Papers

Title Date
Value of the Future: Discounting in Random Environments
The End of the Waterfall: Default Resources of Central Counterparties
Statistical Model Selection with Big Data
Uniform Convergence Rates over Maximal Domains in Structural Nonparametric Cointegrating Regression
Detecting Location Shifts During Model Selection by Step-indicator Saturation
Estimating the Common Break Date in Large Factor Models
Inequality and Crises Revisited
How Good are US government Forecasts of the Federal debt?
The Effects of a Financial Transaction Tax in an Artificial Financial Market
Are Professional Macroeconomic Forecasters Able To Do Better Than Forecasting Trends?
A Joint Chow Test for Structural Instability
Bridging the Skills Gap
The Fed Needs Humans
Housing and the Macroeconomy: Inflation and the Financial Accelerator
Self-organization of Knowledge Economies
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Labour Market Shortages in the European Union
Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets
Non-Standard Work, Low-paid Work and Employment Dynamics: Evidence from an Occupational Perspective
After Piketty?
Network Approaches to Interbank Markets
On the Distribution of Links in the Interbank Network: Evidence from the e-MID Overnight Money Market
Mining big data by statistical methods
Overlapping Portfolios, Contagion, and Financial Stability
Technology at Work: The Future of Innovation and Employment
Why is Order Flow So Persistent?
INET Oxford Highlights Report 2012-2014
Real-Time Factor Model Forecasting and the Effects of Instability
Contagious Synchronization and Endogenous Network Formation in Financial Networks
Dynamics of the Leverage Cycle
To Bail-out or to Bail-in? Answers from an Agent-based Model
Does the Social Cost of Carbon Matter? Evidence from US Policy
Health care budgeting in the Netherlands
2014 Forecast Scenarios for UK Mortgage Arrears and Possessions
Quantitative Easing for the People