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Publications

You can browse a selection of publications below or browse all publications in our ePrints repository.

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Articles

Henriquez, J., Iommi, M., Mcguire, T., Mentzakis, E., & Paolucci, F. (2022). Designing feasible and effective health plan payments in countries with data availability constraints. Journal of Risk and Insurance. https://doi.org/10.1111/jori.12372
Hatcher, M. (2022). Education, borrowing constraints and growth: A note. Economics Letters, 212(March 2022), [110274]. https://doi.org/10.1016/j.econlet.2022.110274
Castro, L. D., Galvao, A. F., Kim, J. Y., Montes-rojas, G., & Olmo, J. (2022). Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models. Journal of Behavioral and Experimental Economics, 97, [101822]. https://doi.org/10.1016/j.socec.2021.101822
Phillips, P. C. B., Miao, K., & Su, L. (Accepted/In press). High-Dimensional VARs with Common Factors. Journal of Econometrics.
Maniadis, Z. (2022). Is formalism the key to resolving the generalizability crisis? An experimental economics perspective. Behavioral and Brain Sciences, 45, [e1]. https://doi.org/10.1017/S0140525X21000273
Calvo-Pardo, H., Mancini, T., & Olmo, J. (2022). Machine learning the carbon footprint of bitcoin mining. Journal of Risk and Financial Management, 15(2). https://doi.org/10.3390/jrfm15020071
Giulietti, C., Vlassopoulos, M., & Zenou, Y. (2022). Peers, gender, and long-term depression. European Economic Review, 144, [104084]. https://doi.org/10.1016/j.euroecorev.2022.104084
Castro, L. D., Galvao, A. F., Montes-rojas, G., & Olmo, J. (2022). Portfolio selection in quantile decision models. Annals of Finance, 18(2), 133-181. https://doi.org/10.1007/s10436-021-00405-4
Bijwaard, G. E., & Wahba, J. (2022). Return Versus onward Migration: Go Back or Move On? Review of Income and Wealth. https://doi.org/10.1111/roiw.12590
Auster, S., & Kellner, C. (2022). Robust bidding and revenue in descending price auctions. Journal of Economic Theory, 199, [105072]. https://doi.org/10.1016/j.jet.2020.105072
Hatcher, M. (2022). Solving linear rational expectations models in the presence of structural change: Some extensions. Journal of Economic Dynamics and Control, 138(May 2022), [104359]. https://doi.org/10.1016/j.jedc.2022.104359
Ghazaryan, A., Giulietti, C., & Wahba, J. (2022). Terror headlines and voting. Economics Letters, 216, [110562]. https://doi.org/10.1016/j.econlet.2022.110562
Chen, Y-J., Zenou, Y., & Zhou, J. (2022). The impact of network topology and market structure on pricing. Journal of Economic Theory. https://doi.org/10.1016/j.jet.2022.105491
Di Iasio, V., & Miguelez, E. (2022). The ties that bind and transform: knowledge remittances, relatedness and the direction of technical change. Journal of Economic Geography, 22(2), 423-448. https://doi.org/10.1093/jeg/lbab044
Jeworrek, S., Mertins, V., & Vlassopoulos, M. (2021). “The good news about bad news”: information about past organizational failure and its impact on worker productivity. The Leadership Quarterly, 32(3), [101500]. https://doi.org/10.1016/j.leaqua.2021.101500
Berger, Y., & Patilea, V. (2021). A semi-parametric empirical likelihood approach for conditional estimating equations under endogenous selection: empirical likelihood approach for conditional estimating equations. Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2021.12.004
Kapar, B., & Olmo, J. (2021). Analysis of Bitcoin prices using market and sentiment variables. The World Economy, 44(1), 45-63. https://doi.org/10.1111/twec.13020
Phillips, P. C. B. (2021). Bootstrap inference for quantile treatment effects in randomized experiments with matched pairs. Review of Economics and Statistics, 1-43. https://doi.org/10.1162/rest_a_01089
Islam, A., Pakrashi, D., Sahoo, S., Wang, L. C., & Zenou, Y. (Accepted/In press). Caste-based quotas and gender inequality: field experimental evidence from India. Journal of Economic Behavior & Organization.
Kara, E., Tonin, M., & Vlassopoulos, M. (2021). Class size effects in higher education: Differences across STEM and non-STEM fields. Economics of Education Review, 82, [102104]. https://doi.org/10.1016/j.econedurev.2021.102104
Chen, Y. Z., Phillips, P. C. B., & Shi, S. (Accepted/In press). Common bubble detection in large dimensional financial systems. Journal of Financial Econometrics.
Kyriacou, M., Phillips, P. C. B., & Rossi, F. (2021). Continuously updated indirect inference in heteroskedastic spatial models. Econometric Theory, 1-39. https://doi.org/10.1017/S0266466621000384
Drouvelis, M., Malaeb, B., Vlassopoulos, M., & Wahba, J. (2021). Cooperation in a fragmented society: experimental evidence on Syrian refugees and natives in Lebanon. Journal of Economic Behavior & Organization, 187, 176-191. https://doi.org/10.1016/j.jebo.2021.04.032
Zenou, Y. (Accepted/In press). Crime, Broken Families, and Punishment. American Economic Journal: Microeconomics.
De Lipsis, V. (2021). Dating structural changes in UK monetary policy. The B.E. Journal of Macroeconomics, 21(2), 509 - 539. https://doi.org/10.1515/bejm-2019-0250
Phillips, P. C. B., & Shi, S. (2021). Diagnosing housing fever with an econometric thermometer. Journal of Economic Surveys. https://doi.org/10.1111/joes.12430
Phillips, P. C. B. (Accepted/In press). Discrete Fourier transforms of fractional processes with econometric applications. Advances in Econometrics.
Boucher, V., Del Bello, C. L., Panebianco, F., Verdier, T., & Zenou, Y. (2021). Education transmission and network formation. Journal of Labor Economics. https://docs.iza.org/dp14802.pdf
Mentzakis, E., & Sadeh, J. (2021). Experimental evidence on the effect of incentives and domain in risk aversion and discounting tasks. Journal of Risk and Uncertainty, 62, 203–224. https://doi.org/10.1007/s11166-021-09354-9
Wu, H., Mentzakis, E., & Schaafsma, M. (2021). Exploring Different Assumptions about Outcome-Related Risk Perceptions in Discrete Choice Experiments. Environmental and Resource Economics. https://doi.org/10.1007/s10640-021-00638-x
Mancini, T., Calvo-Pardo, H., & Olmo, J. (2021). Extremely randomized neural networks for constructing prediction intervals. Neural Networks : the official journal of the International Neural Network Society, 144, 113-128. https://doi.org/10.1016/j.neunet.2021.08.020
Kheifets, I. L., & Phillips, P. C. B. (2021). Fully modified least squares cointegrating parameter estimation in multicointegrated systems. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2021.07.002
Phillips, P. C. B., & Wang, Y. (2021). Functional coefficient panel modeling with communal smoothing covariates. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2021.03.004
Daud, S. N. M., Podivinsky, J. M., & Abd Samad, K. (2021). Household debt and country economic growth: does a magic threshold exist? International Journal of Business and Society, 22(1), 161-174. https://doi.org/10.33736/ijbs.3168.2021
Archangelidi, O., Cullinan, P., Simmonds, N. J., Mentzakis, E., Peckham, D., Bilton, D., & Carr, S. B. (2021). Incidence and risk factors of cancer in individuals with cystic fibrosis in the UK; a case-control study. Journal of Cystic Fibrosis. https://doi.org/10.1016/j.jcf.2021.07.004
De Lipsis, V. (2021). Is time preference different across incomes and countries? Economics Letters, 201, [109720]. https://doi.org/10.1016/j.econlet.2020.109720, https://doi.org/10.1016/j.econlet.2020.109720
Diaz-Avalos, C., Patacchiniz, E., Verdier, T., & Zenou, Y. (2021). Leaders in juvenile crime. Journal of Economic Behavior & Organization, 192, 638-667. https://doi.org/10.1016/j.jebo.2021.10.034
Magdalinos, T. (2021). Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations. Econometric Theory. https://doi.org/10.1017/S0266466621000086
