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Faculty of Economics

Title Authors Journal Year
A Simulation Study of How Religious Fundamentalism Takes RootFan, J., Friedman, D., Gair, J., Iyer, S., Redlicki, B. and Velu, C. Journal of Economic Behavior and Organization, forthcoming[2022]
Franchise extension and fiscal structure in the United Kingdom 1820-1913: A new test of the Redistribution HypothesisAidt, T. S., Winer, S. L. and Zhang, P.Cliometrica, forthcoming[2021]
Religion and Discrimination: A Review Essay of Persecution and Toleration: The Long Road to Religious FreedomIyer, S.Journal of Economic Literature, forthcoming[2022]
Dynamic Tobit modelsHarvey, A. C. and Liao, Y. Econometrics and Statistics[2021]
Spectral Distribution of the Sample Covariance of High-Dimensional Time Series With Unit RootsOnatski, A. and Wang, C. Statistica Sinica, forthcoming[2021]
Gender and CollaborationDuctor, L., Goyal, S. and Prummer, A.Review of Economics and Statistics, forthcoming[2021]
Learning From Near Misses from Covid 19Velu, C. and Iyer, S.Proceedings of the National Academy of Sciences[2021]
Social Distancing and Supply Disruptions in a PandemicBodenstein, M., Corsetti G. and Guerrieri, L.Quantitative Economics, accepted[2021]
A Farewell to R: Time Series Models for Tracking and Forecasting EpidemicsHarvey, A. C. and Kattuman, P.Journal of the Royal Society Interface[2021]
Waning Immunity and the Second Wave: Some Projections for SARS-CoV-2Giannitsarou, C., Kissler, S. and Toxvaerd, F.M.O.American Economic Review: Insights[2021]
One Money, Many Markets - Monetary Transmission and Housing Financing in the Euro AreaCorsetti, G., Duarte, J. B. and Mann, S.Journal of the European Economic Association, accepted[2021]
Volatile Hiring: Uncertainty in Search and Matching ModelsDen Haan, W., Freund, L. B. and Rendahl, P. Journal of Monetary Economics, forthcoming[2021]
Non-Linearities, State-Dependent Prices and the Transmission Mechanism of Monetary PolicyAscari, G. and Haber, T.The Economic Journal, forthcoming[2021]
Time Series Models for Epidemics: Leading Indicators, Control Groups and Policy AssessmentHarvey, A. C.National Institute Economic Review[2021]
Score-Driven Time Series ModelsHarvey, A. C.Annual Review of Statistics and Its Application, to appear[2021]
Tracking the COVID-19 Crisis with High-Resolution Transaction DataCarvalho, V. M., Garcia, J. R., Hansen, S., Ortiz, A., Rodrigo, T., Rodríguez Mora, J. V. and Ruiz, P.Royal Society Open Science[2021]
Population, Ecological Footprint, and the Sustainable Development GoalsDasgupta, P., Dasgupta, A. and Barrett, S.Environment and Resource Economics, forthcoming[2021]
Investments in Social Ties, Risk Sharing, and Inequality Ambrus, A. and Elliott, M.Review of Economic Studies[2021]
The Dasgupta Review: Supplementary Notes on Investment in Conservation and Restoration, Family Planning, and Reproductive HealthDasgupta, P.National Institute Economic Review[2021]
Tracking The Mutant: Forecasting and Nowcasting COVID-19 in the UK in 2021Harvey, A. C., Kattuman, P. and Thamotheram, C.National Institute Economic Review[2021]
Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic ModelsParente, P. M. D. C. and Smith, R. J.Journal of Time Series Analysis[2021]
Trade Credit, Trade Income Elasticity and the International Transmission of ShocksWatson, A.Eurasian Economic Review, accepted[2021]
Foreign Influence and Domestic PolicyAidt, T. S., Albornoz, F. and Hauk, E.Journal of Economic Literature[2021]
A ReMeDI for Microstructure NoiseMerrick Li, Z. and Linton, O.Econometrica, forthcoming[2021]
A Unified Framework for Efficient Estimation of General Treatment ModelsAi, C., Linton, O., Motegi, K. and Zhang, Z.Quantitative Economics, forthcoming[2021]
Modelling Demand for ESGAhmed, M. F., Gao, Y. and Satchell, S.European Journal of Finance, accepted[2021]
Supply Chain Disruptions: Evidence from the Great East Japan EarthquakeCarvalho, V. M., Nirei, M., Saito, Y. U. and Tahbaz-Salehi, A.Quarterly Journal of Economics[2021]
The Interaction of Structural Factors and Diffusion in Social Unrest: Evidence from the Swing RiotsAidt, T. S. and Leon, G.British Journal of Political Science[2021]
Spurious Factor AnalysisOnatski, A. and Wang, C.Econometrica[2021]
Beta Herding Through Overconfidence: A Behavioral Explanation of the Low-Beta AnomalyHwang, S., Rubesam, A. and Salmon, M.Journal of International Money and Finance[2021]
SONIC: SOcial Network analysis with Influencers and CommunitiesChen, C. Y.-H., Klochkov, Y. and Härdle, W. K.Journal of Econometrics, forthcoming[2021]
Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)DistributionCantore, C. and Freund, L. B.Journal of Monetary Economics[2021]
Robust k-means Clustering for Distributions with Two MomentsKlochkov, Y., Kroshnin, A. and Zhivotovskiy, N.Annals of Statistics, forthcoming[2020]
Systemic Risk Shifting in Financial NetworksElliott, M., Georg, C-P. and Hazell, J.Journal of Economic Theory[2021]
Uniform Hanson-Wright Type Concentration Inequalities for Unbounded Entries via the Entropy MethodKlochkov, Y. and Zhivotovskiy, N.Electronic Journal of Probability[2020]
Targeting Interventions in NetworksGaleotti, A., Golub, B. and Goyal, S.Econometrica[2020]
The Empirical Content of Binary Choice ModelsBhattacharya, D.Econometrica[2021]
The Strategy of ConquestDziubinski, M., Goyal, S. and Minarsch, D. E. N.Journal of Economic Theory[2021]
When Will the Covid-19 Pandemic Peak?Li, S. and Linton, O.Journal of Econometrics[2021]
Estimation of the Kronecker Covariance Model by Quadratic FormLinton, O. and Tang, H.Econometric Theory, forthcoming[2021]

Papers and Publications

Recent Publications

Fruehwirth, J., Iyer, S. and Zhang, A. Religion and Depression in Adolescence Journal of Political Economy [2019]

Onatski, A. and Wang, C. Spurious Factor Analysis Econometrica [2021]

Cantore, C. and Freund, L. B. Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution Journal of Monetary Economics [2021]

Vogt, M., Linton, O. Multiscale clustering of nonparametric regression curves Journal of Econometrics [2020]