Nuffield Economics Research via WWW

Some Nuffield College economics preprints are available, in postscript, via the WWW on page . Click here to get a list of the economics faculty and keys into their homepages. Paper WPs gives a list of working papers of this series which are available on paper. Also IES' WPs gives the list of the University of Oxford's applied economics discussion papers. You can gain access to the University of Oxford Discussion Papers in Economic and Social History. Jon Temple's Economic Growth homepage can be accessed from here.

Click on the highlighted title to view or download the full paper or zipped version. To get To read pdf files you need a copy of the free Acrobat reader, so click the Adobe site. Typically pdf files will be smaller than postscript files and so you are advised to use this option. Notice that the Copyright © of each of these papers is held by their authors. It is illegal to make multiple copies of these papers without permission from them.

2000 Papers 1998 Papers, 1997 Papers , 1996 Papers , 1995 and 1994 papers


1999-W23 Tina Hviid Rydberg and Neil Shephard Modelling trade-by-trade price movements of multiple assets using multivariate compound Poisson processes.

*1999-W22 David Myatt Instant Exit from the War of Attrition

*1999-W21 David Myatt A New Theory of Strategic Voting

*1999-W20 Richard Breen and Cecilia García-Peñalosa Income Inequality and Macroeconomic Volatility: an Empirical Investigation

 1999-W19 Bent Nielsen The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes

 1999-W18 Siddhartha Chib, Federico Nardari and Neil Shephard Analysis of high dimensional multivariate stochastic volatility models

*1999-W17 Leonardo Felli and Kevin Roberts Competition and Hold-Ups

*1999-W16 Paul A. David and Bronwyn Hall, Heart of Darkness: Public-Private Interactions Inside the R&D Black Box.

*1999-W15 John K.-H. Quah. The Weak Axiom and Comparative Statics.

1999-W14 Tina Hviid Rydberg and Neil Shephard, A modelling framework for the prices and times of trades made on the New York stock exchange in W.J. Fitzgerald, R.L. Smith, A.T. Walden and P. C. Young (eds.) Nonlinear and Nonstationary Signal Processing (Cambridge: Newton Institue Series, Cambridge University Press, 2000), forthcoming.

1999-W13 Michael K Pitt and Neil Shephard, Auxiliary variable based particle filters, in A. Doucet, J.F.G. de Freitas and N.J. Gordon (eds.) Sequential Monte Carlo Methods in Practice (Cambridge: Cambridge University Press, 2000), forthcoming.

*1999-W12 Paul Klemperer, Auction Theory: A Guide to the Literature

*1999-W11 Jeremy Bulow and Paul Klemperer, The Tobacco Deal

*1999-W10 Alessandra Casarico, Pension Systems in Open Economy

 1999-W9 Ole E Barndorff-Nielsen and Neil Shephard, Non-Gaussian OU based models and some of their uses in financial economics

1999-W8 Bent Nielsen and Neil Shephard, Likelihood Analysis of a First Order Autoregressive Model with Exponential Innovations. Revised July 1999

 *1999-W7 Gavin Cameron and John Muellbauer, Earnings, Unemployment, and Housing: Evidence from a Panel of British Regions

*1999-W6 Robin Nuttall, Takeover Likelihood Models for UK Quoted Companies

 *1999-W5 Robin Nuttall, An Empirical Analysis of the Effects of the Threat of Takeover on UK Company Performance

 *1999-W4 Margaret Stevens, Should Firms be Required to Pay for Vocational Training?

 *1999-W3 Bronwyn Hall, Innovation and Market Value

 *1999-W2 Jouni Kuha and Jonathan Temple, Covariate measurement error in quadratic regression

 *1999-W1 David P. Myatt and Chris Wallace, Sophisticated Play by Idiosyncratic Agents

*This paper has been circulated on paper as well as electronically.



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The economics group's electronic preprints are kept in order by Maxine Collett. She can be emailed at Please report any problems/comments you have with this page to her.