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Publications

by alumni of

Economics Department
University of Strathclyde
Glasgow, United Kingdom

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

Undated material is listed at the end

2025

  1. Dimitris Korobilis & Emmanuel C. Mamatzakis & Vasileios Pappas, 2025. "Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency," Working Papers No 03/2025, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

2024

  1. Pirozhkova, Ekaterina & Ricco, Giovanni & Viegi, Nicola, 2024. "Trouble Every Day: Monetary Policy in an Open Emerging Economy," CEPR Discussion Papers 19094, C.E.P.R. Discussion Papers.
  2. Cyril Dell'Eva & Nicola Viegi, 2024. "Economic Stability in Small Open Economy under the Shadow of International Financiers," Working Papers hal-04847478, HAL.
  3. Ekaterina Pirozhkova & Nicola Viegi, 2024. "The Bank Lending Channel of Monetary Policy Transmission in South Africa," Working Papers 202443, University of Pretoria, Department of Economics.
  4. Ekaterina Pirozhkova & Nicola Viegi, 2024. "Change of the SARBs preferred inflation target in 2017 the conditional forecast story," Occasional Bulletin of Economic Notes 11051, South African Reserve Bank.
  5. Tumisang Loate & Nicola Viegi, 2024. "Can monetary and fiscal policy account for South Africas economic stagnation," Working Papers 11054, South African Reserve Bank.
  6. Xolani Sibande & Dumakude Nxumalo & Keaoleboga Mncube & Steve Koch & Nicola Viegi, 2024. "Regulation and bank lending in South Africa a narrative index approach," Working Papers 11069, South African Reserve Bank.
  7. Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024. "Decision synthesis in monetary policy," Papers 2406.03321, arXiv.org, revised Feb 2025.
  8. Marco Fongoni, 2024. "Does pay inequality affect worker effort? An assessment of experimental designs and evidence," Post-Print hal-04678955, HAL.
  9. Marco Fongoni, 2024. "Asymmetric Reciprocity and the Cyclical Behaviour of Wages, Effort and Job Creation," Post-Print hal-04720004, HAL.

2023

  1. Luca Gambetti & Dimitris Korobilis & John Tsoukalas & Francesco Zanetti, 2023. "Agreed and Disagreed Uncertainty," Papers 2302.01621, arXiv.org.
  2. Dimitris Korobilis & Maximilian Schroder, 2023. "Monitoring multicountry macroeconomic risk," Papers 2305.09563, arXiv.org.
  3. Vegard Høghaug Larsen & Nicolò Maffei-Faccioli & Laura Pagenhardt, 2023. "Where do they care? The ECB in the media and inflation expectations," Working Papers No 04/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  4. Ekaterina Pirozhkova & Nicola Viegi, 2023. "Changing the inflation target in emerging markets: the reward of reducing risk," Post-Print hal-04723605, HAL.
  5. Luchelle Soobyah & Mulalo Mamburu & Nicola Viegi, 2023. "IsSouthAfricafallingintoafiscaldominantregime," Working Papers 11041, South African Reserve Bank.
  6. Nicola Viegi & Vincent Dadam, 2023. "Investigating unemployment hysteresis in South Africa," Working Papers 11043, South African Reserve Bank.
  7. NORMAN Ana & TAMBA Marie & WEITZEL Matthias, 2023. "Data and methods for building a disaggregated EU investment matrix," JRC Research Reports JRC134919, Joint Research Centre.
  8. Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers 2311.12671, arXiv.org.
  9. Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
  10. Marco Fongoni & Daniel Schaefer & Carl Singleton, 2023. "When are wages cut? The roles of incomplete contracts and employee involvement," AMSE Working Papers 2303, Aix-Marseille School of Economics, France.

2022

  1. Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
  2. Dimitris Korobilis & Maximilian Schroder, 2022. "Probabilistic Quantile Factor Analysis," Papers 2212.10301, arXiv.org, revised Aug 2024.
  3. Maria Demertzis & Catarina Martins & Nicola Viegi, 2022. "An analysis of central bank decision-making," Bruegel Policy Brief node_8103, Bruegel.
  4. Luchelle Soobyah & Nicola Viegi, 2022. "CanNationalTreasurydocontractionarymonetarypolicy," Working Papers 11031, South African Reserve Bank.
  5. Norman-Lopez, Ana & Wojtowicz, Krzysztof & Garaffa, Rafael & Tamba, Marie, 2022. "Disaggregating air, land and maritime transport sectors in the GTAP database," Conference papers 333415, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  6. Tony Chernis & Taylor Webley, 2022. "Nowcasting Canadian GDP with Density Combinations," Discussion Papers 2022-12, Bank of Canada.
  7. Tony Chernis & Chris D'Souza & Kevin MacLean & Tasha Reader & Joshua Slive & Farrukh Suvankulov, 2022. "The Business Leaders’ Pulse—An Online Business Survey," Discussion Papers 2022-14, Bank of Canada.
  8. Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2022. "Reassessing the dependence between economic growth and financial conditions since 1973," CAMA Working Papers 2022-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Marco Fongoni, 2022. "Does Pay Inequality Affect Worker Effort? An Assessment of Existing Laboratory Designs," AMSE Working Papers 2230, Aix-Marseille School of Economics, France.
  10. Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl & Marco Fongoni, 2022. "Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin," Discussion Papers of DIW Berlin 1999, DIW Berlin, German Institute for Economic Research.
  11. Fongoni, Marco & Norris, Jonathan & Romiti, Agnese & Shi, Zhan, 2022. "Reference Dependent Aspirations and Peer Effects in Education," IZA Discussion Papers 15785, Institute of Labor Economics (IZA).
  12. Gelan, Ayele U. & Atkinson, Giles, 2022. "Climate change and food security: assessing the prospect for Kuwait using an economy-wide model," LSE Research Online Documents on Economics 124122, London School of Economics and Political Science, LSE Library.

