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School of Economics and Finance

2015 Working papers

Paper No.TitleAuthors
No. 750: Violence and Birth Outcomes: Evidence from Homicides in Brazil Martin Foureaux Koppensteiner, Marco Manacorda,
No. 763: A New Look at Uncertainty Shocks: Imperfect Information and Misallocation Tatsuro Senga,
No. 758: Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach Zeyyad Mandalinci,
No. 759: Large Vector Autoregressions with Asymmetric Priors Andrea Carriero, Todd E. Clark, Massimiliano Marcellino,
No. 766: Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory Liudas Giraitis, Donatas Surgailis, Andrius Škarnulis,
No. 772: The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance Marcelo Fernandes, Walter Novaes,
No. 775: Illegal Migration and Consumption Behavior of Immigrant Households Christian Dustmann, Francesco Fasani, Biagio Speciale,
No. 738: Monetary Policy and Inequality in the UK Haroon Mumtaz, Angeliki Theophilopoulou,
No. 747: In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno Joshua D. Angrist, Erich Battistin, Daniela Vuri,
No. 769: A Time Varying DSGE Model with Financial Frictions Ana Beatriz Galvão, Liudas Giraitis, George Kapetanios, Katerina Petrova,
No. 742: Can Helping the Sick Hurt the Able? Incentives, Information and Disruption in a Disability-related Welfare Reform Nitika Bagaria, Barbara Petrongolo, John Van Reenen,
No. 739: What do VARs Tell Us about the Impact of a Credit Supply Shock? Haroon Mumtaz, Gabor Pinter, Konstantinos Theodoridis,
No. 756: Gender Gaps in Performance: Evidence from Young Lawyers Ghazala Azmat, Rosa Ferrer,
No. 760: Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility Haroon Mumtaz, Konstantinos Theodoridis,
No. 748: Roadblocks on the Road to Grandma’s House: Fertility Consequences of Delayed Retirement Erich Battistin, Michele De Nadai, Mario Padula,
No. 765: Testing Mean Stability of Heteroskedastic Time Series Violetta Dalla, Liudas Giraitis, Peter C.B. Phillips,
No. 767: Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models Liudas Giraitis, George Kapetanios, Tony Yates,
No. 764: A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices Natalia Bailey, M. Hashem Pesaran, L. Vanessa Smith,
No. 773: Anticipatory Effects in the FTSE 100 Index Revisions Marcelo Fernandes, João Mergulhão,
No. 744: Modelling Imperfect Attention Paola Manzini, Marco Mariotti,
No. 746: Spectral Approach to Parameter-Free Unit Root Testing Natalia Bailey, Liudas Giraitis,
No. 761: Carry Trades, Order Flow and the Forward Bias Puzzle Francis Breedon, Dagfinn Rime, Paolo Vitale,
No. 740: Misallocation of Talent in Competitive Labor Markets Daniel Ferreira, Radoslawa Nikolowa,
No. 778: Multicandidate Elections: Aggregate Uncertainty in the Laboratory Laurent Bouton, Micael Castanheira, Aniol Llorente-Saguer,
No. 770: A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models Ana Beatriz Galvão, Liudas Giraitis, George Kapetanios, Katerina Petrova,
No. 774: Feeling Useless: The Effect of Unemployment on Mental Health in the Great Recession Lídia Farré, Francesco Fasani, Hannes Mueller,
No. 768: Estimating Time-Varying DSGE Models Using Minimum Distance Methods Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis, Tony Yates,
No. 749: Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients Michele Aquaro, Natalia Bailey, M. Hashem Pesaran,
No. 751: Mortgages and Monetary Policy Carlos Garriga, Finn E. Kydland, Roman Šustek,
No. 777: Divided Majority and Information Aggregation: Theory and Experiment Laurent Bouton, Micael Castanheira, Aniol Llorente-Saguer,
No. 745: Stochastic Complementarity Paola Manzini, Marco Mariotti, Levent Ulkti,
No. 776: Separating Bayesian Updating from Non-Probabilistic Reasoning: An Experimental Investigation Dan Levin, James Peck, Asen Ivanov,
No. 754: Structural Change in Industrial Output: China 1995-2010 Jose-Miguel Albala-Bertrand,
No. 753: Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach Michael Chin, Thomai Filippeli, Konstantinos Theodoridis,
No. 741: A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion Sylvia Sarantopoulou-Chiourea, George Skiadopoulos,
No. 743: Competing for Attention: Is the Showiest Also the Best? Paola Manzini, Marco Mariotti,
No. 762: The Political Legacy of Entertainment TV Ruben Durante, Paolo Pinotti, Andrea Tesei,
No. 771: March Madness in Wall Street: (What) Does the Market Learn from Stress Tests? Marcelo Fernandes, Deniz Igan, Marcelo Pinheiro,
No. 755: UK Term Structure Decompositions at the Zero Lower Bound Andrea Carriero, Sarah Mouabbi, Elisabetta Vangelista,
No. 757: Global Economic Divergence and Portfolio Capital Flows to Emerging Markets Zeyyad Mandalinci, Haroon Mumtaz,
No. 752: Common and Country Specific Economic Uncertainty Haroon Mumtaz, Konstantinos Theodoridis,
No. 737: Trust and Racial Income Inequality: Evidence from the U.S. Andrea Tesei,
No. 779: An Experiment on Non-Zero Sum Colonel Blotto Games Rafael Hortala-Vallve, Aniol Llorente-Saguer,