Mason, Robin
9730 Equity Price Dynamics in Thin Emerging Markets of Central and Eastern Europe
by Sokalska, M.
9729 The Effect of Emigration on Human Capital Formation
by Vidal, J.-P.
9728 Cross-vintage Encompassing
by Cook, Steven
9727 Forecasting the Growth in Consumers' Expenditure: The Treasury Model
by Cook, Steven
9726 Income Inequality in Hungary, 1987-1993
by Kattuman, Paul & Redmond, Gerry
9725 The EUROMOD Preparatory Study: A Summary Report
by Sutherland, H. (ed.)
9724 Computing Strategy for a European Tax-Benefit Model
by Hancock, Ruth
9723 Eur3: A Prototype European Tax-Benefit Model
by Bourguignon, F. & O'Donoghue, C. & Sastre-Descals, J. & Spadara, A. & Utili, F.
9722 The Impact of Weather on the Construction Sector Output Variations, 1955-1989
by Solomou, S. & Wu, W.
9721 Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels
by Pesaran, M. H. & Shin, Y. & Smith, R. P.
9720 Modelling Behavioural Response in EUROMOD
by Klevmarken, N. A.
9719 Production Smoothing, Inventory Investment and Asymmetric Adjustment
by Arden, R. & Holly, S. & Turner, P.
9718 Capital Mobility in a Dynastic Framework
by Vidal, J.-P.
9717 Asymmetric Adjustment Costs, Asymmetric Pricing and Employment: Evidence from the UK
by Arden, R. & Holly, S. & Turner, P.
9716 Asymmetries in Private Sector Investment: An Empirical Investigation
by Arden, R. & Holly, S. & Turner, P
9715 The Asymmetric Adjustment of Prices: Theory and Evidence from UK Manufacturing
by Arden, R. & Holly, S. & Turner, P.
9714 An Integrated Risk Measure with Application to UK Asset Allocation
by Damant, C. & Hwang, S. & Satchell, S. E.
9713 Small Firms in the UK
by Pratten, C.
9712 Measurement of Trends in Poverty and the Income Distribution
by Atkinson, A. B.
9711 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
by Pratten, C. F. & Robertson, D. & Tatch, J. R.
9710 Generalised Impulse Response Analysis in Linear Multivariate Models
by Pesaran, M. H. & Shin, Y.
9709 Diagnostics for IV Regressions
by Pesaran, M. H. & Taylor, L.W.
9708 Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems
by Pesaran, M. H. & Binder, M.
9707 Competition, Contracts and Entry in the Electricity Spot Market
by Newbery, D. M.
9706 Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables
by Pesaran, M. H. & Shin, Y. & Smith, R. J.
9705 The 1996 Reform of the Electricity Supply Industry in the Netherlands
by Brunekreeft, G.
9704 Costly Coasian Contracts
by Anderlini, L. & Felli, L.
9703 Poverty in the UK and Hungary: Evidence from the Household Budget Survey
by Collins, G. & Redmond, G.
9701 The Restructuring and Privatisation of the Electricity Supply Industry in Northern Ireland: Will it be Worth it?
by Pollitt, M. G.

