Publications
by alumni of
Management School
University of Liverpool
Liverpool, United Kingdom
These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |
Working papers
Undated material is listed at the end2024
- Francesco Lancia & Alessia Russo & Tim Worrall, 2024.
"Intergenerational Insurance,"
Papers
2404.10090, arXiv.org.
- Francesco Lancia & Alessia Russo & Tim Worrall, 2024. "Intergenerational Insurance," Journal of Political Economy, University of Chicago Press, vol. 132(10), pages 3500-3544.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024.
"Nonstandard errors,"
LSE Research Online Documents on Economics
123002, London School of Economics and Political Science, LSE Library.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024. "Nonstandard Errors," Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Luis E. Arango & Luz A. Flórez & N. Johana Marín & Carlos E. Posada, 2024. "Consumption of households in Colombia: What do the retail trade indices tell us?," Borradores de Economia 1275, Banco de la Republica de Colombia.
- Luis E. Arango & Luz A. Flórez & N. Johana Marín & Carlos E. Posada, 2024. "Temporary VAT exemption in Colombia: How did household consumption respond?," Borradores de Economia 1281, Banco de la Republica de Colombia.
- Qi, Shouwei & Li, Xiang & Matthews, Kent, 2024. "The Intergenerational Effect of Parental Health Shocks on Adult Children Fertility Decisions in China," Cardiff Economics Working Papers E2023/4, Cardiff University, Cardiff Business School, Economics Section.
- Lu, Shun & Glushenkova, Marina & Huang, Wei & Matthews, Kent, 2024. "SME Relationship Banking and Loan Contracting: Survey-based Evidence from China," Cardiff Economics Working Papers E2023/5, Cardiff University, Cardiff Business School, Economics Section.
2023
- Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023.
"Currency risk premiums redux?,"
Temi di discussione (Economic working papers)
1415, Bank of Italy, Economic Research and International Relations Area.
- Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024. "Currency Risk Premiums Redux," The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 356-408.
- Nucera, Federico & Sarno, Lucio & Zinna, Gabriele, 2023. "Currency Risk Premia Redux," CEPR Discussion Papers 18012, C.E.P.R. Discussion Papers.
- Luis E. Arango & Jesús Alonso Botero-García & Daniela Gallo & Ligia Alba Melo-Becerra, 2023. "Efectos fiscales y macroeconómicos de diferentes riesgos del sistema de salud," Borradores de Economia 1258, Banco de la Republica de Colombia.
- Yang, Xiaoliang & Barros, Lucy & Matthews, Kent & Meenagh, David, 2023.
"The dynamics of redistribution, inequality and growth across China s regions,"
Cardiff Economics Working Papers
E2023/12, Cardiff University, Cardiff Business School, Economics Section.
- Yang, Xiaoliang & Barros, Lucy & Matthews, Kent & Meenagh, David, 2024. "The dynamics of redistribution, inequality and growth across China’s regions," Journal of Policy Modeling, Elsevier, vol. 46(3), pages 613-637.
2022
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2022.
"Foreign exchange intervention: A new database,"
CEPR Discussion Papers
17558, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023. "Foreign Exchange Intervention: A New Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020. "Foreign Exchange Intervention: A New Database," Discussion Papers of DIW Berlin 1915, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Manthos Delis & Panagiotis N. Politsidis & Lucio Sarno, 2022.
"The cost of foreign-currency lending,"
Post-Print
hal-03534083, HAL.
- Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio, 2022. "The cost of foreign-currency lending," Journal of Banking & Finance, Elsevier, vol. 136(C).
- Luis E. Arango & Jesús A. Botero & Eleonora Dávalos & Daniela Gallo & Estefany Hernández, 2022. "Efectos fiscales del salario mínimo en Colombia," Borradores de Economia 1216, Banco de la Republica de Colombia.
- Long, Iain W & Matthews, Kent & Sivarajasingam, Vaseekaran, 2022. "Overconfidence, Alcohol and the Environment: Evidence from a Lab-in-the-Field Experiment," Cardiff Economics Working Papers E2022/6, Cardiff University, Cardiff Business School, Economics Section.
- Donni Fajar Anugrah & Arnita Rishanty & Benny Tjahjono & Fathia Nisa & Dian Rahmawati, 2022. "The Analysis Of Socio-Technical Transition Using Multi-Level Perspective (Mlp) Theoretical Lens," Working Papers WP/07/2022, Bank Indonesia.
- Arnita Rishanty & Maxensius Tri Sambodo & Donni Fajar Anugrah & Retno Puspita K. Wicaksono, 2022. "Energy Transition: Prospect And Challenges At Asean Plus Three Countries," Working Papers WP/08/2022, Bank Indonesia.
- Arnita Rishanty & Maxensius Tri Sambodo & Retno Puspita K. Wicaksono, 2022. "Green Transition Risks On Export Competitiveness: Circular Economy Approach," Working Papers WP/14/2022, Bank Indonesia.
2021
- Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021.
"Exchange Rates and Sovereign Risk,"
CEPR Discussion Papers
16058, C.E.P.R. Discussion Papers.
- Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022. "Exchange Rates and Sovereign Risk," Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
- Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021.
"Foreign Exchange Volume,"
CEPR Discussion Papers
16128, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022. "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2021. "Relationship lending, Trust, and SME bank financing in the UK," Cardiff Economics Working Papers E2021/24, Cardiff University, Cardiff Business School, Economics Section.
- Zhao, Tianshu & Matthews, Kent & Munday, Max, 2021. "Neither True-friend nor Fairweather friend: Relationship Banking and SME borrowing under Covid-19," Cardiff Economics Working Papers E2021/25, Cardiff University, Cardiff Business School, Economics Section.
- Prof. Iwan Jaya Azis & Arnita Rishanty & Canyon Keanu Can, 2021. "Interplay Of Policy And Social Capital," Working Papers WP/12/2021, Bank Indonesia.
- Arnita Rishanty & Sekar Utami Setiastuti & Nur M. Adhi Purwanto, 2021. "The Growth Agenda And Financing Green Projects: An Environmental Dsge Approach," Working Papers WP/13/2021, Bank Indonesia.
- Hao-Chang Yang & Chun-Ping Chang & Sahminan & Arnita Rishanty, 2021. "Monetary Policy, Innovation Efficiency, And Total Factor Productivity," Working Papers WP/15/2021, Bank Indonesia.
- Arnita Rishanty & Maxensius Tri Sambodo & Mesnan Silalahi & Erliza Hambali, 2021. "Zero-Waste Bioenergy To Lower Energy Transition Risks In Indonesia," Working Papers WP/17/2021, Bank Indonesia.
2020
- Lancia, Francesco & Russo, Alessia & Worrall, Tim S, 2020.
"Optimal Sustainable Intergenerational Insurance,"
CEPR Discussion Papers
15540, C.E.P.R. Discussion Papers.
- Francesco Lancia & Alessia Russo & Tim Worrall, 2020. "Optimal Sustainable Intergenerational Insurance," Edinburgh School of Economics Discussion Paper Series 300, Edinburgh School of Economics, University of Edinburgh.
- Luis E. Arango & Luz A. Flórez & Laura D. Guerrero, 2020.
"Minimum wage effects on informality across demographic groups in Colombia,"
Borradores de Economia
1104, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Flórez, Luz Adriana & Guerrero, Laura D., 2021. "Minimum wage effects on informality across demographic groups in Colombia," Working papers 81, Red Investigadores de Economía.
- Luis E. Arango & Sergio A. Rivera, 2020. "“Disemployment” effects of the minimum wage in the Colombian manufacturing sector," Borradores de Economia 1107, Banco de la Republica de Colombia.
- Asep Suryahadi & Arnita Rishanty & Robert Sparrow, 2020. "Social Capital And Economic Development In A Large Multi-Ethnic Developing Country: Evidence From Indonesia," Working Papers WP/04/2020, Bank Indonesia.
- Arnita Rishanty & Asep Suryahadi, 2020. "Circular Economy And Productivity In A Large Developing Country: Empirical Evidence From Indonesia," Working Papers WP/10/2020, Bank Indonesia.
- Arnita Rishanty & Reza Anglingkusumo & I Dewa Gede Karma Wisana, 2020. "Inter-Temporal Preference Of Millennials In A Large Developing Economy: The Case Of Indonesia," Working Papers WP/13/2020, Bank Indonesia.
2019
- Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019.
"Risky bank guarantees,"
Temi di discussione (Economic working papers)
1232, Bank of Italy, Economic Research and International Relations Area.
- Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020. "Risky bank guarantees," Journal of Financial Economics, Elsevier, vol. 136(2), pages 490-522.
- Sarno, Lucio & Mäkinen, Taneli & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019.
"Business Cycles and Currency Returns,"
CEPR Discussion Papers
14015, C.E.P.R. Discussion Papers.
- Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020. "Business cycles and currency returns," Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
- Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
- Luis E. Arango & Lina Cardona-Sosa, 2019. "Tarjetas de crédito en personas de ingresos medios y bajos en Colombia: ¿qué determina su uso?," Borradores de Economia 1089, Banco de la Republica de Colombia.
- Huang, Jiayi & Matthews, Kent & Zhou, Peng, 2019.
"What Causes Chinese Listed Firms To Switch Bank Loan Provider? Evidence From A Survival Analysis,"
Cardiff Economics Working Papers
E2019/14, Cardiff University, Cardiff Business School, Economics Section.
- Huang, Jiayi & Matthews, Kent & Zhou, Peng, 2020. "What causes Chinese listed firms to switch bank loan provider? Evidence from a survival analysis," Emerging Markets Review, Elsevier, vol. 43(C).
- Long, Iain W & Matthews, Kent & Sivarajasingam, Vaseekaran, 2019. "Behavioural Change and Alcohol-Fuelled Violence: A Field Experiment," Cardiff Economics Working Papers E2019/9, Cardiff University, Cardiff Business School, Economics Section.
2018
- Delis, Manthos & Politsidis, Panagiotis & Sarno, Lucio, 2018. "Foreign currency lending," MPRA Paper 88197, University Library of Munich, Germany.
- Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2018.
"Precio del carbón y dinámica laboral en Valledupar,"
Documentos de trabajo sobre Economía Regional y Urbana
271, Banco de la Republica de Colombia.
- Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2019. "Precio del carbón y dinámica laboral en Valledupar," Revista de Economía del Rosario, Universidad del Rosario, vol. 22(2), pages 313-370, December.
- Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2018. "Precio del carbón y dinámica laboral en Valledupar," Documentos de Trabajo Sobre Economía Regional y Urbana 16602, Banco de la República, Economía Regional.
2017
- Spiros Bougheas & Tim Worrall, 2017.
"Portfolio Sales and Signaling,"
CESifo Working Paper Series
6354, CESifo.
- Bougheas, Spiros & Worrall, Tim, 2019. "Portfolio sales and signaling," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 182-191.
- Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," Discussion Papers 2017/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Tim Worrall & Alessia Russo & Francesco Lancia, 2017. "Sustainable Intergenerational Insurance," 2017 Meeting Papers 319, Society for Economic Dynamics.
- Sarno, Lucio & Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Stöhr, Tobias, 2017.
"When is foreign exchange intervention effective? Evidence from 33 countries,"
CEPR Discussion Papers
12510, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Oliver Gloede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 132-156, January.
- Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Sarno, Lucio & Stöhr, Tobias, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(1), pages 132-156.
- Marcel Fratzscher & Oliver Goede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2015. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," Discussion Papers of DIW Berlin 1518, DIW Berlin, German Institute for Economic Research.
- Luis E. Arango & Luz A. Flórez, 2017. "Informalidad laboral y elementos para un salario mínimo diferencial por regiones en Colombia," Borradores de Economia 1023, Banco de la Republica de Colombia.
- Luis E. Arango & Javier Pantoja & Carlos Velásquez, 2017. "Effects of the central bank’s communications in Colombia. A content analysis," Borradores de Economia 1024, Banco de la Republica de Colombia.
2016
- Pierre M. PICARD & Tim WORRALL, 2016.
"Is a policy of free movement of workers sustainable?,"
LIDAM Reprints CORE
2817, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pierre M. Picard & Tim Worrall, 2016. "Is a Policy of Free Movement of Workers Sustainable?," Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(4), pages 718-754, October.
- Picard, Pierre M. & Worrall, Tim, 2014. "Is a Policy of Free Movement of Workers Sustainable?," IZA Discussion Papers 8035, Institute of Labor Economics (IZA).
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016.
"Currency Value,"
CEPR Discussion Papers
11324, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017. "Currency Value," The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Luis E. Arango & Francesca Castellani & Nataly Obando, 2016.
"It is mainly about where you work! Labor demand in the Colombian manufacturing sector,"
Borradores de Economia
933, Banco de la Republica de Colombia.
- Arango, Luis Eduardo & Castellani, Francesca & Obando, Nataly, 2016. "It is Mainly About Where You Work!: Labor Demand in the Colombian Manufacturing Sector," IDB Publications (Working Papers) 7831, Inter-American Development Bank.
- Luis E. Arango & Luz A. Flórez, 2016.
"Determinants of structural unemployment in Colombia. A search approach,"
Borradores de Economia
969, Banco de la Republica de Colombia.
- Luis E. Arango & Luz A. Flórez, 2020. "Determinants of structural unemployment in Colombia: a search approach," Empirical Economics, Springer, vol. 58(5), pages 2431-2464, May.
2015
- Pierre M. Picard & Tim Worrall, 2015.
"Currency Areas and Voluntary Transfers,"
DEM Discussion Paper Series
15-12, Department of Economics at the University of Luxembourg.
- Picard, Pierre M. & Worrall, Tim, 2020. "Currency areas and voluntary transfers," Journal of International Economics, Elsevier, vol. 127(C).
- Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015.
"What do stock markets tell us about exchange rates?,"
Bank of England working papers
537, Bank of England.
- Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016. "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, vol. 20(3), pages 1045-1080.
- Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
- Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015.
"Currency Premia and Global Imbalances,"
2015 Meeting Papers
1215, Society for Economic Dynamics.
- Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016. "Currency Premia and Global Imbalances," The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2161-2193.
- Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015.
"What Drives International Portfolio Flows?,"
Working Paper series
15-16, Rimini Centre for Economic Analysis.
- Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016. "What drives international portfolio flows?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 53-72.
- Luis E. Arango & Lina Cardona-Sosa, 2015.
"Consumer credit performance over the business cycle in Colombia: some empirical facts,"
Borradores de Economia
861, Banco de la Republica de Colombia.
- Luis E. Arango & Lina Cardona-Sosa, 2015. "Consumer credit performance over the business cycle in Colombia: some empirical facts," Borradores de Economia 12389, Banco de la Republica.
- Luis Eduardo Arango & Ana María Ríos, 2015.
"Duración del desempleo en Colombia: género, intensidad de búsqueda y anuncios de vacantes,"
Borradores de Economia
866, Banco de la Republica de Colombia.
- Arango, Luis Eduardo & Ríos, Ana María, 2015. "Duración del desempleo en Colombia: Género, intensidad de búsqueda y anuncios de vacantes," IDB Publications (Working Papers) 6840, Inter-American Development Bank.
- Luis Eduardo Arango & Ana María Ríos, 2015. "Duración del desempleo en Colombia: género, intensidad de búsqueda y anuncios de vacantes," Borradores de Economia 12528, Banco de la Republica.
- Luis Eduardo Arango & Gabriela Bonilla, 2015.
"Human capital agglomeration and social returns to education in Colombia,"
Borradores de Economia
883, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Gabriela Bonilla, 2015. "Human capital agglomeration and social returns to education in Colombia," Borradores de Economia 12788, Banco de la Republica.
- Luis Eduardo Arango & Freddy Felipe Parra & Álvaro José Pinzón, 2015.
"El ciclo económico y el mercado de trabajo en Colombia: 1984 - 2014,"
Borradores de Economia
911, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Freddy Felipe Parra-Escobar & Álvaro José Pinzón-Giraldo, 2016. "El ciclo económico y el mercado de trabajo en Colombia: 1984-2014," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 206-228, December.
- Luis Eduardo Arango & Freddy Felipe Parra-Escobar & Álvaro José Pinzón-Giraldo, 2016. "El ciclo económico y el mercado de trabajo en Colombia: 1984-2014," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 206-228, November.
- Luis Eduardo Arango & Freddy Felipe Parra & Álvaro José Pinzón, 2015. "El ciclo económico y el mercado de trabajo en Colombia: 1984 - 2014," Borradores de Economia 13962, Banco de la Republica.
- Luis Eduardo Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a constrained framework: evidence from Colombian microdata," Borradores de Economia 912, Banco de la Republica de Colombia.
- Luis E. Arango & Lina Cardona-Sosa, 2015. "Determinants of consumer credit within a debt constrained framework. Evidence from microdata," Borradores de Economia 13965, Banco de la Republica.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China s financial crisis the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2015.
"SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK,"
Cardiff Economics Working Papers
E2015/10, Cardiff University, Cardiff Business School, Economics Section.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2018. "SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK," Journal of Financial Stability, Elsevier, vol. 38(C), pages 53-70.
- Hans Degryse & Kent Matthews & Tianshu Zhao, 2015. "SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 502954, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Hans Degryse & Kent Matthews & Tianshu Zhao, 2015. "SMEs and Access to Bank Credit: Evidence on the Regional Propagation of the Financial Crisis in the UK," CESifo Working Paper Series 5424, CESifo.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2015. "SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK," Cardiff Economics Working Papers E2015/5, Cardiff University, Cardiff Business School, Economics Section.
