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  1. 2024
  2. Published

    Dynamic Effects of Corporate Taxation in Open Economy

    Cardi, O., Hoke, F. & Restout, R., 20/02/2024, Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  3. E-pub ahead of print

    Critical reflection of the tourism literature on performance modeling

    Assaf, A. G. & Tsionas, M., 30/06/2024, In: Tourism Management. 102, 104892.

    Research output: Contribution to Journal/Magazine › Review article › peer-review

  4. Published

    Bubbles and Crashes: A Tale of Quantiles

    Pavlidis, E., 18/01/2024, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  5. Published

    A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax: The Role of Research and Development (R&D) and Corporate Tax

    Bournakis, I. & Tsionas, M., 12/01/2024, In: Oxford Bulletin of Economics and Statistics. 86, 3, p. 641-671

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. 2023
  7. Published

    Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations

    Rossi, L., Fasani, S. & Grazzini, J., 30/11/2023, In: Journal of Monetary Economics. 140, Supplement, p. S48-S63

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    THE EXPANSIONARY EFFECTS OF HOUSING CREDIT SUPPLY SHOCKS

    Miescu, M. S., Motta, G., Pontiggia, D. & Rossi, R., 17/10/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  9. Published

    Why Hours Worked Decline Less after Technology Shocks? 

    Cardi, O. & Restout, R., 6/09/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  10. Published

    Does Transport Infrastructure Benefit Gdp Growth?

    Bai, Y., Wang, S. & Zhang, H., 30/06/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  11. Published

    Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D

    De Silva, D., Hubbard, T., Schiller, A. & Tsionas, M., 30/04/2023, In: Quarterly Review of Economics and Finance. 88, p. 278-294 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    Debt targets and fiscal consolidation in a two-country HANK model for the Euro Area

    Chen, X., Lazarakis, S. & Varthalitis, P., 14/02/2023, Lancaster: The Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  13. Published

    Monetary policy uncertainty and firm dynamics

    Fasani, S., Mumtaz, H. & Rossi, L., 31/01/2023, In: Review of Economic Dynamics. 47, p. 278-296 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. 2022
  15. Published

    Estimating Monotone Concave Stochastic Production Frontiers

    Tsionas, M., 30/06/2022, In: Journal of Business and Economic Statistics. 40, 3, p. 1403-1414 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. Published

    Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach

    Tsionas, M., Izzeldin, M., Henningsen, A. & Paravalos, E., 31/03/2022, In: Empirical Economics. 62, 3, p. 1345-1363 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  17. Published

    Forward guidance shocks

    Miescu, M., 23/03/2022, Lancaster: Lancaster University, Department of Economics, 42 p. (Economics Working Papers Series; vol. 2022/003).

    Research output: Working paper

  18. Published

    Labor Share Decline and Productivity Slowdown: A Micro-Macro Analysis

    Crucitti, F. & Rossi, L., 28/02/2022, Lancaster: The Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  19. 2021
  20. Published

    Yield Spread Determinants of Sukuk and Conventional Bonds

    Saeed, M., Elnahass, M., Izzeldin, M. & Tsionas, M., 31/12/2021, In: Economic Modelling. 105, 17 p., 105664.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. Published

    Labor Market Effects of Technology Shocks Biased toward the Traded Sector

    Bertinelli, L., Cardi, O. & Restout, R., 30/11/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  22. Published

    Investment Shocks: the Labour Wedge and the Comovement Problem

    Caswell, B., 31/08/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  23. Published

    Real Estate and Construction Sector Dynamics Over the Business Cycle

    Vasilopoulos, K. & Tayler, W., 31/05/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  24. Published

    Sectoral Fiscal Multipliers and Technology in Open Economy

    Cardi, O. & Restout, R., 28/05/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series; vol. 2021/005).

