May 2016
Journal

How mortgage finance reform could affect housing
in American Economic Association
John Muellbauer , Anthony Murphy , John Duca

May 2016
Paper

Facing the Challenge of Climate Change
Cameron Hepburn , Alexander Pfeiffer

May 2016
Paper

Material Deprivation and Consumption
Brian Nolan , Christopher T. Whelan , B. Kus

Apr 2016
Journal

Assessing macro uncertainty in real-time when data are subject to revision
in Journal of Business & Economic Statistics
Michael Clements

Apr 2016
Journal

A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate
in Journal of International Financial Markets, Institutions and Money
Josh Ryan-Collins , Richard A. Werner , Jennifer L. Castle

Apr 2016
Working Paper

Using social media to identify market inefficiencies: Evidence from Twitter and Betfair
Alasdair Brown , Dooruj Rambaccussing , James J. Reade , Giambattista Rossi

Apr 2016

Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
David Hendry , Felix Pretis

Apr 2016
Working Paper

Spline-DCS for forecasting trade volume in high-frequency financial data
Ryoko Ito

Apr 2016
Working Paper

Asymptotic theory for Beta-t-GARCH
Ryoko Ito

Apr 2016

Out-of-Sample Paleo-Climate Simulations: Testing Hypothesis About the Mid-Brunhes Event, the Stage 11 Paradox, and Orbital Variations
Felix Pretis , Robert Kaufmann

Apr 2016

Testing for time-varying predictive accuracy using bias-corrected indicator saturation
Felix Pretis

Apr 2016
Paper

Stochastic Learning Dynamics and Speed of Convergence in Population Games
Peyton Young , Itai Arieli

Apr 2016
Journal

Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
in Journal of Economic Surveys
David Hendry , Felix Pretis , Lea Schneider , Jason Smerdon

Apr 2016
Paper

Evaluation of strategies for nature-based solutions to drought: a decision support model at the national scale
Mike Simpson , Matthew Ives , Jim W. Hall

Apr 2016
Paper

The cumulative carbon budget and its implications
Myles Allen , Richard Millar , Joeri Rogelj , Pierre Friedlingstein

Apr 2016
Journal

Fiscal Governance: How Can the Eurozone Get What It Needs?
in Journal of Financial Regulation
David Vines

Apr 2016
Working Paper

General-to-Specific (GETS) Modelling and Indicator Saturation with the R Package gets (version 0.7)
Felix Pretis , James Reade , Genaro Sucarrat

Apr 2016
Journal

How Predictable is Technological Progress?
in Research Policy
J. Doyne Farmer , François Lafond

Apr 2016
Paper

Resilience to contagion in financial networks
Rama Cont , Hamed Amini , Andreea Minca

Mar 2016
Journal

The challenge of measuring UK wealth inequality in the 2000s
in Fiscal Studies
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli

Mar 2016
Blog

Technology at work: How the digital revolution is reshaping the global workforce
Carl Frey , Carl Benedikt Frey , Ebrahim Rahbari

Mar 2016
Paper

The ‘2°C capital stock’ for electricity generation: Committed cumulative carbon emissions from the electricity generation sector and the transition to a green economy
Eric Beinhocker , Cameron Hepburn , Alexander Pfeiffer , Richard Millar

Mar 2016
Paper

apc: A package for age-period-cohort analysis (released 21 March 2016)
Bent Nielsen

Mar 2016
Video

Prof Alex Teytelboym: Path Dependence, Innovation and the Economics of Climate Change
Alexander Teytelboym

Mar 2016
Paper

Has the Banking System Become More Homogeneous? Evidence from Banks’ Loan Portfolios
Daniel Fricke

Mar 2016
Paper

Technological novelty profile and invention’s future impact
Hyejin Youn , Daniel Kim , Daniel Burkhardt Cerigo , Hawoong Jeong

Mar 2016
Journal

Improving the teaching of econometrics
in Cogent Economics & Finance
David F. Hendry , Grayham Mizon

Mar 2016
Journal

Taming the Basel Leverage Cycle
in Journal of Financial Stability
Christoph Aymanns , J. Doyne Farmer , Fabio Caccioli , Vincent W.C. Tang

Mar 2016
Article

The Great Escape: How Workforce Automation is the Answer to Japan’s Secular Stagnation
Carl Frey , Carl Benedikt Frey

Mar 2016
Journal

Did the Computer Revolution shift the fortunes of U.S. cities? Technology shocks and the geography of new jobs
in Regional Science and Urban Economics
Thor Berger , Carl Frey , Carl Benedikt Frey

Mar 2016
Book

Milton Friedman as an empirical modeler
David Hendry , Neil Ericsson , Stedman B. Hood

Mar 2016
Journal

Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen , Bent Nielsen

Publications