2014
- Jonathan Thomas & Tim Worrall, 2014.
"Dynamic Relational Contracts under Complete Information,"
Edinburgh School of Economics Discussion Paper Series
253, Edinburgh School of Economics, University of Edinburgh.
- Thomas, Jonathan P. & Worrall, Tim, 2018. "Dynamic relational contracts under complete information," Journal of Economic Theory, Elsevier, vol. 175(C), pages 624-651.
- Thomas, Jonathan P. & Worrall, Tim, 2014. "Dynamic Relational Contracts under Complete Information," SIRE Discussion Papers 2015-47, Scottish Institute for Research in Economics (SIRE).
- Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014.
"The scapegoat theory of exchange rates: the first tests,"
Temi di discussione (Economic working papers)
991, Bank of Italy, Economic Research and International Relations Area.
- Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
- Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
- Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014.
"Foreign Exchange Risk and the Predictability of Carry Trade Returns,"
Working Paper series
02_14, Rimini Centre for Economic Analysis.
- Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias, 2014. "Foreign exchange risk and the predictability of carry trade returns," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 302-313.
- Luis E. Arango & Dolores de la Mata & Nataly Obando, 2014.
"Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach,"
Borradores de Economia
827, Banco de la Republica de Colombia.
- Luis Arango & Dolores Mata & Nataly Obando, 2015. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(4), pages 441-477, November.
- Luis E. Arango & Dolores de la Mata & Nataly Obando, 2014. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," Borradores de Economia 11837, Banco de la Republica.
- María Dolores de la Mata & Luis Eduardo Arango & Nataly Obando, 2014. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," Documentos de Trabajo 12047, Universidad del Rosario.
- Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014.
"Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia,"
Borradores de Economia
858, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Ximena Chavarro & Eliana González, 2014. "Commodity price shocks and inflation within an optimal monetary policy framework: the case of Colombia," Borradores de Economia 12380, Banco de la Republica.
- Yin, Wei & Matthews, Kent, 2014.
"The determinants and profitability of switching costs in Chinese banking,"
Cardiff Economics Working Papers
E2014/13, Cardiff University, Cardiff Business School, Economics Section.
- Wei Yin & Kent Matthews, 2016. "The determinants and profitability of switching costs in Chinese banking," Applied Economics, Taylor & Francis Journals, vol. 48(43), pages 4156-4166, September.
- Yin, Wei & Matthews, Kent, 2014.
"Why do firms switch banks? Evidence from China,"
Cardiff Economics Working Papers
E2014/17, Cardiff University, Cardiff Business School, Economics Section.
- Wei Yin & Kent Matthews, 2018. "Why Do Firms Switch Banks? Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(9), pages 2040-2052, July.
- Pointon, Charlotte & Matthews, Kent, 2014.
"Dynamic Efficiency in the English and Welsh Water and Sewerage Industry,"
Cardiff Economics Working Papers
E2014/2, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2014.
- Pointon, Charlotte & Matthews, Kent, 2016. "Dynamic efficiency in the English and Welsh water and sewerage industry," Omega, Elsevier, vol. 58(C), pages 86-96.
2013
- Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013.
"Information flows in foreign exchange markets: dissecting customer currency trades,"
BIS Working Papers
405, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016. "Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades," Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
- Sarno, Lucio & Schmeling, Maik, 2013.
"Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective,"
CEPR Discussion Papers
9472, C.E.P.R. Discussion Papers.
- Lucio Sarno & Maik Schmeling, 2014. "Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
- Sarno, Lucio & Della Corte, Pasquale, 2013.
"Volatility Risk Premia and Exchange Rate Predictability,"
CEPR Discussion Papers
9549, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016. "Volatility risk premia and exchange rate predictability," Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
- Luis Eduardo Arango Thomas & Diana carolina Escobar & Emma Monsalve, 2013.
"Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia,"
Borradores de Economia
764, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Diana Carolina Escobar & Emma Mercedes Monsalve, 2013. "Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
- Luis Eduardo Arango THomas & Diana Carolina Escobar & Emma Mercedes Sandoval, 2013. "Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia," Borradores de Economia 10717, Banco de la Republica.
- Luis Eduardo Arango, 2013.
"Puestos de trabajo vacantes según anuncios de la prensa escrita de las siete principales ciudades de Colombia,"
Borradores de Economia
793, Banco de la Republica de Colombia.
- Luis Eduardo Arango, 2013. "Puestos de trabajo vacantes según anuncios de la prensa escrita de las siete principales ciudades de Colombia," Borradores de Economia 11097, Banco de la Republica.
- Luis Eduardo Arango & Wilmar Cabrera & Esteban Gómez & Juan Carlos Mendoza, 2013.
"Tasa de interés de largo plazo, interés técnico y pasivo pensional,"
Borradores de Economia
796, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Wilmar Cabrera & Esteban Gómez & Juan Carlos Mendoza, 2013. "Tasa de interés de largo plazo, interés técnico y pasivo pensional," Borradores de Economia 11101, Banco de la Republica.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013.
"Banking and the Macroeconomy in China: A Banking Crisis Deferred?,"
Cardiff Economics Working Papers
E2013/5, Cardiff University, Cardiff Business School, Economics Section.
- Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
- Minford, Patrick & Matthews, Kent & Meenagh, David & Le, Vo Phuong Mai & Xiao, Zhiguo, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," CEPR Discussion Papers 9422, C.E.P.R. Discussion Papers.
2012
- Luis Eduardo Arango & Ximena Chavarro & Eliana Rocío González, 2012.
"Precios de bienes primarios e inflación en Colombia,"
Borradores de Economia
712, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Chavarro-Sanchez, Ximena & González-Molano, Eliana Rocío, 2013. "Precios de bienes primarios e inflación en Colombia," Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 12, pages 487-532, Banco de la Republica de Colombia.
2011
- PICARD, Pierre M. & WORRALL, Tim, 2011.
"Sustainable migration policies,"
LIDAM Discussion Papers CORE
2011040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pierre M. Picard & Tim Worrall, 2010. "Sustainable Migration Policies," DEM Discussion Paper Series 10-12, Department of Economics at the University of Luxembourg.
- Pierre M. Picard & Tim Worrall, 2011. "Sustainable Migration Policies," Economics Discussion Paper Series 1122, Economics, The University of Manchester.
- Tim S Worrall & Jonathan P Thomas, 2011. "Risk Sharing in Dynamic Relational Contracts," 2011 Meeting Papers 236, Society for Economic Dynamics.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
Working papers
313, Banque de France.
- Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
- Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011.
"Currency Momentum Strategies,"
BIS Working Papers
366, Bank for International Settlements.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012. "Currency momentum strategies," Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper series 09_12, Rimini Centre for Economic Analysis.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011.
"Carry Trades and Global Foreign Exchange Volatility,"
CEPR Discussion Papers
8291, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Carry Trades and Global Foreign Exchange Volatility," Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, April.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011.
"Properties of Foreign Exchange Risk Premiums,"
CEPR Discussion Papers
8503, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
- Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
- Luis Eduardo Arango & Paola Montenegro & Nataly Obando, 2011.
"El desempleo en Pereira: ¿sólo cuestión de remesas?,"
Borradores de Economia
636, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Montenegro, Paola & Obando, Nataly, 2012. "El desempleo en Pereira : ¿Solo cuestión de remesas?," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 17, pages 711-749, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Paola Montenegro & Nataly Obando, 2011. "El desempleo en Pereira: ¿sólo cuestión de remesas?," Borradores de Economia 7871, Banco de la Republica.
- Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011.
"Ciclos de negocios en Colombia: 1980-2010,"
Borradores de Economia
651, Banco de la Republica de Colombia.
- Viviana Alejandra Alfonso & Luis Eduardo Arango Thomas & Fernando Arias & José David Pulido, 2011. "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia 8328, Banco de la Republica.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2011.
"Los salarios reales a lo largo del ciclo económico en Colombia,"
Borradores de Economia
666, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Obando, Nataly & Posada, Carlos Esteban, 2012. "Los salarios reales a lo largo del ciclo económico en Colombia," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 13, pages 545-585, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2011. "Los salarios reales a lo largo del ciclo económico en Colombia," Borradores de Economia 8950, Banco de la Republica.
- Luis Eduardo Arango Thomas, 2011.
"Mercado de trabajo de Colombia: suma de partes heterogéneas,"
Borradores de Economia
671, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo, 2012. "Mercado de trabajo de Colombia : suma de partes heterogéneas," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 4, pages 167-205, Banco de la Republica de Colombia.
- Luis Eduardo Arango Thomas, 2011. "Mercado de trabajo de Colombia: suma de partes heterogéneas," Borradores de Economia 9006, Banco de la Republica.
- Zhang, Tiantian & Matthews, Kent, 2011.
"Efficiency Convergence Properties of Indonesian Banks 1992-2007,"
Cardiff Economics Working Papers
E2011/12, Cardiff University, Cardiff Business School, Economics Section.
- Daley, Jenifer & Matthews, Kent & Zhang, Tiantian, 2011.
"Post-crisis cost efficiency of Jamaican banks,"
Cardiff Economics Working Papers
E2011/27, Cardiff University, Cardiff Business School, Economics Section.
- Daley, Jenifer & Matthews, Kent, 2011.
"Competitive Conditions in the Jamaican Banking Market 1998-2009,"
Cardiff Economics Working Papers
E2011/28, Cardiff University, Cardiff Business School, Economics Section.
- Daley, Jenifer & Matthews, Kent, 2012. "Competitive conditions in the Jamaican banking market 1998–2009," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 131-135.
- Zhao, Tianshu & Matthews, Kent & Murinde, Victor, 2011.
"Cross-Selling, Switching Costs and Imperfect Competition in British Banks,"
Cardiff Economics Working Papers
E2011/29, Cardiff University, Cardiff Business School, Economics Section.
- Zhao, Tianshu & Matthews, Kent & Murinde, Victor, 2013. "Cross-selling, switching costs and imperfect competition in British banks," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5452-5462.
2010
- J. Thomas & T. Worrall, 2010.
"Income Fluctuations and Asymmetric Information: An Example of the Repeated Principal Agent Problem,"
Levine's Working Paper Archive
2077, David K. Levine.
- Thomas, Jonathan & Worrall, Tim, 1990. "Income fluctuation and asymmetric information: An example of a repeated principal-agent problem," Journal of Economic Theory, Elsevier, vol. 51(2), pages 367-390, August.
- Jonathan P Thomas & Tim Worrall, 2010. "Dynamic Relational Contracts with Credit Constraints," Economics Discussion Paper Series 1009, Economics, The University of Manchester.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010.
"Spot and Forward Volatility in Foreign Exchange,"
CEPR Discussion Papers
7893, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011. "Spot and forward volatility in foreign exchange," Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
- Luis Eduardo Arango & Luz Karine Ardila & Miguel Ignacio Gömez, 2010.
"Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia,"
Borradores de Economia
584, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Ardila, Luz Karine & Gómez, Miguel Ignacio, 2011. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 21, pages 873-918, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luz Karine Ardila & Miguel Igancio Gómez, 2010. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Borradores de Economia 6621, Banco de la Republica.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2010.
"Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios,"
Borradores de Economia
590, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Obando, Nataly & Posada, Carlos Esteban, 2011. "Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios," Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 23, pages 953-978, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2010. "Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios," Borradores de Economia 6829, Banco de la Republica.
- Matthews, Kent, 2010.
"Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework,"
Cardiff Economics Working Papers
E2010/1, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2010.
- Matthews, Kent, 2013. "Risk management and managerial efficiency in Chinese banks: A network DEA framework," Omega, Elsevier, vol. 41(2), pages 207-215.
- Kent Matthews, 2011. "Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework," Working Papers 102011, Hong Kong Institute for Monetary Research.
- Matthews, Kent, 2010. "Banking Efficiency in Emerging Market Economies," Cardiff Economics Working Papers E2010/12, Cardiff University, Cardiff Business School, Economics Section.
2009
- Pierre M. Picard & Tim Worrall, 2009. "Currency Unions and International Assistance," DEM Discussion Paper Series 09-01, Department of Economics at the University of Luxembourg.
- Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009.
"Asset Prices, Exchange Rates and the Current Account,"
CEPR Discussion Papers
7614, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010. "Asset prices, exchange rates and the current account," European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009.
"How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads,"
NBER Working Papers
14904, National Bureau of Economic Research, Inc.
- Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012. "How the Subprime Crisis went global: Evidence from bank credit default swap spreads," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers 21, National Bank of Serbia.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2009. "Carry Trades and Global FX Volatility," MPRA Paper 14728, University Library of Munich, Germany.
- Luis Eduardo Arango & Monica Alexandra Gómez & Carlos Esteban Posada, 2009.
"La demanda de trabajo formal en Colombia: determinantes e implicaciones de política,"
Borradores de Economia
563, Banco de la Republica de Colombia.
- Luis Eduardo Arango Thomas & Mónica Alexandra Gómez & Carlos Esteban Posada, 2009. "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia 5518, Banco de la Republica.
- Matthews, Kent & Xiao, Zhiguo & Zhang, Xu, 2009.
"Rational Cost Inefficiency in Chinese Banks,"
Cardiff Economics Working Papers
E2009/13, Cardiff University, Cardiff Business School, Economics Section.
- Kent Matthews & Zhiguo Xiao & Xu Zhang, 2009. "Rational Cost Inefficiency in Chinese Banks," Working Papers 292009, Hong Kong Institute for Monetary Research.
- Matthews, Kent & Zhang, Nina, 2009.
"Bank Productivity in China 1997-2007: An Exercise in Measurement,"
Cardiff Economics Working Papers
E2009/14, Cardiff University, Cardiff Business School, Economics Section.
- Kent Matthews & Nina Zhang, 2009. "Bank Productivity in China 1997-2007: An Exercise in Measurement," Working Papers 252009, Hong Kong Institute for Monetary Research.
- Daley, Jenifer & Matthews, Kent, 2009. "Measuring bank efficiency: tradition or sophistication? - A note," Cardiff Economics Working Papers E2009/24, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Matthews, Owen, 2009.
"Controlling Banker's Bonuses: Efficient Regulation or Politics of Envy?,"
Cardiff Economics Working Papers
E2009/27, Cardiff University, Cardiff Business School, Economics Section.
- Kent Matthews & Owen Matthews, 2010. "Controlling Bankers' Bonuses: Efficient Regulation Or Politics Of Envy?," Economic Affairs, Wiley Blackwell, vol. 30(1), pages 71-76, March.
- Daley, Jenifer & Matthews, Kent, 2009. "Out of many, dominance by a few? Market power in the Jamaican banking sector," Cardiff Economics Working Papers E2009/28, Cardiff University, Cardiff Business School, Economics Section.
- Daley, Jenifer & Matthews, Kent, 2009. "Measuring post-crisis productivity for Jamaican banks," Cardiff Economics Working Papers E2009/29, Cardiff University, Cardiff Business School, Economics Section.
- Daley, Jenifer & Matthews, Kent, 2009. "Efficiency and Convergence in the Jamaican banking sector 1998-2007," Cardiff Economics Working Papers E2009/30, Cardiff University, Cardiff Business School, Economics Section.
- Al-Muharrami, Saeed & Matthews, Kent, 2009.
"Market Power versus Efficient-Structure in Arab GCC Banking,"
Cardiff Economics Working Papers
E2009/7, Cardiff University, Cardiff Business School, Economics Section.
2008
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008.
"Does the law of one price hold in international financial markets? Evidence from tick data,"
Working Paper
2008/19, Norges Bank.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009. "Does the law of one price hold in international financial markets? Evidence from tick data," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
- Sarno, Lucio & Valente, Giorgio, 2008.
"Exchange Rates and Fundamentals: Footloose or Evolving Relationship?,"
CEPR Discussion Papers
6638, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente, 2009. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
- De Santis, Roberto A. & Sarno, Lucio, 2008. "Assessing the benefits of international portfolio diversification in bonds and stocks," Working Paper Series 883, European Central Bank.
- Luis Eduardo Arango & Daniel Eduardo Velandia, 2008.
"Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo,"
Borradores de Economia
503, Banco de la Republica de Colombia.
- Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 393-422, abril-jun.
- Luis Eduardo Arango & Daniel Eduardo Velandia, 2008. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," Borradores de Economia 4589, Banco de la Republica.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008.
"Trends, Fluctuations, and Determinants of Commodity Prices,"
Borradores de Economia
521, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2008. "Trends, Fluctuations, and Determinants of Commodity Prices," Borradores de Economia 4734, Banco de la Republica.
- Carlos Esteban Posada & Luis Eduardo Arango, 2008.
"Política monetaria para la coyuntura y el mediano plazo: observaciones y conjeturas,"
Borradores de Economia
526, Banco de la Republica de Colombia.
- Carlos Esteban Posada & Luis Eduardo Arango, 2008. "Política monetaria para la coyuntura y el mediano plazo: Observaciones y Conjeturas," Borradores de Economia 4996, Banco de la Republica.
- Matthews, Kent & Guo, Jianguang & Zhang, Xu, 2008. "X-efficiency versus Rent Seeking in Chinese banks: 1997-2006," Cardiff Economics Working Papers E2008/26, Cardiff University, Cardiff Business School, Economics Section.
2007
- Jonathan Thomas & Tim Worrall, 2007.
