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Publications

by alumni of

Emory University → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Xiaochun Liu & Richard Luger, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," Papers, arXiv.org, number 2603.02357, Mar, revised Mar 2026.
  2. Chad D. Cotti & Dhaval M. Dave & Tessie Krishna & Erik T. Nesson & Joseph J. Sabia, 2026, "Do Informal Social Markets and Online Sellers Help Youths to Avoid E-Cigarette Taxation?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34880, Feb.

2025

  1. Anthony Chuo & Chad D. Cotti & Charles J. Courtemanche & Johanna Catherine Maclean & Erik T. Nesson & Joseph J. Sabia, 2025, "E-Cigarette Taxation and Queer Youth," NBER Working Papers, National Bureau of Economic Research, Inc, number 33326, Jan.
  2. Chad D. Cotti & Tessie Krishna & Johanna Catherine Maclean & Erik T. Nesson & Joseph J. Sabia, 2025, "Nicotine Vaping and Youth Mental Health: New Evidence from E-Cigarette Regulations," NBER Working Papers, National Bureau of Economic Research, Inc, number 33917, Jun.
  3. Aliaksandr Zaretski, 2025, "Financial constraints, risk sharing, and optimal monetary policy," Papers, arXiv.org, number 2501.16575, Jan.
  4. Aliaksandr Zaretski, 2025, "Optimal macroprudential policy with preemptive bailouts," Papers, arXiv.org, number 2504.04636, Apr.
  5. Gianluca Benigno & Alessandro Rebucci & Aliaksandr Zaretski, 2025, "Managing Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 34410, Oct.

2024

  1. Chad D. Cotti & Philip DeCicca & Erik T. Nesson, 2024, "The Effects of Tobacco 21 Laws on Smoking and Vaping: Evidence from Panel Data and Biomarkers," NBER Working Papers, National Bureau of Economic Research, Inc, number 32520, May.
  2. Chad D. Cotti & Charles J. Courtemanche & Yang Liang & Johanna Catherine Maclean & Erik T. Nesson & Joseph J. Sabia, 2024, "The Effect of E-Cigarette Flavor Bans on Tobacco Use," NBER Working Papers, National Bureau of Economic Research, Inc, number 32535, Jun.

2021

  1. Robert M. Lantis & Erik T. Nesson, 2021, "The Hot Hand in the NBA 3-Point Contest: The Importance of Location, Location, Location," NBER Working Papers, National Bureau of Economic Research, Inc, number 29468, Nov.

2020

  1. Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020, "Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary," Papers, arXiv.org, number 2009.07341, Sep.
  2. Chad D. Cotti & Charles J. Courtemanche & Johanna Catherine Maclean & Erik T. Nesson & Michael F. Pesko & Nathan Tefft, 2020, "The Effects of E-Cigarette Taxes on E-Cigarette Prices and Tobacco Product Sales: Evidence from Retail Panel Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26724, Jan.
  3. Chad D. Cotti & Bryan Engelhardt & Joshua Foster & Erik T. Nesson & Paul S. Niekamp, 2020, "The Relationship between In-Person Voting and COVID-19: Evidence from the Wisconsin Primary," NBER Working Papers, National Bureau of Economic Research, Inc, number 27187, May.
  4. Diego Rojas & Juan Estrada & Kim Huynh & David T. Jacho-Chávez, 2020, "Survival Analysis of Banknote Circulation: Fitness, Network Structure and Machine Learning," Staff Working Papers, Bank of Canada, number 20-33, Aug, DOI: 10.34989/swp-2020-33.

2019

  1. Robert M. Lantis & Erik T. Nesson, 2019, "Hot Shots: An Analysis of the ‘Hot Hand’ in NBA Field Goal and Free Throw Shooting," NBER Working Papers, National Bureau of Economic Research, Inc, number 26510, Nov.

2016

  1. Erik Nesson & Vinish Shrestha, 2016, "The Effects of False Identification Laws with a Scanner Provision on Underage Alcohol-Related Traffic Fatalities," Working Papers, Towson University, Department of Economics, number 2016-17, Oct, revised Apr 2020.

