Published Papers

Aidt, T. S., Davenport, R. and Grey, F. New Perspectives on the Contribution of Sanitary Investments to Mortality Decline in English Cities, 1845–1909, (2023) Economic History Review, 76(2), 624-660
Equiza-Goni, J., Faraglia, E. and Oikonomou, R. Union Debt Management, (2023) Journal of International Money and Finance, 130
Choi, S., Goyal, S., Moisan, F. and To, Y. Y. T. Learning in Networks: An Experiment on Large Networks with Real-World Features, (2023) Management Science
Choi, S., Goyal, S. and Moisan, F. Brokerage Rents and Intermediation Networks, (2023) Proceedings of the National Academy of Sciences of the United States of America, 120
Klusak, P., Agarwala, M., Burke, M., Kraemer, M. and Mohaddes, K. Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness, (2023) Management Science
Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise, (2022) Econometrica, 90(1), 367-389
Aidt, T. S., Winer, S. L. and Zhang, P. Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis, (2022) Cliometrica, 16, 547-574
Brotherhood, l., Cavalcanti, T., Da Mata, D. and Santos, C. Slums and Pandemics, (2022) Journal of Development Economics, 157
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N. Incorporating Stock Market Signals for Twitter Stance Detection, (2022) Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), 4074-4091
Huffman, D., Raymond, C. and Shvets, J. Persistent Overconfidence and Biased Memory: Evidence from Managers, (2022) American Economic Review, 112, 3141-3175
Arrondel, L., Calvo-Pardo, H., Giannitsarou, C. and Haliassos, M. Informative Social Interactions, (2022) Journal of Economic Behavior and Organization, 203, 246-263
Corsetti, G., Crowley, M. A. and Han, L. Invoicing and the Dynamics of Pricing-to-Market: Evidence from UK Export Prices around the Brexit Referendum, (2022) Journal of International Economics, 135
Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C. Climate Change and Economic Activity: Evidence from U.S. States , (2022) Oxford Open Economics, accepted
Onatski, A. and Wang, C. Spurious Factor Analysis, (2021) Econometrica, 89(2), 591-614
Corsetti, G., Duarte, J. B. and Mann, S. One Money, Many Markets, (2021) Journal of the European Economic Association, 20(1), 513–548
Kahn, M. E., Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C. Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis, (2021) Energy Economics, 104
Jain, S. and Majumdar, S. State Capacity, Redistributive Compensation and the Political Economy of Economic Policy Reform, (2020) International Review of Economics & Finance, 42, 462-473
Corsetti, G., Eichengreen, B., Hale, G. and Tallman, E. The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis, (2020) Open Economies Review, 31, 219-236
Corsetti, G., Erce, A. and Uy, T. Official Sector Lending Strategies During the Euro Area Crisis, (2020) The Review of International Organizations, 15, 667–705
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys, (2020) Journal of Public Economics, 189
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. Furloughing, (2020) Fiscal Studies Special Issue: The COVID‐19 Economic Crisis, 41, 591-622
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N. Will-They-Won’t-They: A Very Large Dataset for Stance Detection on Twitter, (2020) Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics, 1715-1724
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N. STANDER: An Expert-Annotated Dataset for News Stance Detection and Evidence Retrieval, (2020) Findings of the Association for Computational Linguistics: EMNLP 2020, 4086-4101
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N. Synthetic Examples Improve Cross-Target Generalization: A Study on Stance Detection on a Twitter corpus, (2020) Proceedings of the Eleventh Workshop on Computational Approaches to Subjectivity, Sentiment and Social Media Analysis, 181-187
Conforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N. Adversarial Training for News Stance Detection: Leveraging Signals from a Multi-Genre Corpus, (2020) Proceedings of the EACL Hackashop on News Media Content Analysis and Automated Report Generation, 1-7
Cavalcanti, T., Da Mata, D. and Santos, M. On the Determinants of Slum Formation, (2019) The Economic Journal, 129, 1971-1991
Cavalcanti, T., Da Mata, D. and, Toscani, F. Winning The Oil Lottery: The Impact of Natural Resource Extraction on Growth, (2019) Journal of Economic Growth, 1–37
Gallo, E., Riyanto, Y. E., Teh, T. and Roy, N. Strong Links Promote the Emergence of Cooperative Elites, (2019) Scientific Reports (Nature), 9
Harvey, A. C. and Lange, R-J. Modeling the Interactions between Volatility and Returns using EGARCH‐M, (2018) Journal of Time Series Analysis, 39(6), 909-919
Choi, S., Galeotti, A and Goyal, S. Trading in Networks: Theory and Experiments, (2017) Journal of the European Economic Association, 15(4), 784–817
Cavalcanti, T.V.D and Vaz, P.H. Access to Long-Term Credit and Productivity of Small and Medium Firms: A Causal Evidence, (2017) Economics Letters, 150, 21-25
Harvey, A. C. and Lange, R-J. Volatility Modeling with a Generalized t Distribution, (2017) Journal of Time Series Analysis, 38(2), 175-190
Caivano, M., Harvey, A. C. and Luati, A. Robust time series models with trend and seasonal components, (2016) SERIEs : Journal of the Spanish Economic Association, 99-120
da Rocha, B.T. and Solomou, S.N. The effects of systemic banking crises in the inter-war period, (2015) Journal of International Money and Finance, 54, 35-49
Gallo, E. and Yan, C. The effects of reputational and social knowledge on cooperation, (2015) Proceedings of the National Academy of Sciences, 112, 3647-3652
Caivano, M. and Harvey, A. C. Time series models with an EGB2 conditional distribution, (2014) Journal of Time Series Analysis, 35(6), 558-571
Harvey, A. C. and Luati, A. Filtering with heavy tails, (2014) Journal of the American Statistical Association, 109, 1112-1122
Harvey, A. C. and Sucarrat, G. EGARCH models with fat tails, skewness and leverage, (2014) Computational Statistics & Data Analysis, 76, 320-338
Antunes, A., Cavalcanti, T.V.D., Villamil, A. The Effects of Credit Subsidies on Development, (2014) Economic Theory, 58, 1-30
Jain,S., Majumdar,S. and Mukand, Sharun W. Walk the line: conflict, state capacity and the political dynamics of reform, (2014) Journal of Development Economics, 111, 150-166
Andres, P. Computation of Maximum Likelihood Estimates for Score Driven Models for Positive Valued Observations,, (2014) Computational Statistics and Data Analysis, 76, 34-42
Crossley, T. and Low, H. Job loss, credit constraints and consumption growth, (2013) Review of Economics and Statistics
Harvey, A. C. Tracking a changing copula, (2010) Journal of Empirical Finance, 17(3), 485-500