"Limited Commitment Models of the Labour Market,"
CESifo Working Paper Series
2109, CESifo.
- Jonathan P. Thomas & Tim Worrall, 2007. "Limited Commitment Models Of The Labour Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(5), pages 750-773, November.
- Jonathan Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Edinburgh School of Economics Discussion Paper Series 176, Edinburgh School of Economics, University of Edinburgh.
- Jonathan P Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Keele Economics Research Papers KERP 2007/11, Centre for Economic Research, Keele University.
- PICARD, Pierre M. & WORRALL, Tim, 2007.
"Currency areas and international assistance,"
LIDAM Discussion Papers CORE
2007052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Tim Worrall & Pierre M. Picard, 2007. "Currency Areas and International Assistance," Keele Economics Research Papers KERP 2007/01, Centre for Economic Research, Keele University.
- Tim Worrall & Pierre M Picard, 2009. "Currency Areas and International Assistance," 2009 Meeting Papers 903, Society for Economic Dynamics.
- Nicholas Vasilakos & Gauthier Lanot & Tim Worrall, 2007. "Evaluating the Performance of UK Research in Economics," Keele Economics Research Papers KERP 2007/10, Centre for Economic Research, Keele University.
- Jonathan P Thomas & Tim Worrall, 2007.
"Dynamic Relational Contracts with Consumption Constraints,"
Keele Economics Research Papers
KERP 2007/16, Centre for Economic Research, Keele University.
- Tim Worrall & Jonathan P Thomas, 2008. "Dynamic Relational Contracts with Consumption Constraints," 2008 Meeting Papers 324, Society for Economic Dynamics.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007.
"Exchange rate forecasting, order flow and macroeconomic information,"
Working Paper
2007/02, Norges Bank.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010. "Exchange rate forecasting, order flow and macroeconomic information," Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007.
"The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value,"
CEPR Discussion Papers
6445, C.E.P.R. Discussion Papers.
- Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008. "The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value," Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
- Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007.
"An Economic Evaluation of Empirical Exchange Rate Models,"
CEPR Discussion Papers
6598, C.E.P.R. Discussion Papers.
- Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009. "An Economic Evaluation of Empirical Exchange Rate Models," The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2007.
"El salario mínimo: aspectos generales sobre los casos de Colombia y otros países,"
Borradores de Economia
436, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2008. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros países," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 204-263, June.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2008. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros países," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 204-263, June.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2007. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros paises," Borradores de Economia 2544, Banco de la Republica.
- Paula Herrera & Luie Eduardo Arango & Carlos Estéban Posada, 2007. "El salario mínimo aspectos generales sobre los casos de Colombia y otros paises," Documentos de Economía 3944, Universidad Javeriana - Bogotá.
- David Aldana & Luis Eduardo Arango, 2007.
"Participación Laboral en Ibagué,"
Borradores de Economia
439, Banco de la Republica de Colombia.
- David Aldana & Luis Eduardo Arabgo, 2008. "Participación laboral en Ibagué," Revista de Economía del Rosario, Universidad del Rosario, June.
- David Aldana & Luis Eduardo Arango, 2007. "Participación laboral en Ibagué," Borradores de Economia 3314, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada & Andrés Felipe García, 2007.
"Inflación y desempleo en Colombia: NAIRU y tasa de desempleo compatible con alcanzar la meta de inflación (1984-2005),"
Borradores de Economia
453, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Inflación y desempleo en Colombia: NAIRU y tasa de desempleo compatible con alcanzar la meta de inflación (1984-2005)," Borradores de Economia 4021, Banco de la Republica.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007.
"Cronología de los ciclos de negocios recientes en Colombia,"
Borradores de Economia
461, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008. "Cronología de los ciclos de negocios recientes en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, June.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007. "Cronología de los ciclos de negocios recientes en Colombia," Borradores de Economia 4287, Banco de la Republica.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2007.
"Cronología de los ciclos de crecimiento recientes en Colombia,"
Borradores de Economia
464, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez, 2007. "Cronología de los ciclos de crecimiento recientes en Colombia," Borradores de Economia 4290, Banco de la Republica.
- Matthews, Kent & Guo, Jianguang & Zhang, Nina, 2007.
"Non-Performing Loans and Productivity in Chinese Banks: 1997-2006,"
Cardiff Economics Working Papers
E2007/30, Cardiff University, Cardiff Business School, Economics Section.
- Kent Matthews & Xu Zhang & Jianguang Guo, 2009. "Nonperforming Loans and Productivity in Chinese Banks, 1997-2006," Chinese Economy, Taylor & Francis Journals, vol. 42(2), pages 30-47, March.
- Matthews, Kent & Guo, Jianguang & Zhang, Nina, 2007. "Non-Performing Loans and Productivity in Chinese Banks: 1997-2006," Cardiff Economics Working Papers E2008/17, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2008.
- Matthews, Kent & Guo, Jianguang & Zhang, Nina & Wang, Lina, 2007. "Bank Efficiency in China, Rent Seeking versus X-inefficiency: A non-parametric Bootstrapping Approach," Cardiff Economics Working Papers E2007/4, Cardiff University, Cardiff Business School, Economics Section, revised Mar 2007.
- Matthews, Kent & Guo, Jianguang & Zhang, Nina, 2007. "Rational Inefficiency and non-performing loans in Chinese Banking: A non-parametric Bootstrapping Approach," Cardiff Economics Working Papers E2007/5, Cardiff University, Cardiff Business School, Economics Section.
2006
- Sarno, Lucio & Valente, Giorgio & Leon, Hyginus, 2006.
"Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle,"
CEPR Discussion Papers
5527, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.
- Giorgio Valente & Mr. Gene L. Leon & Lucio Sarno, 2006. "Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," IMF Working Papers 2006/136, International Monetary Fund.
- Luis Eduardo Arango & Luis Fernando Melo, 2006.
"Determinantes de la elección de administradora de pensiones: primeras estimaciones a partir de agregados,"
Borradores de Economia
383, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luis Fernando Melo, 2006. "Determinantes De La Elección De Administradora De Pensiones: Primeras Estimaciones A Partir De Agregados," Borradores de Economia 2315, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006.
"La Tasa de Desempleo de Largo Plazo en Colombia,"
Borradores de Economia
388, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006. "La Tasa De Desempleo De Largo Plazo En Colombia," Borradores de Economia 3085, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Colombian Case," Borradores de Economia 389, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Andrés Felipe García & Carlos Esteban Posada, 2006.
"La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia,"
Borradores de Economia
410, Banco de la Republica de Colombia.
- Arango Luis Eduardo & Andrés Felipe Garcia & Carlos Esteban Posada, 2008. "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, May.
- Luis Eduardo Arango & Andrés Felipe García & Carlos Esteban Posada, 2006. "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Borradores de Economia 3039, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006.
"Los salarios de los funcionarios públicos en Colombia (1978 - 2005),"
Borradores de Economia
417, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Los salarios de los funcionarios públicos en Colombia, 1978-2005," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(55), pages 110-147, December.
- Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Los salarios de los funcionarios públicos en Colombia, 1978-2005," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 110-147, December.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006. "Los salarios de los funcionarios públicos en Colombia (1978-2005)," Borradores de Economia 3181, Banco de la Republica.
- Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo, 2006.
"Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo,"
Borradores de Economia
424, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Andrés González & Jhon Jairo León & Luis Fernando Melo, 2006. "Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo," Borradores de Economia 2425, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006. "The Time-Varying Long-Run Unemployment Rate: The Case Colombian," Borradores de Economia 3629, Banco de la Republica.
- Lungu, Laurian & Matthews, Kent & Minford, Patrick, 2006.
"Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution,"
Cardiff Economics Working Papers
E2006/1, Cardiff University, Cardiff Business School, Economics Section.
- Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008. "Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution," Economic Modelling, Elsevier, vol. 25(2), pages 255-273, March.
- L. Lungu & K. G. P. Matthews, 2002. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002 115, Society for Computational Economics.
- Matthews, Kent & Meenagh, David & Minford, Patrick & Webb, Bruce, 2006.
"Monetary regimes: is there a trade-off between consumption and employment variability?,"
Cardiff Economics Working Papers
E2006/12, Cardiff University, Cardiff Business School, Economics Section.
- Minford, Patrick & Matthews, Kent & Webb, Bruce & Meenagh, David, 2006. "Monetary Regimes: Is There a Trade-Off Between Consumption and Employment Variability?," CEPR Discussion Papers 5609, C.E.P.R. Discussion Papers.
- Matthews, Kent & Ismail, Mahadzir, 2006. "Efficiency and Productivity Growth of Domestic and Foreign Commercial Banks in Malaysia," Cardiff Economics Working Papers E2006/2, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006.
"Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA,"
Cardiff Economics Working Papers
E2006/25, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2006.
- Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2008. "Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA," European Journal of Political Economy, Elsevier, vol. 24(3), pages 605-614, September.
- Minford, Patrick & Matthews, Kent & Naraidoo, Ruthira, 2008. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," CEPR Discussion Papers 6839, C.E.P.R. Discussion Papers.
- Ruthira Naraidoo & Patrick Minford & Kent Matthews, 2006. "Vicious and Virtuous Circles - the Political Economy of Unemployment in Interwar UK and USA," Keele Economics Research Papers KERP 2006/08, Centre for Economic Research, Keele University.
- Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers E2006/7, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Shepherd, Jonathan & Sivarajasingham, Vaseekaran, 2006.
"Violence-related injury and the Price of Beer in England and Wales,"
Cardiff Economics Working Papers
E2006/3, Cardiff University, Cardiff Business School, Economics Section.
- Kent Matthews & Jonathan Shepherd & Vaseekaran Sivarajasingham, 2006. "Violence-related injury and the price of beer in England and Wales," Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 661-670.
- Daley, J & Matthews, Kent & Whitfield, Keith, 2006.
"Too-Big-To-Fail: Bank Failure and Banking Policy in Jamaica,"
Cardiff Economics Working Papers
E2006/4, Cardiff University, Cardiff Business School, Economics Section.
- Daley, J. & Matthews, K. & Whitfield, K., 2008. "Too-big-to-fail: Bank failure and banking policy in Jamaica," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 290-303, July.
- Matthews, Kent & Shepherd, Jonathan & Sivarajasingham, Vaseekaran & Benbow, Sally, 2006. "Violence, Gender and the Price of Beer in England and Wales," Cardiff Economics Working Papers E2006/5, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Murinde, Victor & Zhao, Tianshu, 2006. "Competitiveness and Market Contestability of Major UK Banks," Cardiff Economics Working Papers E2006/6, Cardiff University, Cardiff Business School, Economics Section.
- Al-Muharrami, Saeed & Matthews, Kent & Khabari, Yusuf, 2006.
"Market Structure and Competitive Conditions in the Arab GCC Banking System,"
Cardiff Economics Working Papers
E2006/8, Cardiff University, Cardiff Business School, Economics Section.
- Al-Muharrami, Saeed & Matthews, Kent & Khabari, Yusuf, 2006. "Market structure and competitive conditions in the Arab GCC banking system," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3487-3501, December.
2005
- Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005.
"Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003,"
Working Paper
2005/2, Norges Bank.
- Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006. "Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003," Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377, Emerald Group Publishing Limited.
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005.
"Arbitrage in the foreign exchange market: Turning on the microscope,"
Working Paper
2005/12, Norges Bank.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008. "Arbitrage in the foreign exchange market: Turning on the microscope," Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
- Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers 6878, C.E.P.R. Discussion Papers.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series 42, Institute for Financial Research.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates,"
CEPR Discussion Papers
4835, C.E.P.R. Discussion Papers.
- Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
- Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005.
"A Cross-Country Financial Accelerator: Evidence from North America and Europe,"
CEPR Discussion Papers
5037, C.E.P.R. Discussion Papers.
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007. "A cross-country financial accelerator: Evidence from North America and Europe," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields,"
CEPR Discussion Papers
5259, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
- Kleopatra Nikolaou & Lucio Sarno, 2005.
"New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market,"
Money Macro and Finance (MMF) Research Group Conference 2005
77, Money Macro and Finance Research Group.
- Kleopatra Nikolaou & Lucio Sarno, 2006. "New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 627-656, July.
- Luis Eduardo Arango & Carlos Esteban Posada, 2005.
"Labor Participation of Married Women in Colombia,"
Borradores de Economia
357, Banco de la Republica de Colombia.
- Arango Luis E. & Carlos E. Posada, 2007. "Labor Participation of Married Women in Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, October.
- Luis Eduardo Arango & Carlos Esteban Posada, 2005. "Labor Participation of Married Women in Colombia," Borradores de Economia 3103, Banco de la Republica.
- Luis Eduardo Arango & Luz Adriana Flórez, 2005.
"Tramo Corto de la Curva de Rendimientos, Cambio de Régimen Inflacionario y Expectativas de Inflación en Colombia,"
Borradores de Economia
360, Banco de la Republica de Colombia.
- Arango, Luis Eduardo & Flórez, Luz Adriana, 2008. "Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(297), pages 183-210, enero-mar.
2004
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2004.
"Monetary policy and learning in an open economy,"
Bank of Finland Research Discussion Papers
3/2004, Bank of Finland.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2004. "Monetary policy and learning in an open economy," Macroeconomics 0404022, University Library of Munich, Germany.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004.
"Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability,"
CEPR Discussion Papers
4365, C.E.P.R. Discussion Papers.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005. "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
- Sarno, Lucio & Valente, Giorgio, 2004. "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers 4380, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004.
"Federal Funds Rate Prediction,"
CEPR Discussion Papers
4587, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
- Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Ellison, Martin & Vilmunen, Jouko, 2004.
"Caution or Activism? Monetary Policy Strategies in an Open Economy,"
CEPR Discussion Papers
4766, C.E.P.R. Discussion Papers.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007. "Caution Or Activism? Monetary Policy Strategies In An Open Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 519-541, September.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Money Macro and Finance (MMF) Research Group Conference 2006 18, Money Macro and Finance Research Group.
- Giorgio Valente & Richard Clarida & Mark Taylor & Lucio Sarno, 2004. "The Term Structure Of Euromarket Interest Rates: Some New Evidence," Royal Economic Society Annual Conference 2004 19, Royal Economic Society.
- Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2004.
"El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia,"
Borradores de Economia
279, Banco de la Republica de Colombia.
- Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101.
- Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2003. "El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia," Borradores de Economia 2559, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada & José Darío Uribe, 2004.
"Cambios en la Estructura de los Salarios Urbanos en Colombia (1984-2000),"
Borradores de Economia
297, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada & José Darío Uribe, 2004. "Cambios en la Estructura de los Salarios Urbanos en Colombia (1984-2000)," Borradores de Economia 2088, Banco de la Republica.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004.
"Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia,"
Borradores de Economia
302, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(47), pages 126-160, December.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de actividad económica en Colombia y estructura a plazo: un poco más de evidencia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 126-160, December.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Borradores de Economia 2692, Banco de la Republica.
- Luis Eduardo Arango y Carlos Esteban Posada, 2004. "Determinantes de la probabilidad de tener servicio doméstico en Colombia," Econometric Society 2004 Latin American Meetings 48, Econometric Society.
2003
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes,"
CEPR Discussion Papers
3983, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
- Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003.
"Monetary Policy Rules, Asset Prices and Exchange Rates,"
CEPR Discussion Papers
4114, C.E.P.R. Discussion Papers.
- Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004. "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
- Lucio Sarno & Daniel L. Thornton, 2003.
"The efficient market hypothesis and identification in structural VARs,"
Working Papers
2003-032, Federal Reserve Bank of St. Louis.
- Lucio Sarno & Daniel L. Thornton, 2004. "The efficient market hypothesis and identification in structural VARs," Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 49-60.
- Lucio Sarno, 2003.
"Nonlinear Exchange Rate Models: A Selective Overview,"
IMF Working Papers
2003/111, International Monetary Fund.
- Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
- Luis Eduardo Arango & Ana María Iregui & Luis Fernando Melo, 2003.
"Recent Behavior of Output, Unemployment, Wages and Prices in Colombia:What went Wrong?,"
Borradores de Economia
249, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Ana María Iregui & Luis Fernando Melo, 2003. "Recent Behavior of Outpout , Unemployment, Wages and Prices in Colombia: What went wrong?," Borradores de Economia 3417, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada & Alejandro Charry, 2003.
"La Participación Laboral en Colombia según la Nueva Encuesta: ¿Cambian sus determinantes?,"
Borradores de Economia
250, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada & Alejandro Charry, 2003. "La Participación Laboral en Colombia Según la Nueva Encuesta: ¿ Cambian sus Determinantes?," Borradores de Economia 3048, Banco de la Republica.
- Luis Eduardo Arango & María Angélica Arosemena, 2003.
"El Tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia,"
Borradores de Economia
264, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Angélica María Arosemena, 2003. "El tramo Corto de la Estructura a Plazo como predictor de Expectativas de Inflación en Colombia," Borradores de Economia 2558, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posda, 2003.
"Determinantes de la Probabilidad de Tener Servicio Doméstico en Colombia,"
Borradores de Economia
269, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2003. "Determinantes de la Probabilidad de tener Servicio Doméstico en Colombia," Borradores de Economia 2309, Banco de la Republica.
2002
- Jonathan P. Thomas & Tim Worrall, 2002.
"Gift-Giving, Quasi-Credit and Reciprocity,"
CESifo Working Paper Series
687, CESifo.
