Archive - Selected Publications

• Bonfiglioli A., Crinò R., Gancia G. (2018) Betting on Exports: Trade and Endogenous Heterogeneity, Economic Journal
• Breedon F. (2018) On the Transactions Cost of UK Quantitative Easing, Journal of Banking and Finance
• Carriero A., Clark T., Marcellino M. (2018) Measuring Uncertainty and its impact on the Economy, Review of Economics and Statistics
• Cornaglia F., Lekfuangfu WN., Warrinnier N., Powdthavee N. (2018) ;Locus of control and its intergenerational implications for early childhood skill formation, Economic Journal
• Fasani F. (2018) Immigrant crime and legal status: evidence from repeated amnesty programs, Journal of Economic Geography
• Franklin S. (2018) "Location, Search Costs and Youth Unemployment: Experimental Evidence from Transport Subsidies", Economic Journal
• Giraitis L., Surgailis D., Skarnulis A. (2018) Stationary integrated ARCH and AR processes with finite variance, Econometric Theory
• Abraham A., Laczó S. (2018) Efficient Risk Sharing with Limited Commitment and Storage, Review of Economic Studies
• Gierlinger J., Laczó S. (2018) Matching to Share Risk without Commitment, Economic Journal
• Seshadri A., Lee SYT. (2018) Economic Policy and Equality of Opportunity, Economic Journal
• Aum S., Shin Y., Lee SYT. (2018) Computerizing Industries and Routinizing Faccini Jobs: Explaining Trends in Aggregate Productivity, Journal of Monetary Economics
• Lim C., Yurukoglu A. (2018) Dynamic Natural Monopoly Regulation: Time Inconsistency, Moral Hazard, and Political Environments, Journal of Political Economy
• Bouton L., Llorente-Saguer A., Malherbe F. (2018) Get Rid of Unanimity: The Superiority of Majority Rules with Veto Power, Journal of Political Economy
• Eguia J., Llorente-Saguer A., Morton R., Nicolo A. (2018) Equilibrium Selection in Sequential Games with Imperfect Information, Games and Economic Behaviour
• Manzini P., Mariotti M., Ulku L. (2018) Stochastic Complementarity, The Economic Journal
• Manzini P., Mariotti M. (2018) Dual Random Utility Maximisation, Journal of Economic Theory
• Marriotti M., Veneziani R. (2018) Opportunities as chances: maximising the probability that everybody succeeds, Economic Journal
• Manzini P., Mariotti M. (2018) Competing for Attention: Is the Showiest also the Best?, Economic Journal
• Collard F., Mukerji S., Sheppard K., JM Tallon. (2018) Ambiguity and the Histroical Equity Premium, Quantitative Economics
• Mumtaz H., Theodoridis K. (2018) The changing transmission of uncertainty shocks in the US: An empirical analysis, Journal of Business and Economic Statistics
• Mumtaz H., Pinter G., Theodoridis K. (2018) ;What do VARs Tell Us about the Impact of a Credit Supply Shock", International Economic Review
• Mumtaz H., Sunder-Plassmann L., Theophilopoulou A. (2018) "The State Level Impact of Uncertainty Shocks", Journal of Money, Credit and Banking
• Panebianco F., Prummer A., Siedlarek JP. (2018) Convergence of Cultural Traits with Time-Varying Self-Confidence in the Panebianco (2014) Model - A Corrigendum, Journal of Economic Theory
• Cornelissen T., Dustmann C., Raute A., Schönberg U. (2018) Who benefits from universal childcare? Estimating marginal returns to early childcare attendance, Journal of Political Economy
• Bernales A., Cortazar G., Salamunic L., Skiadopoulos G. (2018) Learning and Index Option Returns, Journal of Business and Economic Statistics
• Liberti J., Sturgess J. (2018) The Anatomy of a Credit Supply Shock: Evidence from an Internal Credit Market, Journal of Financial and Quantitative Analysis
• Tyson C. (2018) Rationalizability of menu preferences, Economic Theory
• Charpe M., Flaschel P., Galanis G., Proaño CR., Veneziani R. (2018) Macroeconomic and Stock Market Interactions with Endogenous Aggregate Sentiment Dynamics, Journal of Economic Dynamics and Control
• Santaeulàlia-Llopis R., Zheng Y. (2018) The Price of Growth: Consumption Insurance in China 1989 – 2009, American Economic Journal: Macroeconomics