2021

  1. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
  2. Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021. "The time-varying evolution of inflation risks," Working Paper Series 2600, European Central Bank.
  3. Maria Demertzis & Nicola Viegi, 2021. "Low interest rates in Europe and the US- one trend, two stories," Bruegel Policy Contributions 41560, Bruegel.
  4. Dadam, Vincent & Viegi, Nicola, 2021. "Hysteresis without Hope: investigating unemployment persistence in South Africa," MPRA Paper 108129, University Library of Munich, Germany.
  5. Vincent Dadam & Nicola Viegi, 2021. "Estimating a New Keynesian Wage Phillips Curve," Working Papers 202107, University of Pretoria, Department of Economics.
  6. Tumisang Loate & Nicola Viegi, 2021. "The Transmission of Monetary Policy via the Banks' Balance Sheet - Does Bank Size Matter?," Working Papers 202109, University of Pretoria, Department of Economics.
  7. Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021. "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers 11006, South African Reserve Bank.
  8. Tumisang Loate & Romain Houssa & Nicola Viegi, 2021. "The macroeconomic effect of fiscal policy in South Africa: A narrative analysis," WIDER Working Paper Series wp-2021-156, World Institute for Development Economic Research (UNU-WIDER).
  9. Atkinson, Giles & Gelan, Ayele, 2021. "Sustainability, natural capital and climate change in Kuwait," LSE Research Online Documents on Economics 110972, London School of Economics and Political Science, LSE Library.

2020

  1. Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  2. Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Papers 2004.11486, arXiv.org.
  3. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
  4. Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
  5. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," Working Papers 202033, University of Pretoria, Department of Economics.
  6. Alberto Coco & Nicola Viegi, 2020. "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers 10024, South African Reserve Bank.
  7. Roger Sandilands & Ramesh Chandra, 2020. "Nicolas Kaldor, increasing returns and Verdoorn's Law," Working Papers 2002, University of Strathclyde Business School, Department of Economics.
  8. KERAMIDAS Kimon & DIAZ VAZQUEZ Ana R. & WEITZEL Matthias & VANDYCK Toon & TAMBA Marie & TCHUNG-MING Stephane & SORIA RAMIREZ Antonio & KRAUSE Jette & VAN DINGENEN Rita & SO CHAI Qimin & FU Sha & WEN X, 2020. "Global Energy and Climate Outlook 2019: Electrification for the low-carbon transition," JRC Research Reports JRC119619, Joint Research Centre.

2019

  1. Dadam,Vincent & Hanusch,Marek & Viegi,Nicola, 2019. "Why South Africa Is Cheap for the Rich and Expensive for the Poor : Reconsidering the Balassa-Samuelson Effect," Policy Research Working Paper Series 8942, The World Bank.
  2. Wojtowicz, Krzysztof & Rey, Luis & Temursho, Umed & Saveyn, Bert & Vandyck, Toon & Tamba, Marie & Weitzel, Matthias, 2019. "PIRAMID: a new methodology to build baselines for CGE models," Conference papers 333023, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  3. Tamba, Marie & Krause, Jette & Grosso, Monica & Duboz, Amandine & Saveyn, Bert & Ciuffo, Biagio, 2019. "Socio-Economic Impacts of Future Mobility Disruption Scenarios," Conference papers 333032, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  4. ALONSO RAPOSO Maria & CIUFFO Biagio & ARDENTE Fulvio & AURAMBOUT Jean Philippe & Gianmarco BALDINI & Robert BRAUN & Panayotis CHRISTIDIS & Aris Christodoulou & Amandine DUBOZ & Sofia FELICI & Jaime FE, 2019. "The future of road transport," JRC Research Reports JRC116644, Joint Research Centre.
  5. Lateef O. Akanni, 2019. "Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria," Working Papers 064, Centre for Econometric and Allied Research, University of Ibadan.

2018

  1. Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
  2. Korobilis, D & Yilmaz, K, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Essex Finance Centre Working Papers 20937, University of Essex, Essex Business School.
  3. Koop, G & Korobilis, D, 2018. "Forecasting with High-Dimensional Panel VARs," Essex Finance Centre Working Papers 21329, University of Essex, Essex Business School.
  4. Korobilis, Dimitris & Koop, Gary, 2018. "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers 22665, University of Essex, Essex Business School.
  5. Korobilis, Dimitris, 2018. "Machine Learning Macroeconometrics A Primer," Essex Finance Centre Working Papers 22666, University of Essex, Essex Business School.
  6. Vincent Dadam & Nicola Viegi, 2018. "Systemic, Sectoral Risk and the Myth of a Corporate Savings Glut," World Bank Publications - Reports 30195, The World Bank Group.
  7. REY LOS SANTOS Luis & WOJTOWICZ Krzysztof & TAMBA Marie & VANDYCK Toon & WEITZEL Matthias & SAVEYN Bert & TEMURSHO Umed, 2018. "Global macroeconomic balances for mid-century climate analyses," JRC Research Reports JRC113981, Joint Research Centre.
  8. Tony Chernis & Rodrigo Sekkel, 2018. "Nowcasting Canadian Economic Activity in an Uncertain Environment," Discussion Papers 18-9, Bank of Canada.
  9. Tony Chernis & Corinne Luu, 2018. "Disaggregating Household Sensitivity to Monetary Policy by Expenditure Category," Staff Analytical Notes 2018-32, Bank of Canada.
  10. Marco Fongoni, 2018. "Workers' reciprocity and the (ir)relevance of wage cyclicality for the volatility of job creation," Working Papers 1809, University of Strathclyde Business School, Department of Economics.
  11. Marco Fongoni, 2018. "A theoretical note on asymmetries in intensity and persistence of reciprocity in labour markets," Working Papers 1815, University of Strathclyde Business School, Department of Economics.
  12. Afees A. Salisu & Oluwatomisinn Oyewole & Lateef O. Akanni, 2018. "Modeling the residential electricity demand in the US," Working Papers 042, Centre for Econometric and Allied Research, University of Ibadan.
  13. Afees A. Salisu & Lateef O. Akanni & Ahamuefula Ephraim Ogbonna, 2018. "Forecasting CO2 emissions: Does the choice of estimator matter?," Working Papers 045, Centre for Econometric and Allied Research, University of Ibadan.
  14. Lateef O. Akanni & Kazeem Isah, 2018. "Exchange Rate Movements on Sectoral Stock Prices of Nigerian Firms: Is there Evidence of Asymmetry?," Working Papers 046, Centre for Econometric and Allied Research, University of Ibadan.
  15. Afees A. Salisu & Lateef O. Akanni & Rasheed O. Azeez, 2018. "Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA," Working Papers 051, Centre for Econometric and Allied Research, University of Ibadan.
  16. Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018. "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers 054, Centre for Econometric and Allied Research, University of Ibadan.