1996

9702 The Chinese Army's Firm in Business: The Sanjiu Group
by Nolan, P. & Wang X.
9625 A Recursive Modelling Approach to Predicting UK Stock Returns'
by Pesaran, M. H. & Timmermann, A.
9624 Child Poverty, Economic Transition and Welfare State Regimes in the UK and Hungary'
by Jarvis, S. & Redmond, G.
9622 Testing for the 'Existence of a Long-run Relationship'
by Pesaran, M. H. & Shin, Y. & Smith, R. J.
9621 Big Business with Chinese Characteristics: Two Paths to Growth of the Firm in China under Reform (Economic Transition)
by Nolan, P.
9620 Privatisation and Liberalisation of Network Utilities
by Newbery, D.
9619 Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation
by Binder, M. & Pesaran, H.
9618 A Decision_Theoretic Approach to Forecast Evaluation
by Granger, C.W.J. & Pesaran, H.
9617 Climate and Fluctuations in Agricultural Output, 1867-1913
by Khatri, Y. & Solomou, S.
9616 The Electricity Contract Market
by Green, R.
9615 Stochastic Growth
by Binder, M. & Pesaran, M.H.
9614 Households, Individuals and the Re-Distribution of Income
by Sutherland, H.
9613 From State Factory, to Modern Corporation? China's Shougang Iron and Steel Corporation Under Economic Reform
by Nolan, P.
9612 The Role of Economic Theory in Modelling the Long Run
by Pesaran, M.H.
9611 Construction of Panel Data Through Record Linkage: Application to Hungarian Budget Surveys: 1987, 89, 91
by Jarvis, S. & Kattuman, P.A.
9610 Learning Standards of Social Behaviour in a Stationary Society
by Gilli, M.
9609 The Distributional Impact of Taxing Family Allowance
by Jarvis, S.
9608 Compensating Differentials: Some Canadian Self-Report Evidence
by Vahey, S.P.
9607 The Restructuring and Privatisation of the CEGB: Was It Worth It?
by Newbery, D.M. & Pollitt, M.G.
9606 The Timing of Arbitrage: An Option Approach
by Lambrecht, B.
9605 Long-Run Neutrality in an Arima Framework: Some Further Evidence
by Coe, P.
9604 Econometric Interpretations of the Normal Cost Pricing Hypothesis
by Peterson, W.
9603 Least Square Approach to Non-Normal Disturbances
by Im, K.S.
9602 Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation
by Xiaoqiang, W.
9601 Renegotiation in Repeated Games with Transfers
by Baliga, S. & Evans, R.