Lyu, J., Le, V. P. M., Meenagh, D., & Minford, P. (2021). Macroprudential regulation in the post-crisis era: has the pendulum swung too far? Journal of International Financial Markets, Institutions and Money, 74, [101381]. https://doi.org/10.1016/j.intfin.2021.101381
Olmo, J., & Sanso‐navarro, M. (2021). Modeling the spread of COVID‐19 in New York City. Papers in Regional Science, 100(5), 1209-1229. https://doi.org/10.1111/pirs.12615
Hillier, G., & Kan, R. (2021). Moments of a Wishart Matrix. Journal of Quantitative Economics, 19, 141–162. https://doi.org/10.1007/s40953-021-00267-7
Savva, F. (2021). Motives and implementation with rights structures. Economics Letters, 204, [109913]. https://doi.org/10.1016/j.econlet.2021.109913
Hu, Z., Phillips, P. C. B., & Wang, Q. (2021). Nonlinear cointegrating power function regression with endogeneity. Econometric Theory, 37(6), 1-41. https://doi.org/10.1017/S0266466620000560
Olmo, J. (2021). Optimal portfolio allocation and asset centrality revisited. Quantitative Finance, 21(9), 1475-1490.
Cho, J. S., Phillips, P. C. B., & Seo, J. (2021). Parametric conditional mean inference with functional data applied to lifetime income curves. International Economic Review, 1-69. https://doi.org/10.1111/iere.12548
Gilbert, A. W., Mentzakis, E., May, C. R., Stokes, M., & Jones, J. (2021). Patient preferences for use of virtual consultations in an orthopaedic rehabilitation setting: results from a discrete choice experiment. Journal of Health Services Research & Policy. https://doi.org/10.1177/13558196211035427
Phillips, P. C. B. (Accepted/In press). Pitfalls in bootstrapping spurious regression. Journal of Quantitative Economics.
Munro, A., Prieto, J., Mentzakis, E., Mansour, M. AM., Mahobia, N., Baker, P., Herbert, S., Smith, T., Hine, M., Hall, J., McClarren, A., Davidson, M., Brooks, J., Fisher, J., Griffiths, D., Morgan, H., Giulietti, C., Faust, S., & Elkington, P. (2021). Powered respirators are effective, sustainable, and cost-effective personal protective equipment for SARS-CoV-2. Frontiers in Medical Technology, 3(October 2021), 1-13. [729658]. https://doi.org/10.3389/fmedt.2021.729658
De Zarate, M. O., Mentzakis, E., Fraser, S. D. S., Roderick, P., Rutter, P., & Ornaghi, C. (2021). Price versus clinical guidelines in primary care statin prescribing: a retrospective cohort study and cost simulation model. Journal of the Royal Society of Medicine. https://doi.org/10.1177/01410768211051713
Ortiz De Zarate Rodriguez, M. F., Mentzakis, E., Fraser, S., Roderick, P., Rutter, P., & Ornaghi, C. (Accepted/In press). Price vs. clinical guidelines in primary care statin prescribing: a retrospective cohort study and cost simulation model. Journal of the Royal Society of Medicine.
Hillier, G., & Kan, R. (Accepted/In press). Properties of the inverse of a noncentral Wishart matrix. Econometric Theory.
Ornaghi, C., Ioannou, C. A., & Makrisb, M. (2021). R&D productivity and the nexus between product substitutability and innovation: theory and experimental evidence. Journal of Economic Behavior & Organization, 186, 135-151. https://doi.org/10.1016/j.jebo.2021.03.027
Elmallakh, N., & Wahba, J. (2021). Return migrants and the wage premium: does the legal status of migrants matter? Journal of Population Economics. https://doi.org/10.1007/s00148-021-00872-z
Bhattacharya, J., Guerre, E., & Gimenes, N. (2021). Semiparametric quantile models for ascending auctions with asymmetric bidders. Journal of Business and Economic Statistics. https://doi.org/10.1080/07350015.2021.1895813
Leister, C. M., Zenou, Y., & Zhou, J. (Accepted/In press). Social connectedness and local contagion. The Review of Economic Studies.
Islam, A., Pakrashi, D., Vlassopoulos, M., & Wang, L. C. (2021). Stigma and misconceptions in the time of the COVID-19 pandemic: A field experiment in India. Social Science & Medicine, 278, [113966]. https://doi.org/10.1016/j.socscimed.2021.113966
Calvo-pardo, H., Oliver, X., & Arrondel, L. (2021). Subjective return expectations, perceptions, and portfolio choice. Journal of Risk and Financial Management, 15(1), [6]. https://doi.org/10.3390/jrfm15010006
Elmallakh, N., & Wahba, J. (Accepted/In press). Syrian refugees and the migration dynamics of Jordanians: moving in or moving out? Economic Development and Cultural Change.
Berger, Y. (Accepted/In press). Testing conditional moment restriction models using empirical likelihood: empirical likelihood and conditional moment restriction. The Econometrics Journal. https://doi.org/10.1093/ectj/utab032
Rambeli Ramli, N., Marikan, D. A. A., Hashim, E., Mohd. Ariffin, S. Z., Hashim, A., & Podivinsky, J. (2021). The Determinants of Carbon Dioxide Emissions in Malaysia and Singapore. Jurnal Ekonomi Malaysia, 55(2), 107-119. https://doi.org/10.17576/JEM-2021-5502-9
Sun, Y., & Morley, B. (2021). The Dynamics of foreign exchange derivative use in China. Journal of Risk and Financial Management. https://doi.org/10.3390/jrfm14070291
Sequeira, A. R., Mentzakis, E., Archangelidi, O., & Paolucci, F. (2021). The economic and health impact of rare diseases: A meta-analysis. Health Policy and Technology, 10(1), 32-44. https://doi.org/10.1016/j.hlpt.2021.02.002
Falkingham, J., Giulietti, C., Wahba, J., & Wang, C. (2021). The impact of Brexit on international students’ return intentions. The Manchester School, 89(2), 139-171. https://doi.org/10.1111/manc.12356
Ornaghi, C., Van Beveren, I., & Vanormelingen, S. (2021). The impact of service and goods offshoring on employment: firm-level evidence. Canadian Journal of Economics, 54(2), 677-711.
Paul, H. (2021). The South Sea Bubble and the erasure of slavery and impressment. English Studies, 102(7), 888-900. https://doi.org/10.1080/0013838X.2021.1995971
Emiliano Da Silva Neto, A., Gonzalo, J., & Pitarakis, J. Y. (2021). Uncovering regimes in out of sample forecast errors from predictive regressions*. Oxford Bulletin of Economics and Statistics, 83(3), 713-741. https://doi.org/10.1111/obes.12418
El-Mallakh, N., & Wahba, J. (2021). Upward or downward: occupational mobility and return migration. World Development, 137, [105203]. https://doi.org/10.1016/j.worlddev.2020.105203
Laborda, R., & Olmo, J. (2021). Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic. Research in International Business and Finance, 57, [101402]. https://doi.org/10.1016/j.ribaf.2021.101402
Phillips, P. C. B., & Wang, Y. (Accepted/In press). When bias contributes to variance: true limit theory in functional coefficient cointegrating regression. Journal of Econometrics.
Ferreira, J. V. (Accepted/In press). Which choices merit deference? A comparison of three behavioural proxies of subjective welfare. Economics and Philosophy.
Martellosio, F., & Hillier, G. (2020). Adjusted QMLE for the spatial autoregressive parameter. Journal of Econometrics, 219(2), 488-506. https://doi.org/10.1016/j.jeconom.2020.03.013
Li, L., Maniadis, Z., & Sedikides, C. (2020). Anchoring in economics: a meta-analysis of studies on willingness-to-pay and willingness-to-accept. Journal of Behavioral and Experimental Economics, 90, [101629]. https://doi.org/10.1016/j.socec.2020.101629
Sato, Y., & Zenou, Y. (2020). Assimilation patterns in cities. European Economic Review, 129, [103563]. https://doi.org/10.1016/j.euroecorev.2020.103563
Sabzikar, F., Phillips, P. C. B., & Wang, Q. (2020). Asymptotic theory for near integrated processes driven by tempered linear processes. Journal of Econometrics, 216(1), 192-202. https://doi.org/10.1016/j.jeconom.2020.01.013
Phillips, P. C. B., & Shi, Z. (2020). Boosting: Why you can use the HP filter. International Economic Review. https://doi.org/10.1111/iere.12495
Phillips, P. C. B., & Jin, S. (2020). Business cycles, trend elimination and the HP filter. International Economic Review, 0, 1-52. https://doi.org/10.1111/iere.12494
Kwiek, M. (2020). Communication via intermediaries. Games and Economic Behavior, 121, 190-203. https://doi.org/10.1016/j.geb.2020.02.005
Siddique, A., & Vlassopoulos, M. (2020). Competitive preferences and ethnicity: experimental evidence from Bangladesh. Economic Journal, 130(627), 793-821. https://doi.org/10.1093/ej/uez063
