Faculty of Economics

Recent Publications



Title Authors Journal Year
Oil prices and the global economy: Is it different this time around? Mohaddes,K. and Pesaran,M.H. Energy Economics [2017]
An investigation into multivariate variance ratio statistics and their application to stock market predictability Hong, S.Y., Linton, O. and Zhang, H.J. Journal of Financial Econometrics [2017]
Individual security, contagion, and network design Cerdeiro, D.A., Dziubinski, M. and Goyal, S. Journal of Economic Theory [2017]
A Critique of Estimates of the Economic Impact of Brexit Gudgin, G., Coutts, K., Gibson, N. and Buchanan, J. Energy Economics, forthcoming [2017]
Are prices enough? The economics of material demand reduction Aidt, T.S., Jia, L. and Low, H. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences [2017]
Run-time Reconfigurable Acceleration for Genetic Programming Fitness Evaluation in Trading Strategies Funie, A-I., Grigoras, P., Burovskiy, P., Luk, W. and Salmon, M. Journal of Signal Processing Systems [2017]
Volatility Modelling with a Generalized t-distribution Harvey, A. C. and R-J. Lange Journal of Time Series Analysis [2017]
A discrete-choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance Boneva, L. and Linton, O. Journal of Applied Econometrics [2017]
Unknowns, Black Swans and the risk/uncertainty distinction Faulkner, P., Feduzi, A., and Runde, J. Cambridge Journal of Economics, forthcoming [2017]
OPEC vs US shale: Analyzing the shift to a market-share strategy Behar, A. and Ritz, R. Energy economics [2017]
Is there a debt-threshold effect on output growth? Chudik, A., Mohaddes, K., Pesaran, M.H., and Raissi, M. Review of Economics and Statistics [2017]
Fair weather or foul? The macroeconomic effects of El Niņo Cashin, P., Mohaddes, K., and Raissi, M. Journal of International Economics [2017]
Dynamic limit pricing Toxvaerd, F.M.O. The RAND Journal of Economics [2017]
Access to long-term credit and productivity of small and medium firms: a causal evidence Cavalcanti, T.V.D and Vaz, P.H. Economics Letters [2017]
Networks, markets and inequality Gagnon, J. and Goyal, S. American Economic Review [2017]
Unit root inference in generally trending and cross-correlated fixed-T panels Robertson, D., Sarafidis, V. and Westerlund, J. Journal of Business and Economic Statistics [2017]
Classification of non-parametric regression functions in longitudinal data models Vogt, M. and Linton, O. Journal of the Royal Statistical Society. Series B: Statistical Methodology [2017]
How do you defend a network? Dziubinski, M. and Goyal, S. Theoretical Economics [2017]
From open to secret ballot: vote buying and modernization Aidt, T.S. and Jensen,P.S. Comparative Political Studies [2017]