Latest Published Papers
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
Large Firm Dynamics and the Business Cycle
Carvalho, V. M. and Grassi, B., (2019), American Economic Review
Competitive contagion in networks
Goyal, S., Heidari, H. and Kearns, M., (2019), Games and Economic Behavior
Latest Working Papers
Checking Cheap Talk
Ball, I. and Gao, X., (WP1919)
Semiparametric Single-index Predictive Regression
Zhou, W., Gao, J., Harris, D. and Kew, H., (WP1918)
Emerging Markets and the Conditional CAPM
Ahmed, M. F. and Satchell, S., (WP1917)
Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market
Corsetti, G., Lafarguette, R. and Mehl, A., (WP1916)