Working Papers

Title Date
Bayesian Estimation of Agent-Based Models
Have we become more indebted?
Forecasters' disagreement about how the economy operates, and the role of long-run relationships
Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
Uniform inference in nonparametric predictive regression, and a unified limit theory for spatial density estimation
Consistent estimation of agent-based models by simulated minimum distance
Inflation forecasting models for Uganda: is mobile money relevant?
The ins and outs of top income mobility
Income poverty, affluence and polarisation viewed from the median
Inequality and Banking Crises: A First Look
Information Forcasting Models for Uganda
Robust inference in structural VARs with long-run restrictions
Outlier Detection Algorithms for Least Squares Time Series
Causal transmission in reduced-form models
Technological Change as a Determinant of Redistribution Preferences
Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs
The Future of Agent-Based Modelling
The Intrafirm Complexity of Systemically Important Financial Institutions
The Intrafirm Complexity of Systemically Important Financial Institutions
The Great Recession, Austerity and Inequality: Evidence from Ireland
Monitoring the evolution of income poverty and real incomes over time
Monitoring the evolution of income poverty and real incomes over time
World CO2 Emission Intensity is Rising Faster than IPCC Scenarios Envisaged
Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
Automated Liquidity Provision
Prediction Markets, Twitter and Bigotgate
Competing with the Dragon: Employment and Wage Effects of Chinese Trade Competition in 17 Sectors Across 18 OECD Countries
On Fixing International Cricket Matches
Assessing the Evidence of Macro-Forecaster Herding: Forecasts of Inflation and Output Growth
The Evolution of Social Norms
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Deviance Analysis of Age-period-cohort Models
The Ecology and Energetics of Hunter-Gatherer Residential Mobility
Testing for Monotonicity under Endogeneity: An Application to the Reservation Wage Function
Joint Liability Group Formation: Social and Economic Selection Mechanisms