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Items where Subject is "Birkbeck Schools and Research Centres > School of Business, Economics & Informatics > Economics, Mathematics and Statistics"

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Number of items at this level: 247.

A

Abakuks, Andris (2007) A modification of Honoré's triple-link model in the synoptic problem. Journal of the Royal Statistical Society, Series A 17 (3), pp. 841-850. ISSN 0964-1998.

Abakuks, Andris (2006) A statistical study of the triple-link model in the synoptic problem. Journal of the Royal Statistical Society Series A 169 (1), pp. 49-60. ISSN 0964-1998.

Abakuks, Andris (2012) The synoptic problem: on Matthew's and Luke's use of Mark. Journal of the Royal Statistical Society: Series A 175 (4), pp. 959-975. ISSN 0964-1998.

Aksoy, Yunus (2001) Firms, international money and prices: a survey of the literature. Review of Business and Economics 46 (2), pp. 175-201. ISSN 0772-7674.

Aksoy, Yunus and Basso, H. (2012) Liquidity, term spreads and monetary policy. Working Paper. Birkbeck College, University of London, London, UK.

Aksoy, Yunus and Basso, H. and Coto-Martinez, J. (2011) Investment cost channel and monetary transmission. Central Bank Review 11 (2), pp. 1-13. ISSN 1303-0701.

Aksoy, Yunus and Basso, H. and Coto-Martinez, J. (2013) Lending relationships and monetary policy. Economic Inquiry 51 (1), pp. 368-393. ISSN 0095-2583.

Aksoy, Yunus and Grasl, Tobias and Smith, Ron P. (2012) The economic impact of demographic structure in OECD countries. Working Paper. Birkbeck College, University of London, London, UK.

Aksoy, Yunus and Leon-Ledesma, M. (2008) Non-linearities and unit roots in G7 macroeconomic variables. The B.E. Journal of Macroeconomics (Topics) 8 (1), ISSN 1935-1690.

Aksoy, Yunus and Lustig, H.N. (2007) Exchange rates, prices and international trade in a model of endogeneous market structure. The Manchester School 75 (2), pp. 160-192. ISSN 1463-6786.

Aksoy, Yunus and Melina, Giovanni (2011) U.S. fiscal indicators, inflation and output. The North American Journal of Economics and Finance 22 (3), pp. 221-236. ISSN 1062-9408.

Aksoy, Yunus and Melina, Giovanni (2012) An empirical investigation of US fiscal expenditures and macroeconomic outcomes. Economics Letters 114 (1), pp. 64-68. ISSN 0165-1765.

Aksoy, Yunus and Melina, Giovanni (2011) An empirical investigation of US fiscal expenditures and macroeconomic outcomes. Working Paper. Birkbeck College, University of London, London, UK.

Aksoy, Yunus and Orphanides, A. and Small, D. and Wieland, V. and Wilcox, D. (2006) A quantitative exploration of the opportunistic approach to disinflation. Journal of Monetary Economics 53 (8), pp. 1877-1893. ISSN 0304-3932.

Aksoy, Yunus and Piskorski, T. (2006) U.S. domestic money, inflation and output. Journal of Monetary Economics 53 (2), pp. 183-197. ISSN 0304-3932.

Aksoy, Yunus and Piskorski, T. (2005) US domestic currency in forecast error variance decompositions of inflation and output. Economics Letters 86 (2), pp. 265-271. ISSN 0165-1765.

Aksoy, Yunus and de Grauwe, P. and Dewachter, H. (2002) Do asymmetries matter for European monetary policy? European Economic Review 46 (3), pp. 443-469. ISSN 0014-2921.

Alessandri, P. and Robertson, D. and Wright, Stephen (2008) Miller and Modigliani, predictive return regressions and cointegration. Oxford Bulletin of Economics & Statistics 70 (2), pp. 181-207. ISSN 0305-9049.

Amenc, N. and Goltz, F. and Schröder, David (2009) Private bankers on private banking: financial risks and asset/liability management. The Journal of Wealth Management 12 (3), pp. 39-50. ISSN 1520-4154.

Anand, P. and Santos, C. and Smith, Ron P. (2009) The measurement of capabilities. In: Basu, K. and Ravi Kanbur, S.M. and Sen, A. (eds.) Arguments For a Better World: Essays in Honour of Amartya Sen. Oxford, Uk: Oxford University Press, pp. 283-310. ISBN 9780199239993.

Athreye, S. and Kapur, Sandeep (2009) Introduction: the internationalization of Chinese and Indian firms - trends, motivations and strategy. Industrial and Corporate Change 18 (2), pp. 209-221. ISSN 0960-6491.

B

Bates, C. and Bundy, D. and Hart, Sarah B. and Rowley, P.J. (2007) Commuting involution graphs for sporadic simple groups. Journal of Algebra 316 (2), 849 - 868. ISSN 0021-8693.

Bates, C. and Bundy, D. and Hart, Sarah B. and Rowley, P.J. (2009) A note on commuting graphs for symmetric groups. Electronic Journal of Combinatrics 16 (1), ISSN 1077-8926.

Baxter, Brad J.C. (2010) On kernel engineering via Paley–Wiener. Calcolo 48 (1), pp. 21-31. ISSN 0008-0624.

Baxter, Brad J.C. (2008) On spherical averages of radial basis functions. Foundations of Computational Mathematics 8 (3), pp. 395-407. ISSN 1615-3375.

Baxter, Brad J.C. and Brummelhuis, R. (2011) Functionals of exponential Brownian motion and divided differences. Journal of Computational and Applied Mathematics 236 (4), pp. 424-433. ISSN 0377-0427.

Baxter, Brad J.C. and Graham, L. and Wright, Stephen (2011) Invertible and non-invertible information sets in linear rational expectations models. Journal of Economic Dynamics and Control 35 (3), pp. 295-311. ISSN 0165-1889.

Beckert, Walter (2011) Empirical analysis of countervailing power in business-to-business bargaining. Working Paper. Birkbeck College, University of London, London, UK.

Beckert, Walter (2005) Estimation of heterogeneous preferences, with an application to demand for internet services. Review of Economics and Statistics 87 (3), pp. 495-502. ISSN 0034-6535.

Beckert, Walter (2010) A micro-econometric approach to geographic market definition in local retail markets: demand side considerations. Economics: The Open-Access, Open-Assessment E-Journal 4 , ISSN 1864-6042.

