Oct 2023
Journal

Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle
in Journal of Economic Dynamics and Control
Adrián Carro

Oct 2023
INET Working Paper

No. 2023-19 - Reconstructing supply networks
Luca Mungo , Alexandra Brintrup , Diego Garlaschelli , François Lafond

Sept 2023
INET Working Paper

No. 2023-18 - Temporal criticality
Jose Moran , Matthijs Romeijnders , Pierre Le Doussal , Frank P. Pijpers , Utz Weitzel , Debabrata Panja , Jean-Philippe Bouchaud

Sept 2023
INET Working Paper

No. 2023-16 - Liquidity Spirals
Garbrand Wiersema , Esti Kemp , J. Doyne Farmer

Aug 2023
Journal

The historical role of energy in UK inflation and productivity with implications for price inflation
in Energy Economics
Jennifer L. Castle , David F. Hendry , Andrew B. Martinez

Aug 2023
INET Working Paper

No. 2023-13 - Temporal criticality in socio-technical systems
Jose Moran , Frank P Pijpers , Utz Weitzel , Jean-Philippe Bouchaud , Debabrata Panja

Jul 2023
INET Working Paper

No. 2023-12 - Why we need a green land value tax and how to design it
John Muellbauer

Jul 2023
Journal

“All scenarios are wrong, but some are useful”—Toward a framework for assessing and using current climate risk scenarios within financial decisions
in Frontiers in Climate
Moritz Baer , Matteo Gasparini , Ryan Lancaster , Nicola Ranger

Jul 2023
Working Paper

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

Jul 2023
INET Working Paper

No. 2023-02 - Revealing production networks from firm growth dynamics
Jose Moran , Luca Mungo

Jun 2023
Article

Why can economic forecasts go wrong?
Jennifer L. Castle , David F. Hendry

May 2023
INET Working Paper

No. 2023-10 - Automation and Taxation
Kerstin Hötte , Pantelis Koutroumpis , Angelos Theodorakopoulos

Apr 2023
Journal

From the Bretton Woods system to the global nonsystem: the trials and tribulations of slow learning
in Oxford Review of Economic Policy
David Vines , Paola Subacchi

Apr 2023
Journal

Fifty years on: what the Bretton Woods System can teach us about global macroeconomic policy-making
in Oxford Review of Economic Policy
Paola Subacchi , David Vines

Apr 2023
Paper

Toward a framework for assessing and using current climate risk scenarios within financial decisions
Matteo Gasparini , Moritz Baer , Ryan Lancaster , Nicola Ranger

Mar 2023
Journal

Biophilic Markets
in Dædalus
Eric Beinhocker

Feb 2023
Working Paper

Approximate Bayesian Computation with Path Signatures
Joel Dyer , Patrick Cannon , Sebastian M Schmon

Jan 2023
INET Working Paper

No. 2022-02 - Reconstructing production networks using machine learning
Luca Mungo , François Lafond , Pablo Astudillo-Estévez , J. Doyne Farmer

Dec 2022
Journal

TRISK - A Climate Stress Test for Transition Risk
in SSRN Electronic Journal
Moritz Baer , Ben Caldecott , Jacob Kastl , Alissa M. Kleinnijenhuis , Nicola Ranger

Dec 2022
INET Working Paper

No.2022-28 - Counterparty choice, maturity shifts and market freezes: lessons from the e-MID interbank market
Susanna Saroyan

Nov 2022
Article

Three growth-friendly reforms for the UK’s broken planning system
John Muellbauer

Nov 2022
Paper

The Thatcher Legacy: Lessons for the future of the UK economy
John Muellbauer , David Soskice

Nov 2022
Journal

What are the events that shake our world? Measuring and hedging global COVOL
in Journal of Financial Economics
Rob F. Engle , Susana Campos-Martins

Sept 2022
Journal

Forecasting the propagation of pandemic shocks with a dynamic input-output model
in Journal of Economic Dynamics and Control
Anton Pichler , Marco Pangallo , R. Maria del Rio-Chanona , François Lafond , J. Doyne Farmer

Aug 2022
INET Working Paper

No. 2022-25 - Could Spain be less different? Exploring the effects of macroprudential policy on the house price cycle
Adrián Carro

Aug 2022
INET Working Paper

No. 2022-23 - Quantifying the structure of controversial discussions with unsupervised methods: a look into the Twitter climate change conversation
Blas Kolic , Fabián Aguirre-López , Sergio Hernández-Williams , Guillermo Garduño-Hernández

Jul 2022
Paper

New Econometric Models for South African House Prices, Mortgage Debt and Residential Investment
Janine Aron , John Muellbauer

Jul 2022
Paper

Non-Performing Loans in South Africa: a Scoping paper for Future Model Development
John Muellbauer , Janine Aron

Jul 2022
Paper

Enhancing Financial Stability and Monetary Analysis in the Core Model of the SARB
Janine Aron , John Muellbauer

Jul 2022
Journal

Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market
in Industrial and Corporate Change
Adrián Carro , Marc Hinterschweiger , Arzu Uluc , J. Doyne Farmer

Jul 2022
Paper

Real Estate Booms and Busts: Implications for Monetary and Macroprudential Policy in Europe
John Muellbauer

Jul 2022
Paper

Evology: an Empirically-Calibrated Market Ecology Agent-Based Model for Trading Strategy Search
Aymeric Vié , Maarten Scholl , J. Doyne Farmer

Publications