| Title | Authors | Year | JEL Codes |
|---|
| Political markets as equity price factors | Auld, T. | [2022] | C38 C51 D72 G12 G14 G15 |
| Betting and financial markets are cointegrated on election night | Auld, T. | [2022] | C51 D72 G12 G14 G15 |
| Why Do Couples and Singles Save During Retirement? | De Nardi, M., French, E., Bailey Jones, J., McGee, R. | [2021] | C51 D14 D15 I14 |
| Testing and Modelling Time Series with Time Varying Tails | Palumbo, D. | [2021] | C12 C18 C51 C52 C46 C58 G12 |
| Semiparametric Single-index Predictive Regression | Zhou, W., Gao, J., Harris, D. and Kew, H. | [2019] | C13 C14 C32 C51 |
| Robust Tests for Convergence Clubs | Corrado, L., Stengos, T., Weeks, M., Ege Yazgan, M. | [2018] | C51 R11 R15 |
| Spline-DCS for Forecasting Trade Volume in High-Frequency Finance | Ito, R. | [2016] | C22 C51 C53 C58 G12 |
| Inefficiency persistence and heterogeneity in Colombian electricity distribution utilities | Galán, J. E. and Pollitt, M. | [2014] | C11 C23 C51 D24 L94 |
| Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data | Ito, R. | [2013] | C22 C51 C53 C58 G01 G12 |
| Estimating market power in homogenous product markets using a composed error model: application to the California electricity market | Orea, L. and Steinbuks, J. | [2012] | C34 C51 L13 L94 |
| Tests for Convergence Clubs | Corrado, L. and Weeks, M. | [2011] | C51 R11 R15 |
| Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market | Pesaran , M. H. | [2010] | C51 C52 G11 |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit | Pesaran , M. H. and Chudik, A. | [2010] | C10 C33 C51 |
| Factor Demand Linkages, Technology Shocks and the Business Cycle | Holly, S. and Petrella, I. | [2010] | E20 E32 C31 C51 |
