Online papers

Papers at University of Leicester

Density forecast combinations - Hall and Mitchell

Evaluating Policy Feedback Rules Using the joint density function of a stochastic model - Hall Barrell and Hurst

Optimal combinations of Density Forecasts - Hall and Mitchell

VAR analysis in the presence of a changing correlation in the structural errors -  Hall

Evaluating, Comparing and Combining Density forecasts using the KLIC with an application to the Bank of England and NIESR fan charts of inflation - Mitchell and Hall

Papers from Imperial College of Science Technology and Medicine

Management School

Identifying the wage bargaining process in Germany - S.G.Hall

Creating high frequency national accounts with state space modelling: A monte carlo experiment - H. Liu and S.G.Hall

Stochastic Common Trends and Long-Run relationships in Heterogeneous Panels S.G. Hall and G.Urga

Irreducibility and Structural Cointegrating Relations: An application to the G7 Long Term interest rates by M.R.Barrassi G.Maria Caporale and S.G.Hall

Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change M.R.Barrassi, G. Maria Caporale and S.G.Hall

New Developments in the Analysis of Panel Data sets - S.G.Hall and G.Urga

Modelling Economic Policy Responses with an application to the G3 - M.Chui, G. Maria Caporale, S,G.Hall and S.G.B. Henry

A non-parameteric approach to pricing and hedging derivative securities with an application to LIFFE data - J.A. Barria and S.G.Hall

A principle Components analysis of Common Stochastic Trends in Heterogeneous panel data; Some Monte Carlo evidence - S.G.Hall, S. Lazarova and G. Urga

The Determination of Wage and Price Inflation in Greece: An Application of Modern Cointegration Techniques - by S.G.Hall and N. Zonzilos

Evaluating the gains to co-operation in the G3 - M.Chui, G. Maria Caporale, S,G.Hall and S.G.B. Henry

Modelling the Euro-11 Economy: A Supply Side Approach - M.Beeby, S.G.Hall and S.G.B.Henry

Testing for Structural Changes in the Long-Run Causal Structure of Cointegrated Vector Autoregressions - M.R.Barassi, G. Maria Caporale and S.G.Hall

Measuring the Capital Stock in Russia; An Unobserved Component model - Stephen G Hall, Olivier Basdevant

Analyzing exchange rate volatility around the August 1998’s Russian crisis - Olivier Basdevant ,Stephen G. Hall

A SEQUENTIAL TEST FOR STRUCTURAL BREAKS IN THE CAUSAL LINKAGES BETWEEN THE G-7 SHORT-TERM INTEREST RATES - Marco R. Barassi , Guglielmo Maria Caporale , Stephen G. Hall

IRREDUCIBILITY AND STRUCTURAL COINTEGRATING RELATIONS: AN APPLICATION TO THE G-7 LONG-TERM INTEREST RATES - Marco R. Barassi , Guglielmo Maria Caporale , Stephen G. Hall

Papers at the Centre for Economic Forecasting

London Business School

Unemployment and the capital stock: A dynamic structural model of the UK economy" - by J. Nixon and S.G.Hall

A consistent approach to modelling dynamic factor demands - by J. Nixon and S.G. Hall

Examining the first stages of Market Performance: A Test of evolving Market Efficiency - by G. Urga, S.G.Hall and A. Zalewska-Mitura

Testing for evolving stock market efficiency with an application to Russian Stock prices - by G. Urga, S.G.Hall and A. Zalewska-Mitura

Papers at the Centre for International Macroeconomics

Oxford

Modelling Economic Policy Responses with an Application to the G3 - by M. Chui, G.M. Caporale, S.G.Hall and S.G.B. Henry

Interest Rate Linkages: Identifying Structural Relations - by M.R.Barassi, G.M. Caporale and S.G. Hall

Modelling Policy Rules: Direct versus model based approaches; Comments and Illustrations - by S.G.Hall, S.G.B.Henry and G. Williams

On The Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices - by J.V.Greenslade, S.G.Hall and S.G.B.Henry

The Inter-relationship Between Monetary Policy and Endogenous Technical Progress - by A. Cipollini, S.G.Hall and J.Nixon

The Determination of Wage and Price Inflation in Greece: An Application of Modern Cointegration Techniques - by S.G.Hall and N. Zonzilos

Analysing Exchange Rate Volatility around the August 1998 Russian Crisis - by O. Basedevant and S.G.Hall

Inflation Targeting: Delegation and Coordination of Monetary Policy - S.G.Hall, J.Nixon and S.G.B.Henry

Interest Rate Linkages: A Kalman Filter Approach to Detecting Structural Change - M. Barrassi, G.M. Caporale and S.G.Hall

Identifying the Wage Bargaining Process in Germany - S.G.Hall

Rational Expectations and Near Rational Alternatives; How best to form expectations - by M.Beeby, S.G. Hall and S.G.B. Henry

Bargaining models and identifying the wage equation. - G.Chamberlin, SG Hall, and SGB Henry.

Expectations Formation and the 1990s ERM Crisis - , Beeby M, Hall S, Henry S and A Marcet

Share this page:

Contact Details

School of Business
University of Leicester
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

Accessibility

DisabledGo logo

The University of Leicester is committed to equal access to our facilities. DisabledGo has detailed accessibility guides for the Astley Clarke Building and the Ken Edwards Building.