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  1. Review article › Research › Peer-reviewed
  2. Meeting abstract › Research › Peer-reviewed
  3. Chapter (peer-reviewed) › Research › Peer-reviewed
  4. A simple two-component model for the distribution of intraday returns

    Coroneo, L. & Veredas, D., 24 Nov 2014, High frequency trading and limit order book dynamics. Nolte, I., Salmon, M. & Adcock, C. (eds.). Routledge, p. 43-65

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  5. An Economic Analysis of Biofuels: Policies, Trade and Employment Opportunities

    Datta, B., 2021, (Accepted/In press) Handbook of Biofuels. Sahay, S. (ed.). Elsevier

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  6. Dynamic Linkages Across Country Yield Curves: The Effects of Global and Local Yield Curve Factors on US, UK and German Yields

    Coroneo, L., Garrett, I. & Sanhueza, J., 19 Aug 2018, New Methods in Fixed Income Modeling: Contributions to Management Science. Springer, p. 205-222

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  7. Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework

    Shin, Y., Yu, B. & Greenwood-Nimmo, M., 2014, The Festschrift in Honor of Peter Schmidt.: Econometric Methods and Applications. Horrace, W. & Sickles, R. (eds.). New York: Springer, p. 281-314 34 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  8. Modelling in the Presence of Cross Sectional Error Dependence

    Shin, Y., Kapetanios, G., Mastromarco, C. & Serlenga, L., 2017, The Econometrics of Multi-dimensional Panels: Theory and Applications: Theory and Applications. Matyas, L. (ed.). Springer, 31 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  9. Multilateral Resistance and Euro Effects on Trade Flows

    Shin, Y., Serlenga, L. & Mastromarco, C., 2016, Spatial Econometric Interaction Modelling. Patuelli, R. & Arbia, G. (eds.). Springer, (Advances in Spatial Science).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  10. Quantifying Informational Linkages in a Global Model of Currency Spot Markets

    Shin, Y., Greenwood-Nimmo, M. & Nguyen, V., 2018, (Accepted/In press) Advances in Applied Financial Econometrics. Routledge

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  11. Research and Development, Innovations and Sustainability: A Theoretical Perspective.

    Datta, B., 24 Oct 2020, Industry, Innovation and Infrastructure. Leal Filho, W., Azul, A. M., Brandli, L., Lange Salvia, A. & Wall, T. (eds.). Springer, (Encyclopedia of the UN Sustainable Development Goals).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  12. Using Global VAR Models for Scenario-based Forecasting and Policy Analysis

    Shin, Y., Greenwood-Nimmo, M. & Nguyen, V., 2013, The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Pesaran, H. & di Mauro, F. (eds.). Oxford: Oxford University Press, p. 97-113

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

  13. Chapter (peer-reviewed) › Research › Not peer-reviewed
  14. A simple test for identification in GMM under conditional moment restrictions

    Bravo, F., Escanciano, J. & Otsu, T., 2012, Advances in Econometrics. Baltagi, B. H., Carter Hill, R., Newey, W. K. & White, H. L. (eds.). Vol. 29. p. 455-478 (Advances in Econometrics; vol. 29).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  15. An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis

    Shin, Y. & Pesaran, M. H., 1999, Econometrics and Economic Theory in the 20th century: The Ragnar Frish Centennial Symposium. Strom, S. (ed.). Cambridge: Cambridge University Press, p. 371-413 43 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  16. Average derivative estimation with missing responses

    Bravo, F., Huynh, K. & Jacho-Chavez, D., 2011, Advances in Econometrics . Vol. 27. p. 129-154

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  17. The Structural Cointegrating VAR Approach to Macroeconometric Modelling

    Shin, Y., Pesaran, M. H., Lee, K. & Garratt, A., 2000, Econometric Modelling: Techniques and Applications. Holly, S. & Weale, M. (eds.). Cambridge: Cambridge University Press, p. 94-31 38 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  18. Special issue › Research
  19. (with Dr Amanda Capern, University of Hull), Women, Wealth and Power: special conference edition of Women’s History Review

    Spicksley, J. M., 2007, Women's History Review, 16, 3.

