WorldCat Identities

University of Cambridge Faculty of Economics

Overview
Works: 440 works in 528 publications in 1 language and 1,364 library holdings
Genres: History 
Publication Timeline
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Most widely held works by University of Cambridge
Herding and contrarian behaviour in financial markets : an experimental analysis by Andreas Park( Book )

3 editions published in 2009 in English and held by 9 WorldCat member libraries worldwide

A Cambridge bulletine on the Thatcher experiment : the British economy, recent history and medium town prospects( Book )

1 edition published in 1986 in English and held by 7 WorldCat member libraries worldwide

Learning in a misspecified multivariate self-referential linear stochastic model by Eran A Guse( Book )

1 edition published in 2005 in English and held by 6 WorldCat member libraries worldwide

Learning from the expectations of others by Jim Granato( Book )

1 edition published in 2006 in English and held by 6 WorldCat member libraries worldwide

The Low Pay Commission after eight years by William Arthur Brown( Book )

1 edition published in 2005 in English and held by 6 WorldCat member libraries worldwide

Religion and human capital in Ghana by Niels-Hugo Blunch( Book )

1 edition published in 2007 in English and held by 6 WorldCat member libraries worldwide

Learning with heterogeneous expectations in an evolutionary world by Eran A Guse( Book )

1 edition published in 2005 in English and held by 6 WorldCat member libraries worldwide

The specificity of manufacturing in Marx's economic thought by Fiona Tregenna( Book )

2 editions published in 2009 in English and held by 6 WorldCat member libraries worldwide

Institutional traps and economic growth by Mark Gradstein( Book )

1 edition published in 2007 in English and held by 6 WorldCat member libraries worldwide

Why do countries peg the way they peg? : the determinants of anchor currency choice by Christopher M Meissner( Book )

1 edition published in 2006 in English and held by 6 WorldCat member libraries worldwide

Annotation
From rags to rifles : the economics of deprivation, conflict and welfare state by Dominic Rohner( Book )

1 edition published in 2007 in English and held by 6 WorldCat member libraries worldwide

Why are market economies politically stable? : a theory of capitalist cohesion by Carl-Johan Dalgaard( Book )

1 edition published in 2007 in English and held by 6 WorldCat member libraries worldwide

Locational-based coupling of electricity markets : benefits from coordinating unit commitment and balancing markets by Adriaan Hendrik van der Weijde( Book )

1 edition published in 2010 in English and held by 5 WorldCat member libraries worldwide

Large panels with common factors and spatial correlations by M. Hashem Pesaran( Book )

1 edition published in 2007 in English and held by 5 WorldCat member libraries worldwide

This paper considers the statistical analysis of large panel data sets where even after conditioning on common observed effects the cross section units might remain dependently distributed. This could arise when the cross section units are subject to unobserved common effects and/or if there are spill over effects due to spatial or other forms of local dependencies. The paper provides an overview of the literature on cross section dependence, introduces the concepts of time-specific weak and strong cross section dependence and shows that the commonly used spatial models are examples of weak cross section dependence. It is then established that the Common Correlated Effects (CCE) estimator of panel data model with a multifactor error structure, recently advanced by Pesaran (2006), continues to provide consistent estimates of the slope coefficient, even in the presence of spatial error processes. Small sample properties of the CCE estimator under various patterns of cross section dependence, including spatial forms, are investigated by Monte Carlo experiments. Results show that the CCE approach works well in the presence of weak and/or strong cross sectionally correlated errors. We also explore the role of certain characteristics of spatial processes in determining the performance of CCE estimators, such as the form and intensity of spatial dependence, and the sparseness of the spatial weight matrix
Democracy in America : labour mobility, ideology, and constitutional reform by Roger D Congleton( Book )

1 edition published in 2007 in English and held by 5 WorldCat member libraries worldwide

Pork barrel politics in postwar Italy, 1953-1994 by Miriam Golden( Book )

1 edition published in 2007 in English and held by 5 WorldCat member libraries worldwide

Learning stability for monetary policy rules in a two-country model by Qinwei Wang( Book )

1 edition published in 2006 in English and held by 5 WorldCat member libraries worldwide

What if the UK had joined the euro in 1999? An empirical evaluation using a global VAR by M. Hashem Pesaran( Book )

1 edition published in 2005 in English and held by 5 WorldCat member libraries worldwide

This paper attempts to provide a conceptual framework for the analysis of counterfactual scenarios using macroeconometric models. As an application we consider UK entry to the euro. Entry involves a long-term commitment to restrict UK nominal exchange rates and interest rates to be the same as those of the euro area. We derive conditional probability distributions for the difference between the future realisations of variables of interest (e.g UK and euro area output and prices) subject to UK entry restrictions being fully met over a given period and the alternative realisations without the restrictions. The robustness of the results can be evaluated by also conditioning on variables deemed to be invariant to UK entry, such as oil or US equity prices. Economic interdependence means that such policy evaluation must take account of international linkages and common factors that drive fluctuations across economies. In this paper this is accomplished using the Global VAR recently developed by Dees, di Mauro, Pesaran and Smith (2005). The paper briefly describes the GVAR which has been estimated for 25 countries and the euro area over the period 1979-2003. It reports probability estimates that output will be higher and prices lower in the UK and the euro area as a result of entry. It examines the sensitivity of these results to a variety of assumptions about when and how the UK entered and the observed global shocks and compares them with the effects of Swedish entry
Enduring rents by Toke Aidt( Book )

1 edition published in 2008 in English and held by 5 WorldCat member libraries worldwide

Modeling the Phillips curve with unobserved components by A. C Harvey( Book )

1 edition published in 2008 in English and held by 5 WorldCat member libraries worldwide

 
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