Browse by JEL codes

A

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2013) The common component of firm growth. Structural Change and Economic Dynamics, 26. pp. 73-82. ISSN 0954-349X

Anderson, Ronald W. and Sundaresan, Suresh (2000) A comparative study of structural models of corporate bond yields: an exploratory investigation. Journal of Banking and Finance, 24 (1-2). pp. 255-269. ISSN 0378-4266

Anesti, Nikoleta, Galvao, Ana Beatriz and Miranda-Agrippino, Silvia (2018) Uncertain kingdom: nowcasting GDP and its revisions. CFM Discussion Paper Series (CFM-DP2018-24). Centre For Macroeconomics, London School of Economics and Political Science, London, UK.

Apergis, Nicholas and Cooray, Arusha (2013) New evidence on the remedies of the Greek sovereign debt problem. GreeSE: Hellenic Observatory papers on Greece and Southeast Europe (79). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Aron, Janine and Muellbauer, John (2010) Modelling and forecasting UK mortgage arrears and possessions. SERC Discussion Papers (SERCDP0053). Spatial Economics Research Centre (SERC), London School of Economics and Political Science, London, UK.

B

Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M. and Veredas, David (2010) Disentangling systematic and idiosyncratic risk for large panels of assets. ECARES working paper (2010‐019). Université Libre de Bruxelles, Brussels, Belgium.

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Financial Markets Group Discussion Papers (429). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Brokmann, Xavier, Itkin, David ORCID: 0000-0001-8643-574X, Muhle-Karbe, Johannes and Schmidt, Peter (2024) Tackling nonlinear price impact with linear strategies. Mathematical Finance. ISSN 0960-1627

C

Chadha, Jagjit S. and Shibayama, Katsuyuki (2018) Bayesian estimation of DSGE models: identification using a diagnostic indicator. CFM Discussion Paper Series (CFM-DP2018-25). Centre For Macroeconomics, London School of Economics and Political Science, London, UK.

D

Denbee, Edward, Julliard, Christian ORCID: 0000-0001-8177-7441, Li, Ye and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2021) Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141 (3). 831 - 859. ISSN 0304-405X

Dergiades, Theologos, Milas, Costas, Mossialos, Elias ORCID: 0000-0001-8664-9297 and Panagiotidis, Theodore (2023) COVID-19 anti-contagion policies and economic support measures in the USA. Oxford Economic Papers, 75 (3). 613 - 630. ISSN 0030-7653

Dias, Gustavo F., Fernandes, Marcelo and Scherrer, Cristina M. ORCID: 0000-0002-7935-5378 (2021) Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19 (5). 985 - 1008. ISSN 1479-8409

Dietz, Simon ORCID: 0000-0001-5002-018X and Lanz, Bruno (2022) Growth and adaptation to climate change in the long run. Grantham Research Institute on Climate Change and the Environment Working Papers (386). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science, London, UK.

Dietz, Simon ORCID: 0000-0001-5002-018X and Lanz, Bruno (2022) Growth and adaptation to climate change in the long run. CCCEP Working Paper (411). Centre for Climate Change Economics and Policy, London, UK.

Duca, John V., Muellbauer, John and Murphy, Anthony (2011) House prices and credit constraints: making sense of the U.S. experience. SERC Discussion Papers (SERCDP0077). Spatial Economics Research Centre (SERC), London School of Economics and Political Science, London, UK.

Duca, John V., Muellbauer, John and Murphy, Anthony (2011) Shifting credit standards and the boom and bust in U.S. house prices. SERC Discussion Papers (SERCDP0076). Spatial Economics Research Centre (SERC), London School of Economics and Political Science, London, UK.

E

Economidou, Claire, Karamanis, Dimitris, Kechrinioti, Alexandra, Konstantakis, Konstantinos N. and Michaelides, Panayotis G. (2024) Unpacking the dynamics of military spending in a globalized world: economic impacts with a network GVAR model. Journal of Economic Studies, 51 (3). 501 - 527. ISSN 0144-3585

Etesami, Jalal, Habibnia, Ali and Kiyavash, Negar (2017) Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. Systemic Risk Centre Discussion Papers (66). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

F

Fiorio, Carlo V. (2006) Understanding inequality trends: microsimulation decomposition for Italy. DARP (78). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

