Title Date
Pathways toward zero-carbon electricity required for climate stabilization
Mobile Money and the Economy: A Review of the Evidence
When are Prediction Market Prices Most Informative?
Inequality and Inclusive Growth in Rich Countries: Shared Challenges and Contrasting Fortunes
Financing public capital when rents are back: a macroeconomic Henry George Theorem
Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) VAR Models
Explaining Nowcast Errors
The Future of Macroeconomics: Macro Theory and Models at the Bank of England
Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios
Do Macro-Forecasters Herd?
Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications
Over-Dispersed Age-Period-Cohort Models
Automated General-to-Specific (GETS) Modelling of the Mean of Variance of Regressions, and Indicator Saturation Methods for Outliers and Structural Breaks
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
White Heteroscedasticity Testing in Robust Regressions
Selecting a Model for Forecasting
Avoiding 'Cautionary Notes about Robustness' by using Model Selection
Cointegration Analysis of Time Series using CATS for OxMetrics
First-in, First-out: Modelling the UK's CO2 Emissions, 1860-2016
Analyzing Differences between Scenarios
Coastal sea level rise with warming below 2°C
Consumption, household portfolios and the housing market in France
Global probabilistic projections of extreme sea levels show intensification of coastal flood hazard
INET Oxford Summer Research Update 2018 - Slides