ECONOMICS WORKING PAPERS

2009 PAPERS

• 2009-W14 Fabian Eser Optimal Fiscal Stabilisation through Government Spending

• 2009-W13 Neil Shephard Income contingent tuition fees for universities

• 2009-W12 Cavit Pakel, Neil Shephard and Kevin Sheppard Nuisance parameters, composite likelihoods and a panel of GARCH models

• 2009-W11 Aytek Erdil and Paul Klemperer A New Payment Rule for Core-Selecting Package Auctions

• 2009-W10 Bent Nielsen Test for cointegration rank in general vector autoregressions

• 2009-W09 Bent Nielsen and Jouni Sohkanen Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministric time trends

• 2009-W08 D. Kuang, Bent Nielsen and J. P. Nielsen Chain-Ladder as Maximum Likelihood Revisited

• 2009-W07 Jeremy Below and Paul Klemperer Price Controls and Consumer Surplus

• 2009-W06 Paul Klemperer A New Auction for Substitutes: Central-Bank Liquidity Auctions, “Toxic Asset” Auctions, and Variable Product-Mix Auctions

• 2009-W05 Jeremy Bulow and Paul Klemperer Why Do Sellers (Usually) Prefer Auctions?

• 2009-W04 Nathaniel Frank Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading

• 2009-W03 Neil Shephard and Kevin Sheppard Realising the future: forecasting with high frequency based volatility (HEAVY) models

• 2009-W02 Zorica Mladenović and Bent Nielsen The role of income in money demand during hyper-inflation: the case of Yugoslavaia

• 2009-W01 Paul Klemperer What is the Top Priority on Climate Change?
  

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