Tallon Trent Howie (QMUL - PhD Student)
"Innovation and Diffusion: Studying the Bayh-Dole Act"
Tallon Howie (QMUL - PhD Student)
"Optimal Title and Licensing Policy: Studying the Bayh-Dole Act"
Paula Cesana (QMUL - PhD Student)
Title: TBA
Perez Cervera, Laura (QMUL - PhD Student)
Wang, Yuting (QMUL - PhD Student)
"Beliefs, Information Trust, and Air Pollution"
Safonov, Evgenii (QMUL)
"Socially Efficient Approval Mechanism with Signaling Costs"
Viola Salvestrini (QMUL - PhD Student)
"Gender diversity and team's decision-making"
Chaves Bosch, Gabriel (QMUL - PhD Student)
Mohseninejad, Fereshteh (QMUL - PhD Student)
Gallo, Andrea (QMUL - PhD Student)
Groen-Xu, Moqi (QMUL)
Camanho, Nelson (QMUL)
Giacomo Carlini (QMUL - PhD Student)
Germinetti, Lorenzo and Liu Zhenghao (QMUL - PhD Studenta)
Balasubramaniam, Vimal (QMUL)
Antonio Genovese (QMUL - visiting PhD Student)
Nikolowa, Radoslawa (QMUL)
Cesana, Paula (QMUL - PhD Student)
Tomoaki Tanaka and Shiori Komori (QMUL - PhD Studenta)
Stefansdottir, Elisabet Kemp (QMUL - PhD Student)
Ferreira, Miguel (QMUL)
Tom Schmitz (QMUL)
Regional and Aggregate Economic Consequences [PDF 420KB]
Andrea Tesei (QMUL)
"The International Transmission of Democratic Values: Evidence from the African Diaspora" (joint with M. Manacorda and J. Ponticelli).
Ilaria Piatti (QMUL)
Aniol Llorente-Saguer (QMUL)
Elisabet Kemp Stefansdottir (QMUL - PhD Student)
Juan Castro (QMUL - PhD Student)
Stan Cheung (QMUL - PhD Student)
"The Hard Problem and the Tyranny of the Losers" (joint with Marco Mariotti and Roberto Veneziani).
Rodrigo Toneto and Ezgi Kurt (QMUL - Research Assistant and PhD Student)
Jan Knoepfle (QMUL)
"Dynamic Competition for Attention"
Ilaria Malisan (Visiting PhD Student)
Mikkel Mertz (QMUL - PhD Student)
Hanifa Pilvar (QMUL - PhD Student)
Illia Pasichnichenko (QMUL)
"Revealing Features from Optimal Choice" (joint with Christopher Kops, Paola Manzini, and Marco Mariotti)
Pengzhan Qian (QMUL - PhD Student)
"The Declining Female Labor Supply in Urban China"
Laura Perez (QMUL - PhD Student)
Ester Sudano (QMUL - PhD Student)
Elisabet Kemp Stefansdottir and Paula Cesana (QMUL - PhD Student)
Ludovic Renou (QMUL)
Eugenio Merlano and Gabriel Chaves (QMUL - PhD Students)
Evgenii Safanov (QMUL)
"Framing and Ambiguity"
Yuting Wang (QMUL - PhD Student)
"Should the Timing of Inspections be Predictable?" (joint with Ian Ball)
Hao Ma (QMUL)
"Price Disparity and Investor Sentiment"
Antonio Leon (QMUL - PhD Student)
Camille Terrier (QMUL)
Nicolas Bianco (PhD student, University of Padova)
“Dynamic Variable Selection in Time-Varying Regression Models: A Variational Bayes Approach”
Giulia Tozzi (QMUL - PhD Student)
Title: tba
Lucie Gadenne (QMUL)
"Community Networks and Trade" (joint with Johannes Boken, Tushar Nandi and Marta Santamaria)
Mikkel (QMUL) Title: tba
Alp Atakan (QMUL)
Eugenio and Gabriel (QMUL)
"The Impact of Immigration on Native Entrepreneurship: Evidence from Spain"
Francois Gerard (QMUL)
Macro Reading Group (QMUL)
Erika Forsberg (PhD, Uppsala)
Ioannis Papadakis (QMUL - PhD Student)
Ezgi Kurt (QMUL - PhD Student)
Paula Belen Cesana (QMUL - PhD Student)
"From minority to majority: how gender diversity affects the type and quality of decisions"
Chiara Bernardi (QMUL - PhD Student)
Fulvia Marotta (QMUL - PhD Student)
"Inference on Unevenly Spaced Time Series: an Application to Climate Data"
Dan Xie (QMUL - PhD Student)
"Firms and Manufacturing TFP in China"
Laura Pérez Cervera (QMUL - PhD Student)
Gabriel Chaves Bosch (QMUL - PhD Student)
Asen Ivanov (QMUL)
Borda-Optimal Linear Taxation of Labour Income [PDF 334KB]
Antonio León Fernández (QMUL - PhD Student)
"Audits and the forms of corruption they do not reveal: Evidence from nepotism in Brazil"
"Talent Reallocation in Urban China and Economic Growth"
