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The Cambridge-INET Institute

 

Published Papers


Do high-frequency data improve high-dimensional porfolio allocations?
Hautsch, N., Kyj, L.M. and Malec, P., (2015), Journal of Applied Econometrics


Sorting out the output loss due to search frictions
Gautier, P.A. and Teulings, C.N., (2015), Journal of the European Economic Association

Interaction, Protection and Epidemics
Goyal, S, and Vigier, A., (2015), Journal of Public Economics


Financial implications of relationship breakdown: does marriage matter?
Fisher, H. and Low, H., (2015), Review of Economics of the Household

Disability insurance and the dynamics of the incentive-insurance tradeoff
Low, H. and Pistaferri, L., (2015), American Economic Review


A semiparametric model for heterogeneous panel data with fixed effects
Boneva, L., Linton, O. and Vogt, M., (2015), Journal of Econometrics


The effect of fragmentation in trading on market quality in the UK equity market
Boneva, L., Linton, O. and Vogt, M., (2015), Journal of Applied Econometrics

Complexity and repeated implementation
Lee, J. and Sabourian, H., (2015), Journal of Economic Theory


A flexible semiparametric forecasting model for time series
Li, D., Linton, O. and Lu, Z., (2015), Journal of Econometrics


Commodity price volatility and the sources of growth
Cavalcanti T.V.D., Mohaddes, K. and Raissi, M., (2015), Journal of Applied Econometrics


Inefficiencies in networked markets
Elliott, M., (2015), American Economic Journal: Microeconomics

Female labour market outcomes and the impact of maternity leave policies
Low, H. and Sanchez-Marcos, V., (2015), IZA Journal of Labor Economics