2015

  1. Stanislav Anatolyev & Nikolay Gospodinov & Ibrahim Jamali & Xiaochun Liu, 2015, "Foreign exchange predictability during the financial crisis: implications for carry trade profitability," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2015-6, Aug.
  2. Andr´es Ramírez Hassan & Santiago Montoya Bland�n, 2015, "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 13678, Jul.

2014

  1. Joshua J. Robinson, 2014, "Sound Body, Sound Mind?," CINCH Working Paper Series, Universitaet Duisburg-Essen, Competent in Competition and Health, number 1403, Mar.

2013

  1. Liu, Xiaochun, 2013, "Markov-Switching Quantile Autoregression," MPRA Paper, University Library of Munich, Germany, number 55800, Oct.
  2. Liu, Xiaochun, 2013, "Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 55801, Dec.
  3. Hugo M. Mialon, & Erik Nesson & Michael C. Samuel, 2013, "Crystal Clear? The Relationship between Methamphetamine Use and Risky Sexual Behavior," Working Papers, Ball State University, Department of Economics, number 201301, Mar, revised Mar 2013.

2012

  1. Sara Markowitz & Erik Nesson & Eileen Poe-Yamagata & Curtis Florence & Tracy Roberts & Sarah Beth Link, 2012, "Estimating the Relationship between Alcohol Policies and Youth Violence," Working Papers, Ball State University, Department of Economics, number 201205, Jun, revised Jun 2012.
  2. Erik Nesson, 2012, "Do Tobacco Control Policies Reduce Secondhand Smoke Exposure in the Workplace?," Working Papers, Ball State University, Department of Economics, number 201206, Jun, revised Jun 2012.
  3. Erik Nesson, 2012, "The Distributional Effects of Tobacco Control Policies On Adult Smoking Behavior," Working Papers, Ball State University, Department of Economics, number 201207, Jun, revised Jun 2012.
  4. Sara Markowitz & Erik Nesson & Eileen Poe-Yamagata & Curtis Florence & Partha Deb & Tracy Andrews & Sarah Beth L. Barnett, 2012, "Estimating the Relationship between Alcohol Policies and Criminal Violence and Victimization," NBER Working Papers, National Bureau of Economic Research, Inc, number 17918, Mar.

2011

  1. Liu, Xiaochun & Jacobsen, Brian, 2011, "The Dynamic International Optimal Hedge Ratio," MPRA Paper, University Library of Munich, Germany, number 35260, Feb.
  2. Liu, Xiaochun, 2011, "Modeling the time-varying skewness via decomposition for out-of-sample forecast," MPRA Paper, University Library of Munich, Germany, number 41248, Aug.
  3. Robinson, Joshua J, 2011, "The effects of asymmetric and symmetric fetal growth restriction on human capital development," MPRA Paper, University Library of Munich, Germany, number 34175, Oct.

2010

  1. Sara Markowitz & Erik Nesson & Joshua Robinson, 2010, "The Effects of Employment on Influenza Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 15796, Mar.

Journal articles

2026

  1. Liu, Xiaochun & Luger, Richard, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," International Journal of Forecasting, Elsevier, volume 42, issue 3, pages 872-888, DOI: 10.1016/j.ijforecast.2025.12.002.

2025

  1. Xiaochun Liu, 2025, "Unfolded Skewness and Kurtosis Timings in Out-of-Sample Density Forecasts of Financial Returns," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-34, September, DOI: 10.1142/S2010139225500089.
  2. Cotti, Chad & Courtemanche, Charles & Liang, Yang & Maclean, Johanna Catherine & Nesson, Erik & Sabia, Joseph J., 2025, "The effect of e-cigarette flavor bans on tobacco use," Journal of Health Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.jhealeco.2025.103013.

