Working Papers> The Center for Applied Financial Economics New> USC Dana and David Dornsife College of Letters, Arts and Sciences

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Working Papers> The Center for Applied Financial Economics New> USC Dana and David Dornsife College of Letters, Arts and Sciences















2020

  • Alessandro Rebucci, P. Bednarek, DM te Kaat and C. Ma, “Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks and Firms”, November 2020
  • Jun Yu, Yong Li, Xiaobin Liu and Tao Zeng, “Posterior-based Wald-type statistics for hypothesis testing”, November 2020
  • Mr. Hachem Pesaran, Alexandre chudik, Kamiar Mohaddes, Mehdi Raissi and Alessandro Rebucci “A counterfactual economic analysis of COVID-19 using an increased threshold multi-country model”, NBER Working Paper No. 27855, September 2020. Online article from the University of Cambridge. Magazine cover in Tejarat-e Farda (in Persian)
  • Mr. Hachem Pesaran, Alexandre chudik and Mahrad Sharifvaghefi “Selection and forecasting of variables in large-dimensional linear regressions with structural breaks”, CESifo working document n ° 8475, July 2020
  • Mr. Hachem Pesaran, Alexandre chudik and Alessandro Rebucci “Voluntary and compulsory social distancing: evidence on COVID-19 exposure rates in Chinese provinces and some countries”, NBER Working Paper No. 27039, CESifo working document n ° 8243, april 2020
  • Mr. Hachem Pesaran, Natalia Bailey and George kapetanios “Measurement of the force of factors: theory and practice”, CESifo WP n ° 8146, March 2020, Monash Department of Econometrics and Business Statistics Working Paper series 07/2020, March 2020
  • Mr. Hachem Pesaran, Kazuhiro Hayakawa and L. Vanessa Smith “ShortT Dynamic Panel Data Models with Individual, Time and Interactive Effects”, February 2020, previously titled “Short T Dynamic panel data models with individual and interactive temporal effects ”, September 2018, USC-INET Research Paper No. 18-18. Previously titled “Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects” CESifo working document n ° 4822, CAFE Research Paper n ° 14.06, May 2014.
  • Alessandro Rebucci, G. Benigno, A. Forester and C. Otrok, “Estimation of models with financial crises: an endogenous regime change approach”, October 2020
  • Jun Yu, Yue Qiu and Tian Xie, “Machine Learning Prediction Combinations,” May 2020
  • Jun Yu, Tian Xie and Tao Zeng, “Econometric Methods and Data Science Techniques: A Review of Two Streams of the Literature and an Introduction to Hybrid Methods,” May 2020
  • Jun Yu, Yiu Lim Lui and Weilin Xiao, “The Grid Bootstrap for Continuous Time Models”, March 2020
  • Alessandro Rebucci, G. Benigno, H. Chen, C. Otrok and ER Young, “Optimal Policy for Macro-Financial Stability”, AEAJ: Macro, february 2020
  • Jun Yu, Katsuto Tanaka and Weilin Xiao, “Local Powers of Least Squares Test for the Ornstein-Uhlenbeck Fractional Panel Process”, February 2020


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