May 2014
Working Paper

Measuring Top Incomes and lnequality in the Middle East: Data Limitations and Illustration with the Case of Egypt
Facundo Alvaredo , Thomas Piketty

May 2014
Paper

Detecting Big Structural Breaks in Large Factor Models
Jesus Gonzalo , Liang Chen , Juan J. Dolado

Apr 2014
Journal

Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
David Hendry , Grayham E Mizon

Apr 2014
Journal

Economic fundamentals and Eurozone sovereign spreads: will the good news continue?
John Muellbauer

Mar 2014
Paper

Central Clearing of OTC Derivatives: Bilateral vs Multilateral Netting
Rama Cont , Thomas Kokholm

Feb 2014
Paper

On the Accuracy and Efficiency of IMF Forecasts: A Survey and Some Extensions
Andrew B. Martinez , Hans Genberg

Jan 2014
Journal

Exchange Rate Pass-Through to Consumer Prices in South Africa: Evidence from Micro-Data
in Journal of Development Studies
Janine Aron , John Muellbauer , Kenneth Creamer , Neil Rankin

Jan 2014
Paper

Exchange Rate Pass-through to Import Prices and Monetary Policy in South Africa
Janine Aron , John Muellbauer , Greg Farrell , Peter Sinclair

Jan 2014
Paper

The real-wage productivity nexus
David Hendry , Jennifer Castle

Jan 2014
Paper

Probability Distributions or Point Predictions? Survey Forecasts of US Output Growth and Inflation
Michael P. Clements

Jan 2014
Paper

US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010
Michael P. Clements

Jan 2014
Paper

Model Selection in Under-Specified Equations with Breaks
David Hendry , Jennifer Castle

Jan 2014
Paper

Exchange rate pass-through in developing and emerging markets: a survey of conceptual, methodological and policy issues, and selected empirical findings
Janine Aron , John Muellbauer , Ronald Macdonald

Dec 2013
Working Paper

Global income distribution: from the fall of the Berlin Wall to the Great Recession
Christoph Lakner , Branko Milanovic

Nov 2013
Book

Stochastic evolutionary game dynamics
H. Peyton Young , Chris Wallace

Nov 2013
Journal

Climate science: Breaks in trends
Felix Pretis , Myles Allen

Nov 2013
Working Paper

Generalized indirect inference for discrete choice models
Marianne Bruins , James A. Duffy , Michael Keane , A. Smith

Oct 2013
Journal

New methods for forecasting inflation, applied to the USA
Janine Aron , John Muellbauer

Oct 2013
Journal

Wealth, Credit Conditions and Consumption: evidence from South Africa
Janine Aron , John Muellbauer

Aug 2013
Journal

Mis-specification testing: Non-Invariance of expectations models of inflation
David Hendry , Jennifer Castle , Jurgen Doornik , Ragnar Nymoen

Aug 2013
Journal

Cash Flow Simulation for a Model of Outstanding Liabilities Based on Claim Amounts and Claim Numbers
in ASTIN Bulletin
María Dolores Martínez-Miranda , Bent Nielsen , J. P. Nielsen , Richard Verrall

Jul 2013
Paper

Fast Convergence in Evolutionary Equilibrium Selection
H. Peyton Young , Gabriel E. Kreindler

Jun 2013
Working Paper

Co-summability: From linear to non-linear co-integration
Vanessa Berenguer-Rico , Jesus Gonzalo

Jun 2013
Video

Tony Atkinson: Where is inequality headed?
Tony Atkinson

Jun 2013
Paper

Network Structure and Systemic Risk in Banking Systems
Rama Cont , Amal Moussa , Edson Bastos e Santos

Jun 2013
Working Paper

Step Indicator Saturation
David Hendry , Jurgen A Doornik , Felix Pretis

May 2013
Video

Paul Krugman and Tony Atkinson in Conversation: Inequality and economic growth
Tony Atkinson

May 2013
Journal

Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
in Econometrics
Soren Johansen , Bent Nielsen

May 2013
Video

Can economists forecast economic crashes?
David Hendry

Apr 2013
Journal

(in Spanish) Las rentas altas en España: panorama histórico y evolución reciente
Facundo Alvaredo

Apr 2013
Paper

Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions
Michael P. Clements , A. B. Galvao

Apr 2013
Paper

Using Model Selection Algorithms to Obtain Reliable Coefficient Estimate

Publications