2017

  1. Luca Gambetti & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2017. "The Effect of News Shocks and Monetary Policy," BCAM Working Papers 1705, Birkbeck Centre for Applied Macroeconomics.
  2. Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
  3. Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  4. Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
  5. Roger Sandilands, 2017. "Albert Hirschman, Lauchlin Currie, 'linkages' theory, and Paul Rosenstein Rodan's 'big push'," Working Papers 1717, University of Strathclyde Business School, Department of Economics.
  6. André Binette & Tony Chernis & Daniel de Munnik, 2017. "Global Real Activity for Canadian Exports: GRACE," Discussion Papers 17-2, Bank of Canada.
  7. Tony Chernis & Calista Cheung & Gabriella Velasco, 2017. "A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth," Discussion Papers 17-8, Bank of Canada.
  8. Tony Chernis & Rodrigo Sekkel, 2017. "A Dynamic Factor Model for Nowcasting Canadian GDP Growth," Staff Working Papers 17-2, Bank of Canada.

2016

  1. Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
  2. Byrne, JP & Cao, S & Korobilis, D, 2016. "Decomposing Global Yield Curve Co-Movement," Essex Finance Centre Working Papers 18194, University of Essex, Essex Business School.
  3. Korobilis, D & Pettenuzzo, D, 2016. "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers 18626, University of Essex, Essex Business School.
  4. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Political and Economic Dynamics of Foreign Aid: A Case Study of United States and Chinese Aid to Sub-Sahara Africa," Working Papers 201628, University of Pretoria, Department of Economics.
  5. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "Foreign Aid and Foreign Direct Investment in Sub-Saharan Africa: A Panel Data Analysis," Working Papers 201642, University of Pretoria, Department of Economics.
  6. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2016. "Markups and concentration in South African manufacturing sectors: An analysis with administrative data," WIDER Working Paper Series wp-2016-40, World Institute for Development Economic Research (UNU-WIDER).

2015

  1. BAUWENS, Luc & KOOP, Gary & KOROBILIS, Dimitris & ROMBOUTS, Jeroen, 2015. "The Contribution of Structural Break Models to Forecating Macroeconomic Series," LIDAM Reprints CORE 2651, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. P. Byrne, Joseph & Cao, Shuo & Korobilis, Dimitris, 2015. "Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty," SIRE Discussion Papers 2015-71, Scottish Institute for Research in Economics (SIRE).
  3. Korobilis, Dimitris, 2015. "Quantile forecasts of inflation under model uncertainty," SIRE Discussion Papers 2015-72, Scottish Institute for Research in Economics (SIRE).
  4. Korobilis, Dimitris, 2015. "Prior selection for panel vector autoregressions," SIRE Discussion Papers 2015-73, Scottish Institute for Research in Economics (SIRE).
  5. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2015. "Co-Movement, Spillovers and Excess Returns in Global Bond Markets," SIRE Discussion Papers 2015-75, Scottish Institute for Research in Economics (SIRE).
  6. Kavli, Haakon & Viegi, Nicola, 2015. "Portfolio Flows in a two-country RBC model with financial intermediaries," MPRA Paper 66875, University Library of Munich, Germany, revised Sep 2015.
  7. Kavli, Haakon & Viegi, Nicola, 2015. "Are determinants of portfolio flows always the same? - South African results from a time varying parameter VAR model," MPRA Paper 66897, University Library of Munich, Germany.
  8. Vincent Dadam & Nicola Viegi, 2015. "Labour Market and Monetary Policy in South Africa," Working Papers 201569, University of Pretoria, Department of Economics.
  9. Marco Fongoni & Alex Dickson, 2015. "A theory of wage setting behavior," Working Papers 1505, University of Strathclyde Business School, Department of Economics, revised Feb 2016.

2014

  1. Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
  2. Korobilis, Dimitris, 2014. "Data-based priors for vector autoregressions with drifting coefficients," SIRE Discussion Papers 2014-022, Scottish Institute for Research in Economics (SIRE).
  3. Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
  4. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
  5. Ayele Gelan, 2014. "Quantifying Economy-Wide Impacts of Reducing Subsidy to the Electricity Sector in Kuwait," EcoMod2014 7106, EcoMod.

2013

  1. Gary, Koop & Dimitris, Korobilis, 2013. "A New Index of Financial Conditions," SIRE Discussion Papers 2013-48, Scottish Institute for Research in Economics (SIRE).
  2. Dimitris, Korobilis, 2013. "Forecasting with Factor Models: A Bayesian Model Averaging Perspective," MPRA Paper 52724, University Library of Munich, Germany.
  3. Harold Ngalawa & Nicola Viegi, 2013. "Interaction of Formal and Informal Financial Markets in Quasi-Emerging Market Economies," Working Papers 201306, University of Pretoria, Department of Economics.
  4. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2013. "Evolution of Monetary Policy Transmission Mechanism in Malawi: A TVP-VAR Approach," Working Papers 201327, University of Pretoria, Department of Economics.

2012

  1. Koop, Gary & Korobilis, Dimitris, 2012. "Large Time-Varying Parameter VARs," SIRE Discussion Papers 2012-14, Scottish Institute for Research in Economics (SIRE).
  2. Korobilis, Dimitris, 2012. "Bayesian forecasting with highly correlated predictors," SIRE Discussion Papers 2012-80, Scottish Institute for Research in Economics (SIRE).
  3. Manoel Bittencourt & Chance Mwabutwa & Nicola Viegi, 2012. "Financial Reforms and Consumption Behaviour in Malawi," Working Papers 201210, University of Pretoria, Department of Economics.
  4. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 201215, University of Pretoria, Department of Economics.
  5. Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2012. "Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi," Working Papers 201232, University of Pretoria, Department of Economics.
  6. Sandilands, Roger, 2012. "Social Housing Policies in Latin America and Singapore: Lessons for China," SIRE Discussion Papers 2012-59, Scottish Institute for Research in Economics (SIRE).
  7. Gelan, Ayele & Engida, Ermias & Caria, A. Stefano & Karugia, Joseph Thuo, 2012. "The Role of Livestock In the Ethiopian Economy: Policy Analysis Using A Dynamic Computable General Equilibrium Model for Ethiopia," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126800, International Association of Agricultural Economists.
  8. Gelan, Ayele & Engida, Ermias & Caria, A. Stefano & Karugia, Joseph T., 2012. "Integrating livestock in the CAADP framework: Policy analysis using a dynamic computable general equilibrium model for Ethiopia," ESSP research notes 13, International Food Policy Research Institute (IFPRI).

