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2015
2015 Working papers
Paper No.
Title
Authors
No. 750:
Violence and Birth Outcomes: Evidence from Homicides in Brazil
Martin Foureaux Koppensteiner, Marco Manacorda,
No. 763:
A New Look at Uncertainty Shocks: Imperfect Information and Misallocation
Tatsuro Senga,
No. 758:
Effects of Monetary Policy Shocks on UK Regional Activity: A Constrained MFVAR Approach
Zeyyad Mandalinci,
No. 759:
Large Vector Autoregressions with Asymmetric Priors
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino,
No. 766:
Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory
Liudas Giraitis, Donatas Surgailis, Andrius Škarnulis,
No. 772:
The Government as a Large Shareholder: Impact on Firm Value and Corporate Governance
Marcelo Fernandes, Walter Novaes,
No. 775:
Illegal Migration and Consumption Behavior of Immigrant Households
Christian Dustmann, Francesco Fasani, Biagio Speciale,
No. 738:
Monetary Policy and Inequality in the UK
Haroon Mumtaz, Angeliki Theophilopoulou,
No. 747:
In a Small Moment: Class Size and Moral Hazard in the Mezzogiorno
Joshua D. Angrist, Erich Battistin, Daniela Vuri,
No. 769:
A Time Varying DSGE Model with Financial Frictions
Ana Beatriz Galvão, Liudas Giraitis, George Kapetanios, Katerina Petrova,
No. 742:
Can Helping the Sick Hurt the Able? Incentives, Information and Disruption in a Disability-related Welfare Reform
Nitika Bagaria, Barbara Petrongolo, John Van Reenen,
No. 739:
What do VARs Tell Us about the Impact of a Credit Supply Shock?
Haroon Mumtaz, Gabor Pinter, Konstantinos Theodoridis,
No. 756:
Gender Gaps in Performance: Evidence from Young Lawyers
Ghazala Azmat, Rosa Ferrer,
No. 760:
Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility
Haroon Mumtaz, Konstantinos Theodoridis,
No. 748:
Roadblocks on the Road to Grandma’s House: Fertility Consequences of Delayed Retirement
Erich Battistin, Michele De Nadai, Mario Padula,
No. 765:
Testing Mean Stability of Heteroskedastic Time Series
Violetta Dalla, Liudas Giraitis, Peter C.B. Phillips,
No. 767:
Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models
Liudas Giraitis, George Kapetanios, Tony Yates,
No. 764:
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
Natalia Bailey, M. Hashem Pesaran, L. Vanessa Smith,
No. 773:
Anticipatory Effects in the FTSE 100 Index Revisions
Marcelo Fernandes, João Mergulhão,
No. 744:
Modelling Imperfect Attention
Paola Manzini, Marco Mariotti,
No. 746:
Spectral Approach to Parameter-Free Unit Root Testing
Natalia Bailey, Liudas Giraitis,
No. 761:
Carry Trades, Order Flow and the Forward Bias Puzzle
Francis Breedon, Dagfinn Rime, Paolo Vitale,
No. 740:
Misallocation of Talent in Competitive Labor Markets
Daniel Ferreira, Radoslawa Nikolowa,
No. 778:
Multicandidate Elections: Aggregate Uncertainty in the Laboratory
Laurent Bouton, Micael Castanheira, Aniol Llorente-Saguer,
No. 770:
A Bayesian Local Likelihood Method for Modelling Parameter Time Variation in DSGE Models
Ana Beatriz Galvão, Liudas Giraitis, George Kapetanios, Katerina Petrova,
No. 774:
Feeling Useless: The Effect of Unemployment on Mental Health in the Great Recession
Lídia Farré, Francesco Fasani, Hannes Mueller,
No. 768:
Estimating Time-Varying DSGE Models Using Minimum Distance Methods
Liudas Giraitis, George Kapetanios, Konstantinos Theodoridis, Tony Yates,
No. 749:
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients
Michele Aquaro, Natalia Bailey, M. Hashem Pesaran,
No. 751:
Mortgages and Monetary Policy
Carlos Garriga, Finn E. Kydland, Roman Šustek,
No. 777:
Divided Majority and Information Aggregation: Theory and Experiment
Laurent Bouton, Micael Castanheira, Aniol Llorente-Saguer,
No. 745:
Stochastic Complementarity
Paola Manzini, Marco Mariotti, Levent Ulkti,
No. 776:
Separating Bayesian Updating from Non-Probabilistic Reasoning: An Experimental Investigation
Dan Levin, James Peck, Asen Ivanov,
No. 754:
Structural Change in Industrial Output: China 1995-2010
Jose-Miguel Albala-Bertrand,
No. 753:
Cross-Country Co-movement in Long-Term Interest Rates: A DSGE Approach
Michael Chin, Thomai Filippeli, Konstantinos Theodoridis,
No. 741:
A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion
Sylvia Sarantopoulou-Chiourea, George Skiadopoulos,
No. 743:
Competing for Attention: Is the Showiest Also the Best?
Paola Manzini, Marco Mariotti,
No. 762:
The Political Legacy of Entertainment TV
Ruben Durante, Paolo Pinotti, Andrea Tesei,
No. 771:
March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?
Marcelo Fernandes, Deniz Igan, Marcelo Pinheiro,
No. 755:
UK Term Structure Decompositions at the Zero Lower Bound
Andrea Carriero, Sarah Mouabbi, Elisabetta Vangelista,
No. 757:
Global Economic Divergence and Portfolio Capital Flows to Emerging Markets
Zeyyad Mandalinci, Haroon Mumtaz,
No. 752:
Common and Country Specific Economic Uncertainty
Haroon Mumtaz, Konstantinos Theodoridis,
No. 737:
Trust and Racial Income Inequality: Evidence from the U.S.
Andrea Tesei,
No. 779:
An Experiment on Non-Zero Sum Colonel Blotto Games
Rafael Hortala-Vallve, Aniol Llorente-Saguer,
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