• Hierarchical Time-Varying Estimation of Asset Pricing Models 

  Baillie, RT; Calonaci, F; Kapetanios, G (2022-01-04)

• Monetary policy uncertainty and firm dynamics 

  Fasani, S; Mumtaz, H; Rossi, L (2022-01-01)

  This paper uses a FAVAR model with external instruments to show that monetary policy uncertainty shocks are recessionary and are associated with an increase in firms' exit and a decrease in firms' entry. At the same time, ...

• An Agent-Based Approach to Classical Competitive Prices 

  Veneziani, R; 2021 International Conference of The Computational Social Science Society of the Americas

• The Different Facets of Injustice 

  Chibber, V; Veneziani, R (2022-01-17)

• Corrigendum to “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors” [J. Econometrics 212 (1) (2019) 137–154] (Journal of Econometrics (2019) 212(1) (137–154), (S030440761930079X), (10.1016/j.jeconom.2019.04.024)) 

  Carriero, A; Chan, J; Clark, TE; Marcellino, M (2022-04-01)

  The original algorithm contained a mistake that meant the conditional distributions used for the VAR's coefficients were missing a piece of information. We propose a new algorithm that uses the same factorization but ...

• The Political Economy of Early COVID-19 Interventions in U.S. States: Comment. 

  Lee, SYT (2022-01-15)

• Partially one-sided semiparametric inference for trending persistent and antipersistent processes 

  Abadir, KM; Distaso, W; Giraitis, L

• ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS 

  Dendramis, Y; Giraitis, L; Kapetanios, G (2021-12)

• Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 

  Kapetanios, G; Konstantinidi, E; Neumann, M; Skiadopoulos, G (2019-11)

• Tourism and economic growth: Multi-country evidence from mixed-frequency Granger causality tests 

  Enilov, M; Wang, Y (2021-02-11)

• Hit Harder, Recover Slower? Unequal Employment Effects of the COVID-19 Shock 

  Lee, SYT; Park, M; Shin, Y (2021)

• Optimal Risk Transfer: A Numerical Optimization Approach 

  Asimit, AV; Gao, T; Hu, J; Kim, ES (2018-07-03)

  Capital efficiency and asset/liability management are part of the Enterprise Risk Management Process of any insurance/reinsurance conglomerate and serve as quantitative methods to fulfill the strategic planning within an ...

• On the Intergenerational Transmission of Economic Status 

  Lee, SYT; Seshadri, A (2019-04-01)

• Industrial and Occupational Employment Changes During the Great Recession 

  Aum, S; Lee, SYT; Shin, Y (2017-10-04)

• Economic Policy and Equality of Opportunity 

  Lee, SYT; Seshadri, A (2018-07)

• Investment, firm-specific uncertainty, and financial flexibility 

  Chortareas, G; Noikokyris, E (2021-12)

• Robots, Offshoring and Welfare 

  Bonfiglioli, A (2021)

  We study the effect of industrial robots in the presence of offshoring.

• Unequal exchange and international justice 

  Veneziani, R

• Disclosure versus recognition: the value relevance of pensions 

  Larcher, L

  This paper compares how pension obligations impact the market value of United States corporations under two accounting regimes. Using a sample of firms that disclosed pension liabilities under Statement of Financial ...

• Learning frames 

  Vriend, N

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