Bourgeois-Gironde, S., & Ferreira, J. V. (2020). Conflicted voters: a spatial voting model with multiple party identifications. Journal of Economic Behavior & Organization, 174, 360-379. https://doi.org/10.1016/j.jebo.2016.12.003
Rasul, I., & Mcconnell, B. (2020). Contagious animosity in the field: Evidence from the Federal Criminal Justice System. Journal of Labor Economics, 0, [711180]. https://doi.org/10.1086/711180
Nicoletti, C., & Tonei, V. (2020). Do parental time investments react to changes in child's skills and health? European Economic Review, 127, [103491]. https://doi.org/10.1016/j.euroecorev.2020.103491
Phillips, P. C. B. (2020). Dynamic panel modeling of climate change. Econometrics, 8(3), 1-28. [30]. https://doi.org/10.3390/econometrics8030030
Phillips, P. C. B., Leirvik, T., & Storelvmo, T. (2020). Econometric estimates of Earth's transient climate sensitivity. Journal of Econometrics, 214(1), 6-32. https://doi.org/10.1016/j.jeconom.2019.05.002
Hahn, Y., Islam, A., Patacchini, E., & Zenou, Y. (2020). Friendship and female education: evidence from a field experiment in Bangladeshi primary schools. The Economic Journal, 130(627), 740–764. https://doi.org/10.1093/ej/uez064
Agnolucci, P., & De Lipsis, V. (2020). Fuel demand across UK industrial subsectors. The Energy Journal, 41(6). https://doi.org/10.5547/01956574.41.6.pagn
Calvo-Pardo, H., Mancini, T., & Olmo, J. (2020). Granger causality detection in high-dimensional systems using feedforward neural networks. International Journal of Forecasting, 37(2), 920-940. https://doi.org/10.1016/j.ijforecast.2020.10.004, https://doi.org/10.2139/ssrn.3543687
Laborda, R., & Olmo, J. (Accepted/In press). Hedging demand in long-term asset allocation with an application to carry trade strategies. Journal of Financial Econometrics.
Hurley, J., Mentzakis, E., & Walli-Attaei, M. (2020). Inequality aversion in income, health, and income-related health. Journal of Health Economics, 70, [102276]. https://doi.org/10.1016/j.jhealeco.2019.102276
Wang, Q., Phillips, P. C. B., & Kasparis, I. (2020). Latent variable nonparametric cointegrating regression. Econometric Theory. https://doi.org/10.1017/S0266466620000122
Olivetti, C., Patacchini, E., & Zenou, Y. (2020). Mothers, peers, and gender-role identity. Journal of the European Economic Association, 18(1), 266-301. https://doi.org/10.1093/jeea/jvy050
Calvo-Pardo, H., Olmo, J., & Mancini, T. (2020). Neural network models for empirical finance. Journal of Risk and Financial Management, 13(11), 1-22. https://doi.org/10.3390/jrfm13110265
Huang, W., Jin, S., Phillips, P. C. B., & Su, L. (2020). Nonstationary panel models with latent group structures and cross-section dependence. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2020.05.003
Ferreira, J. V., Hanaki, N., & Tarroux, B. (2020). On the roots of the intrinsic value of decision rights: Experimental evidence. Games and Economic Behavior, 119, 110-122. https://doi.org/10.1016/j.geb.2019.10.008
Schluter, C. (2020). On Zipf’s law and the bias of Zipf regressions. Empirical Economics. https://doi.org/10.1007/s00181-020-01879-3
Cheang, C. W., Olmo, J., Ma, T., Sung, M-C., & McGroarty, F. (2020). Optimal asset allocation using a combination of implied and historical information. International Review of Financial Analysis, 67, 1-14. [101419]. https://doi.org/10.1016/j.irfa.2019.101419
Kyriacou, M., Olmo, J., & Strittmatter, M. (2020). Optimal portfolio allocation using option implied information. Journal of Futures Markets, 1-20. https://doi.org/10.1002/fut.22177
Hellmann, T. (2020). Pairwise stable networks in homogeneous societies with weak link externalities. European Journal of Operational Research. https://doi.org/10.1016/j.ejor.2020.09.025
Bykhovskaya, A., & Phillips, P. (2020). Point optimal testing with roots that are functionally local to unity. Journal of Econometrics, 219(2), 231-259. https://doi.org/10.1016/j.jeconom.2020.03.003
Dawid, H., & Hellmann, T. (2020). R&D investments under endogenous cluster formation. Journal of Economic Behavior & Organization, 174, 253-283. https://doi.org/10.1016/j.jebo.2020.03.039
Mitra, T., & Ozbek, K. (2020). Ranking by weighted sum. Economic Theory. https://doi.org/10.1007/s00199-020-01305-w
Chang, V., Wang, Y., & Wills, G. (2020). Research investigations on the use or non-use of hearing aids in the smart cities. Technological Forecasting and Social Change, 153, 1-10. [119231]. https://doi.org/10.1016/j.techfore.2018.03.002
Dalla, V., Giraitis, L., & Phillips, P. C. B. (2020). Robust tests for white noise and cross-correlation. Econometric Theory. https://doi.org/10.1017/S0266466620000341
Ushchev, P., & Zenou, Y. (2020). Social norms in networks. Journal of Economic Theory, 185, 1-32. [104969]. https://doi.org/10.1016/j.jet.2019.104969
Pitarakis, J-Y., & Gonzalo, J. (Accepted/In press). Spurious relationships in high-dimensional systems with strong or mild persistence. International Journal of Forecasting.
Ryan, M., Mentzakis, E., Matheson, C., & Bond, C. (2020). Survey modes comparison in contingent valuation: Internet panels and mail surveys. Health Economics, 29(2), 234-242. https://doi.org/10.1002/hec.3983
Emiliano Da Silva Neto, A., Gonzalo, J., & Pitarakis, J-Y. (Accepted/In press). Uncovering regimes in out of sample forecast errors. Oxford Bulletin of Economics and Statistics.
Lieberman, O., & Phillips, P. C. B. (2020). Understanding temporal aggregation effects on kurtosis in financial indices. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2020.07.035
Giulietti, C., Tonin, M., & Vlassopoulos, M. (2020). When the market drives you crazy: Stock market returns and fatal car accidents. Journal of Health Economics, 70, [102245]. https://doi.org/10.1016/j.jhealeco.2019.102245
Lee, L-F., Liu, X., Patacchini, E., & Zenou, Y. (2020). Who is the key player? A network analysis of juvenile delinquency. Journal of Business and Economic Statistics. https://doi.org/10.1080/07350015.2020.1737082
Kapar, B., & Olmo, J. (2019). An analysis of price discovery between Bitcoin futures and spot markets. Economics Letters, 174, 62-64. https://doi.org/10.1016/j.econlet.2018.10.031
Laborda, R., & Olmo, J. (2019). An empirical analysis of terrorism and stock market spillovers: The case of Spain. Defence and Peace Economics. https://doi.org/10.1080/10242694.2019.1617601
Rivas, C., Tkacz, D., Antao, L., Mentzakis, E., Gordon, M., Anstee, S., & Giordano, R. (Accepted/In press). Automated analysis of free-text comments and dashboard representations in patient experience surveys: a multimethod co-design study. Health Services and Delivery Research, 7(23), 1-160. https://doi.org/10.3310/hsdr07230
Shi, S., Hurn, S., & Phillips, P. C. B. (2019). Causal change detection in possibly integrated systems: revisiting the money-income relationship. Journal of Financial Econometrics, 18(1), 158-180.
Wang, T., Brede, M., Ianni, A., & Mentzakis, E. (2019). Characterizing dynamic communication in online eating disorder communities: A multiplex network approach. Applied Network Science.
Phillips, P. C. B., & Shi, S. (2019). Detecting financial collapse and ballooning sovereign risk. Oxford Bulletin of Economics and Statistics, 1336-1361. https://doi.org/10.1111/obes.12307
Gonzalo, J., & Olmo, J. (2019). Differences between short and long term risk aversion: an optimal asset allocation perspective. Oxford Bulletin of Economics and Statistics, 81(1), 42-61. https://doi.org/10.1111/obes.12247
Gall, T., Hu, X., & Vlassopoulos, M. (2019). Dynamic incentive effects of assignment mechanisms: experimental evidence. Journal of Economic and Management Strategy. https://doi.org/10.1111/jems.12315
Mentzakis, E., García-Goñi, M., Sequeira, A. R., & Paolucci, F. (2019). Equity and efficiency priorities within the Spanish health system: A discrete choice experiment eliciting stakeholders preferences. Health Policy and Technology, 8(1), 30-41. https://doi.org/10.1016/j.hlpt.2019.01.003