Beckert, Walter and Blundell, R. (2008) Heterogeneity and the non-parametric analysis of consumer choice: conditions for invertibility. Review of Economic Studies 75 (4), pp. 1069-1080. ISSN 0034-6527.

Beckert, Walter and Mazzarotto, N. (2010) Price-concentration analysis in merger cases with differentiated products. Economics 4 , ISSN 1864-6042.

Beckert, Walter and McFadden, D.L. (2010) Maximal uniform convergence rates in parametric estimation problems. Econometric Theory 26 (2), pp. 469-500. ISSN 0266-4666.

Benediktsdottir, S. and Danielsson, J. and Zoega, Gylfi (2011) Lessons from a collapse of a financial system. Economic Policy 26 (66), pp. 183-231. ISSN 0266-4658.

Benjancu, A. and Hubbert, Simon (2012) A study of the uniform accuracy of univariate thin plate spline interpolation. Numerical Algorithms 62 (12), pp. 1781-1789. ISSN 1017-1398.

Benth, F.E. and Cartea, Alvaro and Kiesel, R. (2008) Pricing forward contracts in power markets by the certainty equivalence principle: explaining the sign of the market risk premium. Journal of Banking & Finance 32 (10), pp. 2006-2021. ISSN 0378-4266.

Bertola, G. and Driffill, John and James, H. and Sinn, H.-W. and Sturm, J.-E. and Valentinyi, A. (2013) EEAG report on the European economy 2013 - rebalancing Europe. Project Report. CESifo Group Munich, Munich, Germany.

Blackburn, S.R. and Etzion, T. and Martin, K.M. and Paterson, Maura B. (2010) Distinct difference configurations: multihop paths and key predistribution in sensor networks. IEEE Transactions on Information Theory 56 (8), pp. 3961-3972. ISSN 0018-9448.

Blackburn, S.R. and Etzion, T. and Martin, K.M. and Paterson, Maura B. (2008) Efficient key predistribution for grid-based wireless sensor networks. In: Fehr, S. (ed.) Information Theoretic Security. Lecture Notes in Computer Science 5155. Berlin, Germany: Springer-Verlag, pp. 54-69. ISBN 9783540850922.

Blackburn, S.R. and Etzion, T. and Martin, K.M. and Paterson, Maura B. (2010) Two-dimensional patterns with distinct differences; constructions, bounds, and maximal anticodes. IEEE Transactions on Information Theory 56 (3), pp. 1216-1229. ISSN 0018-9448.

Blackburn, S.R. and Martin, K.M. and Paterson, Maura B. and Stinson, D.R. (2008) Key refreshing in wireless sensor networks. In: Safavi-Naini, R. (ed.) Information Theoretic Security. Lecture Notes in Computer Science 5155. Berlin, Germany: Springer, pp. 156-170. ISBN 9783540850922.

Blackburn, S.R. and Panoui, A. and Paterson, Maura B. and Stinson, D.R. (2010) Honeycomb arrays. Electronic Journal of Combinatorics 17 (R172), ISSN 1077-8926.

Blackburn, S.R. and Paterson, Maura B. and Stinson, D.R. (2011) Putting dots in triangles. Journal of Combinatorial Mathematics and Combinatorial Computing 78 , pp. 23-32. ISSN 0835-3026.

Booth, A.L. and Zoega, Gylfi (2007) Worker heterogeneity, new monopsony, and training. Working Paper. University of Iceland, Reykjavík, Iceland.

Borger, R. and Cartea, Alvaro and Kiesel, R. and Schindlmayr, G. (2009) Cross-commodity analysis and applications to risk management. Journal of Futures Markets 29 (3), pp. 197-217. ISSN 0270-7314.

Bose, S. and Daripa, Arup (2009) Optimal sale across venues and auctions with a buy-now option. Economic Theory 38 (1), pp. 137-168. ISSN 0938-2259.

Bose, S. and Daripa, Arup (2009) A dynamic mechanism and surplus extraction under ambiguity. Journal of Economic theory 144 (5), pp. 2084-2114. ISSN 0022-0531.

Bove, V. and Brauner, Jennifer (2011) The demand for military expenditure in authoritarian regimes. Working Paper. Birkbeck College, University of London, London, UK.

Bowler, Andrew and Brown, Paul and Fenner, Trevor and Myrvold, W. (2010) Recognizing connectedness from vertex-deleted subgraphs. Journal of Graph Theory 67 (4), pp. 285-299. ISSN 0364-9024.

Brummelhuis, R. (2008) Serial dependence in ARCH-models as measured by tail dependence coefficients. Extremes 11 (2), pp. 167-201. ISSN 1386-1999.

Bundy, D. and Hart, Sarah B. (2006) The case of equality in the Livingstone-Wagner Theorem. Journal of Algebraic Combinatorics , (Submitted)

Bundy, D. and Hart, Sarah B. (2009) The case of equality in the Livingstone-Wagner Theorem. Journal of Algebraic Combinatorics 29 (2), pp. 215-227. ISSN 0925-9899.

C

Calmfors, L. and Corsetti, G. and Devereux, M.P. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2008) Global warming: the neglected supply side. EEag Report on the European Economy 2008 , pp. 125-139. ISSN 1611-311X.

Calmfors, L. and Corsetti, G. and Devereux, M.P. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2008) How much real dollar depreciation is needed to correct global imbalances? EEag Report on the European Economy 2008 , pp. 61-70. ISSN 1611-311X.

Calmfors, L. and Corsetti, G. and Devereux, M.P. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2008) Industrial policy. EEag Report on the European Economy 2008 , pp. 105-124. ISSN 1611-311X.

Calmfors, L. and Corsetti, G. and Devereux, M.P. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2008) The effects of globalisation on western European jobs: Curse or blessing? EEag Report on the European Economy 2008 , pp. 71-104. ISSN 1611-311X.

Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2010) Options on realized variance and convex orders. Quantitative Finance 11 (11), pp. 1685-1694. ISSN 1469-7688.

Carr, P. and Geman, Hélyette and Madan, D.B. and Yor, M. (2002) The fine structure of asset returns: an empirical investigation. Journal of Business 75 (2), pp. 305-332. ISSN 0021-9398.

