Latest Published Papers
What Drives Enrollment Gaps in Further Education? The Role of Beliefs in Sequential Schooling Decisions
Belfield, C., Boneva, T., Rauh, C. and Shaw, J., (2019), Economica
Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data
Li, Z. M., Laeven, R. J. A. and Vellekoop, M. H., (2019), Journal of Econometrics, accepted
A new semiparameteric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, J., Li, D., & Linton, O., (2019), Journal of Econometrics
Learning dynamics with social comparisons and limited memory
Block, J. I., Fudenberg, D. and Levine, D. K., (2019), Theoretical Economics
Latest Working Papers
Spurious Factor Analysis
Onatski, A. and Wang, C., (WP2001)
Influencers and Communities in Social Networks
Chen, C. Y-H., Härdle, W. K. and Klochkov, Y., (WP1993)
Exchange Rate Risk and Business Cycles
Lloyd, S. P. and Marin, E. A. , (WP1992)
The Growth Effects of El Niño and La Niña: Local Weather Conditions Matter
Couharde, C., Damette, O., Generoso, R., Mohaddes, K., (WP1921)