Archive - Selected Publications
- Bianchi D., Chiarella C. (2019) An Anatomy of Industry Merger Waves, Journal of Financial Econometrics
- Bianchi D., Billio M., Casarin R., Guidolin M. (2019) Modeling Systemic Risk with Markov Switching Graphical SUR Models, Journal of Econometrics
- Bonfiglioli A., Crinò R., Gancia G. (2019) Trade, Finance and Endogenous Firm Heterogeneity, Journal of European Economic Association
- Bonfiglioli A., Gancia G. (2019) Heterogeneity, Selection and Labor Market Disparities, Review of Economic Dynamics
- Carriero A., Clark T., Marcellino M. (2019) Large Vector Autoregressions with stochastic volatility and non-conjugate priors, Journal of Econometrics
- D'Alessandro A., Fella G., Melosi L. (2019) Fiscal Stimulus with Learning-by-Doing, International Economic Review
- De Nardi M., Fella G., Paz-Pardo G. (2019) Nonlinear Household Earnings Dynamics, Self-Insurance, and Welfare, Journal of the European Economic Association
- Fella G., Gallipoli G., Pan J. (2019) Markov-Chain Approximations for Life-Cycle Models, Review of Economic Dynamics
- Labonne J., Franklin S. (2019) Economic Shocks and Labour Market Flexibility Journal of Human Resources
- Seshadri A., Lee SYT. (2019) On the Integenerational Transmission of Economic Status, Journal of Political Economy
- Fehr D., Heinemann F., Llorente-Saguer A. (2019) The Power of Sunspots: An Experimental Analysis, Journal of Monetary Economics
- Alessandri P., Mumtaz H. (2019) Financial Regimes and uncertainty shocks, Journal of Monetary Economics
- Mandalinci Z., Mumtaz H. (2019) Global Economic Divergence and Portfolio Capital Flows to Emerging Markets, Journal of Money, Credit and Banking
- Piatti I., Trojani F. (2019) Dividend Growth Predictability and the Price–Dividend Ratio, Management Science
- Raute A. (2019) Can financial incentives reduce the baby gap? Evidence from a reform in maternity leave benefits, Journal of Public Economics
- Jo IH., Senga T. (2019) Aggregate consequences of credit subsidy policies: Firm dynamics and misallocation, Review of Economic Dynamics
- Lambrinoudakis C., Skiadopoulos G., Gkionis K. (2019) Capital structure and financial flexibility: Expectations of future shocks, Journal of Banking and Finance
- Kapetanios G., Konstantinidi E., Neumann M., Skiadopoulos G. (2019) Jumps in Option Prices and their Determinants: Real-Time Evidence from the E-mini S&P 500 Option Market, Journal of Financial Markets
- Faccini R., Konstantinidi E., Skiadopoulos G., Sarantopoulou-Chiourea S. (2019). A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion, Management Science.
- Hidalgo J., Souza PCL. (2019) A Test for Weak Stationary in the Spectral Domain, Economics Theory
- Hwang B-H., Liberti JM., Sturgess J. (2019) Information sharing and spillovers: Evidence from financial analysts, Management Science
- Rupert P., Šustek R. (2019) On the Mechanics of New-Keynesian Models, Journal of Monetary Economics
- Durante R., Pinotti P., Tesei A. (2019) The Political Legacy of Entertainment TV, American Economic Review
- Galanis G., Yoshihara N., Veneziani R. (2019) The dynamics of inequalities and unequal exchange of labor in intertemporal linear economies, Journal of Economic Dynamics and Control
- Bonfiglioli A., Crinò R., Gancia G. (2018) Betting on Exports: Trade and Endogenous Heterogeneity, Economic Journal
- Breedon F. (2018) On the Transactions Cost of UK Quantitative Easing, Journal of Banking and Finance
- Carriero A., Clark T., Marcellino M. (2018) Measuring Uncertainty and its impact on the Economy, Review of Economics and Statistics
- Cornaglia F., Lekfuangfu WN., Warrinnier N., Powdthavee N. (2018) ;Locus of control and its intergenerational implications for early childhood skill formation, Economic Journal