Former Academic Staff

• Faccini R., Konstantinidi E., Skiadopoulos G., Sarantopoulou S. (2018) A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion, Management Science

• Bianchi D., Guidolin M., Ravazzolo F. (2017) Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section, Journal of Business and Economic Statistics
• Bianchi D., Guidolin M., Ravazzolo F. (2017) Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?, Journal of Financial Econometrics
• Carriero A., Clark T., Marcellino M. (2017) Measuring Uncertainty and Its Impact on the Economy, Review of Economics and Statistics
• De Nardi M., Fella G. (2017) Savings and Wealth Inequality, Review of Economics Dynamics
• Epifani P., Gancia G. (2017) Global Imbalances Revisited: The Transfer Problem and Transport Costs in Monopolistic Competition, Journal of International Economics
• Fan Y., Guerre E., Zhu D. (2017) Partial Identification and Confidence Sets for Functionals of the Joint Distribution of ‘Potential Outcomes’, Journal of Econometrics
• Bouton L., Castanheira M., Llorente-Saguer A. (2017) Multicandidate Elections: Aggregate Uncertainty in the Laboratory, Games and Economic Behavior
• Llorente-Saguer A., Zultan R. (2017) Collusion and information revelation in auctions, European Economic Review
• Bouton L., Llorente-Saguer A., Marlherbe F. (2017) Unanimous rules in the laboratory, Games and Economic Behavior
• Condorelli D., Galeotti A., Renou L. (2017) Bilateral Trading in Networks, Review of Economic Studies
• Jewitt I., Mukerji S. (2017) Ordering ambiguous acts, Journal of Economic Theory
• Alessandri P., Mumtaz H. (2017) Financial conditions and density forecasts for US output and inflation, Review of Economic Dynamics
• Liu P., Mumtaz H., Theodoridis H., Zanetti F. (2017) Changing Macroeconomic Dynamics at the Zero Lower Bound, Journal of Business and Economic Statistics
• Mumtaz H., Theodoridis K. (2017) Common and country specific economic uncertainty, Journal of International Economics
• Mumtaz H., Theophilopoulou A. (2017) The impact of monetary policy on inequality in the UK. An empirical analysis, European Economic Review
• Nikolowa R. (2017) Motivate and Select: Relational Contract with persistent Types, Journal of Economics and Management Strategy
• Chortareas G., Noikokyris E. (2017) Federal reserve's policy, global equity markets, and the local monetary policy stance, Journal of Banking and Finance
• Manning A., Petrongolo B. (2017) How local are labor markets? Evidence from a spatial job search model, American Economic Review
• Olivetti C., Petrongolo B. (2017) The economic consequences of family policies. Drawing lessons from a century of legislation across OECD countries, Journal of Economic Perspectives
• Ngai R., Petrongolo B. (2017) Gender gaps and the rise of the service economy, American Economic Journal: Macroeconomics
• Prummer A., Siedlarek JP. (2017) Community Leaders & the Preservation of Cultural Traits, Journal of Economic Theory
• Mezzetti C., Renou L. (2017) Repeated Nash Implementation, Theoretical Economics
• Daskalaki C., Skiadopoulos G., Topaloglou N. (2017) Diversification benefits of Commodities: A Stochastic Dominance Efficiency Approach, Journal of Empirical Finance
• Giannetti M., Liberti J., Sturgess J. (2017) Information Sharing and Rating Manipulation, Review of Financial Studies
• Calomiris C., Larrain M., Liberti J., Sturgess J. (2017) How Collateral Laws Shape Lending and Sectoral Activity, Journal of Financial Economics
• Garriga C., Kydland FE., Sustek R. (2017) Mortgages and Monetary Policy, Review of Financial Studies
• Bas M., Mayer T., Thoenig M. (2017) From micro to macro: Demand and supply-side determinants of the trade elasticity, Journal of International Economics
• Koenig M., Rohner D., Thoenig M., Zilibotti F. (2017) Networks in Conflict Theory and Evidence from the Great War of Africa, Econometrica
• Olaru I., Zachariadis KE. (2017) The Impact of Security Trading on Corporate Restructurings, Review of Finance