    Research output: Contribution to specialist publicationSpecial issue

  20. Article › Research
  21. Double hurdle model

    Jones, A. M., 28 Aug 2017, (Accepted/In press) Wiley Statsref-Statistics Reference Online.

    Research output: Contribution to specialist publicationArticle

  22. Health Econometrics

    Jones, A. M., 2012, The New Palgrave Dictionary of Economics Online.

    Research output: Contribution to specialist publicationArticle

  23. The Gender Pay Gap among Economists in the UK.

    Mumford, K. A. & Sechel, C., 5 Nov 2019, LSE Business Review.

    Research output: Contribution to specialist publicationArticle

  24. The Hazards of Slavery

    Smith, S. & Forster, M., 2011, Significance (magazine of the ASA/RSS).

    Research output: Contribution to specialist publicationArticle

  25. Discussion paper › Research
  26. 'The Curse of the Caribbean'? Agency's impact on the efficiency of sugar estates in St.Vincent and the Grenadines, 1814-1829

    Smith, S. & Forster, M., 2013, University of Oxford Discussion Papers in Economic and Social History , p. 1-41, (Oxford Economic and Social History Working Papers; no. 112).

    Research output: Working paperDiscussion paper

  27. A Bayesian decision-theoretic model of sequential experimentation with delayed response

    Chick, S., Forster, M. & Pertile, P., 12 Aug 2015, p. 1-34, 34 p.

    Research output: Working paperDiscussion paper

  28. A Non-empty Core May Not Coincide with the Uncovered Set in Spatial Voting Situations: Department of Economics & Related Studies Discussion Paper Series

    Bhattacharya, A., Brosi, V. & Ciardiello, F., 2010, York: The University of York.

    Research output: Working paperDiscussion paper

  29. A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters

    Coroneo, L., Iacone, F. & Profumo, F., 2019, Department of Economics and Related Studies, University of York, p. 1-49, 49 p.

    Research output: Working paperDiscussion paper

  30. Allocative Efficiency and an Incentive Scheme for Research: Department of Economics & Related Studies Discussion Paper Series

    Bhattacharya, A. & Newhouse, H., 2010, York: The University of York.

    Research output: Working paperDiscussion paper

  31. An Incentive Mechanism for Using Risk Adjuster to Reimburse Health Care Providers

    Datta, B., 2009, Department of Economics and Related Studies, University of York.

    Research output: Working paperDiscussion paper

  32. Analysing the Research and Teaching Quality Achievement Frontier

    Mayston, D. J., 2011, The University of York, p. 1-25, 25 p. (Department of Economics Discussion Paper ; vol. 11, no. 25).

    Research output: Working paperDiscussion paper

  33. Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data

    Saleem, S., Smith, P. N. & Yalaman, A., 8 Oct 2020, Department of Economics and Related Studies, University of York.

    Research output: Working paperDiscussion paper

  34. Biases in bias elicitation

    Forster, M. & Manzi, G., 2012.

    Research output: Working paperDiscussion paper

  35. Carry and Trend Following Returns in the Foreign Exchange Market

    Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 20 Jul 2015, Department of Economics and Related Studies, University of York, p. 1-32, 32 p. (Department of Economics Discussion Papers in Economics).

    Research output: Working paperDiscussion paper

  36. Convexity, Quality and Efficiency in Education

    Mayston, D. J., May 2015, York, p. 1-21, 21 p. (Discussion Papers in Economics; vol. 15, no. 8).

    Research output: Working paperDiscussion paper

  37. Data Envelopment Analysis, Endogeneity and the Quality Frontier for Public Services

    Mayston, D. J., Apr 2015, York, p. 1-25, 25 p. (Discussion Papers in Economics; vol. 15, no. 5).

    Research output: Working paperDiscussion paper

  38. Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table

    Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 3 Jul 2017, Department of Economics and Related Studies, University of York, 36 p. (Discussion Papers in Economics; no. 17/06).

    Research output: Working paperDiscussion paper

  39. Durable consumption, long-run risk and the equity premium

    Guo, N. & Smith, P. N., 2012, (Discussion Paper, Department of Economics, University of York; no. 12/37).