- Jonathan P. Thomas & Timothy Worrall, 2002. "Gift-giving, Quasi-credit and Reciprocity," Rationality and Society, , vol. 14(3), pages 308-352, August.
- Jonathan P. Thomas & Tim Worrall, 2000. "Gift-giving, Quasi-Credit and Reciprocity," Development and Comp Systems 0004005, University Library of Munich, Germany.
- Jonathan P. Thomas & Tim Worrall, 2000. "Gift-giving, Quasi-Credit and Reciprocity," Keele Department of Economics Discussion Papers (1995-2001) 2000/20, Department of Economics, Keele University.
- Jonathan Thomas & Tim Worrall, 2002.
"Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision,"
Edinburgh School of Economics Discussion Paper Series
95, Edinburgh School of Economics, University of Edinburgh.
- Jonathan P. Thomas & Tim Worrall, 2007. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(1), pages 151-181, February.
- Tim Worall & Jonathan P Thomas, 2005. "Unemployment Insurance under Moral Hazard and Limited Commitment:Public versus Private Provision," 2005 Meeting Papers 158, Society for Economic Dynamics.
- Jonathan P Thomas & Tim Worrall, 2002.
"Unemployment Insurance under Moral Hazard and Limited Commitment: Public vs Private Provision,"
Keele Economics Research Papers
KERP 2002/20, Centre for Economic Research, Keele University.
- Jonathan P Thomas & Tim Worrall, 2002. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public vs Private Provision," Public Economics 0211002, University Library of Munich, Germany.
- Sarno, Lucio & Thornton, Daniel L, 2002.
"The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation,"
CEPR Discussion Papers
3225, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Thornton, Daniel L., 2003. "The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
- Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2002.
"Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997,"
CEPR Discussion Papers
3249, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. "Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002.
"The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond,"
CEPR Discussion Papers
3281, C.E.P.R. Discussion Papers.
- Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
- Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc.
- Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002.
"Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study,"
CEPR Discussion Papers
3377, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
- Sarno, Lucio & Giorgio Valente, 2002.
"Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers,"
Royal Economic Society Annual Conference 2002
160, Royal Economic Society.
- Giorgio Valente & Lucio Sarno, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
- Lucio Sarno & Giorgio Valente, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376, March.
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Working Papers
2002-007, Federal Reserve Bank of St. Louis.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002.
"What's unique about the federal funds rate? evidence from a spectral perspective,"
Working Papers
2002-029, Federal Reserve Bank of St. Louis.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007. "What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, April.
- Sarno, Lucio & Valente, Giorgio, 2002.
"Comparing the Accuracy of Density Forecasts from Competing Models,"
Computing in Economics and Finance 2002
223, Society for Computational Economics.
- Giorgio Valente & Lucio Sarno, 2004. "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002.
"Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia,"
Borradores de Economia
196, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luis Fernando Melo & Diego Mauricio Vásquez, 2003. "Estimación de la estructura a plazo de las tasas de interés en Colombia," Coyuntura Económica, Fedesarrollo, vol. 33(1), pages 51-76, March.
- Luis Eduardo Arango & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 2594, Banco de la Republica.
- Luis Eduardo Arango & Yanneth R.Betancourth, 2002.
"A Signal of Imperfect Portfolio Capital Adjustments from the Relationship Between Yields of Domestic and Foreign Colombian Debt,"
Borradores de Economia
216, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Yanneth R. Betancourt, 2002. "A Signal Of Imperfect Portfolio Capital Adjustments From The Relationschip Between Yields Of Domestic And Foreign Colombian Debt," Borradores de Economia 1934, Banco de la Republica.
- Carlos Esteban Posada & Luis Eduardo Arango, 2002.
"La Participación Laboral en Colombia,"
Borradores de Economia
217, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2003. "La participación laboral en Colombia," Coyuntura Social 12933, Fedesarrollo.
- Carlos Esteban Posada & Luis Eduardo Arango, 2002. "La Participación Laboral En Colombia," Borradores de Economia 3047, Banco de la Republica.
- Luis Eduardo Arango & Angélica María Arosemena, 2002. "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de Literatura," Borradores de Economia 3138, Banco de la Republica.
2001
- Spiros Bougheas & Tim Worrall, 2001.
"Cost Padding in Regulated Monopolies,"
Keele Department of Economics Discussion Papers (1995-2001)
2001/07, Department of Economics, Keele University, revised Nov 2001.
- Bougheas, Spiros & Worrall, Tim, 2012. "Cost padding in regulated monopolies," International Journal of Industrial Organization, Elsevier, vol. 30(4), pages 331-341.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles,"
CEPR Discussion Papers
2658, C.E.P.R. Discussion Papers.
- Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
- Taylor, Mark & Sarno, Lucio, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?,"
CEPR Discussion Papers
2690, C.E.P.R. Discussion Papers.
- Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Taylor, Mark & Sarno, Lucio, 2001.
"Purchasing Power Parity and the Real Exchange Rate,"
CEPR Discussion Papers
2913, C.E.P.R. Discussion Papers.
- Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
- Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001.
"Returns and Interest Rate: A Nonlinear Relationship in the Bogotá Stock Market,"
Borradores de Economia
169, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Andrés González & Carlos Esteban Posada, 2001. "Returns And Interest Rate: A Nonlinear Relationship In The Bogota Stock Market," Borradores de Economia 3468, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada, 2001.
"El Desempleo en Colombia,"
Borradores de Economia
176, Banco de la Republica de Colombia.
- Luis Eduardo Arango T. & Carlos Esteban Posada, 2001. "El Desempleo En Colombia," Borradores de Economia 2495, Banco de la Republica.
- Luis Eduardo Arango T. & Carlos Esteban Posada P., 2001. "El desempleo en Colombia," Coyuntura Social 12955, Fedesarrollo.
- Luis Eduardo Arango & Carlos Esteban Posada, 2001.
"Unemployment Rate and the Real Wage Behavoir: A Neoclassical Hint for the Colombian Labor Market Adjustment,"
Borradores de Economia
180, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2001. "Unemployment Rate And The Real Wage Behavior: A Neoclassical Hint For The Colombian Labor Market Adjustment," Borradores de Economia 3736, Banco de la Republica.
- Luis Eduardo Arango & Luis Fernando Melo, 2001.
"Expansions and Contractions in Some Latin American Countries: A view Throught Non-Linear Models,"
Borradores de Economia
186, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," Borradores de Economia 2691, Banco de la Republica.
2000
- Tim Worrall, 2000. "Time Consistency and Intergenerational Risk Sharing," Keele Department of Economics Discussion Papers (1995-2001) 2000/17, Department of Economics, Keele University, revised Dec 2000.
- Sarno, Lucio, 2000.
"Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation,"
CEPR Discussion Papers
2537, C.E.P.R. Discussion Papers.
- Lucio Sarno, 2001. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," Economica, London School of Economics and Political Science, vol. 68(271), pages 401-426, August.
- Carlos Esteban Posada & Luis Eduardo Arango, 2000.
"¿Podemos sostener la Deuda Pública?,"
Borradores de Economia
165, Banco de la Republica de Colombia.
- Carlos Esteban Posada & Luis Eduardo Arango, 2000. "¿Podemos sostener la deuda pública?," Borradores de Investigación 3817, Universidad del Rosario.
- Carlos Esteban Posada P. & Luis Eduardo Arango, 2000. "Podremos Sostener La Deuda Pública?," Borradores de Economia 3330, Banco de la Republica.
1999
- Sarno, Lucio & Taylor, Mark P, 1999. "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers 2150, C.E.P.R. Discussion Papers.
- Luis Eduardo Arango & Mauricio castillo, 1999.
"¿ Son Estilizadas las Regularidades del Ciclo Económico? Una Breve Revisión de la literatura,"
Borradores de Economia
115, Banco de la Republica de Colombia.
- Luis Eduardo Arango T. & Mauricio Castillo, 1999. "¿Son Estilizadas Las Regularidades Del Ciclo Económico?Una Breve Revisión De La Literatura," Borradores de Economia 3835, Banco de la Republica.
- Luis Eduardo Arango & Andrés González, 1999.
"A Nonlinear Specification of Demand for Narrow Money in Colombia,"
Borradores de Economia
135, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Andrés González, 1999. "A Nonlinear Specification Of Demand For Narrow Money In Colombia," Borradores de Economia 1894, Banco de la Republica.
1998
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1998.
"Mutual Insurance, Individual Savings and Limited Commitment,"
Keele Department of Economics Discussion Papers (1995-2001)
98/14, Department of Economics, Keele University.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000. "Mutual Insurance, Individual Savings and Limited Commitment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 216-246, April.
- Tim Worrall, 1998. "Risk-Sharing in Village Economies," Keele Department of Economics Discussion Papers (1995-2001) 98/15, Department of Economics, Keele University.
- Luis Eduardo Arango, 1998.
"Temporary and Permanent Components of Colombia's Output,"
Borradores de Economia
096, Banco de la Republica de Colombia.
- Luis Eduardo Arango Thomas, 1998. "Temporary And Permanent Components Of Colombia'S Outpout," Borradores de Economia 3549, Banco de la Republica.
- Luis Eduardo Arango, 1998.
"Some Univariate Time Series Properties of Output,"
Borradores de Economia
100, Banco de la Republica de Colombia.
- Luis Eduardo Arango Thomas, 1998. "Some univariate time series properties of output," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 49, pages 7-46, Julio Dic.
- Luis Eduardo Arango T., 1998. "Some Univariate Time Series Properties Of Output," Borradores de Economia 3516, Banco de la Republica.
- Luis Eduardo Arango & Andrés González, 1998.
"Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation,"
Borradores de Economia
105, Banco de la Republica de Colombia.
- Luis Arango & Andres Gonzalez, 2001. "Some evidence of smooth transition nonlinearity in Colombian inflation," Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 155-162.
- Luis Eduardo Arango & Andrés González, 1998. "Some Evidence Of Smooth Transition Nonlinearity In Colombian Inflation," Borradores de Economia 3515, Banco de la Republica.
1997
- Ligon, Ethan & Thomas, Jonathan & Worrall, Tim, 1997.
"Informal Insurance Arrangements in Village Economies,"
CUDARE Working Papers
198657, University of California, Berkeley, Department of Agricultural and Resource Economics.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1997. "Informal Insurance Arrangements in Village Economies," Keele Department of Economics Discussion Papers (1995-2001) 97/08, Department of Economics, Keele University, revised Oct 2000.
- Sarno, Lucio & Taylor, Mark P, 1997.
"The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period,"
CEPR Discussion Papers
1730, C.E.P.R. Discussion Papers.
- Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
1995
- Luis Eduardo Arango Thomas & Edison Henao Atehortúa, 1995. "Innovaciones monetarias y fluctuaciones del producto en Colombia," Ensayos de Economía 9515, Universidad Nacional de Colombia Sede Medellín.
1990
- Thomas, Jonathan & Worrall, Tim, 1990.
"Foreign Direct Investment And The Risk Of Expropriation,"
Economic Research Papers
268376, University of Warwick - Department of Economics.
- Jonathan Thomas & Tim Worrall, 1994. "Foreign Direct Investment and the Risk of Expropriation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 81-108.
- Thomas, J. & Worral, T., 1991. "Foreign Direcyt Investment and the Risk of Expropriation," Papers 9126, Tilburg - Center for Economic Research.
- Thomas, J.P. & Worrall, T., 1991. "Foreign direct investment and the risk of expropriation," Discussion Paper 1991-26, Tilburg University, Center for Economic Research.
- Thomas, J. & Worrall, T., 1990. "Foreign Direct Investment And The Risk Of Expropriation," The Warwick Economics Research Paper Series (TWERPS) 342, University of Warwick, Department of Economics.
- Thomas, J.P. & Worrall, T., 1991. "Foreign direct investment and the risk of expropriation," Other publications TiSEM 648dfe30-92c0-4c5f-a1fe-2, Tilburg University, School of Economics and Management.
- Thomas, Jonathan P. & Worrall, Tim, 1990. "Foreign direct investment and the risk of expropriation," Kiel Working Papers 411, Kiel Institute for the World Economy (IfW Kiel).
1988
- Worrall, Tim, 1988.
"Debt with potential repudiation,"
Discussion Papers, Series II
69, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Worrall, Tim, 1990. "Debt with potential repudiation," European Economic Review, Elsevier, vol. 34(5), pages 1099-1109, July.
1987
- Thomas, Jonathan P. & Worrall, Timothy, 1987. "Income transfers to LDC's under asymmetric information: A two country model," Discussion Papers, Series II 38, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
Undated
- Lucio Sarno & Mark P. Taylor, "undated".
"Saving-Investment Correlations: Transitory versus Permanent,"
Economics and Finance Discussion Papers
97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P, 1998. "Savings-Investment Correlations: Transitory versus Permanent," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
- Lucio Sarno & Mark P. Taylor, "undated". "Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation," Economics and Finance Discussion Papers 97-07, Economics and Finance Section, School of Social Sciences, Brunel University.
- Lucio Sarno & Mark P. Taylor, "undated".
"Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK,"
Economics and Finance Discussion Papers
97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
- Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, "undated".
"European Capital Flows and Regional Risk,"
Economics and Finance Discussion Papers
97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
- Tamim Bayoumi & Lucio Sarno & Mark P. Taylor, 1999. "European Capital Flows and Regional Risk," Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
- Lucio Sarno & Mark P. Taylor, "undated".
"Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion,"
Economics and Finance Discussion Papers
97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
Journal articles
2024
- Francesco Lancia & Alessia Russo & Tim Worrall, 2024.
"Intergenerational Insurance,"
Journal of Political Economy, University of Chicago Press, vol. 132(10), pages 3500-3544.
- Francesco Lancia & Alessia Russo & Tim Worrall, 2024. "Intergenerational Insurance," Papers 2404.10090, arXiv.org.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024.
"Nonstandard Errors,"
Journal of Finance, American Finance Association, vol. 79(3), pages 2339-2390, June.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
- Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024. "Nonstandard errors," LSE Research Online Documents on Economics 123002, London School of Economics and Political Science, LSE Library.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
- Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
- Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
- Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
- Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
- Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
- Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024. "Nonstandard Errors," Post-Print hal-04676112, HAL.
- Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
- Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
- Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
- Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
- Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024. "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
- Federico Nucera & Lucio Sarno & Gabriele Zinna, 2024.
"Currency Risk Premiums Redux,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(2), pages 356-408.
- Federico C. Nucera & Lucio Sarno & Gabriele Zinna, 2023. "Currency risk premiums redux?," Temi di discussione (Economic working papers) 1415, Bank of Italy, Economic Research and International Relations Area.
- Yang, Xiaoliang & Barros, Lucy & Matthews, Kent & Meenagh, David, 2024.
"The dynamics of redistribution, inequality and growth across China’s regions,"
Journal of Policy Modeling, Elsevier, vol. 46(3), pages 613-637.
- Yang, Xiaoliang & Barros, Lucy & Matthews, Kent & Meenagh, David, 2023. "The dynamics of redistribution, inequality and growth across China s regions," Cardiff Economics Working Papers E2023/12, Cardiff University, Cardiff Business School, Economics Section.
- Kian Ong & Kent Matthews & Baoshun Wang, 2024. "The Rising Tides That Lift the Boats: Growth through Heterogeneous Convergence in Chinese Provinces," Open Economies Review, Springer, vol. 35(4), pages 751-778, September.
- Bruno Deschamps & Kent Matthews, 2024. "Introduction: Consensus on Convergence," Open Economies Review, Springer, vol. 35(4), pages 695-699, September.
- Kent Matthews & Saeed Heravi & Peter Morgan & Nicholas Page & Jonathan Shepherd & Vaseekaran Sivarajasingam, 2024. "Alcohol prices, the April effect, and the environment, in violence-related injury in England and Wales," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 25(2), pages 237-255, March.
- Hao-Chang Yang & Chun-Ping Chang & Sahminan & Arnita Rishanty & Quan-Jing Wang, 2024. "The Nexus Between Monetary Policy, Innovation Efficiency, and Total Factor Productivity-Evidence from Global Panel Data," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 60(2), pages 292-309, January.
2023
- Jonathan Thomas & Tim Worrall, 2023. "Self-Enforcing Wage Contracts Redux," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 179(3-4), pages 441-469.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023.
"Foreign Exchange Intervention: A New Database,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020. "Foreign Exchange Intervention: A New Database," Discussion Papers of DIW Berlin 1915, DIW Berlin, German Institute for Economic Research.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2022. "Foreign exchange intervention: A new database," CEPR Discussion Papers 17558, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Ligia Alba Melo-Becerra & Luis E. Arango & Oscar Iván Ávila-Montealegre & Jhorland Ayala-García & Leonardo Bonilla-Mejía & Jesús Alonso Botero-García & Carolina Crispin-Fory & Manuela Cardona & Daniel, 2023. "Aspectos financieros y fiscales del sistema de salud en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 106, pages 1-92, October.
- Arango, Luis E. & Cardona-Sosa, Lina, 2023. "Consumer credit in an emerging economy: Demand, supply, and liquidity restrictions," Emerging Markets Review, Elsevier, vol. 54(C).
- Arango, Luis E. & Pantoja, Javier & Velásquez, Carlos, 2023. "A content analysis of the Central Bank's press releases in Colombia," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
- Iain W. Long & Kent Matthews & Vaseekaran Sivarajasingam, 2023. "Environment, alcohol intoxication and overconfidence: Evidence from a lab‐in‐the‐field experiment," Manchester School, University of Manchester, vol. 91(5), pages 389-413, September.
