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Faculty of Economics

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Title Authors CWPE Number Year
Long Term Government BondsFaraglia, E., Marcet, A., Oikonomou, R., Scott, A.CWPE1683 [2016]
Improving Decision Making for Public R&D Investment in Energy: Utilizing Expert Elicitation in Parametric ModelsChan, G. and Anadon, L-D.CWPE1682 [2016]
How Fundamentalism Takes Root: A Simulation StudyFriedman, D. and Fan, J. and Gair, J. and Iyer, S. Redlicki, B and Velu, C.CWPE1681 [2016]
Oligopolistic competition and welfareRitz, Robert A.CWPE1680 [2016]
Double-question Survey Measures for the Analysis of Financial Bubbles and CrashesPesaran, Hashem. and Johnsson. Ida.CWPE1679 [2016]
Econometric Analysis of Production Networks with Dominant Units Pesaran, H. and Yang, C. F.CWPE1678 [2016]
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression ModelsChudik, A., and Kapetanios, G. and Pesaran, HashemCWPE1677 [2016]
Tariff Scares: Trade policy uncertainty and foreign market entry by Chinese firmsCrowley, M. A., Song, H., Meng, N.CWPE1676 [2016]
Macroeconomic Stabilization, Monetary-fiscal Interactions, and Europe's monetary UnionCorsetti, G., Dedola, L., Jarocinski, M., Mackowiak, B. and Schmidt, S.CWPE1675 [2016]
Long-Run Debt Ratios with Fiscal FatigueRobertson, D. and Tambakis, D.CWPE1674 [2016]
Using a spatial econometric approach to mitigate omitted variables in stochastic frontier models: An application to Norwegian electricity distribution networksOrea, L. and Álvarez, I. and Jamasb, T.CWPE1673 [2016]
A future auction mechanism for distributed generationGreve, T. and Pollitt, M.CWPE1672 [2016]
A coupled component GARCH model for intraday and overnight volatilityLinton, O. and Wu, J.CWPE1671 [2016]
Supply Chain Disruptions: Evidence from the Great East Japan EarthquakeCarvalho, V. M., Nirei, M., Saito, Y. U. and Tahbaz-Salehi, A.CWPE1670 [2016]
Labor Market Effects of Inconsistent Policy Interventions: Evidence from India’s Employment GuaranteesBahal, G. and Shrivastava, A.CWPE1669 [2016]
Fuel poverty and well-being: a consmer theory and stochastic fronteir approachRodríguez-Álvarez, A., Orea, L. and Jamasb, J.CWPE1668 [2016]
Experimentation and Learning-by-DoingSafronov, M.CWPE1667 [2016]
Corporate Debt Structure, Precautionary Savings, and Investment DynamicsXiao, J.CWPE1666 [2016]
Sovereign Risk and Bank Risk-TakingAri, A.CWPE1665 [2016]
Estimation of a Multiplicative Covariance Structure in the Large Dimensional CaseHafner, C. M. and Linton, O.CWPE1664 [2016]
The political economy of carbon pricing: a panel analysisDolphin, G.G., Pollitt, M. G. and Newbery, D.G. CWPE1663 [2016]
Falling Real Interest Rates, House Prices, and the Introduction of the PillLu, J. and Teulings, C.CWPE1662 [2016]
A simple introduction to the economics of storage: shifting demand and supply over time and spaceNewbery, D. G.CWPE1661 [2016]
Birth and DeathDasgupta, P.CWPE1660 [2016]
Investment in Productivity and the Long-Run Effect of Financial Crises on OutputDe Ridder, M.CWPE1659 [2016]
Economic zones for future complex power systemsGreve, T. and Greve, T. and Patsios C. and Pollitt, M. and Taylor, P.CWPE1658 [2016]
Contracting in a market with differential informationRocha, M. and Greve, T.CWPE1657 [2016]
Electricity network charging for flexibilityPollitt, M .G.CWPE1656 [2016]
Economically Relevant Human Capital or Multi-Purpose Consumption Good? Book Ownership in Pre-Modern WürttembergOgilvie, S., Edwards, J. and Küpker, M.CWPE1655 [2016]
Energy efficiency and rebound effect in European road freight transportLlorca, M. and Jamasb, T.CWPE1654 [2016]
Narrow IdentitiesDasgupta, P. and Goyal, S.CWPE1653 [2016]
Networks and MarketsGoyal, S.CWPE1652 [2016]
The Earned Income Tax Credit: Targeting the Poor but Crowding Out WealthFroemel, M. and Gottlieb, C.CWPE1651 [2016]
The Impact of Earthquakes on Economic Activity: Evidence from ItalyPorcelli, F. and Trezzi, R.CWPE1650 [2016]
Reconstruction multipliersTrezzi, R. and Porcelli, F.CWPE1649 [2016]
Consumer Spending and Fiscal Consolidation: Evidence from a Housing Tax ExperimentSurico, P. and Trezzi, R.CWPE1648 [2016]
Does risk aversion affect transmission and generation planning? A Western North America case studyMunoz, F. D., van der Weijde, A. H., Hobbs, B. F. and Watson, J-P.CWPE1647 [2016]
Optimal Power Generation Portfolios with Renewables: An Application to the UKAdams, R. and Jamasb, J.CWPE1646 [2016]
Step away from the zero lower bound: Small open economies in a world of secular stagnationCorsetti, G., Mavroeidi, E., Thwaites, G. and Wolf, M.CWPE1645 [2016]
The Case for Flexible Exchange Rates in a Great RecessionCorsetti, G., Kuester, K. and Müller, G. J.CWPE1644 [2016]
Are Bubbles Bad? Is a higher debt target for the Euro-zone desirable?Teulings, C. N.CWPE1643 [2016]
Secular Stagnation, Rational Bubbles, and Fiscal PolicyTeulings, C. N.CWPE1642 [2016]
The prisoner's dilemma in Cournot models: when endogenizing the level of competition leads to competitive behaviors.Abada, I. and Ehrenmann, A.CWPE1641 [2016]
Oil Prices and the Global Economy: Is It Different This Time Around?Mohaddes, K. and Pesaran, M. H.CWPE1640 [2016]
Electoral Accountability and the Natural Resource Curse: Theory and Evidence from IndiaDhillon, A., Krishnan, P., Patnam, M. and Perroni, C.CWPE1639 [2016]
Pricing electricity and supporting renewables in Heavily Energy Subsidized EconomiesNewbery, D. M.CWPE1638 [2016]
Alternative Asymptotics for Cointegration Tests in Large VARsOnatski, A. and Wang, C.CWPE1637 [2016]
Tracing the Evolution of Agglomeration Economies: Spain, 1860-1991Beltrán Tapia, F., Díez-Minguela, A. and Martinez-Galarraga, J.CWPE1636 [2016]
Shades of red and blue: Political ideology and sustainable developmentAidt, T. S., Castro, V. and Martins, R.CWPE1635 [2016]
Questioning the EU Target Electricity Model - how should it be adapted to deliver the Trilemma?Newbery, D. M.CWPE1634 [2016]
A Semiparametric Intraday GARCH ModelMalec, P.CWPE1633 [2016]
Which Smart Electricity Service Contracts Will Consumers Accept? The demand for compensation in a platform marketRichter, L.-L. and Pollitt, M.CWPE1632 [2016]
Flexible Mixed Logit with Posterior Analysis: Exploring Willingness-to-Pay for Grid ResilienceRichter, L.-L. and Weeks, M.CWPE1631 [2016]
Reading Between the Lines: Prediction of Political Violence Using Newspaper TextMueller, H. and Rauh, C.CWPE1630 [2016]
Overcoming barriers to electrical energy storage: Comparing California and EuropeCastellano, F. C. and Pollitt, M.CWPE1629 [2016]
A VCG Auction for Electricity StorageGreve, T. and Pollitt, M.CWPE1628 [2016]
Do nations just get the inequality they deserve? The 'Palma Ratio' re-examinedPalma, J. G.CWPE1627 [2016]
Employment Guarantee Schemes and Wages in IndiaBahal, G.CWPE1626 [2016]
What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions.Ahmed, M. F. and Satchell, S.CWPE1625 [2016]
The Empirical Landscape of Trade PolicyBown, C. and Crowley, M. A.CWPE1624 [2016]
OPEC vs US shale oil: Analyzing the shift to a market-share strategyBehar, A. and Ritz, R.CWPE1623 [2016]
The prospects for smart energy prices: observations from 50 years of residential pricing for fixed line telecoms and electricityOseni, M. and Pollitt, M.CWPE1622 [2016]
Rent seeking and the economics of corruptionAidt, T. S.CWPE1621 [2016]
Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll ModelChen, X., Linton, O. and Schneeberger, S.CWPE1620 [2016]
A Coasian Approach to Efficient Mechanism DesignSafronov, M.CWPE1619 [2016]
China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?Cashin, P., Mohaddes, K. and Raissi, M.CWPE1618 [2016]
How does renewables competition affect forward contracting in electricity markets?Ritz, R. A.CWPE1617 [2016]
Intraday Markets for Power: Discretizing the Continuous TradingNeuhoff, K., Ritter, N., Salah-Abou-El-Enien, A. and Vassilopoulos, P.CWPE1616 [2016]
A Global Carbon Market?Pollitt, M. G.CWPE1615 [2016]
Policies for decarbonizing a liberalized power sectorNewbery, D. M.CWPE1614 [2016]
Religion and Depression in AdolescenceCooley Fruehwirth, J., Iyer, S. and Zhang, A.CWPE1613 [2016]
Financial Linkages, Portfolio Choice and Systemic RiskGaleotti, A., Ghiglinoy , C. and Goyal, S.CWPE1612 [2016]
Big Data Analytics: A New PerspectiveChudik, A., Kapetanios, G. and Pesaran, M. H.CWPE1611 [2016]
It's the Society, Stupid! Communicating Emergent Climate Technologies in the Internet Age Corry, O. and Reiner, D.CWPE1610 [2016]
Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms McIntosh, G.CWPE1609 [2016]
Energy subsidies at times of economic crisis: A comparative study and scenario analysis of Italy and Spain Mahalingam, A. and Reiner, D.CWPE1608 [2016]
Asymptotic Theory for Beta-t-GARCHIto, R.CWPE1607 [2016]
Spline-DCS for Forecasting Trade Volume in High-Frequency FinanceIto, R.CWPE1606 [2016]
The U.S. Oil Supply Revolution and the Global EconomyMohaddes, K. and Raissi, M.CWPE1605 [2016]
The economics of global LNG trade: the case of Atlantic and Pacific inter-basin arbitrage in 2010-2014 Chyong, C.-K. and Kazmin, R.CWPE1604 [2016]
Strategic investment, multimarket interaction and competitive advantage: An application to the natural gas industryRitz, R.CWPE1603 [2016]
The long-run equilibrium impact of intermittent renewables on wholesale electricity pricesNewbery, D. M.CWPE1601 [2016]

Recent Publications


Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise Econometrica [2022]

Huffman, D., Raymond, C. and Shvets, J. Persistent Overconfidence and Biased Memory: Evidence from Managers American Economic Review [2022]

Ding, Y. A Simple Joint Model for Returns, Volatility and Volatility of Volatility Journal of Econometrics [2023]

Bhattacharya, D. Nonparametric Approaches to Empirical Welfare Analysis Journal of Economic Literature, forthcoming [2023]