    Research output: Working paperDiscussion paper

  40. Dynamic, economic approaches to HTA under uncertainty

    Forster, M. & Pertile, P., 2010, University of Verona.

    Research output: Working paperDiscussion paper

  41. Effects of Ad-Blockers Adoption on Digital Piracy: A Blessing or a Curse?

    Datta, B. & Madio, L., 2017.

    Research output: Working paperDiscussion paper

  42. Efficient Allocations, Equilibria and Stability in Scarf's Economy: Department of Economics & Related Studies Discussion Paper Series

    Randon, E. & Simmons, P., 2008, York: The University of York.

    Research output: Working paperDiscussion paper

  43. Efficient M-estimators with Auxiliary Information: Department of Economics & Related Studies Discussion Paper Series

    Bravo, F., 2008, York: The University of York.

    Research output: Working paperDiscussion paper

  44. Emerging stock markets in historical perspective: a research agenda

    Morys, M., 2011, (Unpublished) CHERRY Discussion Paper 2011/03.

    Research output: Working paperDiscussion paper

  45. Epidemic policy under uncertainty and information

    Forster, M. & Randon, E., May 2020.

    Research output: Working paperDiscussion paper

  46. European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?

    Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 2014, (Discussion paper, Department of Economics, University of York; no. 14/02).

    Research output: Working paperDiscussion paper

  47. Export Market Diversification and Productivity Improvements: Theory and Evidence From Argentinean Firms

    Santos Monteiro, P. & Juvenal, L., Apr 2013, (Unpublished).

    Research output: Working paperDiscussion paper

  48. Free-Riding in Pharmaceutical Price Regulation: Theory and Evidence

    Pertile, P., Gamba, S. & Forster, M., 6 Jun 2018, 35 p.

    Research output: Working paperDiscussion paper

  49. Get ready for the Fed lift-off: The role of macroprudential policy

    Ozkan, F. G. & Unsal, D. F., 2015, The University of York, (University of York Discussion Papers; no. 15/25).

    Research output: Working paperDiscussion paper

  50. Golden Rule of Public Finance: A Panacea? Department of Economics & Related Studies Discussion Paper Series

    Ismihan, M. & Ozkan, G., 2009, York: The University of York.

    Research output: Working paperDiscussion paper

  51. Household Asset Holding Diversification in Australia.

    Mariotti, F., Mumford, K. A. & Pena-Boquete, Y., 30 Jun 2014, Univeristy of York Discussion Papers In Economics, 32 p. (Univeristy of York Discussion Papers In Economics; no. 8302).

    Research output: Working paperDiscussion paper

  52. Housing Debt & Consumption

    Simmons, P. J. & Angelini, V., 2011, The University of York, (University of York Department of Economics Discussion Papers; vol. 11, no. 20).

    Research output: Working paperDiscussion paper

  53. Ideological Polarization and the Media

    Melki, M. & Pickering, A. C., Jul 2014, Department of Economics and Related Studies, University of York, 11 p.

    Research output: Working paperDiscussion paper

  54. Ideology and the growth of US state government

    Pickering, A. C. & Rockey, J., 1 Mar 2012, The Barcelona Institute of Economics (IEB), p. 1-41, 41 p. (IEB Working Papers).

    Research output: Working paperDiscussion paper

  55. Inequality and the Size of Government

    Luo, W., Pickering, A. C. & Santos Monteiro, P., 17 Feb 2017, p. 1-37, 37 p.

    Research output: Working paperDiscussion paper

  56. Inequality and the composition of taxes

    Pickering, A. C., Mar 2015, Department of Economics and Related Studies, University of York, p. 1-36, 36 p. (University of York Department of Economics Discussion Papers in Economics).

    Research output: Working paperDiscussion paper

  57. Inferring Social Preferences over Income Distributions through Axioms: Department of Economics & Related Studies Discussion Paper Series

    Hey, J. D. & Pasca, C., 2009, York: The University of York.

    Research output: Working paperDiscussion paper

  58. Intergenerational Mobility and the Timing of Parental Income

    Carneiro, P., Lopez Garcia, I., Salvanes, K. & Tominey, E., 14 Oct 2015, London: Institute of Fiscal Studies, 58 p.

