Sept 2025
Working Paper

Comparing Data Assimilation and Likelihood-Based Inference on Latent State Estimation in Agent-Based Models
Blas Kolic , Corrado Monti , Gianmarco De Francisci Morales , Marco Pangallo

Sept 2025
Working Paper

Painting the market: generative diffusion models for financial limit order book simulation and forecasting
Alfred Backhouse , Kang Li , Jakob Foerster , Anisoara Calinescu , Stefan Zohren

Aug 2025
Working Paper

Higher-order exposures
Garbrand Wiersema , Alissa M. Kleinnijenhuis , Esti Kemp , Thom Wetzer

Jul 2025
Working Paper

Cash Transfers, Mental Health and Agency: Evidence from an RCT in Germany
Sandra Bohmann , Susann Fiedler , Maximilian Kasy , Jürgen Schupp , Frederik Schwerter

Jun 2025
Working Paper

Basic Income and Labor Supply: Evidence from an RCT in Germany
Sarah Bernhard , Sandra Bohmann , Susann Fiedler , Maximilian Kasy , Jürgen Schupp , Frederik Schwerter

Jun 2025
Working Paper

The Reliability of the Nominal GDP Expectations Gap
Andrew B. Martinez , Alexander D. Schibuola , David Beckworth

Jun 2025
Working Paper

An Empirical Examination of Business Climate Alliances: Effective and/or Harmful?
Matteo Gasparini , Peter Tufano

Jun 2025
Working Paper

House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks
William Larson , Andrew Martinez

May 2025
Working Paper

A taxonomy of policies to support geological carbon dioxide removal
Johanna Arlinghaus , Siyu Feng , Joseph Stemmler , Samuel Fankhauser , Stephen M. Smith

Apr 2025
Working Paper

Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections
Luke Jackson , Katarina Juselius , Andrew B. Martinez , Felix Pretis

Feb 2025
Working Paper

New models for South African consumption, house prices, and mortgage and non-mortgage debt: Insights for financial stability and monetary transmission
Janine Aron , John Muellbauer

Feb 2025
Working Paper

Complement or substitute? How AI increases the demand for human skills
Elina Mäkelä , Fabian Stephany

Feb 2025
Working Paper

A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
Jan Fialkowski , Christian Diem , András Borsos , Stefan Thurner

Feb 2025
Working Paper

Incentivized Network Dynamics in Digital Job Recruitment
Blas Kolic , Manuel Cebrian , Iñaki Ucar , Rosa E. Lillo

Feb 2025
Working Paper

Looking Back to 1991 Economic Forecasting: A Report to the Treasury and Civil Service Select Committee
David F. Hendry

Jan 2025
Working Paper

How do Macroeconomic Expectations React to Extreme Weather Shocks?
Andrew Martinez

Mar 2024
Working Paper

War in the Ukraine and global inflationary pressures: learning about how to study fiscal and monetary cooperation in the face of supply side shocks
Christopher Adam , Sheung Kan (Paul) Luk , David Vines

Mar 2024
Working Paper

The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model
Marco Bardoscia , Adrián Carro , Marc Hinterschweiger , Mauro Napoletano , Lilit Popoyan , Andrea Roventini , Arzu Uluc

Dec 2023
Working Paper

Discounting the distant future: What do historical bond prices imply about the long term discount rate?
J. Doyne Farmer , John Geanakoplos , Matteo Richiardi , Miquel Montero , Josep Perelló , Jaume Masoliver

Dec 2023
Working Paper

Assessing the relative costs of high-CCS and low-CCS pathways to 1.5 degrees
Andrea Bacilieri , Richard Black , Rupert Way

Jul 2023
Working Paper

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

Jun 2023
Working Paper

Wealth inequality in Latin America
Rafael Carranza , Mauricio De Rosa , Ignacio Flores

May 2023
Working Paper

A re-evaluation of the financial risks of the net zero transition
Matteo Gasparini , Moritz Baer , Matthew Ives

May 2023
Working Paper

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

Mar 2023
Working Paper

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

Feb 2023
Working Paper

The evolving academic field of climate finance
Matteo Gasparini , Peter Tufano

Feb 2023
Working Paper

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

Jan 2023
Working Paper

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

Jan 2023
Working Paper

Innovation in times of Covid-19
Torsten Heinrich , Jangho Yang

Nov 2021
Working Paper

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

Oct 2021
Working Paper

Heterogeneity in the Effects of Climate Change on Soybean Yields
Menghan Yuan

Oct 2021
Working Paper

An Analysis of Moral Motives in Economic and Social Decisions
Marc Fleurbaey , Ravi Kanbur , Dennis J. Snower

Publications