Gabriel Bracons Font (QMUL - PhD Student)
Eugenio Merlano (QMUL - PhD Student)
"Decision making about major surgery: A Discrete Choice Experiment"
Yufei Li (QMUL - PhD Student)
"Testing for correlation in non i.i.d setting"
"Nonlinear firm-level investment and productivity dynamics"
"The Determinants of Primary Care Physicians' Location Choices in England"
Cecilia Sarchi (QMUL - PhD Student)
"From Micro to Macro: Insights into Firms Financing Access and Composition and their Interactions with the Monetary Policy"
Ondej Honzik (QMUL - PhD Student)
"Strategic Liquidity Provision by High Frequency Traders in Limit Order Markets"
"Margins ain't no good"
"Narco-Deforestation: The Environmental Effects of Coca Cultivation"
Elisa Facchetti (QMUL - PhD Student)
"Police Infrastructure, Police Performance, and Crime: Evidence from Austerity Cut"
Iacopo Varotto (QMUL - PhD Student)
"The macroeconomic effect of firms' defensive behaviour"
Simon Franklin (QMUL)
"How to give an applied talk"
Maddalena Ronchi (QMUL - PhD Student)
"Daddy's girl: Daughters, managerial decisions, and gender inequality"
"Voting in Shareholders Meetings"
George Skiadopoulos (QMUL)
"Dissecting Climate Risks: Are they Reflected in Stock Prices? [PDF 482KB]"
"Borda-Optimal Taxation of Labour Income [PDF 455KB]"
Mikkel Baggesgaard Mertz (QMUL - PhD Student)
"The Market for Crime"
"The determinants of Primary Care Physicians' Location Choices in England"
"Who influenced you? The importance of early exposure for the creation of entrepreneurs"
Laura Perez Cervera (QMUL - PhD Student)
"Targeting Online Voters: Internet and Federal Expenditure in the US"
"Manufacturing Pollution, Environmental Regulation and Trade"
"Political Connections and Financial Allocation in China"
"Mobile Internet and Domestic Violence Cases - Evidence from Brazil"
Rosa Sanchis Guarner (QMUL)
"Home Broadband and Human Capital Formation"
"Declining Female Labor Participation in Urban China"
Anja Prummer (QMUL)
"Discrimination in Promotion [PDF 400KB]"
"Austerity cuts, police station closures and crime"
Thomas Norman (University of Oxford)
"Stability Implies Renegotiation Proofness [PDF 306KB]"
Nele Warrinnier (QMUL)
"Parental Investment, School Quality, and the Persistent Benefits of Intervention in Early Childhood"
Marco Ovidi (QMUL - PhD Student)
"Parents Know Better: Primary School Choice and Student Achievement in London"
Stefano Fasani (QMUL)
"Unemployment, Firm Dynamics, and the Business Cycle"
Simone Ferro (QMUL - PhD Student)
"Medium-Term Health Impacts of In-Utero Exposure to Moderate Air Pollution"
"The Macroeconomic Implications of Firms’ Anti-Competitive Behaviour"
Chuanping Sun (QMUL - PhD Student)
"Dissecting the factor zoo: correlation-robust machine learning approach"
Shan Ge (New York University, Stern School of Business)
"Conflicting Interests and the Effect of Fiduciary Duty-Evidence from Variable Annuities"
Daniele Caliari (QMUL - PhD Student)
"Consistency of Choice in Time and Risk Preferences"
"Capping bonuses and remuneration policies in the financial sector"
"Monetary Policy Uncertainty and Firm Dynamics"
Nelson Camanho (QMUL)
"Global Portfolio Rebalancing and Exchange Rates"
Luca Zamboni (QMUL - PhD Student)
"Persuasion of a Confirmation-Biased Agent"
Denys Iliasov (QMUL - PhD Student)
"Investors’ Conflict of Interest, Legal Protection and Debt Conservatism across Emerging Markets"
"Cross Verification and Persuasive Cheap Talk"
Iacapo Varotto (QMUL - PhD Student)
"Tackling or not Tackling the Behemoths: That is the Question"
"Robust Communication on Networks"
"Does one bad apple spoil the bunch? The impact of exposure to failures and successes on entrepreneurial behaviour"
"Prison In- and Outflows and the Market for Crime"
Pengzhan Quian (QMUL - PhD Student)
"Declining Female Labor Supply in Urban China"
