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

Enhancing Financial Stability and Monetary Analysis in the Core Model of the SARB
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
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

May 2022
Journal

Does a carbon tax reduce CO2 emissions? Evidence from British Columbia
in Environmental and Resource Economics
Felix Pretis

May 2022
Journal

Decarbonization in state-owned power companies: Lessons from a comparative analysis
in Journal of Cleaner Production
Philippe Benoit , Alex Clark , Moritz Schwarz , Arjuna Dibley

Mar 2022
Journal

Modelling COVID-19 contagion: risk assessment and targeted mitigation policies
in Royal Society Open Science
Rama Cont , Artur Kotlicki , Renyuan Xu

Mar 2022
Journal

Analysing differences between scenarios
in International Journal of Forecasting
David F. Hendry , Felix Pretis

Mar 2022
Journal

Causal transmission in reduced-form models
in Econometrics
Vassilios Bazinas , Bent Nielsen

Mar 2022
Journal

Econometrics for modelling climate change
in Oxford Research Encyclopedias
Jennifer L. Castle , David F. Hendry

Mar 2022
Journal

Smooth robust multi-horizon forecasts
in Advances in Econometrics
Andrew B. Martinez , Jennifer L. Castle , David F. Hendry

Mar 2022
Chapter

Oxford's contributions to econometrics
David F. Hendry , Bent Nielsen

Mar 2022
Journal

The value of robust statistical forecasts in the COVID-19 pandemic
in National Institute Economic Review
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Mar 2022
Journal

Robust discovery of regression models
in Econometrics and Statistics
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Mar 2022
Journal

Deciphering Impacts and Human Responses to a Changing Climate in East Africa
in Frontiers in Climate
Lisa Thalheimer , Friederike E. L. Otto , Simon Abele

Mar 2022
Journal

Modelling and forecasting the COVID-19 pandemic time-series data
in Social Science Quarterly
Jurgen A Doornik , Jennifer L. Castle , David F. Hendry

Mar 2022
Journal

Forecasting: theory and practice
in International Journal of Forecasting
Fotios Petropoulos , Jennifer L. Castle , David F. Hendry , Andrew B. Martinez

Mar 2022
Journal

Forecasting facing economic shifts, climate change and evolving pandemics
in Econometrics
Jennifer L. Castle , Jurgen A Doornik , David F. Hendry

Mar 2022
Journal

Sensitive intervention points in China's coal phaseout
in Energy Policy
Ryan Rafaty , Bas Heerma van Voss

Dec 2021
INET Working Paper

No. 2021-24 - Excess mortality versus COVID-19 death rates: a spatial analysis of socioeconomic disparities and political allegiance across US states
Janine Aron , John Muellbauer

Nov 2021
Working Paper

The COVID-19 Crisis and the Road to Recovery : Green or Brown?
Miria Pigato , Ryan Rafaty , Jonas Kai Kurle

Nov 2021
Journal

Global Trends in Downward Surface Solar Radiation from Spatial Interpolated Ground Observations during 1961–2019
in Journal of Climate
Menghan Yuan , Thomas Leirvik , Martin Wild

Nov 2021
Journal

Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual-Level Survey Data
in Journal of Money, Credit and Banking
Michael P. Clements

Publications