Cambridge Working Papers in Economics

Dalderop, J., Linton, O. B. Estimating a Density Ratio Model for Stock Market Risk and Option Demand, (2024) CWPE2411
Golin, M., Rauh, C. The Impact of Fear of Automation, (2022) CWPE2269
Cavalcanti, T., Iyer, S., Rauh, C., Roerig, C. and Vaziri, M. A City of God: Afterlife Beliefs and Job Support in Brazil, (2022) CWPE2268
Raymond, C., Shvets, .J. Rank vs Money: Evidence from Managers, (2022) CWPE2256
Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C. Climate Change and Economic Activity: Evidence from U.S. States, (2022) CWPE2205
Klusak, P., Agarwala, M., Burke, M., Kraemer, M. and Mohaddes, K. Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness, (2021) CWPE2127
Li, M. Z. and Linton, O. Robust Estimation of Integrated and Spot Volatility, (2021) CWPE2115
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. Furloughing, (2020) CWPE2079
Choi, S., Goyal, G. and Moisan, F. Large Scale Experiments on Networks: A New Platform with Applications, (2020) CWPE2063
De Mel, S., Munshi, K., Reiche, S. and Sabourian, H. Herding in Quality Assessment: An Application to Organ Transplantation, (2020) CWPE2052
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys, (2020) CWPE2032
Corsetti, G. and Maeng, S. H. Debt Crises, Fast and Slow, (2020) CWPE2009
Aidt, T., Winer, S., Zhang, P. Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution Hypothesis, (2020) CWPE2008
Choi, S., Goyal, S. and Moisan, F. Brokerage Rents and Intermediation Networks, (2020) CWPE2005
Onatski, A. and Wang, C. Spurious Factor Analysis, (2020) CWPE2003
Lloyd, S. P. and Marin, E. A. Exchange Rate Risk and Business Cycles, (2019) CWPE1996
Kahn, M. E., Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C. Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis, (2019) CWPE1965
Choi, S., Goyal, S. and Moisan, F. Connectors and Influencers, (2019) CWPE1935
Corsetti, G., Eichengreen, B., Hale, G. and Tallman, E. The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis, (2019) CWPE1914
Arrondel, L., Calvo-Pardo, H., Giannitsarou, C., Haliassos, M. Informative Social Interactions, (2019) CWPE1911
Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise, (2019) CWPE1908
Corsetti, G., Crowley, M. A. and Han, L. Invoicing and the Dynamics of Pricing-to-market - Evidence from UK Export Prices around the Brexit Referendum, (2018) CWPE1860
Corsetti, G., Duarte, J. B. and Mann, S. One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification, (2018) CWPE1816
Froemel, M. and Gottlieb, C. The Earned Income Tax Credit: Targeting the Poor but Crowding Out Wealth, (2016) CWPE1651
Gallo, E. and Yan, C. Efficiency and equilibrium in network games: An experiment, (2015) CWPE1546
Cho, S., Galeotti, A. and Goyal, S. Trading in Networks: Theory and Experiments, (2014) CWPE1457
Cavalcanti, T. V. D., Da Mata, D. and Toscani, F. Winning the Oil Lottery: The Impact of Natural Resource Extraction on Growth, (2014) CWPE1455
Alan, S., Crossley, T. and Low, H. Saving on a Rainy Day, Borrowing for a Rainy Day, (2012) CWPE1222