"Trade Costs and Cross-Border Mergers and Acquisitions: Evidence from China"
Vimal Balasubramaniam (QMUL)
"The Effect of Product-Specific Financial Education on Purchase Decision"
Elisabet Stefansdottir (QMUL - PhD Student)
"Rich productivity dynamics and firms’ investment"
"Behavioral Welfare Analysis and Revealed Preference: Theory and Experimental Evidence [PDF 458KB]"
Rodrigo Gorga Vera (QMUL - PhD Student)
Tim Lee (QMUL)
Sang Yoon (Tim) Lee (QMUL)
"Inequality of Fear and Self-Quarantine: Is There a Trade-off between GDP and public Health?"
David Freeman (Visiting Scholar - Simon Fraser University)
"Revealing Choice Bracketing"
"On the Inference of the Ordered-Weighted-LASSO estimator and An Application on Factor Investing"
Alex Kontoghiorghes (QMUL - PhD Student)
"Taking AIM at the Bequest Motive"
Julio Davila Muro (Nazarbayev University)
"Property Rights and Long-run Capital [PDF 400KB]"
Dhruva Bhaskar (QMUL)
"Regulation Design in Insurance Markets (joint with Andrew McClellan and Evan Sadler) [PDF 371KB]"
Elisa Fachetti (QMUL - PhD Student)
"Should you Meet The Parents? The value of parental and children experience for school choice" (with Lorenzo Neri and Marco Ovidi)
"Resource Allocation with Positive Externalities (joint with Evan Sadler) [PDF 327KB]"
"E-nformation is Power? Internet and the Allocation of Government Spending"
Eugenio Merlano (QMUL - PhD Stduent)
"Boundary estimation in the regression-discontinuity design: Evidence for a merit - and need-based financial aid program"
Sofia Maria Velasco (QMUL - Phd Student)
"Unobserved components models with stochastic volatility for extracting trends and cycles in credit"
"Rationalizable voting"
Haiqa Ali (QMUL - PhD Student)
"Firm investment policy and labor supply: evidence from UK immigration policy"
Soledad Giardili (QMUL - PhD Student)
"Single-Sex Primary Schools and Student Achievement: Evidence from Admission Lotteries"
Elisabetta Pasini (QMUL - PhD Student)
"Migration and Competition for Schools: Evidence from Primary Education in England"
"Allowed and Yet Dangerous: Early Life Health Impact of In-utero exposure to Air Pollution"
Lorenzo Neri (QMUL - PhD Student)
"Is opportunity moving to you? The impact of public housing regenerations on student achievement"
Alessio Volpicella (QMUL - PhD Student)
SVARs Identification through Bounds on the Forecast Error Variance
"SVARs Identification through Bounds on the Forecast Error Variance"
“Single-Sex Primary Schools and Student Achievement: Evidence from Admission Lotteries”
João Ramos (University of Southern California)
"Partnership with Persistence" (joint with Tomasz Sadzik)
"Moving opportunities: The impact of public housing regenerations on student achievement"
Jayeeta Bhattacharya (QMUL - PhD Student)
"Quantile regression with generated dependent variables and covariates [PDF 496KB]"
Federica De Pace (QMUL - PhD Student)
Sergio Vicente (QMUL)
"Lending with credit scores and loan officers"
"Labor Market Consequences of Having a Criminal Record"
Dennis Iweze (QMUL - PhD Student)
"Optimal Contracting and Corporate Policies"
“Managers’ gender attitudes and the gender gap”
“Exposure to crime and pupils’ outcomes: Evidence from London”
"Citizen Monitoring and Politicians’ Accountability: Evidence from Twitter"
Ondrej Honzik (QMUL - PhD Student)
"Trading Fast and Slow: Competition Between Heterogeneous Liquidity Providers in an Order Driven Market"
"The Lock-In Effect of Automation: Evidence from Patents, Worker Flows and Job Flows in US Local Labour Markets"
"Migration and competition for schools: Evidence from primary education in England"
Kazuhiro Hiraki (QMUL - PhD Student)
"Option-implied Expected Returns and the Construction of Mean-variance Portfolios"
"How does market structure affect the market evolution?"