Wang, T., Mentzakis, E., Brede, M., & Ianni, A. (2019). Estimating determinants of attrition in eating disorder communities on Twitter: an Instrumental variables approach. Journal of Medical Internet Research, 21(5), [e10942]. https://doi.org/10.2196/10942
Gall, T., & Maniadis, Z. (2019). Evaluating solutions to the problem of false positives. Research Policy, 48(2), 506-515. https://doi.org/10.1016/j.respol.2017.12.005
Kellner, C., Reinstein, D., & Riener, G. (2019). Ex-ante commitments to “give if you win” exceed donations after a win. Journal of Public Economics, 169, 109-127. https://doi.org/10.1016/j.jpubeco.2018.10.009
Kapar, B., Olmo, J., & Ghalayini, R. (2019). Financial integration in the United Arab Emirates Stock Markets. Finance Research Letters. https://doi.org/10.1016/j.frl.2019.06.017
Phillips, P. C. B., Wang, X., & Zhang, Y. (2019). HAR testing for spurious regression with trend. Econometrics, 7(4), [50]. https://doi.org/10.3390/econometrics7040050
Holter, H., Krueger, D., & Stepanchuk, S. (2019). How do tax progressivity and household heterogeneity affect Laffer curves? Quantitative Economics, 10(4), 1317-1356. https://doi.org/10.3982/QE653
Lieberman, O., & Phillips, P. C. B. (2019). Hybrid stochastic local unit roots. Journal of Econometrics, 1-44. https://doi.org/10.1016/j.jeconom.2019.05.023
Bijwaard, G., & Wahba, J. (2019). Immigrants’ wage growth and selective out-migration. Oxford Bulletin of Economics and Statistics, 81(5), 1065-1094. https://doi.org/10.1111/obes.12295
Tuccio, M., Wahba, J., & Hamdouch, B. (2019). International migration as a driver of political and social change: Evidence from Morocco. Journal of Population Economics, 32(4), 1171-1203. https://doi.org/10.1007/s00148-019-00734-9
Li, D., Phillips, P. C. B., & Gao, J. (2019). Kernel based inference in time varying coefficient cointegrating regression. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2019.10.005
Agnolucci, P., & De Lipsis, V. (2019). Long-run trend in agricultural yield and climatic factors in Europe. Climatic Change, 385 - 405. https://doi.org/10.1007/s10584-019-02622-3
Gall, T., & Reinstein, D. (2019). Losing face. Oxford Economic Papers. https://doi.org/10.1093/oep/gpz018
Tonei, V. (2019). Mother’s health after baby’s birth: does delivery method matter? Journal of Health Economics, 63, 182-196. https://doi.org/10.1016/j.jhealeco.2018.11.006
Mihm, M., & Ozbek, K. (2019). On the identification of changing tastes. Games and Economic Behavior, 116, 203-216. https://doi.org/10.1016/j.geb.2019.04.014
Pitarakis, J-Y., & Gonzalo, J. (2019). Predictive regressions. Oxford Research Encyclopedias (Economics and Finance). https://doi.org/10.1093/acrefore/9780190625979.013.494
Gilbert, A. W., Jones, J., Stokes, M., Mentzakis, E., & May, C. (2019). Protocol for the CONNECT Project: a mixed methods study investigating patient preferences for communication technology use in orthopaedic rehabilitation consultations. BMJ Open. https://doi.org/10.1136/bmjopen-2019-035210
Konig, M., Liu, X., & Zenou, Y. (2019). R&D networks: Theory, empirics and policy implications. Review of Economics and Statistics, 101(3), 476–491. https://doi.org/10.1162/rest_a_00762
Giulietti, C., Tonin, M., & Vlassopoulos, M. (2019). Racial discrimination in local public services: A field experiment in the US. Journal of the European Economic Association, 17(1), 165-204. https://doi.org/10.1093/jeea/jvx045
Tao, Y., Phillips, P. C. B., & Yu, J. (2019). Random coefficient continuous systems: testing for extreme sample path behavior. Journal of Econometrics, 208-237.
Estevan, F., Gall, T., & Morin, L-P. (2019). Redistribution without distortion: evidence from an affirmative action program at a large Brazilian university. The Economic Journal, 129(619), 1182-1220. https://doi.org/10.1111/ecoj.12578
Gall, T., & Canidio, A. (2019). Rewarding idleness. Journal of Public Economic Theory. https://doi.org/10.1111/jpet.12362
Hatcher, M. (2019). Should a pension reform be announced? A reply. Economics Letters, 183, [108583]. https://doi.org/10.1016/j.econlet.2019.108583
Schluter, C., & Trede, M. (2019). Size distributions reconsidered. Econometric Reviews, 38(6), 695-710. https://doi.org/10.1080/07474938.2017.1417732
Phillips, P. C. B., Kong, J., & Sul, D. (Accepted/In press). Testing convergence using HAR Inference. Advances in Econometrics.
Galvao, A. F., Montes-Rojas, G., & Olmo, J. (2019). Tests of asset pricing with time-varying factor loads. Journal of Applied Econometrics, 34(5), 762-778. https://doi.org/10.1002/jae.2687
Mennuni, A. (2019). The aggregate implications of changes in the labour force composition. European Economic Review, 116, 83-106. https://doi.org/10.1016/j.euroecorev.2019.03.007
Ornaghi, C., & Tonin, M. (2019). The effects of the universal metering programme on water consumption, welfare and equity. Oxford Economic Papers. https://doi.org/10.1093/oep/gpz068
Phillips, P. C. B., Wang, W., & Su, L. (2019). The heterogeneous effects of the minimum wage on employment across States. Economics Letters, 179-185. https://doi.org/10.1016/j.econlet.2018.11.002
Fallah, B., Krafft, C., & Wahba, J. (2019). The impact of refugees on employment and wages in Jordan. Journal of Development Economics, 139, 203-216. https://doi.org/10.1016/j.jdeveco.2019.03.009
Mcgee, R. J., & Olmo, J. (2019). The size premium as a lottery. European Journal of Finance, 1-20. https://doi.org/10.1080/1351847X.2019.1644360
Castanheira, M., Ornaghi, C., & Siotis, G. (2019). The unexpected consequences of generic entry. Journal of Health Economics, 68, [102243]. https://doi.org/10.1016/j.jhealeco.2019.102243
Kyriacou, M., Olmo, J., & Strittmatter, M. (2019). Uncovering the distribution of option implied risk aversion. Journal of Mathematical Finance, 9(2), 81-104. [9]. https://doi.org/10.4236/jmf.2019.92006
Phillips, P. C. B., & Chao, J. C. (2019). Uniform inference in panel autoregression. Econometrics, 7(4). https://doi.org/10.3390/econometrics7040045
Kwiek, M., Marreiros, H., & Vlassopoulos, M. (2019). Voting as a war of attrition. Journal of Economic Behavior & Organization. https://doi.org/10.1016/j.jebo.2019.09.020
Kong, J., Phillips, P. C. B., & Sul, D. (2019). Weak σ-convergence: Theory and applications. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2018.12.022
Cheng, T., Gao, J., & Phillips, P. C. B. (2018). A frequentist approach to Bayesian asymptotics. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2018.06.006
Hasanova, R., Mentzakis, E., Paolucci, F., & Shmueli, A. (2018). Beyond DRG: the effect of socio-economic indicators on inpatient resource allocation in Australia. Health Policy and Technology, 7(3), 302-309. https://doi.org/10.1016/j.hlpt.2018.07.001
Bykhovskaya, A., & Phillips, P. C. B. (2018). Boundary limit theory for functional local to unity regression. Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.12285
Phillips, P. C. B., Shi, S., & Hurn, S. (2018). Change detection and the causal impact of the yield curve. Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.12427
Chen, Y-J., Zenou, Y., & Zhou, J. (2018). Competitive pricing strategies in social networks. The Rand Journal of Economics, 49(3), 672-705. https://doi.org/10.1111/1756-2171.12249
Mohd Daud, S. N., Ahmad, A. H., & Podivinsky, J. (2018). Credit and the housing boom in Malaysia: A come back? Economics and Business Letters, 6(4), 110-115. https://doi.org/10.17811/ebl.6.4.2017.110-115
Verdier, T., & Zenou, Y. (2018). Cultural leader and the dynamics of assimilation. Journal of Economic Theory, 175, 374-414. https://doi.org/10.1016/j.jet.2018.01.019
Lyon, M., & Olmo, J. (2018). Does the PPP condition hold for oil-exporting countries? A quantile cointegration regression approach. International Journal of Finance and Economics, 23(2), 79-93. https://doi.org/10.1002/ijfe.1603
