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Working Papers

From Business School - Economics, University of Glasgow
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2020_21: Sign restrictions in high-dimensional vector autoregressions Downloads
Dimitris Korobilis
2020_20: Heterogeneous Wealth Effects Downloads
Dimitris Christelis, Dimitris Georgarakos, Tullio Jappelli, Luigi Pistaferri and Maarten van Rooij
2020_19: Country default in a monetary union Downloads
Lovleen Kushwah
2020_18: Sharing of longevity basis risk in pension schemes with income-drawdown guarantees Downloads
Ankush Agarwal, Christian-Oliver Ewald and Yongjie Wang
2020_17: Sustainable Debt Restructuring in the time of Covid 19: Investment and Non-Elite Participation Downloads
Sayantan Ghosal and Dania Thomas
2020_16: COVID-19 and Mental Health Deterioration among BAME groups in the UK Downloads
Eugenio Proto and Climent Quintana-Domeque
2020_15: Equilibria Existence in Bayesian Games: Climbing the Countable Borel Equivalence Relation Hierarchy Downloads
Ziv Hellman and Yehuda Levy
2020_14: Tight and Loose, and Red and Blue: A 'Dance' of Macro Policies in the US Downloads
Tatiana Kirsanova, Celsa Machado and Ana Paula Ribeiro
2020_13: International bank lending and corporate debt structure Downloads
Jose Maria Serena Garralda and Serafeim Tsoukas
2020_12: Does Easing Access to Foreign Financing Matter for Firm Performance? Downloads
Udichibarna Bose, Sushanta Mallick and Serafeim Tsoukas
2020_11: Bayesian dynamic variable selection in high dimensions Downloads
Gary Koop and Dimitris Korobilis
2020_09: Machine Learning Econometrics: Bayesian algorithms and methods Downloads
Dimitris Korobilis and Davide Pettenuzzo
2020_08: Energy Markets and Global Economic Conditions Downloads
Christiane Baumeister, Dimitris Korobilis and Thomas K. Lee
2020_07: Intelligence, Errors and Strategic Choices in the Repeated Prisoners Dilemma Downloads
Eugenio Proto, Aldo Rustichini and Andis Sofianos
2020_06: The Informational Content of Default Risk in UK Insurance Firms Downloads
Mario Cerrato, Paolo Coccorese and Xuan Zhang
2020_05: Monetary Policy when Preferences are Quasi-Hyperbolic Downloads
Richard Dennis and Oleg Kirsanov
2020_04: U.S. Monetary and Fiscal Policies - Conflict or Cooperation? Downloads
Xiaoshan Chen, Eric Leeper and Campbell Leith
2020_03: Patience Breeds Interest: The Rise of Societal Patience and the Fall of the Risk-free Interest Rate Downloads
Radoslaw Stefanski and Alex Trew
2020_02: On the Existence of Positive Equilibrium Profits in Competitive Screening Markets Downloads
Yehuda Levy and Andre Veiga
2020_01: Factor Investing and forex Portfolio Management Downloads
Mario Cerrato, Danyang Li and Zhekai Zhang
2019_13: Shaking Criminal Incentives Downloads
Yu Aoki and Theodore Koutmeridis
2019_12: Can we predict currency momentum crashes? Downloads
Mario Cerrato and Zhekai Zhang
2019_11: Asset home bias in debtor and creditor countries Downloads
Ning Zhang
2019_10: Country portfolios with habit persistence Downloads
Ning Zhang
2019_09: Two-way capital flows: A risk-sharing approach Downloads
Ning Zhang
2019_08: Beauty and Adolescent Risky Behaviours Downloads
Colin Green, Luke Wilson and Anwen Zhang
2019_07: High-dimensional macroeconomic forecasting using message passing algorithms Downloads
Dimitris Korobilis
2019_06: The distributional effects of peer and aspirational pressure Downloads
Konstantinos Angelopoulos, Spyridon Lazarakis and Jim Malley
2019_05: Savings externalities and wealth inequality Downloads
Konstantinos Angelopoulos, Spyridon Lazarakis and Jim Malley
2019_04: Estimated Human Capital Externalities in an Endogenous Growth Framework Downloads
Jim Malley and Ulrich Woitek
2019_03: Cyclical income risk in Great Britain Downloads
Konstantinos Angelopoulos, Spyridon Lazarakis and Jim Malley
2018_05: Discouragement through incentives Downloads
Dmitri Vinogradov and Elena V. Shadrina
2018_04: Foreign exchange order fl ow as a risk factor Downloads
Craig Burnside, Mario Cerrato and Zhekai Zhang
2018_03: Which Banks Smooth and at What Price? Downloads
Sotirios Kokas, Dmitri Vinogradov and Marios Zachariadis
2018_02: Should the ECB coordinate EMU fiscal policies? Downloads
Tatiana Kirsanova, Celsa Machado and Ana Paula Ribeiro
2018_01: Debt Sustainability and Welfare along an Optimal Laffer Curve Downloads
Xiaoshan Chen, Campbell Leith and Matta Ricci
2017_12: Signaling Probabilities in Ambiguity: on the impact of vague news Downloads
Dmitri Vinogradov and Yousef Makhlouf
2017_11: The Effect of News Shocks and Monetary Policy Downloads
Luca Gambetti, Dimitris Korobilis, John D. Tsoukalas and Francesco Zanetti
2017_10: Can subsidising job-related training reduce inequality? Downloads
Konstantinos Angelopoulos, Andrea Benecchi and James Malley
2017_09: Liquidity Risk, Credit Risk and the Money Multiplier Downloads
Tatiana Damjanovic, Vladislav Damjanovic and Charles Nolan
2017_08: DISPUTES, DEBT AND EQUITY Downloads
Alfred Duncan and Charles Nola
2017_07: Wealth inequality and externalities from ex ante skill heterogeneity Downloads
Konstantinos Angelopoulos, Spyridon Lazarakis and James Malley
2017_06: Financing Lumpy Adjustment Downloads
Christoph Görtz, Plutarchos Sakellaris and John D. Tsoukalas
2017_05: Durations at the Zero Lower Bound Downloads
Richard Dennis
2017_04: A composition-consistency characterization of the plurality rule Downloads
Emel Öztürk
2017_03: Financial Literacy and Attitudes to Redistribution Downloads
Alberto Montagnoli, Mirko Moro, Georgios Panos and Robert Wright
2017_02: Asymmetries in earnings, employment and wage risk in Great Britain Downloads
Konstantinos Angelopoulos, Spyridon Lazarakis and Jim Malley
2017_01: Studying the Implications of Consumption and Asset Return Data for Stochastic Discount Factors in Incomplete International Economies Downloads
Gurdip Bakshi, Mario Cerrato and John Crosby
2016_23: Financial Literacy and Political Orientation in Great Britain Downloads
Alberto Montagnoli, Mirko Moro, Georgios Panos and Robert Wright
Anton Kolotilin, Tymofiy Mylovanov, Andriy Zapechelnyuk and Ming Li
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