Vlad Skovorodov (QMUL)
"Effects of unconventional monetary policy on disaggregate Euro Area consumer inflation expectations"
Yu Zheng (QMUL)
"Innovate to Lead or Innovate to Prevail: When do Monopolistic Rents Induce Growth?" (joint with Roberto Piazza)
Osvaldo Pericon (QMUL - PhD Student)
"In-Utero Exposure to Air Pollution and Infant Health: Evidence from Tuscany"
Radoslawa Nikolowa (QMUL)
"Decentralized Governance in Blockchain Ecosystems"
"Portfolio selection with machine learning: sparsity, correlation and constraints"
George Skiadopolous (QMUL)
"The Contribution of Frictions to Expected Returns" (joint with Kazuhiro Hiraki)
“Robust Shrinkage for Set-Identified SVARs”
"Single-Sex Schools and Student Achievement: Early-age Evidence from Admission Lotteries"
"The Value of Monitoring in Dynamic Screening"
Maya Jalloul (QMUL - PhD Student)
"Opinion formation and timing of disclosure"
Konstantinos Zachariadis (QMUL)
"Free-riders and Underdogs: Participation in Corporate Voting"
Edoardo Palombo (QMUL - PhD Student)
“Policy Uncertainty and Misallocation in Brexit UK” joint with Dr. Renato Faccini
Macro Ovidi (QMUL - PhD Student)
"Opting for the best. Parental choice, peer's quality and school effectiveness in London primary schools" by Marco Ovidi
Rubaiya Zaman Sharmi (QMUL - PhD Student)
"Credit conditions and the consumption behaviour of households"
Matthew Ryan (AUT - Visiting Professor)
"Stochastic Expected Utility for Binary Choice: New Representations"
Stepana Lazarova (QMUL)
"A Unified Framework for the Estimation and Inference in Linear Quantile Regression: A Local Polynomial Approach" (joint work with Yanqin Fan and Emmanuel Guerre)
Mirela Miescu (QMUL - PhD Student)
"Uncertainty shocks in emerging economies: a global to local approach for identification"
Taiki Yamamura (QMUL - PhD Student)
"Evaluating FAVAR with time-varying parameters and stochastic volatility"
Jacob Short (University of Western Ontario)
"Demographic Origins of the Decline in Labour's Share" (joint with Andy Glover)
Liudas Giraitis (QMUL)
"Inference on Time Series with Changing Mean and Variance" (joint work with V Dalla and PM Robinson)
"Firm-Specific Human Capital and the Cost of Job Loss"
"Idiosyncratic shocks and the Role of Granularity in Business cycle"
"The Chinese Zodiac and the Effects of Class-Size in California"
Sotiris Blanas (QMUL)
"The distinct effects of Information Technologies and Communication Technologies on the Age-Skill Composition of Labour Demand"
Haroon Mumtaz (QMUL)
"The Federal Reserve's implicit inflation target and Macroeconomic dynamics. A SVAR analysis" (joint with K Theodoridis)
"Catholic Schools, Admission Lotteries and Student Achievement"
"Managers’ gender norms and the gender gap: how daughters affect their manager fathers’ HR practices"
Michele Piffer (QMUL)
"Bayesian Structural VAR models: an extended approach"
"Politics and Asylum Seekers in England"
"Optimal Default Policies in Defined Contribution Pension Plans when Employees are Biased"
Mina Mirshahi (QMUL - PhD Student)
"How does political uncertainty affect index options?"