Former Academic Staff

• Azmat G. (2017) Gender Gaps in Performance: Evidence from Young Lawyers, Journal of Political Economy
• Battistin E., De Nadai M., Vuri D. (2017) Counting Rotten Apples: Student Achievement and Score Manipulation in Italian Elementary Schools, Journal of Econometrics.
• Angrist J., Battistin E., Vuri D. (2017) In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno, American Economic Journal: Applied Economics
• Farkas W., Gourier E., Huitema R., Necula C. (2017) A two-factor cointegrated commodity price model with an application to spread option pricing, Journal of Banking and Finance
• Dustmann C., Fasani F., Speciale B. (2017) Illegal migration and consumption behavior of immigrant households, Journal of European Economic Association
• Devillanova C., Fasani F., Frattini T. (2017) Employment of Undocumented Immigrants and the Prospect of Legal Status: Evidence from an Amnesty Program, Industrial and Labor Relations Review

• Axbard S. (2016) Income Opportunities and Sea Piracy in Indonesia, American Economic Journal: Applied Economics
• Breedon F., Rime D., Vitale P. (2016) Carry Trades, Order Flow and the Forward Bias Puzzle, Journal of Money Credit and Banking
• Carriero A., Clark T., Marcellino M. (2016) Common Drifting Volatility in Large Bayesian VARs, Journal of Business and Economic Statistics
• Carriero A., Kapetanios G., Marcellino M. (2016) Structural analysis with multivariate autoregressive index models, Journal of Econometrics
• Faccini R., Mumtaz H., Surico P. (2016) International fiscal spillovers, Journal of International Economics
• Dustmann C., Fasani F. (2016) The Effect of Local Area Crime on Mental Health, Economic Journal
• Cozzi M., Fella G. (2016) Job Displacement Risk and Severance Pay, Journal of Monetary Economics
• Giraitis L., Galvao A., Kapetanios G., Petrova K. (2016) A time-varying DSGE model with financial frictions, Journal of Empirical Finance
• Levin D., Peck J., Ivanov A. (2016) Separating Bayesian Updating from Non-Probabilistic Reasoning: An Experimental Investigation, American Economic Journal: Microeconomics
• Bouton, L., Castanheira, M., Llorente-Saguer A (2016) Divided Majority and Information Aggregation: Theory and Experiment, Journal of Public Economics
• Amarante V., Manacorda M., Miguel E., Vigorito A. (2016) Do Cash Transfers Improve Birth Outcomes? Evidence from Matched Vital Statistics, Social Security and Program Data, American Economic Journal: Economic Policy
• Koppensteiner M., Manacorda M. (2016) Violence and birth outcomes: Evidence from homicides in Brazil, Journal of Development Economics
• Manzini P., Mariotti M. (2016) Competing for Attention: Is the Showiest also the Best?, Economic Journal
• Olivetti C., Petrongolo B. (2016) The evolution of the gender gap in industrialized countries, Annual Review of Economics
• Konstantinidi E., Skiadopoulos G. (2016) How does the Market Variance Risk Premium vary over Time? Evidence from S&P 500 Variance Swap Investment Returns, Journal of Banking and Finance
• Porras Prado M., Saffi PAC., Sturgess J. (2016) Ownership Structure, Limits to Arbitrage and Stock Returns: Evidence from Equity Lending Markets, Review of Financial Studies
• Kydland F., Rupert P., Sustek R. (2016) Housing Dynamics over the Business Cycle, International Economic Review
• Caselli F., Tesei A. (2016) Resource Windfalls, Political Regimes, and Political Stability, Review of Economics and Statistics
• Lombardi M., Miyagishima K., Veneziani R. (2016) Liberal Egalitarianism and the Harm Principle, Economic Journal
• Cvijanovic D., Dasgupta A., Zachariadis KE. (2016) Ties that Bind: How Business Connections Affect Mutual Fund Activism, Journal of Finance
  

Former Academic Staff

• Azmat G., Calsamiglia C., Iriberri N. (2016) Gender Differences in Response to Big Stakes, Journal of European Economic Association
• Bardgett C., Gourier E., Leippold M. (2016) Inferring volatility dynamics and risk-premia from the S&P500 and VIX markets, Journal of Financial Economics
• Filipovic D., Gourier E., Mancini L. (2016) Quadratic Variance Swap Models, Journal of Financial Economics
• Weale M., Wieladek T. (2016) What are the macroeconomic effects of asset purchases?, Journal of Monetary Economics