Cartea, Alvaro and Figueroa, M.G. and Geman, Hélyette (2009) Modelling electricity prices with forward looking capacity constraints. Applied Mathematical Finance 16 (2), pp. 103-122. ISSN 1466-4313.

Cartea, Alvaro and Howison, S. (2009) Option pricing with Levy-Stable processes generated by Leacutevy-Stable integrated variance. Quantitative Finance 9 (4), pp. 397-409. ISSN 1469-7688.

Cartea, Alvaro and Karyampas, Dimitrios (2011) Volatility and covariation of financial assets: a high-frequency analysis. Journal of Banking & Finance 35 (12), pp. 3319-3334. ISSN 0378-4266.

Cartea, Alvaro and Villaplana, P. (2008) Spot price modeling and the valuation of electricity forward contracts: the role of demand and capacity. Journal of Banking & Finance 32 (12), pp. 2502-2519. ISSN 0378-4266.

Cartea, Alvaro and Williams, T. (2008) UK gas markets: the market price of risk and applications to multiple interruptible supply contracts. Energy Economics 30 (3), pp. 829-846. ISSN 0140-9883.

Cartea, Alvaro and del Castillo Negrete, D. (2007) Fractional diffusion models of option prices in markets with jumps. Physica A 374 (2), 749 - 763. ISSN 0378-4371.

Catao, L.A.V. and Fostel, A. and Kapur, Sandeep (2009) Persistent gaps and default traps. Journal of Development Economics 89 (2), pp. 271-284. ISSN 0304-3878.

Cavatorta, Elisa (2010) Unobserved common factors in military expenditure interactions across MENA countries. Defence and Peace Economics 21 (4), pp. 301-3161. ISSN 1024-2694.

Chan, Ron T.L. and Hubbert, Simon (2010) A numerical study of radial basis function based methods for option pricing under one dimension jump-diffusion model. Applied Numerical Mathematics , ISSN 0168-9274. (Submitted)

Chen, Y.F. and Zoega, Gylfi (2010) An essay on the generational effect of employment protection. Mathematical Social Sciences 59 (3), pp. 349-359. ISSN 0165-4896.

Coculescu, D. and Geman, Hélyette and Jeanblanc, M. (2008) Valuation of default-sensitive claims under imperfect information. Finance and Stochastics 12 (2), pp. 195-218. ISSN 0949-2984.

Corsetti, G. and Devereux, M.P. and Hassler, J. and Jenkinson, T. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2009) The European economy: macroeconomic outlook and policy. EEag Report on the European Economy 2009 , pp. 11-57. ISSN 1611-311X.

Corsetti, G. and Devereux, M.P. and Hassler, J. and Jenkinson, T. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2009) France. EEag Report on the European Economy 2009 , pp. 141-164. ISSN 1611-311X.

Corsetti, G. and Devereux, M.P. and Hassler, J. and Jenkinson, T. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2009) Private equity. EEag Report on the European Economy 2009 , pp. 123-140. ISSN 1611-311X.

Corsetti, G. and Devereux, M.P. and Hassler, J. and Jenkinson, T. and Saint-Paul, G. and Sinn, H.-W. and Sturm, J.-E. and Vives, X. (2009) The financial crisis. EEag Report on the European Economy 2009 , pp. 59-122. ISSN 1611-311X.

Coury, T. and Sciubba, Emanuela (2010) Belief heterogeneity and survival in incomplete markets. Economic Theory , ISSN 0938-2259.

Cowhig, Thomas Philip (2009) Constructing monogenic quasigroups with specified properties. PhD thesis, Birkbeck College, University of London.

D

Daripa, Arup (2008) Optimal collective contract without peer information or peer monitoring. Journal of Development Economics 86 (1), pp. 147-163. ISSN 0304-3878.

Daripa, Arup and Kapur, Sandeep and Wright, Stephen (2013) Labour's record on financial regulation. Working Paper. Birkbeck College, University of London, London, UK.

Daripa, Arup and Nilsen, J. (2010) Ensuring sales: a theory of inter-firm credit. American Economic Journal: Microeconomics 39 (1), pp. 245-279. ISSN 1945-7669.

Daripa, Arup and Varotto, S. (2010) Ex ante versus ex post regulation of bank capital. In: Blenman, L.P. and Black, H.A. and Kane, E.J. (eds.) Banking and Capital Markets: New International Perspectives. Singapore: World Scientific, pp. 29-58. ISBN 9789814273602.

Dees, S. and Pesaran, M.H. and Smith, L.V. and Smith, Ron P. (2009) Identification of new Keynesian Phillips curves from a global perspective. Journal of Money, Credit and Banking 41 (7), pp. 1481-1502. ISSN 0022-2879.

Dees, S. and Pesaran, M.H. and Smith, V. and Smith, Ron P. (2010) Supply, demand and monetary policy shocks in a multi-country new Keynesian model. Working Paper. European Central Bank, Frankfurt, Germany.

Dinitz, J.H. and Paterson, Maura B. and Stinson, D.R. and Wei, R. (2012) Constructions for retransmission permutation arrays. Designs, Codes and Cryptography 65 (3), pp. 325-351. ISSN 0925-1022.

Driffill, John (2008) Exchange rate target zones. In: Durlauf, S.N. and Blume, L. (eds.) The New Palgrave Dictionary of Economics. Basingstoke, UK: Palgrave MacMillan. ISBN 9780333786765.

Driffill, John (2011) The future of macroeconomics: general discussion. The Manchester School 79 (S2), pp. 36-38. ISSN 1463-6786.

Driffill, John (2011) The future of macroeconomics: introductory remarks. The Manchester School 79 (S2), pp. 1-4. ISSN 1463-6786.

Driffill, John and Kenc, T. and Sola, Martin and Spagnolo, F. (2009) The effects of different parameterizations of Markov-switching in a CIR model of bond pricing. Studies in Nonlinear Dynamics & Econometrics 13 (1), ISSN 1081-1826.

Driffill, John and Miller, M. (2013) Liquidity when it matters: QE and Tobin's q. Oxford Economic Papers 65 (S1), i115-i145. ISSN 0030-7653.

Driffill, John and Miller, M.H. (2011) Handling liquidity shocks: QE and Tobin's Q. In: Chadha, J.S. and Holly, S. (eds.) Interest Rates, Asset Prices and Liquidity: Lessons from the Financial Crisis. Macroeconomic Policy Making. Cambridge, UK: Cambridge University Press, pp. 108-116. ISBN 9781107014732.

