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Working Papers in Economics & Finance

(Please email if you require a Working Paper prior to 2003)

2017 Working Papers

Zacharias Psaradakis and Martin Sola
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities

Adiya Belgibayeva and Michal Horvath
Real Rigidities and Optimal Stabilization at the Zero Lower Bound in New Keynesian Economies

2016 Working Papers

Demian Pouzo, Zacharias Psaradakis and Martin Sola
Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time-Inhomogeneous Markov Regimes

Andrea Nocera
EM Estimation of Dynamic Panel Data Models with Heteroskedastic Random Coefficients

Agust Arnorsson and Gylfi Zoega
On the Causes of Brexit

Adiya Belgibayeva and Alexander Plekhanov
Does Corruption Matter for Sources of Foreign Direct Investment?

Kenjiro Hori and Jorge Martin Ceron
Removing Moral Hazard and Agency Costs in Banks: Beyond CoCo Bonds

Ron Smith and Elisa Cavatorta
Factor models in panels with cross-sectional dependence: an application to the extended SIPRI military expenditure data

Subir Bose and Arup Daripa
Eliciting Ambiguous Beliefs Under α-Maxmin Preference