2011

  1. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen Rombouts, 2011. "A Comparison of Forecasting Procedures For Macroeconomic Series: The Contribution of Structural Break Models," CIRANO Working Papers 2011s-13, CIRANO.
  2. KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage priors for dynamic regressions with many predictors," LIDAM Discussion Papers CORE 2011021, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. KOROBILIS, Dimitris, 2011. "VAR forecasting using Bayesian variable selection," LIDAM Discussion Papers CORE 2011022, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. BELMONTE, Miguel A.G. & KOOP, Gary & KOROBILIS, Dimitris, 2011. "Hierarchical shrinkage in time-varying parameter models," LIDAM Discussion Papers CORE 2011036, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. BAUWENS, Luc & KOROBILIS, Dimitris, 2011. "Bayesian methods," LIDAM Discussion Papers CORE 2011061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Koop, Gary & Korobilis, Dimitris, 2011. "UK Macroeconomic Forecasting with Many Predictors: Which Models Forecast Best and When Do They Do So?," SIRE Discussion Papers 2011-39, Scottish Institute for Research in Economics (SIRE).
  7. Ngalawa, Harold & Tchana Tchana, Fulbert & Viegi, Nicola, 2011. "Banking Instability and Deposit Insurance: The Role of Moral Hazard," MPRA Paper 31329, University Library of Munich, Germany.
  8. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects of Monetary Policy Shocks in Malawi," Working Papers 201112, University of Pretoria, Department of Economics.
  9. Baker, Derek & Rich, Karl & Gelan, Ayele & Okike, Acho & Grace, Delia & Jabbar, Mohammad A., 2011. "The interface of market access and SPS requirements: Lessons from recent ILRI research in Africa," Research Reports 181864, International Livestock Research Institute.

2010

  1. Koop, Gary & Korobilis, Dimitris, 2010. "Forecasting Inflation Using Dynamic Model Averaging," SIRE Discussion Papers 2010-113, Scottish Institute for Research in Economics (SIRE).
  2. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "The dynamic effects of U.S. monetary policy on state unemployment," MPRA Paper 27596, University Library of Munich, Germany.
  3. Korobilis, Dimitris & Gilmartin, Michelle, 2010. "On regional unemployment: an empirical examination of the determinants of geographical differentials in the UK," MPRA Paper 28542, University Library of Munich, Germany.
  4. David Laidler & Roger Sandilands, 2010. "Harvard, the Chicago Tradition and the Quantity Theory: A Reply to James Ahiakpor," University of Western Ontario, Departmental Research Report Series 20104, University of Western Ontario, Department of Economics.
  5. Gelan, Ayele & Muriithi, Beatrice Wambui, 2010. "Measuring and Explaining Technical Efficiency of Dairy Farms: A Case Study of Smallholder Farms in East Africa," 2010 AAAE Third Conference/AEASA 48th Conference, September 19-23, 2010, Cape Town, South Africa 96187, African Association of Agricultural Economists (AAAE).

2009

  1. Koop, Gary & Korobilis, Dimitris, 2009. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper 20125, University Library of Munich, Germany.
  2. Korobilis, Dimitris, 2009. "Assessing the transmission of monetary policy using dynamic factor models," MPRA Paper 27593, University Library of Munich, Germany, revised Nov 2010.
  3. Obinyeluaku, Moses & Viegi, Nicola, 2009. "How does fiscal policy affect monetary policy in the Southern African Community (SADC)?," MPRA Paper 15372, University Library of Munich, Germany.
  4. Sandilands, Roger, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," SIRE Discussion Papers 2009-20, Scottish Institute for Research in Economics (SIRE).
  5. Sandilands, Roger, 2009. "An Archival Case Study: Revisiting The Life and Political Economy of Lauchlin Currie," SIRE Discussion Papers 2009-17, Scottish Institute for Research in Economics (SIRE).
  6. Sandilands, Roger, 2009. "New Evidence on Allyn Young’s Style and Influence as a Teacher," SIRE Discussion Papers 2009-16, Scottish Institute for Research in Economics (SIRE).
  7. Sandilands, Roger, 2009. "Hawtreyan Credit Deadlock or Keynesian Liquidity Trap? Lessons for Japan from the Great Depression," SIRE Discussion Papers 2009-14, Scottish Institute for Research in Economics (SIRE).
  8. Roger Sandilands, 2009. "New Evidence on Allyn Youngs Style and Influence as a Teacher," Working Papers 0905, University of Strathclyde Business School, Department of Economics.
  9. Ohl, Cornelia & Bezák, Peter & Palarie, Teodora Alexandra & Gelan, Ayele & Krauze, Kinga, 2009. "DAPSET - Concept for characterising socio-economic drivers of and pressures on biodiversity," UFZ Discussion Papers 2/2009, Helmholtz Centre for Environmental Research (UFZ), Division of Social Sciences (ÖKUS).

2008

  1. Korobilis, Dimitris, 2008. "Forecasting in vector autoregressions with many predictors," MPRA Paper 21122, University Library of Munich, Germany.
  2. Demertzis, Maria & Viegi, Nicola & Marcellino, Massimiliano, 2008. "A Measure for Credibility: Tracking US Monetary Developments," CEPR Discussion Papers 7036, C.E.P.R. Discussion Papers.
  3. Philippe Aghion & Johannes Fedderke & Peter Howitt & Chandana Kularatne & Nicola Viegi, 2008. "Testing Creative Destruction in an Opening Economy : the Case of the South African Manufacturing Inudstries," Documents de Travail de l'OFCE 2008-23, Observatoire Francais des Conjonctures Economiques (OFCE).
  4. Gelan, Ayele & Schwarz, Gerald, 2008. "The Effects Of Single Farm Payments On Scottish Agriculture: A Cge Modeling Approach," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6470, European Association of Agricultural Economists.

