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Group by: Creators | Item Type
Jump to: A | C | D | E | G | H | J | K | M | P | S | T
Number of items at this level: 20.

A

Ahmadi, Pooyan Amir and Ritschl, Albrecht (2009) Depression econometrics: a FAVAR model of monetary policy during the Great Depression. CEP Discussion Papers (CEPDP0967). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

C

Chiu, Ching-Wai (Jeremy), Mumtaz, Haroon and Pinter, Gabor (2016) VAR models with non-Gaussian shocks. CFM discussion paper series (CFM-DP2016-09). Centre For Macroeconomics, London, UK.

D

Dasgupta, Amil, Leon-Gonzalez, Roberto and Shortland, Anja (2006) Regionality revisited: an examination of the direction of spread of currency crises. Discussion paper (584). Financial Markets Group, London School of Economics and Political Science, London, UK.

E

Ellul, Andrew (2001) The dealers ride again: volatility and order flow dynamics in a hybrid market. Discussion paper (368). Financial Markets Group, London School of Economics and Political Science, London, UK.

G

Gerba, Eddie and Hauzenberger, Klemens (2013) Estimating US fiscal and monetary interactions in a time varying VAR. School of Economics discussion paper (KDPE 1303). University of Kent, Canterbury, UK.

H

Hobcraft, John and Sigle-Rushton, Wendy (2005) An exploration of childhood antecedents of female adult malaise in two British birth cohorts: combining Bayesian model averaging and recursive partitioning. CASEpaper (95). Centre for Analysis of Social Exclusion, London School of Economics and Political Science, London, UK.

J

Julliard, Christian and Ghosh, Anisha (2008) Can rare events explain the equity premium puzzle? Discussion paper (610). Financial Markets Group, London School of Economics and Political Science, London, UK.

Julliard, Christian and Ghosh, Anisha (2012) Can rare events explain the equity premium puzzle? Review of Financial Studies, 25 (10). pp. 3037-3076. ISSN 0893-9454

K

Kalogeropoulos, Konstantinos (2007) Likelihood-based inference for a class of multivariate diffusions with unobserved paths. Journal of Statistical Planning and Inference, 137 (10). pp. 3092-3102. ISSN 0378-3758

Kalogeropoulos, Konstantinos, Dellaportas, Petros and Roberts, Gareth O. (2011) Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39 (1). pp. 52-72. ISSN 0319-5724

Kalogeropoulos, Konstantinos, Roberts, Gareth O. and Dellaportas, Petros (2010) Inference for stochastic volatility models using time change transformations. Annals of Statistics, 38 (2). pp. 784-807. ISSN 0090-5364

M

Mariolis, Theodore, Konstantakis, Konstantinos N., Michaelides, Panayotis G. and Tsionas, Efthymios G. (2019) A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA. Studies in Nonlinear Dynamics and Econometrics, 23 (1). ISSN 1081-1826

Maynou, Laia, Coll-de-Tuero, Gabriel and Saez, Marc (2019) The effects of copayment in primary health care: evidence from a natural experiment. European Journal of Health Economics, 20 (8). pp. 1237-1248. ISSN 1618-7601

Maynou-Pujolras, Laia, Saez, Marc, Bacaria, Jordi and Lopez-Casasnovas, Guillem (2014) Health inequalities in the European Union: an empirical analysis of the dynamics of regional differences. European Journal of Health Economics, 16 (5). pp. 543-559. ISSN 1618-7598

P

Peters, Michael and Szentes, Bal√°zs (2012) Definable and contractible contracts. Econometrica, 80 (1). pp. 363-411. ISSN 0012-9682

Pizzinelli, Carlo, Theodoridis, Konstantinos and Zanetti, Francesco (2018) State dependence in labor market fluctuations: evidence, theory, and policy implications. CFM Discussion Paper Series (CFM-DP2018-22). Centre For Macroeconomics, London School of Economics and Political Science, London, UK.

S

Sariev, Eduard and Germano, Guido (2019) Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance. ISSN 1469-7688

Sattler, Thomas, Brandt, Patrick T. and Freeman, John R. (2010) Democratic accountability in open economies. Quarterly Journal of Political Science, 5 (1). pp. 71-97. ISSN 1554-0626

Shanken, Jay and Tamayo, Ane (2012) Payout yield, risk, and mispricing: A Bayesian analysis. Journal of Financial Economics, 105 (1). pp. 131-152. ISSN 0304-405X

T

Tsionas, Efthymios G., Tran, Kien C. and Michaelides, Panayotis G. (2017) Bayesian inference in threshold stochastic frontier models. Empirical Economics. ISSN 0377-7332

This list was generated on Thu Nov 14 12:31:09 2019 GMT.