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Themes

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  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
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Discussion paper

DP19999 A Test of the Efficiency of a Given Portfolio in High Dimensions

  • Mikhail Chernov
  • Bryan Kelly
  • Semyon Malamud
  • Johannes Schwab

5 Mar 2025
  • Asset Pricing
  • C12
  • C40
  • C55
  • C57
  • G12
Discussion paper

DP19379 Inference for Local Projections

  • Atsushi Inoue
  • Oscar Jordà
  • Guido Kuersteiner

19 Aug 2024
  • Monetary Economics and Fluctuations
  • Macroeconomics and Growth
  • C11
  • C12
  • C22
  • C32
  • C44
  • E17
Discussion paper

DP18271 Significance Bands for Local Projections

  • Atsushi Inoue
  • Oscar Jordà
  • Guido Kuersteiner

4 Jul 2023
  • International Macroeconomics and Finance
  • Monetary Economics and Fluctuations
  • C11
  • C12
  • C22
  • C32
  • C44
  • E17
Discussion paper

DP18115 Estimation of Characteristics-based Quantile Factor Models

  • Liang Chen
  • Juan J Dolado
  • Jesus Gonzalo
  • Haozi Pan

25 Apr 2023
  • Asset Pricing
  • C12
  • C33
Discussion paper

DP16942 Incentive-Compatible Critical Values

  • Adam McCloskey
  • Pascal Michaillat

21 Jan 2022
  • Labour Economics
  • Public Economics
  • C12
  • C18
Discussion paper

DP15550 Is there consumer risk-pooling in the open economy? The evidence reconsidered

  • Patrick Minford
  • Zhirong Ou
  • Zheyi Zhu

11 Dec 2020
  • International Macroeconomics and Finance
  • C12
  • E12
  • F41
Discussion paper

DP14415 Hypothesis tests with a repeatedly singular information matrix

  • Dante Amengual
  • Xinyue Bei
  • Enrique Sentana

17 Feb 2020
  • Financial Economics
  • C12
  • C46
  • C58
  • C22
  • C34
Discussion paper

DP14235 Market Efficiency in the Age of Big Data

  • Ian Martin
  • Stefan Nagel

22 Dec 2019
  • Financial Economics
  • G10
  • G12
  • G14
  • C11
  • C12
  • C58
Discussion paper

DP13990 The War Next Door and the Reds are Coming: The Spanish Civil War and the Portuguese Stock Market

  • Diogo Leitão
  • Jaime Pereira
  • Joao Pereira Dos Santos
  • José Tavares

12 Sep 2019
  • Economic History
  • C12
  • C58
  • G12
  • N43
  • N83
Discussion paper

DP13426 New testing approaches for mean-variance predictability

  • Gabriele Fiorentini
  • Enrique Sentana

4 Jan 2019
  • Financial Economics
  • C12
  • C22
  • G17
Discussion paper

DP12934 Specification tests for non-Gaussian maximum likelihood estimators

  • Gabriele Fiorentini
  • Enrique Sentana

16 May 2018
  • Financial Economics
  • C12
  • C14
  • C22
  • C32
  • C52
Discussion paper

DP11930 Inequality Indices as Tests of Fairness

  • Ravi Kanbur
  • Andy Snell

23 Mar 2017
  • Public Economics
  • A10
  • A13
  • C01
  • C12
  • D63
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