Jan M. Podivinsky's Home Page


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

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

Podivinsky, J M and Stewart, G (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, D and Podivinsky, J M (2007). The New Deal for Young People. Economic Review, Vol. 24(4), 24-26.

McVicar, D and Podivinsky, J M (2006). 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.

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

McVicar, D and Podivinsky, J M (2003). Into Jobs or Into the Classroom?: The UK New Deal for Young People, Northern Ireland Economic Research Centre Working Paper, 80.

McVicar, D and Podivinsky, J M (2003). How Well Has the New Deal for Young People Worked in the UK Regions? Northern Ireland Economic Research Centre Working Paper, 79. [Click here for Figures]

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

McVicar, D and Podivinsky, J M (2002). Young People, Unemployment Duration and the New Deal in Northern Ireland. Department for Employment and Learning, Belfast. [revised April 2003]

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

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

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

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


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
Useful Finance Links
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: 2 March 2007