"Regularising the factor zoo using OWL"
"From Deterministic Threshold to Stochastic Additive Perturbed Utility models"
Elena Gentili (Visiting student)
"Industry value added and employment of migrant workers"
Sujoy Mukerji (QMUL)
"Ambiguity and the historical equity premium [PDF 1,170KB]"
Finance PhD Students
"Finance Paper Review"
"The Economic Consequences of Public Housing Demolitions"
"School Value Added Models without lotteries: the UK context"
Luca Grezio (QMUL - PhD Student)
Micro Theory Paper Review - "Electoral Competition with Rationally Inattentive Voters" (by Filip Matejka and Guido Tabellini)
"Micro Theory Paper Review - Rational Inattention"
Cheng Chen (University of Hong Kong)
"Demand Uncertainty and the Joint Dynamics of Exporters and Multinational Firms"
Giulia Tagliaferri (QMUL - PhD Student)
"Homosexuals' segregation in the labour market: occupational choice and selective disclosure"
Silvia Granato (QMUL - PhD Student)
"Early Influences and the Gender Gap in STEM"
Fabio Calonaci (QMUL - PhD Student)
"Multi Step Non-Parametric Estimation method in Asset Pricing"
"Exposure to crime and pupils' performance: Evidence from London"
Tim Harris (QMUL - PhD Student)
"European Municipal Bond Agencies - Bond Issuance Currency Choice"
"Price Discovery with Costly Competitive Bidding" (joint with Mehmet Ekmekci)
Reinhard Weisser (QMUL)
"The impact of local shocks on well-being: Only a matter of perception?"
Gabriele Vecchio (QMUL - PhD Student)
"The Political Risk Premium in Equity Derivatives"
"Estimation of time varying covariance matrices for large datasets" (joint with Yiannis Dendramis and George Kapetanios)
"Paper Review"
"Prior Tightness for Set-Identified Structural Vector Autoregressions"
Paola Pederzoli (University of Geneva Swiss Finance Institute, PhD candidate)
"Crash Risk in Individual Stocks"
“News of Uncertain Reforms”
Giulia Tagliaferri (QMUL - PhD student)"Ethnic identity of local politicians and educational attainment: evidence from England"
"Search Matching and Training" by Flinn, Gemici and Laufer (2017)
Spyros Galanis (University of Southampton)"Financial Complexity and Trade"
Caterina Gennaioli (QMUL)
"Toxic Roads: Unearthing Hazardous Waste Dumping"
Bruno Lanzer (QMUL - PhD student)"Returns to Political Loyalty: Evidence from Brazil"
Sebastian Axbard (QMUL)"Convicting Corrupt Officials: Evidence from Randomly Assigned Cases"
Elisabetta Pasini (QMUL - PhD student)"Hetrogeneous effects of academisation in England"
Germano Ruisi (QMUL - PhD student)"Fiscal Multipliers in Recession and Expansion"
Emilie Rademakers (KU Leuven)
"Do Tasks Matter for the Matching Equilibrium? Evidence from an Online Job Platform"
Teevrat Garg (UC San Diego)
"Human Capital Costs of Climate Change: Evidence from the Test Scores in India"
Mirela Miescu (QMUL - PhD Student)"Fiscal Multipliers in Recession and Expansion"
Helios Herrera (Warwick University)
"Demand and Supply of Populism"
Tobias Broer (IIES-Institute for International Economic Studies)"The New Keynesian Transmission Mechanism: A Heterogeneous-Agent Perspective"
Stefano Caria (Oxford University)
"Anonymity or Distance? Experimental Evidence on Obstacles to Youth Employment Opportunities"
Marie Lalanne (Goethe Universitat)Title: TBA
Christopher Tyson (QMUL)"Intermediate Microeconomics with Exponential Satisficing Agents"
Takeki Sunakawa (Kobe University)"Implications of taxes and Transfers for Labor Market Fluctuations"
Tommaso Colussi (IZA)Title: TBA
Ioannis Kasparis (University of Cyprus)"Regressions with Fractional d=0.5 and Weakly Non-stationary Processes"
Osvaldo Pericon (QMUL - PhD student)"Fiscal Volatility Shocks and Economic Activity"
Maddalena Ronchi (QMUL - PhD Student)"Wage bargaining regimes and firms' adjustments to the Great Recession"
Steve Pischke (LSE)"Poorly Measured Confounders are More Useful on the Left Than on the Right" with Zhuan Pei and Hannes Schwandt
Kazuhiro Hiraki (QMUL - PhD Student)"The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence" by Galí and Gambetti
Matteo Barigozzi (LSE)"Non-Stationary Dynamic Factor Models for Large Datasets [PDF 1,041KB]"