• Atakan A., Ekmekci M. (2015) Reputation in the Long-run with Imperfect Monitoring, Journal of Economic Theory
• Carriero A., Mumtaz H., Theophilopoulou A., Theodoridis K. (2015) The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach, Journal of Money, Credit and Banking
• Acemoglu D., Gancia G., Zilibotti F. (2015) Offshoring and Directed Technical Change, American Economic Journal: Macroeconomics
• Laczó S. (2015) Risk Sharing with Limited Commitment and Preference Heterogeneity: Structural Estimation and Testing, Journal of European Economic Association
• Lim C., Snyder J. (2015) Is More Information Always Better? Party Cues and Candidate Quality in U.S. Judicial Elections, Journal of Public Economics
• Lim C., Snyder J., Stromberg D. (2015) The Judge, the Politician, and the Press: Newspaper Coverage and Criminal Sentencing across Electoral Systems, American Economic Journal: Applied Economics
• Mumtaz H., Surico P. (2015) The Transmission Mechanism in Good and Bad Times, International Economic Review
• Mumtaz H., Theodoridis K. (2015) The International Transmission of Volatility Shocks: An Empirical Analysis, Journal of European Economic Association
• Renou L., Tomala T. (2015) Approximate Implementation in Markovian Environments, Journal of Economic Theory
• Aggarwal R., Saffi PAC., Sturgess J. (2015) The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market, Journal of Finance

Former Academic Staff

• Allouch N. (2015) On the Private provision of Public goods on networks, Journal of Economic Theory

• Atakan A., Ekmekci M. (2014) Bargaining and Reputation in Search Markets, Review of Economic Studies
• Atakan A., Ekmekci M. (2014) Auctions, Actions, and the Failure of Information Aggregation, American Economic Review
• Bonfiglioli A., Gancia G. (2014) Growth, Selection and Appropriate Contracts, Review of Economic Dynamics
• Cornaglia F., Feldman N., Leigh A. (2014) Crime and Mental Wellbeing, Journal of Human Resources
• Clark A., Cornaglia F., Layard R., Powdthavee N., Vernoit J. (2014) What predicts a successful life? A Life-Course model of well-being., Economic Journal
• Fella G., Gallipoli G. (2014) Education and Crime over the Life Cycle, Review of Economic Studies
• Fella G. (2014) A Generalized Endogenous Grid Method For Non-Smooth And Non-Concave Problems, Review of Economic Dynamics
• Giraitis L., Kapetanios G., Yates T. (2014) Inference On Stochastic Time-Varying Coefficient Models, Journal of Economics
• Abadir K., Distaso W., Giraitis L., Koul H. (2014) Asymptotic normality for weighted sums of linear processes, Econometric Theory
• Laczo S. (2014) Does Risk Sharing Increase with Risk Aversion and Risk when Commitment is Limited?, Journal of Economic Dynamics and Control
• Manzini P., Mariotti M. (2014) Stochastic Choice and Consideration Sets, Econometrica
• Mateos-Planas X., Seccia G. (2014) Consumer bankruptcy with complete markets, Journal of Economic Theory
• Klibanoff P., Mukerji S., Seo K. (2014) Perceived Ambiguity and Relevant Measures, Econometrica
• Ellis C., Mumtaz H., Zabczyk P. (2014) What Lies Beneath? A Time‐varying FAVAR Model for the UK Transmission Mechanism, Economic Journal
• Goux D., Maurin E., Petrongolo B. (2014) Worktime Regulations And Spousal Labor Supply, American Economic Review
• Olivetti C., Petrongolo B. (2014) Gender Gaps Across Countries And Skills: Supply, Demand And The Industry Structure, Review of Economic Dynamics
• Bose S., Renou L. (2014) Mechanism Design with Ambiguous Communication Devices, Econometrica
• Renou L., Schlag KH. (2014) Ordients: Optimization and Comparative Statics Without Utility Functions, Journal of Economic Theory
• Tomala T., Renault J., Renou L. (2014) Secure Message Transmission on Directed Networks, Games and Economic Behavior
• Daskalaki C., Kostakis A., Skiadopoulos G. (2014) Are there common factors in individual commodity futures returns?, Journal of Banking and Finance
• Maystre A., Olivier J., Thoenig M., Verdier T. (2014) “Product-based cultural change: is the village global?”, Journal of International Economics
• Drouvelis M., Saporiti A., Vriend NJ. (2014) Political Motivations And Electoral Competition: Equilibrium Analysis And Experimental Evidence, Games and Economic Behavior
• Satterthwaite M., Williams S., Zachariadis KE. (2014) Optimality versus Practicality: A comparison of two double auction mechanisms, Games and Economic Behavior