- Fasani F. (2018) Immigrant crime and legal status: evidence from repeated amnesty programs, Journal of Economic Geography
- Franklin S. (2018) "Location, Search Costs and Youth Unemployment: Experimental Evidence from Transport Subsidies", Economic Journal
- Giraitis L., Surgailis D., Skarnulis A. (2018) Stationary integrated ARCH and AR processes with finite variance, Econometric Theory
- Abraham A., Laczó S. (2018) Efficient Risk Sharing with Limited Commitment and Storage, Review of Economic Studies
- Gierlinger J., Laczó S. (2018) Matching to Share Risk without Commitment, Economic Journal
- Seshadri A., Lee SYT. (2018) Economic Policy and Equality of Opportunity, Economic Journal
- Aum S., Shin Y., Lee SYT. (2018) Computerizing Industries and Routinizing Faccini Jobs: Explaining Trends in Aggregate Productivity, Journal of Monetary Economics
- Lim C., Yurukoglu A. (2018) Dynamic Natural Monopoly Regulation: Time Inconsistency, Moral Hazard, and Political Environments, Journal of Political Economy
- Bouton L., Llorente-Saguer A., Malherbe F. (2018) Get Rid of Unanimity: The Superiority of Majority Rules with Veto Power, Journal of Political Economy
- Eguia J., Llorente-Saguer A., Morton R., Nicolo A. (2018) Equilibrium Selection in Sequential Games with Imperfect Information, Games and Economic Behaviour
- Manzini P., Mariotti M., Ulku L. (2018) Stochastic Complementarity, The Economic Journal
- Manzini P., Mariotti M. (2018) Dual Random Utility Maximisation, Journal of Economic Theory
- Marriotti M., Veneziani R. (2018) Opportunities as chances: maximising the probability that everybody succeeds, Economic Journal
- Manzini P., Mariotti M. (2018) Competing for Attention: Is the Showiest also the Best?, Economic Journal
- Collard F., Mukerji S., Sheppard K., JM Tallon. (2018) Ambiguity and the Histroical Equity Premium, Quantitative Economics
- Mumtaz H., Theodoridis K. (2018) The changing transmission of uncertainty shocks in the US: An empirical analysis, Journal of Business and Economic Statistics
- Mumtaz H., Pinter G., Theodoridis K. (2018) ;What do VARs Tell Us about the Impact of a Credit Supply Shock", International Economic Review
- Mumtaz H., Sunder-Plassmann L., Theophilopoulou A. (2018) "The State Level Impact of Uncertainty Shocks", Journal of Money, Credit and Banking
- Panebianco F., Prummer A., Siedlarek JP. (2018) Convergence of Cultural Traits with Time-Varying Self-Confidence in the Panebianco (2014) Model - A Corrigendum, Journal of Economic Theory
- Cornelissen T., Dustmann C., Raute A., Schönberg U. (2018) Who benefits from universal childcare? Estimating marginal returns to early childcare attendance, Journal of Political Economy
- Bernales A., Cortazar G., Salamunic L., Skiadopoulos G. (2018) Learning and Index Option Returns, Journal of Business and Economic Statistics
- Liberti J., Sturgess J. (2018) The Anatomy of a Credit Supply Shock: Evidence from an Internal Credit Market, Journal of Financial and Quantitative Analysis
- Tyson C. (2018) Rationalizability of menu preferences, Economic Theory
- Charpe M., Flaschel P., Galanis G., Proaño CR., Veneziani R. (2018) Macroeconomic and Stock Market Interactions with Endogenous Aggregate Sentiment Dynamics, Journal of Economic Dynamics and Control
- Santaeulàlia-Llopis R., Zheng Y. (2018) The Price of Growth: Consumption Insurance in China 1989 – 2009, American Economic Journal: Macroeconomics
Former Academic Staff
- Faccini R., Konstantinidi E., Skiadopoulos G., Sarantopoulou S. (2018) A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion, Management Science
- Bianchi D., Guidolin M., Ravazzolo F. (2017) Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section, Journal of Business and Economic Statistics
- Bianchi D., Guidolin M., Ravazzolo F. (2017) Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?, Journal of Financial Econometrics
