JEL classification

Journal of Economic Literature Classification (10696) C - Mathematical and Quantitative Methods (1374) C5 - Econometric Modeling (171) C51 - Model Construction and Estimation (45)
Number of items at this level: 45.
Anthropology
  • Iglesias, Ana, Quiroga, Sonia, Diz, Agustin, Garrote, Luis (2011). Adapting agriculture to climate change. Economia Agraria y Recursos Naturales, 11(2), 109-122.
    • Centre for Economic Performance
  • Oparina, Ekaterina, Srisuma, Sorawoot (2022). Analyzing subjective well-being data with misclassification. Journal of Business and Economic Statistics, 40(2), 730 - 743. https://doi.org/10.1080/07350015.2020.1865169 picture_as_pdf
  • Santos Silva, Joao, Tenreyro, Silvana, Wei, Kehai (2014). Estimating the extensive margin of trade. Journal of International Economics, 93(1), 67-75. https://doi.org/10.1016/j.jinteco.2013.12.001
    • Centre for Macroeconomics
  • Anesti, Nikoleta, Galvao, Ana Beatriz, Miranda-Agrippino, Silvia (2018). Uncertain kingdom: nowcasting GDP and its revisions. (CFM Discussion Paper Series CFM-DP2018-24). Centre For Macroeconomics, London School of Economics and Political Science. picture_as_pdf
  • Chadha, Jagjit S., Shibayama, Katsuyuki (2018). Bayesian estimation of DSGE models: identification using a diagnostic indicator. (CFM Discussion Paper Series CFM-DP2018-25). Centre For Macroeconomics, London School of Economics and Political Science. picture_as_pdf
  • Haberis, Alex, Sokol, Andrej (2014). A procedure for combining zero and sign restrictions in aVAR-identification scheme. (CFM discussion paper series CFM-DP2014-10). Centre For Macroeconomics.
    • Economic History
  • Wang, Yuton, Guo, Jingyuan, Deng, Kent (2023). Inputs, outputs and living standards in rural China during the 1920s and 30s: a quantitative analysis. (Economic History Working Papers 359). London School of Economics and Political Science. picture_as_pdf
    • Economics
  • Ghosh, Anisha, Otsu, Taisuke (2025). Subjective beliefs estimators and their properties. Review of Finance, picture_as_pdf
  • Hajivassiliou, Vassilis (2019). Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics. Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Hajivassiliou, Vassilis (2019). Switching regressions with imperfect regime classification information: theory and applications. (STICERD Econometrics Papers 610). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2007). Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. Financial Markets Group, The London School of Economics and Political Science.
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2019). Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate. (Econometrics Papers 606). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2024). Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate. Journal of Econometrics, 238(1). https://doi.org/10.1016/j.jeconom.2023.105546 picture_as_pdf
  • Komarova, Tatiana, Sanches, Fábio, Silva Junior, Daniel, Srisuma, Sorawoot (2018). Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games. Quantitative Economics, 9(3), 1153-1194. https://doi.org/10.3982/QE675
  • Pradeep, Siddhartha (2022). Impact of diesel price reforms on asymmetricity of oil price pass-through to inflation: Indian perspective. Journal of Economic Asymmetries, 26, https://doi.org/10.1016/j.jeca.2022.e00249
  • Robinson, Peter (2008). Developments in the analysis of spatial data. (Econometrics Papers EM/2009/531). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Santos Silva, Joao, Tenreyro, Silvana, Wei, Kehai (2014). Estimating the extensive margin of trade. Journal of International Economics, 93(1), 67-75. https://doi.org/10.1016/j.jinteco.2013.12.001
  • Selmi, Refk, Hammoudeh, Shawkat, Kasmaoui, Kamal, Sousa, Ricardo M., Errami, Youssef (2022). The dual shocks of the COVID-19 and the oil price collapse a spark or a setback for the circular economy? Energy Economics, 109, https://doi.org/10.1016/j.eneco.2022.105913
  • Ventura, Luigi, Ventura, Maria (2021). Migration, diversity and regional risk sharing. Applied Economics, 53(44), 5090 - 5102. https://doi.org/10.1080/00036846.2021.1915465
    • European Institute
  • Apergis, Nicholas, Cooray, Arusha (2013). New evidence on the remedies of the Greek sovereign debt problem. (GreeSE: Hellenic Observatory papers on Greece and Southeast Europe 79). Hellenic Observatory, London School of Economics and Political Science.
    • Finance
  • Anderson, Ronald W., Sundaresan, Suresh (2000). A comparative study of structural models of corporate bond yields: an exploratory investigation. Journal of Banking and Finance, 24(1-2), 255-269. https://doi.org/10.1016/S0378-4266(99)00059-X
  • Denbee, Edward, Julliard, Christian, Li, Ye, Yuan, Kathy (2021). Network risk and key players: a structural analysis of interbank liquidity. Journal of Financial Economics, 141(3), 831 - 859. https://doi.org/10.1016/j.jfineco.2021.05.010 picture_as_pdf
  • Dias, Gustavo F., Fernandes, Marcelo, Scherrer, Cristina M. (2021). Price discovery in a continuous-time setting. Journal of Financial Econometrics, 19(5), 985 - 1008. https://doi.org/10.1093/jjfinec/nbz030
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2020). The spread of COVID-19 in London: network effects and optimal lockdowns. (Systemic Risk Centre Discussion Papers 104). Systemic Risk Centre, The London School of Economics and Political Science. picture_as_pdf
  • Julliard, Christian, Shi, Ran, Yuan, Kathy (2023). The spread of COVID-19 in London: network effects and optimal lockdowns. Journal of Econometrics, 235(2), 2125 - 2154. https://doi.org/10.1016/j.jeconom.2023.02.012 picture_as_pdf
    • Financial Markets Group
  • Blake, David (2002). The impact of wealth on consumption and retirement behaviour in the UK. (Financial Markets Group Discussion Papers 429). Financial Markets Group, The London School of Economics and Political Science.
