Oct 2025
Working Paper

Linking Path-Dependent and Stochastic Volatility Models
Samuel N. Cohen , Cephas Svosve

Sept 2025
Working Paper

Decoding the city: multiscale spatial information of urban income
Luís M. A. Bettencourt , Ivanna Rodriguez , Jordan Kemp , José Lobo

Sept 2025
Working Paper

Comparing Data Assimilation and Likelihood-Based Inference on Latent State Estimation in Agent-Based Models
Blas Kolic , Corrado Monti , Gianmarco De Francisci Morales , Marco Pangallo

Sept 2025
Working Paper

Beyond pay: AI skills reward more job benefits
Alejandra Mira , Matthew Bone , Fabian Stephany

Sept 2025
Working Paper

Painting the market: generative diffusion models for financial limit order book simulation and forecasting
Alfred Backhouse , Kang Li , Jakob Foerster , Anisoara Calinescu , Stefan Zohren

Aug 2025
Working Paper

Higher-order exposures
Garbrand Wiersema , Alissa M. Kleinnijenhuis , Esti Kemp , Thom Wetzer

Jul 2025
Working Paper

Cash Transfers, Mental Health and Agency: Evidence from an RCT in Germany
Sandra Bohmann , Susann Fiedler , Maximilian Kasy , Jürgen Schupp , Frederik Schwerter

Jun 2025
Working Paper

Regional Wealth Inequality in Spain: Evidence from the Spain Wealth Atlas
Gustavo A. Marrero , Clara Martínez-Toledano , Juan C. Palomino , Dmitry Petrov

Jun 2025
Working Paper

Basic Income and Labor Supply: Evidence from an RCT in Germany
Sarah Bernhard , Sandra Bohmann , Susann Fiedler , Maximilian Kasy , Jürgen Schupp , Frederik Schwerter

Jun 2025
Working Paper

The Reliability of the Nominal GDP Expectations Gap
Andrew B. Martinez , Alexander D. Schibuola , David Beckworth

Jun 2025
Working Paper

An Empirical Examination of Business Climate Alliances: Effective and/or Harmful?
Matteo Gasparini , Peter Tufano

Jun 2025
Working Paper

House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks
William Larson , Andrew Martinez

Jun 2025
Working Paper

Consolidated Trajectories? Social Class and Earnings Growth over the Life Course
Philipp M. Lersch , Nhat An Trinh , Caspar Kaiser

May 2025
Working Paper

A taxonomy of policies to support geological carbon dioxide removal
Johanna Arlinghaus , Siyu Feng , Joseph Stemmler , Samuel Fankhauser , Stephen M. Smith

Apr 2025
Working Paper

Redefining Fitness: Evolution as a Dynamic Learning Process
Luís M. A. Bettencourt , Brandon J Grandison , Jordan Kemp

Apr 2025
Working Paper

Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections
Luke Jackson , Katarina Juselius , Andrew B. Martinez , Felix Pretis

Feb 2025
Working Paper

New models for South African consumption, house prices, and mortgage and non-mortgage debt: Insights for financial stability and monetary transmission
Janine Aron , John Muellbauer

Feb 2025
Working Paper

Complement or substitute? How AI increases the demand for human skills
Elina Mäkelä , Fabian Stephany

Feb 2025
Working Paper

A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
Jan Fialkowski , Christian Diem , András Borsos , Stefan Thurner

Feb 2025
Working Paper

Incentivized Network Dynamics in Digital Job Recruitment
Blas Kolic , Manuel Cebrian , Iñaki Ucar , Rosa E. Lillo

Feb 2025
Working Paper

Looking Back to 1991 Economic Forecasting: A Report to the Treasury and Civil Service Select Committee
David F. Hendry

Jan 2025
Working Paper

How do Macroeconomic Expectations React to Extreme Weather Shocks?
Andrew Martinez

Jan 2025
Working Paper

Impact of Temperature Uncertainty on Firm Growth : A Grid-Level Analysis
Jangho Yang , Christian Schoder

Mar 2024
Working Paper

War in the Ukraine and global inflationary pressures: learning about how to study fiscal and monetary cooperation in the face of supply side shocks
Christopher Adam , Sheung Kan (Paul) Luk , David Vines

Dec 2023
Working Paper

Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer , John Geanakoplos , Matteo Richiardi , Miquel Montero , Josep Perelló , Jaume Masoliver

Dec 2023
Working Paper

Assessing the relative costs of high-CCS and low-CCS pathways to 1.5 degrees
Andrea Bacilieri , Richard Black , Rupert Way

Jul 2023
Working Paper

EURAXI: A Benchmark for Euro Credit Spreads
Susanna Saroyan , Rama Cont

Jun 2023
Working Paper

Wealth inequality in Latin America
Rafael Carranza , Mauricio De Rosa , Ignacio Flores

May 2023
Working Paper

A re-evaluation of the financial risks of the net zero transition
Matteo Gasparini , Moritz Baer , Matthew Ives

May 2023
Working Paper

Least Trimmed Squares Asymptotics: Regression with leverage
Vanessa Berenguer-Rico , Bent Nielsen

Mar 2023
Working Paper

Carbon pricing and the elasticity of CO2 emissions
Ryan Rafaty , Geoffroy Dolphin , Felix Pretis

Feb 2023
Working Paper

The evolving academic field of climate finance
Matteo Gasparini , Peter Tufano

Publications