Items where Research Group is "Applied Econometrics And Finance

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Ballarta, Kyle, Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 and Roncella, Andrea (2023) ‘Growing the Pie’ in a Catholic Social Thought Perspective. In: Rethinking Economics Starting from the Commons. Contributions to Economics . Springer Nature, pp. 91-103. ISBN 978-3-031-23323-4

Bokhari, Farasat A. S. ORCID: https://orcid.org/0000-0001-5418-8078, Dobson, Paul W. ORCID: https://orcid.org/0000-0001-7352-740X, Morciano, Marcello and Suhrcke, Marc (2023) Banning volume discounts to curb excessive consumption: A cautionary tale. European Economic Review, 156. ISSN 0014-2921

Borghesi, Simone and Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506 (2023) An environmental Decameron: Introducing the special issue on ‘Carbon pricing, energy efficiency and renewable policies for a decarbonised future’. Resource and Energy Economics, 73. ISSN 0928-7655

Broughton Micova, Sally ORCID: https://orcid.org/0000-0002-2115-0345 and Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 (2023) Elements for Effective Systemic Risk Assessment under the DSA. Centre for Regulation in Europe (CERRE).

Broughton Micova, Sally ORCID: https://orcid.org/0000-0002-2115-0345 and Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 (2023) Response to EU Commission Consultation: EU Delegated Regulation Ares (2023) 3171302 on the Performance of Audits of Very Large Online Platforms and Very large Search Engines. UNSPECIFIED.

Brown, Alasdair (2023) Parimutuel versus fixed-odds betting: Evidence from a hybrid market. Journal of Prediction Markets. (In Press)

Bruns, Martin and Luetkepohl, Helmut (2023) An alternative bootstrap for proxy vector autoregressions. Computational Economics, 62 (4). pp. 1857-1882. ISSN 0927-7099

Bruns, Martin and Lütkepohl, Helmut (2023) Have the effects of shocks to oil price expectations changed? Evidence from heteroskedastic proxy vector autoregressions. Economics Letters, 233. ISSN 0165-1765

Bruns, Martin and Piffer, Michele (2023) Tractable Bayesian estimation of smooth transition vector autoregressive models. The Econometrics Journal. ISSN 1368-4221 (In Press)

Bruns, Martin and Piffer, Michele (2023) A new posterior sampler for Bayesian structural vector autoregressive models. Quantitative Economics, 14 (4). pp. 1221-1250. ISSN 1759-7331

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Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622, Chzhen, Sya In, Mandas, Marco and Motoki, Fabio ORCID: https://orcid.org/0000-0001-7464-3330 (2023) A comment on "The Effects of Banking Competition on Growth and Financial Stability":I4R Discussion Paper No. 81.

Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 and Prufer, Jens ORCID: https://orcid.org/0000-0001-7203-9711 (2023) Response to FCA Discussion Paper DP22/5: The potential competition impacts of Big Tech entry and expansion in retail financial services. UNSPECIFIED.

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Dawson, Peter (2023) Recent trends in UK economics education: A-Level and university applications and acceptances. The Economics Network.

Dawson, Peter, Downward, Paul, Hogan, Vincent and Massey, Patrick (2023) Re-evaluating the role of attendance on home advantage: Evidence from an international rugby tournament. International Journal of Sport Finance, 18 (4). ISSN 1558-6235

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Fruet Dias, Gustavo ORCID: https://orcid.org/0000-0001-6428-5074, Papailias, Fotis and Scherrer, Cristina (2023) An econometric analysis of volatility discovery. Journal of Business & Economic Statistics. ISSN 0735-0015

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Gao, Yuan ORCID: https://orcid.org/0000-0003-3505-9304 and Lazarova, Emiliya ORCID: https://orcid.org/0000-0002-7178-0644 (2023) Ex-ante Novelty and Creative Destruction in Inventions: A Network Approach to Patent Data Analysis. In: 2023 European Winter Meeting of the Econometric Society, 2023-12-17 - 2023-12-19, University Place, University of Manchester.

Gao, Yuan ORCID: https://orcid.org/0000-0003-3505-9304 and Lazarova, Emiliya ORCID: https://orcid.org/0000-0002-7178-0644 (2023) Ex-ante Novelty and Invention Quality: A Cross-country Sectoral Empirical Study. In: Royal Economics Society Annual Conference 2024, 2024-03-25 - 2024-03-27, Queen's University. (In Press)

Ghanem, Samar, Ferrini, Silvia and Di Maria, Corrado ORCID: https://orcid.org/0000-0002-3048-0506 (2023) Air pollution and willingness to pay for health risk reductions in Egypt: A contingent valuation survey of Greater Cairo and Alexandria households. World Development, 172. ISSN 0305-750X

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Hinnosaar, Marit, Hinnosaar, Toomas, Kummer, Michael and Slivko, Olga (2023) Wikipedia Matters. Journal of Economics and Management Strategy, 32 (3). pp. 657-669. ISSN 1058-6407

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Iona, Alfonsina and Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 (2023) The impact of a student investment fund on finance education and employability of postgraduate students. The Economics Network.

Iona, Alfonsina, Calef, Andrea ORCID: https://orcid.org/0000-0002-7045-2622 and Georgiou, Ifigenia (2023) Credit market freedom and corporate decisions. Mathematics, 11 (7). ISSN 2227-7390

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Jong, Stephanie, Harvey, Laura ORCID: https://orcid.org/0000-0001-6962-0820 and Garner, Kristina (2023) Multi-intervention outreach across Law, Social Sciences, and Health Sciences: Reflections from online delivery. Widening Participation and Lifelong Learning, 25 (1). pp. 185-212. ISSN 1466-6529

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Moffatt, Peter (2023) Experimetrics. In: Elgar Encyclopedia of Behavioural and Experimental Economics. Edward Elgar. (In Press)

Moffatt, Peter, Kim, Young-Ah and Kim, Kyung-Ah (2023) The moderating role of market uncertainty in the effectiveness of government policies and R&D activities promoting innovation in manufacturing firms. International Journal of Entrepreneurial Behaviour & Research, 29 (5). pp. 1204-1226. ISSN 1355-2554

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Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Le Quement, Mark (2023) The battle of opinion: dynamic information revelation by ideological senders. International Journal of Game Theory, 52 (2). pp. 463-483. ISSN 0020-7276

Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364 and Vega-Redondo, Fernando (2023) Homophily and influence. Journal of Economic Theory, 207. ISSN 0022-0531

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Raychaudhuri, Jibonayan and Wossink, Ada (2023) Ecolabels and the economic recession. PLoS One, 18 (12). ISSN 1932-6203

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Stoja, Evarist, Polanski, Arnold ORCID: https://orcid.org/0000-0001-9146-6364, Nguyen, Linh H. and Pereverzin, Aleksandr (2023) Does systematic tail risk matter? Journal of International Financial Markets, Institutions & Money, 82. ISSN 1042-4431

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Wang, Wenxue and Yang, Fuyu (2023) The shale revolution, geopolitical risk, and oil price volatility. Energy Reports, 9. pp. 3458-3472. ISSN 2352-4847

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Yu, Zhen, Liu, Wei and Yang, Fuyu (2023) A central bankers’ sentiment index of global financial cycle. Finance Research Letters, 57. ISSN 1544-6123