Former Academic Staff

• Battistin E., Chesher A. (2014) Treatment Effect Estimation With Covariate Measurement Error, Journal of Econometrics
• Battistin E., De Nadai M., Sianesi B. (2014) Misreported Schooling, Multiple Measures and Returns to Educational Qualifications, Journal of Econometrics
• Faccini R. (2014) Reassessing Labor Market Reforms: Temporary Contracts As A Screening Device, Economic Journal
• Chaboud A., Chiquoine B., Hjalmarsson E., Vega C. (2014) Rise Of The Machines: Algorithmic Trading In The Foreign Exchange Market, Journal of Finance
• Anwar S., Bayer P., Hjalmarsson R. (2014) The Role Of Age In Jury Selection And Trial Outcomes, Journal of Law and Economics
• Kapetanios G., Mitchell J., Shin Y. (2014) A Nonlinear Panel Data Model of Cross-Sectional Dependence, Journal of Econometrics

• Atakan A., Ekmekci M. (2013) A Two-sided Reputation Result with Long-run Players, Journal of Economic Theory
• Bonfiglioli A., Gancia G. (2013) Uncertainty, Electoral Incentives and Political Myopia, Economic Journal
• Breedon F., Ranaldo A. (2013) Intraday Patterns in FX returns and order flow, Journal of Money Credit and Banking
• Adda J., Cornaglia F. (2013) Taxes, Cigarette Consumption, and Smoking Intensity: Reply, American Economic Review
• Bell B., Fasani F., Machin S. (2013) Crime and Immigration: Evidence from Large Immigrant Waves in the UK, Review of Economics and Statistics
• Farré L., Fasani F. (2013) Media Exposure and Internal Migration: Evidence from Indonesia, Journal of Development Economics
• Giraitis L., Kapetanios G., Price S. (2013) Adaptive forecasting in the presence of recent and ongoing structural change, Journal of Econometrics
• Guay A., Guerre E., Lazarová Š. (2013) Robust Adaptive Rate-Optimal Testing For The White Noise Hypothesis, Journal of Econometrics
• Lim C. (2013) Preferences and Incentives of Appointed and Elected Public Officials, American Economic Review
• Manzini P., Mariotti M., Tyson C. (2013) Two-Stage Threshold Representations, Theoretical Economics
• Mariotti M., Veneziani R. (2013) On The Impossibility Of Complete Non-Interference In Paretian Social Judgements, ;Journal of Economic Theory
• Baumeister C., Liu P., Mumtaz H. (2013) Changes in the effects of monetary policy on disaggregate price dynamics, Journal of Economic Dynamics and Control
• Mumtaz H., Zanetti F. (2013) The Impact of the Volatility of Monetary Policy Shocks, Journal of Money Credit and Banking
• Neumann M., Skiadopoulos G. (2013) Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options, Journal of Financial and Quantitative Analysis
• Henriksen E., Kydland FE., Sustek R. (2013) Globally Correlated Nominal Fluctuations, Journal of Monetary Economics
• Rohner D., Thoenig M., Zilibotti F. (2013) War Signals: A Theory of Trade, Trust and Conflict, Review of Economic Studies
• Rohner D., Thoenig M., Zilibotti F. (2013) Seeds of distrust: conflict in Uganda, Journal of Economic Growth

Former Academic Staff

• Allouch N. (2013) Competitive equilibrium in a warm glow economy, Economic Theory

