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Faculty of Economics

Papers and Publications



Recent Publications


Onatski, A. and Wang, C. Alternative Asymptotics for Cointegration Tests in Large VARs Econometrica [2018]

Carvalho, V. M. and Grassi, B. Large Firm Dynamics and the Business Cycle American Economic Review [2019]

Todd, P. E. and Zhang, W. A Dynamic Model of Personality, Schooling, and Occupational Choice Quantitative Economics [2020]

Linton, O. A coupled component DCS-EGARCH model for intraday and overnight volatility Journal of Econometrics [2020]