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.
A
  • 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
  • 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
  • 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
  • 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.
  • 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.
    • B
  • 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.
  • 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.
  • 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
    • C
  • 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
    • D
  • 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
  • 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
  • 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
  • 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
  • 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.
  • Iglesias, Ana, Quiroga, Sonia, Diz, Agustin, Garrote, Luis (2011). Adapting agriculture to climate change. Economia Agraria y Recursos Naturales, 11(2), 109-122.
  • 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
    • E
  • 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
  • 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.
  • 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
    • F
  • Fiorio, Carlo V. (2006). Understanding inequality trends: microsimulation decomposition for Italy. (DARP 78). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • G
  • 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
  • Ghosh, Anisha, Otsu, Taisuke (2025). Subjective beliefs estimators and their properties. Review of Finance, 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
    • H
  • 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.
  • 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
    • J
  • 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
    • K
  • 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
  • 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
    • L
  • 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
    • O
  • 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
    • P
  • 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
  • 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
  • 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
    • R
  • 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.
    • S
  • 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
    • V
  • 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
    • Z
  • Zhao, Hongbiao (2011). Portfolio credit risk of default and spread widening. The Author.