Cookies?
Library Header Image
LSE Research Online LSE Library Services

Browse by JEL codes

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Creators | Item Type
Number of items at this level: 27.

Article

Bovens, Luc and Rabinowicz, Wlodek (2011) Bets on hats: on Dutch books against groups, degrees of belief as betting rates, and group-reflection. Episteme, 8 (3). pp. 281-300. ISSN 1742-3600

Cai, Xiaoming, Den Haan, Wouter J. and Pinder, Jonathan (2016) Predictable recoveries. Economica, 83 (330). pp. 307-337. ISSN 0013-0427

Chernov, Mikhail (2003) Alternative models for stock price dynamics. Journal of Econometrics, 116 (1-2). pp. 225-257. ISSN 0304-4076

Chernov, Mikhail (2003) Empirical reverse engineering of the pricing kernel. Journal of Econometrics, 116 (1-2). pp. 329-364. ISSN 0304-4076

Chernov, Mikhail and Ghysels, Eric (2000) A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation. Journal of Financial Economics, 56 (3). pp. 407-458. ISSN 0304-405X

Dassios, Angelos and Zhao, Hongbiao (2017) Efficient simulation of clustering jumps with CIR intensity. Operations Research, 65 (6). pp. 1494-1515. ISSN 0030-364X

Fingleton, Bernard and Szumilo, Nikodem (2019) Simulating the impact of transport infrastructure investment on wages: a dynamic spatial panel model approach. Regional Science and Urban Economics, 75. pp. 148-164. ISSN 0166-0462

Freeman, Mark C., Groom, Ben, Panopoulou, Ekaterini and Pantelidis, Theologos (2015) Declining discount rates and the Fisher Effect: inflated past, discounted future? Journal of Environmental Economics and Management, 73. pp. 32-49. ISSN 0095-0696

Goodhart, Charles and Lim, Wen Bin (2011) Interest rate forecasts: a pathology. International Journal of Central Banking, 7 (2). pp. 135-171. ISSN 1815-4654

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

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

Book Section

Engle, Robert F. and Patton, Andrew J. (2007) What good is a volatility model? In: Knight, John and Satchell, Stephen, (eds.) Forecasting Volatility in the Financial Markets. Elsevier, pp. 47-63. ISBN 9780750669429

Monograph

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.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2009) Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. European Central Bank working paper series. European Central Bank, Frankfurt, Germany.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series (2006/13). Laboratory of Economics and Management (LEM), Pisa, Italy.

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.

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.

Blake, David (2002) The impact of wealth on consumption and retirement behaviour in the UK. Discussion paper: UBS Pensions series 005 (429). Financial Markets Group, London School of Economics and Political Science, London, UK.

Giannone, Domenico, Monti, Francesca and Reichlin, Lucrezia (2014) Exploiting the monthly data-flow in structural forecasting. CFM discussion paper series (CFM-DP2014-16). Centre For Macroeconomics, London, UK.

Hidalgo, Javier and Yajima, Y. (2001) Prediction and signal extraction of strong dependent processess in the frequency domain. EM (418). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Niguez, Trino-Manuel and Perote, Javier (2004) Forecasting the density of asset returns. EM (479). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Patton, Andrew J. and Timmermann, Allan (2005) Testable implications of forecast optimality. EM (485). Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Petralias, Athanassios, Petros, Sotirios and Prodromídis, Pródromos (2013) Greece in recession: economic predictions, mispredictions and policy implications. GreeSE: Hellenic Observatory papers on Greece and Southeast Europe (75). Hellenic Observatory, London School of Economics and Political Science, London, U.K..

Peñaranda, Francisco (2003) Evaluation of joint density forecasts of stock and bond returns: predictability and parameter uncertainty. Discussion paper (458). Financial Markets Group, London School of Economics and Political Science, London, UK.

Ritschl, Albrecht and Salferaz, Samad (2010) Crisis?: What crisis?: currency vs. banking in the financial crisis of 1931. CEP Discussion Paper (977). Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Schöni, Olivier (2014) Asymptotic properties of imputed hedonic price indices. SERC discussion papers (SERCDP0166). Spatial Economics Research Centre, London, UK.

Book

Danielsson, Jon (2011) Financial risk forecasting: the theory and practice of forecasting market risk with implementation in R and Matlab. Wiley-Blackwell. ISBN 9780470669433

This list was generated on Tue Jun 18 05:42:38 2019 BST.