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Faculty of Economics

Title Authors Journal Year
Cross-Country Stock Market Comovement: A Macro PerspectiveAnagnostopoulos, A., Atesagaoglu, O. E., Faraglia, E. and Giannitsarou, C.Journal of Monetary Economics, accepted[2022]
The Hard Problem of Prediction for Conflict PreventionMueller, H. and Rauh, C. Journal of the European Economic Association, forthcoming[2022]
Supply Network Formation and FragilityElliott, M., Golub, B. and Leduc, M. V. American Economic Review, accepted[2022]
Cooperation and Punishment Mechanisms in Uncertain and Dynamic Social Networks Gallo, E., Riyanto, Y. E., Roy, N. and Teh, T-HGames and Economic Behavior, forthcoming[2022]
Slums and PandemicsBrotherhood, l., Cavalcanti, T., Da Mata, D. and Santos, C. Journal of Development Economics, forthcoming[2022]
Challenges of Integrating Economics into Epidemiological Analysis of and Policy Responses to Emerging Infectious DiseasesDangerfield, C., Fenichel, E. P., Finnoff, D., Hanley, N., Heape, S. H., Shogren, J. F. and Toxvaerd, F. Epidemics, forthcoming[2022]
Incorporating Stock Market Signals for Twitter Stance DetectionConforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)[2022]
Using Past Violence and Current News to Predict Changes in ViolenceMueller, H. and Rauh, C. International Interactions[2022]
Efficiency and Equilibrium in Network Games: An ExperimentGallo, E. and Yan, C.Review of Economics and Statistics, accepted[2022]
Social Proximity to Capital: Implications for Investors and FirmsKuchler, T., Li, Y., Peng, L., Stroebel, J. and Zhou, D.Review of Financial Studies, forthcoming[2022]
Adversarial Training for News Stance Detection: Leveraging Signals from a Multi-Genre CorpusConforti, C., Berndt, J., Pilehvar, M. T., Giannitsarou, C., Toxvaerd, F. and Collier, N.Proceedings of the EACL Hackashop on News Media Content Analysis and Automated Report Generation[2020]
Retail Attention, Institutional AttentionLiu, H., Peng, L. Tang, T.Journal of Financial and Quantitative Analysis, forthcoming[2022]
Face Value: Trait Impressions, Performance Characteristics, and Market Outcomes for Financial AnalystsPeng, L., Teoh, S. H., Wang, Y., Yan, J.Journal of Accounting Research, forthcoming[2022]
The Imperium of the Colonial Tongue? Evidence on Language Policy Preferences in ZambiaRamachandran, R. and Rauh, C.Journal of African Economies[2022]
Religion and Discrimination: A Review Essay of Persecution and Toleration: The Long Road to Religious FreedomIyer, S.Journal of Economic Literature[2022]
A Simple Joint Model for Returns, Volatility and Volatility of VolatilityDing, Y.Journal of Econometrics, forthcoming[2022]
The Impact of Corporate QE on Liquidity: Evidence from the UKBoneva, L., Elliott, D., Kaminska, I., Linton, O., McLaren, N. and Morley, B.The Economic Journal, 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]
The Impact of the Coronavirus Lockdown on Mental Health: Evidence from the United StatesAdams-Prassl, A., Boneva, T., Golin, M. and Rauh, C. Economic Policy[2022]
How production networks amplify economic growthMcNerney, J., Savoie, C., Caravelli, F., Carvalho, V. M., Farmer, J. D. Proceedings of the National Academy of Sciences[2022]
The Social Dynamics of Collective Action: Evidence from the Diffusion of the Swing RiotsAidt, T. S., Leon, G. and Max SatchellThe Journal of Politics[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]
Work Tasks That Can Be Done From Home: Evidence on Variation Within and Across Occupations and IndustriesAdams-Prassl, A., Boneva, T., Golin, M. and Rauh, C.Labour Economics[2022]
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country AnalysisKahn, M. E., Mohaddes, K., Ng, R. N. C., Pesaran, M. H., Raissi, M. and Yang, J-C.Energy Economics[2021]
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[2021]
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country ModelChudik, A., Mohaddes, K., Pesaran, M. H., Raissi, M. and Rebucci, A.Journal of International Money and Finance[2021]
The cost of uncoupling GB interconnectorsNewbery, D. and Guo, B.Energy Policy[2021]
Investor Attention and Asset Pricing AnomaliesJiang, L., Liu, J., Peng, L. and Wang, B.Review of Finance, forthcoming[2021]
The Cost of Finance and the Cost of Carbon: A Case Study of Britain’s only PWRNewbery, D.Economics of Energy & Environmental Policy[2021]
National Energy and Climate Plans for the island of Ireland: wind curtailment, interconnectors and storageNewbery, D.Energy Policy[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]
Illegal Drugs and Public Corruption: Crack Based Evidence from CaliforniaFlamini, A., Jahanshahi, B. and Mohaddes, K.European Journal of Political Economy[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]

Papers and Publications



Recent Publications


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

Bhattacharya, D. The Empirical Content of Binary Choice Models Econometrica [2021]

Elliott, M., Georg, C-P. and Hazell, J. Systemic Risk Shifting in Financial Networks Journal of Economic Theory [2021]

Iyer, S. Religion and Discrimination: A Review Essay of Persecution and Toleration: The Long Road to Religious Freedom Journal of Economic Literature [2022]