Article

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 (2006) The synoptic problem and statistics. Significance 3 (4), pp. 153-157. ISSN 1740-9713.

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.

Athreye, S. and Kapur, Sandeep (2006) Industrial concentration in a liberalising economy: a study of Indian manufacturing. Journal of Development Studies 42 (6), pp. 981-999. ISSN 0022-0388.

Beckert, Walter (2006) Competitive externalities in dynamic monopolies with stochastic demand. B.E. Journal of Theoretical Economics 6 (1), ISSN 1935-1704.

Boyd, Derick and Smith, Ron P. (2006) Monetary regimes and inflation in 12 Caribbean economies. Journal of Economic Studies 33 (2), pp. 96-107. ISSN 0144-3585.

Buiter, W. and Sibert, Anne (2006) Europe must relax its inflation test for Euro entrants. Financial Times , ISSN 0307-1766.

Buiter, W. and Sibert, Anne (2006) Let us debate whether the UK can be financed with taxes that do not exceed 33 percent of GDP. Financial Times , ISSN 0307-1766.

Buiter, W. and Sibert, Anne (2006) Lithuania exclusion from Eurozone violates spirit of the entry treaty. Financial Times , ISSN 0307-1766.

Buiter, W. and Sibert, Anne (2006) When should the new Central European members join the Eurozone? Bančni vestnik 54 (11), pp. 5-11. ISSN 0005-4631.

Buiter, W. and Sibert, Anne (2006) A wave of unilateral "Euro-isations" would confound the EU's mean-spirited legal nitpickers. Europe's World 4 , pp. 82-87.

Catão, L. and Kapur, Sandeep (2006) Volatility and the debt-intolerance paradox. IMF Staff Papers 53 (2), pp. 195-218. ISSN 1020-7635.

Coakley, J. and Fuertes, Ana-María and Smith, Ron P. (2006) Unobserved heterogeneity in panel time series models. Computational Statistics & Data Analysis 50 (9), pp. 2361-2380. ISSN 0167-9473.

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.

Dunne, P. and García-Alonso, M. and Levine, P. and Smith, Ron P. (2006) Managing asymmetric conflict. Oxford Economic Papers 58 (2), pp. 183-208. ISSN 0030-7653.

Garratt, Anthony and Vahey, S.P. (2006) UK real-time macro data characteristics. The Economic Journal 116 (509), F119-F135. ISSN 0013-0133.

Geman, Hélyette (2006) Seasonal and stochastic features in commodity forward curves. Review of Derivatives Research 9 , pp. 167-186. ISSN ISSN: 1380-6645.

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

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

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

Loranth, G. and Sciubba, Emanuela (2006) Relative performance, risk and entry in the mutual fund industry. The B.E. Journal of Economic Analysis & Policy 6 (1), p. 19. ISSN 1935-1682.

Mihov, I. and Sibert, Anne (2006) Credibility and flexibility with independent monetary policy committees. Journal of Money, Credit, and Banking 38 (1), pp. 23-46. ISSN 1538-4616.

Mihov, I. and Sibert, Anne (2006) Credibility and flexibility with monetary policy committee. Journal of Money, Credit and Banking 38 (1), pp. 23-46. ISSN 0022-2879.

Noble, Steven (2006) Evaluating the rank generating function of a graphic 2-polymatroid. Combinatorics, Probability and Computing 15 (3), pp. 449-461. ISSN 0963-5483.

Pesaran, M.H. and Smith, Ron P. (2006) Macroeconometric modelling with a global perspective. The Manchester School 74 (1), pp. 24-49. ISSN 1463-6786.

Psaradakis, Zacharias (2006) Blockwise bootstrap testing for stationarity. Statistics and Probability Letters 76 (6), pp. 562-570. ISSN 0167-7152.

Psaradakis, Zacharias and Spagnolo, N. (2006) Joint determination of the state dimension and autoregressive order for models with Markov regime switching. Journal of Time Series Analysis 27 (5), pp. 753-766. ISSN 0143-9782.

Sciubba, Emanuela (2006) The evolution of portfolio rules and the capital asset pricing model. Economic Theory 29 (1), pp. 123-150. ISSN 0938-2259.

Sibert, Anne (2006) Central banking by committee. International Finance 9 (2), pp. 145-168. ISSN 1367-0271.

Sibert, Anne and Buiter, W. (2006) Eurozone entry of new EU member states from central Europe: should they? could they? Development & Transition 4 , pp. 16-19.

Book Section

Buiter, W. and Sibert, Anne (2006) How the Eurosystem's open-market operations weaken financial market discipline (and what to do about it). In: UNSPECIFIED (ed.) Fiscal Policy and the Road to the Euro. Warsaw, Poland: National Bank of Poland, pp. 29-58.

Garcia-Alonso, M. and Smith, Ron P. (2006) The economics of arms exports controls. In: Joyner, D.H. (ed.) Non-Proliferation Export Controls: Origins, Challenges, and Proposals for Strengthening. Routledge, pp. 29-45. ISBN 9781138278158.

