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Wenhao Li

Personal Details

First Name:Wenhao
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli1737
[This author has chosen not to make the email address public]
https://www.wenhao-li.com/
Terminal Degree:2019 Graduate School of Business; Stanford University (from RePEc Genealogy)

Affiliation

(50%) Marshall School of Business
University of Southern California

Los Angeles, California (United States)
http://www.marshall.usc.edu/
RePEc:edi:sbuscus (more details at EDIRC)

(50%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Wenhao Li & Yiming Ma & Yang Zhao, 2025. "The Passthrough of Treasury Supply to Bank Deposit Funding," NBER Working Papers 34154, National Bureau of Economic Research, Inc.
  2. Wenhao Li & Ye Li, 2025. "Firm Quality Dynamics and the Slippery Slope of Credit Intervention," NBER Working Papers 33796, National Bureau of Economic Research, Inc.
  3. Anna Cieslak & Wenhao Li & Carolin Pflueger, 2024. "Inflation and Treasury Convenience," NBER Working Papers 32881, National Bureau of Economic Research, Inc.
  4. Kristy A.E. Jansen & Wenhao Li & Lukas Schmid, 2024. "Granular Treasury Demand with Arbitrageurs," NBER Working Papers 33243, National Bureau of Economic Research, Inc.
  5. Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu, 2023. "Deep Learning for Solving and Estimating Dynamic Macro-Finance Models," Papers 2305.09783, arXiv.org.
  6. Wenxin Du & Benjamin Hébert & Wenhao Li, 2023. "Understanding the “Inconvenience” of U.S. Treasury Bonds," Liberty Street Economics 20230206, Federal Reserve Bank of New York.
  7. Du, Wenxin & Hebert, Benjamin & Li, Wenhao, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Research Papers 4036, Stanford University, Graduate School of Business.
  8. Krishnamurthy, Arvind & Li, Wenhao, 2021. "The Demand for Money, Near-Money, and Treasury Bonds," Research Papers 3991, Stanford University, Graduate School of Business.
  9. Krishnamurthy, Arvind & Li, Wenhao, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Research Papers 3874, Stanford University, Graduate School of Business.
  10. Li, Wenhao & Li, Ye, 2020. "The Distortionary Effects of Central Bank Direct Lending on Firm Quality Dynamics," Working Paper Series 2020-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

Articles

  1. Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu, 2025. "Deep Learning for Solving and Estimating Dynamic Macro-finance Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3885-3921, June.
  2. Wenhao Li, 2025. "Public Liquidity and Financial Crises," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(2), pages 245-284, April.
  3. Arvind Krishnamurthy & Wenhao Li, 2025. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Journal of Political Economy, University of Chicago Press, vol. 133(3), pages 935-985.
  4. Du, Wenxin & Hébert, Benjamin & Li, Wenhao, 2023. "Intermediary balance sheets and the treasury yield curve," Journal of Financial Economics, Elsevier, vol. 150(3).
  5. Arvind Krishnamurthy & Wenhao Li, 2023. "The Demand for Money, Near-Money, and Treasury Bonds," The Review of Financial Studies, Society for Financial Studies, vol. 36(5), pages 2091-2130.

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.

Working papers

  1. Wenhao Li & Ye Li, 2025. "Firm Quality Dynamics and the Slippery Slope of Credit Intervention," NBER Working Papers 33796, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kai Li, 2025. "Discussion of “Reallocating and Pricing Illiquid Capital: Two Productive Trees”," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 66(5), pages 1909-1911, December.
    2. Yixiao Tan & Dimitrios P. Tsomocos & Xuan Wang, 2025. "Climate change monetary policy and price stability in South Africa," Working Papers 11089, South African Reserve Bank.

  2. Kristy A.E. Jansen & Wenhao Li & Lukas Schmid, 2024. "Granular Treasury Demand with Arbitrageurs," NBER Working Papers 33243, National Bureau of Economic Research, Inc.