Driffill, John and Rotondi, Z. and Savona, P. and Zazzara, C. (2006) Monetary policy and financial stability: what role for the futures market? Journal of Financial Stability 2 (1), pp. 95-112. ISSN 1572-3089.

Dueker, M.J. and Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. (2011) Multivariate contemporaneous-threshold autoregressive models☆. Journal of Econometrics 160 (2), pp. 311-325. ISSN 0304-4076.

Dueker, M.J. and Sola, Martin and Spagnolo, F. (2007) Contemporaneous threshold autoregressive models: Estimation, testing and forecasting. Journal of Econometrics 141 (2), 517 - 547. ISSN 0304-4076.

Dunne, J.P. and Perlo-Freeman, S. and Smith, Ron P. (2008) The demand for military expenditure in developing countries: hostility versus capability. Defence and Peace Economics 19 (4), pp. 293-302. ISSN 1024-2694.

Dunne, J.P. and Smith, Ron P. (2010) Military expenditure and Granger causality: a critical review. Defence and Peace Economics 21 (5), pp. 427-441. ISSN 1024-2694.

Dávid-Barrett, Tamás and Dunbar, R.I.M. (2012) Cooperation, behavioural synchrony and status in social networks. Journal of Theoretical Biology (308), pp. 88-95. ISSN 0022-5193.

di Cagno, D. and Sciubba, Emanuela (2010) Trust, trustworthiness and social networks: playing a trust game when networks are formed in the lab. Journal of Economic Behavior & Organization 75 (2), pp. 156-167. ISSN 0167-2681.

di Cagno, D. and Sciubba, Emanuela (2008) The determinants of individual behaviour in network formation: some experimental evidence. In: Abdellaoui, M. and Hey, J.D. (eds.) Advances in Decision Making Under Risk and Uncertainty. Theory and Decision Library 42. Amsterdam, The Netherlands: Springer, pp. 219-241. ISBN 9783540684367.

E

Eberlein, E. and Geman, Hélyette and Madan, D.B. (2009) On pricing risky loans and collateralized fund obligations. Journal of Credit Risk 5 (3), pp. 37-54. ISSN 1744-6619.

Efthyvoulou, Georgios (2008) Alphabet economics: the link between names and reputation. Journal of Socio-Economics 37 (3), pp. 1266-1285. ISSN 1053-5357.

F

Fairbairn, Ben (2012) New upper bounds on the spreads of the sporadic simple groups. Communications in Algebra 40 (5), pp. 1872-1877. ISSN 0092-7872.

Fairbairn, Ben (2011) Recent progress in the symmetric generation of groups. In: Campbell, C.M. and Quick, M.R. and Robertson, E.F. and Roney-Dougal, C.M. and Smith, G.C. and Traustason, G. (eds.) Groups St Andrews 2009 in Bath. London Mathematical Society Lecture Note Series 2 388. Cambridge, UK: Cambridge University Press, pp. 384-394. ISBN 9780521279031.

Fairbairn, Ben (2010) Some design theoretic results on the Conway group ·0. Electronic Journal of Combinatorics 17 (R18), pp. 1-11. ISSN 1077-8926.

Fairbairn, Ben (2012) Some exceptional Beauville structures. Journal of Group Theory 15 (5), pp. 631-639. ISSN 1435-4446.

Fairbairn, Ben (2011) Symmetric Presentations of Coxeter Groups. Proceedings of the Edinburgh Mathematical Society 54 (3), pp. 669-683. ISSN 0013-0915.

Fairbairn, Ben (2012) The exact spread of M23 is 8064. International Journal of Group Theory 1 (1), pp. 1-2. ISSN 2251-7650.

Fairbairn, Ben and Barker, N. and Boston, N. (2012) A note on Beauville p-groups. Experimental Mathematics 21 (3), pp. 298-306. ISSN 1058-6458.

Fairbairn, Ben and Curtis, R. (2009) Symmetric representation of the elements of the Conway group .0. Journal of Symbolic Computation 44 (8), pp. 1044-1067. ISSN 0747-7171.

Fairbairn, Ben and Muller, J. (2009) Symmetric generation of coxeter groups. Archiv der Mathematik 93 (1), pp. 1-10. ISSN 0003-889X.

Figuerola Ferretti, I. and Gilbert, C.L. (2008) Commonality in the LME aluminum and copper volatility processes through a figarch lens. Journal of Futures Markets 28 (10), pp. 935-962. ISSN 0270-7314.

Fridriksson, K.S. and Zoega, Gylfi (2012) Advertising as a predictor of investment. Economics Letters 116 (1), pp. 60-66. ISSN 0165-1765.

G

Garratt, A. and Koop, G. and Mise, E. and Vahey, S.P. (2009) Real-time prediction with U.K. monetary aggregates in the presence of model uncertainty. Journal of Business and Economic Statistics 27 (4), pp. 480-491. ISSN 0735-0015.

Garratt, A. and Koop, G. and Vahey, S.P. (2008) Forecasting Substantial Data Revisions in the presence of model uncertainty. The Economic Journal 118 (530), pp. 1128-1144. ISSN 0013-0133.

Garratt, A. and Lee, K. (2010) Investing under model uncertainty: decision based evaluation of exchange rate forecasts in the US, UK and Japan. Journal of International Money & Finance 29 (3), pp. 403-422. ISSN 0261-5606.

Garratt, A. and Lee, K. and Mise, E. and Shields, K. (2009) Real time representation of the UK output gap in the presence of model uncertainty. International Journal of Forecasting 25 (1), pp. 81-102. ISSN 0169-2070.

Garratt, A. and Lee, K. and Mise, E. and Shields, K. (2008) Real-time representations of the output gap. Review of Economics & Statistics 90 (4), pp. 792-904. ISSN 0034-6535.

Garratt, A. and Mitchell, J. and Vahey, S.P. and Wakerly, E.C. (2011) Real-time inflation forecast densities from ensemble Phillips curves. North American Journal of Economics and Finance 22 (1), pp. 77-87. ISSN 1062-9408.

Geman, Hélyette (2010) Commodities and numéraire. In: Cont, R. (ed.) Encyclopedia of Quantitative Finance. Hoboken, U.S.: Wiley. ISBN 9780470057568.

