Title |
Authors |
Journal |
Year |
Dynamic Tobit models | Harvey, A. C. and Liao, Y. | Econometrics and Statistics | [2021] |
Spectral Distribution of the Sample Covariance of High-Dimensional Time Series With Unit Roots | Onatski, A. and Wang, C.
| Statistica Sinica, forthcoming | [2021] |
Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis | Kahn, 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 Root | Fan, 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 Model | Chudik, A., Mohaddes, K., Pesaran, M. H., Raissi, M. and Rebucci, A. | Journal of International Money and Finance | [2021] |
The cost of uncoupling GB interconnectors | Newbery, D. and Guo, B. | Energy Policy | [2021] |
Investor Attention and Asset Pricing Anomalies | Jiang, L., Liu, J., Peng, L. and Wang, B. | Review of Finance, forthcoming | [2021] |
Credit Rating Prediction Through Supply Chains: A Machine Learning Approach | Wu, 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 PWR | Newbery, D. | Economics of Energy & Environmental Policy | [2021] |
National Energy and Climate Plans for the island of Ireland: wind curtailment, interconnectors and storage | Newbery, D. | Energy Policy | [2021] |
Learning From Near Misses from Covid 19 | Velu, C. and Iyer, S. | Proceedings of the National Academy of Sciences | [2021] |
Volatile Hiring: Uncertainty in Search and Matching Models | Den Haan, W., Freund, L. B. and Rendahl, P.
| Journal of Monetary Economics | [2021] |
A Farewell to R: Time Series Models for Tracking and Forecasting Epidemics | Harvey, A. C. and Kattuman, P. | Journal of the Royal Society Interface | [2021] |
Waning Immunity and the Second Wave: Some Projections for SARS-CoV-2 | Giannitsarou, 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 Area | Corsetti, G., Duarte, J. B. and Mann, S. | Journal of the European Economic Association, accepted | [2021] |
Illegal Drugs and Public Corruption: Crack Based Evidence from California | Flamini, A., Jahanshahi, B. and Mohaddes, K. | European Journal of Political Economy | [2021] |
Time Series Models for Epidemics: Leading
Indicators, Control Groups and Policy Assessment | Harvey, A. C. | National Institute Economic Review | [2021] |
Score-Driven Time Series Models | Harvey, A. C. | Annual Review of Statistics and Its Application, to appear | [2021] |
Covid-19 Fiscal Support and its Effectiveness | Chudik, A., Mohaddes, K. and Raissi, M. | Economics Letters | [2021] |
A Unified Framework for Efficient Estimation of General Treatment Models | Ai, C., Linton, O., Motegi, K. and Zhang, Z. | Quantitative Economics | [2021] |
Tracking the COVID-19 Crisis with High-Resolution Transaction Data | Carvalho, 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 Goals | Dasgupta, 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 Health | Dasgupta, P. | National Institute Economic Review | [2021] |
Tracking The Mutant: Forecasting and Nowcasting COVID-19 in the UK in 2021 | Harvey, A. C., Kattuman, P. and Thamotheram, C. | National Institute Economic Review | [2021] |
Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models | Parente, P. M. D. C. and Smith, R. J. | Journal of Time Series Analysis | [2021] |
Trade Credit, Trade Income Elasticity and the International Transmission of Shocks | Watson, A. | Eurasian Economic Review, accepted | [2021] |
Foreign Influence and Domestic Policy | Aidt, 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 ESG | Ahmed, M. F., Gao, Y. and Satchell, S. | European Journal of Finance, accepted | [2021] |
Supply Chain Disruptions: Evidence from the Great East Japan Earthquake | Carvalho, 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 Analysis | Onatski, A. and Wang, C. | Econometrica | [2021] |
Beta Herding Through Overconfidence: A Behavioral Explanation of the Low-Beta Anomaly | Hwang, S., Rubesam, A. and Salmon, M. | Journal of International Money and Finance | [2021] |
SONIC: SOcial Network analysis with Influencers and Communities | Chen, C. Y.-H., Klochkov, Y. and Härdle, W. K. | Journal of Econometrics | [2021] |
Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution | Cantore, 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 Janeiro | Debnath, 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 Networks | Elliott, M., Georg, C-P. and Hazell, J. | Journal of Economic Theory | [2021] |
The Empirical Content of Binary Choice Models | Bhattacharya, D. | Econometrica | [2021] |
The Strategy of Conquest | Dziubinski, 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 Form | Linton, O. and Tang, H. | Econometric Theory, forthcoming | [2021] |
Border Carbon Adjustments and Industrial Competitiveness in a European Green Deal | Evans, S., Mehling, M. A., Ritz, R. and Sammon, P. | Climate Policy | [2021] |
Does electricity drive structural transformation? Evidence from the United States | Gaggl, P., Gray, R., Marinescu, I. and Morin, M. | Labour Economics | [2021] |
Nonparametric Euler Equation Identification and Estimation | Escanciano, J C., Hoderlein, S., Lewbel, A., Linton, O. and Srisuma, S. | Econometric Theory, forthcoming | [2021] |
Commitment and (in) Efficiency: A Bargaining Experiment | Agranov, M. and Elliott, M. | Journal of the European Economic Association | [2021] |