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Faculty of Economics

Title Authors Journal Year
Social Distancing and Supply Disruptions in a PandemicBodenstein, M., Corsetti G. and Guerrieri, L.Quantitative Economics, accepted[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]
Time Series Models for Epidemics: Leading Indicators, Control Groups and Policy AssessmentHarvey, A. C.National Institute Economic Review, to appear[2021]
Score-Driven Time Series ModelsHarvey, A. C.Annual Review of Statistics and Its Application, to appear[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]
Waning Immunity and the Second Wave: Some Projections for SARS-CoV-2Giannitsarou, C., Kissler, S. and Toxvaerd, F.M.O.American Economic Review: Insights, forthcoming[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]
Does electricity drive structural transformation? Evidence from the United StatesGaggl, P., Gray, R., Marinescu, I. and Morin, M.Labour Economics[2021]
A Portmanteau Test for Serial Correlation in Short PanelsJochmans, K.Econometric Theory, forthcoming[2020]
Heuristic Methods for Updating Small World Representations in Strategic Situations of Knightian UncertaintyFeduzi, A., Faulkner, P., Runde, J., Cabantous, L. and Loch, CAcademy of Management Review, forthcoming[2020]
The Heterogeneous Effects of COVID-19 on Labor Market Flows: Evidence from Administrative DataCasarico, A. and Lattanzio, S.Covid Economics[2020]
Testing for Correlation in Error‐Component ModelsJochmans, K. Journal of Applied Econometrics[2020]
A Farewell to R: Time Series Models for Tracking and Forecasting EpidemicsHarvey, A. C. and Kattuman, P.Covid Economics[2020]
Heteroskedasticity-Robust Inference in Linear Regression Models with many CovariatesJochmans, K. Journal of the American Statistical Association[2020]
Beyond Competitive Devaluations: The Monetary Dimensions of Comparative AdvantageBergin, P. R. and Corsetti, G.American Economic Journal: Macroeconomics[2020]
Communication Networks in MarketsGallo, E.European Economic Review[2020]
América Latina en su “Momento Gramsciano”. Las limitaciones de una salida tipo “nueva socialdemocracia europea” a este impassePalma, J. G.El Trimestre Económico[2020]
Nonparametric Euler Equation Identification and EstimationEscanciano, J C., Hoderlein, S., Lewbel, A., Linton, O. and Srisuma, S.Econometric Theory, forthcoming[2021]

Papers and Publications



Recent Publications


Jochmans, K. and Weidner, M. Fixed-Effect Regressions on Network Data Econometrica [2019]

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

Chen, C. Y.-H., Klochkov, Y. and Härdle, W. K. SONIC: SOcial Network analysis with Influencers and Communities Journal of Econometrics, forthcoming [2021]

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