2024

  1. Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2024, "Are exchange rates absorbers of global oil shocks? A generalized structural analysis," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103126.
  2. Cotti, Chad & DeCicca, Philip & Nesson, Erik, 2024, "The effects of tobacco 21 laws on smoking and vaping: Evidence from panel data and biomarkers," Journal of Health Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.jhealeco.2024.102932.
  3. Robert Lantis & Erik Nesson, 2024, "The Hot Hand in the NBA 3-Point Contest: The Importance of Location, Location, Location," Journal of Sports Economics, , volume 25, issue 3, pages 283-321, April, DOI: 10.1177/15270025231222630.
  4. Johnson, David B. & Robinson, Joshua J. & Semenza, Daniel C. & Thompson, Alexi, 2024, "Where are the guns?," Journal of Criminal Justice, Elsevier, volume 95, issue C, DOI: 10.1016/j.jcrimjus.2024.102289.
  5. David B. Johnson & Joshua J. Robinson, 2024, "Gun Dealer Density and Its Effect on Homicide," Journal of Law and Economics, University of Chicago Press, volume 67, issue 1, pages 1-30, DOI: 10.1086/726457.

2023

  1. Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2023, "Structural sources of oil market volatility and correlation dynamics," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106658.
  2. Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023, "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 412-444.
  3. DeCicca, Philip & Krashinsky, Harry & Nesson, Erik, 2023, "Rockefellers and Goldwaters: The effect of compulsory schooling on voting preferences," Economics of Education Review, Elsevier, volume 96, issue C, DOI: 10.1016/j.econedurev.2023.102431.

2022

  1. Manta, Alexandra & Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2022, "Estimating social effects in a multilayered Linear-in-Means model with network data," Statistics & Probability Letters, Elsevier, volume 183, issue C, DOI: 10.1016/j.spl.2021.109331.
  2. Cotti, Chad & Courtemanche, Charles & Maclean, Joanna Catherine & Nesson, Erik & Pesko, Michael F. & Tefft, Nathan W., 2022, "The effects of e-cigarette taxes on e-cigarette prices and tobacco product sales: Evidence from retail panel data," Journal of Health Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.jhealeco.2022.102676.

2021

  1. Liu, Xiaochun, 2021, "On fiscal and monetary policy-induced macroeconomic volatility dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104123.
  2. Chad Cotti & Bryan Engelhardt & Joshua Foster & Erik Nesson & Paul Niekamp, 2021, "The relationship between in‐person voting and COVID‐19: Evidence from the Wisconsin primary," Contemporary Economic Policy, Western Economic Association International, volume 39, issue 4, pages 760-777, October, DOI: 10.1111/coep.12519.
  3. Robert Lantis & Erik Nesson, 2021, "Hot Shots: An Analysis of the “Hot Hand†in NBA Field Goal and Free Throw Shooting," Journal of Sports Economics, , volume 22, issue 6, pages 639-677, August, DOI: 10.1177/15270025211006889.
  4. Erik Nesson & Vinish Shrestha, 2021, "The effects of false identification laws on underage alcohol‐related traffic fatalities," Health Economics, John Wiley & Sons, Ltd., volume 30, issue 9, pages 2264-2283, September, DOI: 10.1002/hec.4376.

2020

  1. Liu, Xiaochun, 2020, "Quantile-Based Asymmetric Dynamics Of Real Gdp Growth," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 8, pages 1960-1988, December.
  2. You, Yu & Liu, Xiaochun, 2020, "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105849.
  3. Montoya-Blandón, Santiago & Jacho-Chávez, David T., 2020, "Semiparametric quasi maximum likelihood estimation of the fractional response model," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108769.
  4. Ramírez-Hassan, Andrés & Montoya-Blandón, Santiago, 2020, "Forecasting from others’ experience: Bayesian estimation of the generalized Bass model," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 442-465, DOI: 10.1016/j.ijforecast.2019.05.016.
  5. Hugo M. Mialon & Erik T. Nesson, 2020, "The Association Between Mobile Phones And The Risk Of Brain Cancer Mortality: A 25‐Year Cross‐Country Analysis," Contemporary Economic Policy, Western Economic Association International, volume 38, issue 2, pages 258-269, April, DOI: 10.1111/coep.12456.