- Carriero A., Clark T., Marcellino M. (2017) Measuring Uncertainty and Its Impact on the Economy, Review of Economics and Statistics
- De Nardi M., Fella G. (2017) Savings and Wealth Inequality, Review of Economics Dynamics
- Epifani P., Gancia G. (2017) Global Imbalances Revisited: The Transfer Problem and Transport Costs in Monopolistic Competition, Journal of International Economics
- Fan Y., Guerre E., Zhu D. (2017) Partial Identification and Confidence Sets for Functionals of the Joint Distribution of ‘Potential Outcomes’, Journal of Econometrics
- Bouton L., Castanheira M., Llorente-Saguer A. (2017) Multicandidate Elections: Aggregate Uncertainty in the Laboratory, Games and Economic Behavior
- Llorente-Saguer A., Zultan R. (2017) Collusion and information revelation in auctions, European Economic Review
- Bouton L., Llorente-Saguer A., Marlherbe F. (2017) Unanimous rules in the laboratory, Games and Economic Behavior
- Condorelli D., Galeotti A., Renou L. (2017) Bilateral Trading in Networks, Review of Economic Studies
- Jewitt I., Mukerji S. (2017) Ordering ambiguous acts, Journal of Economic Theory
- Alessandri P., Mumtaz H. (2017) Financial conditions and density forecasts for US output and inflation, Review of Economic Dynamics
- Liu P., Mumtaz H., Theodoridis H., Zanetti F. (2017) Changing Macroeconomic Dynamics at the Zero Lower Bound, Journal of Business and Economic Statistics
- Mumtaz H., Theodoridis K. (2017) Common and country specific economic uncertainty, Journal of International Economics
- Mumtaz H., Theophilopoulou A. (2017) The impact of monetary policy on inequality in the UK. An empirical analysis, European Economic Review
- Nikolowa R. (2017) Motivate and Select: Relational Contract with persistent Types, Journal of Economics and Management Strategy
- Chortareas G., Noikokyris E. (2017) Federal reserve's policy, global equity markets, and the local monetary policy stance, Journal of Banking and Finance
- Manning A., Petrongolo B. (2017) How local are labor markets? Evidence from a spatial job search model, American Economic Review
- Olivetti C., Petrongolo B. (2017) The economic consequences of family policies. Drawing lessons from a century of legislation across OECD countries, Journal of Economic Perspectives
- Ngai R., Petrongolo B. (2017) Gender gaps and the rise of the service economy, American Economic Journal: Macroeconomics
- Prummer A., Siedlarek JP. (2017) Community Leaders & the Preservation of Cultural Traits, Journal of Economic Theory
- Mezzetti C., Renou L. (2017) Repeated Nash Implementation, Theoretical Economics
- Daskalaki C., Skiadopoulos G., Topaloglou N. (2017) Diversification benefits of Commodities: A Stochastic Dominance Efficiency Approach, Journal of Empirical Finance
- Giannetti M., Liberti J., Sturgess J. (2017) Information Sharing and Rating Manipulation, Review of Financial Studies
- Calomiris C., Larrain M., Liberti J., Sturgess J. (2017) How Collateral Laws Shape Lending and Sectoral Activity, Journal of Financial Economics
- Garriga C., Kydland FE., Sustek R. (2017) Mortgages and Monetary Policy, Review of Financial Studies
- Bas M., Mayer T., Thoenig M. (2017) From micro to macro: Demand and supply-side determinants of the trade elasticity, Journal of International Economics
- Koenig M., Rohner D., Thoenig M., Zilibotti F. (2017) Networks in Conflict Theory and Evidence from the Great War of Africa, Econometrica
- Olaru I., Zachariadis KE. (2017) The Impact of Security Trading on Corporate Restructurings, Review of Finance
Former Academic Staff
- Azmat G. (2017) Gender Gaps in Performance: Evidence from Young Lawyers, Journal of Political Economy
- Battistin E., De Nadai M., Vuri D. (2017) Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools, Journal of Econometrics.