1995

9541 How Has Tax and Social security Policy Changed Since 1978? A Distributional Analysis
by Redmond, G. & Sutherland, H.
9540 Was there a Regional Dimension to Changes in Income Inequality in the UK over 1982-92? An Analysis Based on a Joint Decomposition of Income Inequality by Region and by Employment Status
by Borooah, V.K. & Collins, G.
9539 Coalition Bargaining with Competition to Make Offers
by Evans,R.
9538 Reputation and Punishment in Repeated Games With Two Long-Run Players
by Evans,R. & Thomas,J.
9537 Decision-Making in the Presence of Heterogeneous Information and Social Interactions
by Binder,M. & Pesaran,M.H.
9536 Parametric and semiparametric Modelling of the Nonlinear Relation Between Weather and Agricultural Production,1953-1990
by Khatri,Y. & Solomou,S.
9535 Income Distribution in European Countries
by Atkinson,A.B. & Rainwater,L. & Smeeding,T.
9534 Earnings Distributions from the Family Expenditure Survey and the New Earnings Survey Compared
by Wilson,M.
9533 The Norwegian Microsimulation Model Lotte:Applications to Personal and Corporate Taxes and Social Security Benefits
by Aasness,J. & Fjaerli,E. & Gravningsmyhr,H.A. & Kleive Holmoy,A.M. & Lian,B.
9532 The Impact of Weather on UK Agricultural Production, 1953-1990
by Khatri, Y. & Solomou, S.
9531 Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model
by Lee, K. & Psaran, M.H. & Smith, R.
9530 The Effects of Employment Action
by Pratten, C. & Ryan, P.
9529 Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests
by Smith, R.J. & Taylor, R.
9528 An Empirical Analysis of the UK Government's Environmental Policy for the Domestic Sector
by Johnstone, N.
9527 Modelling Passenger Demand, Energy Consumption and Pollution Emissions in the Transport Sector
by Johnstone, N.
9526 Testing for Unit Roots in Heterogeneous Panels
by Pasaran, M.H. & Im, K.S. & Shin, Y.
9525 New Directions in Applied Macroeconomic Modelling
by Pasaran, M.H. & Smith, R.
9524 Expectations Fromation and Business Cycle Fluctuations : An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1993
by Lee, K.
9523 Static Microsimulation Models in Europe: A Survey
by Sutherland, H.
9522 Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to UK Gross Domestic Product
by Smith, R.J. & Satchell, S.E.
9521 Tests of Rank
by Robin, J.M. & Smith, R.J.
9520 Personal Income tax Modelling in the UK Inland Revenue
by Keenay, G.
9519 The Development of Tax-Benefit Models: A View from the UK
by Sutherland, H.
9518 Ownership and Efficiency in Nuclear Power Production
by Pollitt, M.G.
9517 How to Combine Pareto Optimality and Individual Liberty Using Welfare Interpersonal Comparisons
by Palomba, G.
9516 Large Firms and Industrial Reform in Former Planned Economies: The Case of China
by Nolan, P.
9515 Forecasting the Bond Market
by Wright, S.
9514 An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis
by Pesaran, M.H. & Shin, Y.
9513 A Discrete-Time Version of Target Zone Models with Jumps
by Pesaran, H.M. & Ruge-Murcia, F.J.
9512 The Theory of Implemetation when the Planner is a PLayer
by Baliga, S. & Corchon, L.C. & Sjostrom, T.
9511 Universal Collusion and Renegotiation, Dictators and Contracts
by Baliga, S.
9510 Negotiations with Side-Deals
by Baliga, S. & Serrano, R.
9509 Imperfect Competition and Chemical Accumulation in the Environment
by Mason, R.
9508 Planning and Macroeconomic Stabilization in Iran
by Pesaran, H.
9506 Budgetary Aspects of Stabilization and Structural Adjustment in India
by Buiter, W.H. & Patel, U.R.
9505 European Pension Systems: A Simulation Analysis
by Kenc, T. & Perraudin, W.
9504 Risk-Averse Traders with Inside Information
by Vitale, P.
9503 Dynamic Linear Models for Heterogeneous Panels
by Pesaran, H. & Smith, R. & Im, K.S.
9502 Reserve Cycles
by Flood, R. & Perraudin, W. & Vitale, P.
9501 Sequential Reorganisation of Corporate Debt Contracts
by Mella-Barral, P.
9422 Technical Effiency in Electrical Power Plants
by Pollitt, M.G.
9421 Regulatory Policies and Reform in the Electricity Supply Industry
by Newbery,D.M.
9420 Testing a Time-Series for Difference Stationarity
by McCabe,B.P.M. & Tremayne,A.R.
9419 Long-Run Structural Modelling
by Pesaran,H.M. & Shin,Y.
9418 Iranian Economy During the Pahlavi Era
by Pesaran, H.M.
9417 Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees
by Fries,S. & Mella-Barral,P. & Perraudin,W.R.M.
9416 New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes
by Mella-Barral,P. & Perraudin,W.R.M.
9415 Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results
by Binder,M. & Pesaran,H.M.
9414 Option Games
by Lambrecht, B. & Perraudin, W.
9413 Replacing the U.K. Income Tax with a Progressive Consumption Tax
by Phutton, J. & Kenc, T.
9412 Information Flows in the Foreign Exchange Markets
by Perraudin,W. & Vitale,P.
9411 Estimation of Stationary Stochastic Processes via the Empirical Characteristic Function
by Knight,J.L. & Satchell,S.E.
9410 Continuous Time International Arbitrage Pricing: Theory And Estimation
by Perraudin,W.R.M. & Sorensen,B.E.
9409 Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991
by Lee, K.C.
9408 Modelling U.K. Mortgage Defaults Using a Hazard Approach Based on American Options
by Ncube, M. & Satchell, S.E.
9407 A Floor and Ceiling Model of U.S. Output
by Pesaran, H.M. & Potter, S.M.
9406 The Use of Recursive Model Selection Strategies in Forecasting Stock Returns
by Pesaran, H. & Timmermann, A.
9405 Specific Investment, Hold-Up, and Commitment Through Dual-Class Common Stock
by Doyle, C. & Maher, M.
9404 Real Effective Exchange Rates 1870-1913: The Core Industrial Countries
by Solomou, S. & Catao, L.

