Working Papers

Title Date
Using social media to identify market inefficiencies: Evidence from Twitter and Betfair
Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
Spline-DCS for forecasting trade volume in high-frequency financial data
Asymptotic theory for Beta-t-GARCH
Out-of-Sample Paleo-Climate Simulations: Testing Hypothesis About the Mid-Brunhes Event, the Stage 11 Paradox, and Orbital Variations
Testing for time-varying predictive accuracy using bias-corrected indicator saturation
General-to-Specific (GETS) Modelling and Indicator Saturation with the R Package gets (version 0.7)
Improving the teaching of econometrics
Fiscal Welfare and Welfare State Reform: a research agenda
World CO2 Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios
Bayesian Estimation of Agent-Based Models
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
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