- Angrist J., Battistin E., Vuri D. (2017) In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno, American Economic Journal: Applied Economics
- Farkas W., Gourier E., Huitema R., Necula C. (2017) A two-factor cointegrated commodity price model with an application to spread option pricing, Journal of Banking and Finance
- Dustmann C., Fasani F., Speciale B. (2017) Illegal migration and consumption behavior of immigrant households, Journal of European Economic Association
- Devillanova C., Fasani F., Frattini T. (2017) Employment of Undocumented Immigrants and the Prospect of Legal Status: Evidence from an Amnesty Program, Industrial and Labor Relations Review
- Malkhozov A., Mueller P., Vedolin A., Venter, G. (2016) Mortgage Risk and the Yield Curve Review of Financial Studies
- Barras L., Malkhozov A. (2016) Does Variance Risk Have Two Prices? Journal of Financial Economics
- Axbard S. (2016) Income Opportunities and Sea Piracy in Indonesia, American Economic Journal: Applied Economics
- Breedon F., Rime D., Vitale P. (2016) Carry Trades, Order Flow and the Forward Bias Puzzle, Journal of Money Credit and Banking
- Carriero A., Clark T., Marcellino M. (2016) Common Drifting Volatility in Large Bayesian VARs, Journal of Business and Economic Statistics
- Carriero A., Kapetanios G., Marcellino M. (2016) Structural analysis with multivariate autoregressive index models, Journal of Econometrics
- Faccini R., Mumtaz H., Surico P. (2016) International fiscal spillovers, Journal of International Economics
- Dustmann C., Fasani F. (2016) The Effect of Local Area Crime on Mental Health, Economic Journal
- Cozzi M., Fella G. (2016) Job Displacement Risk and Severance Pay, Journal of Monetary Economics
- Giraitis L., Galvao A., Kapetanios G., Petrova K. (2016) A time-varying DSGE model with financial frictions, Journal of Empirical Finance
- Levin D., Peck J., Ivanov A. (2016) Separating Bayesian Updating from Non-Probabilistic Reasoning: An Experimental Investigation, American Economic Journal: Microeconomics
- Bouton, L., Castanheira, M., Llorente-Saguer A (2016) Divided Majority and Information Aggregation: Theory and Experiment, Journal of Public Economics
- Amarante V., Manacorda M., Miguel E., Vigorito A. (2016) Do Cash Transfers Improve Birth Outcomes? Evidence from Matched Vital Statistics, Social Security and Program Data, American Economic Journal: Economic Policy
- Koppensteiner M., Manacorda M. (2016) Violence and birth outcomes: Evidence from homicides in Brazil, Journal of Development Economics
- Manzini P., Mariotti M. (2016) Competing for Attention: Is the Showiest also the Best?, Economic Journal
- Olivetti C., Petrongolo B. (2016) The evolution of the gender gap in industrialized countries, Annual Review of Economics
- Konstantinidi E., Skiadopoulos G. (2016) How does the Market Variance Risk Premium vary over Time? Evidence from S&P 500 Variance Swap Investment Returns, Journal of Banking and Finance
- Porras Prado M., Saffi PAC., Sturgess J. (2016) Ownership Structure, Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets, Review of Financial Studies
- Kydland F., Rupert P., Sustek R. (2016) Housing Dynamics over the Business Cycle, International Economic Review
- Caselli F., Tesei A. (2016) Resource Windfalls, Political Regimes, and Political Stability, Review of Economics and Statistics
- Lombardi M., Miyagishima K., Veneziani R. (2016) Liberal Egalitarianism and the Harm Principle, Economic Journal
- Cvijanovic D., Dasgupta A., Zachariadis KE. (2016) Ties that Bind: How Business Connections Affect Mutual Fund Activism, Journal of Finance
Former Academic Staff
- Azmat G., Calsamiglia C., Iriberri N. (2016) Gender Differences in Response to Big Stakes, Journal of European Economic Association
- Bardgett C., Gourier E., Leippold M. (2016) Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets, Journal of Financial Economics
- Filipovic D., Gourier E., Mancini L. (2016) Quadratic Variance Swap Models, Journal of Financial Economics
- Weale M., Wieladek T. (2016) What are the macroeconomic effects of asset purchases?, Journal of Monetary Economics
- Atakan A., Ekmekci M. (2015) Reputation in the Long-run with Imperfect Monitoring, Journal of Economic Theory
