Latest Published Papers
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
Production Networks: A Primer
Carvalho, V. M. and Tahbaz-Salehi, A., (2019), Annual Review of Economics
Latest Working Papers
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)
China -- Broiler Products: Can the sum of the parts be less than the whole?
Alcover, M. and Crowley, M. A. , (WP1920)
Checking Cheap Talk
Ball, I. and Gao, X., (WP1919)