Working Papers

Title Date
Shifting credit standards and the boom and bust in U.S. house prices: Time series evidence from the past three decades
High-Frequency Trading Synchronizes Prices in Financial Markets
A Proposal for Impact-Adjusted Valuation: Critical Leverage and Execution Risk
Dynamic Bayesian Combination of Multiple Imperfect Classifiers
Economics Needs to Treat the Economy as a Complex System
A fast algorithm for spectral interpolation of sampled data
Forecasting from Structural Econometric Models
Prosperity and fairness
Mathematical models and economic forecasting: Some uses & misuses of mathematics in economics
iGen 0.1: a program for the automated generation of models and parameterisations
iGen 0.1: the automated generation of a parameterisation of entrainment in marine stratocumulus
Mapping the Toyota Supply Network: Implications for Resilience
Modeling Supply Networks: A Structural Analysis of the Toyota Supply Chain
Economics, ethics and climate change
Time Evolution of The Mutual Fund Size Distribution
Time-inconsistent environmental policy and optimal delegation
We ran one billion agents. Scaling in simulation models
Female labour force projections using microsimulation for six eu countries.
“Selfish” motives drive high-stakes altruism: gender mismatch increases long-term donations by both men and women
A Best-Case Scenario for a Successful Climate Tort in the United Kingdom using Probabilistic Event Attribution
Banks, Firms, and Jobs: The Real Effects of a Credit Crunch
Understanding low labour force participation: Policy evaluation using microsimulation.
Elements of Agent-based Computational Economics
Beyond Equilibrium: Revisiting Two-Sided Markets from an Agent-Based Modeling Perspective