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Group by: Creators | Item Type
Jump to: A | D | E | G | H | J | K | P | S
Number of items at this level: 14.

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.

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.

Gerba, Eddie and Hauzenberger, Klemens (2014) Estimating US fiscal and monetary interactions in a time varying VAR. Journal of Money, Credit, and Banking . ISSN 1538-4616 (Submitted)

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, CASE/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

P

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

S

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

This list was generated on Sun Sep 21 09:36:49 2014 BST.