2019

  1. Liu, Xiaochun, 2019, "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103154.
  2. Yu You & Xiaochun Liu, 2019, "Cyclicality of stock market volatility," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 8, pages 645-649, May, DOI: 10.1080/13504851.2018.1489105.
  3. Andrés Ramírez Hassan & Santiago Montoya Blandón, 2019, "Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 301-318, March, DOI: 10.1080/07474938.2016.1261062.
  4. Markowitz, Sara & Nesson, Erik & Robinson, Joshua J., 2019, "The effects of employment on influenza rates," Economics & Human Biology, Elsevier, volume 34, issue C, pages 286-295, DOI: 10.1016/j.ehb.2019.04.004.
  5. Nesson, Erik T. & Robinson, Joshua J., 2019, "On the measurement of health and its effect on the measurement of health inequality," Economics & Human Biology, Elsevier, volume 35, issue C, pages 207-221, DOI: 10.1016/j.ehb.2019.07.003.
  6. Hugo M. Mialon & Erik T. Nesson, 2019, "Do Pimples Pay? Acne, Human Capital, and the Labor Market," Journal of Human Capital, University of Chicago Press, volume 13, issue 1, pages 39-55, DOI: 10.1086/701436.
  7. Chad Cotti & Erik Nesson & Nathan Tefft, 2019, "Impacts of the ACA Medicaid expansion on health behaviors: Evidence from household panel data," Health Economics, John Wiley & Sons, Ltd., volume 28, issue 2, pages 219-244, February, DOI: 10.1002/hec.3838.
  8. Edwards, Griffin & Robinson, Joshua J., 2019, "You gotta fight for your right? Publicly assigned but privately enforced property rights," International Review of Law and Economics, Elsevier, volume 59, issue C, pages 31-39, DOI: 10.1016/j.irle.2019.04.002.

2018

  1. Xiaochun Liu, 2018, "How is the Taylor Rule Distributed under Endogenous Monetary Regimes?," International Review of Finance, International Review of Finance Ltd., volume 18, issue 2, pages 305-316, June, DOI: 10.1111/irfi.12131.
  2. Liu Xiaochun & Luger Richard, 2018, "Markov-switching quantile autoregression: a Gibbs sampling approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1, April, DOI: 10.1515/snde-2016-0078.
  3. Xiaochun Liu, 2018, "Structural Volatility Impulse Response Function and Asymptotic Inference," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 316-339.
  4. Shengwu Shang & Erik Nesson & Maoyong Fan, 2018, "Interaction Terms In Poisson And Log Linear Regression Models," Bulletin of Economic Research, Wiley Blackwell, volume 70, issue 1, pages 89-96, January, DOI: 10.1111/boer.12120.
  5. Cotti, Chad & Nesson, Erik & Tefft, Nathan, 2018, "The relationship between cigarettes and electronic cigarettes: Evidence from household panel data," Journal of Health Economics, Elsevier, volume 61, issue C, pages 205-219, DOI: 10.1016/j.jhealeco.2018.08.001.
  6. VanMeter, Rebecca & Syrdal, Holly A. & Powell-Mantel, Susan & Grisaffe, Douglas B. & Nesson, Erik T., 2018, "Don't Just “Like” Me, Promote Me: How Attachment and Attitude Influence Brand Related Behaviors on Social Media," Journal of Interactive Marketing, Elsevier, volume 43, issue C, pages 83-97, DOI: 10.1016/j.intmar.2018.03.003.
  7. Kristopher J. Kemper & Erik Nesson & Kevin Gatzlaff, 2018, "Stock prices and inflation hedged firms," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 20, pages 1454-1457, November, DOI: 10.1080/13504851.2018.1430308.
  8. Griffin Edwards & Erik Nesson & Joshua J. Robinson & Fredrick Vars, 2018, "Looking Down the Barrel of a Loaded Gun: The Effect of Mandatory Handgun Purchase Delays on Homicide and Suicide," Economic Journal, Royal Economic Society, volume 128, issue 616, pages 3117-3140, December, DOI: 10.1111/ecoj.12567.

