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Faculty of Economics

Papers and Publications



Recent Publications


Merrick Li, Z. and Linton, O. A ReMeDI for Microstructure Noise Econometrica, forthcoming [2021]

Carvalho, V. M. and Grassi, B. Large Firm Dynamics and the Business Cycle American Economic Review [2019]

Cantore, C. and Freund, L. B. Workers, Capitalists, and the Government: Fiscal Policy and Income (Re)Distribution Journal of Monetary Economics [2021]

Li, Z. M., Laeven, R. J. A. and Vellekoop, M. H. Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data Journal of Econometrics [2020]