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Article
Bianchi, M. and Zoega, Gylfi (1997) Challenges facing natural rate theory. European Economic Review 41 (3-4), pp. 535-547. ISSN 0014-2921.
Elliott, R.J. and Geman, Helyette and Korkie, B.M. (1997) Portfolio optimization and contingent claim pricing with differential information. Stochastics and Stochastic Reports 60 (3-4), pp. 185-203. ISSN 1744-2508.
Geman, Helyette (1997) No arbitrage between economies and correlation risk management. Computional Economics 10 , pp. 119-138. ISSN 1572-9974.
Geman, Helyette and Nicole, El-K. and Frachot, A. (1997) On the behavior of the long term rate in a no arbitrage framework. Review of Derivatives Research 1 , pp. 351-369. ISSN 1380-6645.
Ha, J. and Sibert, Anne (1997) Portfolio substitution and exchange rate volatility. Journal of Monetary Economics 39 (3), pp. 517-534. ISSN 0304-3932.
Ha, J. and Sibert, Anne (1997) Strategic capital taxation in large open economies with mobile capital. International Tax and Public Finance 4 , pp. 243-262. ISSN 0927-5940.
Hall, S.G. and Psaradakis, Zacharias and Sola, M. (1997) Cointegration and changes in regime: the Japanese consumption function. Journal of Applied Econometrics 12 (2), pp. 151-168. ISSN 0883-7252.
Kapur, Sandeep (1997) Financial intermediation and monetary policy. Mita Journal of Economics 90 (3), pp. 31-39. ISSN 0026-6760.
Lee, K. and Pesaran, M.H. and Smith, Ron P. (1997) Growth and convergence in a multi-country empirical stochastic solow model. Journal of Applied Econometrics 12 (4), pp. 357-392. ISSN 0883-7252.
Levine, P. and Smith, Ron P. (1997) The arms trade and the stability of regional arms races. Journal of Economic Dynamics and Control 21 (2-3), pp. 631-654. ISSN 0165-1889.
Levine, P. and Smith, Ron P. (1997) The arms trade. Economic Policy 12 (25), pp. 336-370. ISSN 0266-4658.
Psaradakis, Zacharias (1997) Testing for unit roots in time series with nearly deterministic seasonal variation. Econometric Reviews 16 (4), pp. 421-439. ISSN 0747-4938.
Szymanski, S. and Smith, Ron P. (1997) The English football industry: profit, performance and industrial structure. International Review of Applied Economics 11 (1), pp. 135-153. ISSN 0269-2171.
Zoega, Gylfi (1997) Public consumption and unemployment. Scottish Journal of Political Economy 44 (3), pp. 269-279. ISSN 0036-9292.
Zoega, Gylfi and Phelps, E. (1997) The rise and falling trend of the natural rate. American Economic Review 87 (2), pp. 283-289. ISSN 0002-8282.
Monograph
Pesaran, M.H. and Shin, Y. and Smith, Ron P. (1997) Pooled estimation of long-run relationships in dynamic heterogeneous panels. Working Paper. Faculty of Economics, University of Cambridge.