- Tianshu Zhao & Kent Matthews & Max Munday, 2023. "Neither true nor fairweather friend: relationship banking and SME borrowing under Covid-19," The European Journal of Finance, Taylor & Francis Journals, vol. 29(16), pages 1957-1974, November.
- Kian Ong & Kent Matthews & Baoshun Wang, 2023. "Growth versus equity: the effects of centralized fiscal transfers on Chinese provinces," Regional Studies, Taylor & Francis Journals, vol. 57(11), pages 2307-2322, November.
2022
- Delis, Manthos D. & Politsidis, Panagiotis N. & Sarno, Lucio, 2022.
"The cost of foreign-currency lending,"
Journal of Banking & Finance, Elsevier, vol. 136(C).
- Manthos Delis & Panagiotis N. Politsidis & Lucio Sarno, 2022. "The cost of foreign-currency lending," Post-Print hal-03534083, HAL.
- Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022.
"Exchange Rates and Sovereign Risk,"
Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
- Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021. "Exchange Rates and Sovereign Risk," CEPR Discussion Papers 16058, C.E.P.R. Discussion Papers.
- Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022.
"Foreign Exchange Volume,"
The Review of Financial Studies, Society for Financial Studies, vol. 35(5), pages 2386-2427.
- Sarno, Lucio & Cespa, Giovanni & Gargano, Antonio & Riddiough, Steven, 2021. "Foreign Exchange Volume," CEPR Discussion Papers 16128, C.E.P.R. Discussion Papers.
- Luis E. Arango & Oscar Iván Ávila–Montealegre & Leonardo Bonilla-Mejía & Jesús Alonso Botero–García & Edgar Caicedo-García & Eleonora Dávalos–Álvarez & Luz A. Flórez & Javier G. Gómez-Pineda & Anderso, 2022.
"Efectos macroeconómicos del salario mínimo en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 103, pages 1-117, September.
- Luis E. Arango, Oscar Iván Ávila–Montealegre, Leonardo Bonilla-Mejía & Jesús Alonso Botero?García, Edgar Caicedo-García, Eleonora Dávalos?Álvarez & Luz A. Flórez, Javier G. Gómez-Pineda, Anderson Graj, 2022. "Efectos macroeconómicos del salario mínimo en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 103, pages 1-117, September.
- Arango, Luis E. & Rivera, Sergio A., 2022. "Moderate wage increases and flexible labour contracts to protect employment in Colombian manufacturing," Journal of Policy Modeling, Elsevier, vol. 44(3), pages 578-598.
- Luis E. Arango & Ingri K. Quevedo, 2022. "Credit constraints in Colombia: evidence from the use of credit cards among low- and middle-income individuals," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 19(10), pages 2991-3010, December.
- Kent Matthews & Kian Ong, 2022. "Is inflation caused by deteriorating inflation expectations or excessive monetary growth?," Economic Affairs, Wiley Blackwell, vol. 42(2), pages 259-274, June.
- Phuong Mai Le, Vo & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2022. "Regulatory arbitrage, shadow banking and monetary policy in China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
2021
- Arango, Luis E. & Cardona-Sosa, Lina & Pedraza-Jiménez, Nataly, 2021. "The use of credit cards among low- and middle-income individuals in Colombia and the channels of monetary policy," Economic Modelling, Elsevier, vol. 94(C), pages 150-169.
- Luis E. Arango & Luz A. Flórez, 2021. "Regional Labour Informality in Colombia and a Proposal for a Differential Minimum Wage," Journal of Development Studies, Taylor & Francis Journals, vol. 57(6), pages 1016-1037, June.
- Vo Phuong Mai Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2021. "China’s market economy, shadow banking and the frequency of growth slowdown," Manchester School, University of Manchester, vol. 89(5), pages 420-444, September.
- Chaowei Wang & Vo Phuong Mai Le & Kent Matthews & Peng Zhou, 2021. "Shadow banking activity and entrusted loans in a DSGE model of China," Manchester School, University of Manchester, vol. 89(5), pages 445-469, September.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2021. "Shadow banks, banking policies and China’s macroeconomic fluctuations," Journal of International Money and Finance, Elsevier, vol. 116(C).
- Mette Asmild & Dorte Kronborg & Tasmina Mahbub & Kent Matthews, 2021. "Inefficiency patterns in family-owned banks in Bangladesh," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(1), pages 198-212, February.
- Tianshu Zhao & Kul B. Luintel & Kent Matthews, 2021. "Soft information and the geography of SME bank lending," Regional Studies, Taylor & Francis Journals, vol. 55(4), pages 679-692, April.
2020
- Picard, Pierre M. & Worrall, Tim, 2020.
"Currency areas and voluntary transfers,"
Journal of International Economics, Elsevier, vol. 127(C).
- Pierre M. Picard & Tim Worrall, 2015. "Currency Areas and Voluntary Transfers," DEM Discussion Paper Series 15-12, Department of Economics at the University of Luxembourg.
- Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020.
"Risky bank guarantees,"
Journal of Financial Economics, Elsevier, vol. 136(2), pages 490-522.
- Sarno, Lucio & Mäkinen, Taneli & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
- Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
- Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020.
"Business cycles and currency returns,"
Journal of Financial Economics, Elsevier, vol. 137(3), pages 659-678.
- Sarno, Lucio & Colacito, Ric & Riddiough, Steven, 2019. "Business Cycles and Currency Returns," CEPR Discussion Papers 14015, C.E.P.R. Discussion Papers.
- Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019. "Business Cycles and Currency Returns," NBER Working Papers 26299, National Bureau of Economic Research, Inc.
- Luis E. Arango & Luz A. Flórez, 2020.
"Determinants of structural unemployment in Colombia: a search approach,"
Empirical Economics, Springer, vol. 58(5), pages 2431-2464, May.
- Luis E. Arango & Luz A. Flórez, 2016. "Determinants of structural unemployment in Colombia. A search approach," Borradores de Economia 969, Banco de la Republica de Colombia.
- Luintel, Kul B & Matthews, Kent & Minford, Lucy & Valentinyi, Akos & Wang, Baoshun, 2020. "The role of Provincial Government Spending Composition in growth and convergence in China," Economic Modelling, Elsevier, vol. 90(C), pages 117-134.
- Matthews, Kent & Xiao, Zhiguo, 2020. "Rational cost inefficiency and convergence in Chinese banks," Economic Modelling, Elsevier, vol. 91(C), pages 696-704.
- Huang, Jiayi & Matthews, Kent & Zhou, Peng, 2020.
"What causes Chinese listed firms to switch bank loan provider? Evidence from a survival analysis,"
Emerging Markets Review, Elsevier, vol. 43(C).
- Huang, Jiayi & Matthews, Kent & Zhou, Peng, 2019. "What Causes Chinese Listed Firms To Switch Bank Loan Provider? Evidence From A Survival Analysis," Cardiff Economics Working Papers E2019/14, Cardiff University, Cardiff Business School, Economics Section.
- Wei Yin & Berna Kirkulak-Uludag & Kent Matthews, 2020. "Financialization, religion, and social trust in rural China," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-18, October.
2019
- Bougheas, Spiros & Worrall, Tim, 2019.
"Portfolio sales and signaling,"
Journal of Banking & Finance, Elsevier, vol. 99(C), pages 182-191.
- Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," CESifo Working Paper Series 6354, CESifo.
- Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," Discussion Papers 2017/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Marcel Fratzscher & Oliver Gloede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2019.
"When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 132-156, January.
- Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Sarno, Lucio & Stöhr, Tobias, 2019. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 0(1), pages 132-156.
- Marcel Fratzscher & Oliver Goede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2015. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," Discussion Papers of DIW Berlin 1518, DIW Berlin, German Institute for Economic Research.
- Sarno, Lucio & Fratzscher, Marcel & Gloede, Oliver & Menkhoff, Lukas & Stöhr, Tobias, 2017. "When is foreign exchange intervention effective? Evidence from 33 countries," CEPR Discussion Papers 12510, C.E.P.R. Discussion Papers.
- Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2019.
"Precio del carbón y dinámica laboral en Valledupar,"
Revista de Economía del Rosario, Universidad del Rosario, vol. 22(2), pages 313-370, December.
- Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2018. "Precio del carbón y dinámica laboral en Valledupar," Documentos de Trabajo Sobre Economía Regional y Urbana 16602, Banco de la República, Economía Regional.
- Luis E. Arango & Luz A. Flórez & María A. Olarte-Delgado, 2018. "Precio del carbón y dinámica laboral en Valledupar," Documentos de trabajo sobre Economía Regional y Urbana 271, Banco de la Republica de Colombia.
- Arango, Luis E. & Castellani, Francesca & Obando, Nataly, 2019.
"Heterogeneous labour demand in the Colombian manufacturing sector,"
Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 53(1), pages 1-1.
- Luis E. Arango & Francesca Castellani & Nataly Obando, 2019. "Heterogeneous labour demand in the Colombian manufacturing sector," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 53(1), pages 1-19, December.
- Kent Matthews, 2019. "AUSTERITY: WHEN IT WORKS AND WHEN IT DOESN'T. Edited by Alberto Alesina, Carlo Favero, Francesco Giavazzi," Economic Affairs, Wiley Blackwell, vol. 39(2), pages 302-303, June.
- Mahbub, Tasmina & Matthews, Kent & Barker, Kate, 2019. "Other people’s money: The profit performance of Bangladeshi family dominated banks," Journal of Behavioral and Experimental Finance, Elsevier, vol. 21(C), pages 103-112.
- Asmild, Mette & Kronborg, Dorte & Mahbub, Tasmina & Matthews, Kent, 2019. "The efficiency patterns of Islamic banks during the global financial crisis: The case of Bangladesh," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 67-74.
- Zhang, Tiantian & Matthews, Kent, 2019. "Assessing the degree of financial integration in ASEAN—A perspective of banking competitiveness," Research in International Business and Finance, Elsevier, vol. 47(C), pages 487-500.
- Kent Matthews & Wei Yin, 2019. "Limited loan rate differentiation, guanxi, loan size and loan maturity in the Chinese bank credit market," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 24(3), pages 381-401, July.
2018
- Foss, Sergey & Shneer, Vsevolod & Thomas, Jonathan P. & Worrall, Tim, 2018. "Stochastic stability of monotone economies in regenerative environments," Journal of Economic Theory, Elsevier, vol. 173(C), pages 334-360.
- Thomas, Jonathan P. & Worrall, Tim, 2018.
"Dynamic relational contracts under complete information,"
Journal of Economic Theory, Elsevier, vol. 175(C), pages 624-651.
- Thomas, Jonathan P. & Worrall, Tim, 2014. "Dynamic Relational Contracts under Complete Information," SIRE Discussion Papers 2015-47, Scottish Institute for Research in Economics (SIRE).
- Jonathan Thomas & Tim Worrall, 2014. "Dynamic Relational Contracts under Complete Information," Edinburgh School of Economics Discussion Paper Series 253, Edinburgh School of Economics, University of Edinburgh.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2018.
"SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK,"
Journal of Financial Stability, Elsevier, vol. 38(C), pages 53-70.
- Hans Degryse & Kent Matthews & Tianshu Zhao, 2015. "SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 502954, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Hans Degryse & Kent Matthews & Tianshu Zhao, 2015. "SMEs and Access to Bank Credit: Evidence on the Regional Propagation of the Financial Crisis in the UK," CESifo Working Paper Series 5424, CESifo.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2015. "SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK," Cardiff Economics Working Papers E2015/5, Cardiff University, Cardiff Business School, Economics Section.
- Degryse, Hans & Matthews, Kent & Zhao, Tianshu, 2015. "SMEs and access to bank credit: Evidence on the regional propagation of the financial crisis in the UK," Cardiff Economics Working Papers E2015/10, Cardiff University, Cardiff Business School, Economics Section.
- Wei Yin & Kent Matthews, 2018.
"Why Do Firms Switch Banks? Evidence from China,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(9), pages 2040-2052, July.
- Yin, Wei & Matthews, Kent, 2014. "Why do firms switch banks? Evidence from China," Cardiff Economics Working Papers E2014/17, Cardiff University, Cardiff Business School, Economics Section.
- Panagiotis Tziogkidis & Kent Matthews & Dionisis Philippas, 2018. "The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era," Annals of Operations Research, Springer, vol. 266(1), pages 531-549, July.
2017
- Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017. "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, vol. 36(C), pages 17-39.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017.
"Currency Value,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(2), pages 416-441.
- Sarno, Lucio & Menkhoff, Lukas & Schmeling, Maik & Schrimpf, Paul, 2016. "Currency Value," CEPR Discussion Papers 11324, C.E.P.R. Discussion Papers.
- Hans Degryse & Kent Matthews & Tianshu Zhao, 2017. "Relationship banking and regional SME financing: the case of Wales," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 8(1), pages 93-118.
- Wei Yin & Kent Matthews, 2017. "Single Versus Multiple Banking Relationships-Evidence From Chinese Lending Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 227-250, March.
2016
- Pierre M. Picard & Tim Worrall, 2016.
"Is a Policy of Free Movement of Workers Sustainable?,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 118(4), pages 718-754, October.
- Pierre M. PICARD & Tim WORRALL, 2016. "Is a policy of free movement of workers sustainable?," LIDAM Reprints CORE 2817, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Picard, Pierre M. & Worrall, Tim, 2014. "Is a Policy of Free Movement of Workers Sustainable?," IZA Discussion Papers 8035, Institute of Labor Economics (IZA).
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2016.
"Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades,"
Journal of Finance, American Finance Association, vol. 71(2), pages 601-634, April.
- Lukas Mankhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2013. "Information flows in foreign exchange markets: dissecting customer currency trades," BIS Working Papers 405, Bank for International Settlements.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
- Della Corte, Pasquale & Ramadorai, Tarun & Sarno, Lucio, 2016.
"Volatility risk premia and exchange rate predictability,"
Journal of Financial Economics, Elsevier, vol. 120(1), pages 21-40.
- Sarno, Lucio & Della Corte, Pasquale, 2013. "Volatility Risk Premia and Exchange Rate Predictability," CEPR Discussion Papers 9549, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Tsiakas, Ilias & Ulloa, Barbara, 2016.
"What drives international portfolio flows?,"
Journal of International Money and Finance, Elsevier, vol. 60(C), pages 53-72.
- Lucio Sarno & Ilias Tsiakas & Barbara Ulloa, 2015. "What Drives International Portfolio Flows?," Working Paper series 15-16, Rimini Centre for Economic Analysis.
- Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016.
"What Do Stock Markets Tell Us about Exchange Rates?,"
Review of Finance, European Finance Association, vol. 20(3), pages 1045-1080.
- Cenedese, Gino & Payne, Richard & Sarno, Lucio & Valente, Giorgio, 2015. "What do stock markets tell us about exchange rates?," Bank of England working papers 537, Bank of England.
- Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015. "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers 10685, C.E.P.R. Discussion Papers.
- Pasquale Della Corte & Steven J. Riddiough & Lucio Sarno, 2016.
"Currency Premia and Global Imbalances,"
The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2161-2193.
- Steven Riddiough & Lucio Sarno & Pasquale Della Corte, 2015. "Currency Premia and Global Imbalances," 2015 Meeting Papers 1215, Society for Economic Dynamics.
- Luis Eduardo Arango & Freddy Felipe Parra-Escobar & Álvaro José Pinzón-Giraldo, 2016.
"El ciclo económico y el mercado de trabajo en Colombia: 1984-2014,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 206-228, December.
- Luis Eduardo Arango & Freddy Felipe Parra-Escobar & Álvaro José Pinzón-Giraldo, 2016. "El ciclo económico y el mercado de trabajo en Colombia: 1984-2014," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 206-228, November.
- Luis Eduardo Arango & Freddy Felipe Parra & Álvaro José Pinzón, 2015. "El ciclo económico y el mercado de trabajo en Colombia: 1984 - 2014," Borradores de Economia 911, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Freddy Felipe Parra & Álvaro José Pinzón, 2015. "El ciclo económico y el mercado de trabajo en Colombia: 1984 - 2014," Borradores de Economia 13962, Banco de la Republica.
- Asmild, Mette & Kronborg, Dorte & Matthews, Kent, 2016. "Introducing and modeling inefficiency contributions," European Journal of Operational Research, Elsevier, vol. 248(2), pages 725-730.
- Pointon, Charlotte & Matthews, Kent, 2016.
"Dynamic efficiency in the English and Welsh water and sewerage industry,"
Omega, Elsevier, vol. 58(C), pages 86-96.
- Pointon, Charlotte & Matthews, Kent, 2014. "Dynamic Efficiency in the English and Welsh Water and Sewerage Industry," Cardiff Economics Working Papers E2014/2, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2014.
- Pointon, Charlotte & Matthews, Kent, 2016. "Reprint of: Dynamic efficiency in the English and Welsh water and sewerage industry," Omega, Elsevier, vol. 60(C), pages 98-108.
- Wei Yin & Kent Matthews, 2016.
"The determinants and profitability of switching costs in Chinese banking,"
Applied Economics, Taylor & Francis Journals, vol. 48(43), pages 4156-4166, September.
- Yin, Wei & Matthews, Kent, 2014. "The determinants and profitability of switching costs in Chinese banking," Cardiff Economics Working Papers E2014/13, Cardiff University, Cardiff Business School, Economics Section.
2015
- Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015.
