Jan M. Podivinsky's Home Page


Economics Division, Social Sciences
University of Southampton
Southampton SO17 1BJ, United Kingdom

Email: jmp AT soton DOT ac DOT uk
Recent Papers and Publications

Mohd Daud, Siti Nurazira and Podivinsky, Jan M (2011). An Accumulation of International Reserves and External Debt: Evidence from Developing Countries. Global Economic Review, Vol. 40(3), 229-249.

Mohd Daud, Siti Nurazira and Podivinsky, Jan M (2011). Debt–Growth Nexus: A Spatial Econometrics Approach for Developing Countries. Transitional Studies Review, Vol. 18(1), 1-15.

McVicar, Duncan and Podivinsky, Jan M (2010). Are Active Labour Market Programs Least Effective Where They Are Most Needed? The Case of the British New Deal for Young People. Melbourne Institute of Applied Economic and Social Research, Working Paper, No. 16/10 (September 2010). Paper presented at the 3rd World Conference EALE/SOLE, London, June 2010.

Arando, Saioa, Podivinsky, Jan M and Stewart, Geoff (2010). Do Labour-Managed Firms Benefit from Agglomeration? Paper presented at the 37th EARIE Annual Conference, Istanbul, September 2010.

Cheong, Chongcheul, Kim, Gi-Hong and Podivinsky, Jan M (2010). The Impact of Inflation Uncertainty on Interest Rates. Paper presented at the African Econometric Society 15th Annual Conference, Cairo, July 2010, and the Econometric Society Australasian Meeting, Adelaide, July 2011.

Podivinsky, Jan M and Stewart, Geoff (2009). Modelling Proportions: Random Effects Models of UK Firm Entry. Singapore Economic Review, special issue on Panel Data Econometrics, ed. by Jan F Kiviet, Vol. 54(3), 367-377.

McVicar, Duncan and Podivinsky, Jan M (2009). How Well Has the New Deal for Young People Worked in the UK Regions? Scottish Journal of Political Economy, Vol. 56(2), 167-195.

Podivinsky, Jan M and Stewart, Geoff (2007). Why is Labour-Managed Firm Entry so Rare? An Analysis of UK Manufacturing Data. Journal of Economic Behavior and Organization, Vol. 63(1), 177-192.

McVicar, Duncan and Podivinsky, Jan M (2007). The New Deal for Young People. Economic Review, Vol. 24(4), 24-26.

McVicar, Duncan and Podivinsky, Jan M (2007). Does the Impact of Welfare to Work Depend on the State of the Labour Market? The Case of the UK New Deal for Young People. University of Southampton Discussion Papers in Economics and Econometrics, No. 0704.

McVicar, Duncan and Podivinsky, Jan M (2005). Into Jobs or Into the Classroom?: The UK New Deal for Young People, Ch. 7 (pp. 163-185) in Best Practice in the Evaluation of Labour Market Programmes for Vulnerable Groups (edited by Ides Nicaise). Report to The European Commission (Employment and Social Affairs DG) and co-financed by the Flemish Government. Katolieke Universiteit Leuven.

Podivinsky, Jan M and Stewart, Geoff (2004). Why Are Labour-Managed Firms So Rare? An Analysis of Entry Using UK Panel Data. University of Southampton Discussion Papers in Economics and Econometrics, No. 0402.

Lu, Maozu and Podivinsky, Jan M (2003). The Robustness of Trend Stationarity: An Illustration with the Extended Nelson-Plosser Dataset. Econometric Reviews, Vol. 22(3), 261-267.

McVicar, Duncan and Podivinsky, Jan M (2003). Has the New Deal in Scotland Helped Young People Out of Unemployment and Into Jobs? Report to scotecon: The Scottish Economic Policy Network (ISBN: 1 904365 19 1).

McVicar, Duncan and Podivinsky, Jan M (2003). Into Jobs or Into the Classroom?: The UK New Deal for Young People. Northern Ireland Economic Research Centre Working Paper, No. 80.

McVicar, Duncan and Podivinsky, Jan M (2003). How Well Has the New Deal for Young People Worked in the UK Regions? Northern Ireland Economic Research Centre Working Paper, No. 79.

Podivinsky, Jan M and McVicar, Duncan (2002). Unemployment Duration Before and After New Deal. Northern Ireland Economic Research Centre Working Paper, 74. [revised March 2003]

McVicar, Duncan and Podivinsky, Jan M (2002). Young People, Unemployment Duration and the New Deal in Northern Ireland. Department for Employment and Learning, Belfast, Evaluation Report No. 5 [revised April 2003].

McVicar, Duncan and Podivinsky, Jan M (2001). Duration Dependence and Routes Out of Joblessness for Young People. Northern Ireland Economic Research Centre Working Paper, 66.

