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Research
Working papers
2002
2002 Working papers
Paper No.
Title
Authors
No. 460:
Fundamental Properties of Bond Prices in Models of the Short-Term Rate
Antonio Mele,
No. 479:
A Reappraisal of the Inflation-Unemployment Tradeoff
Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 470:
Testing for Structural Breaks in Nonlinear Dynamic Models Using Artificial Neural Network Approximations
George Kapetanios,
No. 453:
Returns to Education: Evidence from UK Twins
Dorothé Bonjour, Lyn Cherkas, Jonathan Haskel, Denise Hawkes, Tim Spector,
No. 451:
Divide et impera: Negotiating with a Stakeholder
Paola Manzini,
No. 461:
Job Creation, Job Destruction and the Contribution of Small Businesses: Evidence for UK Manufacturing
Matthew Barnes, Jonathan Haskel,
No. 469:
Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks
George Kapetanios,
No. 471:
Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset
George Kapetanios,
No. 456:
On Smiles, Winks, and Handshakes as Coordination Devices
Paola Manzini, Abdolkarim Sadrieh, Nicolaas J. Vriend,
No. 472:
GLS Detrending for Nonlinear Unit Root Tests
George Kapetanios, Yongcheol Shin,
No. 480:
Unemployment in the European Union: A Dynamic Reappraisal
Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 465:
Unit Root Tests in Three-Regime SETAR Models
George Kapetanios, Yongcheol Shin,
No. 474:
Measuring Conditional Persistence in Time Series
George Kapetanios,
No. 457:
Short-run Lats Rate Movements: Impact of Foreign Currency Shocks via Trade and Financial Markets
Martin Kazaks, Duo Qin,
No. 476:
Unemployment Invariance
Marika Karanassou, Dennis J. Snower,
No. 467:
A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models
George Kapetanios,
No. 450:
On the Estimation of Panel Regression Models with Fixed Effects
Hugo Kruiniger,
No. 455:
An Econometric Investigation into the Macroeconomic Relationship between Investment and Saving: Evidence from the EU Region
Constantinos Alexiou,
No. 454:
Does Divorce Law Matter?
Giulio Fella, Paola Manzini, Marco Mariotti,
No. 474:
Testing for Neglected Nonlinearity in Long Memory Models
George Kapetanios,
No. 452:
Does Inward Foreign Direct Investment Boost the Productivity of Domestic Firms?
Jonathan E. Haskel, Sonia C. Pereira, Matthew J. Slaughter,
No. 466:
Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting
George Kapetanios,
No. 475:
A Note on Covariance Stationarity Conditions for Dynamic Random Coefficient Models
George Kapetanios,
No. 478:
An Anatomy of the Phillips Curve
Marika Karanassou, Dennis J. Snower,
No. 477:
Long-Run Inflation-Unemployment Dynamics: The Spanish Phillips Curve and Economic Policy
Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 463:
Pricing Information Goods in the Presence of Copying
Paul Belleflamme,
No. 459:
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms
Hugo Kruiniger, Elias Tzavalis,
No. 464:
Continuous Time Regime Switching Models and Applications in Estimating Processes with Stochastic Volatility and Jumps
Kyriakos Chourdakis,
No. 462:
Recursive Estimation in Econometrics
Stephen Pollock,
No. 458:
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
Hugo Kruiniger,
No. 468:
Bootstrap Statistical Tests of Rank Determination for System Identification
Gonzalo Camba-Mendez, George Kapetanios,
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