    Research output: Working paperDiscussion paper

  59. Labelling contests with endogenous precision

    Schweinzer, P., Fleckinger, P. & Roussillon, B., 2012, (In preparation) 32 p.

    Research output: Working paperDiscussion paper

  60. Labour policy and multinational firms: the "race to the bottom" revisited

    Bhattacharya, A. & Sen, D., 2018.

    Research output: Working paperDiscussion paper

  61. Late stage pharmaceutical R & D and pricing policies under two-stage regulation

    Jobjornsson, S., Forster, M., Pertile, P. & Burman, C-F., 2015, p. 1-29, 29 p.

    Research output: Working paperDiscussion paper

  62. Local institutional structure and clientelistic access to employment: the case of MGNREGS in three states of India

    Bhattacharya, A., Kar, A. & Nandi, A., 19 Dec 2016, The University of York, (Discussion Papers in Economics, University of York).

    Research output: Working paperDiscussion paper

  63. Mental Health around Pregnancy and Child Development from Early Childhood to Adolescence

    Von Hinke Kessler Scholder, S. M. L., Rice, N. & Tominey, E., Aug 2019, University of Chicago, 51 p. (University of Chicago; no. 2019-048).

    Research output: Working paperDiscussion paper

  64. Mental Health around Pregnancy and Child Development from Early Childhood to Adolescence

    Von Hinke Kessler Scholder, S. M. L., Rice, N. & Tominey, E., Aug 2019, IZA Discussion Papers, 52 p.

    Research output: Working paperDiscussion paper

  65. Minimum wage hikes and the wage growth of low-wage workers

    Swaffield, J., Mar 2012, York: RePEc ; DERS Discussion Papers (University of York), p. n/a, 41 p.

    Research output: Working paperDiscussion paper

  66. Monetary Policy under the Classical Gold Standard (1870s-1914)

    Morys, M., 2010, (Unpublished) CHERRY Discussion Paper 2010/01.

    Research output: Working paperDiscussion paper

  67. Monopoly Emission Taxation and Compliance when Consumers are Green

    Datta, B. & Hosokawa, M., 2018.

    Research output: Working paperDiscussion paper

  68. Nash equilibrium with transferable utility

    Schweinzer, P. & Li, J., 2012, 18 p.

    Research output: Working paperDiscussion paper

  69. New Evidence on the Historical Growth of Government in Europe: The Role of Labor Costs

    Melki, M. & Pickering, A. C., May 2019, 07 ed., Department of Economics and Related Studies, University of York.

    Research output: Working paperDiscussion paper

  70. On Credible Coalitional Deviations by Prudent Players: Department of Economics & Related Studies Discussion Paper Series

    Bhattacharya, A. & Ziad, A., 2009, York: The University of York.

    Research output: Working paperDiscussion paper

  71. On human capital and economic growth with random technology shocks: University of Milan, Economics

    Bucci, A., Colapinto, C., Forster, M. & La Torre, D., 2008, Milan: University of Milan.

    Research output: Working paperDiscussion paper

  72. Openness, imported commodities and the Phillips curve

    Pickering, A. C. & Valle, H., 1 Oct 2008, University of Bristol, p. 1-29, 29 p. (University of Bristol Department of Economics Discussion paper series; vol. 08, no. 608).

    Research output: Working paperDiscussion paper

  73. Optimal Sequential Sampling Rules for the Economic Evaluation of Health Technologies: Department of Economics & Related Studies Discussion Paper Series

    Pertile, P., Forster, M. & La Torre, D., 2010, York: The University of York.

    Research output: Working paperDiscussion paper

  74. Optimal control of inequality under uncertainty

    Forster, M., La Torre, D. & Lambert, P., 2012.

    Research output: Working paperDiscussion paper

  75. Patronage and power in rural India: a study based on interaction networks

    Bhattacharya, A., Kar, A., Kumar, S. & Nandi, A., 27 Nov 2018, 29 p. (Discussion Papers in Economics, University of York).