2017

  1. Liu, Xiaochun, 2017, "Measuring systemic risk with regime switching in tails," Economic Modelling, Elsevier, volume 67, issue C, pages 55-72, DOI: 10.1016/j.econmod.2016.09.015.
  2. Anatolyev, Stanislav & Gospodinov, Nikolay & Jamali, Ibrahim & Liu, Xiaochun, 2017, "Foreign exchange predictability and the carry trade: A decomposition approach," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 199-211, DOI: 10.1016/j.jempfin.2017.03.005.
  3. Liu, Xiaochun, 2017, "Unfolded risk-return trade-offs and links to Macroeconomic Dynamics," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2017.04.015.
  4. Liu, Xiaochun, 2017, "Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 275-293, DOI: 10.1016/j.qref.2017.03.006.
  5. Liu, Xiaochun, 2017, "An integrated macro-financial risk-based approach to the stressed capital requirement," Review of Financial Economics, Elsevier, volume 34, issue C, pages 86-98, DOI: 10.1016/j.rfe.2017.06.002.
  6. Erik Nesson, 2017, "The Impact of Tobacco Control Policies on Adolescent Smoking: Comparing Self-Reports and Biomarkers," American Journal of Health Economics, MIT Press, volume 3, issue 4, pages 507-527, Fall.
  7. Erik Nesson, 2017, "Heterogeneity in Smokers' Responses to Tobacco Control Policies," Health Economics, John Wiley & Sons, Ltd., volume 26, issue 2, pages 206-225, February, DOI: 10.1002/hec.3289.

2016

  1. Xiaochun Liu, 2016, "Markov switching quantile autoregression," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 70, issue 4, pages 356-395, November.
  2. Frazier, David T. & Liu, Xiaochun, 2016, "A new approach to risk-return trade-off dynamics via decomposition," Journal of Economic Dynamics and Control, Elsevier, volume 62, issue C, pages 43-55, DOI: 10.1016/j.jedc.2015.11.002.
  3. Lundberg, Alexander, 2016, "Sentencing discretion and burdens of proof," International Review of Law and Economics, Elsevier, volume 46, issue C, pages 34-42, DOI: 10.1016/j.irle.2015.12.002.
  4. Chad Cotti & Erik Nesson & Nathan Tefft, 2016, "The Effects of Tobacco Control Policies on Tobacco Products, Tar, and Nicotine Purchases among Adults: Evidence from Household Panel Data," American Economic Journal: Economic Policy, American Economic Association, volume 8, issue 4, pages 103-123, November.
  5. Hugo M. Mialon & Erik T. Nesson & Michael C. Samuel, 2016, "Crystal Clear? The Relationship Between Methamphetamine Use and Sexually Transmitted Infections," Health Economics, John Wiley & Sons, Ltd., volume 25, issue 3, pages 292-313, March, DOI: 10.1002/hec.3140.

2015

  1. Liu, Xiaochun & Luger, Richard, 2015, "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 186-217, DOI: 10.1016/j.jedc.2015.06.007.
  2. Liu, Xiaochun, 2015, "Modeling time-varying skewness via decomposition for out-of-sample forecast," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 296-311, DOI: 10.1016/j.ijforecast.2014.03.020.
  3. Lundberg, Alexander, 2015, "Non-monotonic network effects and market entry," Economics Letters, Elsevier, volume 137, issue C, pages 146-149, DOI: 10.1016/j.econlet.2015.10.039.
  4. Nesson, Erik T. & Robinson, Joshua J., 2015, "An information theory based framework for the measurement of population health," Economics & Human Biology, Elsevier, volume 17, issue C, pages 86-103, DOI: 10.1016/j.ehb.2015.01.002.

2012

  1. Sara Markowitz & Erik Nesson & Eileen Poe-Yamagata & Curtis Florence & Partha Deb & Tracy Andrews & Sarah Beth L. Barnett, 2012, "Estimating the Relationship between Alcohol Policies and Criminal Violence and Victimization," German Economic Review, Verein für Socialpolitik, volume 13, issue 4, pages 416-435, November.

2008

  1. Jacobsen, Brian J. & Liu, Xiaochun, 2008, "China's segmented stock market: An application of the conditional international capital asset pricing model," Emerging Markets Review, Elsevier, volume 9, issue 3, pages 153-173, September.

Chapters

2020

  1. Diego Rojas & Juan Estrada & Kim P. Huynh & David T. Jacho-Chávez, 2020, "Survival Analysis of Bank Note Circulation: Fitness, Network Structure, and Machine Learning," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Networks", DOI: 10.1108/S0731-905320200000042018.

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