|
Online Papers |
Papers at
Leicester University
|
|
|
|
|
|
|
|
|
|
|
VAR analysis in the presence of a changing
correlation in the structural errors Hall |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Management School
|
"Identifying the wage bargaining process in
Germany" S.G.Hall |
|
|
"Creating high frequency national accounts with state
space modelling: A monte carlo
experiment" H. Liu and S.G.Hall |
|
|
"Stochastic Common Trends and Long-Run relationships
in Heterogeneous Panels" S.G. Hall and G.Urga |
|
|
"Irreducibility and Structural Cointegrating
Relations: An application to the G7 Long Term interest rates"by
M.R.Barrassi G.Maria
Caporale and S.G.Hall |
|
|
"Interest Rate Linkages: A Kalman Filter Approach to
Detecting Structural Change" M.R.Barrassi, G.
Maria Caporale and S.G.Hall |
|
|
"New Developments in the Analysis of Panel Data
sets" S.G.Hall and G.Urga |
|
|
"Modelling Econmic Policy
Responses with an application to the G3" M.Chui,
G. Maria Caporale, S,G.Hall and S.G.B. Henry |
|
|
"A non-parameteric approach
to pricing and hedging derivative securities with an application to LIFFE
data" J.A. Barria and S.G.Hall |
|
|
"A principle Components analysis of Common Stochastic
Trends in Heterogeneous panel data; Some Monte Carlo evidence" S.G.Hall, S. Lazarova and G. Urga |
|
|
"The Determination of Wage and Price Inflation in
Greece: An Application of Modern Cointegration Techniques" by S.G.Hall and N. Zonzilos |
|
|
"Evaluating the gains to co-operation in the G3"
M.Chui, G. Maria Caporale, S,G.Hall
and S.G.B. Henry |
|
|
"Modelling the Euro-11 Economy: A Supply Side
Approach" M.Beeby, S.G.Hall
and S.G.B.Henry |
|
|
"Testing for Structural Changes in the Long-Run
Causal Structure of Cointegrated Vector Autoregressions" M.R.Barassi,
G. Maria Caporale and S.G.Hall |
|
"Measuring
the Capital Stock in Russia;An
Unobserved Component model"
|
|
|
"Analyzing exchange
rate volatility around the August 1998’s Russian crisis" Olivier Basdevant |
|
"A SEQUENTIAL TEST FOR STRUCTURAL BREAKS IN THE CAUSAL LINKAGES
BETWEEN THE G-7 SHORT-TERM INTEREST RATES
|
|
"IRREDUCIBILITY
AND STRUCTURAL COINTEGRATING RELATIONS: AN APPLICATION TO THE G-7 LONG-TERM
INTEREST RATES" Marco
R. Barassi
|
London Business School
download
|
"Unemployment
and the capital stock: A dynamic structural model of the UK economy" by
J. Nixon and S.G.Hall
|
download
|
"A
consistent approach to modelling dynamic factor demands" by J. Nixon and
S.G. Hall
|
download
|
"
Examining
the first stages of Market Performance: A Test of evolving Market
Efficiency" by G. Urga, S.G.Hall
and A. Zalewska-Mitura
|
download
|
"Testing for
evolving stock market efficiency with an application to Russian Stck prices" by G. Urga, S.G.Hall and A. Zalewska-Mitura
|
Oxford
download
|
"Modelling
Economic Policy Responses with an Application to the G3" by M. Chui,
G.M. Caporale, S.G.Hall and S.G.B. Henry
|
|
download
|
"Interest
Rate Linkages: Identifying Structural Relations" by M.R.Barassi,
G.M. Caporale and S.G. Hall
|
|
download
|
"
Modelling
Policy Rules: Direct versus model based approaches; Comments and
Illustrations" by S.G.Hall, S.G.B.Henry and G. Williams
|
|
download
|
"On The Identification of Cointegrated
Systems in Small Samples: Practical Procedures with an Application to UK
Wages and Prices" by J.V.Greenslade, S.G.Hall and S.G.B.Henry
|
|
download
|
"The
Inter-relationship Between Monetary Policy and
Endogenous Technical Progress" by A. Cipollini,
S.G.Hall and J.Nixon
|
|
download
|
"The
Determination of Wage and Price Inflation in Greece: An Application of Modern
Cointegration Techniques" by S.G.Hall and N. Zonzilos
|
|
download
|
"Analysing
Exchange Rate Volatility around the August 1998 Russian Crisis" by O. Basedevant and S.G.Hall
|
|
download
|
"Inflation
Targeting: Delegation and Coordination of Monetary Policy" S.G.Hall, J.Nixon and S.G.B.Henry
|
|
download
|
"Interest
Rate Linkages: A Kalman Filter Approach to Detecting Structural Change" M.
Barrassi, G.M. Caporale and S.G.Hall
|
|
download
|
"Identifying
the Wage Bargaining Process in Germany" S.G.Hall
|
|
|
"Rational Expectations and Near Rational Alternatives; How best to form expectations" by M.Beeby, S.G. Hall and S.G.B. Henry |
||
|
"Bargaining models and identifying the wage equation." G.Chamberlin, SG Hall, and SGB Henry. |
||
|
"Expectations
Formation and the 1990s ERM Crisis" |
||