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Faculty of Economics

Title Authors Journal Year
Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?Ashby, M. and Linton, O. B. Journal of Risk and Financial Management[2024]
Religion, Covid-19 and Mental HealthBahal, G., Iyer, S., Shastry, K., and Shrivastava, A.European Economic Review[2023]
Building Bridges to Peace: A Quantitative Evaluation of Power-Sharing AgreementsMueller, H. and Rauh, C. Economic Policy, accepted[2024]
Inferring Trade-Offs in University Admissions: Evidence from CambridgeBhattacharya, D. and Shvets, J.Journal of Political Economy, accepted[2023]
Do Fossil Fuel Firms Reframe Online Climate and Sustainability Communication? A Data-Driven AnalysisDebnath, R., Ebanks, D., Mohaddes, K., Roulet, T. and Alvarez, R. M. npj Climate Action[2023]
On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the USRauh, C. and Valladares-Esteban, A. Review of Economic Dynamics[2023]
Social distancing in networks: A web-based interactive experimentGallo, E., Barak, D. and Langtry, A.Journal of Behavioral and Experimental Economics[2023]
Efficiency and Equilibrium in Network Games: An ExperimentGallo, E. and Yan, C.Review of Economics and Statistics[2023]
Incorporating Social Welfare in Program-Evaluation and Treatment ChoiceBhattacharya, D. and Komarova, T.Review of Economics and Statistics, accepted[2023]
Building an Alliance to Map Global Supply NetworksPichler, A., Diem, C., Brintrup, A., Lafond, F., Magerman, G., Buiren, G., Choi, T., Carvalho, V. M., Farmer, J. and Thurner, S. Science[2023]
Dynamic Autoregressive Liquidity (DArLiQ)Hafner, C. M., Linton, O. B. and Wang, L. Journal of Business & Economic Statistics[2023]
Harnessing human and machine intelligence for planetary-level climate actionDebnath, R., Creutzig F., Sovacool, B.K. and Shuckburgh, E. npj Climate Action[2023]
Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign CreditworthinessKlusak, P., Agarwala, M., Burke, M., Kraemer, M. and Mohaddes, K. Management Science[2023]
Social Positioning Theory and Quantum MechanicsLawson, T.Journal for the Theory of Social Behaviour, forthcoming[2023]
Capability Accumulation and Conglomeratization in the Information AgeChen, J., Elliott, M. and Koh, A. Journal of Economic Theory[2023]
Score-Driven Models for Realized VolatilityHarvey, A. C. and Palumbo, D.Journal of Econometrics, to appear[2023]
Not so smart? “Smart” drugs increase the level but decrease the quality of cognitive effortBowman, E., Coghill, D., Murawski, C. and Bossaerts, P.Science Advances[2023]
Brokerage Rents and Intermediation NetworksChoi, S., Goyal, S. and Moisan, F. Proceedings of the National Academy of Sciences of the United States of America[2023]
Modeling Circular Time SeriesHarvey, A. C., Hurn, S., Palumbo, D. and Thiele, S.Journal of Econometrics, to appear[2023]
Economic Factors Underlying Biodiversity LossDasgupta, P. and Levin, S.Philosophical Transactions of the Royal Society B[2023]
Demand and Welfare Analysis in Discrete Choice Models with Social InteractionsBhattacharya, D., Dupas, P. and Kanaya, S.Review of Economic Studies, accepted[2023]
Does Competition Increase Pass-Through?Ritz, R.RAND Journal of Economics, forthcoming[2023]
The Human Person, the Human Social Individual and Community InteractionsLawson, T.Cambridge Journal of Economics[2023]
Lethal Heatwaves are Challenging India’s Sustainable DevelopmentDebnath, R., Bardhan, R. and Bell, M. L.PLOS Climate[2023]
Dynamic Tobit ModelsHarvey, A. C. and Liao, Y.Econometrics and Statistics[2023]
Nonparametric Approaches to Empirical Welfare AnalysisBhattacharya, D.Journal of Economic Literature, forthcoming[2023]
Common Short Selling and Excess Comovement: Evidence from a Sample of LSE StocksGeraci, M. V., Gnabo, J-Y. and Veredas, D. Journal of Financial Markets[2023]
More than Words: Leaders' Speech and Risky Behavior During a PandemicAjzenman, N., Cavalcanti, T. and Da Mata, D American Economic Journal: Economic Policy[2023]
Learning in Networks: An Experiment on Large Networks with Real-World FeaturesChoi, S., Goyal, S., Moisan, F. and To, Y. Y. T. Management Science[2023]
Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-RiskLloyd, S., Manuel, E. and Panchev, K. IMF Economic Review[2023]
From Theory to Practice: Determining Emissions in Traded Goods Under a Border Carbon AdjustmentMehling, M. A. and Ritz, R.Oxford Review of Economic Policy[2023]
A Simple Joint Model for Returns, Volatility and Volatility of VolatilityDing, Y. Journal of Econometrics[2023]
The Supply of Skill and Endogenous Technical Change: Evidence from a College Expansion ReformCarneiro, P., Liu, K. and Salvanes, K. G.Journal of the European Economic Association[2023]
When Is a Contrarian Adviser Optimal?Evans, R. A. and Reiche, S. K.American Economic Journal: Microeconomics[2023]
Union Debt ManagementEquiza-Goni, J., Faraglia, E. and Oikonomou, R.Journal of International Money and Finance[2023]
Bridging the Divide in Energy Policy Research: Empirical Evidence from Global Collaborative NetworksAli, M., Couto, L. C., Unsworth, S. and Debnath, R. Energy Policy[2023]
The value of sick payAdams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. European Economic Review[2023]
Perceived returns to job searchAdams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. Labour Economics[2023]
Regime Switching Models for Circular and Linear Time SeriesHarvey, A. C. and Palumbo, D.Journal of Time Series Analysis, forthcoming[2023]
Asymmetric Short-Rate Model without Lower BoundVrins, F. and Wang, L. Quantitative Finance, forthcoming[2023]

Papers and Publications



Recent Publications


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

Porzio, T., Rossi, F. and Santangelo, G. The Human Side of Structural Transformation American Economic Review [2022]

Freund, L. B., Lee, H. and Rendahl, P. The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation Review of Economic Dynamics, forthcoming [2023]

Chen, J., Elliott, M. and Koh, A. Capability Accumulation and Conglomeratization in the Information Age Journal of Economic Theory [2023]