"The scapegoat theory of exchange rates: the first tests,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
- Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
- Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
- Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
- Luis Arango & Dolores Mata & Nataly Obando, 2015.
"Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 6(4), pages 441-477, November.
- Luis E. Arango & Dolores de la Mata & Nataly Obando, 2014. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," Borradores de Economia 827, Banco de la Republica de Colombia.
- Luis E. Arango & Dolores de la Mata & Nataly Obando, 2014. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," Borradores de Economia 11837, Banco de la Republica.
- María Dolores de la Mata & Luis Eduardo Arango & Nataly Obando, 2014. "Echoes of the crises in Spain and US in the Colombian labor market: a differences-in-differences approach," Documentos de Trabajo 12047, Universidad del Rosario.
2014
- Cenedese, Gino & Sarno, Lucio & Tsiakas, Ilias, 2014.
"Foreign exchange risk and the predictability of carry trade returns,"
Journal of Banking & Finance, Elsevier, vol. 42(C), pages 302-313.
- Gino Cenedese & Lucio Sarno & Ilias Tsiakas, 2014. "Foreign Exchange Risk and the Predictability of Carry Trade Returns," Working Paper series 02_14, Rimini Centre for Economic Analysis.
- Lucio Sarno & Maik Schmeling, 2014.
"Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
- Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
- Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014.
"Banking and the Macroeconomy in China: A Banking Crisis Deferred?,"
Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
- Minford, Patrick & Matthews, Kent & Meenagh, David & Le, Vo Phuong Mai & Xiao, Zhiguo, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," CEPR Discussion Papers 9422, C.E.P.R. Discussion Papers.
- Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui, 2013. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Cardiff Economics Working Papers E2013/5, Cardiff University, Cardiff Business School, Economics Section.
- Kent Matthews, 2014. "Cost Inefficiency in the Pakistan Banking Sector 2002-2009," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 10, pages 1-20.
2013
- Luis Eduardo Arango & Diana Carolina Escobar & Emma Mercedes Monsalve, 2013.
"Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia,"
Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, December.
- Luis Eduardo Arango Thomas & Diana carolina Escobar & Emma Monsalve, 2013. "Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia," Borradores de Economia 764, Banco de la Republica de Colombia.
- Luis Eduardo Arango THomas & Diana Carolina Escobar & Emma Mercedes Sandoval, 2013. "Subempleo por ingresos y funcionamiento del mercado de trabajo en Colombia," Borradores de Economia 10717, Banco de la Republica.
- Viviana Alfonso & Luis Arango & Fernando Arias & Guillermo Cangrejo & José Pulido, 2013. "Business cycles in Colombia, 1975-2011," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 78, pages 115-149.
- Kent Matthews, 2013. "No Plan B: But is There a ‘Third Way'?," Economic Affairs, Wiley Blackwell, vol. 33(2), pages 220-231, June.
- Zhao, Tianshu & Matthews, Kent & Murinde, Victor, 2013.
"Cross-selling, switching costs and imperfect competition in British banks,"
Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5452-5462.
- Zhao, Tianshu & Matthews, Kent & Murinde, Victor, 2011. "Cross-Selling, Switching Costs and Imperfect Competition in British Banks," Cardiff Economics Working Papers E2011/29, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent, 2013.
"Risk management and managerial efficiency in Chinese banks: A network DEA framework,"
Omega, Elsevier, vol. 41(2), pages 207-215.
- Matthews, Kent, 2010. "Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework," Cardiff Economics Working Papers E2010/1, Cardiff University, Cardiff Business School, Economics Section, revised Apr 2010.
- Kent Matthews, 2011. "Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework," Working Papers 102011, Hong Kong Institute for Monetary Research.
2012
- Bougheas, Spiros & Worrall, Tim, 2012.
"Cost padding in regulated monopolies,"
International Journal of Industrial Organization, Elsevier, vol. 30(4), pages 331-341.
- Spiros Bougheas & Tim Worrall, 2001. "Cost Padding in Regulated Monopolies," Keele Department of Economics Discussion Papers (1995-2001) 2001/07, Department of Economics, Keele University, revised Nov 2001.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012.
"Carry Trades and Global Foreign Exchange Volatility,"
Journal of Finance, American Finance Association, vol. 67(2), pages 681-718, April.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2011. "Carry Trades and Global Foreign Exchange Volatility," CEPR Discussion Papers 8291, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012.
"Properties of foreign exchange risk premiums,"
Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
- Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
- Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik & Schrimpf, Andreas, 2012.
"Currency momentum strategies,"
Journal of Financial Economics, Elsevier, vol. 106(3), pages 660-684.
- Menkhoff, Lukas & Sarno, Lucio & Schrimpf, Paul & Schmeling, Maik, 2012. "Currency Momentum Strategies," CEPR Discussion Papers 8747, C.E.P.R. Discussion Papers.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2011. "Currency Momentum Strategies," BIS Working Papers 366, Bank for International Settlements.
- Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2012. "Currency Momentum Strategies," Working Paper series 09_12, Rimini Centre for Economic Analysis.
- Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
- Eichengreen, Barry & Mody, Ashoka & Nedeljkovic, Milan & Sarno, Lucio, 2012.
"How the Subprime Crisis went global: Evidence from bank credit default swap spreads,"
Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1299-1318.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2009. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," NBER Working Papers 14904, National Bureau of Economic Research, Inc.
- Barry Eichengreen & Ashoka Mody & Milan Nedeljkovic & Lucio Sarno, 2012. "How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads," Working papers 21, National Bank of Serbia.
- Pasquale Della Corte & Lucio Sarno & Giulia Sestieri, 2012.
"The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?,"
The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 100-115, February.
- Sarno, Lucio & Della Corte, Pasquale & Sestieri, Giulia, 2010. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," CEPR Discussion Papers 8045, C.E.P.R. Discussion Papers.
- Della Corte, P. & Sarno, L. & Sestieri, G., 2011. "The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth?," Working papers 313, Banque de France.
- Alfonso, Viviana & Arango, Luis Eduardo & Arias, Fernando & Cangrejo, Guillermo & Pulido, José David, 2012. "Ciclos de negocios en Colombia, 1975-2011," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 78, pages 115-149, May.
- Luis E. Arango & Fernando Arias & Adriana Flórez, 2012.
"Determinants of commodity prices,"
Applied Economics, Taylor & Francis Journals, vol. 44(2), pages 135-145, January.
- Luis E. Arango & Fernando Arias & Adriana Flórez, 2012. "Determinants of commodity prices," Applied Economics, Taylor & Francis Journals, vol. 44(2), pages 135-145, January.
- Kent Matthews, 2012. "No Case for Plan B – Lessons for the Great Recession From the Great Depression," Economic Affairs, Wiley Blackwell, vol. 32, pages 2-3, June.
- Asmild, Mette & Matthews, Kent, 2012. "Multi-directional efficiency analysis of efficiency patterns in Chinese banks 1997–2008," European Journal of Operational Research, Elsevier, vol. 219(2), pages 434-441.
- Daley, Jenifer & Matthews, Kent, 2012.
"Competitive conditions in the Jamaican banking market 1998–2009,"
International Review of Financial Analysis, Elsevier, vol. 25(C), pages 131-135.
- Daley, Jenifer & Matthews, Kent, 2011. "Competitive Conditions in the Jamaican Banking Market 1998-2009," Cardiff Economics Working Papers E2011/28, Cardiff University, Cardiff Business School, Economics Section.
2011
- Della Corte, Pasquale & Sarno, Lucio & Tsiakas, Ilias, 2011.
"Spot and forward volatility in foreign exchange,"
Journal of Financial Economics, Elsevier, vol. 100(3), pages 496-513, June.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2010. "Spot and Forward Volatility in Foreign Exchange," CEPR Discussion Papers 7893, C.E.P.R. Discussion Papers.
2010
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2010.
"Asset prices, exchange rates and the current account,"
European Economic Review, Elsevier, vol. 54(5), pages 643-658, July.
- Fratzscher, Marcel & Juvenal, Luciana & Sarno, Lucio, 2007. "Asset prices, exchange rates and the current account," Working Paper Series 790, European Central Bank.
- Sarno, Lucio & Fratzscher, Marcel & Juvenal, Luciana, 2009. "Asset Prices, Exchange Rates and the Current Account," CEPR Discussion Papers 7614, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Luciana Juvenal & Lucio Sarno, 2008. "Asset prices, exchange rates and the current account," Working Papers 2008-031, Federal Reserve Bank of St. Louis.
- Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010. "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 313-331, June.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- King, Michael & Sarno, Lucio & Sojli, Elvira, 2010. "Timing exchange rates using order flow: The case of the Loonie," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2917-2928, December.
- Arango, Luis Eduardo & Velandia, Daniel Eduardo, 2010.
"Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 0(306), pages 393-422, abril-jun.
- Luis Eduardo Arango & Daniel Eduardo Velandia, 2008. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," Borradores de Economia 4589, Banco de la Republica.
- Luis Eduardo Arango & Daniel Eduardo Velandia, 2008. "Cambios de las tasas de política, paridad cubierta de intereses y estructura a plazo," Borradores de Economia 503, Banco de la Republica de Colombia.
- Kent Matthews & Owen Matthews, 2010.
"Controlling Bankers' Bonuses: Efficient Regulation Or Politics Of Envy?,"
Economic Affairs, Wiley Blackwell, vol. 30(1), pages 71-76, March.
- Matthews, Kent & Matthews, Owen, 2009. "Controlling Banker's Bonuses: Efficient Regulation or Politics of Envy?," Cardiff Economics Working Papers E2009/27, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Zhang, Nina (Xu), 2010. "Bank productivity in China 1997-2007: Measurement and convergence," China Economic Review, Elsevier, vol. 21(4), pages 617-628, December.
2009
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2009.
"Does the law of one price hold in international financial markets? Evidence from tick data,"
Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1741-1754, October.
- Q. Farooq Akram & Dagfinn Rime & Lucio Sarno, 2008. "Does the law of one price hold in international financial markets? Evidence from tick data," Working Paper 2008/19, Norges Bank.
- Lucio Sarno & Elvira Sojli, 2009.
"The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2-3), pages 437-442, March.
- Lucio Sarno & Elvira Sojli, 2009. "The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(2‐3), pages 437-442, March.
- Pasquale Della Corte & Lucio Sarno & Ilias Tsiakas, 2009.
"An Economic Evaluation of Empirical Exchange Rate Models,"
The Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3491-3530, September.
- Sarno, Lucio & Della Corte, Pasquale & Tsiakas, Ilias, 2007. "An Economic Evaluation of Empirical Exchange Rate Models," CEPR Discussion Papers 6598, C.E.P.R. Discussion Papers.
- Lucio Sarno & Giorgio Valente, 2009.
"Exchange Rates and Fundamentals: Footloose or Evolving Relationship?,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
- Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
- Kent Matthews & Xu Zhang & Jianguang Guo, 2009.
"Nonperforming Loans and Productivity in Chinese Banks, 1997-2006,"
Chinese Economy, Taylor & Francis Journals, vol. 42(2), pages 30-47, March.
- Matthews, Kent & Guo, Jianguang & Zhang, Nina, 2007. "Non-Performing Loans and Productivity in Chinese Banks: 1997-2006," Cardiff Economics Working Papers E2007/30, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Guo, Jianguang & Zhang, Nina, 2007. "Non-Performing Loans and Productivity in Chinese Banks: 1997-2006," Cardiff Economics Working Papers E2008/17, Cardiff University, Cardiff Business School, Economics Section, revised Aug 2008.
2008
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2008.
"Arbitrage in the foreign exchange market: Turning on the microscope,"
Journal of International Economics, Elsevier, vol. 76(2), pages 237-253, December.
- Q. Farooq Akram, & Dagfinn Rime & Lucio Sarno, 2005. "Arbitrage in the foreign exchange market: Turning on the microscope," Working Paper 2005/12, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Akram, Farooq, 2008. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," CEPR Discussion Papers 6878, C.E.P.R. Discussion Papers.
- Akram, Q. Farooq & Rime, Dagfinn & Sarno, Lucio, 2006. "Arbitrage in the Foreign Exchange Market: Turning on the Microscope," SIFR Research Report Series 42, Institute for Financial Research.
- Della Corte, Pasquale & Sarno, Lucio & Thornton, Daniel L., 2008.
"The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value,"
Journal of Financial Economics, Elsevier, vol. 89(1), pages 158-174, July.
- Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L & Della Corte, Pasquale, 2007. "The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value," CEPR Discussion Papers 6445, C.E.P.R. Discussion Papers.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2008.
"El salario mínimo: aspectos generales sobre los casos de Colombia y otros países,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 26(56), pages 204-263, June.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2008. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros países," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 26(56), pages 204-263, June.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2007. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros paises," Borradores de Economia 2544, Banco de la Republica.
- Paula Herrera & Luie Eduardo Arango & Carlos Estéban Posada, 2007. "El salario mínimo aspectos generales sobre los casos de Colombia y otros paises," Documentos de Economía 3944, Universidad Javeriana - Bogotá.
- Luis Eduardo Arango & Paula Herrera & Carlos Esteban Posada, 2007. "El salario mínimo: aspectos generales sobre los casos de Colombia y otros países," Borradores de Economia 436, Banco de la Republica de Colombia.
- Arango Luis Eduardo & Andrés Felipe Garcia & Carlos Esteban Posada, 2008.
"La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia,"
Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, May.
- Luis Eduardo Arango & Andrés Felipe García & Carlos Esteban Posada, 2006. "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Borradores de Economia 3039, Banco de la Republica.
- Luis Eduardo Arango & Andrés Felipe García & Carlos Esteban Posada, 2006. "La metodología de la Encuesta Continua de Hogares y el empalme de las series del mercado laboral urbano de Colombia," Borradores de Economia 410, Banco de la Republica de Colombia.
- David Aldana & Luis Eduardo Arabgo, 2008.
"Participación laboral en Ibagué,"
Revista de Economía del Rosario, Universidad del Rosario, June.
- David Aldana & Luis Eduardo Arango, 2007. "Participación Laboral en Ibagué," Borradores de Economia 439, Banco de la Republica de Colombia.
- David Aldana & Luis Eduardo Arango, 2007. "Participación laboral en Ibagué," Borradores de Economia 3314, Banco de la Republica.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008.
"Cronología de los ciclos de negocios recientes en Colombia,"
Revista Lecturas de Economía, Universidad de Antioquia, CIE, June.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007. "Cronología de los ciclos de negocios recientes en Colombia," Borradores de Economia 461, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2007. "Cronología de los ciclos de negocios recientes en Colombia," Borradores de Economia 4287, Banco de la Republica.
- Arango, Luis Eduardo & Flórez, Luz Adriana, 2008.
"Tramo corto de la curva de rendimientos, cambio de régimen inflacionario y expectativas de inflación en Colombia,"
El Trimestre Económico, Fondo de Cultura Económica, vol. 0(297), pages 183-210, enero-mar.
- Luis Eduardo Arango & Luz Adriana Flórez, 2005. "Tramo Corto de la Curva de Rendimientos, Cambio de Régimen Inflacionario y Expectativas de Inflación en Colombia," Borradores de Economia 360, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Andrés González & John Jairo León & Luis Fernando Melo., 2008. "Cambios de la Tasa de Política y su Efecto en la Estructura a Plazo de Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 257-291.
- Luis Eduardo Arango & Fernando Arias & Luz Adriana Flórez & Munir Jalil, 2008. "Business Cycles Chronology for Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 68, pages 9-37, Enero-Jun.
- Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008.
"Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution,"
Economic Modelling, Elsevier, vol. 25(2), pages 255-273, March.
- Lungu, Laurian & Matthews, Kent & Minford, Patrick, 2006. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Cardiff Economics Working Papers E2006/1, Cardiff University, Cardiff Business School, Economics Section.
- L. Lungu & K. G. P. Matthews, 2002. "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002 115, Society for Computational Economics.
- Daley, J. & Matthews, K. & Whitfield, K., 2008.
"Too-big-to-fail: Bank failure and banking policy in Jamaica,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 290-303, July.
- Daley, J & Matthews, Kent & Whitfield, Keith, 2006. "Too-Big-To-Fail: Bank Failure and Banking Policy in Jamaica," Cardiff Economics Working Papers E2006/4, Cardiff University, Cardiff Business School, Economics Section.
- Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2008.
"Vicious and virtuous circles -- The political economy of unemployment in interwar UK and USA,"
European Journal of Political Economy, Elsevier, vol. 24(3), pages 605-614, September.
- Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers E2006/25, Cardiff University, Cardiff Business School, Economics Section, revised Nov 2006.
- Minford, Patrick & Matthews, Kent & Naraidoo, Ruthira, 2008. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," CEPR Discussion Papers 6839, C.E.P.R. Discussion Papers.
- Ruthira Naraidoo & Patrick Minford & Kent Matthews, 2006. "Vicious and Virtuous Circles - the Political Economy of Unemployment in Interwar UK and USA," Keele Economics Research Papers KERP 2006/08, Centre for Economic Research, Keele University.
- Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006. "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers E2006/7, Cardiff University, Cardiff Business School, Economics Section.
2007
- Jonathan P. Thomas & Tim Worrall, 2007.
"Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 9(1), pages 151-181, February.
- Jonathan Thomas & Tim Worrall, 2002. "Unemployment Insurance under Moral Hazard and Limited Commitment: Public versus Private Provision," Edinburgh School of Economics Discussion Paper Series 95, Edinburgh School of Economics, University of Edinburgh.
