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Faculty of Economics

Papers and Publications

Recent Publications

Onatski, A. and Wang, C. Spurious Factor Analysis Econometrica [2021]

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

Bergin, P. R. and Corsetti, G. Beyond Competitive Devaluations: The Monetary Dimensions of Comparative Advantage American Economic Journal: Macroeconomics [2020]

Linton, O. and Wu, J. A Coupled Component DCS GARCH Model for Intraday and Overnight Volatility Journal of Econometrics [2020]