2007

  1. Ayele Gelan, 2007. "Trade Policy and Urban-Rural Inequalities In LDCS: A Simulation Experiment With A New Economic Geography Model," Working Papers id:1068, eSocialSciences.

2006

  1. Maria Demertzis & Nicola Viegi, 2006. "Aiming for the Bull's Eye: Uncertainty and Inertia in Monetary Policy," Computing in Economics and Finance 2006 150, Society for Computational Economics.
  2. Gelan, Ayele, 2006. "Does Food Aid Have Disincentive Effects on Local Production? A General Equilibrium Perspective on Food Aid in Ethiopians," Conference papers 331459, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
  3. Gelan, Ayele & Schwarz, Gerald, 2006. "A Policy Impact Evaluation Model For Scotland: Decoupling Single Farm Payments," MPRA Paper 1491, University Library of Munich, Germany.

2005

  1. Maria Demertzis & Nicola Viegi, 2005. "Inflation Targets as Focal Points," Money Macro and Finance (MMF) Research Group Conference 2005 52, Money Macro and Finance Research Group.

2004

  1. Gelan, Ayele, 2004. "System-wide Impacts of Agricultural Export Taxes: A Simulation Experiment with Ethiopian Data," MPRA Paper 1490, University Library of Munich, Germany.

2003

  1. Gelan, Ayele, 2003. "Trade Policy and Mega-Cities in LDCs: A General Equilibrium Model with Numerical Simulations," MPRA Paper 1902, University Library of Munich, Germany.
  2. Gelan, Ayele, 2003. "Commuting, Migration, and Rural Development," MPRA Paper 1903, University Library of Munich, Germany.

2001

  1. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Credibility, Transparency and Asymmetric Information in Monetary Policy," CEPR Discussion Papers 2671, C.E.P.R. Discussion Papers.
  2. Hughes Hallett, Andrew & Viegi, Nicola, 2001. "Labour Market Reform and Monetary Policy in EMU: Do Asymmetries Matter?," CEPR Discussion Papers 2979, C.E.P.R. Discussion Papers.

2000

  1. David Laidler & Roger Sandilands, 2000. "An Early Harvard Memorandum on anti-Depression Policies. Introductory Note," University of Western Ontario, Departmental Research Report Series 20004, University of Western Ontario, Department of Economics.

Undated

  1. Lateef Akanni & Otto Lenhart & Alec Morton, "undated". "Conflicting economic policies and mental health: evidence from the UK national living wage and benefits freeze," Working Papers 22-10, University of Strathclyde Business School, Department of Economics.

Journal articles

2025

  1. Xolani Sibande & Dumakude Nxumalo & Keaoleboga Mncube & Steve Koch & Nicola Viegi, 2025. "Regulation and Bank Lending in South Africa: A Narrative Index Approach," South African Journal of Economics, Economic Society of South Africa, vol. 93(1), pages 73-85, March.

2024

  1. Koop Gary & Korobilis Dimitris & Ravazzolo Francesco, 2024. "Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 151-153, April.
  2. Chernis Tony, 2024. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 293-317, April.
  3. Marco Fongoni, 2024. "Asymmetric Reciprocity and the Cyclical Behavior of Wages, Effort, and Job Creation," American Economic Journal: Macroeconomics, American Economic Association, vol. 16(3), pages 52-89, July.
  4. Fongoni, Marco, 2024. "Does pay inequality affect worker effort? An assessment of experimental designs and evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 697-716.

2023

  1. Gary Koop & Dimitris Korobilis, 2023. "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
  2. Ekaterina Pirozhkova & Nicola Viegi, 2023. "Changing the inflation target in emerging markets: the reward of reducing risk," Economics Bulletin, AccessEcon, vol. 43(3), pages 1453-1457.
  3. Weitzel, Matthias & Vandyck, Toon & Rey Los Santos, Luis & Tamba, Marie & Temursho, Umed & Wojtowicz, Krzysztof, 2023. "A comprehensive socio-economic assessment of EU climate policy pathways," Ecological Economics, Elsevier, vol. 204(PA).
  4. Tony Chernis & Patrick J. Coe & Shaun P. Vahey, 2023. "Reassessing the dependence between economic growth and financial conditions since 1973," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 260-267, March.
  5. Gelan, Ayele & Al-Shamali, Shaima & Awadh, Wafa, 2023. "Economic and welfare effects of immigration policy: Lessons from the experience of Kuwait," Journal of Policy Modeling, Elsevier, vol. 45(5), pages 1015-1035.

2022

  1. Korobilis, Dimitris, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, vol. 148(C).
  2. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  3. Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022. "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
  4. Tamba, Marie & Krause, Jette & Weitzel, Matthias & Ioan, Raileanu & Duboz, Louison & Grosso, Monica & Vandyck, Toon, 2022. "Economy-wide impacts of road transport electrification in the EU," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
  5. Ahmad Alawadhi & Nadeem Burney & Ayele Gelan & Sheikha Al-Fulaij & Nadia Al-Musallam & Wafa Awadh, 2022. "The effect of conservation on residential electricity consumption: evidence from Kuwait," International Review of Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 589-607, July.

2021

  1. Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  2. Ramesh Chandra & Roger J. Sandilands, 2021. "Nicholas Kaldor, increasing returns and Verdoorn’s Law," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 44(2), pages 315-339, April.
  3. Salisu, Afees A. & Akanni, Lateef O. & Vo, Xuan Vinh, 2021. "Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 150-159.
  4. Afees A. Salisu & Ibrahim Adeleke & Lateef O. Akanni, 2021. "Asymmetric and Time-Varying Behavior of Exchange Rate and Interest Rate Differential in Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(14), pages 3944-3959, November.
  5. Alawadhi, Ahmad & Burney, Nadeem A. & Gelan, Ayele & Al-Fulaij, Sheikha & Al-Musallam, Nadia & Awadh, Wafa, 2021. "The Effect of Conservation on Residential Fresh Water Consumption: Evidence from Kuwait," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(1), pages 47-82.
  6. Ayele Gelan & Geoffrey J. D. Hewings & Ahmad Alawadhi, 2021. "Diversifying a resource-dependent economy: private–public relationships in the Kuwaiti economy," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 10(1), pages 1-22, December.

