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**78**.

## A

Afonso, A. and Gomes, Pedro
(2014)
Interactions between private and public sector wages.
*Journal of Macroeconomics* 39
,
pp. 97-112.
ISSN 0164-0704.

Afonso, A. and Gomes, Pedro and Taamouti, A.
(2014)
Sovereign credit ratings, market volatility, and financial gains.
*Computational Statistics & Data Analysis* 76
,
pp. 20-33.
ISSN 0167-9473.

Ahmed, W. and Choudhary, M.A. and Khan, S. and Naeem, S. and Zoega, Gylfi
(2014)
Determinants of wage stickiness in a developing economy.
*Economic Modelling* 38
,
pp. 296-304.
ISSN 0264-9993.

Aksoy, Yunus and Basso, H.
(2014)
Liquidity, term spreads and monetary policy.
*The Economic Journal* 124
(581),
pp. 1234-1278.
ISSN 0013-0133.

Aksoy, Yunus and Basso, Henrique (2014) Securitization and asset prices. Working Paper. Birkbeck College, University of London, London, UK.

Aksoy, Yunus and De Grauwe, P. and Dewachter, H.
(2014)
Do asymmetries matter for European monetary policy?
In:
De Grauwe, P. (ed.)
*Exchange Rates and Global Financial Policies.*
World Scientific Studies in International Economics 31.
World Scientific Co. Pte. Ltd.., pp. 321-353.
ISBN 9879814513180.

Alessandri, P. and Mumtaz, H. (2014) Financial regimes and uncertainty shocks. Working Paper. Birkbeck, University of London, London, UK.

Asibong, Andrew
(2014)
Marie NDiaye et le rire blanc.
In:
Astruc, R. (ed.)
*Humoresques: African Laughter and afropéens.*
Paris, France:
Fondation Maison des Sciences de l'Homme.
ISBN 9782913698291.

## B

Barone-Adesi, G. and Geman, Hélyette and Theal, J.
(2014)
On the lease rate, convenience yield and speculative effects in the gold futures market.
*International Journal of Financial Engineering and Risk Management* 1
(3),
pp. 282-307.
ISSN 2049-0917.

Bertola, G. and Driffill, Edward John and James, H. and Sinn, H.-W. and Sturm, J.-E. and Valentinyi, A. (2014) EEAG report on the European economy 2014. Project Report. CESifo Group, Munich, Germany.

Bhulai, S. and Brooms, Anthony C. and Spieksma, F.M.
(2014)
On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue.
*Queueing Systems* 76
(4),
pp. 425-446.
ISSN 0257-0130.

Bove, Vincenzo and Elia, L. and Smith, Ron P. (2014) The relationship between panel and synthetic control of the effect of civil war. Working Paper. Birkbeck, University of London, London, UK.

Brauner, Jennifer
(2014)
Military spending and democracy.
*Defence and Peace Economics* 26
(4),
pp. 409-423.
ISSN 1024-2694.

Brauner, Jennifer (2014) Military spending and democracy. Working Paper. Birkbeck College, University of London, London, UK.

Brummelhuis, Raymond and Chan, R.T.L.
(2014)
An RBF scheme for option pricing in exponential Levy models.
*Applied Mathematical Finance* 21
(3),
pp. 238-269.
ISSN 1466-4313.

## C

Cameron, P. and Fairbairn, Ben and Gadouleau, M.
(2014)
Computing in matrix groups without memory.
*Chicago Journal of Theoretical Computer Science*
,
ISSN 1073-0486.

Cameron, P. and Fairbairn, Ben and Gadouleau, M.
(2014)
Computing in permutation groups without memory.
*Chicago Journal of Theoretical Computer Science* 2014
(7),
ISSN 1073-0486.

Cameron, P.J. and Fairbairn, Ben and Gadoleau, M. (2014) Computing in Matrix Groups without memory. Technical Report. Birkbeck, University of London, London, UK.

Cameron, P.J. and Fairbairn, Ben and Gadoleau, M. (2014) Computing in permutation groups without memory. Technical Report. Birkbeck, University of London, London, UK.

Chan, R.T.L. and Hubbert, Simon
(2014)
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme.
*Review of Derivatives Research* 17
(2),
pp. 161-189.
ISSN ISSN: 1380-6645.