Geman, Hélyette (2008) Editorial. Journal of Banking & Finance 32 (12), p. 2501. ISSN 0378-4266.

Geman, Hélyette (2008) Introduction. Applied Mathematical Finance 15 (5-6), pp. 403-404. ISSN 1466-4313.

Geman, Hélyette (2008) Stochastic clock and financial markets. In: Bensoussan, A. and Zhang, Q. (eds.) Mathematical Modellling and Numerical Methods in Finance. Handbook of Numerical Analysis 10.101. Amsterdam, The Netherlands: Elsevier, pp. 649-664. ISBN 9780444518798.

Geman, Hélyette (2008) Stochastic slock and financial markets. In: Yor, M. (ed.) Aspects of Mathematical Finance. Berlin, Germany: Springer, pp. 37-52. ISBN 9783540752585.

Geman, Hélyette and Kharoubi, C. (2008) WTI crude oil futures in portfolio diversification: the time-to-maturity effect. Journal of Banking & Finance 32 (12), pp. 2553-2559. ISSN 0378-4266.

Geman, Hélyette and Kourouvakalis, S. (2008) A lattice-based method for pricing electricity derivatives under the threshold model. Applied Mathematical Finance 15 (5-6), pp. 531-567. ISSN 1466-4313.

Geman, Hélyette and Ohana, S. (2009) Forward curves, scarcity and price volatility in oil and natural gas markets. Energy Economics 31 (4), pp. 576-585. ISSN 0140-9883.

Geman, Hélyette and Ohana, S. (2008) Time-consistency in managing a commodity portfolio: a dynamic risk measure approach. Journal of Banking & Finance 32 (10), pp. 1991-2005. ISSN 0378-4266.

Geman, Hélyette and Roncoroni, Andrea (2006) Understanding the fine structure of electricity prices. Journal of Business 79 (3), pp. 1225-1261. ISSN 0021-9398.

Geman, Hélyette and Shih, Yih-Fong (2009) Modeling commodity prices under the CEV model. Journal of Alternative Investments 11 (3), pp. 65-84. ISSN 1520-3255.

Geman, Hélyette and Smith, William O. (2012) Shipping markets and freight rates: an analysis of the Baltic Dry Index. Journal of Alternative Investments 15 (1), pp. 98-109. ISSN 1520-3255.

Geman, Hélyette and Smith, William O. (2013) Theory of storage, inventory and volatility in the LME base metals. Resources Policy 38 (1), pp. 18-28. ISSN 0301-4207.

Ghate, C. and Wright, Stephen (2012) The "V-Factor": distribution, timing and correlates of the great Indian growth turnaround. Journal of Development Economics 99 (1), pp. 58-37. ISSN 0304-3878.

Golosov, Edward and Satchell, Stephen E. (2012) Modeling style rotation: switching and re-switching. Working Paper. Birkbeck College, University of London, London, UK.

Goltz, F. and Schröder, David (2010) Hedge fund transparency: where do we stand? The Journal of Alternative Investments 12 (4), pp. 20-35. ISSN 1520-3255.

Goodacre, H. (2010) Limited liability and the wealth of 'uncivilised nations': Adam Smith and the limits to the European Enlightenment. Cambridge Journal of Economics 34 (5), pp. 857-867. ISSN 0309-166X.

Graham, L. and Wright, Stephen (2010) Information, heterogeneity and market incompleteness. Journal of Monetary Economics 57 (2), pp. 164-174. ISSN 0304-3932.

Grasl, Tobias (2013) Solving incomplete markets models by derivative aggregation. Working Paper. Birkbeck College, University of London, London, UK.

Guerdijkova, A. and Sciubba, Emanuela (2012) Survival with ambiguity. Working Paper. Birkbeck College, University of London, London, UK.

Guidici, M. and Hart, Sarah B. (2009) Small maximal sum-free sets. Electronic Journal of Combinatorics 16 (1), ISSN 1077-8926.

H

Hart, Sarah B. (2006) Commuting involution graphs for [(A)\tilde]n. Archiv der Mathematik 86 (1), pp. 16-25. ISSN 0003-889X.

Hart, Sarah B. and Rowley, P.J. (2011) Involution products in Coxeter groups. Journal of Group Theory 14 (2), pp. 251-259. ISSN 1435-4446.

Hart, Sarah B. and Rowley, P.J. (2011) Lengths of parabolic subgroups of finite coxeter groups. International Electronic Journal of Algebra 9 , pp. 10-37. ISSN 1306-6048.

Hart, Sarah B. and Rowley, P.J. (2007) Lengths of subsets in coxeter groups. Turkish Journal of Mathematics 31 , pp. 63-77. ISSN 1300-0098.

Hart, Sarah B. and Rowley, P.J. (2012) Maximal length parabolic subgroups in finite Coxeter groups. JP Journal of Algebra, Number Theory and Applications 24 (2), pp. 185-202. ISSN 0972-5555.

Hart, Sarah B. and Rowley, P.J. (2012) On cosets in coxeter groups. Turkish Journal of Mathematics 36 (1), pp. 77-93. ISSN 1300-0098.

Hart, Sarah B. and Rowley, P.J. (2009) Poincaré series of cosets in Coxeter groups. Algebra Colloquium 16 (4), pp. 567-574. ISSN 1005-3867.

Hart, Sarah B. and Rowley, P.J. (2012) Zero excess and minimal length in finite coxeter groups. Journal of Group Theory 15 (4), pp. 497-512. ISSN 1435-4446.

Hart, Sarah B. and Rowley, P.J. (2010) A note on maximal length elements in conjugacy classes of finite coxeter groups. Working Paper. UNSPECIFIED. (Unpublished)

Hart, Sarah B. and Rowley, P.J. and Bundy, D. and Bates, C. (2007) Primitive k-free permutation groups. Archiv der Mathematik 88 (3), pp. 193-198. ISSN 0003-889X.

Heyes, A. and Kapur, Sandeep (2012) Angry customers, e-word-of-mouth and incentives for quality provision. Journal of Economic Behavior & Organization 84 (3), pp. 813-828. ISSN 0167-2681.

Heyes, A. and Kapur, Sandeep (2012) Community pressure for green behavior. Journal of Environmental Economics and Management 64 (3), pp. 427-441. ISSN 0095-0696.

Heyes, A. and Kapur, Sandeep (2012) Community pressure for green behaviour. Working Paper. Birkbeck College, University of London, London, UK.