- Carriero A., Mumtaz H., Theophilopoulou A., Theodoridis K. (2015) The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach, Journal of Money, Credit and Banking
- Acemoglu D., Gancia G., Zilibotti F. (2015) Offshoring and Directed Technical Change, American Economic Journal: Macroeconomics
- Laczó S. (2015) Risk Sharing with Limited Commitment and Preference Heterogeneity: Structural Estimation and Testing, Journal of European Economic Association
- Lim C., Snyder J. (2015) Is More Information Always Better? Party Cues and Candidate Quality in U.S. Judicial Elections, Journal of Public Economics
- Lim C., Snyder J., Stromberg D. (2015) The Judge, the Politician, and the Press: Newspaper Coverage and Criminal Sentencing across Electoral Systems, American Economic Journal: Applied Economics
- Mumtaz H., Surico P. (2015) The Transmission Mechanism in Good and Bad Times, International Economic Review
- Mumtaz H., Theodoridis K. (2015) The International Transmission of Volatility Shocks: An Empirical Analysis, Journal of European Economic Association
- Renou L., Tomala T. (2015) Approximate Implementation in Markovian Environments, Journal of Economic Theory
- Aggarwal R., Saffi PAC., Sturgess J. (2015) The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market, Journal of Finance
Former Academic Staff
- Allouch N. (2015) On the Private provision of Public goods on networks, Journal of Economic Theory
- Malkhozov A. (2014) Asset Prices in Affine Real Business Cycle Models Journal of Economic Dynamics and Control
- Atakan A., Ekmekci M. (2014) Bargaining and Reputation in Search Markets, Review of Economic Studies
- Atakan A., Ekmekci M. (2014) Auctions, Actions, and the Failure of Information Aggregation, American Economic Review
- Bonfiglioli A., Gancia G. (2014) Growth, Selection and Appropriate Contracts, Review of Economic Dynamics
- Cornaglia F., Feldman N., Leigh A. (2014) Crime and Mental Wellbeing, Journal of Human Resources
- Clark A., Cornaglia F., Layard R., Powdthavee N., Vernoit J. (2014) What predicts a successful life? A Life-Course model of well-being., Economic Journal
- Fella G., Gallipoli G. (2014) Education and Crime over the Life Cycle, Review of Economic Studies
- Fella G. (2014) A Generalized Endogenous Grid Method For Non-Smooth And Non-Concave Problems, Review of Economic Dynamics
- Giraitis L., Kapetanios G., Yates T. (2014) Inference On Stochastic Time-Varying Coefficient Models, Journal of Economics
- Abadir K., Distaso W., Giraitis L., Koul H. (2014) Asymptotic normality for weighted sums of linear processes, Econometric Theory
- Laczo S. (2014) Does Risk Sharing Increase with Risk Aversion and Risk when Commitment is Limited?, Journal of Economic Dynamics and Control
- Manzini P., Mariotti M. (2014) Stochastic Choice and Consideration Sets, Econometrica
- Mateos-Planas X., Seccia G. (2014) Consumer bankruptcy with complete markets, Journal of Economic Theory
- Klibanoff P., Mukerji S., Seo K. (2014) Perceived Ambiguity and Relevant Measures, Econometrica
- Ellis C., Mumtaz H., Zabczyk P. (2014) What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism, Economic Journal
- Goux D., Maurin E., Petrongolo B. (2014) Worktime Regulations And Spousal Labor Supply, American Economic Review
- Olivetti C., Petrongolo B. (2014) Gender Gaps Across Countries And Skills: Supply, Demand And The Industry Structure, Review of Economic Dynamics
- Bose S., Renou L. (2014) Mechanism Design with Ambiguous Communication Devices, Econometrica
- Renou L., Schlag KH. (2014) Ordients: Optimization and Comparative Statics Without Utility Functions, Journal of Economic Theory
- Tomala T., Renault J., Renou L. (2014) Secure Message Transmission on Directed Networks, Games and Economic Behavior
- Daskalaki C., Kostakis A., Skiadopoulos G. (2014) Are there common factors in individual commodity futures returns?, Journal of Banking and Finance
- Maystre A., Olivier J., Thoenig M., Verdier T. (2014) “Product-based cultural change: is the village global?”, Journal of International Economics
- Drouvelis M., Saporiti A., Vriend NJ. (2014) Political Motivations And Electoral Competition: Equilibrium Analysis And Experimental Evidence, Games and Economic Behavior
- Satterthwaite M., Williams S., Zachariadis KE. (2014) Optimality versus Practicality: A comparison of two double auction mechanisms, Games and Economic Behavior