• Bonfiglioli A. (2012) Investor Protection and Inequality: Risk Sharing vs Risk Taking, Journal of Development Economics
• Carriero A., Kapetanios G., Marcellino M. (2012) Forecasting government bond yields with large Bayesian vector autoregressions, Journal of Banking and Finance
• Acemoglu D.,Gancia G., Zilibotti F. (2012) Competing Engines of Growth: Innovation and Standarization, Journal of Economic Theory
• Giraitis L., Phillips PCB. (2012) Mean And Autocovariance Function Estimation Near The Boundary Of Stationarity, Economic Journal
• Guerre E., Sabbah C. (2012) Uniform bias study and Bahadur representation for local polynomial estimators of the conditional quantile function, Econometric Theory
• Casella A., Llorente-Saguer A., Palfrey TR. (2012) Competitive Equilibrium In Markets For Votes, Journal of the Political Economy
• Kondylis F., Manacorda M. (2012) School Proximity and Child Labor: Evidence from Rural Tanzania, Journal of Human Resources
• Manacorda M. (2012) The Cost Of Grade Retention, Review of Economics and Statistics
• Manacorda M., Manning A., Wadsworth J. (2012) The Impact Of Immigration On The Structure Of Wages: Theory And Evidence From Britain, Journal of European Economic Association
• Mariotti M., Mandler M., Manzini P. (2012) One Million Answers to twenty Questions: Choosing by checklists, Journal of Economic Theory
• Mariotti M., Manzini P. (2012) Categorize Then Choose: Boundedly Rational Choice and Welfare, Journal of European Economic Association
• Mariotti M., Manzini P. (2012) Choice by Lexicographic Semiorders, Theoretical Economics
• Klibanoff P., Marinacci M., Mukerji S. (2012) On the Smooth Ambiguity Model: A Reply, Econometrica
• Mumtaz H., Surico P. (2012) Evolving International Inflation Dynamics: World And Country-Specific Factors, Journal of European Economic Association
• Mumtaz H., Zanetti F. (2012) Neutral Technology Shocks And The Dynamics Of Labor Input: Results From An Agnostic Identification, International Economic Review
• Mezzetti C.,Renou L. (2012) Mixed Nash Implementation, Journal of Economic Theory
• Renou L., Tomala T. (2012) Mechanism design and communication networks, Theoretical Economics
• Jiang G., Konstantinidi E., Skiadopoulos G. (2012) Volatility Spillovers and the Effect of News Announcements, Journal of Banking and Finance
• Bruckner M., Ciccone A., Tesei A. (2012) Oil Price Shocks, Income, And Democracy, Review of Economics and Statistics
• Martin P., Mayer T., Thoenig M. (2012) The Geography of Conflicts and Regional Trade Agreements, American Economic Journal: Macroeconomics

Former Academic Staff

• Attanasio O., Battistin E., Mesnard A. (2012) Food And Cash Transfers: Evidence From Colombia, Economic Journal
• Blake AP., Kirsanova T. (2012) Discretionary Policy And Multiple Equilibria In Lq Re Models, The Review of Economic Studies
• Di Pace F., Faccini R. (2012) Deep habits and the cyclical behaviour of equilibrium unemployment and vacancies, Journal of Economic Dynamics and Control
• Anwar S., Bayer P., Hjalmarsson R. (2012) The Impact Of Jury Race In Criminal Trials, Quarterly Journal of Economics
• Cunningham A., Eklund J., Jeffery C, Kapetanios G., Labhard V. (2012) A State Space Approach to Extracting the Signal From Uncertain Data, Journal of Business and Economic Statistics

• Carriero A. (2011) Forecasting The Yield Curve Using Priors From No-Arbitrage Affine Term Structure Models, International Economic Review
• Carriero A., Giacomini R. (2011) How Useful Are No-Arbitrage Restrictions For Forecasting The Term Structure Of Interest Rates?, Journal of Econometrics
• Epifani P., Gancia G. (2011) Trade, Markup Heterogeneity and Misallocations, Journal of International Economics
• Abadir K., Distaso W., Giraitis L. (2011)An I(d) model with trend and cycles, Journal of Econometrics
• Campo S,. Guerre E., Perrigne I., Vuong Q. (2011) Semiparametric Estimation Of First-Price Auctions With Risk Averse Bidders, Review of Economic Studies
• Ivanov A (2011) Attitudes To Ambiguity In One-Shot Normal-Form Games: An Experimental Study, Games and Economic Behavior
• Manacorda M., Miguel E., Vigorito A. (2011) Government Transfers And Political Support, American Economic Journal: Applied Economics
• Liu P., Mumtaz H. (2011) Evolving Macroeconomic Dynamics in a Small Open Economy: An Estimated Markov Switching DSGE Model for the UK, Journal of Money Credit and Banking
• Mumtaz H., Simonelli S., Surico P. (2011) International Comovements, Business Cycle and Inflation: a Historical Perspective, Review of Economic Dynamics
• Klibanoff P., Marinacci M., Mukerji S. (2011) Definitions of Ambiguous Events and the Smooth Ambiguity Model, Economic Theory
• Renou L., Schlag KH. (2011) Minimax regret implementation, Games and Economic Behavior
• Daskalaki C., Skiadopoulos G. (2011) Should Investors include Commodities in their Portfolios after All? New Evidence, Journal of Banking and Finance
• Kostakis A., Panigirtzoglou N.,< Skiadopoulos G. (2011) Market Timing with Option-Implied Distributions: A Forward-Looking Approach, Management Science
• Acharya VV., Imbs J.,Sturgess J. (2011) Finance and Efficiency: Do Bank Regulations Matter?, Review of Finance
• Šustek R. (2011) Monetary Business Cycle Accounting, Review of Economic Dynamics
• Šustek R. (2011) Plant-Level Nonconvex Output Adjustment And Aggregate Fluctuations, Journal of Monetary Economics
• Thesmar D., Thoenig M. (2011) Contrasting Trends in Firm Volatility, American Economic Journal: Macroeconomics

