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Keynes Fund

One Money, Many Markets - Monetary Transmission and Housing Financing in the Euro Area
Corsetti, G., Duarte, J. B. and Mann, S., (2021), Journal of the European Economic Association, accepted

A ReMeDI for Microstructure Noise
Merrick Li, Z. and Linton, O., (2021), Econometrica, forthcoming

State Capacity, Redistributive Compensation and the Political Economy of Economic Policy Reform
Jain, S. and Majumdar, S., (2020), International Review of Economics & Finance

The Euro Crisis in the Mirror of the EMS: How Tying Odysseus to the Mast Avoided the Sirens but Led Him to Charybdis
Corsetti, G., Eichengreen, B., Hale, G. and Tallman, E., (2020), Open Economies Review

Official Sector Lending Strategies During the Euro Area Crisis
Corsetti, G., Erce, A. and Uy, T., (2020), The Review of International Organizations

Inequality in the Impact of the Coronavirus Shock: Evidence from Real Time Surveys
Adams-Prassl, A., Boneva, T., Golin, M. and Rauh, C., (2020), Journal of Public Economics

On the Determinants of Slum Formation
Cavalcanti, T., Da Mata, D. and Santos, M., (2019), The Economic Journal

Winning The Oil Lottery: The Impact of Natural Resource Extraction on Growth
Cavalcanti, T., Da Mata, D. and, Toscani, F., (2019), Journal of Economic Growth

Modeling the Interactions between Volatility and Returns using EGARCH‐M
Harvey, A. C. and Lange, R-J., (2018), Journal of Time Series Analysis

Trading in Networks: Theory and Experiments
Choi, S., Galeotti, A and Goyal, S., (2017), Journal of the European Economic Association

Volatility Modeling with a Generalized t Distribution
Harvey, A. C. and Lange, R-J. , (2017), Journal of Time Series Analysis

Robust time series models with trend and seasonal components
Caivano, M., Harvey, A. C. and Luati, A. , (2016), SERIEs : Journal of the Spanish Economic Association

The effects of systemic banking crises in the inter-war period
da Rocha, B.T. and Solomou, S.N., (2015), Journal of International Money and Finance

The effects of reputational and social knowledge on cooperation
Gallo, E. and Yan, C., (2015), Proceedings of the National Academy of Sciences

Time series models with an EGB2 conditional distribution
Caivano, M. and Harvey, A. C., (2014), Journal of Time Series Analysis

Filtering with heavy tails
Harvey, A. C. and Luati, A., (2014), Journal of the American Statistical Association

EGARCH models with fat tails, skewness and leverage
Harvey, A. C. and Sucarrat, G., (2014), Computational Statistics & Data Analysis

The effects of credit subsidies on development
Antunes, A., Cavalcanti, T.V.D., Villamil, A., (2014), Economic Theory

Walk the line: conflict, state capacity and the political dynamics of reform
Jain,S., Majumdar,S. and Mukand, Sharun W., (2014), Journal of Development Economics

Job loss, credit constraints and consumption growth
Crossley, T. and Low, H., (2013), Review of Economics and Statistics

Tracking a changing copula
Harvey, A. C., (2010), Journal of Empirical Finance



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