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Faculty of Economics

Title Authors Journal Year
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]
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]
Credit Rating Prediction Through Supply Chains: A Machine Learning ApproachWu, J., Zhang, Z. and Zhou, S. X.Production and Operations Management[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]
Volatile Hiring: Uncertainty in Search and Matching ModelsDen Haan, W., Freund, L. B. and Rendahl, P. Journal of Monetary Economics[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]
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]
Covid-19 Fiscal Support and its EffectivenessChudik, A., Mohaddes, K. and Raissi, M.Economics Letters[2021]
A Unified Framework for Efficient Estimation of General Treatment ModelsAi, C., Linton, O., Motegi, K. and Zhang, Z.Quantitative Economics[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]
Can Perceived Returns Explain Enrollment Gaps in Postgraduate Education?Boneva, T., Golin, M. and Rauh, C.Labour Economics[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]
Establishing a New Role for Antidumping Policy: Protection of an Unestablished Industry (Morocco–Hot-Rolled Steel (Turkey))Crowley, M. A. and Ortino, F.World Trade Review[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[2021]
Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)DistributionCantore, C. and Freund, L. B.Journal of Monetary Economics[2021]
Words Against Injustices: A Deep Narrative Analysis of Energy Cultures in Poverty of Abuja, Mumbai and Rio de JaneiroDebnath, R., Bardhan, R., Darby, S., Mohaddes, K., Sunikka-Blank, M., Coelho, A. C. V. and Isa, A.Energy Research & Social Science[2021]
Systemic Risk Shifting in Financial NetworksElliott, M., Georg, C-P. and Hazell, J.Journal of Economic Theory[2021]
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]
Nonparametric Euler Equation Identification and EstimationEscanciano, J C., Hoderlein, S., Lewbel, A., Linton, O. and Srisuma, S.Econometric Theory, forthcoming[2021]
Commitment and (in) Efficiency: A Bargaining ExperimentAgranov, M. and Elliott, M.Journal of the European Economic Association[2021]

Papers and Publications

Recent Publications

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

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

Toxvaerd, F.M.O. and Rowthorn, R. On the Management of Population Immunity Journal of Economic Theory [2022]

Aidt, T. S. Review of Forging the Franchise: The Political Origins of the Women's Vote Journal of Economic Literature [2022]