Heyes, A. and Kapur, Sandeep (2012) Customer anger and incentives for quality provision. Working Paper. Birkbeck College, University of London, London, UK.

Heyes, A. and Kapur, Sandeep (2009) Enforcement missions: targets vs budgets. Journal of Environmental Economics & Management 58 (2), pp. 129-140. ISSN 0095-0696.

Heyes, A. and Kapur, Sandeep (2011) Regulating altruistic agents. Canadian Journal of Economics 44 (1), pp. 227-246. ISSN 0008-4085.

Heyes, A. and Kapur, Sandeep (2011) Regulatory attitudes and environmental innovation in a model combining internal and external R&D. Journal of Environmental Economics and Management 61 (3), pp. 327-340. ISSN 0095-0696.

Heyes, A. and Kapur, Sandeep (2009) An economic model of whistle-blower policy. Journal of Law, Economics & Organization 25 (1), pp. 157-182. ISSN 8756-6222.

Hori, K. (2009) Directed search, rationing and wage dispersion. B.E. Journal of Theoretical Economics 9 (1), ISSN 1935-1704.

Hubbert, Simon (2012) Closed form representations for a class of compactly supported radial basis functions. Advances in Computational Mathematics 36 (1), pp. 115-136. ISSN 1019-7168.

Hubbert, Simon (2010) On the compactly supported correlation functions proposed by T. Gneiting. Journal of Multivariate Analysis , ISSN 0047-259X. (Submitted)

Hubbert, Simon and Baxter, Brad J.C. (2001) Radial basis functions for the sphere. In: Haussmann, W. and Jetter, K. and Reimer, M. (eds.) Recent Progress in Multivariate Approximation. 4th International Conference, September 2000, Witten-Bommerholz. International Series of Numerical Mathematics 137. Basel: Birkhauser, pp. 33-47. ISBN 3764365056.

Hubbert, Simon and Morton, Tanya M. (2004) A Duchon framework for the sphere. Journal of Approximation Theory 129 (1), pp. 28-57. ISSN 0021-9045.

Hubbert, Simon and Morton, Tanya M. (2004) L_(p)-error estimates for radial basis function interpolation on the sphere. Journal of Approximation Theory 129 (1), pp. 58-77. ISSN 0021-9045.

Hubbert, Simon and Morton, Tanya M. (2004) On the accuracy of surface spline interpolation on the unit sphere. In: Neamtu, M. and Saff, E.B. (eds.) Advances in Constructive Approximation: Vanderbild 2003. Brentwood,Tennessee: Nashboro Press, pp. 227-242. ISBN 0 972848 22 3.

Hubbert, Simon and Muller, S. (2006) Interpolation with circular basis functions. Numerical Algorithms 42 (1), pp. 75-90. ISSN 1017-1398.

I

Irving, J. and Rattan, A. (2009) Minimal factorizations of permutations into star transpositions. Discrete Mathematics 309 (6), pp. 1435-1442. ISSN 0012365X.

Irving, J. and Rattan, A. (2009) The number of lattice paths below a cyclically shifting boundary. Journal of Combinatorial Theory, Series A 116 (3), pp. 499-514. ISSN 0097-3165.

K

Kapur, Sandeep and Timmermann, A. (2005) Relative performance evaluation contracts and asset market equilibrium. The Economic Journal 115 (506), pp. 1077-1102. ISSN 0013-0133.

Knight, J. and Satchell, Stephen E. (2010) Exact properties of measures of optimal investment for benchmarked portfolios. Quantitative Finance 10 (5), pp. 495-502. ISSN 1469-7688.

Knight, J. and Satchell, Stephen E. (2012) The properties of double-blind Dutch auctions in a clearing house; some new results for the Mendelson Model. Working Paper. Birkbeck College, University of London, London, UK.

Knight, J. and Satchell, Stephen E. and Srivastava, N. (2012) Steady-state distributions for models of bubbles: their existence and econometric implications. Working Paper. Birkbeck College, University of London, London, UK.

Knight, J. and Satchell, Stephen E. and Zhang, J. (2012) Sequential variable selection as Bayesian pragmatism in linear factor models. Working Paper. Birkbeck College, University of London, London, UK.

Kozicki, S. and Tinsley, P.A. (2009) Perhaps the 1970s FOMC did what it said it did. Journal of Monetary Economics 56 (6), pp. 842-855. ISSN 0304-3932.

Kozicki, S. and Tinsley, P.A. (2008) Term structure transmission of monetary policy. The North American Journal of Economics and Finance 19 (1), pp. 71-92. ISSN 1062-9408.

Krishnan, P. and Sciubba, Emanuela (2009) Links and architecture in village networks. Economic Journal 119 (537), pp. 917-949. ISSN 0013-0133.

L

Lee, Jihong (2008) Unforeseen contingency and renegotiation with asymmetric information. Economic Journal 118 (528), pp. 678-694. ISSN 0013-0133.

Lee, Jihong and Sabourian, H. (2007) Coase theorem, complexity and transaction costs. Journal of Economic Theory 135 (1), 214 - 235. ISSN 0022-0531.

Levesley, Jeremy and Hubbert, Simon (2001) An open problem concerning Fourier transforms of radial functions in Euclidean space and on spheres. In: Haussmann, W. and Jetter, K. and Reimer, M. (eds.) Recent Progress in Multivariate Approximation. 4th International Conference, September 2000, Witten-Bommerholz. International Series of Numerical Mathematics 137. Basel: Birkhauser, pp. 225-226. ISBN 3764365056.

Llorca-Jana, Manuel (2010) Experiments in financial democracy: corporate governance and financial development in Brazil, 1882-1950. Business History 52 (5), pp. 870-872. ISSN 0007-6791.

Loebbecke, C. and Powell, Philip and Weiss, T. (2008) Repeated use of online auctions: investigating individual seller motivations. Electronic Markets 20 (2), pp. 105-117. ISSN 1019-6781.

M

Marra, G. and Radice, Rosalba (2013) Estimation of a regression spline sample selection model. Computational Statistics & Data Analysis , ISSN 0167-9473. (In Press)

Martin, K.M. and Paterson, Maura B. (2009) Ultra-lightweight key predistribution in wireless sensor networks for monitoring linear infrastructure. In: Markowitch, O. and Bilas, A. and Hoepman, J.H. and Mitchell, C.J. and Quisquater, J.J. (eds.) Information Security Theory and Practice. Smart Devices, Pervasive Systems, and Ubiquitous Networks. Lecture Notes in Computer Science 5746. Berlin, Germany: Springer, p. 152. ISBN 9783642039447.

