A Coupled Component GARCH Model for Intraday and Overnight Volatility Linton, O. and Wu, J., (WP1825)
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)