2020

  1. Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020. "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
  2. Alain Kabundi & Tumisang Loate & Nicola Viegi, 2020. "Spillovers of the Conventional and Unconventional Monetary Policy from the US to South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 435-471, December.
  3. Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020. "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, vol. 36(3), pages 851-872.
  4. Salisu, Afees A. & Akanni, Lateef & Raheem, Ibrahim, 2020. "The COVID-19 global fear index and the predictability of commodity price returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
  5. Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O., 2020. "New evidence for the inflation hedging potential of US stock returns," Finance Research Letters, Elsevier, vol. 37(C).
  6. Adeniran, Adedeji & Ishaku, Joseph & Akanni, Lateef Olawale, 2020. "Is Nigeria experiencing a learning crisis: Evidence from curriculum-matched learning assessment," International Journal of Educational Development, Elsevier, vol. 77(C).
  7. Lateef Olawale Akanni, 2020. "Returns and volatility spillover between food prices and exchange rate in Nigeria," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, vol. 10(3), pages 307-325, May.
  8. Afees A. Salisu & Lateef O. Akanni, 2020. "Constructing a Global Fear Index for the COVID-19 Pandemic," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(10), pages 2310-2331, August.
  9. Lateef Olawale Akanni, 2020. "Climatic Variations and Spatial Price Differentials of Perishable Foods in Nigeria," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 5(1), pages 1-15, June.

2019

  1. Gary Koop & Dimitris Korobilis, 2019. "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(5), pages 937-959, October.
  2. Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
  3. Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
  4. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019. "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 500-513.
  5. Dickson, Alex & Fongoni, Marco, 2019. "Asymmetric reference-dependent reciprocity, downward wage rigidity, and the employment contract," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 409-429.
  6. Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019. "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 857-867.

2018

  1. Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  2. Johannes Fedderke & Nonso Obikili & Nicola Viegi, 2018. "Markups and Concentration in South African Manufacturing Sectors: An Analysis with Administrative Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(S1), pages 120-140, January.
  3. Roger J. Sandilands, 2018. "Albert Hirschman, Lauchlin Currie, la teoría de los "eslabonamientos" y el "gran impulso" de Paul Rosenstein-Rodan," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 20(39), pages 53-68, July-Dece.
  4. Gelan, Ayele U., 2018. "Kuwait's energy subsidy reduction: Examining economic and CO2 emission effects with or without compensation," Energy Economics, Elsevier, vol. 71(C), pages 186-200.

2017

  1. Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2017. "Forecasting the term structure of government bond yields in unstable environments," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 209-225.
  2. Korobilis, Dimitris, 2017. "Quantile regression forecasts of inflation under model uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 11-20.
  3. Haakon Kavli & Nicola Viegi, 2017. "Are Determinants of Portfolio Flows Always the Same? - South African Results from a Time Varying Parameter Var Model," South African Journal of Economics, Economic Society of South Africa, vol. 85(1), pages 3-27, March.
  4. Lecca, Patrizio & McGregor, Peter G. & Swales, Kim J. & Tamba, Marie, 2017. "The Importance of Learning for Achieving the UK's Targets for Offshore Wind," Ecological Economics, Elsevier, vol. 135(C), pages 259-268.
  5. Tony Chernis & Rodrigo Sekkel, 2017. "A dynamic factor model for nowcasting Canadian GDP growth," Empirical Economics, Springer, vol. 53(1), pages 217-234, August.
  6. Salisu, Afees A. & Isah, Kazeem O. & Oyewole, Oluwatomisin J. & Akanni, Lateef O., 2017. "Modelling oil price-inflation nexus: The role of asymmetries," Energy, Elsevier, vol. 125(C), pages 97-106.

2016

  1. Korobilis, Dimitris, 2016. "Prior selection for panel vector autoregressions," Computational Statistics & Data Analysis, Elsevier, vol. 101(C), pages 110-120.
  2. Koop, Gary & Korobilis, Dimitris, 2016. "Model uncertainty in Panel Vector Autoregressive models," European Economic Review, Elsevier, vol. 81(C), pages 115-131.
  3. Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016. "Exchange rate predictability in a changing world," Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
  4. Kafayat Amusa & Nara Monkam & Nicola Viegi, 2016. "The Nexus Between Foreign Direct Investment and Foreign Aid: An Analysis of Sub-Saharan African Countries," The African Finance Journal, Africagrowth Institute, vol. 18(2), pages 45-68.
  5. Harold Ngalawa & Fulbert Tchana Tchana & Nicola Viegi, 2016. "Banking instability and deposit insurance: The role of moral hazard," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 323-350, November.
  6. Chance Ngamanya Mwabutwa & Nicola Viegi & Manoel Bittencourt, 2016. "Evolution Of Monetary Policy Transmission Mechanism In Malawi: A Tvp-Var Approach," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 41(1), pages 33-55, March.
  7. Afees A. Salisu & Umar B. Ndako & Tirimisiyu F. Oloko & Lateef O. Akanni, 2016. "Unit root modeling for trending stock market series," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(2), pages 82-91, June.

