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Gerba, Eddie and Hauzenberger, Klemens (2015) Estimating US fiscal and monetary interactions: from Volcker chairmanship to the Great Recession. Journal of Monetary Economics . ISSN 0304-3932 (Submitted)
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
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
Peters, Michael and Szentes, Balázs (2012) Definable and contractible contracts. Econometrica, 80 (1). pp. 363-411. ISSN 0012-9682
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
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.
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.
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.
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.
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.
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.