Oct 2016
Working Paper

Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference
James Reade , Aris Spanos

Oct 2016
Working Paper

Top incomes in East Africa before and after independence
Tony Atkinson

Oct 2016
Working Paper

The distribution of top incomes in former British West Africa
Tony Atkinson

Oct 2016
Working Paper

Macroprudential policy in an agent-based model of the UK housing market
J. Doyne Farmer , Daniel Tang , Rafa Baptista , Marc Hinterschweiger , Katie Low , Arzu Uluc

Sept 2016
Working Paper

Structural Transformation in the OECD: Digitalisation, Deindustrialisation and the Future of Work
Thor Berger , Carl Frey , Carl Benedikt Frey

May 2016
Working Paper

JAS-mine: A new Java platform for agent-based and microsimulation modelling
Matteo Richiardi , Ross Richardson

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
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
Working Paper

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

Feb 2016
Working Paper

Comments on Paul Davidson's 'Full Employment, Open Economy Macroeconomics, and Keynes’ General Theory: Does the Swan Diagram Suffice?'
Peter Temin , David Vines

Feb 2016
Working Paper

Fiscal Welfare and Welfare State Reform: a research agenda
Nathalie Morel , Chloé Touzet , Michaël Zemmour

Nov 2015
Working Paper

Bayesian Estimation of Agent-Based Models
Matteo Richiardi , Jakob Grazzini , Mike Tsionas

Nov 2015
Working Paper

Forecasters' disagreement about how the economy operates, and the role of long-run relationships
Michael Clements

Nov 2015
Working Paper

Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
John Muellbauer , Pierre St-Amant , David Williams

Sept 2015
Working Paper

Uniform inference in nonparametric predictive regression, and a unified limit theory for spatial density estimation
James Duffy

Sept 2015
Working Paper

Consistent estimation of agent-based models by simulated minimum distance
Matteo Richiardi , Jacob Grazzini

Aug 2015
Working Paper

Inflation forecasting models for Uganda: is mobile money relevant?
Janine Aron , John Muellbauer

Aug 2015
Working Paper

The ins and outs of top income mobility
Tony Atkinson , Rolf Aaberge , Jørgen Modalsli

Aug 2015
Working Paper

Income poverty, affluence and polarisation viewed from the median
Tony Atkinson , Rolf Aaberge , Henrik Sigstad

Jun 2015
Working Paper

Technological Change as a Determinant of Redistribution Preferences
Stefan Thewissen , David Rueda

Jun 2015
Working Paper

Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs
Felix Pretis

Jun 2015
Working Paper

The Future of Agent-Based Modelling
Matteo Richiardi

May 2015
Working Paper

The Intrafirm Complexity of Systemically Important Financial Institutions
J. Doyne Farmer , Daniel Rockmore , Robin L. Lumsdaine , Greg Leibon , Nick J. Foti

Apr 2015
Working Paper

The Great Recession, Austerity and Inequality: Evidence from Ireland
Brian Nolan , Tim Callan , Michael Savage , Brian Colgan

Mar 2015
Working Paper

Monitoring the evolution of income poverty and real incomes over time
Tony Atkinson , Anne-Catherine Guio , Eric Marlier

Jan 2015
Working Paper

World CO2 Emission Intensity is Rising Faster than IPCC Scenarios Envisaged
Felix Pretis , Max Roser

Dec 2014
Working Paper

Beyond the Square Root: Evidence for Logarithmic Dependence of Market Impact on Size and Participation Rate
J. Doyne Farmer , Fabrizio Lillo , Elia Zarinelli , Michele Treccani

Nov 2014
Working Paper

Prediction Markets, Twitter and Bigotgate
James Reade , Vaughan Williams

Nov 2014
Working Paper

Competing with the Dragon: Employment and Wage Effects of Chinese Trade Competition in 17 Sectors Across 18 OECD Countries
Stefan Thewissen , Olaf Van Vliet

Oct 2014
Working Paper

On Fixing International Cricket Matches
Sarah Jewell , James Reade

Oct 2014
Working Paper

Assessing the Evidence of Macro-Forecaster Herding: Forecasts of Inflation and Output Growth
Michael P. Clements

Publications