Published Papers
Dr. Solomos Solomou - Real Financial Linkages and Start-Stop Phases of Economic Growth (JHLG).
The effects of systemic banking crises in the inter-war period. Rocha, B.T. and Solomou, S., Journal of International Money and Finance, 2015, 54, pp.35-49.
The effects of systemic banking crises in the first globalisation era (1870-1913). Rocha, B.T. and Solomou, S., Submitted to Economic History Review
Prof. Sanjeev Goyal - Experiments on 'Networked Markets' (JHLR).
Trading in Networks: Theory and Experiments. Sanjeev Goyal, Syngjoo Choi and Andrea Galeotti, Journal of European Economic Association
Dr. Jake Bradley - Search, Sorting and Heterogeneity: A Structural Decomposition of Wage Inequality in Germany (JHLV).
Search, Sorting and Heterogeneity: A Structural Decomposition of Wage Inequality in Germany . Jake Bradley, European Economic Review
Prof. Giancarlo Corsetti and Prof. Barry Eichengreen - The Making of the Euro-area Crisis: Lessons from Theory and History (JHLP).
The euro crisis in the mirror of the European Monetary System. Giancarlo Corsetti, Barry Eichengreen, Galina Hale, Eric Tallman, VOXeu, 15th February 2019
Dr. Tiago Cavalcanti - Gray Zones: On the Causes and Consequences of Slums (JHOB).
On the Determinants of Slum Formation. Tiago Cavalcanti and Daniel Da Mata, forthcoming Economic Journal
Mr. Ashish Patel and Prof. Richard J. Smith - Robust Estimation and Inference (JHOK)
Conditional Empirical Likelihood with Auxiliary Moment Restrictions. Ashish Patel and Richard J. Smith
VC Approach to Non-Asymptotic Inference in Moment Condition Models. Ashish Patel and Richard J. Smith
Dr. Julia Shvets and Dr. David Huffman - Understanding differences in performance of managers (JHLX)
Persistent Overconfidence and Biased Memory: Evidence from Managers. Huffman, Raymond and Shvets (2017)
Incentives and rank concerns in managerial tournaments. Shvets (2017)
Dr. Edoardo Gallo - Social Networks Structure and Economic Outcomes (JHLF)
The effects of reputational and social knowledge on cooperation, Edoardo Gallo and Chang Yan, (2015), Proceedings of the National Academy of Sciences, Vol 112(12), pp.3647-3652
Dr. Hamish Low - Individual response to risk over the business cycle (JHLE)
Job Loss, Credit Constraints, and Consumption Growth, Thomas F. Crossley and Hamish W. Low, (2014), The Review of Economics and Statistics, Vol 96(5), pp. 876–884
Saving on a Rainy Day, Borrowing for a Rainy Day, Sule Alan, Thomas F. Crossley and Hamish W. Low, (2015)
Prof. Sanjeev Goyal - Experiments on Financial Networks (JHLB)
Trading in Networks: Theory and Experiments, Andrea Galeotti and Sanjeev Goyal (2016)
Dr. Farzad Saidi - Research proposal on real effects of financial deregulation (JHLN)
Does Bank Scope Improve Monitoring Incentives in Syndicated Lending?, Daniel Neuhann and Farzad Saidi (2016)
Patents as Substitutes for Relationships, Farzad Saidi and Alminas Žaldokas
Dr Tiago Cavalcanti - Oil, Growth and Misallocation: Evidence from a Quasi-Experiment and Establishments Level Data (JHLO)
Winning the Oil Lottery: The Impact of Natural Resource Extraction on Growth, Tiago Cavalcanti, Daniel Da Mata and Frederik Toscani (2014)
Dr. Solomos Solomou - Real Financial Linkages and Start-Stop Phases of Economic Growth (JHLG)
Banking Crises and Economic Recoveries, Bruno Rocha and Solomos Solomou
Dr. Sanjay Jain - The politics of economic reform: Redistributive promises, transfers to special interests, and the dynamics of public support for economic policy reform (JHLI)
Walk the Line: Conflict, State Capacity and the Political Dynamics of Reform, Sanjay Jain, Sumon Majumdar and Sharun Mukand, (2014) Journal of Development Economics, Vol 111, pp. 1-274
Prof. Oliver Linton - The effectiveness of circuit breakers on the LSE (JHLI)
Circuit Breakers on the London Stock Exchange: Do they improve subsequent market quality?, James Brugler and Oliver Linton
Prof. Andrew Harvey - Dynamic Models for volatility and heavy tails (JHLC) and (JHLH)
EGARCH models with fat tails, skewness and leverage, Harvey, A.C. and G. Sucarrat (2014) Computational Statistics and Data Analysis, Vol 26, pp. 320-338
Filtering with Heavy Tails, Harvey, A.C. and A. Luati. (2014) Journal of the American Statistical Association, Vol 109, pp. 1112-1122
Time series models with an EGB2 conditional distribution, M. Caivano and Andrew Harvey (2014), Journal of Time Series Analysis, Vol 35(6), pp. 558-571
Computation of Maximum Likelihood Estimates for Score Driven Models for Positive Valued Observations, Philipp Andres, (2014), Computational Statistics and Data Analysis, Vol 76, pp. 34-42
Testing against changing correlation, Harvey, A.C. and S. Thiele (2016), Journal of Empirical Finance, Vol 38, 575-89.