- Tim Worall & Jonathan P Thomas, 2005. "Unemployment Insurance under Moral Hazard and Limited Commitment:Public versus Private Provision," 2005 Meeting Papers 158, Society for Economic Dynamics.
- Jonathan P. Thomas & Tim Worrall, 2007.
"Limited Commitment Models Of The Labour Market,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 54(5), pages 750-773, November.
- Jonathan Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Edinburgh School of Economics Discussion Paper Series 176, Edinburgh School of Economics, University of Edinburgh.
- Jonathan Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," CESifo Working Paper Series 2109, CESifo.
- Jonathan P Thomas & Tim Worrall, 2007. "Limited Commitment Models of the Labour Market," Keele Economics Research Papers KERP 2007/11, Centre for Economic Research, Keele University.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2007.
"What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 293-319, April.
- Lucio Sarno & Daniel L. Thornton & Yi Wen, 2002. "What's unique about the federal funds rate? evidence from a spectral perspective," Working Papers 2002-029, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007.
"The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(1), pages 81-100, March.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005. "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," CEPR Discussion Papers 5259, C.E.P.R. Discussion Papers.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005. "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers 2003-021, Federal Reserve Bank of St. Louis.
- Ellison, Martin & Sarno, Lucio & Vilmunen, Jouko, 2007.
"Caution Or Activism? Monetary Policy Strategies In An Open Economy,"
Macroeconomic Dynamics, Cambridge University Press, vol. 11(4), pages 519-541, September.
- Sarno, Lucio & Ellison, Martin & Vilmunen, Jouko, 2004. "Caution or Activism? Monetary Policy Strategies in an Open Economy," CEPR Discussion Papers 4766, C.E.P.R. Discussion Papers.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2006. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Computing in Economics and Finance 2006 214, Society for Computational Economics.
- Martin Ellison & Lucio Sarno & Jouko Vilmunen, 2007. "Caution or Activism? Monetary Policy Strategies in an Open Economy," Money Macro and Finance (MMF) Research Group Conference 2006 18, Money Macro and Finance Research Group.
- Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007.
"A cross-country financial accelerator: Evidence from North America and Europe,"
Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
- Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
- Luis Eduardo Arango & Carlos Esteban Posada, 2007.
"Los salarios de los funcionarios públicos en Colombia, 1978-2005,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 25(55), pages 110-147, December.
- Luis Eduardo Arango & Carlos Esteban Posada, 2007. "Los salarios de los funcionarios públicos en Colombia, 1978-2005," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 25(55), pages 110-147, December.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006. "Los salarios de los funcionarios públicos en Colombia (1978 - 2005)," Borradores de Economia 417, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2006. "Los salarios de los funcionarios públicos en Colombia (1978-2005)," Borradores de Economia 3181, Banco de la Republica.
- Arango Luis E. & Carlos E. Posada, 2007.
"Labor Participation of Married Women in Colombia,"
Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, October.
- Luis Eduardo Arango & Carlos Esteban Posada, 2005. "Labor Participation of Married Women in Colombia," Borradores de Economia 357, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Carlos Esteban Posada, 2005. "Labor Participation of Married Women in Colombia," Borradores de Economia 3103, Banco de la Republica.
- Arango, Luis Eduardo & Melo, Luis Fernando, 2007. "Determinantes de la elección de administradora de pensiones en Colombia:," Revista Lecturas de Economía, Universidad de Antioquia, CIE, May.
- Luis Eduardo Arango Thomas & Luis Fernando Melo Velandia, 2007. "Determinantes de la elección de administradora de pensiones en Colombia: primeras estimaciones a partir de agregados," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 66, pages 173-212, Enero-Jun.
- Matthews, Kent & Murinde, Victor & Zhao, Tianshu, 2007. "Competitive conditions among the major British banks," Journal of Banking & Finance, Elsevier, vol. 31(7), pages 2025-2042, July.
- Lee Chin & M. Azali & K. G. Matthews, 2007. "The monetary approach to exchange rate determination for Malaysia," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 91-94.
2006
- Sarno, Lucio & Valente, Giorgio, 2006. "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3147-3169, November.
- Georgios P. Kouretas & Nelson C. Mark & Athanasios P. Papadopoulos & Lucio Sarno, 2006. "Special issue on advances in international money, macro and finance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 175-175.
- Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006.
"Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle,"
Review of Finance, European Finance Association, vol. 10(3), pages 443-482, September.
- Sarno, Lucio & Valente, Giorgio & Leon, Hyginus, 2006. "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers 5527, C.E.P.R. Discussion Papers.
- Giorgio Valente & Mr. Gene L. Leon & Lucio Sarno, 2006. "Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," IMF Working Papers 2006/136, International Monetary Fund.
- Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006.
"The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates,"
The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
- Kleopatra Nikolaou & Lucio Sarno, 2006.
"New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 627-656, July.
- Kleopatra Nikolaou & Lucio Sarno, 2005. "New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market," Money Macro and Finance (MMF) Research Group Conference 2005 77, Money Macro and Finance Research Group.
- Luis Eduardo Arango & IREGUI, Ana María & MELO, Luis F., 2006. "Recent macroeconomic performance in colombia: what went wrong?," Revista de Economía del Rosario, Universidad del Rosario, June.
- Arango, Luis E. & Melo, Luis F., 2006. "Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models," Journal of Development Economics, Elsevier, vol. 80(2), pages 501-517, August.
- Al-Muharrami, Saeed & Matthews, Kent & Khabari, Yusuf, 2006.
"Market structure and competitive conditions in the Arab GCC banking system,"
Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3487-3501, December.
- Al-Muharrami, Saeed & Matthews, Kent & Khabari, Yusuf, 2006. "Market Structure and Competitive Conditions in the Arab GCC Banking System," Cardiff Economics Working Papers E2006/8, Cardiff University, Cardiff Business School, Economics Section.
- Ioannidis, C. & Peel, D.A. & Matthews, K.P.G., 2006. "Expected stock returns, aggregate consumption and wealth: Some further empirical evidence," Journal of Macroeconomics, Elsevier, vol. 28(2), pages 439-445, June.
- Kent Matthews & Jonathan Shepherd & Vaseekaran Sivarajasingham, 2006.
"Violence-related injury and the price of beer in England and Wales,"
Applied Economics, Taylor & Francis Journals, vol. 38(6), pages 661-670.
- Matthews, Kent & Shepherd, Jonathan & Sivarajasingham, Vaseekaran, 2006. "Violence-related injury and the Price of Beer in England and Wales," Cardiff Economics Working Papers E2006/3, Cardiff University, Cardiff Business School, Economics Section.
2005
- Lucio Sarno, 2005.
"Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?,"
Canadian Journal of Economics, Canadian Economics Association, vol. 38(3), pages 673-708, August.
- Lucio Sarno, 2005. "Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 38(3), pages 673-708, August.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005.
"Exchange rates and fundamentals: evidence on the economic value of predictability,"
Journal of International Economics, Elsevier, vol. 66(2), pages 325-348, July.
- Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004. "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers 4365, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Valente, Giorgio, 2005. "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 363-385, March.
- Giorgio Valente & Lucio Sarno, 2005.
"Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376.
- Lucio Sarno & Giorgio Valente, 2005. "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 345-376, March.
- Sarno, Lucio & Giorgio Valente, 2002. "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002 160, Royal Economic Society.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005.
"Federal Funds Rate Prediction,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 449-471, June.
- Sarno, Lucio & Daniel l Thornton & Giorgio Valente, 2003. "Federal Funds Rate Prediction," Royal Economic Society Annual Conference 2003 183, Royal Economic Society.
- Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004. "Federal funds rate prediction," Working Papers 2002-005, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2004. "Federal Funds Rate Prediction," CEPR Discussion Papers 4587, C.E.P.R. Discussion Papers.
- Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005.
"El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia,"
Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101.
- Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2004. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Borradores de Economia 279, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, 2003. "El tramo corto de la estructura a plazo como predictor de expectativas de la actividad económica en Colombia," Borradores de Economia 2559, Banco de la Republica.
- Luis Eduardo Arango & Carlos Esteban Posada & José Darío Uribe, 2005. "Changes in the structure of urban wages in Colombia, 1984-2000," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 63, pages 9-42, Julio-Dic.
- Luis Arango & Carlos Posada, 2005. "Labour participation in Colombia," Applied Economics, Taylor & Francis Journals, vol. 37(16), pages 1829-1838.
- Paya, Ivan & Matthews, Kent & Peel, David, 2005. "The term spread and real economic activity in the US inter-war period," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 331-343, June.
- Noor A. Ghazali & Kent Matthews, 2005. "Financial Openness and Bank Development: The Experience of East Asia," Capital Markets Review, Malaysian Finance Association, vol. 13(1&2), pages 65-79.
2004
- Ibrahim Chowdhury & Lucio Sarno, 2004. "Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 759-793, June.
- Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004.
"Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study,"
Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
- Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
- Lucio Sarno & Daniel L. Thornton, 2004.
"The efficient market hypothesis and identification in structural VARs,"
Review, Federal Reserve Bank of St. Louis, vol. 86(Jan), pages 49-60.
- Lucio Sarno & Daniel L. Thornton, 2003. "The efficient market hypothesis and identification in structural VARs," Working Papers 2003-032, Federal Reserve Bank of St. Louis.
- Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
- Giorgio Valente & Lucio Sarno, 2004.
"Comparing the accuracy of density forecasts from competing models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
- Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes,"
Economic Inquiry, Western Economic Association International, vol. 42(2), pages 179-193, April.
- Sarno, Lucio & Wohar, Mark, 2003. "Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes," Computing in Economics and Finance 2003 310, Society for Computational Economics.
- Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003. "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers 3983, C.E.P.R. Discussion Papers.
- Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004.
"Monetary Policy Rules, Asset Prices, and Exchange Rates,"
IMF Staff Papers, Palgrave Macmillan, vol. 51(3), pages 529-552, November.
- Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003. "Monetary Policy Rules, Asset Prices and Exchange Rates," CEPR Discussion Papers 4114, C.E.P.R. Discussion Papers.
- Gaia Garino & Lucio Sarno, 2004. "Speculative Bubbles in U.K. House Prices: Some New Evidence," Southern Economic Journal, John Wiley & Sons, vol. 70(4), pages 777-795, April.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004.
"Expectativas de actividad económica en Colombia y estructura a plazo: un poco más de evidencia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 22(47), pages 126-160, December.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 22(47), pages 126-160, December.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas De Actividad Económica En Colombia Y Estructura A Plazo: Un Poco Más De Evidencia," Borradores de Economia 2692, Banco de la Republica.
- Luis Eduardo Arango & Luz Adriana Flórez, 2004. "Expectativas de Actividad Económica en Colombia y Estructura a Plazo: Un Poco más de Evidencia," Borradores de Economia 302, Banco de la Republica de Colombia.
- Ivan Paya & Kent Matthews, 2004. "Term spread and real economic activity in Korea: was the crisis predictable?," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 797-801.
2003
- Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003.
"The out-of-sample success of term structure models as exchange rate predictors: a step beyond,"
Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
- Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
- Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers 8601, National Bureau of Economic Research, Inc.
- Sarno, Lucio & Thornton, Daniel L., 2003.
"The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation,"
Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1079-1110, June.
- Lucio Sarno & Daniel L. Thornton, 2002. "The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation," Working Papers 2000-032, Federal Reserve Bank of St. Louis.
- Sarno, Lucio & Thornton, Daniel L, 2002. "The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation," CEPR Discussion Papers 3225, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003.
"Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2002. "Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997," CEPR Discussion Papers 3249, C.E.P.R. Discussion Papers.
- Lucio Sarno, 2003.
"Nonlinear Exchange Rate Models: A Selective Overview,"
Rivista di Politica Economica, SIPI Spa, vol. 93(4), pages 3-46, July-Augu.
- Lucio Sarno, 2003. "Nonlinear Exchange Rate Models: A Selective Overview," IMF Working Papers 2003/111, International Monetary Fund.
- Luis Eduardo Arango & Luis Fernando Melo & Diego Mauricio Vásquez, 2003.
"Estimación de la estructura a plazo de las tasas de interés en Colombia,"
Coyuntura Económica, Fedesarrollo, vol. 33(1), pages 51-76, March.
- Luis Eduardo Arango & Luis Fernando melo & Diego Mauricio Vásquez, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 196, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luis Fernando Melo, 2002. "Estimación de la Estructura a Plazo de las Tasas de Interés en Colombia," Borradores de Economia 2594, Banco de la Republica.
- Kent Matthews, 2003. "VAT Evasion and VAT Avoidance: Is there a European Laffer curve for VAT?," International Review of Applied Economics, Taylor & Francis Journals, vol. 17(1), pages 105-114.
2002
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2002. "Informal Insurance Arrangements with Limited Commitment: Theory and Evidence from Village Economies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(1), pages 209-244.
- Jonathan P. Thomas & Timothy Worrall, 2002.
"Gift-giving, Quasi-credit and Reciprocity,"
Rationality and Society, , vol. 14(3), pages 308-352, August.
- Jonathan P. Thomas & Tim Worrall, 2002. "Gift-Giving, Quasi-Credit and Reciprocity," CESifo Working Paper Series 687, CESifo.
- Jonathan P. Thomas & Tim Worrall, 2000. "Gift-giving, Quasi-Credit and Reciprocity," Development and Comp Systems 0004005, University Library of Munich, Germany.
- Jonathan P. Thomas & Tim Worrall, 2000. "Gift-giving, Quasi-Credit and Reciprocity," Keele Department of Economics Discussion Papers (1995-2001) 2000/20, Department of Economics, Keele University.
- Jagjit S. Chadha & Lucio Sarno, 2002. "Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(3), pages 183-212, July.
- Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates?,"
Review, Federal Reserve Bank of St. Louis, vol. 84(Sep), pages 51-74.
- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
- Lucio Sarno & Mark P. Taylor, 2002.
"Purchasing Power Parity and the Real Exchange Rate,"
IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
- Taylor, Mark & Sarno, Lucio, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
- Michael Monoyios & Lucio Sarno, 2002. "Mean reversion in stock index futures markets: A nonlinear analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 22(4), pages 285-314, April.
- Luis Arango & Carlos Posada, 2002.
"Unemployment rate and the real wage behaviour: a neoclassical hint for the Colombian labour market adjustment,"
Applied Economics Letters, Taylor & Francis Journals, vol. 9(7), pages 425-428.
- Luis Eduardo Arango & Carlos Esteban Posada, 2001. "Unemployment Rate And The Real Wage Behavior: A Neoclassical Hint For The Colombian Labor Market Adjustment," Borradores de Economia 3736, Banco de la Republica.
- W. N. W. Azman-Saini & M. Azali & M. S. Habibullah & K. G. Matthews, 2002. "Financial integration and the ASEAN-5 equity markets," Applied Economics, Taylor & Francis Journals, vol. 34(18), pages 2283-2288.
2001
- Mark P. Taylor & Lucio Sarno, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?,"
Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Taylor, Mark & Sarno, Lucio, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
- Lucio Sarno, 2001.
"Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation,"
Economica, London School of Economics and Political Science, vol. 68(271), pages 401-426, August.
- Sarno, Lucio, 2000. "Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation," CEPR Discussion Papers 2537, C.E.P.R. Discussion Papers.
- Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
- Sarno, Lucio, 2001. "The behavior of US public debt: a nonlinear perspective," Economics Letters, Elsevier, vol. 74(1), pages 119-125, December.
- Lucio Sarno, 2001. "Toward a new paradigm in open economy modeling: where do we stand?," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 21-36.
- Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001.
"Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
- Taylor, Mark & Peel, David & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers 2658, C.E.P.R. Discussion Papers.
- Luis Arango & Andres Gonzalez, 2001.
"Some evidence of smooth transition nonlinearity in Colombian inflation,"
Applied Economics, Taylor & Francis Journals, vol. 33(2), pages 155-162.
- Luis Eduardo Arango & Andrés González, 1998. "Some Evidence of Smooth Transition Nonlinearity in Colombian Inflation," Borradores de Economia 105, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Andrés González, 1998. "Some Evidence Of Smooth Transition Nonlinearity In Colombian Inflation," Borradores de Economia 3515, Banco de la Republica.
- David Chappell & Kent Matthews, 2001. "Monetary Disequilibrium, Endogenous Money, Stability and the Determinacy of Inflation," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(1), pages 145-161, February.
- Kent Matthews & Jean Lloyd-Williams, 2001. "The VAT-Evading Firm and VAT Evasion: An Empirical Analysis," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 8(1), pages 39-49.
2000
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 2000.
"Mutual Insurance, Individual Savings and Limited Commitment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(2), pages 216-246, April.
- Ethan Ligon & Jonathan P. Thomas & Tim Worrall, 1998. "Mutual Insurance, Individual Savings and Limited Commitment," Keele Department of Economics Discussion Papers (1995-2001) 98/14, Department of Economics, Keele University.
- Sarno, Lucio, 2000. "Real exchange rate behavior in the Middle East: a re-examination," Economics Letters, Elsevier, vol. 66(2), pages 127-136, February.
- Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.
- Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 136(1), pages 24-57, March.
- Lucio Sarno, 2000. "Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997," Applied Economics Letters, Taylor & Francis Journals, vol. 7(5), pages 285-291.
- Lucio Sarno & Giorgio Valente, 2000. "The cost of carry model and regime shifts in stock index futures markets: An empirical investigation," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(7), pages 603-624, August.
