Discussion paper DP19379 Inference for Local Projections Atsushi Inoue Òscar 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 Òscar 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 Enrique Sentana Gabriele Fiorentini 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
Discussion paper DP11077 Using Split Samples to Improve Inference on Causal Effects Marcel Fafchamps Julien Labonne 31 Jan 2016 Development Economics C12 C18