Oct 2023
Journal

Improving models and forecasts after equilibrium-mean shifts
in International Journal of Forecasting
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

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

Jul 2023
INET Working Paper

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

Jun 2023
Article

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

Jun 2023
Journal

Common volatility shocks driven by the global carbon transition
in Journal of Econometrics
Susana Campos-Martins , David F. Hendry

Jun 2023
Journal

Normality testing after outlier removal
in Econometrics and Statistics
Vanessa Berenguer-Rico , Bent Nielsen

May 2023
Working Paper

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

May 2023
Journal

A model where the least trimmed squares estimator is maximum likelihood
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen

Mar 2023
Working Paper

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

Mar 2023
Journal

Modeling Price and Variance Jump Clustering Using the Marked Hawkes Process
in Journal of Financial Econometrics
Jian Chen , Michael P. Clements , Andrew Urquhart

Mar 2023
Journal

Large weather and conflict effects on internal discplacement in Somalia with little evidence of feedback onto conflict
in Global Environmental Change
Lisa Thalheimer , Moritz Schwarz , Felix Pretis

Feb 2023
Journal

How local is the local inflation factor? Evidence from emerging European countries
in International Journal of Forecasting
Oguzhan Cepni , Michael P. Clements

Jan 2023
Working Paper

Interactive Effects of Temperature and Precipitation on Global Economic Growth
Menghan Yuan , Thomas Leirvik , Hande Karabiyik

Nov 2022
Journal

Political strategies to overcome climate policy obstructionism
in Perspectives on Politics
Sugandha Srivastav , Ryan Rafaty

Nov 2022
Journal

Extreme weather and climate policy
in Environmental Politics
Sam Rowan

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

Forecasting GDP growth rates in the United States and Brazil using Google Trends
in International Journal of Forecasting
Evripidis Bantis , Michael P. Clements , Andrew Urquhart

Nov 2022
Journal

The New Terrain of Global Governance: Mapping Membership in Informal International Organizations. In Journal of Conflict Resolution
in Journal of Conflict Resolution
Charles Roger , Sam Rowan

Nov 2022
Journal

Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
in Journal of Applied Econometrics
Michael P. Clements , Ana Beatriz Galvão

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

Allocation, allocation, allocation! The political economy of the development of the European Union Emissions Trading System
in WIREs Climate Change
Misato Sato , Ryan Rafaty , Raphael Calel , Michael Grubb

Sept 2022
Journal

Attributing agnostically detected large reductions in road CO2 emissions to policy mixes
in Nature Energy
Nicolas Koch , Lennard Naumann , Felix Pretis , Nolan Ritter , Moritz Schwarz

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

Whose jobs face transition risk in Alberta? Understanding sectoral employment precarity in an oil-rich Canadian province
in Climate Policy
Antonina Scheer , Moritz Schwarz , Debbie Hopkins , Ben Caldecott

Jul 2022
Paper

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

Jun 2022
Journal

Testing the presence of outliers in regression models
in Oxford Bulletin of Economics and Statistics
Xiyu Jiao , Felix Pretis

Jun 2022
INET Working Paper

No. 2022-10 - Agent-Based Modeling in Economics and Finance: Past, Present, and Future
Robert Axtell , J. Doyne Farmer

May 2022
Paper

High-sensitivity Earth System Models Most Consistent with Observations
Menghan Yuan , Thomas Leirvik , Trude Storelvmo , Peter Phillips , Kari Alterskjær , Christopher Smith

May 2022
Journal

A globally consistent local-scale assessment of future tropical cyclone risk
in Science Advances
Nadia Bloemendaal , Hans De Moel , Andrew B. Martinez , Sanne Muis , Ivan D. Haigh , Karin Van der Wiel , Reindert J. Haarsma , Philip J. Ward , Malcolm J. Roberts , Job C.M. Dullaart , Jeroen C.J.H. Aerts

Publications