2003 Working papers

Paper No.	Title	Authors
No. 486:	A Nonlinear Approach to Public Finance Sustainability in Latin America	Georgios Chortareas, George Kapetanios, Merih Uctum,
No. 490:	Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests	George Kapetanios, Melvyn Weeks,
No. 496:	Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean	Andrew P. Blake, George Kapetanios,
No. 487:	Schelling's Spatial Proximity Model of Segregation Revisited	Romans Pancs, Nicolaas J. Vriend,
No. 502:	On the Behavior of Proposers in Ultimatum Games	Thomas Brenner, Nicolaas J. Vriend,
No. 489:	A Comparison of Estimation Methods for Dynamic Factor Models of Large Dimensions	George Kapetanios, Massimiliano Marcellino,
No. 497:	Testing for Cointegration in Nonlinear STAR Error Correction Models	George Kapetanios, Yongcheol Shin, Andy Snell,
No. 483:	A Note on Joint Estimation of Common Cycles and Common Trends in Nonstationary Multivariate Systems	George Kapetanios,
No. 485:	An Investigation of Current Account Solvency in Latin America Using Non Linear Stationarity Tests	Georgios Chortareas, George Kapetanios, Merih Uctum,
No. 499:	Determining the Poolability of Individual Series in Panel Datasets	George Kapetanios,
No. 498:	A Dynamic Factor Analysis of Financial Contagion in Asia	Andrea Cipollini, George Kapetanios,
No. 500:	Testing for Nonstationary Long Memory against Nonlinear Ergodic Models	George Kapetanios, Yongcheol Shin,
No. 488:	Pricing American Options under Stochastic Volatility: A New Method Using Chebyshev Polynomials to Approximate the Early Exercise Boundary	Elias Tzavalis, Shijun Wang,
No. 493:	Unemployment in the European Union: Institutions, Prices, and Growth	Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 503:	An Economical Approach to Estimate a Benchmark Capital Stock. An Optimal Consistency Method	Jose Miguel Albala-Bertrand,
No. 481:	Network Formation and Social Coordination	Sanjeev Goyal, Fernando Vega-Redondo,
No. 494:	Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models	George Kapetanios,
No. 491:	Inflation Forecast Targeting in an Overlapping Generations Model	Gerhard Sorger,
No. 501:	Natural or Unnatural Monopolies in UK Telecommunications?	Lisa Correa,
No. 504:	Child Labor and the Labor Supply of Other Household Members: Evidence from 1920 America	Marco Manacorda,
No. 495:	Determining the Stationarity Properties of Individual Series in Panel Datasets	George Kapetanios,
No. 492:	The Economic Impact of Telecommunications Diffusion on UK Productivity Growth	Lisa Correa,
No. 482:	A New Nonparametric Test of Cointegration Rank	George Kapetanios,
No. 484:	The Yen Real Exchange Rate May Be Stationary after All: Evidence from Nonlinear Unit-Root Tests	Georgios Chortareas, George Kapetanios,

Paper No.

Title

Authors

No. 486:

A Nonlinear Approach to Public Finance Sustainability in Latin America

Georgios Chortareas, George Kapetanios, Merih Uctum,

No. 490:

Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests

George Kapetanios, Melvyn Weeks,

No. 496:

Testing for ARCH in the Presence of Nonlinearity of Unknown Form in the Conditional Mean

Andrew P. Blake, George Kapetanios,