Mikhail Timonin (QMUL - PhD student)"Axiomatization of the Choquet integral and some aspects of its behavioural analysis"
Lorenzo Neri (QMUL - PhD Student)"Disruption in the Class"
Yulia Gel (University of Waterloo, University of Texas at Dallas)"Detecting Anomalies in Higher Order Structures of Dynamic Networks Using Generalized Tensor Spectrum"
Iacopo Varotto (QMUL - PhD Student)"Large Firm Dynamics and the Business Cycle" by Carvalho and Grassi
Yiannis Karavias (University of Birmingham)"Autocorrelation Robust Testing of Regression Hypotheses"
Soledad Giardili (QMUL - PhD Student)"University Quotas and Peers’ Achievement. Evidence from Lei das Cotas in Brasil"
Violetta Dalla (University of Athens)
"The behaviour of SMEs’ capital structure determinants in different"
Simone Ferro (QMUL - PhD Student)"Employment Protection Legislation, Risky Workers and Sectoral Mobility"
Anders Bredal (Aarhus University)"Multiarmed bandits and optimal dynamic treatment allocation"
Daniele Caliari (QMUL - PhD student)"Bayesian Revealed Preference Analysis"
Liudas Giraitis (QMUL)"Testing mean stability of heteroskedastic time series" (joint work with Violetta Dalla and Peter CB Phillips)
Willemien Kets (Northwestern University)"Challenging conformity: A case for diversity"
Marco Ovidi (QMUL - PhD Student)"Four facts about the 2014 Research Excellence Framework in Economics"
George Kapetanios (Kings College)"Multi-dimensional Heterogeneous Panel Data with Hierarchical multi factor error structure"
Kirill Pogorelskiy (University of Warwick)"Media Bias and News Sharing on Social Networks: A Laboratory Study" (joint with Matthew Shum)
Carina Gerstenberger (QMUL, University of Bochum)"How to Distinguish between Long Memory and Short Memory with a Change in Mean"
Rohan Dutta (McGill University)
"Collusion Constrained Equilibrium"
Marcelo Fernandes (QMUL)"Guns and Suicides"
James Peck (Ohio State University)"Temporary Boycotts as Self-Fulfilling Disruptions of Markets"
Giulia Tagliaferri (QMUL - PhD Student)"Commercial TV, religiousness and inter-religious attitudes in a Muslim country: evidence from Indonesia"
Silvia Granato (QMUL - PhD Student)"Gender gap in STEM fields: the role of ability, family background and sociocultural factors"
Alessio Volpicella (QMUL - PhD Student)"Prior Selection for Set-Identified Structural Vector Autoregressions"
Germano Ruisi (QMUL - PhD Student)"Monetary Policy Effectiveness and Macroeconomic Uncertainty across US Regions"
Daniel Vogel (University of Aberdeen)"Change-point tests based on U-statistics and U-quantiles"
Matias Brum (QMUL - PhD Student)"The Effect of Migration on the Sending Country: the case of Italy and the United States"
Eduardo Palombo (QMUL - PhD Student)"Unconventional Monetary Policy and Leverage Dynamics"
Yuya Sasaki (Johns Hopkins University)"Quantile Regression Kink Designs"
Bruno Lanzer (QMUL - PhD Student)"The effects on transparency in the public sector"
Taiki Yamamura (QMUL - PhD Student)"Sticky Prices and Monetary Policy: Evidence from Disaggregated US Data"
Maya Jalloul (QMUL - PhD student)"Systemic Risk in Financial Networks: the Role of Insurance"
Bertille Antoine (Simon Fraser University)"Identification-Robust Nonparametric Inference in a Linear IV Model" (joint with Pascal Lavergne)
Federica De Pace (QMUL - PhD Student)"Match-specific human capital and the consequences of job loss"
Mikhail Timonin (QMUL - PhD student)"The Choquet integral in multi-criteria decision analysis"
Fabio Calonaci (QMUL - PhD Student)"Jumps and Leverage Components in Stock Market Volatility: A New Empirical Approach"
Mirela Miescu (QMUL - PhD Student)"Together in bad times? Connectedness and spill overs in recession and boom"
Francesc Ortega (Queens College CUNY)
"The Effects of Hurricane Sandy on the New York City Housing Market"
Stefania Simon (QMUL - PhD student)"Foreign students in English universities: an analysis of highly skilled immigrants"
Aniol Llorente-Saguer (QMUL)"The Marginal Voter's Curse"