Martin, K.M. and Paterson, Maura B. (2008) An application-oriented framework for wireless sensor network key establishment. Electronic Notes in Theoretical Computer Science 192 (2), p. 31. ISSN 1571-0661.

Martin, K.M. and Paterson, Maura B. and Stinson, D.R. (2011) Error decodable secret sharing and one-round perfectly secure message transmission for general adversary structures. Cryptography and Communications 3 (2), pp. 65-86. ISSN 1936-2447.

Martin, K.M. and Paterson, Maura B. and Stinson, D.R. (2010) Key predistribution for homogeneous wireless sensor networks with group deployment of nodes. ACM Transactions on Sensor Networks 7 (2), ISSN 1550-4859.

Murphy, S. and Paterson, Maura B. (2009) Geometric ideas for cryptographic equation solving in even characteristic. In: Parker, M.G. (ed.) Cryptography and Coding. Lecture Notes in Computer Science 5921. Berlin, Germany: Springer, pp. 202-221. ISBN 9783642108679.

Murphy, S. and Paterson, Maura B. (2008) A geometric view of cryptographic equation solving. Journal of Mathematical Cryptology 2 (1), pp. 63-107. ISSN 1862-2976.

O

Ordine, P. and Rose, Giuseppe (2011) Inefficient self-selection into education and wage inequality. Economics of Education Review 30 (4), pp. 582-597. ISSN 0272-7757.

Ordine, P. and Rose, Giuseppe (2008) The supply of education quality in a spatial model with asymmetric moving costs. Research in Economics 62 (4), pp. 197-214. ISSN 1090-9443.

P

Paterson, Maura B. (2007) Sequential and dynamic frameproof codes. Designs, Codes and Cryptography 42 (3), pp. 317-326. ISSN 0925-1022.

Paterson, Maura B. (2007) Sliding-window dynamic frameproof codes. Designs, Codes and Cryptography 42 (2), pp. 195-212. ISSN 0925-1022.

Paterson, Maura B. and Stinson, D.R. (2009) Two attacks on a sensor network key distribution scheme of Cheng and Agrawal. Journal of Mathematical Cryptology 2 (4), pp. 393-403. ISSN 1862-2976.

Paterson, Maura B. and Stinson, D.R. (2012) Yet another hat game. Electronic Journal of Combinatorics 17 , ISSN 1077-8926.

Paterson, Maura B. and Stinson, D.R. (2012) A unified approach to combinatorial key predistribution schemes for sensor networks. Designs, Codes and Cryptography , ISSN 0925-1022.

Pelliccia, Marco (2013) Ambiguous networks. Working Paper. Birkbeck College, University of London, London, UK.

Pelliccia, Marco (2012) Risk-sharing and probabilistic network structure. Working Paper. Birkbeck College, University of London, London, UK.

Pesaran, M.H. and Smith, L.V. and Smith, Ron P. (2007) What if the UK or Sweden had joined the Euro in 1999? An empirical evaluation using a global VAR. International Journal of Finance and Economics 12 (1), pp. 55-87. ISSN 1076-9307.

Pesaran, M.H. and Smith, Ron P. and Yamagata, T. and Hvozdyk, L. (2009) Pairwise tests of purchasing power parity. Econometric Reviews 28 (6), pp. 495-521. ISSN 0747-4938.

Petrella, Ivan and Santoro, E. (2012) Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries. Journal of Economic Dynamics and Control 36 (5), pp. 779-794. ISSN 0165-1889.

Petrella, Ivan and Santoro, E. (2012) Inflation dynamics and real marginal costs: new evidence from U.S. manufacturing industries. Working Paper. Birkbeck College, University of London, London, UK.

Phelps, E. and Zoega, Gylfi (2013) Corporatism and job satisfaction. Journal of Comparative Economics , ISSN 0147-5967. (In Press)

Pistoresi, B. and Salsano, F. and Ferrari, D. (2011) Political institutions and central bank independence revisited. Applied Economics Letters 18 (7), pp. 679-682. ISSN 1350-4851.

Psaradakis, Zacharias (2008) Assessing time-reversibility under minimal assumptions. Journal of Time Series Analysis 29 (5), pp. 881-905. ISSN 0143-9782.

Psaradakis, Zacharias (2010) On inference based on the one-sample sign statistic for long-range dependent data. Computational Statistics 25 (2), pp. 329-340. ISSN 0943-4062.

Psaradakis, Zacharias and Sola, Martin and Spagnolo, F. and Spagnolo, N. (2009) Selecting nonlinear time series models using information criteria. Journal of Time Series Analysis 30 (4), pp. 369-394. ISSN 0143-9782.

R

Rattan, A. (2008) Stanley's character polynomials and coloured factorisations in the symmetric group. Journal of Combinatorial Theory, Series A 115 (4), pp. 535-546. ISSN 00973165.

Rattan, A. and Sniady, P. (2008) Upper bound on the characters of the symmetric groups for balanced Young diagrams and a generalized Frobenius formula. Advances in Mathematics 218 (3), pp. 673-695. ISSN 00018708.

Robertson, D. and Wright, Stephen (2012) The predictive space or if x predicts y, what does y tell us about x? Working Paper. Prison Reform Trust, London, UK.

Rose, Giuseppe (2009) Job market signaling equilibria with unobserved cost functions and higher education reforms. In: International Conference for Game Theory on Networks, 2009, 13-15 May 2009, Istanbul, Turkey.

Rose, Giuseppe and Ordine, P. (2010) Overeducation and unemployment spells' duration. Procedia - Social and Behavioral Sciences 9 , 427 - 438. ISSN 1877-0428.

S

Saint-Paul, G. (2008) Alternative strategies for fighting unemployment: lessons from the European experience. World Economics 9 (1), pp. 35-55. ISSN 1468-1838.

Saint-Paul, G. (2009) Governance of sovereign wealth funds and economic nationalism. Revue d’Economie Financière Specia , pp. 417-428. ISSN 1777-5744.

Saint-Paul, G. (2008) Innovation and inequality: how does technical progress affect workers? Princeton, U.S.: Princeton University Press. ISBN 9780691128306.