Phillips, P. C. B. (2018). Dynamic panel Anderson-Hsaio estimation with roots near unity. Econometric Theory, 34(2), 253-276. https://doi.org/10.1017/S0266466615000298
Kellner, C., & Le Quement, M. T. (2018). Endogenous ambiguity in cheap talk. Journal of Economic Theory, 173, 1-17. https://doi.org/10.1016/j.jet.2017.10.007
Hillier, G., & Martellosio, F. (2018). Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference. Journal of Econometrics, 205(2), 402-422. https://doi.org/10.1016/j.jeconom.2018.01.008
Hillier, G., & Martellosio, F. (2018). Exact likelihood inference in group interaction network models. Econometric Theory, 34(2), 383-415. https://doi.org/10.1017/S0266466616000505
Phillips, P. C. B., & Shi, S. P. (2018). Financial bubble implosion and reverse regression. Econometric Theory, 34(4), 705-753. https://doi.org/10.1017/S0266466617000202
Galanis, S. (2018). Financial complexity and trade. Games and Economic Behavior, 112, 219-230. https://doi.org/10.1016/j.geb.2018.08.007
Wang, W., Phillips, P. C. B., & Su, L. (2018). Homogeneity pursuit in panel data models: theory and application. Journal of Applied Econometrics. https://doi.org/10.1002/jae.2632
Chambers, M. J., & Kyriacou, M. (2018). Jackknife bias reduction in the presence of a near-unit root. Econometrics, 6(1), [11]. https://doi.org/10.3390/econometrics6010011
Arvanitis, S., & Magdalinos, T. (2018). Mildly explosive autoregression under stationary conditional heteroskedasticity. Journal of Time Series Analysis, 39(6), 892-908. https://doi.org/10.1111/jtsa.12410
Carnero, M. A., Olmo, J., & Pascual, L. (2018). Modelling the dynamics of fuel and EU allowance prices during phase 3 of the EU ETS. Energies, 11(11), 1-23. [3148]. https://doi.org/10.3390/en11113148
Mihm, M., & Ozbek, K. (2018). Mood-driven choices and self-regulation. Journal of Economic Theory, 176, 727-760. https://doi.org/10.1016/j.jet.2018.05.006
Cohen-Cole, E., Liu, X., & Zenou, Y. (2018). Multivariate choices and identification of social interactions. Journal of Applied Econometrics, 33(2), 165-178. https://doi.org/10.1002/jae.2590
Galvao, A. F., Montes-Rojas, G., Olmo, J., & Song, S. (2018). On solving endogeneity with invalid instruments: an application to investment equations. Journal of the Royal Statistical Society: Series A (Statistics in Society), 181(3), 689-716. https://doi.org/10.1111/rssa.12313
Luo, P. P., Xu, H. S., Chen, Y. W., & Wu, S. P. (2018). Periodontal disease severity is associated with micronutrient intake. Australian Dental Journal, 63(2), 193-201. https://doi.org/10.1111/adj.12606
Cho, J. S., Park, M. H., & Phillips, P. C. B. (2018). Practical Kolmogorov–Smirnov testing by minimum distance applied to measure top income shares in Korea. Journal of Business and Economic Statistics, 36(3), 523-537. https://doi.org/10.1080/07350015.2016.1200983
Ushchev, P., & Zenou, Y. (2018). Price competition in product variety networks. Games and Economic Behavior, 110, 226-247. https://doi.org/10.1016/j.geb.2018.04.002
Chabe-Ferret, B., Machado, J., & Wahba, J. (2018). Remigration intentions and migrants' behavior. Regional Science and Urban Economics, 68, 56-72. https://doi.org/10.1016/j.regsciurbeco.2017.10.018
Tuccio, M., & Wahba, J. (2018). Return migration and the transfer of gender norms: Evidence from the Middle East. Journal of Comparative Economics. https://doi.org/10.1016/j.jce.2018.07.015
Cho, J. S., & Phillips, P. (2018). Sequentially testing polynomial model hypotheses using power transforms of regressors. Journal of Business and Economic Statistics, 33(1), 141-159. https://doi.org/10.1002/jae.2589
Wang, T., Brede, M., Ianni, A., & Mentzakis, E. (2018). Social interactions in online eating disorder communities: a network perspective. PLoS ONE, 1-17. [e0200800]. https://doi.org/10.1371/journal.pone.0200800
Galanis, S. (2018). Speculation under unawareness. Games and Economic Behavior, 109, 598-615. https://doi.org/10.1016/j.geb.2018.03.001
Hallam, M., & Olmo, J. (2018). Statistical tests of distributional scaling properties for financial return series. Quantitative Finance. https://doi.org/10.1080/14697688.2017.1298832
Savva, F. (2018). Strong implementation with partially honest individuals. Journal of Mathematical Economics, 78, 27-34. https://doi.org/10.1016/j.jmateco.2018.07.002
Giulietti, C., Wahba, J., & Zenou, Y. (2018). Strong versus weak ties in migration. European Economic Review, 104, 111-137. https://doi.org/10.1016/j.euroecorev.2018.02.006
Besanko, D., Tong, J., & Wu, J. J. (2018). Subsidizing research programs with “if” and “when” uncertainty in the face of severe informational constraints. The Rand Journal of Economics, 49(2), 285-310. https://doi.org/10.1111/1756-2171.12227
Galvao, A. F., Juhl, T., Montes-Rojas, G., & Olmo, J. (2018). Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns. Journal of Financial Econometrics, 16(2), 211-243. https://doi.org/10.1093/jjfinec/nbx016
Ornaghi, C., Costanza, E., Kittley-Davies, J., Bourikas, L., Aragon, V., & James, P. A. B. (2018). The effect of behavioural interventions on energy conservation in naturally ventilated offices. Energy Economics, 74, 582-591. https://doi.org/10.1016/j.eneco.2018.07.008
Choi, S., & Valladares-Esteban, A. (2018). The marriage unemployment gap. The B E Journal of Macroeconomics, 18(1), 1-14. https://doi.org/10.1515/bejm-2016-0060
Haruvy, E., Ioannou, C., & Golshirazi, F. (2018). The religious observance of Ramadan and prosocial behavior. Economic Inquiry, 56(1), 226-237. https://doi.org/10.1111/ecin.12480
Hellmann, T., & Panebiance, F. (2018). The transmission of continuous cultural traits in endogenous social networks. Economics Letters, 167, 51-55. https://doi.org/10.1016/j.econlet.2018.02.019
Yu, P., & Phillips, P. C. B. (2018). Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion. Economics Letters, 172, 123-126. https://doi.org/10.1016/j.econlet.2018.08.039
Schluter, C. (2018). Top incomes, heavy tails, and rank-size regressions. Econometrics, 6(10), 1-16. https://doi.org/10.3390/econometrics6010010
Olmo, J., & Sanso-Navarro, M. (2018). Unconventional monetary policies and the credit market. International Journal of Monetary Economics and Finance, 11(5), 480-498. https://doi.org/10.1504/IJMEF.2018.095777
Picard, P., & Zenou, Y. (2018). Urban spatial structure, employment and social ties. Journal of Urban Economics, 104, 77-93. https://doi.org/10.1016/j.jue.2018.01.004
Rosa Marreiros, H., Tonin, M., Vlassopoulos, M., & Schraefel, M. (2017). “Now that you mention it”: a survey experiment on information, inattention and online privacy. Journal of Economic Behavior & Organization, 140, 1-17. https://doi.org/10.1016/j.jebo.2017.03.024
Lieberman, O., & Phillips, P. (2017). A multivariate stochastic unit root model with an application to derivative pricing. Journal of Econometrics, 196(1), 99-110. https://doi.org/10.1016/j.jeconom.2016.05.019
Pitarakis, J-Y. (2017). A simple approach for diagnosing instabilities in predictive regressions. Oxford Bulletin of Economics and Statistics, 79(5), 851-874. https://doi.org/10.1111/obes.12184
Archangelidi, O., & Mentzakis, E. (2017). Body-weight and psychological well-being in the UK general population. Journal of Public Health. https://doi.org/10.1093/pubmed/fdx054
Phillips, P. C. B., & Ullah, A. (2017). Econometric Reviews honors Esfandiar Maasoumi. Econometric Reviews, 36(6-9), 563-567. https://doi.org/10.1080/07474938.2017.1312074
Kwiek, M. (2017). Efficient voting with penalties. Games and Economic Behavior, 104, 468-485. https://doi.org/10.1016/j.geb.2017.05.006
Rambeli @ Ramli, N., Hashim, E., Hashim, A., Awang Marikan, D. A., & Podivinsky, J. (2017). Empirical analysis on exchange rate fluctuation and sectoral stock returns in Malaysia. Jurnal Ekonomi Malaysia, 51(1), 33-40. https://doi.org/10.17576/JEM-2017-5001-3
Phillips, P. C. B., Li, D., & Gao, J. (2017). Estimating smooth structural change in cointegration models. Journal of Econometrics, 196(1), 180-195. https://doi.org/10.1016/j.jeconom.2016.09.013
