Paul Ho

Personal Details

First Name:	Paul
Middle Name:
Last Name:	Ho
Suffix:
RePEc Short-ID:	pho801
	[This author has chosen not to make the email address public]
	http://paulho.org
Terminal Degree:	2019 Department of Economics; Princeton University (from RePEc Genealogy)

Affiliation

Federal Reserve Bank of Richmond

Richmond, Virginia (United States)
http://www.richmondfed.org/
RePEc:edi:frbrius (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:

1. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
   • Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.

   Mentioned in:

   1. > Economics of Welfare > Health Economics > Economics of Pandemics > Specific pandemics > Covid-19 > Modelling > Statistical Modelling

Working papers

1. Valentin Haddad & Paul Ho & Erik Loualiche, 2020. "Bubbles and the Value of Innovation," Working Paper 20-08, Federal Reserve Bank of Richmond.
   • Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022. "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, vol. 145(1), pages 69-84.
   • Valentin Haddad & Paul Ho & Erik Loualiche, 2022. "Bubbles and the Value of Innovation," NBER Working Papers 29917, National Bureau of Economic Research, Inc.

   Cited by:

   1. Dávila, Eduardo & Walther, Ansgar, 2021. "Prudential policy with distorted beliefs," ESRB Working Paper Series 130, European Systemic Risk Board.
      • Eduardo Dávila & Ansgar Walther, 2023. "Prudential Policy with Distorted Beliefs," American Economic Review, American Economic Association, vol. 113(7), pages 1967-2006, July.
      • Eduardo Dávila & Ansgar Walther, 2021. "Prudential Policy with Distorted Beliefs," NBER Working Papers 28879, National Bureau of Economic Research, Inc.
      • Eduardo Dávila & Ansgar Walther, 2022. "Prudential Policy with Distorted Beliefs," Cowles Foundation Discussion Papers 2336, Cowles Foundation for Research in Economics, Yale University.
      • Walther, Ansgar & Dávila, Eduardo, 2021. "Prudential Policy with Distorted Beliefs," CEPR Discussion Papers 16197, C.E.P.R. Discussion Papers.
   2. ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
   3. Hiroatsu Tanaka, 2022. "Equilibrium Yield Curves with Imperfect Information," Finance and Economics Discussion Series 2022-086, Board of Governors of the Federal Reserve System (U.S.).

2. Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
   • Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
   • Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.

   Cited by:

   1. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
   2. Raffaella Giacomini & Toru Kitagawa & Alessio Volpicella, 2022. "Uncertain identification," Quantitative Economics, Econometric Society, vol. 13(1), pages 95-123, January.
   3. Pietro Emilio Spini, 2021. "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers 2112.09259, arXiv.org.

3. Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
   • Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).

   Cited by:

   1. Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
      • Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
      • Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.

4. Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
   • Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.

   Cited by:

   1. Mitman, Kurt & Hanley, Douglas & Bognanni, Mark & Kolliner, Daniel, 2020. "Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model," CEPR Discussion Papers 15310, C.E.P.R. Discussion Papers.
      • Bognanni, Mark & Hanley, Doug & Kolliner, Daniel & Mitman, Kurt, 2020. "Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model," IZA Discussion Papers 13797, Institute of Labor Economics (IZA).
      • Mark Bognanni & Douglas Hanley & Daniel Kolliner & Kurt Mitman, 2020. "Economics and Epidemics: Evidence from an Estimated Spatial Econ-SIR Model," Finance and Economics Discussion Series 2020-091, Board of Governors of the Federal Reserve System (U.S.).
   2. Zubarev, Andrei & Kirillova, Maria, 2022. "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 65, pages 117-138.
   3. Paul Ho, 2021. "Forecasting in the Absence of Precedent," Working Paper 21-10, Federal Reserve Bank of Richmond.

5. Anmol Bhandari & Jaroslav Borovicka & Paul Ho, 2019. "Survey Data and Subjective Beliefs in Business Cycle Models," Working Paper 19-14, Federal Reserve Bank of Richmond.

   Cited by:

   1. Karantounias, Anastasios G., 2023. "Doubts about the model and optimal policy," Journal of Economic Theory, Elsevier, vol. 210(C).
      • Anastasios G. Karantounias, 2020. "Doubts about the Model and Optimal Policy," FRB Atlanta Working Paper 2020-12, Federal Reserve Bank of Atlanta.
      • Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," School of Economics Discussion Papers 0423, School of Economics, University of Surrey.
      • Anastasios G. Karantounias, 2023. "Doubts about the model and optimal policy," Discussion Papers 2312, Centre for Macroeconomics (CFM).
   2. Saki Bigio & Eduardo Zilberman, 2020. "Speculation-driven Business Cycles," Working Papers 161, Peruvian Economic Association.
      • Saki Bigio & Eduardo Zilberman, 2020. "Speculation-Driven Business Cycles," Working Papers Central Bank of Chile 865, Central Bank of Chile.
   3. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
      • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
      • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
      • Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
      • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
      • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo.
      • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
   4. Bassanin, Marzio & Faia, Ester & Patella, Valeria, 2021. "Ambiguity attitudes and the leverage cycle," Journal of International Economics, Elsevier, vol. 129(C).
   5. George-Marios Angeletos & Zhen Huo & Karthik A. Sastry, 2020. "Imperfect Macroeconomic Expectations: Evidence and Theory," NBER Working Papers 27308, National Bureau of Economic Research, Inc.
      • George-Marios Angeletos & Zhen Huo & Karthik A. Sastry, 2020. "Imperfect Macroeconomic Expectations: Evidence and Theory," NBER Chapters, in: NBER Macroeconomics Annual 2020, volume 35, pages 1-86, National Bureau of Economic Research, Inc.
      • George-Marios Angeletos & Zhen Huo & Karthik A. Sastry, 2021. "Imperfect Macroeconomic Expectations: Evidence and Theory," NBER Macroeconomics Annual, University of Chicago Press, vol. 35(1), pages 1-86.
   6. Tao Wang, 2023. "Perceived versus Calibrated Income Risks in Heterogeneous-Agent Consumption Models," Staff Working Papers 23-59, Bank of Canada.
   7. Hassan Afrouzi & Laura Veldkamp, 2019. "Biased Inflation Forecasts," 2019 Meeting Papers 894, Society for Economic Dynamics.
   8. Ambrocio, Gene, 2020. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2020, Bank of Finland.
      • Ambrocio, Gene, 2022. "Inflationary household uncertainty shocks," Bank of Finland Research Discussion Papers 5/2022, Bank of Finland.
   9. Ambrocio, Gene, 2020. "European household and business expectations during COVID-19: Towards a v-shaped recovery in confidence?," BoF Economics Review 6/2020, Bank of Finland.
   10. George-Marios Angeletos, 2023. "Comment on "Long Term Expectations and Aggregate Fluctuations" 2," NBER Chapters, in: NBER Macroeconomics Annual 2023, volume 38, National Bureau of Economic Research, Inc.
   11. Harmenberg, Karl & Öberg, Erik, 2021. "Consumption dynamics under time-varying unemployment risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 350-365.
       • Harmenberg, Karl & Ôberg, Erik, 2019. "Consumption Dynamics under Time-Varying Unemployment Risk," Working Papers 8-2019, Copenhagen Business School, Department of Economics.
   12. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
   13. Francesco Carbonero & Jeremy Davies & Ekkehard Ernst & Sayantan Ghosal & Leaza McSorley, 2021. "Anxiety, Expectations Stabilization and Intertemporal Markets: Theory, Evidence and Policy," Working Papers 2021_12, Business School - Economics, University of Glasgow.
   14. Vedolin, Andrea & Maenhout, Pascal & Xing, Hao, 2020. "Generalized Robustness and Dynamic Pessimism," CEPR Discussion Papers 14592, C.E.P.R. Discussion Papers.
   15. Szőke, Bálint, 2022. "Estimating robustness," Journal of Economic Theory, Elsevier, vol. 199(C).
   16. Sonan Memon, 2023. "Expectation Shocks and Business Cycles," PIDE-Working Papers 2023:2, Pakistan Institute of Development Economics.
   17. Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
   18. Wang, Hailong & Hu, Duni, 2022. "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
   19. Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022. "Belief Distortions and Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 112(7), pages 2269-2315, July.
       • Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2020. "Belief Distortions and Macroeconomic Fluctuations," NBER Working Papers 27406, National Bureau of Economic Research, Inc.
       • Bianchi, Francesco & Ludvigson, Sydney & Ma, Sai, 2020. "Belief Distortions and Macroeconomic Fluctuations," CEPR Discussion Papers 15003, C.E.P.R. Discussion Papers.

6. Anmol Bhandari & Jaroslav Borovička & Paul Ho, 2016. "Identifying Ambiguity Shocks in Business Cycle Models Using Survey Data," NBER Working Papers 22225, National Bureau of Economic Research, Inc.
   • Jaroslav Borovicka, 2016. "Identifying ambiguity shocks in business cycle models using survey data," 2016 Meeting Papers 1615, Society for Economic Dynamics.

   Cited by:

   1. Schlafmann, Kathrin & rozsypal, filip, 2017. "Overpersistence Bias in Individual Income Expectations and its Aggregate Implications," CEPR Discussion Papers 12028, C.E.P.R. Discussion Papers.
      • Filip Rozsypal & Kathrin Schlafmann, 2023. "Overpersistence Bias in Individual Income Expectations and Its Aggregate Implications," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(4), pages 331-371, October.
   2. George-Marios Angeletos, 2018. "Frictional Coordination," Journal of the European Economic Association, European Economic Association, vol. 16(3), pages 563-603.
      • George-Marios Angeletos, 2017. "Frictional Coordination," NBER Working Papers 24178, National Bureau of Economic Research, Inc.
   3. Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
      • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
      • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
      • Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
      • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021. "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 723-740.
      • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo.
      • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
   4. Sreyoshi Das & Camelia M. Kuhnen & Stefan Nagel, 2017. "Socioeconomic Status and Macroeconomic Expectations," NBER Working Papers 24045, National Bureau of Economic Research, Inc.
      • Nagel, Stefan & Kuhnen, Camelia & Das, Sreyoshi, 2017. "Socioeconomic Status and Macroeconomic Expectations," CEPR Discussion Papers 12464, C.E.P.R. Discussion Papers.
      • Sreyoshi Das & Camelia M Kuhnen & Stefan Nagel, 2020. "Socioeconomic Status and Macroeconomic Expectations," The Review of Financial Studies, Society for Financial Studies, vol. 33(1), pages 395-432.
   5. Luo, Yulei & Nie, Jun & Young, Eric, 2017. "Robustness, Low Risk-Free Rates, and Consumption Volatility in General Equilibrium," MPRA Paper 80046, University Library of Munich, Germany.
   6. Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
   7. Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
      • Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
      • Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "Ambiguous business cycles: a quantitative assessment," Post-Print hal-03039262, HAL.
   8. Borovicka, J. & Hansen, L.P., 2016. "Term Structure of Uncertainty in the Macroeconomy," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 1641-1696, Elsevier.
      • Jaroslav Borovička & Lars Peter Hansen, 2016. "Term Structure of Uncertainty in the Macroeconomy," NBER Working Papers 22364, National Bureau of Economic Research, Inc.
   9. Paciello, Luigi & Michelacci, Claudio, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," CEPR Discussion Papers 14557, C.E.P.R. Discussion Papers.
      • Claudio Michelacci & Luigi Paciello, 2020. "Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households," EIEF Working Papers Series 2006, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2020.
   10. Lars Peter Hansen, 2017. "Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 479-489, National Bureau of Economic Research, Inc.
   11. Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021. "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia 1184, Banco de la Republica de Colombia.
   12. Marta Cota, 2023. "Extrapolative Income Expectations and Retirement Savings," CERGE-EI Working Papers wp751, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
   13. Rupal Kamdar, 2019. "The Inattentive Consumer: Sentiment and Expectations," 2019 Meeting Papers 647, Society for Economic Dynamics.
   14. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
   15. Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"," Online Appendices 19-269, Review of Economic Dynamics.
       • Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.

Articles

1. Ho, Paul, 2024. "Estimating the effects of demographics on interest rates: A robust Bayesian perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 158(C).
   • Paul Ho, 2020. "Estimating the Effects of Demographics on Interest Rates: A Robust Bayesian Perspective," Working Paper 20-14, Federal Reserve Bank of Richmond.
   See citations under working paper version above.
2. Ho, Paul, 2023. "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, vol. 235(2), pages 608-642.
   • Paul Ho, 2020. "Global Robust Bayesian Analysis in Large Models," Working Paper 20-07, Federal Reserve Bank of Richmond.
   • Paul Ho, 2019. "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers 390, Society for Economic Dynamics.
   See citations under working paper version above.
3. Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.
   • Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
   See citations under working paper version above.
4. Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022. "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, vol. 145(1), pages 69-84.
   • Valentin Haddad & Paul Ho & Erik Loualiche, 2020. "Bubbles and the Value of Innovation," Working Paper 20-08, Federal Reserve Bank of Richmond.
   • Valentin Haddad & Paul Ho & Erik Loualiche, 2022. "Bubbles and the Value of Innovation," NBER Working Papers 29917, National Bureau of Economic Research, Inc.
   See citations under working paper version above.
5. Paul Ho, 2021. "How Macroeconomic Forecasters Adjusted During the COVID-19 Pandemic," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(19), June.

   Cited by:

   1. John O’Trakoun, 2022. "Business forecasting during the pandemic," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(3), pages 95-110, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-DGE: Dynamic General Equilibrium (4) 2018-09-03 2021-01-18 2021-02-08 2023-05-22. Author is listed
2. NEP-ECM: Econometrics (3) 2019-10-14 2021-01-18 2023-05-22. Author is listed
3. NEP-ETS: Econometric Time Series (3) 2019-10-14 2021-01-18 2023-05-22. Author is listed
4. NEP-MAC: Macroeconomics (3) 2016-05-21 2019-11-11 2021-08-30. Author is listed
5. NEP-FDG: Financial Development and Growth (2) 2021-01-18 2022-05-23
6. NEP-INO: Innovation (2) 2021-01-18 2022-05-23
7. NEP-ORE: Operations Research (2) 2019-11-11 2021-01-18
8. NEP-BEC: Business Economics (1) 2018-09-03
9. NEP-CBA: Central Banking (1) 2021-02-08
10. NEP-CMP: Computational Economics (1) 2021-01-18
11. NEP-CWA: Central and Western Asia (1) 2021-08-30
12. NEP-FOR: Forecasting (1) 2021-08-30
13. NEP-INT: International Trade (1) 2023-05-22
14. NEP-ISF: Islamic Finance (1) 2021-08-30
15. NEP-LAB: Labour Economics (1) 2016-05-21
16. NEP-MON: Monetary Economics (1) 2023-05-22
17. NEP-OPM: Open Economy Macroeconomics (1) 2023-05-22
18. NEP-UPT: Utility Models and Prospect Theory (1) 2016-05-21

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