    Research output: Working paper

  25. Published

    Equity Market Connectedness across Regimes of Geopolitical Risks: Historical Evidence and Theory

    Jalloul, M. & Miescu, M., 1/04/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  26. Published

    On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research

    Georgalos, K., Paya, I. & Peel, D. A., 1/02/2021, In: Journal of Economic Behavior and Organization. 182, p. 527-543 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. 2020
  28. Published

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 1/12/2020, In: Journal of International Money and Finance. 109, 21 p., 102222.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  29. Published

    Macroprudential Policy in the Euro Area

    Fernandez-Gallardo, A. & Paya, I., 7/10/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  30. Published

    Forecasting Stock Returns with Large Dimensional Factor Models

    Giovannelli, A., Massacci, D. & Soccorsi, S., 1/09/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  31. Published

    The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks

    Saeed, M., Izzeldin, M., Hassan, M. K. & Pappas, V., 1/09/2020, In: Pacific-Basin Finance Journal. 62, 22 p., 101328.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  32. Published

    Financial shocks and economic activity: A high frequency approach

    Miescu, M. & Mumtaz, H., 1/07/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  33. Published

    Return predictability of variance differences: A fractionally cointegrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: Journal of Futures Markets. 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  34. Published

    Return Predictability of Variance Differences: a fractionally co-integrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: The Journal of Futures Markets . 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  35. Published

    An augmented first-order approach for incentive problems

    Renner, P., 28/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  36. Published

    exuber: Recursive Right-Tailed Unit Root Testing with R

    Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 13/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  37. Published

    On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences

    Paya, I., Peel, D. & Georgalos, K., 3/04/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  38. 2019
  39. Published

    Labor Market Effects of Technology Shocks Biased toward the Traded Sector

    Bertinelli, L., Cardi, O. & Restout, R., 12/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  40. Published

    Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy

    Miescu, M. & Mumtaz, H., 31/10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  41. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In: International Journal of Forecasting. 35, p. 1318-1331 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  42. Published

    Uncertainty shocks in emerging economies: a global to local approach for identification

    Miescu, M., 10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  43. Published

    Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model

    Yao, X., Izzeldin, M. & Li, Z., 1/08/2019, In: Economics Letters. 181, p. 160-163 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  44. Published

    Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models

    Barigozzi, M., Hallin, M. & Soccorsi, S., 1/07/2019, In: Journal of Financial Econometrics. 17 , 3, p. 462-494 33 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  45. Published

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 1/07/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  46. Published

    House Prices, (Un)Affordability and Systemic Risk

    Pavlidis, E., Paya, I. & Skouralis, A., 1/06/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  47. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  48. Published

    Flexible distribution functions, higher-order preferences and optimal portfolio allocation

    Niguez, T-M., Paya, I., Peel, D. A. & Perote, J., 1/04/2019, In: Quantitative Finance. 19, 4, p. 699-703 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  49. Published

    Optimal Fiscal Policy with Consumption Taxation

    Motta, G. E. & Rossi, R., 02/2019, In: Journal of Money, Credit and Banking. 51, 1, p. 139-161 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  50. Published

    An econometric analysis of global agricultural commodity prices

    Spavound, S., 2019, Lancaster University. 116 p.

    Research output: Thesis › Doctoral Thesis

  51. Unpublished

    An Econometric Analysis of Global Commodity Prices

    George, R., 2019, (Unpublished) Lancaster University. 190 p.

    Research output: Thesis › Doctoral Thesis

  52. Published

    The simplification, solution and estimation of a small open DSGE model: Evidence from the UK and Canada

    Li, J., 2019, Lancaster University. 280 p.

    Research output: Thesis › Doctoral Thesis

  53. 2018
  54. Published

    Modeling Changes in U.S. Monetary Policy with a Time-Varying Nonlinear Taylor Rule

    Nguyen, A., Pavlidis, E. & Peel, D. A., 12/2018, In: Studies in Nonlinear Dynamics and Econometrics. 22, 5, 16 p., 20170092.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  55. Published

    A nonlinear analysis of the real exchange rate-consumption relationship

    Pavlidis, E., Paya, I. & Peel, D. A., 10/2018, In: Macroeconomic Dynamics. 22, 7, p. 1825-1843 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  56. Published

    Economic Policy in a Recession. Lessons from the Past

    Steele, G. R., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers series).

    Research output: Working paper

  57. Published

    Imperfect mobility of labor across sectors and fiscal transmission

    Cardi, O., Restout, R. & Claeys, P., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

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