Macroeconomics and Finance Research Group

Research Output

2020

Baseline win rates for neural-network based trading algorithms

Krause, A. & Fairbank, M., 19 Jul 2020.

Research output: Contribution to conferencePaper

File
27 Downloads (Pure)

Can Public Spending Boost Private Consumption?

Asimakopoulos, S., Lorusso, M. & Pieroni, L., 22 May 2020, (Acceptance date) In : Canadian Journal of Economics.

Research output: Contribution to journalArticle

Dividend smoothing and credit rating changes

Asimakopoulos, P., Asimakopoulos, S. & Zhang, A., 13 Mar 2020, In : The European Journal of Finance.

Research output: Contribution to journalArticle

Do Capital Flows Matter for Monetary Policy Setting in Inflation Targeting Economies?

Morley, B. & Arimurti, T., 24 Jul 2020, (In preparation) In : Journal of Risk and Financial Management. p. 1-16 16 p.

Research output: Contribution to journalArticle

Financial Development and Innovation-led Growth: Is Too Much Finance Better?

Zhu, X., Asimakopoulos, S. & Kim, J., 1 Feb 2020, In : Journal of International Money and Finance. 100, p. 1-24 24 p., 102083.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Honesty and Self-Selection into Cheap Talk

Schneider, M. T., Fehrler, S. & Fischbacher, U., 3 Mar 2020, In : The Economic journal.

Research output: Contribution to journalArticle

Inequality and Growth through Creative Destruction

Schneider, M. T., Schetter, U. & Jaeggi, A., Jan 2020.

Research output: Working paper

Macroeconomic Rationales for Public Investments in Science

Schneider, M. T., 22 Apr 2020, (Acceptance date) In : Economic Inquiry.

Research output: Contribution to journalArticle

53 Downloads (Pure)

Real-time fiscal forecasting using mixed frequency data

Asimakopoulos, S., Paredes, J. & Warmedinger, T., 31 Jan 2020, In : The Scandinavian Journal of Economics. 22, 1, p. 369-390 22 p.

Research output: Contribution to journalArticle

The Ins and Outs of unemployment in general equilibrium

Kokonas, N. & Santos Monteiro, P., 2020.

Research output: Working paper

File
9 Downloads (Pure)
File
34 Downloads (Pure)
2019

Are less trustworthy candidates more likely to make it through to elected office?

Schneider, M. T., 9 Dec 2019, The Conversation.

Research output: Contribution to specialist publicationArticle

Asset Liquidity and Indivisibility

Han, H., Julien, B., Petursdottir, A. & Wang, L., 1 Oct 2019, In : European Economic Review. 119, p. 236-250 15 p.

Research output: Contribution to journalArticle

A Structural Break Approach to Analysing the Impact of the QE Portfolio Balance Channel on the US Stock Market

Shah, I., Schmidt-Fischer, F., Malki, I. & Hatfield, R., 31 Jul 2019, In : International Review of Financial Analysis. 64, p. 204-220 17 p.

Research output: Contribution to journalArticle

Cash holdings of listed and unlisted firms: New evidence from the euro area

Asimakopoulos, P., Asimakopoulos, S. & Fernandes, F., 2019, In : The European Journal of Finance. 25, 17, p. 1708-1729 23 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Coalition-Preclusion Contracts and Moderate Policies

Gersbach, H., Schneider, M. & Tejada, O., 1 Mar 2019, In : Games and Economic Behavior. 114, p. 28-46 19 p.

Research output: Contribution to journalArticle

Open Access
File
4 Downloads (Pure)

Economic Rationales for Investments in Science

Schneider, M. T., Schetter, U. & Gersbach, H., 2019.

Research output: Working paper

Fiscal policy with banks and financial frictions

Asimakopoulos, P. & Asimakopoulos, S., 1 Feb 2019, In : Journal of Financial Stability. 40, p. 94-109 16 p.

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)
44 Downloads (Pure)
6 Citations (Scopus)

Taxation, Innovation, and Entrepreneurship

Gersbach, H., Schetter, U. & Schneider, M., 1 May 2019, In : The Economic journal. 129, 620, p. 1731-1781 51 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
1 Downloads (Pure)

The Economic Consequences of Brexit: A brief overview of the literature

Morley, B., 2019, (Acceptance date) Routledge handbook of EU security law and policy. conde perez, E., Scopoletti, M. & Yaneva, Z. (eds.). Routledge, 14 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access

The optimal distribution of the tax burden over the business cycle

Angelopoulos, K., Asimakopoulos, S. & Malley, J., 30 Sep 2019, In : Macroeconomic Dynamics. 23, 6, p. 2298-2337 47 p.