Robust time series models with trend and seasonal components, Michele Caivano, Andrew Harvey and Alessandra Luati (2016), Journal of the Spanish Economic Association, Vol 7(1), pp. 99-120
Volatility Modelling with a Generalized t-distribution, Harvey, A.C. and R-J. Lange (2017), Journal of Time Series Analysis (forthcoming)
Working Papers
Prof. Kaivan Munshi, Stephanie de Mel, Dr Sönje Reiche, Prof. Hamid Sabourian and Dr. Kourosh Saeb-Parsy - Herding in Organ Transplant Decisions (JHOW)
Herding in Quality Assessment: An Application to Organ Transplantation, Stephanie De Mel, Kaivan Munshi, Soenje Reiche and Hamid Sabourian, (2020), Cambridge-INET Working Paper WP2026 and Cambridge Working Papers in Economics CWPE2052.
Prof. Hamish Low - Micro to Macro Understanding the Aggregate Implications of Individual Behaviour Under Uncertainty (JHOL)
House Price Rises and Borrowing to Invest, Thomas F. Crossley, Peter Levell and Hamish Low.
Dr. Maren Froemel and Dr. Charles Gottlieb - Targeted Transfers (JHLS).
The Earned Income Tax Credit: Targeting the Poor but Crowding Out Wealth. Maren Froemel and Charles Gottlieb, C-INET Working Paper 1615
Dr. Frederico Lima - Collect Voting Share Data for Local Bond Referenda (JHLY).
The Effects of Public Infrastructure Spending: Evidence from U.S. Bond Referenda. Frederico Lima
Dr. Toke Aidt - Political Representation, Market Failure and Public Policy: A Long-run Study of the United Kingdom (JHOA).
Franchise extension and redistribution: evidence from the United Kingdom 1820-1913. Aidt, TS Winer SL, and Zhang, P. (2018)
Dr. Joao B. Duarte - Monetary Policy, Housing and Consumption in the Euro Area (JHOH)
One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification. Giancarlo Corsetti, Joao B. Duarte and Samuel Mann (Cambridge-INET Working Paper 1806, ADEMU working paper series and CFM Discussion Paper Series)
Dr. Jake Bradley and Axel Gottfries - Theoretical and Empirical Assessments of Worker's Employment Opportunities (JHON)
A Job Ladder Model with Stochastic Employment Opportunities, Jake Bradley and Axel Gottfries (2019)
Anil Ari - Sovereign Risk & Bank Risk-Taking (JHOE)
Sovereign Risk and Bank Risk-Taking, Anil Ari (2017)
Dr. Sean Holly - Aggregate and Firm level volatility (JHOI)
Aggregate and Firm level volatility: the role of acquisitions and disposals., Luke Devonald, Chris Higson and Scott N. Sean Holly (2017)
Prof. Andrew Harvey - Dynamic Models for volatility and heavy tails (JHLC) and (JHLH)
Modeling the Interactions between Volatility and Returns, Harvey, A.C. and R-J. Lange (2015) CWPE 1518
Modeling Time Series with Zero Observations, Harvey, A.C. and R. Ito (2017), Nuffield College Economics Working Paper 2017-W01, Oxford University
Dr. Miguel Morin - A geographical and sectoral view of the Great Depression (JHLU)
The Effect of Infrastructure Investment in a Low-Growth Environment: Evidence from the Great Depression, Miguel Morin and Scott N. Swisher IV (2017)
Alice Kuegler - Do Inventions Respond to Changes in Economic Incentives? (JHLT)
The Responsiveness of Inventing: Evidence from a Patent Fee Reform, Alice Kuegler (2016)