Former Academic Staff
- Battistin E., Chesher A. (2014) Treatment Effect Estimation With Covariate Measurement Error, Journal of Econometrics
- Battistin E., De Nadai M., Sianesi B. (2014) Misreported Schooling, Multiple Measures and Returns to Educational Qualifications, Journal of Econometrics
- Faccini R. (2014) Reassessing Labor Market Reforms: Temporary Contracts As A Screening Device, Economic Journal
- Chaboud A., Chiquoine B., Hjalmarsson E., Vega C. (2014) Rise Of The Machines: Algorithmic Trading In The Foreign Exchange Market, Journal of Finance
- Anwar S., Bayer P., Hjalmarsson R. (2014) The Role Of Age In Jury Selection And Trial Outcomes, Journal of Law and Economics
- Kapetanios G., Mitchell J., Shin Y. (2014) A Nonlinear Panel Data Model of Cross-Sectional Dependence, Journal of Econometrics
- Atakan A., Ekmekci M. (2013) A Two-sided Reputation Result with Long-run Players, Journal of Economic Theory
- Bonfiglioli A., Gancia G. (2013) Uncertainty, Electoral Incentives and Political Myopia, Economic Journal
- Breedon F., Ranaldo A. (2013) Intraday Patterns in FX returns and order flow, Journal of Money Credit and Banking
- Adda J., Cornaglia F. (2013) Taxes, Cigarette Consumption, and Smoking Intensity: Reply, American Economic Review
- Bell B., Fasani F., Machin S. (2013) Crime and Immigration: Evidence from Large Immigrant Waves in the UK, Review of Economics and Statistics
- Farré L., Fasani F. (2013) Media Exposure and Internal Migration: Evidence from Indonesia, Journal of Development Economics
- Giraitis L., Kapetanios G., Price S. (2013) Adaptive forecasting in the presence of recent and ongoing structural change, Journal of Econometrics
- Guay A., Guerre E., Lazarová Š. (2013) Robust Adaptive Rate-Optimal Testing For The White Noise Hypothesis, Journal of Econometrics
- Lim C. (2013) Preferences and Incentives of Appointed and Elected Public Officials, American Economic Review
- Manzini P., Mariotti M., Tyson C. (2013) Two-Stage Threshold Representations, Theoretical Economics
- Mariotti M., Veneziani R. (2013) On The Impossibility Of Complete Non-Interference In Paretian Social Judgements, ;Journal of Economic Theory
- Baumeister C., Liu P., Mumtaz H. (2013) Changes in the effects of monetary policy on disaggregate price dynamics, Journal of Economic Dynamics and Control
- Mumtaz H., Zanetti F. (2013) The Impact of the Volatility of Monetary Policy Shocks, Journal of Money Credit and Banking
- Neumann M., Skiadopoulos G. (2013) Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options, Journal of Financial and Quantitative Analysis
- Henriksen E., Kydland FE., Sustek R. (2013) Globally Correlated Nominal Fluctuations, Journal of Monetary Economics
- Rohner D., Thoenig M., Zilibotti F. (2013) War Signals: A Theory of Trade, Trust and Conflict, Review of Economic Studies
- Rohner D., Thoenig M., Zilibotti F. (2013) Seeds of distrust: conflict in Uganda, Journal of Economic Growth
Former Academic Staff
- Allouch N. (2013) Competitive equilibrium in a warm glow economy, Economic Theory
- Bonfiglioli A. (2012) Investor Protection and Inequality: Risk Sharing vs Risk Taking, Journal of Development Economics
- Carriero A., Kapetanios G., Marcellino M. (2012) Forecasting government bond yields with large Bayesian vector autoregressions, Journal of Banking and Finance
- Acemoglu D.,Gancia G., Zilibotti F. (2012) Competing Engines of Growth: Innovation and Standarization, Journal of Economic Theory
- Giraitis L., Phillips PCB. (2012) Mean And Autocovariance Function Estimation Near The Boundary Of Stationarity, Economic Journal
- Guerre E., Sabbah C. (2012) Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function, Econometric Theory
- Casella A., Llorente-Saguer A., Palfrey TR. (2012) Competitive Equilibrium In Markets For Votes, Journal of the Political Economy
- Kondylis F., Manacorda M. (2012) School Proximity and Child Labor: Evidence from Rural Tanzania, Journal of Human Resources
- Manacorda M. (2012) The Cost Of Grade Retention, Review of Economics and Statistics
- Manacorda M., Manning A., Wadsworth J. (2012) The Impact Of Immigration On The Structure Of Wages: Theory And Evidence From Britain, Journal of European Economic Association
- Mariotti M., Mandler M., Manzini P. (2012) One Million Answers to twenty Questions: Choosing by checklists, Journal of Economic Theory