Szymanski, S. and Smith, Ron P. (2006) The English football industry: profit, performance and industrial structure. In: Gerrard, B. (ed.) The Economics of Association Football. Edward Elgar Publishing. ISBN 9781843769415.

Monograph

Aksoy, Yunus and Lustig, H. (2006) Exchange rates, prices and international trade in a model of endogenous market structure. Working Paper. Birkbeck, University of London, London, UK.

Boogert, A. and de Jong, C. (2006) Gas storage valuation using a Monte Carlo Method. Working Paper. Department of Economics, Mathematics and Statistics, London, UK.

Bose, S. and Daripa, Arup (2006) Optimal sale: auctions with a buy-now option. Working Paper. Birkbeck, University of London, London, UK.

Brouns, G.A.J.F. and Boogert, A. (2006) Gas portfolio and transport optimization. Working Paper. Birkbeck, University of London, London, UK.

Brummelhuis, R. (2006) Auto-dependence structure of arch-models: tail dependence coefficients. Working Paper. Birkbeck, University of London, London, UK.

Buiter, W. and Sibert, Anne (2006) Beauties and the beast: when will the new EU member countries from central and eastern Europe join the Eurozone? Other. UNSPECIFIED. (Unpublished)

Buiter, W. and Sibert, Anne (2006) The inflation criterion for Eurozone membership: what to do when you fail to meet it. Other. UNSPECIFIED. (Unpublished)

Cartea, Alvaro and Howison, S. (2006) Option pricing with Lévy-Stable processes generated by Lévy-Stable Integrated Variance. Working Paper. Birkbeck, University of London, London, UK.

Cartea, Alvaro and del-Castillo-Negrete, D. (2006) Fractional diffusion models of option prices in markets with jumps. Working Paper. Birkbeck, University of London, London, UK.

Coury, T. and Sciubba, Emanuela (2006) Belief heterogeneity and survival in incomplete markets. Working Paper. Birkbeck, University of London, London, UK.

Dimakou, Ourania (2006) Monetary and fiscal policy interactions: the role of the quality of institutions in a dynamic environment. Working Paper. Birkbeck, University of London, London, UK.

Figueroa, M. (2006) Pricing multiple interruptible-swing contracts. Working Paper. Birkbeck, University of London, London, UK.

Garratt, Anthony and Koop, G. and Vahey, S.P. (2006) Forecasting substantial data revisions in the presence of model uncertainty. Working Paper. Birkbeck, University of London, London, UK.

Garratt, Anthony and Lee, K. (2006) Investing under model uncertainty: decision based evaluation of exchange rate and interest rate forecasts in the US, UK and Japan. Working Paper. Birkbeck, University of London, London, UK.

Garratt, Anthony and Lee, K. and Mise, E. and Shields, K. (2006) Real time representation of the UK output gap in the presence of trend uncertainty. Working Paper. Birkbeck, University of London, London, UK.

Gonzalez, T. (2006) Conflict, popular support and asymmetric fighting technologies. Working Paper. Birkbeck, University of London, London, UK.

Hashem Pesaran, M. and Smith, Ron P. and Yamagata, T. and Hvozdyk, L. (2006) Pairwise tests of purchasing power parity using aggregate and disaggregate price measures. Working Paper. CESifo.

Krishnan, P. and Sciubba, Emanuela (2006) Links and architecture in village networks. Working Paper. Birkbeck, University of London, London, UK.

Loranth, G. and Sciubba, Emanuela (2006) Relative performance, risk and entry in the mutual fund industry. Working Paper. Birkbeck, University of London, London, UK.

Perkins, Sarah (2006) Dominance in the root systems of coxeter groups. Working Paper. Birkbeck, University of London.

Pesaran, M.H. and Smith, Ron P. and Yamagata, T. and Hvozdyk, L. (2006) Pairwise tests of purchasing power parity using aggregate and disaggregate price measures. Working Paper. Cambridge University, Cambridge, UK.

Sibert, Anne (2006) Appointing central bankers. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

Sibert, Anne (2006) Diverging competitiveness in the European Union. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

Sibert, Anne (2006) The European Parliament's monetary dialogue with the ECB and its panel of experts. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

Sibert, Anne (2006) Labour productivity growth in the European Union. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

Sibert, Anne (2006) Possible entry into the Eurozone of new member states. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

Sibert, Anne (2006) Rising house prices and monetary policy. Other. Committee on Economic and Monetary Affairs (ECON) of the European Parliament.

Smith, Ron P. and Zoega, Gylfi (2006) Global factors, unemployment adjustment and the natural rate. Working Paper. Institute of Economic Studies.

Wright, Stephen (2006) Tobin’s q and intangible assets. Working Paper. Birkbeck, University of London, London, UK.

Book

Garratt, Anthony and Lee, K. and Pesaran, M.H. and Shin, Y. (2006) Global and national macroeconometric modelling: a long-run structural approach. Oxford, UK: Oxford University Press. ISBN 9780199296859.