Former Academic Staff

• Battistin E., Sianesi B. (2011) Misclassified Treatment Status And Treatment Effects: An Application To Returns To Education In The U.K, Review of Economics and Statistics.
• Abramovsky L., Battistin E., Fitzsimons E., Goodman A., Simpson H. (2011) Providing Employers with Incentives to Train Low-Skilled Workers: Evidence from the UK Employer Training Pilots, Journal of Labour Economics.
• Duggan M., Hjalmarsson R., Jacob B. (2011) The Short-Term And Localized Effect Of Gun Shows: Evidence From California And Texas, Review of Economics and Statistics.
• Hjalmarsson E. (2011) New Methods for Inference in Long-Horizon Regressions, Journal of Financial and Quantitative Analysis.

• Beber A., Breedon F., Buraschi A. (2010) Differences in Beliefs and Currency Risk premiums, Journal of Financial Economics
• Adda J., Cornaglia F. (2010) The effect of Taxes and Bans on Passive Smoking, American Economic Journal: Applied Economics
• Giraitis L., Leipus R., Surgailis D. (2010) Aggregation of the random Coefficient Glarch(1,1) process, Econometric Theory
• Giraitis L., Magdalinos T., Phillips PCB. (2010) Smoothing Local-To-Moderate Unit Root Theory, Journal of Econometrics
• Ivanov A., Levin D., Niederle M. (2010) Can Relaxation Of Beliefs Rationalize The Winner's Curse?: An Experimental Study, Econometrica
• Hortala-Vallve R., Llorente-Saguer A. (2010) A simple Mechanism for resolving Conflict, Games and Economic Behavior
• Mateos-Planas X. (2010) Demographics And The Politics Of Capital Taxation In A Life-Cycle Economy, American Economic Review
• Bosch M., Manacorda M. (2010) Minimum Wages and Earnings inequality in urban Mexico, American Economic Journal: Applied Economics
• Manacorda M., Sánchez-Páramo C., Schady N. (2010) Changes in Returns to Education in Latin America: The Role of Demand and Supply of Skills, Industrial and Labor Relations Review
• Sustek R. (2010) Monetary Aggregates And The Business Cycle, Journal of Monetary Economics
• Thoenig M., Verdier T. (2010) A macroeconomic perspective on knowledge management, Journal of Economic Growth
• Tyson C. (2010) Dominance solvability of dynamic bargaining games, Economic Theory

Former Academic Staff

• Azmat G., Iriberri N. (2010) The importance of Relative Performance Feedback Information: evidence from a natural experiment using high school students, Journal of Public Economics
• Faccini R., Ortigueira S. (2010) Labor market volatility in the search and matching model: the role of investment-specific technology shocks, Journal of Economic Dynamics and Control
• Kapetanios G. (2010) A Testing Procedure For Determining The Number Of Factors In Approximate Factor Models With Large Datasets, Journal of Business and Economic Statistics
• Kapetanios G. (2010) Testing for exogeneity in threshold models, Econometric Theory
• Kapetanios G., Blake AP. (2010) Tests of the Martingale Difference hypothesis using boosting and RBF neural network approximations, Econometric Theory