    Research output: Working paperDiscussion paper

  76. Pay Gaps in the National Health Service: Observability and Disclosure

    Mumford, K. A., Aguirre Rodriguez, S., Einarsdottir, A., Lockyer, B. E., Sayli Ugurlu, M. & Smith, B. A., Jun 2021, IZA Discussion Paper, p. 1-50, 50 p. (IZA Institute of Labor Discussion Paper; no. 14482).

    Research output: Working paperDiscussion paper

  77. Pay, Rank and Job Satisfaction amongst Academic Economists in the UK.

    Mumford, K. A. & Sechel, C., Nov 2017, University of York, Discussion Papers in Economics.

    Research output: Working paperDiscussion paper

  78. Peer Salaries and Employee Satisfaction in the Workplace

    Mumford, K. A. & Smith, P. N., Jul 2012, IZA Discussion Paper, 28 p. (IZA Discussion Paper; no. 6673).

    Research output: Working paperDiscussion paper

  79. Polarization and Corruption in America

    Melki, M. & Pickering, A. C., Jul 2016, York: Department of Economics and Related Studies, University of York, p. 1-44, 44 p. (University of York Discussion Papers in Economics).

    Research output: Working paperDiscussion paper

  80. Polarization and Government Debt

    Melki, M. & Pickering, A. C., 1 Jul 2014, York: Department of Economics and Related Studies, University of York, 41 p.

    Research output: Working paperDiscussion paper

  81. Political Competition, Political Donations, Economic Policy and Growth

    Pickering, A. C., 1 Aug 2013, Department of Economics and Related Studies, University of York, p. 1-36, 36 p.

    Research output: Working paperDiscussion paper

  82. Power-Couples and the Colocation Hypothesis Revisited

    Mariotti, F., Mumford, K. A. & Pena-Boquete, Y., May 2015, 26 p. (IZA Discussion Papers; no. 9059).

    Research output: Working paperDiscussion paper

  83. Reducing sequence risk using trend following investment strategies and the CAPE

    Clare, A., Seaton, J., Smith, P. N. & Thomas, S., Sep 2016, (Department of Economics Discussion Papers in Economics; no. 16/11).

    Research output: Working paperDiscussion paper

  84. Reporting heterogeneity effects in modelling self reports of health

    Greene, W., Harris, M., Hollingsworth, B., Knott, R. & Rice, N., 17 Aug 2016, NYU/STERN, p. 1-35, 35 p.

    Research output: Working paperDiscussion paper

  85. Risk pooling in redistributive agreements

    Schweinzer, P. & Bos, O., 2012, 21 p.

    Research output: Working paperDiscussion paper

  86. Self-defeating austerity at the zero lower bound

    McManus, R., Ozkan, F. G. & Trzeciakiewicz, D., 2014, The University of York.

    Research output: Working paperDiscussion paper

  87. Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios

    Clare, A., Seaton, J., Smith, P. N. & Thomas, S., 31 Oct 2014, Department of Economics and Related Studies, University of York, p. 1-17, 17 p. (Department of Economics Discussions Papers in Economics).

    Research output: Working paperDiscussion paper

  88. Sovereign Debt: Election Concerns and the Democratic Disadvantage

    Dhillon, A., Pickering, A. C. & Sjöström, T., 2016, Centre for Competitive Advantage in the Global Economy, p. 1-33, 33 p. (Working Paper Series; vol. Nov 2016, no. 308).

    Research output: Working paperDiscussion paper

  89. Specification and testing of hierarchical ordered response models with anchoring vignettes

    Greene, W., Harris, M., Knott, R. & Rice, N., Aug 2019, NYU/STERN, 43 p.

    Research output: Working paperDiscussion paper

  90. Specification and testing of hierarchical ordered response models with anchoring vignettes

    Greene, W., Harris, M., Knott, R. & Rice, N., Aug 2019, HEDG, DERS, University of York, 43 p. (HEDG Working Papers; no. WP19/18).

    Research output: Working paperDiscussion paper

  91. Static decisions may be optimal in a life cycle setting

    Simmons, P. J., 2011, The University of York, (Department of Economics Discussion Papers).

    Research output: Working paperDiscussion paper

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