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Publications in Econometrics

Multi-Country Real Business Cycle Models: Accuracy Tests and Test Bench

Journal of Economic Dynamics and Control

Applied Mathematics

English

Oil and Stock Returns: Evidence From European Industrial Sector Indices in a Time-Varying Environment

Journal of International Financial Markets, Institutions and Money

English

Some Distributional Properties of a Class of Counting Distributions With Claims Analysis Applications

English

Sentiment and the U.S. Business Cycle

Journal of Economic Dynamics and Control

Applied Mathematics

English

Hysteresis and Fiscal Policy

Journal of Economic Dynamics and Control

Applied Mathematics

English

Stochastic Stackelberg Equilibria With Applications to Time-Dependent Newsvendor Models

Journal of Economic Dynamics and Control

Applied Mathematics

English

On a Multivariate Pareto Distribution

Insurance: Mathematics and Economics

English

Identities, Conflicting Behavioural Norms and the Importance of Job Attributes

Journal of Economic Psychology

Applied Psychology

Political Science

English

Measuring Network Systemic Risk Contributions: A Leave-One-Out Approach

Journal of Economic Dynamics and Control

Applied Mathematics

English

Emergence of Entrepreneurial Behaviour: The Role of Age-Based Self-Image

Journal of Economic Psychology

Applied Psychology

Political Science

English