Browse by Research Centre

13 February 2024

Smith, Ron P. (2024) Econometric aspects of convergence: a survey. Open Economies Review , ISSN 0923-7992.

11 April 2024

Fernandez Villaverde, J. and Yu, Y. and Zanetti, F. (2024) Technological synergies, heterogeneous firms, and idiosyncratic volatility. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK. (Unpublished)

May 2024

Spencer, Thomas (2024) Maximum likelihood estimation of dynamic factor models using general cross sectional covariance. Working Paper. BCAM Working Papers, London, UK. (Unpublished)

20 August 2024

Brown, O. and Power, N. and Gore, Julie (2024) Cognitive task analysis: eliciting expert cognition in context. Organizational Research Methods , ISSN 1094-4281.

16 October 2024

Pesaran, M.H. and Smith, Ron (2024) High dimensional forecasting with known knowns and known unknowns. National Institute Economic Review , ISSN 1741-3036.

28 October 2024

Boudot-Reddy, Camille and Butler, A. (2024) Watering the seeds of the rural economy: evidence from groundwater irrigation in India. World Bank Economic Review , ISSN 0258-6770.

15 November 2024

Granese, A. and Pistoresi, B. and Salsano, F. (2024) Post-WWII redistribution in the US: the role of the boom cycle. Working Paper. Birkbeck Centre for Applied Macroeconomics, London, UK. (Unpublished)

24 November 2024

Spencer, Thomas (2024) An analytical approach to estimating dynamic factor models with macroeconomic application. Working Paper. Birkbeck Center for Applied Macroeconomcis, London, UK. (Unpublished)

2 December 2024

Pesaran, M.H. and Smith, Ron (2024) Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors. Journal of Financial Econometrics , ISSN 1479-8409.

12 December 2024

Aksoy, Yunus and Daripa, Arup and Samiri, Issam (2024) Firm ownership and macroeconomics of incentive leakages. Working Paper. National Institute of Economic and Social Research.