Chandna, Swati and Wang, W.
(2014)
Improving model-based convolutive blind source separation techniques via bootstrap.
*Proceedings of the IEEE Statistical Signal Processing Workshop, 2014*
,
pp. 424-427.

Chernih, A. and Hubbert, Simon
(2014)
Closed form representations and properties of the generalised Wendland functions.
*Journal of Approximation Theory* 177
,
pp. 17-33.
ISSN 0021-9045.

Cieslak, A. and Povala, Pavol (2014) Expecting the fed. Working Paper. Social Science Electronic Publishing, Rochester, New York, USA.

## D

De Benedetto, Marco Alberto (2014) Incumbency advantage at municipal elections in Italy: a quasi-experimental approach. Working Paper. Birkbeck College, University of London, London, UK.

Dees, S. and Pesaran, M.H. and Smith, V. and Smith, Ron P.
(2014)
Constructing multi-country rational expectations models.
*Oxford Bulletin of Economics and Statistics* 76
(6),
pp. 812-840.
ISSN 0305-9049.

Delle Monache, D. and Petrella, Ivan (2014) Adaptive models and heavy tails. Working Paper. Birkbeck College, University of London, London, UK.

Diavatopoulos, D. and Geman, Hélyette and Thukral, Lovjit and Wright, C.
(2014)
Mispricing and trading profits in exchange-traded notes.
*Journal of Investing* 23
(1),
pp. 67-78.
ISSN 1068-0896.

Dowell, J. and Weiss, S. and Infield, D. and Chandna, Swati
(2014)
A widely linear multichannel Wiener Filter for wind prediction.
*2014 IEEE Workshop on Statistical Signal Processing (SSP)*
,
pp. 29-32.
ISSN 2373-0803.

## E

Esterer, F. and Schröder, David
(2014)
Implied cost of capital investment strategies - evidence from international stock markets.
*Annals of Finance* 10
(2),
pp. 171-195.
ISSN 1614-2446.

## F

Fairbairn, Ben (2014) More on Strongly Real Beauville Groups. Technical Report. Birkbeck, University of London, London, UK.

Fairbairn, Ben
(2014)
Recent work on Beauville surfaces, structures and groups.
In:
Campbell, C.M. and Quick, M.R. and Robertson, E.F. and Roney-Dougal, C.M. (eds.)
*Proceedings of Groups St Andrews 2013.*
Cambridge University Press.
(Unpublished)

Feray, V. and Rattan, Amarpreet (2014) On products of long cycles: short cycle dependence and separation probabilities. Technical Report. Birkbeck, University of London, London, UK.

Frittelli, M. and Maggis, M. and Peri, Ilaria
(2014)
Risk measures on P(R) and value at risk with probability/loss function.
*Mathematical Finance* 24
(3),
pp. 442-463.
ISSN 0960-1627.

## G

Geman, Hélyette and Scheiber, Matthias (2014) Spot price modelling of industrial metals – an heterogeneous agent based model for Copper. Working Paper. Birkbeck College, University of London, London, UK.

Gerbner, D. and Mészáros, V. and Pálvölgyi, D. and Pokrovskiy, Alexey and Rote, G.
(2014)
Advantage in the discrete Voronoi game.
*Journal of Graph Algorithms and Applications* 18
(3),
pp. 439-457.
ISSN 1526-1719.

Gestsson, M.H. and Zoega, Gylfi (2014) A golden rule of health care. Working Paper. Birkbeck College, University of London, London, UK.

Gollini, Isabella
(2014)
Theory of statistics, basics, and fundamentals.
In:
Alhajj, R. and Rokne, J. (eds.)
*Encyclopedia of Social Network Analysis and Mining.*
New York, U.S.:
Springer, pp. 2145-2153.
ISBN 9781461461692.

Gollini, Isabella and Murphy, T.B.
(2014)
Mixture of latent trait analyzers for model-based clustering of categorical data.
*Statistics and Computing* 24
(4),
pp. 569-588.
ISSN 0960-3174.

Gomes, Pedro
(2014)
Optimal public sector wages.
*The Economic Journal* 125
(587),
pp. 1425-1451.
ISSN 0013-0133.

