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Welcome to Repository@Nottingham

The Repository@Nottingham is intended to be an Open Access showcase for the published research output of the university. Whenever possible, refereed documents accepted for publication, or finished artistic compositions presented in public, will be made available here in full digital format, and hyperlinks to standard published versions will be provided. See our Policies for further information.

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Latest Additions

A New Heteroskedasticity-Robust Test for Explosive Bubbles (2024)
Journal Article
Harvey, D. I., Leybourne, S. J., Taylor, A. M. R., & Zu, Y. (in press). A New Heteroskedasticity-Robust Test for Explosive Bubbles. Journal of Time Series Analysis,

We propose a new class of modified regression-based tests for detecting asset price bubbles designed to be robust to the presence of general forms of both conditional and unconditional heteroskedasticity in the price series. This modification, based... Read More about A New Heteroskedasticity-Robust Test for Explosive Bubbles.

Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments (2024)
Journal Article
Harvey, D. I., Leybourne, S. J., & Zu, Y. (in press). Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments. Journal of Business and Economic Statistics,

We consider the issue of testing the null of equal average forecast accuracy in a model where the forecast error loss differential series has a potentially non-constant mean function over time. We show that when time variation is present in the loss... Read More about Testing for Equal Average Forecast Accuracy in Possibly Unstable Environments.

The Textbook Case for Industrial Policy: Theory Meets Data (2024)
Journal Article
Bartelme, D., Mit, A. C., Donaldson, D., & Rodriguez-Clare, A. (in press). The Textbook Case for Industrial Policy: Theory Meets Data. Journal of Political Economy,

The textbook case for industrial policy is well understood. If some sectors are subject to external economies of scale, whereas others are not, a government should subsidize the first group of sectors at the expense of the second. Little is known, ho... Read More about The Textbook Case for Industrial Policy: Theory Meets Data.

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