2015

  1. Luc Bauwens & Gary Koop & Dimitris Korobilis & Jeroen V.K. Rombouts, 2015. "The Contribution of Structural Break Models to Forecasting Macroeconomic Series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 596-620, June.
  2. Sandilands, Roger, 2015. "Jeremy Adelman, Worldly Philosopher: The Odyssey of Albert O. Hirschman (Princeton and Oxford: Princeton University Press, 2013), pp. xv + 740, $39.95, hardcover. ISBN 978-0-69115-567-8," Journal of the History of Economic Thought, Cambridge University Press, vol. 37(4), pages 674-680, December.
  3. Roger J. Sandilands, 2015. "The 1949 World Bank Mission to Colombia and the Competing Visions of Lauchlin Currie (1902-93) and Albert Hirschman (1915-2012)," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2015(1), pages 21-38.
  4. Roger Sandilands, 2015. "La misión del Banco Mundial a Colombia de 1949, y las visiones opuestas de Lauchlin Currie y Albert Hirschman," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 17(32), pages 213-232, January-J.
  5. Wakeel Atanda Isola & Lateef Olawale Akanni, 2015. "Corporate Financial Structure of Nonfinancial Quoted Companies in Nigeria," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 13(3 (Fall)), pages 267-280.
  6. Gelan, Ayele & Muriithi, Beatrice W., 2015. "Examining Returns to Scale in Smallholder Dairy Farms in East Africa," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, vol. 54(3), pages 1-23, September.

2014

  1. Koop, Gary & Korobilis, Dimitris, 2014. "A new index of financial conditions," European Economic Review, Elsevier, vol. 71(C), pages 101-116.
  2. Miguel A.G. Belmonte & Gary Koop & Dimitris Korobilis, 2014. "Hierarchical Shrinkage in Time‐Varying Parameter Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 80-94, January.
  3. Ayele Gelan & Amos Omore, 2014. "Beyond Tariffs: The Role of Non-Tariff Barriers in Dairy Trade in the East African Community Free Trade Area," Development Policy Review, Overseas Development Institute, vol. 32(5), pages 523-543, September.

2013

  1. Dimitris Korobilis, 2013. "Assessing the Transmission of Monetary Policy Using Time-varying Parameter Dynamic Factor Models-super-," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 157-179, April.
  2. Korobilis, Dimitris, 2013. "Bayesian forecasting with highly correlated predictors," Economics Letters, Elsevier, vol. 118(1), pages 148-150.
  3. Koop, Gary & Korobilis, Dimitris, 2013. "Large time-varying parameter VARs," Journal of Econometrics, Elsevier, vol. 177(2), pages 185-198.
  4. Korobilis, Dimitris, 2013. "Hierarchical shrinkage priors for dynamic regressions with many predictors," International Journal of Forecasting, Elsevier, vol. 29(1), pages 43-59.
  5. Dimitris Korobilis, 2013. "Var Forecasting Using Bayesian Variable Selection," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(2), pages 204-230, March.
  6. Philippe Aghion & Johannes Fedderke & Peter Howitt & Nicola Viegi, 2013. "Testing creative destruction in an opening economy," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(3), pages 419-450, July.
  7. Ngalawa, Harold & Viegi, Nicola, 2013. "Interaction of formal and informal financial markets in quasi-emerging market economies," Economic Modelling, Elsevier, vol. 31(C), pages 614-624.
  8. Agbor, Julius A & Fedderke, Johannes W & Viegi, Nicola, 2013. "How colonial education practices helped shape the pattern of decolonization in West Africa," International Journal of Development and Conflict, Gokhale Institute of Politics and Economics, vol. 3(2), pages 1-23.
  9. Lauchlin Currie & Roger Sandilands, 2013. "Implicaciones de una teoría del crecimiento endógeno en el concepto macroeconómico de rendimientos crecientes de Allyn Young," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 15(28), pages 95-126, January-J.

2012

  1. Michelle Gilmartin & Dimitris Korobilis, 2012. "On Regional Unemployment: An Empirical Examination of the Determinants of Geographical Differentials in the UK," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(2), pages 179-195, May.
  2. Gary Koop & Dimitris Korobilis, 2012. "Forecasting Inflation Using Dynamic Model Averaging," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 867-886, August.
  3. Demertzis Maria & Marcellino Massimiliano & Viegi Nicola, 2012. "A Credibility Proxy: Tracking US Monetary Developments," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-36, June.
  4. Gelan, A. & Muriithi, B.W., 2012. "Measuring and explaining technical efficiency of dairy farms: a case study of smallholder farms in East Africa," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 51(2), June.

2011

  1. Koop, Gary & Korobilis, Dimitris, 2011. "UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so?," Economic Modelling, Elsevier, vol. 28(5), pages 2307-2318, September.
  2. Harold Ngalawa & Nicola Viegi, 2011. "Dynamic Effects Of Monetary Policy Shocks In Malawi," South African Journal of Economics, Economic Society of South Africa, vol. 79(3), pages 224-250, September.
  3. Gelan, Ayele & Schwarz, Gerald, 2011. "Estimating the effects of single farm payments on multi-output agricultural production function," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 12(2).

2010

  1. Koop, Gary & Korobilis, Dimitris, 2010. "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Foundations and Trends(R) in Econometrics, now publishers, vol. 3(4), pages 267-358, July.
  2. David Laidler & Roger Sandilands, 2010. "Harvard, the Chicago Tradition, and the Quantity Theory: A Reply to James Ahiakpor," History of Political Economy, Duke University Press, vol. 42(3), pages 573-592, Fall.
  3. Ramesh Chandra & Roger Sandilands, 2010. "Reply to Roy H. Grieve on Increasing Returns," Review of Political Economy, Taylor & Francis Journals, vol. 22(1), pages 141-150.

2009

  1. Demertzis Maria & Viegi Nicola, 2009. "Inflation Targeting: A Framework for Communication," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-32, December.
  2. Roger J. Sandilands, 2009. "Solovian and New Growth Theory from the Perspective of Allyn Young on Macroeconomic Increasing Returns," History of Political Economy, Duke University Press, vol. 41(5), pages 285-303, Supplemen.

2008

  1. Maria Demertzis & Nicola Viegi, 2008. "Inflation Targets as Focal Points," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 55-87, March.
  2. Ayele Gelan, 2008. "Trade Policy And City Primacy In Developing Countries," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 20(3), pages 194-211, November.

2007

  1. Gelan, Ayele Ulfata, 2007. "Does food aid have disincentive effects on local production? A general equilibrium perspective on food aid in Ethiopia," Food Policy, Elsevier, vol. 32(4), pages 436-458, August.