Gudmundsson, G.S. and Zoega, Gylfi
(2014)
Age structure and the current account.
*Economics Letters* 123
(2),
pp. 183-186.
ISSN 0165-1765.

Guerdijkova, A. and Sciubba, Emanuela
(2014)
Survival with ambiguity.
*Journal of Economic Theory* 155
,
pp. 50-94.
ISSN 0022-0531.

## H

Hart, Sarah and Rowley, P. (2014) Maximal length elements of excess zero in Finite Coxeter Groups. Technical Report. Birkbeck College, University of London, London, UK.

Hart, Sarah and Rowley, P.J.
(2014)
Corrigendum to "Involution products in Coxeter groups" [J. Group Theory 14 (2011), no. 2, 251–259].
*Journal of Group Theory* 17
(2),
pp. 379-380.
ISSN 1435-4446.

Hart, Sarah and Rowley, P.J. (2014) Involution statistics in finite coxeter groups. Technical Report. Birkbeck College, University of London, London, UK.

Hevia, C. and Gonzalez-Rozada, M. and Sola, Martin and Spagnolo, F. (2014) Estimating and forecasting the yield curve using a Markov Switching Dynamic Nelson and Siegel Model. Working Paper. Birkbeck, University of London, London, UK.

Hori, Ken and Ceron, Jorge Martin (2014) Agency costs of bail-in. Working Paper. Birkbeck College, University of London, London, UK.

## I

Ieva, F. and Marra, G. and Paganoni, A.M. and Radice, Rosalba
(2014)
A semiparametric bivariate probit model for joint modeling of outcomes in STEMI patients.
*Computational and Mathematical Methods in Medicine* 2014
,
p. 240435.
ISSN 1748-670X.

## J

Juvenal, L. and Petrella, Ivan
(2014)
Speculation in the oil market.
*Journal of Applied Econometrics* 30
(4),
pp. 621-649.
ISSN 0883-7252.

## K

Kapetanios, G. and Psaradakis, Zacharias
(2014)
Semiparametric sieve-type generalized least squares inference.
*Econometric Reviews* 35
(6),
pp. 951-985.
ISSN 0747-4938.

Karalis Isaac, Alexander (2014) Higher moments of MSVARs and the business cycle. Working Paper. Birkbeck, University of London, London, UK.

Katsimi, M. and Zoega, Gylfi (2014) European integration and the Feldstein-Horioka Puzzle. Working Paper. Birkbeck College, University of London, London, UK.

Kendall, M. and Martin, K.M. and Ng, S.-L. and Paterson, Maura B. and Stinson, D.R.
(2014)
Broadcast-enhanced key predistribution schemes.
*ACM Transactions on Sensor Networks* 11
(1),
6:1-6:33.
ISSN 1550-4859.

## M

Marra, G. and Radice, Rosalba and Missiroli, S.
(2014)
Testing the hypothesis of absence of unobserved confounding in semiparametric bivariate probit models.
*Computational Statistics* 29
(3-4),
pp. 715-741.
ISSN 0943-4062.

Mattis, J. and Brill, J. and Evans, Suzanna and Lerner, T.N. and Davidson, T.J. and Hyun, M. and Ramakrishnan, C. and Deisseroth, K. and Huguenard, J.R.
(2014)
Frequency-dependent, cell type-divergent signaling in the hippocamposeptal projection.
*Journal of Neuroscience*
,
ISSN 0270-6474.

Melina, Giovanni and Villa, Stefania (2014) Leaning against windy bank lending. Working Paper. Birkbeck, University of London, London, UK.

Mengel, F. and Sciubba, Emanuela
(2014)
Extrapolation and structural similarity in games.
*Economics Letters* 125
(3),
pp. 381-385.
ISSN 0165-1765.

Merella, V. (2014) Do quality ladders rationalise the Observed Engel Curves? Working Paper. Birkbeck, University of London, London, UK.

## N

Nichols, T. and Tasiran, Ali C.
(2014)
Turkish trade unionists and Turkey’s membership of the European Union.
*International Review of Applied Economics* 28
(5),
pp. 650-668.
ISSN 0269-2171.

