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Macroeconomics and Financial Markets

  1. 2013
  2. Published

    Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets

    Peel, D., 06/2013, In: Economics Letters. 119, 3, p. 264-267 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

    Aretz, K. & Peel, D., 10/2013, In: Bulletin of Economic Research. 65, 4, p. 362-371 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. 2014
  5. Published

    Computing All Solutions to Polynomial Equations in Economics

    Kubler, F., Schmedders, K. & Renner, P., 2014, Handbook of Computational Economics. Elsevier, Vol. 3. p. 599-652 54 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  6. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A. & Crossman, V., 2014, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2014, no. 9).

    Research output: Working paper

  7. Published

    Discretion vs. timeless perspective under model-consistent stabilization objectives

    Petrella, I., Rossi, R. & Santoro, E., 01/2014, In: Economics Letters. 122, 1, p. 84-88 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Designing monetary and fiscal policy rules in a new Keynesian model with rule-of-thumb consumers

    Rossi, R., 03/2014, In: Macroeconomic Dynamics. 18, 2, p. 395-417 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 07/2014, In: Journal of Economic Behavior and Organization. 103, Supplement, p. S93-S107 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    Loan loss provisions, bank valuations and discretion: a comparative study between conventional and Islamic banks

    El Nahass, M., Izzeldin, M. & AbdElsalam, O., 07/2014, In: Journal of Economic Behavior and Organization. 103, Supplement, p. S160-S173 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Aggregate stability and balanced-budget rules

    Ghilardi, M. & Rossi, R., 12/2014, In: Journal of Money, Credit and Banking. 46, 8, p. 1787-1809 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. 2015
  13. Published

    Essays on monetary policy

    Nguyen, A. D. M., 2015, Lancaster University. 126 p.

    Research output: ThesisDoctoral Thesis

  14. Published

    Financial frictions and the volatility of monetary policy in a DSGE model

    Nguyen, A., 2015, Lancaster: Lancaster University, Department of Economics, 33 p. (Economics Working Paper Series; vol. 2015, no. 6).

    Research output: Working paper

  15. Published

    Likelihood-based inference in s-distributions

    Tsionas, E., 2015, In: Communications in Statistics - Theory and Methods. 44, 1, p. 153-158 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    A Polynomial Optimization Approach to Principal-Agent Problems

    Renner, P. & Schmedders, K., 03/2015, In: Econometrica. 83, 2, p. 729-769 41 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Dynamic technical and allocative efficiencies in European banking

    Tsionas, E. G., Assaf, A. G. & Matousek, R., 03/2015, In: Journal of Banking and Finance. 52, p. 130-139 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Monetary and fiscal policy under deep habits

    Leith, C., Moldovan, I. & Rossi, R., 03/2015, In: Journal of Economic Dynamics and Control. 52, p. 55-74 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Money targeting, heterogeneous agents, and dynamic instability

    Motta, G. & Tirelli, P., 03/2015, In: Macroeconomic Dynamics. 19, 2, p. 288-310 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

    Pavlidis, E., Paya, I. & Peel, D., 07/2015, In: Economics Letters. 132, p. 13-17 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Banks’ risk endogenous to strategic management choices

    Delis, M. D., Hasan, I. & Tsionas, M., 10/2015, In: British Journal of Management. 26, 4, p. 637-656 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population

    Nishiyama, S., 12/2015, In: Journal of Economic Dynamics and Control. 61, p. 114-132 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Loan loss provisioning rules, procyclicality and financial volatility

    Agénor, P-R. & Zilberman, R., 12/2015, In: Journal of Banking and Finance. 61, C, p. 301-315 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. 2016
  25. Published

    An econometric analysis of U.K. regional real estate markets

    Yusupova, A. Y., 2016, Lancaster University. 123 p.

    Research output: ThesisDoctoral Thesis

  26. Published

    Modelling financial volatility using Bayesian and conventional methods

    Li, X., 2016, Lancaster University. 193 p.

    Research output: ThesisDoctoral Thesis

  27. Published

    Bayesian analysis of multivariate stable distributions using one-dimensional projections

    Tsionas, E., 01/2016, In: Journal of Multivariate Analysis. 143, p. 185-193 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    Directional distance functions: optimal endogenous directions

    Atkinson, S. & Tsionas, E., 02/2016, In: Journal of Econometrics. 190, 2, p. 301-314 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    Eurosystem debts do matter

    Whittaker, J., 1/02/2016, 10 p.

    Research output: Other contribution

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