Items where Research Group is "Applied Econometrics And Finance

In Press

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

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

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)

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

Published

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.

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

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.

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

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

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.

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

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

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

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

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

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

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

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

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

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