    Cited by:

    1. Wang, Zhuo & Liu, Tong & Chen, Mizhou, 2026. "Current stance vs. future guidance: LLM evidence on how PBC communication shapes the yield curve," Economics Letters, Elsevier, vol. 259(C).
    2. Oscar Botero-Ramírez, 2026. "The Role of Investor Composition in Sovereign Bond Pricing: Evidence from an Emerging Market," IHEID Working Papers 02-2026, Economics Section, The Graduate Institute of International Studies.
    3. Abhik Bhatt & Anthony M. Diercks & Benjamin Eyal & Arsenios Skaperdas, 2026. "The Causal Effect of Debt on Interest Rates," Finance and Economics Discussion Series 2026-031, Board of Governors of the Federal Reserve System (U.S.).
    4. Zhu, Yuanfang & Jiang, Meilan & Morikawa, Takayuki & Yamamoto, Toshiyuki & Zhao, Zhijian & Sato, Hitomi & Ogai, Yusaku & Nakashita, Misaki & Matsuzoe, Shizuko & Ueki, Miwa, 2026. "Exploring preferences for demand-responsive transport in rural Japan: An integrated probabilistic choice set and latent variable approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 206(C).
    5. Egemen Eren & Denis Gorea & Daojing Zhai, 2025. "How do quantitative easing and tightening affect firms?," BIS Working Papers 1286, Bank for International Settlements.

  3. Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu, 2023. "Deep Learning for Solving and Estimating Dynamic Macro-Finance Models," Papers 2305.09783, arXiv.org.

    Cited by:

    1. Hoang Vu & Tomoyuki Ichiba, 2025. "Heterogenous Macro-Finance Model: A Mean-field Game Approach," Papers 2502.10666, arXiv.org.
    2. Jiang, Zhongyi & Zhu, Min & Lu, Lu, 2024. "Fourier-MIONet: Fourier-enhanced multiple-input neural operators for multiphase modeling of geological carbon sequestration," Reliability Engineering and System Safety, Elsevier, vol. 251(C).

  4. Du, Wenxin & Hebert, Benjamin & Li, Wenhao, 2022. "Intermediary Balance Sheets and the Treasury Yield Curve," Research Papers 4036, Stanford University, Graduate School of Business.

    Cited by:

    1. Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2024. "The Term Structure of Covered Interest Rate Parity Violations," Journal of Finance, American Finance Association, vol. 79(3), pages 2077-2114, June.
    2. Jonas Becker & Maik Schmeling & Andreas Schrimpf, 2024. "Global Bank Lending and Exchange Rates," BIS Working Papers 1161, Bank for International Settlements.
    3. Darrell Duffie & Michael J. Fleming & Frank M. Keane & Claire Nelson & Or Shachar & Peter Van Tassel, 2023. "Dealer Capacity and U.S. Treasury Market Functionality," Staff Reports 1070, Federal Reserve Bank of New York.
    4. d'Avernas, Adrien & Vandeweyer, Quentin & Petersen, Damon, 2025. "The central bank’s balance sheet and treasury market disruptions," Working Paper Series 3066, European Central Bank.
    5. Bryan Hardy & Sonya Zhu, 2023. "Covid, central banks and the bank-sovereign nexus," BIS Quarterly Review, Bank for International Settlements, March.
    6. Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022. "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
    7. Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri, 2024. "Demand-and-supply imbalance risk and long-term swap spreads," Journal of Financial Economics, Elsevier, vol. 154(C).
    8. David O. Lucca & Jonathan H. Wright, 2024. "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, vol. 79(2), pages 1055-1085, April.
    9. Thomas M. Eisenbach & Gregory Phelan, 2023. "Fragility of Safe Assets," Working Papers 23-02, Office of Financial Research, US Department of the Treasury.
    10. Huber, Amy Wang, 2023. "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, vol. 149(2), pages 235-259.
    11. Kevin Pallara & Marcello Pericoli & Pietro Tommasino, 2025. "Issuing European safe assets: how to get the most out of Eurobonds?," Questioni di Economia e Finanza (Occasional Papers) 937, Bank of Italy, Economic Research and International Relations Area.
    12. Daniel Barth & R. Jay Kahn & Phillip J. Monin & Oleg Sokolinskiy, 2024. "Reaching for Duration and Leverage in the Treasury Market," Finance and Economics Discussion Series 2024-039, Board of Governors of the Federal Reserve System (U.S.).
    13. Matthias Fleckenstein & Francis A. Longstaff, 2024. "Treasury Richness," Journal of Finance, American Finance Association, vol. 79(4), pages 2797-2844, August.
    14. Alexiou, Georgios Angelis & Pereira, Sofia M. & Rodrigues-Gomes, Victor, 2025. "Repo collateral reuse and liquidity windfalls," Working Paper Series 3147, European Central Bank.
    15. Hartley, Jonathan S. & Jermann, Urban J., 2024. "The pricing of U.S. Treasury floating rate notes," Journal of Financial Economics, Elsevier, vol. 155(C).
    16. Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2025. "Constrained liquidity provision in currency markets," Journal of Financial Economics, Elsevier, vol. 167(C).
    17. Fleming, Michael & Nguyen, Giang & Rosenberg, Joshua, 2024. "How do Treasury dealers manage their positions?," Journal of Financial Economics, Elsevier, vol. 158(C).
    18. Lou, Dong & Pinter, Gabor & Üslü, Semih & Walker, Danny, 2025. "Yield drifts when issuance comes before macro news," Journal of Financial Economics, Elsevier, vol. 165(C).
    19. D’Amico, Stefania & Klausmann, Johannes & Pancost, N. Aaron, 2026. "The benchmark greenium," Journal of Financial Economics, Elsevier, vol. 176(C).
    20. Adrien d’Avernas & Baiyang Han & Quentin Vandeweyer, 2025. "Intraday Liquidity and Money Market Dislocations," Management Science, INFORMS, vol. 71(12), pages 10740-10752, December.
    21. Du, Wenxin & Keerati, Ritt & Schreger, Jesse, 2025. "Decoupling Dollar and Treasury Privilege," SocArXiv 7u9kn_v1, Center for Open Science.
    22. Ragnar Juelsrud & Plamen Nenov & Fabienne Schneider & Olav Syrstad, 2025. "Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns," Staff Working Papers 25-34, Bank of Canada.
    23. Ahmed, Rashad & Rebucci, Alessandro, 2024. "Dollar reserves and U.S. yields: Identifying the price impact of official flows," Journal of International Economics, Elsevier, vol. 152(C).
    24. Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023. "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series 395, Leibniz Institute for Financial Research SAFE.
    25. Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2024. "The U.S. Public Debt Valuation Puzzle," Econometrica, Econometric Society, vol. 92(4), pages 1309-1347, July.
    26. Wenxin Du & Ritt Keerati & Jesse Schreger, 2025. "Decoupling Dollar and Treasury Privilege," International Finance Discussion Papers 1427, Board of Governors of the Federal Reserve System (U.S.).

  5. Krishnamurthy, Arvind & Li, Wenhao, 2021. "The Demand for Money, Near-Money, and Treasury Bonds," Research Papers 3991, Stanford University, Graduate School of Business.

    Cited by:

    1. Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas, 2025. "Growth of non-bank financial intermediaries, financial stability, and monetary policy," SAFE Working Paper Series 458, Leibniz Institute for Financial Research SAFE.
    2. Pelizzon, Loriana & Mattiello, Riccardo & Schlegel, Jonas, 2025. "Growth of non-bank financial intermediaries, financial stability, and monetary policy: Prepared for the ECB Forum," SAFE White Paper Series 114, Leibniz Institute for Financial Research SAFE.
    3. Zefeng Chen & Zhengyang Jiang, 2025. "The Liquidity Premium of Digital Payment Vehicle," Management Science, INFORMS, vol. 71(7), pages 5605-5624, July.
    4. Lucas Herrenbrueck, Zijian Wang, 2023. "Interest Rates, Moneyness, and the Fisher Equation," Discussion Papers dp23-11, Department of Economics, Simon Fraser University.
    5. Du, Wenxin & Hébert, Benjamin & Li, Wenhao, 2023. "Intermediary balance sheets and the treasury yield curve," Journal of Financial Economics, Elsevier, vol. 150(3).
    6. Marieh Azizirad, 2022. "Fisher vs Keynes: Does an Interest Rate Hike Cause Inflation to Increase or Decrease?," Discussion Papers dp22-08, Department of Economics, Simon Fraser University.
    7. Sundaresan, Suresh & Xiao, Kairong, 2024. "Liquidity regulation and banks: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 151(C).
    8. Jonathan Witmer, 2025. "The Optimum Quantity of Central Bank Reserves," Staff Working Papers 25-15, Bank of Canada.
    9. Li, Kai & Xu, Chenjie, 2024. "Intermediary-based equity term structure," Journal of Financial Economics, Elsevier, vol. 157(C).
    10. Laséen, Stefan, 2023. "Central bank asset purchases: Insights from quantitative easing auctions of government bonds," Working Paper Series 419, Sveriges Riksbank (Central Bank of Sweden).
    11. Giovanardi, Francesco & Kaldorf, Matthias, 2026. "Climate change and the macroeconomics of bank capital regulation," Journal of Monetary Economics, Elsevier, vol. 159(C).
    12. Ragnar Juelsrud & Plamen Nenov & Fabienne Schneider & Olav Syrstad, 2025. "Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns," Staff Working Papers 25-34, Bank of Canada.

  6. Krishnamurthy, Arvind & Li, Wenhao, 2020. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Research Papers 3874, Stanford University, Graduate School of Business.

    Cited by:

    1. Jappelli, Ruggero & Pelizzon, Loriana & Plazzi, Alberto, 2021. "The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times," SAFE Working Paper Series 331, Leibniz Institute for Financial Research SAFE.
    2. Gomes, João F. & Grotteria, Marco & Wachter, Jessica A., 2023. "Foreseen risks," Journal of Economic Theory, Elsevier, vol. 212(C).
    3. Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022. "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, vol. 51(C).
    4. Camous, Antoine & Van der Ghote, Alejandro, 2022. "Financial cycles under diagnostic beliefs," Working Paper Series 2659, European Central Bank.
    5. Dávila, Eduardo & Walther, Ansgar, 2021. "Prudential policy with distorted beliefs," ESRB Working Paper Series 130, European Systemic Risk Board.
    6. Macaulay, Alistair & Song, Wenting, 2022. "Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media," MPRA Paper 113620, University Library of Munich, Germany.
    7. Chen, Binxia & Jiang, Yuanying & Zhou, Donghai, 2025. "Risk contagion network and characteristic measurement among international financial markets," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
    8. Robin Greenwood & Samuel G. Hanson & Andrei Shleifer & Jakob Ahm Sørensen, 2022. "Predictable Financial Crises," Journal of Finance, American Finance Association, vol. 77(2), pages 863-921, April.
    9. Mikhail Stolbov & Maria Shchepeleva, 2026. "Measuring global financial stress: is there any role for large language models?," Annals of Finance, Springer, vol. 22(1), pages 1-22, June.
    10. Paymon Khorrami & Fernando Mendo, 2021. "Rational Sentiments and Financial Frictions," Working Papers Central Bank of Chile 928, Central Bank of Chile.
    11. Andrea Ajello & Nina Boyarchenko & François Gourio & Andrea Tambalotti, 2022. "Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms," Staff Reports 1002, Federal Reserve Bank of New York.
    12. James Cloyne & Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2025. "Asset Prices and Credit with Diagnostic Expectations," Working Paper Series 2025-15, Federal Reserve Bank of San Francisco.
    13. Liu, Xuewen & Wang, Pengfei & Yang, Zhongchao, 2024. "Delayed crises and slow recoveries," Journal of Financial Economics, Elsevier, vol. 152(C).
    14. Zhang, Jinhua & Yu, Jiaqi & Ma, Shixuan & Li, Jun & Zhu, Zhe, 2025. "Green finance and agricultural climate resilience: Evidence from China," Research in International Business and Finance, Elsevier, vol. 78(C).
    15. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, 2022. "Overreaction and Diagnostic Expectations in Macroeconomics," Journal of Economic Perspectives, American Economic Association, vol. 36(3), pages 223-244, Summer.
    16. Sockin, Michael, 2025. "Informational frictions in funding and credit markets," Journal of Economic Theory, Elsevier, vol. 230(C).
    17. Ulrich Roschitsch & Hannes Twieling, 2025. "United in Booms, Divided in Busts: Regional House Price Cycles and Monetary Policy," Staff Working Papers 25-36, Bank of Canada.
    18. Benjamin Moll, 2025. "The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics," Papers 2508.20571, arXiv.org.
    19. Braun, Matías & Marcet, Francisco & Raddatz, Claudio, 2024. "The good, the bad, and the not-so-ugly of credit booms?: capital allocation and financial constraints," Journal of Banking & Finance, Elsevier, vol. 161(C).
    20. Michael T. Kiley & Frederic S. Mishkin, 2024. "Central Banking Post Crises," Finance and Economics Discussion Series 2024-035, Board of Governors of the Federal Reserve System (U.S.).
    21. Antoine Camous & Alejandro Van der Ghote, 2025. "Evaluating the Financial Instability Hypothesis: a Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations," Working papers 1009, Banque de France.
    22. Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu, 2025. "Deep Learning for Solving and Estimating Dynamic Macro-finance Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3885-3921, June.
    23. Bank for International Settlements, 2022. "Private sector debt and financial stability," CGFS Papers, Bank for International Settlements, number 67.