- Mariotti M., Manzini P. (2012) Categorize Then Choose: Boundedly Rational Choice and Welfare, Journal of European Economic Association
- Mariotti M., Manzini P. (2012) Choice by Lexicographic Semiorders, Theoretical Economics
- Klibanoff P., Marinacci M., Mukerji S. (2012) On the Smooth Ambiguity Model: A Reply, Econometrica
- Mumtaz H., Surico P. (2012) Evolving International Inflation Dynamics: World And Country-Specific Factors, Journal of European Economic Association
- Mumtaz H., Zanetti F. (2012) Neutral Technology Shocks And The Dynamics Of Labor Input: Results From An Agnostic Identification, International Economic Review
- Mezzetti C.,Renou L. (2012) Mixed Nash Implementation, Journal of Economic Theory
- Renou L., Tomala T. (2012) Mechanism design and communication networks, Theoretical Economics
- Jiang G., Konstantinidi E., Skiadopoulos G. (2012) Volatility Spillovers and the Effect of News Announcements, Journal of Banking and Finance
- Bruckner M., Ciccone A., Tesei A. (2012) Oil Price Shocks, Income, And Democracy, Review of Economics and Statistics
- Martin P., Mayer T., Thoenig M. (2012) The Geography of Conflicts and Regional Trade Agreements, American Economic Journal: Macroeconomics
Former Academic Staff
- Attanasio O., Battistin E., Mesnard A. (2012) Food And Cash Transfers: Evidence From Colombia, Economic Journal
- Blake AP., Kirsanova T. (2012) Discretionary Policy And Multiple Equilibria In Lq Re Models, The Review of Economic Studies
- Di Pace F., Faccini R. (2012) Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies, Journal of Economic Dynamics and Control
- Anwar S., Bayer P., Hjalmarsson R. (2012) The Impact Of Jury Race In Criminal Trials, Quarterly Journal of Economics
- Cunningham A., Eklund J., Jeffery C, Kapetanios G., Labhard V. (2012) A State Space Approach to Extracting the Signal From Uncertain Data, Journal of Business and Economic Statistics
- Carriero A. (2011) Forecasting The Yield Curve Using Priors From No-Arbitrage Affine Term Structure Models, International Economic Review
- Carriero A., Giacomini R. (2011) How Useful Are No-Arbitrage Restrictions For Forecasting The Term Structure Of Interest Rates?, Journal of Econometrics
- Epifani P., Gancia G. (2011) Trade, Markup Heterogeneity and Misallocations, Journal of International Economics
- Abadir K., Distaso W., Giraitis L. (2011)An I(d) model with trend and cycles, Journal of Econometrics
- Campo S,. Guerre E., Perrigne I., Vuong Q. (2011) Semiparametric Estimation Of First-Price Auctions With Risk Averse Bidders, Review of Economic Studies
- Ivanov A (2011) Attitudes To Ambiguity In One-Shot Normal-Form Games: An Experimental Study, Games and Economic Behavior
- Manacorda M., Miguel E., Vigorito A. (2011) Government Transfers And Political Support, American Economic Journal: Applied Economics
- Liu P., Mumtaz H. (2011) Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK, Journal of Money Credit and Banking
- Mumtaz H., Simonelli S., Surico P. (2011) International Comovements, Business Cycle and Inflation: a Historical Perspective, Review of Economic Dynamics
- Klibanoff P., Marinacci M., Mukerji S. (2011) Definitions of Ambiguous Events and the Smooth Ambiguity Model, Economic Theory
- Renou L., Schlag KH. (2011) Minimax regret implementation, Games and Economic Behavior
- Daskalaki C., Skiadopoulos G. (2011) Should Investors include Commodities in their Portfolios after All? New Evidence, Journal of Banking and Finance
- Kostakis A., Panigirtzoglou N.,< Skiadopoulos G. (2011) Market Timing with Option-Implied Distributions: A Forward-Looking Approach, Management Science
- Acharya VV., Imbs J.,Sturgess J. (2011) Finance and Efficiency: Do Bank Regulations Matter?, Review of Finance
- Šustek R. (2011) Monetary Business Cycle Accounting, Review of Economic Dynamics
- Šustek R. (2011) Plant-Level Nonconvex Output Adjustment And Aggregate Fluctuations, Journal of Monetary Economics
- Thesmar D., Thoenig M. (2011) Contrasting Trends in Firm Volatility, American Economic Journal: Macroeconomics
Former Academic Staff
- Battistin E., Sianesi B. (2011) Misclassified Treatment Status And Treatment Effects: An Application To Returns To Education In The U.K, Review of Economics and Statistics.