1993

9321 Limited-Dependaent Rational Expectations Models with Future Expectations
by Pesaran, M.H. & Samiei, H.
9320 Forecasting Ultimate Resource Recovery
by Pesaran, M.H. & Samiei, H.
9319 Geometric Indices: A Theory of Hedging and Econometric Analysis with Applications to the UK Stock Market
by Rogers, L.C.G. & Satchell, S.E. & Yoon, Y.
9318 Limited-Dependent Rational Expectations Models with Stochastic Thresholds
by Pesaran, M.H. & Murcia, F.J.
9317 Accounting for Property Assets in the Public and Private Sector
by Pratten, C.
9316 Measures of Real Effective Exchange Rates
by Wright, S.
9315 Acces Costs and Entry in the Local Telecommunications Network: A Case for De-Averaged Rates
by Maher, M.E.
9314 The Natural Rate Hypothesis and its Testable Implications
by Pesaran, M.H. & Smith, R.
9313 Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction
by Pesaran, M.H. & Karshenas, M.
9312 The Dollar-Pound Forward Exchange Rate 1919-1939
by Kitsom, M. & Samiei, H. & Solomou, S.
9311 Cointegration and Speed of Convergence to Equilibrium
by Pesaran, M.H. & Shin, Y.
9310 Investment and Trade Over Networks: Commitment Through Joint Ventures
by Doyle, C. & Maher, M.
9308 Alternative Approaches to Estimating Long-Run Energy Demand Elasticities: An Application to Asian Developing Countries
by Hashem, M. & Smith, R.
9307 Some Statistics for Testing the Influence of the Number of Transactions on the Distributions of Returns
by Satchell, S. & Yoon, J.
9306 Cointegration and Direct Tests of the Rational Expectations Hypothesis
by McAleer, M. & McKenzie, C.R. & Pesaren, M.H.

1992

9224 Theory and Evidence in Economics
by Pesaran, M.H. & Smith, R.
9223 The Interaction Between Theory and Observation in Economics
by Pesaran, M.H. & Smith, R.
9222 A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models
by Pesaran, B. & Pesaran, M.H.
9221 UK National Income 1920-1938: The Implications of Balanced Estimates
by Solomou, S. & Weale, M.
9220 A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method
by Pesaran, M.H.
9219 Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods
by Pesaran, M. & Pierse, R.G. & Lee, K.C.
9218 A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing
by Pesaran, M.H. & Timmermann, A.G.
9217 Trade in Producer Services: International Specialisation and European Integration
by Landesmann, M.A. & Petit, P.
9216 Forecasting Stock Returns
by Pesaran, M.H. & Timmermann, A.
9215 Estimating Long-Run Relationships From Dynamic Heterogeneous Panels
by Pesaran, M.H. & Smith, R.
9214 The Role of Sectoral Interactions in Wage Determination in the UK Economy
by Lee, K.C. & Pesaran, M.H.
9213 Industrial Restructuring in Eastern Europe and East-West Trade Integration
by Landesmann, M.A.
9212 Mutual Fund Separation with General Preferences
by Lewbel, A. & Perraudin, W.R.M.
9211 Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps
by Ho, M.S. & Perraudin, W.R.M. & Sorensen, B.E.
9210 Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS
by Favero, C.A. & Pesaran, M.H. & Sharma, S.
9209 The Role of Public Enterprises in the National Economy
by Newbery, D.M.
9207 Regulation of Mergers in the US and the UK: A new Agenda
by Singh, A.
9204 Oil Investment in the North Sea
by Favero, C.A. & Pesaran, M.H.
9203 Growth and Structural Change in the Swedish Model
by Ramaswamy, R. & You, J.I.
9202 Quarterly National Income Accounts for Interwar Germany, 1925, 1938
by Ellam, M. & Kitson, M. & Solomou, S. & Weale, M.
9201 The Move to Autarky: The Political Economy of Nazi Trade Policy
by Kitson, M.

1991

9208 Capacity-Constrained Supply Function Equilibria: Competition and Entry in the Electricity Spot Market and Competition and Regulation in English Electricity Industry
by Newbery, D.M.
9206 Corporate Takeovers: A Review
by Singh, A.

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