Browse by JEL codes

Article

Andini, Monica, Ciani, Emanuele, de Blasio, Guido, D'Ignazio, Alessio and Salvestrini, Viola (2018) Targeting with machine learning: an application to a tax rebate program in Italy. Journal of Economic Behavior & Organization, 156. pp. 86-102. ISSN 0167-2681

Bhimani, Alnoor ORCID: 0000-0002-1884-5840, Hausken, Kjell and Arif, Sameen (2022) Do national development factors affect cryptocurrency adoption? Technological Forecasting and Social Change, 181. ISSN 0040-1625

Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441 (2023) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Journal of Finance, 78 (1). pp. 487-557. ISSN 0022-1082

Campos, Nauro F. and Macchiarelli, Corrado (2021) The dynamics of core and periphery in the European monetary union: a new approach. Journal of International Money and Finance, 112. ISSN 0261-5606

Canay, Ivan A. and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2012) Hodges–Lehmann optimality for testing moment conditions. Journal of Econometrics, 171 (1). pp. 45-53. ISSN 0304-4076

Chan, W., Ng, M. W. and Tong, Howell (2006) On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of Actuarial Science, 1 (1). pp. 103-128. ISSN 1748-4995

Chang, Jinyuan, Chen, Cheng, Qiao, Xinghao ORCID: 0000-0002-6546-6595 and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2023) An autocovariance-based learning framework for high-dimensional functional time series. Journal of Econometrics, 239 (2). ISSN 0304-4076

Chapa, Joana and Ortega, Araceli (2017) Identifying the main emitters of carbon dioxide in Mexico: a multi-sectoral study. Economía, 17 (2). 135 - 172. ISSN 1529-7470

De la Torre, Augusto and Ize, Alain (2010) Containing systemic risk: paradigm-based perspectives on regulatory reform. Economía, 11 (1). 25 - 52. ISSN 1529-7470

Elsayed, Ahmed H. and Sousa, Ricardo M. (2022) International monetary policy and cryptocurrency markets: dynamic and spillover effects. European Journal of Finance. ISSN 1351-847X

Etilé, Fabrice, Frijters, Paul, Johnston, David W. and Shields, Michael A. (2021) Measuring resilience to major life events. Journal of Economic Behavior and Organization, 191. 598 - 619. ISSN 0167-2681

Ghosh, Anisha, Julliard, Christian ORCID: 0000-0001-8177-7441 and Stutzer, Michael J. (2024) The market cost of business cycle fluctuations. Management Science. ISSN 0025-1909 (In Press)

Hogh, N., Linton, Oliver and Nielsen, J.P. (2006) The Froot-Stein model revisited. Annals of Actuarial Science, 1 (1). pp. 37-47. ISSN 1748-4995

Kavetsos, Georgios and Szymanski, Stefan (2008) Olympic Games, terrorism and their impact on the London and Paris stock exchanges. Revue d’Economie Politique, 118 (2). pp. 189-206. ISSN 0373-2630

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

Mitrodima, Gelly ORCID: 0009-0007-5360-5221 and Oberoi, Jaideep (2024) CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. Journal of the Royal Statistical Society. Series C: Applied Statistics, 73 (1). 1 - 27. ISSN 0035-9254

Stich, Christoph, Tranos, Emmanouil and Nathan, Max (2023) Modeling clusters from the ground up: a web data approach. Environment and Planning B: Urban Analytics and City Science, 50 (1). 244 - 267. ISSN 2399-8083

Ziemba, William T. (2023) Pari-mutuel betting markets: racetracks and lotteries revisited. Annual Review of Financial Economics, 15. 641 - 662. ISSN 1941-1367

Book Section

Bond, Stephen and Van Reenen, John ORCID: 0000-0001-9153-2907 (2007) Microeconometric models of investment and employment. In: Heckman, James J. and Leamer, Edward E., (eds.) Handbook of Econometrics. Handbooks in Economics. North-Holland, London, UK, pp. 4417-4498. ISBN 0444506314

Morgan, Mary S. ORCID: 0000-0003-3471-2180 and Knuuttila, Tarja (2012) Models and modelling in economics. In: Mäki, Uskali, (ed.) Philosophy of Economics. Handbook of the philosophy of science (13). Elsevier (Firm), pp. 49-87. ISBN 9780444516763

de Grauwe, Paul ORCID: 0000-0001-5225-1301 and Kaltwasser, Pablo Rovira (2012) The exchange rate in a behavioral finance framework. In: James, Jessica, Marsh, Ian and Sarno, Lucio, (eds.) Handbook of Exchange Rates. Wiley handbooks in financial engineering and econometrics. Wiley-Blackwell, New Jersey, USA, pp. 111-132. ISBN 9780470768839

Monograph

Bloom, Nicholas, Davis, Steven J., Hansen, Stephen, Lambert, Peter John ORCID: 0000-0001-7006-5326, Sadun, Raffaella and Taska, Bledi (2023) Remote work across jobs, companies and space. CEP Discussion Papers (CEPDP1935). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Boucher, Christophe M., Danielsson, Jon ORCID: 0009-0006-9844-7960, Kouontchou, Patrick S. and Maillet, Bertrand B. (2014) Risk models–at–risk. Systemic Risk Centre Discussion Papers (8). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Quah, Danny (1991) The relative importance of permanent and transitory components: identification and some theoretical bounds. Financial Markets Group Discussion Papers (126). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2009) Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator. CEP Discussion Papers (933). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2009) On the existence of the maximum likelihood estimates for Poisson regression. CEP Discussion Papers (932). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Santos Silva, Joao and Tenreyro, Silvana ORCID: 0000-0002-9816-7452 (2009) Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically. CEP Discussion Papers (935). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Ziemba, William (2020) Parimutuel betting markets: racetracks and lotteries revisited. Systemic Risk Centre Discussion Papers (103). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

de Almeida Vilares, Hugo and Reis, Hugo (2022) Who's got the power? Wage determination and its resilience in the Great Recession. CEP Discussion Papers (1885). London School of Economics and Political Science. Centre for Economic Performance, London, UK.

Conference or Workshop Item

Tinelli, Michela ORCID: 0000-0002-8816-4389 and Ryan, Mandy (2006) Alternative approaches to deriving welfare estimates in discrete choice experiments. In: The 69th Health Economists' Study Group Meeting, 2006-07-26 - 2006-07-28, University of York, United Kingdom, GBR. (Submitted)

Tinelli, Michela ORCID: 0000-0002-8816-4389, Ryan, Mandy and Odejar, M. (2005) Comparing alternative approaches to designing discrete choice experiments. In: 3rd Workshop: Advancing the Methodology of Discrete Choice Experiments in Health Economics, 2005-07-06 - 2005-07-07, Gran Canaria, Spain, ESP. (Submitted)

Tinelli, Michela ORCID: 0000-0002-8816-4389, Ryan, Mandy and Odejar, M. (2005) Deriving welfare estimates in discrete choice experiments with multiple choice options. In: 3rd Workshop: Advancing the Methodology of Discrete Choice Experiments in Health Economics, 2005-07-06 - 2005-07-07, Gran Canaria, Spain, ESP. (Submitted)

Tinelli, Michela ORCID: 0000-0002-8816-4389, Ryan, Mandy and Odejar, M. (2005) Deriving welfare estimates in discrete choice experiments with multiple choice options. In: The 67th Health Economists' Study Group Meeting, 2005-06-29 - 2005-07-01, Newcastle, United Kingdom, GBR. (Submitted)