Andy Snell

Edinburgh University

Contact Information

Telephone Number: 0131 650 3848

Email Address: Andy.Snell@ed.ac.uk

Homepage: http://webdb.ucs.ed.ac.uk/management/econ_people/AndySnell.html

Department Telephone Number: 0131 650 8362

Department Fax Number: 0131 650 4514

Current Research Interests

Economics of transition in Central and Eastern Europe, the former Soviet Union, and China, especially: enterprise performance and restructuring, privatization, financial markets, public finance, labour markets.

Publications

"A Theoretical Analysis of Institutional Investors' Trading Costs in Auction and Dealer Markets", forthcoming in the Economic Journal, July 2003, with I. Tonks. 

"Testing for a Unit Root in the Nonlinear STAR Framework", forthcoming in Journal of Econometrics, with G. Kapetanios and Y. Shin.  

"What moves OECD real interest rates", forthcoming in Journal of Money Credit and Banking, with J. Driffill. 

"Testing for r versus r-1 cointegrating vectors", in Journal of Econometrics, November 1998, vol 88, no1 pp 151-193.

"Fiscal policy, public debt stabilisation and politics: theory and UK evidence", Economic Journal, July 1996 (18 pages), with B Lockwood and A Philippopoulos. 

"Testing for asymmetric information and inventory control effects in market maker behaviour on the LSE", Journal of Empirical Finance, 1998, (25 pages), with I Tonks. 

"A test of PPP based on the largest principal component of real exchange rates of the main OECD economies", Economics Letters, August, 1996 (7 pages)