Akay, A., Constant, A., Giulietti, C., & Guzi, M. (2017). Ethnic diversity and well-being. Journal of Population Economics, 30(1), 265-306. https://doi.org/10.1007/s00148-016-0618-8
Ryan, M., Mentzakis, E., Jareinpituk, S., & Cairns, J. (2017). External validity of contingent valuation: comparing hypothetical and actual payments. Health Economics, 26(11), 1467-1473. https://doi.org/10.1002/hec.3436
Su, L., Shi, Z., & Phillips, P. C. B. (2017). Identifying latent structures in panel data. Econometrica, 84(6), 2215-2264. https://doi.org/10.3982/ECTA12560
Kyriacou, M., Phillips, P. C. B., & Rossi, F. (2017). Indirect inference in spatial autoregression. The Econometrics Journal, 20(2), 168-189. https://doi.org/10.1111/ectj.12084
Chen, Y., Phillips, P. C. B., & Yu, J. (2017). Inference for continuous time systems with mildly explosive regressors. Journal of Econometrics, 1-17. https://doi.org/10.1016/j.jeconom.2017.08.016
Gonzalo, J., & Pitarakis, J-Y. (2017). Inferring the predictability induced by a persistent regressor in a predictive threshold model. Journal of Business and Economic Statistics, 35(2), 202-217. https://doi.org/10.1080/07350015.2016.1164054
Günther, M., & Hellmann, T. (2017). International environmental agreements for local and global pollution. Journal of Environmental Economics and Management, 81, 38-58. https://doi.org/10.1016/j.jeem.2016.09.001
Lieberman, O., & Phillips, P. C. B. (2017). IV and GMM inference in endogenous stochastic unit root models. Econometric Theory. https://doi.org/10.1017/S0266466617000330
Agnolucci, P., De Lipsis, V., & Arvanitis, T. N. (2017). Modelling UK sub-sector industrial energy demand. Energy Economics, 67, 366 - 374. https://doi.org/10.1016/j.eneco.2017.08.027
Kellner, C., & Le Quement, M. T. (2017). Modes of ambiguous communication. Games and Economic Behavior, 104, 271-292. https://doi.org/10.1016/j.geb.2017.03.010
Chen, Y-J., Zenou, Y., & Zhou, J. (Accepted/In press). Multiple activities in networks. American Economic Journal: Microeconomics.
Hurley, J., Mentzakis, E., Giacomini, M., DeJean, D., & Grignon, M. (2017). Non-market resource allocation and the public’s interpretation of need: an empirical investigation in the context of health care. Social Choice and Welfare , 49(1), 117-143. https://doi.org/10.1007/s00355-017-1053-9
Laborda, R., & Olmo, J. (2017). Optimal asset allocation for Strategic Investors. International Journal of Forecasting, 33(4), 970-987. https://doi.org/10.1016/j.ijforecast.2017.05.003
Kyriacou, M. (2017). Overlapping sub-sampling and invariance to initial conditions. Communications in Statistics: Theory and Methods, 46(2), 540-553. https://doi.org/10.1080/03610926.2014.999093
Cho, J. S., & Phillips, P. C. B. (2017). Pythagorean generalization of testing the equality of two symmetric positive definite matrices. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2017.05.020
de Oliveira, H., Denti, T., Mihm, M., & Ozbek, K. (2017). Rationally inattentive preferences and hidden information costs. Theoretical Economics, 12(2), 621-654. https://doi.org/10.3982/TE2302
Phillips, P. C. B. (2017). Reduced forms and weak instrumentation. Econometric Reviews, 36(6-9), 818-839. https://doi.org/10.1080/07474938.2017.1307578
de Marti, J., & Zenou, Y. (2017). Segregation in friendship networks. The Scandinavian Journal of Economics, 119(3), 656-708. https://doi.org/10.1111/sjoe.12178
Tonin, M., & Vlassopoulos, M. (2017). Sharing one's fortune? An experimental study on earned income and giving. Journal of Behavioral and Experimental Economics, 66, 112-118. https://doi.org/10.1016/j.socec.2016.04.014
Gauer, F., & Hellmann, T. (2017). Strategic formation of homogeneous bargaining networks. Games and Economic Behavior, 106, 51-74. https://doi.org/10.1016/j.geb.2017.09.011
Phillips, P. C. B., & Gao, W. Y. (2017). Structural inference from reduced forms with many instruments. Journal of Econometrics, 199(2), 96-116. https://doi.org/10.1016/j.jeconom.2017.05.003
Gall, T. (2017). Surplus efficiency of ex ante investments in matching markets with nontransferabilities. International Journal of Game Theory, 46(1), 51-78. https://doi.org/10.1007/s00182-015-0522-6
Gall, T., Ioannidis, J., & Maniadis, Z. (2017). The credibility crisis in research: can economics tools help? PLoS Biology, 15(4), [e2001846]. https://doi.org/10.1371/journal.pbio.2001846
Jackson, M. O., Rogers, B. W., & Zenou, Y. (2017). The economic consequences of social-network structure. Journal of Economic Literature, 55(1), 49-95. https://doi.org/10.1257/jel.20150694
Biavaschi, C., Giulietti, C., & Siddique, Z. (2017). The economic payoff of name Americanization. Journal of Labor Economics, 35(4), 1089-1116. https://doi.org/10.1086/692531
Kellner, C. (2017). The principal-agent problem with smooth ambiguity. Review of Economic Design, 21(2), 1-25. https://doi.org/10.1007/s10058-017-0198-4
Chakraborty, I., Hai, R., Holter, H., & Stepanchuk, S. (2017). The real effects of financial (Dis)integration: a multi-country equilibrium analysis of Europe. Journal of Monetary Economics, 85, 28-45. https://doi.org/10.1016/j.jmoneco.2016.11.003
Maniadis, Z., & Tufano, F. (2017). The research reproducibility crisis and economics of science. Economic Journal, 127, F200-F208. https://doi.org/10.1111/ecoj.12526
Yu, P., & Phillips, P. C. B. (2017). Threshold regression with endogeneity. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2017.09.007
Maniadis, Z., Tufano, F., & List, J. (2017). To replicate or not to replicate? Exploring reproducibility in economics through the lens of a model and a pilot study. The Economic Journal, 127(605), F209-F235. https://doi.org/10.1111/ecoj.12527
Kwiek, M., Marreiros, H., & Vlassopoulos, M. (2016). An experimental study of voting with costly delay. Economics Letters, 1-12. https://doi.org/10.1016/j.econlet.2015.12.019
Lee, J. H., & Phillips, P. C. B. (2016). Asset pricing with financial bubble risk. Journal of Empirical Finance, 38(Part B), 590-622. https://doi.org/10.1016/j.jempfin.2015.11.004
Bisin, A., Patacchini, E., Verdier, T., & Zenou, Y. (2016). Bend it like Beckham: Ethnic identity and integration. European Economic Review, 90, 146-164. https://doi.org/10.1016/j.euroecorev.2016.01.006
Bourikas, L., Costanza, E., Gauthier, S., James, P., Kittley-Davies, J., Ornaghi, C., Rogers, A., Saadatian, E., & Huang, Y. (2016). Camera-based window-opening estimation in a naturally ventilated office. Building Research & Information, 46(2), 148-163. https://doi.org/10.1080/09613218.2016.1245951
Bertoli, S., Dequiedt, V., & Zenou, Y. (2016). Can selective immigration policies reduce migrants' quality? Journal of Development Economics, 119, 100-109. https://doi.org/10.1016/j.jdeveco.2015.11.002
Storelvmo, T., Leirvik, T., Lohmann, U., Phillips, P. C. B., & Wild, M. (2016). Disentangling greenhouse warming and aerosol cooling to reveal Earth’s climate sensitivity. Nature Geoscience, 9(4), 286-289. https://doi.org/10.1038/ngeo2670
Moscelli, G., Siciliani, L., & Tonei, V. (2016). Do waiting times affect health outcomes? Evidence from coronary bypass. Social Science & Medicine, 161, 151-159. https://doi.org/10.1016/j.socscimed.2016.05.043
Wahba, J., & Assaad, R. (2016). Flexible labor regulations and informality in Egypt. Review of Development Economics, 21(4), 962-984. https://doi.org/10.1111/rode.12288
Greenaway-McGrevy, R., & Phillips, P. C. B. (2016). Hot property in New Zealand: Empirical evidence of housing bubbles in the metropolitan centres. New Zealand Economic Papers, 50(1), 88-113. https://doi.org/10.1080/00779954.2015.1065903
Laborda, J., Laborda, R., & Olmo, J. (2016). Investing in the size factor. Quantitative Finance, 16(1), 85-100. https://doi.org/10.1080/14697688.2015.1051098
Phillips, P. C. B. (2016). Meritocracy voting: measuring the unmeasurable. Journal of Econometrics, 35(1), 2-40. https://doi.org/10.1080/07474938.2014.956633