Silvapulle, Param and Podivinsky, Jan M (2000). The Effect of Non-Normal Disturbances and Conditional Heteroskedasticity on Multiple Cointegration and Restriction Tests. Journal of Statistical Computation and Simulation, Vol. 65(2), 173-189.

Podivinsky, Jan M and King, Maxwell L (2000). The Exact Power Envelope of Tests for a Unit Root. University of Southampton Discussion Papers in Economics and Econometrics, No. 0026.

Podivinsky, Jan M (1999). Finite Sample Properties of GMM Estimators and Tests, Ch. 5. In L. Mátyás (Ed.), Generalized Method of Moments Estimation (pp. 128-148). Cambridge: Cambridge University Press.

Podivinsky, Jan M (1999). Ox 2.10: Beast of Burden or Object of Desire? Journal of Economic Surveys, Vol. 13(4), 491-502.

Podivinsky, Jan M (1998). Testing Misspecified Cointegrating Relationships. Economics Letters, Vol. 60(1), 1-9.

Podivinsky, Jan M (1996). SNP: A Program for Non-Parametric Time Series Analysis. Economic Journal, Vol. 106(439), 1825-1829.

Jan B Jakobsen and Jan M Podivinsky (1995). The Equity Premium in a Two-Sector Stochastic Endogenous Growth Model. Copenhagen Business School, Institute of Finance Working Paper, No. 95-9.

Isabel C Andrade, R J O'Brien and Jan M Podivinsky (1994) Cointegration Tests and Mean Shifts. University of Southampton, Discussion Papers in Economics and Econometrics, No. 9405.

Podivinsky, Jan M (1992). Small Sample Properties of Tests of Linear Restrictions on Cointegrating Vectors and Their Weights. Economics Letters, Vol. 39(1), 13-18.

G J Edmonds, R J O'Brien and Jan M Podivinsky (1992). Unit Root Tests and Mean Shifts. University of Southampton, Discussion Papers in Economics and Econometrics, No. 9215.


Brief CV

Econometric Links

Some Financial Data
garch exchange rate data (EViews example workfile) from Verbeek, A Guide to Modern Econometrics, Wiley, 2000.
US$/DM exchange rate (EViews example workfile).
Dow Jones weekly index 1980-1994 (EViews workfile) from Franses, Time Series Models for Business and Economic Forecasting, Cambridge University Press, 1998.
Stock Index and Currency data (LARGE EViews workfiles) from Franses and van Dijk, Nonlinear Time Series Models in Empirical Finance, Cambridge University Press, 2000.
Eviews
A simple Eviews tutorial for estimating OLS regressions. [Click on the >> button to proceed]
Links to Gauss Resources (N.B. not updated!)
Useful Finance Links (N.B. not updated!)
FINWeb - Internet resources for economics and finance-related topics
Chapter One from Robert J. Shiller's Irrational Exuberance, Princeton University Press, 2000
Chapter One from Campbell, Lo, and MacKinlay's The Econometrics of Financial Markets, Princeton University Press, 1997
Nouriel Roubini's Global Macroeconomic and Financial Policy Site
Will Goetzmann's Learning Curves
Kar-yiu Wong's Asian Crisis home page
Behavioural Finance References (N.B. not updated!)
Barberis, Nicholas, and Thaler, Richard H. (2003), A Survey of Behavioral Finance, Ch. 18 in George M. Constantinides, Milton Harris and Rene M. Stulz (eds), Handbook of the Economics of Finance, Vol. 1B, Amsterdam: Elsevier.
Campbell, John Y. (2000), Asset Pricing at the Millennium, Journal of Finance, 55(4), 1515-1567.
De Bondt, Werner F. M., and Thaler, Richard H. (1995), Financial Decision-Making in Markets and Firms: A Behavioral Perspective, Ch. 13 in Robert A. Jarrow, V. Maksimovic and W. T. Ziemba (eds), Handbooks in Operations Research and Management Science, Vol. 9: Finance, pp. 385-410, Amsterdam: Elsevier.
Fama, Eugene F. (1998), Market Efficiency, Long Term Returns and Behavioral Finance, Journal of Financial Economics, 49(3), 283-306.
Ritter, Jay R. (2003), Behavioral Finance, Pacific-Basin Finance Journal, 11(4), 429-437.
Shefrin, Hersh (2000), Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing, Boston, MA: Harvard Business School Publishing.
Shiller, Robert J. (1999), Human Behavior and the Efficiency of the Financial System, Ch. 20 in John B. Taylor and Michael Woodford (eds), Handbook of Macroeconomics, Vol. 1C, pp. 1305-1340, Amsterdam: Elsevier.
Shiller, Robert J. (2000), Irrational Exuberance, Princeton, NJ: Princeton University Press.
Shleifer, Andrei (2000), Inefficient Markets: An Introduction to Behavioral Finance, Oxford: Oxford University Press.
Thaler, Richard H. (ed) (1993), Advances in Behavioural Finance, New York: Russell Sage Foundation.

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Last updated: October 2011