Research output: Contribution to journalArticle

Open Access
File
3 Citations (Scopus)
54 Downloads (Pure)
2018
File
56 Downloads (Pure)

Covariance Risk and the Ripple Effect in the UK Regional Housing Market’

Morley, B. & Thomas, D., 2018, In : Review of Economics and Finance. 13, 3, p. 1-13

Research output: Contribution to journalArticle

Differing House Price Linkages Across UK Regions: A Multi-Dimensional Recursive Ripple Model

Hudson, C., Hudson, J. & Morley, B., 1 Jun 2018, In : Urban Studies. 55, 8, p. 1636-1654 19 p.

Research output: Contribution to journalArticle

Open Access
File
7 Citations (Scopus)
92 Downloads (Pure)

Endogenous Real Wage Rigidity in a Search Frictions Model

Martin, C. & Wang, B., 31 Oct 2018, In : Oxford Economic Papers. 70, 4, p. 1016-1035 20 p., 5.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
8 Downloads (Pure)

Financial Development and Innovation-led Growth: Is Too Much Finance Better?

Asimakopoulos, S. & Zhu, X., 22 Nov 2018, (In preparation).

Research output: Working paper

File
83 Downloads (Pure)

Forecasting the Taylor rule exchange rate model using directional change tests

Wang, R. & Morley, B., 3 Dec 2018, In : Quantitative Finance and Economics. 2, 4, p. 931-951 20 p., 3.

Research output: Contribution to journalArticle

Open Access
File
139 Downloads (Pure)

How Do Oil Prices, Macroeconomic Factors and Policies Affect the Market for Renewable Energy?

Shah, I., Hiles, C. & Morley, B., 1 Apr 2018, In : Applied Energy. 215, p. 87 - 97 11 p.

Research output: Contribution to journalArticle

Open Access
File
23 Citations (Scopus)
8 Downloads (Pure)

How Should Central Banks Respond to Non-neutral Inflation Expectations?

Shah, I., Corrick, I. & Saboor, A., 1 Apr 2018, In : Open Economies Review. 29, 2, p. 321-351 31 p., s1107.

Research output: Contribution to journalArticle

Open Access
Open Access
File
87 Downloads (Pure)

Search Frictions, Efficiency Wages and Equilibrium Unemployment

Martin, C. & Wang, B., 2018, In : Review of Economic Analysis. 10, p. 45-54 10 p., 2.

Research output: Contribution to journalArticle

Open Access
File
66 Downloads (Pure)
2017

A methodology for determining the ‘cash economy’ in the European Union via an announcement effect’

Cullis, J. & Morley, B., 1 Aug 2017, In : European Journal of Law and Economics. 44, 1, p. 113-129 17 p.

Research output: Contribution to journalArticle

File
129 Downloads (Pure)

Debt and welfare in economies with land

Kokonas, N. & Polemarchakis, H., 1 Dec 2017, In : Economic Theory. 64, 4, p. 805–824 20 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
144 Downloads (Pure)

How Do Oil Prices, Macroeconomic Factors and Policies Affect the Market for Renewable Energy?

Shah, I., Hiles, C. & Morley, B., 6 Apr 2017, Department of Economics, University of Bath, (Bath Economics Research Working Papers; vol. 63/17).

Research output: Working paper

Open Access
File
249 Downloads (Pure)

On the Macroeconomics of the Quantity and Quality of Life

Schneider, M. T. & Winkler, R., Jul 2017.

Research output: Working paper

The Feldstein-Horioka puzzle and capital mobility: the role of the recent crisis

But, B. & Morley, B., 1 Mar 2017, In : Economic Systems. 41, 1, p. 139-150

Research output: Contribution to journalArticle

Open Access
File
5 Citations (Scopus)
25 Downloads (Pure)

Time-disaggregated dividend-price ratio and dividend growth predictability in large equity markets

Asimakopoulos, P., Asimakopoulos, S., Kourogenis, N. & Tsiritakis, E., 31 Oct 2017, In : Journal of Financial and Quantitative Analysis. 52, 5, p. 2305-2326 21 p.

Research output: Contribution to journalArticle

Open Access
File
4 Citations (Scopus)
51 Downloads (Pure)
2015

Optimal Mix of Basic and Applied Research, Distance to Frontier and Openness

Schneider, M. T., Gersbach, H. & Schneller, O., Aug 2015.

Research output: Working paper

2014

Knowledge Codification and Endogenous Growth

Schneider, M. T., Mar 2014.

Research output: Working paper

2004

Innovation Process 'Fuel Cell Vehicle': What Strategy Promises to be Most Successful?

Schneider, M. T., Grupp, H. & Schade, B., 2004, In : Technology Analysis and Strategic Management. 16, 2, p. 147 - 172 26 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)