A New Semiparametric Estimation Approach for Large Dynamic Covariance Matrices with Multiple Conditioning Variables
Chen, J., Li, D., Linton, O., (WP1824)
Asymptotics of the principal components estimator of large factor models with weak factors and i.i.d. Gaussian noise.
Onatski, A., (WP1823)
Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked F-Ratios
Dharmawansa, P., Johnstone, I. M., and Onatski, A., (WP1822)
Testing in High-Dimensional Spiked Models
Johnstone, I. M. and Onatski, A., (WP1821)
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, A. and Wang, C., (WP1820)
Limited Cognitive Ability and Selective Information Processing
Leung, B. T. K., (WP1819)
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR
Chudik, A.,Pesaran, H., Mohaddes, K., (WP1818)
Debt Sustainability and the Terms of Official Support
Corsetti, G., Erce, A. and Uy, T., (WP1817)
Economic Shocks and Temple Desecrations in Medieval India
Ticku, R., Shrivastava, A. and Iyer, S., (WP1816)
Invoicing and the Dynamics of Pricing-to-market - Evidence from UK Export Prices around the Brexit Referendum
Corsetti, G., Crowley, M. A. and Han, L. , (WP1815)
Do minimum wages increase search effort?
Laws, A., (WP1814)
Production Networks: A Primer
Carvalho, V. M. and Tahbaz-Salehi, A., (WP1813)
Culture and Colonial Legacy: Evidence from Public Goods Games
Chaudhary, L., Rubin, J., Iyer, S. and Shrivastava, A., (WP1812)
Community Networks and the Growth of Private Enterprise in China
Dai, R., Mookherjee, D., Munshi, K. and Zhang, X., (WP1811)
Renegotiation of Trade Agreements and Firm Exporting Decisions: Evidence from the Impact of Brexit on UK Exports
Crowley, M. A., Exton, O. and Han, L., (WP1810)
Debt Seniority and Sovereign Debt Crises
Ari, A., Corsetti, G. and Dedola, L., (WP1809)
Exchange Rate Misalignment, Capital Flows, and Optimal Monetary Policy Trade-offs
Corsetti, G., Dedola, L. and Leduc, S., (WP1808)
Gender & Collaboration
Ductor, L, Goyal, S. and Prummer, A., (WP1807)
One Money, Many Markets - A Factor Model Approach to Monetary Policy in the Euro Area with High-Frequency Identification
Corsetti, G., Duarte, J. B. and Mann, S., (WP1806)
Markets and Markups: A New Empirical Framework and Evidence on Exporters from China
Corsetti, G., Han, L., Crowley, M. and Song, H. , (WP1805)
A Network Approach to Public Goods
Elliott, M. and Golub, B., (WP1804)
Heterogeneity and Networks
Goyal, S., (WP1803)
Time-Consistently Undominated Policies
Brendon, C. and Ellison, M., (WP1802)
Implications of High-Frequency Trading for Security Markets
Linton, O. and Mahmoodzadeh, S., (WP1801)