G

Gandy, Axel and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2013) The effect of estimation in high-dimensional portfolios. Mathematical Finance, 23 (3). pp. 531-559. ISSN 0960-1627

H

Haberis, Alex and Sokol, Andrej (2014) A procedure for combining zero and sign restrictions in aVAR-identification scheme. CFM discussion paper series (CFM-DP2014-10). Centre For Macroeconomics, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (2019) Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 (2019) Switching regressions with imperfect regime classification information: theory and applications. STICERD Econometrics Papers (610). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Savignac, Frédérique (2007) Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. . Financial Markets Group, The London School of Economics and Political Science, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Savignac, Frédérique (2019) Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate. Econometrics Papers (606). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Savignac, Frédérique (2024) Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate. Journal of Econometrics, 238 (1). ISSN 0304-4076

I

Iglesias, Ana, Quiroga, Sonia, Diz, Agustin and Garrote, Luis (2011) Adapting agriculture to climate change. Economia Agraria y Recursos Naturales, 11 (2). pp. 109-122. ISSN 1578-0732

J

Julliard, Christian ORCID: 0000-0001-8177-7441, Shi, Ran and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2023) The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235 (2). 2125 - 2154. ISSN 0304-4076

Julliard, Christian ORCID: 0000-0001-8177-7441, Shi, Ran and Yuan, Kathy ORCID: 0000-0001-9895-7545 (2020) The spread of COVID-19 in London: network effects and optimal lockdowns. Systemic Risk Centre Discussion Papers (104). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

K

Komarova, Tatiana ORCID: 0000-0002-6581-5097, Sanches, Fábio Adriano, Silva Junior, Daniel and Srisuma, Sorawoot (2018) Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games. Quantitative Economics, 9 (3). pp. 1153-1194. ISSN 1759-7323

Koundouri, Phoebe, Kourogenis, Nikolaos and Pittis, Nikitas (2016) Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections. Journal of Economic Surveys, 30 (1). pp. 149-164. ISSN 0950-0804

O

Oparina, Ekaterina ORCID: 0000-0002-1544-8751 and Srisuma, Sorawoot (2022) Analyzing subjective well-being data with misclassification. Journal of Business and Economic Statistics, 40 (2). 730 - 743. ISSN 0735-0015

P

Patton, Andrew J. (2002) On the out-of-sample importance of skewness and asymetric dependence for asset allocation. Financial Markets Group Discussion Papers (431). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Pradeep, Siddhartha (2022) Impact of diesel price reforms on asymmetricity of oil price pass-through to inflation: Indian perspective. Journal of Economic Asymmetries, 26. ISSN 1703-4949

R

Robinson, Peter (2008) Developments in the analysis of spatial data. Econometrics Papers (EM/2009/531). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

S

Santos Silva, Joao, Tenreyro, Silvana ORCID: 0000-0002-9816-7452 and Wei, Kehai (2014) Estimating the extensive margin of trade. Journal of International Economics, 93 (1). pp. 67-75. ISSN 0022-1996

Selmi, Refk, Hammoudeh, Shawkat, Kasmaoui, Kamal, Sousa, Ricardo M. and Errami, Youssef (2022) The dual shocks of the COVID-19 and the oil price collapse: a spark or a setback for the circular economy? Energy Economics, 109. ISSN 0140-9883

Simionescu, Mihaela, Schneider, Nicolas and Gavurova, Beata (2024) A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus. Journal of Applied Economics, 27 (1). ISSN 1514-0326

T

Toczydlowska, Dorota and Peters, Gareth W. (2018) Financial big data solutions for state space panel regression in interest rate dynamics. Econometrics, 6 (3).

V

Ventura, Luigi and Ventura, Maria (2021) Migration, diversity and regional risk sharing. Applied Economics, 53 (44). 5090 - 5102. ISSN 0003-6846

W

Wang, Yuton, Guo, Jingyuan and Deng, Kent ORCID: 0000-0002-9795-3646 (2023) Inputs, outputs and living standards in rural China during the 1920s and 30s: a quantitative analysis. Economic History Working Papers (359). London School of Economics and Political Science, London, UK.

Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen and Lu, Zudi (2017) A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38 (2). pp. 243-265. ISSN 0143-9782

Z

Zhao, Hongbiao (2011) Portfolio credit risk of default and spread widening. . The Author. (Submitted)