- Luis E. Arango & Andrés González, 2000. "A Nonlinear Specification of Demand for Cash in Colombia," Money Affairs, CEMLA, vol. 0(2), pages 207-226, July-Dece.
- Kent Matthews & Jean Lloyd-Williams, 2000. "Have VAT rates reached their limit?: an empirical note," Applied Economics Letters, Taylor & Francis Journals, vol. 7(2), pages 111-115.
1999
- Tamim Bayoumi & Lucio Sarno & Mark P. Taylor, 1999.
"European Capital Flows and Regional Risk,"
Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
- Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, "undated". "European Capital Flows and Regional Risk," Economics and Finance Discussion Papers 97-13, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P., 1999. "Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation," Journal of Development Economics, Elsevier, vol. 59(2), pages 337-364, August.
- Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
- Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 691-712.
- Sarno, Lucio, 1999. "Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 155-177, April.
- Éric Girardin & Lucio Sarno & Mark P. Taylor, 1999. "Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon," Économie et Prévision, Programme National Persée, vol. 140(4), pages 117-131.
- Kyriacos Kyriacou & Lucio Sarno, 1999. "The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(3), pages 245-270, May.
- Luis Eduardo Arango, 1999. "Componentes no observados de la inflación en Colombia," Revista de Economía del Rosario, Universidad del Rosario, June.
- M. Azali & K. G. P. Matthews, 1999. "Money-income and credit-income relationships during the pre- and the post-liberalization periods: evidence from Malaysia," Applied Economics, Taylor & Francis Journals, vol. 31(10), pages 1161-1170.
1998
- Sarno, Lucio & Taylor, Mark P, 1998.
"Savings-Investment Correlations: Transitory versus Permanent,"
The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
- Lucio Sarno & Mark P. Taylor, "undated". "Saving-Investment Correlations: Transitory versus Permanent," Economics and Finance Discussion Papers 97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
- Sarno, Lucio & Taylor, Mark P., 1998.
"Real exchange rates under the recent float: unequivocal evidence of mean reversion,"
Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
- Lucio Sarno & Mark P. Taylor, "undated". "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
- Taylor, Mark P. & Sarno, Lucio, 1998.
"The behavior of real exchange rates during the post-Bretton Woods period,"
Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
- Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Taylor, Mark P., 1998.
"Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K,"
Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
- Lucio Sarno & Mark P. Taylor, "undated". "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
- Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(1), pages 69-98, March.
- Luis Eduardo Arango Thomas, 1998.
"Some univariate time series properties of output,"
Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 49, pages 7-46, Julio Dic.
- Luis Eduardo Arango T., 1998. "Some Univariate Time Series Properties Of Output," Borradores de Economia 3516, Banco de la Republica.
- Luis Eduardo Arango, 1998. "Some Univariate Time Series Properties of Output," Borradores de Economia 100, Banco de la Republica de Colombia.
1997
- Liam A. Gallagher & Lucio Sarno & Mark P. Taylor, 1997. "Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-582, November.
- Taylor, Mark P & Sarno, Lucio, 1997. "Capital Flows to Developing Countries: Long- and Short-Term Determinants," The World Bank Economic Review, World Bank, vol. 11(3), pages 451-470, September.
- Lucio Sarno, 1997. "Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity," Applied Economics, Taylor & Francis Journals, vol. 29(5), pages 591-605.
- Matthews, Kent & Ioannidis, Christos, 1997. "Inflation: Too Much Money or Too Much Credit?," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(4), pages 411-426, September.
- Syed Muhammad Tariq & Kent Matthews, 1997. "The Demand for Simple-sum and Divisia Monetary Aggregates for Pakistan: A Cointegration Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(3), pages 275-291.
1994
- Hillier, Brian & Worrall, Tim, 1994. "The Welfare Implications of Costly Monitoring in Credit Market," Economic Journal, Royal Economic Society, vol. 104(423), pages 350-362, March.
- Jonathan Thomas & Tim Worrall, 1994.
"Foreign Direct Investment and the Risk of Expropriation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 61(1), pages 81-108.
- Thomas, J. & Worral, T., 1991. "Foreign Direcyt Investment and the Risk of Expropriation," Papers 9126, Tilburg - Center for Economic Research.
- Thomas, J.P. & Worrall, T., 1991. "Foreign direct investment and the risk of expropriation," Discussion Paper 1991-26, Tilburg University, Center for Economic Research.
- Thomas, J. & Worrall, T., 1990. "Foreign Direct Investment And The Risk Of Expropriation," The Warwick Economics Research Paper Series (TWERPS) 342, University of Warwick, Department of Economics.
- Thomas, Jonathan & Worrall, Tim, 1990. "Foreign Direct Investment And The Risk Of Expropriation," Economic Research Papers 268376, University of Warwick - Department of Economics.
- Thomas, J.P. & Worrall, T., 1991. "Foreign direct investment and the risk of expropriation," Other publications TiSEM 648dfe30-92c0-4c5f-a1fe-2, Tilburg University, School of Economics and Management.
- Thomas, Jonathan P. & Worrall, Tim, 1990. "Foreign direct investment and the risk of expropriation," Kiel Working Papers 411, Kiel Institute for the World Economy (IfW Kiel).
- Matthews, K. G. P. & Minford, A. P. L. & Blackman, S. C., 1994. "An algorithm for the solution of non-linear forward rational expectations models with current partial information," Economic Modelling, Elsevier, vol. 11(3), pages 351-358, July.
- Matthews, Kent, 1994. "Inflation and disinflation: The Israeli experiment : Leonardo Leiderman, 1993, (Chicago University Press, Chicago, IL). 348 pp., [UK pound]39.25, US $56.25," International Journal of Forecasting, Elsevier, vol. 10(1), pages 166-167, June.
1993
- Blackman, Simon & Matthews, Kent, 1993. "Wages, Unemployment and Benefits in Inter-war Britain: An Exercise in Robust Estimation," Bulletin of Economic Research, Wiley Blackwell, vol. 45(2), pages 119-132, April.
1990
- Worrall, Tim, 1990.
"Debt with potential repudiation,"
European Economic Review, Elsevier, vol. 34(5), pages 1099-1109, July.
- Worrall, Tim, 1988. "Debt with potential repudiation," Discussion Papers, Series II 69, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Thomas, Jonathan & Worrall, Tim, 1990.
"Income fluctuation and asymmetric information: An example of a repeated principal-agent problem,"
Journal of Economic Theory, Elsevier, vol. 51(2), pages 367-390, August.
- J. Thomas & T. Worrall, 2010. "Income Fluctuations and Asymmetric Information: An Example of the Repeated Principal Agent Problem," Levine's Working Paper Archive 2077, David K. Levine.
- Matthews, K. G. P., 1990. "The limits to rational expectations: M. Hashem Pesaran, 1987, (Basic Blackwell, Oxford, U.K.), [UK pound]32.50 (hardbound)," International Journal of Forecasting, Elsevier, vol. 6(1), pages 142-144.
1989
- K.G.P. Matthews, 1989. "Was sterling overvalued in 1925? A reply and further evidence," Economic History Review, Economic History Society, vol. 42(1), pages 90-96, February.
- Matthews, K G P, 1989. "Could Lloyd George Have Done It? The Pledge Re-examined," Oxford Economic Papers, Oxford University Press, vol. 41(2), pages 374-407, April.
1988
- Jonathan Thomas & Tim Worrall, 1988. "Self-Enforcing Wage Contracts," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 55(4), pages 541-554.
1987
- Matthews, K G P, 1987. "Unemployment in Inter-war Britain: An Equilibrium Approach," Bulletin of Economic Research, Wiley Blackwell, vol. 39(2), pages 151-169, April.
1986
- K. G. P. Matthews, 1986. "Was Sterling Overvalued in 192s?," Economic History Review, Economic History Society, vol. 39(4), pages 572-587, November.
1985
- Matthews, K G P, 1985. "Private Sector Expenditure in the Inter-war Period: An Integrated Portfolio Approach," The Manchester School of Economic & Social Studies, University of Manchester, vol. 53(1), pages 23-44, March.
- Matthews, Kent, 1985. "Forecasting with a Rational Expectations Model of the UK," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(4), pages 311-336, November.
- Matthews, K., 1985. "[UK pound]5.95Philip Arestis and Philip Hadjimatheou, Introducing Macroeconomic Modelling, Macmillan, Ann Arbor, MI (1983), p. 254.[UK pound]6.95D.W. Challen and A.J. Hagger, Macroeconomic Systems, Ma," International Journal of Forecasting, Elsevier, vol. 1(4), pages 317-320.
1984
- Minford, Patrick & Marwaha, Satwant & Matthews, Kent & Sprague, Alison, 1984. "The Liverpool macroeconomic model of the United Kingdom," Economic Modelling, Elsevier, vol. 1(1), pages 24-62, January.
1982
- K.G.P. Matthews, 1982. "Demand for Currency and the Black Economy in the UK," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 9(2), pages 3-22, February.
1981
- Ioannidis, C P & Matthews, K G P, 1981. "Rational Expectations and the St. Louis Model for the U.K," Empirical Economics, Springer, vol. 6(2), pages 87-102.
1980
- Minford, Patrick & Brech, Michael & Matthews, Kent, 1980. "A rational expectations model of the U.K. under floating exchange rates," European Economic Review, Elsevier, vol. 14(2), pages 189-219.
- Matthews, Kent & Minford, Patrick, 1980. "Private Sector Expenditure and Financial Asset Accumulation in the U.K," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(4), pages 644-653, November.
1979
- Minford, Patrick & Matthews, Kent & Marwaha, Satwant, 1979. "Terminal conditions as a means of ensuring unique solutions for rational expectations models with forward expectations," Economics Letters, Elsevier, vol. 4(2), pages 117-120.
1978
- Matthews, K.G.P. & Ormerod, P.A., 1978.
"St. Louis Models of the UK Economy,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 84, pages 65-69, May.
- K.G.P. Matthews & P.A. Ormerod, 1978. "St. Louis Models of the Uk Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 84(1), pages 65-69, May.
- Matthews, K G P, 1978. "A Monetary Model of Nominal Income Determination for the U.K," Empirical Economics, Springer, vol. 3(4), pages 209-226.
Books
2023
- Kent Matthews & John Thompson & Tiantian Zhang, 2023. "The Economics of Banking," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13374, August.
2022
- Iwan J. Azis, 2022. "Periphery and Small Ones Matter," Springer Books, Springer, number 978-981-16-6831-9, January.
2016
- Arango-Thomas, Luis Eduardo & Castellani, Francesca & Lora-Torres, Eduardo (ed.), 2016. "Desempleo femenino en Colombia," Books, Banco de la Republica de Colombia, number 2016a-12, August.
2014
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2014.
"Developments in Macro-Finance Yield Curve Modelling,"
Cambridge Books,
Cambridge University Press, number 9781107044555, September.
- Chadha,Jagjit S. & Durré,Alain C. J. & Joyce,Michael A. S. & Sarno,Lucio (ed.), 2016. "Developments in Macro-Finance Yield Curve Modelling," Cambridge Books, Cambridge University Press, number 9781316623169, September.
2012
- Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), 2012. "El mercado de trabajo en Colombia : hechos, tendencias e instituciones," Books, Banco de la Republica de Colombia, number 2012-12, August.
2003
- Sarno,Lucio & Taylor,Mark P., 2003.
"The Economics of Exchange Rates,"
Cambridge Books,
Cambridge University Press, number 9780521485845, September.
- Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March.
2002
- Lucio Sarno & Mark P. Taylor (ed.), 2002. "New Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, volume 0, number 2115.
1998
- Kent Matthews (ed.), 1998. "The Economics and Politics of Money," Books, Edward Elgar Publishing, number 1344.
Chapters
2022
- Iwan J. Azis, 2022. "Introduction," Springer Books, in: Periphery and Small Ones Matter, chapter 0, pages 1-7, Springer.
- Iwan J. Azis, 2022. "Dualism and Development," Springer Books, in: Periphery and Small Ones Matter, chapter 0, pages 9-34, Springer.
- Iwan J. Azis, 2022. "Agglomeration, Institution, and Social Capital: Main Concepts and Methodologies," Springer Books, in: Periphery and Small Ones Matter, chapter 0, pages 35-56, Springer.
- Iwan J. Azis, 2022. "Mitigating Dualism and Exploiting the Interplay of Policy-Social Capital," Springer Books, in: Periphery and Small Ones Matter, chapter 0, pages 57-77, Springer.
- Iwan J. Azis, 2022. "Case-Based Evidence and Local Custom," Springer Books, in: Periphery and Small Ones Matter, chapter 0, pages 79-99, Springer.
- Iwan J. Azis, 2022. "Summary," Springer Books, in: Periphery and Small Ones Matter, chapter 0, pages 101-107, Springer.
2013
- Arango-Thomas, Luis Eduardo & Chavarro-Sanchez, Ximena & González-Molano, Eliana Rocío, 2013.
"Precios de bienes primarios e inflación en Colombia,"
Chapters, in: Rincón-Castro, Hernán & Velasco, Andrés M. (ed.), Flujos de capitales, choques externos y respuestas de política en países emergentes, chapter 12, pages 487-532,
Banco de la Republica de Colombia.
- Luis Eduardo Arango & Ximena Chavarro & Eliana Rocío González, 2012. "Precios de bienes primarios e inflación en Colombia," Borradores de Economia 712, Banco de la Republica de Colombia.
2012
- Arango-Thomas, Luis Eduardo, 2012.
"Mercado de trabajo de Colombia : suma de partes heterogéneas,"
Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 4, pages 167-205,
Banco de la Republica de Colombia.
- Luis Eduardo Arango Thomas, 2011. "Mercado de trabajo de Colombia: suma de partes heterogéneas," Borradores de Economia 671, Banco de la Republica de Colombia.
- Luis Eduardo Arango Thomas, 2011. "Mercado de trabajo de Colombia: suma de partes heterogéneas," Borradores de Economia 9006, Banco de la Republica.
- Arango-Thomas, Luis Eduardo & García-Suaza, Andrés Felipe & Posada, Carlos Esteban, 2012. "Inflación y desempleo en Colombia : Nairu y tasa de desempleo compatible con la meta de inflación (1984-2010)," Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 8, pages 333-362, Banco de la Republica de Colombia.
- Arango-Thomas, Luis Eduardo & Obando, Nataly & Posada, Carlos Esteban, 2012.
"Los salarios reales a lo largo del ciclo económico en Colombia,"
Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 13, pages 545-585,
Banco de la Republica de Colombia.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2011. "Los salarios reales a lo largo del ciclo económico en Colombia," Borradores de Economia 666, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2011. "Los salarios reales a lo largo del ciclo económico en Colombia," Borradores de Economia 8950, Banco de la Republica.
- Arango-Thomas, Luis Eduardo & Montenegro, Paola & Obando, Nataly, 2012.
"El desempleo en Pereira : ¿Solo cuestión de remesas?,"
Chapters, in: Arango-Thomas, Luis Eduardo & Hamann-Salcedo, Franz Alonso (ed.), El mercado de trabajo en Colombia : hechos, tendencias e instituciones, chapter 17, pages 711-749,
Banco de la Republica de Colombia.
- Luis Eduardo Arango & Paola Montenegro & Nataly Obando, 2011. "El desempleo en Pereira: ¿sólo cuestión de remesas?," Borradores de Economia 7871, Banco de la Republica.
- Luis Eduardo Arango & Paola Montenegro & Nataly Obando, 2011. "El desempleo en Pereira: ¿sólo cuestión de remesas?," Borradores de Economia 636, Banco de la Republica de Colombia.
2011
- Arango-Thomas, Luis Eduardo & Ardila, Luz Karine & Gómez, Miguel Ignacio, 2011.
"Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia,"
Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 21, pages 873-918,
Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luz Karine Ardila & Miguel Ignacio Gömez, 2010. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Borradores de Economia 584, Banco de la Republica de Colombia.
- Luis Eduardo Arango & Luz Karine Ardila & Miguel Igancio Gómez, 2010. "Efecto del cambio del salario mínimo en el precio de las comidas fuera del hogar en Colombia," Borradores de Economia 6621, Banco de la Republica.
- Arango-Thomas, Luis Eduardo & Obando, Nataly & Posada, Carlos Esteban, 2011.
"Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios,"
Chapters, in: López Enciso, Enrique & Ramírez Giraldo, María Teresa (ed.), Formación de precios y salarios en Colombia T.2, volume 2, chapter 23, pages 953-978,
Banco de la Republica de Colombia.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2010. "Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios," Borradores de Economia 6829, Banco de la Republica.
- Luis Eduardo Arango & Nataly Obando & Carlos Esteban Posada, 2010. "Sensibilidad de los salarios al desempleo regional en Colombia: nuevas estimaciones de la curva de salarios," Borradores de Economia 590, Banco de la Republica de Colombia.
2006
- Q.Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2006.
"Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003,"
Contributions to Economic Analysis, in: Nonlinear Time Series Analysis of Business Cycles, pages 333-377,
Emerald Group Publishing Limited.
- Q. Farooq Akram & Øyvind Eitrheim & Lucio Sarno, 2005. "Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003," Working Paper 2005/2, Norges Bank.
2003
- Kent Matthews, 2003. "International Banks and the Washing of Dirty Money: The Economics of Money Laundering," Chapters, in: Andrew W. Mullineux & Victor Murinde (ed.), Handbook of International Banking, chapter 19, Edward Elgar Publishing.