Saint-Paul, G. (2009) Le dollar, l’innovation et l’emploi. Revue d’Economie Financière 94 (1), pp. 107-116. ISSN 1777-5744.

Saint-Paul, G. (2008) Quels instruments pour une politique environnementale? Revue Française d’Economie 22 (3), pp. 133-150. ISSN 0769-0479.

Saint-Paul, G. (2009) Remarques sur l’efficacité des politiques de demande. Revue Travail et Emploi 118 , pp. 95-98. ISSN 0224-4365.

Saint-Paul, G. (2007) Welfare effects of intellectual property in a north-south model of endogenous growth with comparative advantage. Economics 1 , ISSN 1864-6042.

Schwartz, P. and Castaneda, J. and Mayes, D. and Sibert, A. and Wood, G. (2009) Comparison of the monetary policy strategies of the major central banks. Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sciubba, Emanuela and Bastianoni, S. and Tiezzi, E. (2008) Exergy and extended exergy accounting of very large complex systems with an application to the province of Siena, Italy. Journal of Environmental Management 86 (2), pp. 372-382. ISSN 0301-4797.

Sibert, A. (2009) Accountability and the ECB. Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sibert, A. (2009) Assessment of the banking rescue packages of the member states: United Kingdom. Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sibert, A. (2010) The EFSM and the EFSF: Now and what follows. Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sibert, A. (2008) Eligible central bank collateral in times of serious financial stress. Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sibert, A. (2008) How much inevitable US-euro area interdependence is there in monetary policy? Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sibert, A. (2009) Is transparency about central bank plans desirable? Journal of the European Economic Association 7 (4), pp. 831-857. ISSN 1542-4766.

Sibert, A. (2008) Price stability and the lender of last resort. Other. European Policy Department A: Economic and Scientific Policies, Brussels, Belgium.

Sibert, A. (2010) Sexism and the city: irrational behaviour, cognitive errors and gender in the financial crisis. Open Economies Review 21 (1), pp. 163-166. ISSN 0923-7992.

Sibert, A. (2010) A systemic risk warning system. Other. VoxEU.org, London, UK.

Simister, J.G. (2010) Domestic violence and female genital mutilation in Kenya: effects of ethnicity and education. Journal of Family Violence 25 (3), pp. 247-257. ISSN 0885-7482.

Simister, J.G. and Mehta, P.S. (2010) Gender-based violence in India: long-term trends. Journal of Interpersonal Violence 25 (9), pp. 1594-1611. ISSN 0886-2605.

Skene, S.S. and Kenward, M.G. (2010) The analysis of very small samples of repeated measurements I: an adjusted sandwich estimator. Statistics in Medicine 29 (27), pp. 2825-2837. ISSN 0277-6715.

Skene, S.S. and Kenward, M.G. (2010) The analysis of very small samples of repeated measurements II: a modified box correction. Statistics in Medicine 29 (27), pp. 2838-2856. ISSN 0277-6715.

Smith, Ron P. (2009) EMU and the Lucas critique. Economic Modelling 26 (4), pp. 744-750. ISSN 0264-9993.

Smith, Ron P. (2009) Military economics: the interaction of power and money. Basingstoke, UK: Palgrave MacMillan. ISBN 9780230228535.

Smith, Ron P. (2009) Real-financial interactions in macro-finance models. Quantitative and Qualitative Analysis in Social Sciences 3 (1), pp. 1-20. ISSN 1752-8925.

Smith, Ron P. and Tasiran, A. (2010) Random coefficients models of arms imports. Economic Modelling 27 (6), pp. 1522-1528. ISSN 0264-9993.

Smith, Ron P. and Zoega, Gylfi (2008) Global factors, unemployment adjustment and the natural rate. Economics 22 , ISSN 1864-6042.

Smith, Ron P. and Zoega, Gylfi (2009) Keynes, investment, unemployment and expectations. International Review of Applied Economics 23 (4), pp. 427-444. ISSN 0269-2171.

Srivastava, N. and Satchell, Stephen E. (2012) Are there bubbles in the art market? The detection of bubbles when fair value is unobservable. Working Paper. Birkbeck College, University of London, London, UK.

Stinson, D. and Wei, R. and Paterson, Maura B. (2009) Combinatorial batch codes. Advances in Mathematics of Communications 3 (1), pp. 13-27. ISSN 1930-5346.

Straetmans, S.T.M. and Versteeg, Roald J. and Wolff, C.C.P. (2013) Are capital controls in the foreign exchange market effective? Journal of International Money & Finance 35 , pp. 36-53. ISSN 0261-5606.

Subacchi, P. and Driffill, John (2010) Beyond the Dollar: rethinking the international monetary system. Project Report. Chatham House, London, UK.

T

Theodorou, P. and Karyampas, Dimitrios (2008) Modeling the return and volatility of the Greek electricity marginal system price. Energy Policy 36 (7), pp. 2601-2609. ISSN 0301-4215.

Thukral, Lovjit and Geman, Hélyette and Wright, C. (2012) Are ETNs realizing their potential? An empirical investigation of ETNs vs. other exchange-traded products in the precious metals’ space. Journal of Index Investing 3 (2), pp. 23-33. ISSN 2154-7238. (In Press)

V

Vavra, Marian (2012) Robustness of power properties of non-linearity tests. Working Paper. Birkbeck College, University of London, London, UK.

Vavra, Marian (2012) Testing non-linearity using a modified Q test. Working Paper. Birkbeck College, University of London, London, UK.

Vavra, Marian (2012) A note on the finite sample properties of the CLS method of TAR models. Working Paper. Birkbeck College, University of London, London, UK.

X

Xu, Jing (2012) Modelling covariance structure in bivariate marginal models for longitudinal data. Biometrika 2012 (3), pp. 649-662. ISSN 1464-3510.

Xu, Jing and Wang, J. (2008) Maximum likelihood estimation of linear models for longitudinal data with inequality constraints. Communications in Statistics - Theory and Methods 37 (6), pp. 931-946. ISSN 0361-0926.

Xu, Jing and Wang, J. (2008) Two-stage estimation of inequality-constrained marginal linear models with longitudinal data. Journal of Statistical Planning and Inference 138 (6), pp. 1905-1918. ISSN 03783758.

This list was generated on Thu May 23 02:12:46 2013 BST.