Nikandrova, Arina (2014) Informational and allocative efficiency in financial markets with costly information. Working Paper. Birkbeck College, University of London, London, UK.

Noble, Steven and Royle, G.F.
(2014)
The Merino–Welsh conjecture holds for series–parallel graphs.
*European Journal of Combinatorics* 38
,
pp. 24-35.
ISSN 0195-6698.

## P

Paterson, Maura B. and Stinson, D.R. (2014) Optimal constructions for ID-based one-way-function key predistribution schemes realizing specified communication graphs. Technical Report. Birkbeck, University of London, London, UK.

Paterson, Maura B. and Stinson, D.R.
(2014)
A unified approach to combinatorial key predistribution schemes for sensor networks.
*Designs, Codes and Cryptography* 71
,
pp. 433-457.
ISSN 0925-1022.

Pesaran, M.H. and Smith, Ron P. (2014) Counterfactual analysis in macroeconometrics: an empirical investigation into the effects of quantitative easing. Working Paper. Birkbeck College, University of London, London, UK.

Pesaran, M.H. and Smith, Ron P.
(2014)
Signs of impact effects in time series regression models.
*Economics Letters* 122
(2),
pp. 150-153.
ISSN 0165-1765.

Pesaran, M.H. and Smith, Ron P. (2014) Tests of policy ineffectiveness in macroeconometrics. Working Paper. Birkbeck College, University of London, London, UK.

Petrella, Ivan and Rossi, R. and Santoro, E.
(2014)
Discretion vs. timeless perspective under model-consistent stabilization objectives.
*Economics Letters* 122
(1),
pp. 84-88.
ISSN 0165-1765.

Pierro, E. (2014) The Mobius function of the small Ree groups. Technical Report. Birkbeck, University of London, London, UK.

Pokrovskiy, Alexey
(2014)
Partitioning edge-coloured complete graphs into monochromatic cycles and paths.
*Journal of Combinatorial Theory, Series B* 106
,
pp. 70-97.
ISSN 0095-8956.

Prasad, Vivek (2014) Balanced budget stimulus with tax cuts in a liquidity constrained economy. Working Paper. Birkbeck College, University of London, London, UK.

Psaradakis, Zacharias and Vavra, Marian
(2014)
On testing for nonlinearity in multivariate time series.
*Economics Letters* 125
(1),
pp. 1-4.
ISSN 0165-1765.

Pymar, Richard and Sousi, P.
(2014)
A permuted random walk exits faster.
*Latin American Journal of Probability and Mathematical Statistics* 11
(1),
pp. 185-195.
ISSN 1980-0436.

## R

Radice, Rosalba and Marra, G. and Missiroli, S.
(2014)
Testing for the absence of unobserved confounding in
Semiparametric Bivariate Probit Models.
*Computational Statistics* 29
(3-4),
pp. 715-741.
ISSN 0943-4062.

## S

Santoro, E. and Petrella, Ivan and Pfajfar, D. and Gaffeo, E.
(2014)
Loss aversion and the asymmetric transmission of monetary policy.
*Journal of Monetary Economics* 68
,
pp. 19-36.
ISSN 0304-3932.

Smith, Ron P.
(2014)
The economic costs of military conflict.
*Journal of Peace Research* 51
(2),
pp. 245-256.
ISSN 0022-3433.

## T

Tas, B.K.O. and Demir, Ishak
(2014)
Keep your word: time-varying inflation targets and inflation targeting performance.
*The Manchester School* 82
(2),
pp. 160-182.
ISSN 1463-6786.

## V

Villay, S. (2014) Financial frictions in the Euro Area and the United States: a Bayesian assessment. Working Paper. Birkbeck, University of London, London, UK.

## Y

Yesilyurt, Feliz and Güloğlu, B. and Yesilyurt, Ensar and Sezgin, Şennur
(2014)
The determinants of arms production.
*Defence and Peace Economics* 25
(2),
pp. 205-211.
ISSN 1024-2694.

## Z

Zanin, L. and Radice, Rosalba and Marra, G.
(2014)
A comparison of approaches for estimating the effect of women's education on the probability of using modern contraceptive methods in Malawi.
*The Social Science Journal* 51
(3),
pp. 361-367.
ISSN 0362-3319.