Working Papers

From Center for Economic and Financial Research (CEFIR)
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w0254: Short-Run and Long-Run Effects of Sizable Child Subsidy: Evidence from Russia

Ilia Sorvachev and Evgeny Yakovlev

w0253: Ethnic Geography: Measurement and Evidence

Roland Hodler, Michele Valsecchi and Alberto Vesperoni

w0252: Trade Induced Technological Change: Did Chinese Competition Increase Innovation in Europe?

Douglas Campbell and Karsten Mau

w0251: The shape of luck and competition in tournaments

Mikhail Drugov and Dmitry Ryvkin

w0250: Tournament Rewards and Heavy Tails

Mikhail Drugov and Dmitry Ryvkin

w0249: Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator

Galina Besstremyannaya and Sergei Golovan

w0248: Reconsideration of a simple approach to quantile regression for panel data

Galina Besstremyannaya and Sergei Golovan

w0247: Growth through acquisition of innovations

Galina Besstremyannaya, Richard Dasher and Sergei Golovan

w0246: Vague lies and lax standards of proof: On the law and economics of advice

Mikhail Drugov and Marta Troya-Martinez

w0245: Technological change, energy, environment and economic growth in Japan

Galina Besstremyannaya, Richard Dasher and Sergei Golovan

w0244: Robust estimation of cost efficiency in non-parametric frontier models

Galina Besstremyannaya, Jaak Simm and Sergei Golovan

w0243: War and Well-Being in Transition: Russo-Georgian Conflict as a Natural Experiment

Gunes Gokmen and Evgeny Yakovlev

w0242: Operational and Financial Hedging: Evidence from Export and Import Behavior

Olga Kuzmina and Olga Kuznetsova

w0241: Breaking Badly: The Currency Union Effect on Trade

Douglas Campbell and Aleksandr Chentsov

w0240: Self-Enforcing Trade Credit

Marta Troya-Martinez

w0239: The Stolypin Reform and Agricultural Productivity in Late Imperial Russia

Paul Castañeda Dower and Andrei Markevich

w0238: Labor Misallocation and Mass Mobilization: Russian Agriculture during the Great War

Paul Castañeda Dower and Andrei Markevich

w0237: The Economic Effects of the Abolition of Serfdom: Evidence from the Russian Empire

Andrei Markevich and Ekaterina Zhuravskaya

w0236: Cautious and Globally Ambiguity Averse

Ozgur Evren

w0235: Choice Overload and Asymmetric Regret

Gökhan Buturaky and Ozgur Evren

w0234: Dimensional Analysis and Market Microstructure Invariance

Albert Kyle and Anna Obizhaeva

w0233: News Articles and Equity Trading

Albert Kyle, Anna Obizhaeva, Nitish Ranjan Sinha and Tugkan Tuzun

w0232: Invariance of buy-sell switching points

Kyoung-hun Bae, Albert Kyle, Eun Jung Lee and Anna Obizhaeva

w0231: Beliefs Aggregation and Return Predictability

Albert Kyle, Anna Obizhaeva and Yajun Wang

w0230: Microstructure Invariance in U.S. Stock Market Trades

Albert Kyle, Anna Obizhaeva and Tugkan Tuzun

w0229: Intraday Trading Invariance in the E-mini S&P 500 Futures Market

Torben Andersen, Oleg Bondarenko, Albert Kyle and Anna Obizhaeva

w0228: Market Microstructure Invariance: A Dynamic Equilibrium Model

Albert Kyle and Anna Obizhaeva

w0227: Large Bets and Stock Market Crashes

Albert Kyle and Anna Obizhaeva

w0226: Smooth Trading with Overconfidence and Market Power

Albert Kyle, Anna Obizhaeva and Yajun Wang

w0225: Liquidity Estimates and Selection Bias

Anna Obizhaeva

w0224: Portfolio Transitions and Stock Price Dynamics

Anna Obizhaeva

w0223: The Impact of Real Exchange Rate Shocks on Manufacturing Workers: An Autopsy from the MORG

Douglas Campbell and Lester Lusher

w0222: Subjective Contingencies and Limited Bayesian Updating

Stefania Minardi and Andrei Savochkin

w0221: Demand for Alcohol Consumption and Implication for Mortality: Evidence from Russia

Evgeny Yakovlev

w0220: Trade Shocks, Taxes, and Inequality

Douglas Campbell and Lester Lusher

w0219: Long-Run Effects of Public Policies: Endogenous Alcohol Preferences and Life Expectancy in Russia

Lorenz Kueng and Evgeny Yakovlev

w0218: The adverse effects of incentives regulation in health care: a comparative analysis with the U.S. and Japanese hospital data

Galina Besstremyannaya

w0217: Robust non-parametric estimation of cost efficiency with an application to banking industry

Galina Besstremyannaya and Jaak Simm

w0216: Measurement Matters: Productivity-Adjusted Weighted Average Relative Price Indices

Douglas Campbell

w0215: Product Market Competition, Capital Constraints and Firm Growth

Mikael Bergbrant, Delroy Hunter and Patrick Kelly

w0214: Macroeconomic Expectations and the Size, Value and Momentum Factors

Mikael Bergbrant and Patrick Kelly

w0213: Modeling and Forecasting Realized Covariance Matrices with Accounting for Leverage

Stanislav Anatolyev and Nikita Kobotaev

w0212: Relative Prices and Hysteresis: Evidence from US Manufacturing

Douglas Campbell

w0211: The Diffusion of Development: Along Genetic or Geographic Lines?

Douglas Campbell and Ju Hyun Pyun

w0210: Through the Looking Glass: A WARPed View of Real Exchange Rate History

Douglas Campbell

w0209: Specification Tests for Nonlinear Dynamic Models

Igor Kheifets

w0208: Information Efficiency and Firm-Specific Return Variation

Patrick Kelly

w0207: Tax-adjusted Q Model with Intangible Assets: Theory and Evidence from Temporary Investment Tax Incentives

Estelle Dauchy and Sophia Chen

w0206: The efficiency of labor matching and remuneration reforms: a panel data quantile regression approach with endogenous treatment variables

Galina Besstremyannaya

w0205: Foreign Direct Investment and Governance Quality in Russia

Olga Kuzmina, Natalya Volchkova and Tatiana Zueva