Shayan Zakipour-Saber (QMUL - PhD Student)"Monetary Policy Regime Shifts and Inflation Persistence: An estimated Markov-Switching Model for the UK"
PhD students (Finance)"Introduction to the research of the School’s Finance PhD students"
Richard Baillie (QMUL)"Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VARs"
Kostas Theodoridis (Bank of England)
"Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility"
Christopher Tyson (QMUL)"Rationalizability of Menu Preferences"
Konrad Menzel (New York University)"Strategic Network Formation with Many Agents"
Katerina Petrova (QMUL)"A quasi-Bayesian nonparametric approach to time varying parameter VAR models"
Martin Weale (QMUL)"Firms' Expectations and Price Setting: Evidence from Micro Data [PDF 384KB]"
Marcelo Fernandes (QMUL)"Price discovery and market microstructure noise (joint with Gustavo Dias and Cristina Scherrer)"
Vasilis Sarafidis (Monash University)
"A Simple Estimator for Short Panels with Common Factor"
Jeff Yao (University of Hong Kong)"On estimation of the noise variance in high-dimensional probabilistic principal component analysis"
Yukinori Iwata (Visiting QMUL)"Generalized Revealed Attention"
Stepana Lazarova (QMUL)"Data-driven GMM test for parameter instability" (joint with Emmanuel Guerre)
Nizar Allouch (QMUL)Title: TBA
Peter Malec (Cambridge University)"Estimating the Spot Covariation of Asset Prices: Statistical Theory and Empirical Evidence"
Efe Ok (NYU)"Coalitional Expected Multi-Utility Theory"
Elise Gourier (QMUL)"Inferring volatility dynamics and risk premia from the S and P 500 and VIX markets"
Nick Vriend (QMUL)"Social Identity and Punishment in a Minimum Effort Game"
Zeyyad Mandalinci (QMUL)"Global Economic Divergence and Portfolio Capital Flows to Emerging Markets" (joint with Haroon Mumtaz)
George Kapetanios (QMUL)"A multistage and multiple testing approach to variable selection in linear regression models with a large number of covariates"
Michele Modugno (Board of Governors of the Federal Reserve System)"Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models"
James Lothian (Fordham University)
"UIP: the long and the short [PDF 485KB]"
Murad S Taqqu (Boston University)
"Spatial Contagion in Financial Markets"
Richard Baillie (QMUL)"Inference for Impulse Responses in Multivariate Long Memory Processes"
Yoosoon Chang (Indiana University)"Regime switching model with endogenous autoregressive latent factor"
Natalia Bailey (QMUL)
"A multiple testing approach to the regularisation of large sample correlation matrices"
Niels Haldrup (Aarhus University)
"Discriminating between fractional integration and spurious long memory"
Zeyyad Mandalinci (QMUL)"Time-Varying Global Drivers of Portfolio Capital Flows and the Role of Quantitative Easing"
Stella Hadjiantoni (QMUL)"Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations"
James Brugler (University of Cambridge)"Dark Trading and Market Quality: The Case of UK Equities"
Giovanni Pellegrino (University of Verona)"Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory"
Martin Weale (QMUL)"The Macro-economic Effects of Asset Purchases"
Jungyoon Lee (New College of the Humanities)
"Bootstrapping change-point in regression and sample splitting"
Tang Srisuma (University of Surrey)"Identifying Dynamic Games with Switching Costs"
Nam-Hyun Kim (University of Konstanz)"Control Function Approach to Weak Instruments."
Leone Leonida (QMUL)
"Sample separation and the investment-cash flow sensitivity."
Marcia Schafgans (LSE)
"Inference and homogeneity in large dynamic panels with strong cross sectional dependence."
Haroon Mumtaz (QMUL)"The changing transmission of uncertainty shocks and monetary policy. An empirical analysis."
George Kapetanios (QMUL)"Large Dimensional Time varying Covariance Estimation with Application to Portfolio Management."
Liudas Giraitis (QMUL)"Integrated AR and ARCH processes and the FIGARCH model: origins of long memory."
Joao M.C. Santos Silva (Essex)
Stella Hadjiantoni (QMUL)
"Strategies for estimating systems of large-scale simultaneous equations models."
Mohaimen Mansur (QMUL)
"Forecasting under structural change and long memory noise."