  • Patton, Andrew J. (2002). On the out-of-sample importance of skewness and asymetric dependence for asset allocation. (Financial Markets Group Discussion Papers 431). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf
    • Geography and Environment
  • Dietz, Simon, Lanz, Bruno (2022). Growth and adaptation to climate change in the long run. (CCCEP Working Paper 411). Centre for Climate Change Economics and Policy. picture_as_pdf
  • Dietz, Simon, Lanz, Bruno (2022). Growth and adaptation to climate change in the long run. (Grantham Research Institute on Climate Change and the Environment Working Papers 386). Grantham Research Institute on Climate Change and the Environment, London School of Economics and Political Science. picture_as_pdf
  • Dietz, Simon, Lanz, Bruno (2025). Growth and adaptation to climate change in the long run. European Economic Review, 173, https://doi.org/10.1016/j.euroecorev.2025.104982 picture_as_pdf
  • Simionescu, Mihaela, Schneider, Nicolas, Gavurova, Beata (2024). A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus. Journal of Applied Economics, 27(1). https://doi.org/10.1080/15140326.2024.2395114 picture_as_pdf
    • Grantham Research Institute
  • Koundouri, Phoebe, Kourogenis, Nikolaos, Pittis, Nikitas (2016). Statistical modeling of stock returns: explanatory ordescriptive? A historical survey with some methodologicalreflections. Journal of Economic Surveys, 30(1), 149-164. https://doi.org/10.1111/joes.12093
    • Health Policy
  • Dergiades, Theologos, Milas, Costas, Mossialos, Elias, Panagiotidis, Theodore (2023). COVID-19 anti-contagion policies and economic support measures in the USA. Oxford Economic Papers, 75(3), 613 - 630. https://doi.org/10.1093/oep/gpac031 picture_as_pdf
    • Hellenic Observatory
  • Apergis, Nicholas, Cooray, Arusha (2013). New evidence on the remedies of the Greek sovereign debt problem. (GreeSE: Hellenic Observatory papers on Greece and Southeast Europe 79). Hellenic Observatory, London School of Economics and Political Science.
  • Economidou, Claire, Karamanis, Dimitris, Kechrinioti, Alexandra, Konstantakis, Konstantinos N., Michaelides, Panayotis G. (2024). Unpacking the dynamics of military spending in a globalized world: economic impacts with a network GVAR model. Journal of Economic Studies, 51(3), 501 - 527. https://doi.org/10.1108/JES-03-2023-0137
    • Mathematics
  • Gandy, Axel, Veraart, Luitgard A. M. (2013). The effect of estimation in high-dimensional portfolios. Mathematical Finance, 23(3), 531-559. https://doi.org/10.1111/j.1467-9965.2011.00505.x
    • STICERD
  • Fiorio, Carlo V. (2006). Understanding inequality trends: microsimulation decomposition for Italy. (DARP 78). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hajivassiliou, Vassilis, Savignac, Frédérique (2007). Financing constraints and a firm's decision and ability to innovate: establishing direct and reverse effects. Financial Markets Group, The London School of Economics and Political Science.
  • Robinson, Peter (2008). Developments in the analysis of spatial data. (Econometrics Papers EM/2009/531). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • Statistics
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2013). The common component of firm growth. Structural Change and Economic Dynamics, 26, 73-82. https://doi.org/10.1016/j.strueco.2012.11.002
  • Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M., Veredas, David (2010). Disentangling systematic and idiosyncratic risk for large panels of assets. (ECARES working paper 2010‐019). Université Libre de Bruxelles.
  • Brokmann, Xavier, Itkin, David, Muhle-Karbe, Johannes, Schmidt, Peter (2025). Tackling nonlinear price impact with linear strategies. Mathematical Finance, 35(2), 422 - 440. https://doi.org/10.1111/mafi.12449 picture_as_pdf
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Wong, Shiu Fung, Tong, Howell, Siu, Tak Kuen, Lu, Zudi (2017). A new multivariate nonlinear time series model for portfolio risk measurement: the threshold copula-based TAR approach. Journal of Time Series Analysis, 38(2), 243-265. https://doi.org/10.1111/jtsa.12206
  • Zhao, Hongbiao (2011). Portfolio credit risk of default and spread widening. The Author.
    • Systemic Risk Centre
  • Etesami, Jalal, Habibnia, Ali, Kiyavash, Negar (2017). Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity. (Systemic Risk Centre Discussion Papers 66). Systemic Risk Centre, The London School of Economics and Political Science.
  • Toczydlowska, Dorota, Peters, Gareth W. (2018). Financial big data solutions for state space panel regression in interest rate dynamics. Econometrics, 6(3). https://doi.org/10.3390/econometrics6030034
    • Urban and Spatial Programme
  • Aron, Janine, Muellbauer, John (2010). Modelling and forecasting UK mortgage arrears and possessions. (SERC Discussion Papers SERCDP0053). Spatial Economics Research Centre (SERC), London School of Economics and Political Science.
  • Duca, John V., Muellbauer, John, Murphy, Anthony (2011). House prices and credit constraints: making sense of the U.S. experience. (SERC Discussion Papers SERCDP0077). Spatial Economics Research Centre (SERC), London School of Economics and Political Science.
  • Duca, John V., Muellbauer, John, Murphy, Anthony (2011). Shifting credit standards and the boom and bust in U.S. house prices. (SERC Discussion Papers SERCDP0076). Spatial Economics Research Centre (SERC), London School of Economics and Political Science.