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Article

Smith, Ron P. and Chen, Xiaohong and Wohlfarth, Paul (2021) China's money demand in a Cointegrating Vector Error Correction Model. Journal of Asian Economics 75 (101338), ISSN 1049-0078.

Monograph

Aksoy, Yunus and Basso, Henrique S. and St Aubyn, Carolyn (2021) Time variation in lifecycle consumption and income. Working Paper. Banco de Espana.

Fernandez-Villaverde, J. and Mandelman, F. and Yu, Y. and Zanetti, F. (2021) The “Matthew Effect” and market concentration: search complementarities and monopsony power. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

Hashem Pesaran, M. and Smith, Ron P. (2021) Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

Okuda, T. and Tsuruga, T. and Zanetti, F. (2021) Imperfect Information, Heterogeneous Demand Shocks, and Inflation Dynamics. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

Samiri, Issam (2021) Credit markets, intermediate production and the business cycle. Working Paper. Birkbeck, University of London, London, UK.

Samiri, Issam (2021) Macroeconomic effects of firms’ underspending in times of abundant credit. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

Smith, Ron P. and Pesaran, M. Hashem (2021) Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios. Working Paper. Munich Society for the Promotion of Economic Research - CESifo, Munich, Germany.

Smith, Ron P. and Pesaran, M. Hashem (2021) Factor strengths, pricing errors, and estimation of risk premia. Working Paper. Munich Society for the Promotion of Economic Research - CESifo, Munich, Germany.

Yu, Tinghua (2021) Accountability and learning with motivated agents. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

Yu, Tinghua (2021) Intrinsic motivation, office incentives, and innovation. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.

Yu, Tinghua and Ash, E. (2021) Polarization and political selection. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK.