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2006
2006 Working papers
Paper No.
Title
Authors
No. 553:
A Macroeconometric Model of the Chinese Economy
Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Xinhua He, Rui Liu, Shiguo Liu, Nedelyn Magtibay-Ramos, Pilipinas Quising,
No. 566:
Forecasting using Bayesian and Information Theoretic Model Averaging: An Application to UK Inflation
George Kapetanios, Vincent Labhard, Simon Price,
No. 570:
Nonlinear Models with Strongly Dependent Processes and Applications to Forward Premia and Real Exchange Rates
Richard T. Baillie, George Kapetanios,
No. 559:
Productivity, Exporting and the Learning-by-Exporting Hypothesis: Direct Evidence from UK Firms
Gustavo Crespi, Chiara Criscuolo, Jonathan Haskel,
No. 565:
Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia
Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas F. Quising,
No. 561:
Two-stage Boundedly Rational Choice Procedures: Theory and Experimental Evidence
Paola Manzini, Marco Mariotti,
No. 571:
Consumer Choice and Revealed Bounded Rationality
Paola Manzini, Marco Mariotti,
No. 562:
Choosing Monetary Sequences: Theory and Experimental Evidence
Paola Manzini, Marco Mariotti, Luigi Mittone,
No. 557:
VAR Modelling Approach and Cowles Commission Heritage
Duo Qin,
No. 555:
Walras and Dividends Equilibrium with Possibly Satiated Consumers
Nizar Allouch, Cuong Le Van,
No. 556:
Anonymous Price Taking Equilibrium in Tiebout Economies with Unbounded Club Sizes
Nizar Allouch, John P. Conley, Myrna Wooders,
No. 569:
Panels with Nonstationary Multifactor Error Structures
George Kapetanios, M. Hashem Pesaran, Takashi Yamagata,
No. 563:
Uncovered Set Choice Rule
Michele Lombardi,
No. 564:
Macroeconomic Effects of Fiscal Policies: Empirical Evidence from Bangladesh, China, Indonesia and the Philippines
Geoffrey Ducanes, Marie Anne Cagas, Duo Qin, Pilipinas Quising, Mohammad Abdur Razzaque,
No. 580:
The (Ir)relevance of the NRU for Policy Making: The Case of Denmark
Marika Karanassou, Hector Sala, Pablo F. Salvador,
No. 567:
Forecasting Using Predictive Likelihood Model Averaging
George Kapetanios, Vincent Labhard, Simon Price,
No. 558:
Information Technology, Organisational Change and Productivity Growth: Evidence from UK Firms
Gustavo Crespi, Chiara Criscuolo, Jonathan Haskel,
No. 577:
Factor-GMM Estimation with Large Sets of Possibly Weak Instruments
George Kapetanios, Massimiliano Marcellino,
No. 568:
Stochastic Volatility Driven by Large Shocks
George Kapetanios, Elias Tzavalis,
No. 581:
An Empirical Study of Asian Stock Volatility Using Stochastic Volatility Factor Model: Factor Analysis and Forecasting
Silvia S.W. Lui,
No. 554:
Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)
Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos, Pilipinas Quising,
No. 574:
Labour Market Flexibility and Regional Unemployment Rate Dynamics: Spain 1980-1995
Roberto Bande, Marika Karanassou,
No. 572:
Two-stage Bargaining Solutions
Paola Manzini, Marco Mariotti,
No. 579:
Are Price Limits on Futures Markets That Cool? Evidence from the Brazilian Mercantile and Futures Exchange
Marcelo Fernandes, Marco Aurélio dos Santos Rocha,
No. 560:
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data
Hugo Kruiniger,
No. 552:
Sieve Bootstrap for Strongly Dependent Stationary Processes
George Kapetanios, Zacharias Psaradakis,
No. 576:
The Unlikeliness of an Economic Catastrophe: Localization & Globalization
Jose Miguel Albala-Bertrand,
No. 578:
How Much Does the UK Invest in Intangible Assets?
Mauro Giorgio Marrano, Jonathan Haskel,
No. 573:
Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective
Marika Karanassou, Hector Sala, Dennis J. Snower,
No. 575:
Uncover Latent PPP by Dynamic Factor Error Correction Model (DF-ECM) Approach: Evidence from Five OECD Countries
Duo Qin,
No. 582:
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions
Hugo Kruiniger,
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