- Abramovsky L., Battistin E., Fitzsimons E., Goodman A., Simpson H. (2011) Providing Employers with Incentives to Train Low-Skilled Workers: Evidence from the UK Employer Training Pilots, Journal of Labour Economics.
- Duggan M., Hjalmarsson R., Jacob B. (2011) The Short-Term And Localized Effect Of Gun Shows: Evidence From California And Texas, Review of Economics and Statistics.
- Hjalmarsson E. (2011) New Methods for Inference in Long-Horizon Regressions, Journal of Financial and Quantitative Analysis.
- Beber A., Breedon F., Buraschi A. (2010) Differences in Beliefs and Currency Risk premiums, Journal of Financial Economics
- Adda J., Cornaglia F. (2010) The effect of Taxes and Bans on Passive Smoking, American Economic Journal: Applied Economics
- Giraitis L., Leipus R., Surgailis D. (2010) Aggregation of the random Coefficient Glarch(1,1) process, Econometric Theory
- Giraitis L., Magdalinos T., Phillips PCB. (2010) Smoothing Local-To-Moderate Unit Root Theory, Journal of Econometrics
- Ivanov A., Levin D., Niederle M. (2010) Can Relaxation Of Beliefs Rationalize The Winner's Curse?: An Experimental Study, Econometrica
- Hortala-Vallve R., Llorente-Saguer A. (2010) A simple Mechanism for resolving Conflict, Games and Economic Behavior
- Mateos-Planas X. (2010) Demographics And The Politics Of Capital Taxation In A Life-Cycle Economy, American Economic Review
- Bosch M., Manacorda M. (2010) Minimum Wages and Earnings inequality in urban Mexico, American Economic Journal: Applied Economics
- Manacorda M., Sánchez-Páramo C., Schady N. (2010) Changes in Returns to Education in Latin America: The Role of Demand and Supply of Skills, Industrial and Labor Relations Review
- Sustek R. (2010) Monetary Aggregates And The Business Cycle, Journal of Monetary Economics
- Thoenig M., Verdier T. (2010) A macroeconomic perspective on knowledge management, Journal of Economic Growth
- Tyson C. (2010) Dominance solvability of dynamic bargaining games, Economic Theory
Former Academic Staff
- Azmat G., Iriberri N. (2010) The importance of Relative Performance Feedback Information: evidence from a natural experiment using high school students, Journal of Public Economics
- Faccini R., Ortigueira S. (2010) Labor market volatility in the search and matching model: the role of investment-specific technology shocks, Journal of Economic Dynamics and Control
- Kapetanios G. (2010) A Testing Procedure For Determining The Number Of Factors In Approximate Factor Models With Large Datasets, Journal of Business and Economic Statistics
- Kapetanios G. (2010) Testing for exogeneity in threshold models, Econometric Theory
- Kapetanios G., Blake AP. (2010) Tests of the Martingale Difference hypothesis using boosting and RBF neural network approximations, Econometric Theory