2006

  1. Ramesh Chandra & Roger Sandilands, 2006. "The role of pecuniary external economies and economies of scale in the theory of increasing returns," Review of Political Economy, Taylor & Francis Journals, vol. 18(2), pages 193-208.

2005

  1. Sandilands, Roger J., 2005. "Frank G. Steindl, Understanding Economic Recovery in the 1930s: Endogenous Propagation in the Great Depression (Ann Arbor: The University of Michigan Press, 2004), $55.00, pp. xi + 228. ISBN 047211348," Journal of the History of Economic Thought, Cambridge University Press, vol. 27(2), pages 226-228, June.
  2. Ramesh Chandra & Roger J. Sandilands, 2005. "Does modern endogenous growth theory adequately represent Allyn Young?," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 29(3), pages 463-473, May.

2004

  1. Demertzis, Maria & Hughes Hallett, Andrew & Viegi, Nicola, 2004. "An independent central bank faced with elected governments," European Journal of Political Economy, Elsevier, vol. 20(4), pages 907-922, November.

2003

  1. Andrew Hughes Hallett & Nicola Viegi, 2003. "Imperfect transparency and the strategic use of information: an ever present temptation for central bankers?," Manchester School, University of Manchester, vol. 71(5), pages 498-520, September.
  2. Hughes Hallett, Andrew & Viegi, Nicola, 2003. "Labour Market Reform and the Effectiveness of Monetary Policy in EMU," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 18, pages 726-749.

2002

  1. Andrew Hallett & Nicola Viegi, 2002. "Inflation Targeting as a Coordination Device," Open Economies Review, Springer, vol. 13(4), pages 341-362, October.
  2. Roger J. Sandilands, 2002. "How to motivate faster growth in Colombia: the leading sector strategy revisited," Estudios Gerenciales, Universidad Icesi, September.
  3. David Laidler & Roger Sandilands, 2002. "An Early Harvard Memorandum on Anti-Depression Policies: An Introductory Note," History of Political Economy, Duke University Press, vol. 34(3), pages 515-532, Fall.
  4. Gelan, Ayele, 2002. "Trade liberalisation and urban-rural linkages: a CGE analysis for Ethiopia," Journal of Policy Modeling, Elsevier, vol. 24(7-8), pages 707-738, November.

2000

  1. Sandilands, Roger J., 2000. "Perspectives on Allyn Young in Theories of Endogenous Growth," Journal of the History of Economic Thought, Cambridge University Press, vol. 22(3), pages 309-328, September.
  2. Roger J. Sandilands, 2000. "Guilt by Association? Lauchlin Currie's Alleged Involvement with Washington Economists in Soviet Espionage," History of Political Economy, Duke University Press, vol. 32(3), pages 473-515, Fall.

1999

  1. Maria Demertzis & Andrew Hughes Hallett & Nicola Viegi, 1999. "Can the ECB be Truly Independent? Should It Be?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 26(3), pages 217-240, September.
  2. Roger J. Sandilands, 1999. "New evidence on Allyn Young’s style and influence as a teacher," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 26(6), pages 453-480, December.

1997

  1. Lauchlin Currie & Roger Sandilands, 1997. "Implications of an Endogenous Theory of Growth in Allyn Young's Macroeconomic Concept of Increasing Returns," History of Political Economy, Duke University Press, vol. 29(3), pages 413-443, Fall.

1990

  1. Roger J. Sandilands, 1990. "Nicholas Kaldor’s Notes on Allyn Young’s LSE Lectures 1927‐29," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 17(3/4), pages 1-1, March.

1986

  1. Roger J. Sandilands, 1986. "Natural Law and the Political Economy of Henry George," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 13(5), pages 4-15, May.

1985

  1. P. J. Lloyd & R. J. Sandilands, 1985. "Terms of Trade Indices in the Presence of Re‐Export Trade," The Economic Record, The Economic Society of Australia, vol. 61(3), pages 667-673, September.

1982

  1. Roger Sandilands, 1982. "Monopoly in money and inflation: The case for a constitution to discipline government," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 3(3), pages 172-173, September.

1975

  1. Dudley, Leonard & Sandilands, Roger J, 1975. "The Side Effects of Foreign Aid: The Case of Public Law 480 Wheat in Colombia," Economic Development and Cultural Change, University of Chicago Press, vol. 23(2), pages 325-336, January.

Chapters

2023

  1. Roger J. Sandilands, 2023. "Albert Hirschman, Lauchlin Currie, “Linkages” Theory, and Paul Rosenstein Rodan's “Big Push”1," Research in the History of Economic Thought and Methodology, in: Research in the History of Economic Thought and Methodology: Including a Selection of Papers Presented at the First History of Economics Diversity Cau, volume 41, pages 149-175, Emerald Group Publishing Limited.

2022

  1. Luca Gambetti & Christoph Görtz & Dimitris Korobilis & John D. Tsoukalas & Francesco Zanetti, 2022. "The Effect of News Shocks and Monetary Policy," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 139-164, Emerald Group Publishing Limited.

2013

  1. Luc Bauwens & Dimitris Korobilis, 2013. "Bayesian methods," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 16, pages 363-380, Edward Elgar Publishing.

2010

  1. Filippo Cesarano & Charles Freedman & Charles Goodhart & Robert Leeson & William Robson & Nick Rowe & Roger Sandilands & Robert Young, 2010. "Interview with David Laidler," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 1, pages 1-40, Palgrave Macmillan.
  2. Roger J. Sandilands, 2010. "Hawtreyan ‘Credit Deadlock’ or Keynesian ‘Liquidity Trap’? Lessons for Japan from the Great Depression," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 15, pages 335-371, Palgrave Macmillan.
  3. Warren J. Samuels & Roger Sandilands, 2010. "Monetary Institutions and Monetary Theory: Reflections on the History of Monetary Economics," Palgrave Macmillan Books, in: Robert Leeson (ed.), David Laidler’s Contributions to Economics, chapter 9, pages 157-211, Palgrave Macmillan.

2008

  1. Dimitris Korobilis, 2008. "Forecasting in vector autoregressions with many predictors," Advances in Econometrics, in: Bayesian Econometrics, pages 403-431, Emerald Group Publishing Limited.

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