Books

Crosthwaite, P., Knight, P., Paul, H., Taylor, J., & Marsh, N. (2022). Invested: how three centuries of stock market advice reshaped our money, markets and minds. Chicago University Press.
Galanis, S. (2018). Six easy models of international trade theory. (Version 1.0 ed.) Polyolvos. https://itunes.apple.com/us/book/id1440817074

Book Chapters

Paul, H. (2021). The Colston cult and the material culture of Bristol. In M. Trusted, & J. Barnes (Eds.), Toppling Statues (pp. 54-69)
Maniadis, Z. (2021). When is evidence actionable? Assessing whether a program is ready to scale. In The Scale-Up Effect in Early Childhood and Public Policy: Why Interventions Lose Impact at Scale and What We Can Do About It (pp. 126-142). Taylor & Francis.
Paul, H. (2020). John Law, the South Sea bubble and Dutch satire. In J. Goggin, & F. De Bruyn (Eds.), Comedy and Crisis: Pieter Langendijk, the Dutch, and the Speculative Bubbles of 1720 (pp. 103-118). (Eighteenth Century Worlds). Liverpool University Press.
Paul, H. (2018). David Ricardo. In J. Conlin (Ed.), Great Economic Thinkers (pp. 40-53). Reaktion Books.
Paul, H. (2017). The concept of Wagnisse and the South Sea Bubble of 1720. In S. Brakensiek, C. Marx, & B. Scheller (Eds.), Wagnisse: Risiken eingehen, Risiken analysieren, von Risken erzählen (Vol. 3, pp. 111-126). Campus Verlag. http://www.campus.de/e-books/wissenschaft/geschichte/wagnisse-11041.html
Vlassopoulos, M., Tonin, M., & Sadeh, J. (2017). Why give away your wealth? An analysis of the billionaires' view. In J. Costa-Font, & M. Macis (Eds.), Social Economics MIT Press. https://www.southampton.ac.uk/assets/imported/transforms/content-block/UsefulDownloads_Download/B3EE40E25DCE4C3494D2DBE4B4B0A7D1/14172.pdf
Phillips, P. C. B. (2016). Inference in near-singular regression. In G. Gonzalez-Riviera, R. C. Hill, & T-H. Lee (Eds.), Essays in Honor of Aman Ullah (pp. 461-486). (Advances in Econometrics; No. 36). Emerald Group Publishing Limited. https://doi.org/10.1108/S0731-905320160000036022

Conferences

Ng, K., Evans, R., Morgan, H., Mentzakis, E., & Cheong, Y. (2022). A discrete choice experiment exploring women’s preferences in a novel device designed to monitor the womb environment and improve our understanding of reproductive disorders. e058419. https://doi.org/10.1136/bmjopen-2021-058419
Wang, T., Brede, M., Ianni, A., & Mentzakis, E. (2017). Detecting and characterizing eating-disorder communities on social media. 91-100. Paper presented at Tenth ACM International Conference on Web Search and Data Mining, Cambridge, United Kingdom. https://doi.org/10.1145/3018661.3018706

Reports

Ghazaryan, A., Giulietti, C., Wahba, J., & ESRC Centre for Population Change (2020). Empowering the NHS: Challenges for the pandemic. (ESRC Centre for Population Change: Policy Briefing; No. 53). University of Southampton. http://www.cpc.ac.uk/docs/PB53_Empowering_the_NHS_challenges_for_the_pandemic.pdf
Giulietti, C., & Wahba, J. (2020). International students in the UK and Brexit. (ESRC Centre for Population Change Policy Briefing; No. 59). University of Southampton. http://www.cpc.ac.uk/docs/PB59_International_students_in_the_UK_and_Brexit.pdf
Evans, C., Zhu, X., Chiorean, C., Chipulu, M., Fair, N., Ford, N., Gobbi, M., Grange, L., Harding, I., Harris, L., Lock, J., Lotti, E., Mashanovich, G., Perisic, V., Pettit, S., Spencer, V., Telford, M., & Thorpe, K. (2018). Supporting student agency and success in higher education and beyond through the development of assessment feedback skills (the ability to self-monitor and self-evaluate). (Office for Students’ Experimental Innovation Report). University of Southampton.

Reviews

Hatcher, M. (2021). Extrapolation and house price cycles. Rebuilding Macroeconomics. https://www.rebuildingmacroeconomics.ac.uk/post/extrapolation-and-house-price-cycles
Hatcher, M. (2021). Letter: Creating capital buffers is the only way to manage bank runs. Financial Times, 20. https://www.ft.com/content/c10f2eb4-7160-4808-a652-4b5759cf3327
Hatcher, M. (2018). Do expectations drive big events? Rebuilding Macroeconomics. https://www.rebuildingmacroeconomics.ac.uk/post/do-expectations-drive-big-events
Estevan, F., Gall, T., Legros, P., & Newman, A. (2017). How university admissions can help integrate secondary schools. VoxEU. http://voxeu.org/article/how-university-admissions-can-help-integrate-secondary-schools

Theses

Mancini, T. (2021). Deep learning in econometrics: theory and applications. University of Southampton.
Al-Brashdi, S. H. M. (2020). Determinants and Effects of Productivity and Profitability in the Omani Manufacturing Industry. University of Southampton.
Li, L. (2020). Essays in bounded rationality and economic experiments. University of Southampton.
Kima, R. (2020). Essays on financial markets and the macroeconomy. University of Southampton.
Wu, H. (2020). Preferences for air quality improvement in China: Evidence from discrete choice experiments. University of Southampton.
Hu, X. (2018). Management practices: incentives, team formation, and mentoring. University of Southampton.
Giannarakis, P. (2017). Essays in labour economics.
Liu, Y. S. (2016). An empirical and comparative analysis of Taiwanese unemployment and wages.
Tuccio, M. (2016). Essays on the economics of migration.

Working Papers

Wahba, J., & Bijwaard, G. (2022). Return versus onward migration: go back or move on? (Centre for Population Change Working Paper Series; No. 100). ESRC Centre for Population Change.
Ghazaryan, A., Giulietti, C., & Wahba, J. (2022). Terror headlines and voting. (ESRC Centre for Population Change Working Paper Series; No. 98). ESRC Centre for Population Change.
Giulietti, C., Vlassopoulos, M., & Zenou, Y. (2022). When reality bites: Local deaths and vaccine take-up. (pp. 1-46). http://www.cpc.ac.uk/docs/WP97_Local_deaths_and_vaccine_take_up.pdf
Ozbek, K. (2021). Expected utility, independence, and continuity. (SSRN). https://doi.org/10.2139/ssrn.3870661
Tong, J., & Ornaghi, C. (2021). Joint oligopoly-oligopsony model with wage markdown power. (pp. 1-57). (Discussion Papers in Economics and Econometrics; No. 2101). University of Southampton. https://www.southampton.ac.uk/~assets/doc/comms%20and%20marketing/2101%20JOOM%20with%20Wage%20Markdown%20Power.pdf
Calvo-Pardo, H., Olmo, J., & Mancini, T. (2021). Machine learning the carbon footprint of bitcoin mining. (Centre for Economic Policy Research; No. DP16267). CEPR. https://cepr.org/active/publications/discussion_papers/dp.php?dpno=16267
Ozbek, K. (2021). Preferences with adaptive risk assessments. (SSRN). https://doi.org/10.2139/ssrn.3877490
Ozbek, K. (2021). Preferences with costly Bayesian learning. (SSRN). https://doi.org/10.2139/ssrn.3919508
Wahba, J. (2021). Return Migrants and the Wage Premium: Does the Legal Status of Migrants Matter? (pp. 3-69). IZA.
Albornoz, F., Calvo-Pardo, H., Corcos, G., & Ornelas, E. (2021). Sequential exporting across countries and products. (Centre for Economic Performance Discussion Papers; No. 1774). CEPR. https://cep.lse.ac.uk/_NEW/PUBLICATIONS/abstract.asp?index=8104
Kyriacou, M., Phillips, P. C. B., & Rossi, F. (2019). Continuously updated indirect inference in heteroskedastic spatial models. Cowles Foundation Discussion Paper. https://cowles.yale.edu/sites/default/files/files/pub/d22/d2208.pdf
Canidio, A., & Gall, T. (2019). The value of public information in vertically differentiated markets. University of Southampton.
McConnell, B., & Rasul, I. (2018). Contagious animosity in the field: Evidence from the Federal Criminal Justice System. University of Southampton.
Ozbek, K. (2018). Costly Information Acquisition and Optimal Information Choice. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3176318
Hatcher, M., & Pourpourides, P. M. (2018). Private financing of education, incomplete credit markets and economic growth. (Cardiff Economics Working Papers; No. E2018/26). Cardiff University. http://carbsecon.com/wp/E2018_26.pdf
Mennuni, A. (2018). The aggregate implications of changes in the labour force composition. University of Southampton.
Ornaghi, C., & Tonin, M. (2018). The effects of the universal metering programme on water consumption, welfare and equity. (Discussion Papers in Economics and Econometrics; No. 1801). University of Southampton. https://www.southampton.ac.uk/economics/research/discussion_papers/author/carmine_ornaghi/1801-the-effects-of-the-universal-metering-programme-on-water-consumption.page
Falkingham, J., Giulietti, C., Wahba, J., & Wang, C. (2018). The impact of Brexit on international students' return intentions. (ESRC Centre for Population Change - Working Paper ; No. 90). University of Southampton.
Emiliano Da Silva Neto, A., Gonzalo, J., & Pitarakis, J-Y. (2018). Uncovering regimes in out of sample forecast errors. (pp. 1-21). (Discussion Papers in Economics and Econometrics; No. 1803). University of Southampton. https://cdn.southampton.ac.uk/assets/imported/transforms/content-block/UsefulDownloads_Download/1E3BC3B3A85143BF86A1DCC5D1E7B9E0/1803%20combined.pdf#_ga=2.13946359.1566548321.1523878422-909441934.1516267099
Ornaghi, C., & Tonin, M. (2018). Water Tariffs and Consumers’ Inaction. (Discussion Papers in Economics and Econometrics; No. 1802). University of Southampton. https://www.southampton.ac.uk/economics/research/discussion_papers/author/carmine_ornaghi/1802-water-tariffs-and-consumers-inaction.page
Kellner, C., & Le Quement, M. T. (2017). Endogenous ambiguity in cheap talk. (Discussion Papers in Economics and Econometrics; No. 1701). University of Southampton. http://www.southampton.ac.uk/economics/research/discussion_papers/author/christian-kellner/1701-endogenous-ambiguity-in-cheap-talk.page?
Galanis, S. (2017). Financial complexity and trade. (Discussion Papers in Economics and Econometrics; No. 1703). University of Southampton. http://www.southampton.ac.uk/economics/research/discussion_papers/year/2017/1703-financial-complexity-and-trade.page?
Arrondel, L., Calvo-Pardo, H., Giannitsarou, C., & Haliassos, M. (2017). Informative social interactions. (CEPR Discussion Papers in Financial Economics; No. 14840). CEPR. https://cepr.org/active/publications/discussion_papers/dp.php?dpno=14840
Mennuni, A. (2017). Liquid accounts as a store of value and excess capacity.
Ornaghi, C., Van Beveren, I., & Vanormelingen, S. (2017). The impact of service and goods offshoring on employment: Firm-level evidence. (pp. 1-57). (Working Paper Research; No. 319). National Bank of Belgium. http://hdl.handle.net/10419/173775
Ornaghi, C., Siotis, G., & Castanheira, M. (2017). The unexpected consequences of asymmetric competition. An application to Big Pharma. http://www.cepr.org/active/publications/discussion_papers/dp.php?dpno=11813
Kwiek, M. (2016). Communication with an Intermediary. (Discussion Papers in Economics and Econometrics Series; No. 1603). University of Southampton. http://www.southampton.ac.uk/assets/imported/transforms/content-block/UsefulDownloads_Download/1CF2B3894BAB4E4AAF97CC23B8BBAE33/1603%20combined.pdf
Besanko, D., Tong, J., & Wu, J. (2016). Dynamic game under ambiguity: the sequential bargaining example, and a new "coase conjecture". (Discussion Papers in Economics and Econometrics; No. 1606). University of Southampton.
Chambers, M. J., & Kyriacou, M. (2016). Jackknife bias reduction in the presence of a near-unit root. (University of Essex, Economics Discussion Papers). University of Essex.

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