  7. Li, Wenhao & Li, Ye, 2020. "The Distortionary Effects of Central Bank Direct Lending on Firm Quality Dynamics," Working Paper Series 2020-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

    Cited by:

    1. Archanskaia, Elizaveta & Canton, Erik & Hobza, Alexandr & Nikolov, Plamen & Simons, Wouter, 2023. "The asymmetric impact of COVID-19: A novel approach to quantifying financial distress across industries," European Economic Review, Elsevier, vol. 158(C).

Articles

  1. Benjamin Fan & Edward Qiao & Anran Jiao & Zhouzhou Gu & Wenhao Li & Lu Lu, 2025. "Deep Learning for Solving and Estimating Dynamic Macro-finance Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3885-3921, June.
    See citations under working paper version above.
  2. Wenhao Li, 2025. "Public Liquidity and Financial Crises," American Economic Journal: Macroeconomics, American Economic Association, vol. 17(2), pages 245-284, April.

    Cited by:

    1. Reed, Mark S. & McCarthy, Julia M. & Jensen, Eric A. & Everett, Rosie & Rudman, Hannah, 2025. "Governing high-integrity markets for ecosystem services," Ecosystem Services, Elsevier, vol. 75(C).

  3. Arvind Krishnamurthy & Wenhao Li, 2025. "Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment," Journal of Political Economy, University of Chicago Press, vol. 133(3), pages 935-985.
    See citations under working paper version above.
  4. Du, Wenxin & Hébert, Benjamin & Li, Wenhao, 2023. "Intermediary balance sheets and the treasury yield curve," Journal of Financial Economics, Elsevier, vol. 150(3).
    See citations under working paper version above.
  5. Arvind Krishnamurthy & Wenhao Li, 2023. "The Demand for Money, Near-Money, and Treasury Bonds," The Review of Financial Studies, Society for Financial Studies, vol. 36(5), pages 2091-2130.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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-MON: Monetary Economics (6) 2021-02-08 2021-02-15 2021-12-13 2022-07-11 2024-09-16 2025-09-08. Author is listed
  2. NEP-FMK: Financial Markets (5) 2022-08-08 2022-08-15 2022-09-12 2023-03-13 2025-09-08. Author is listed
  3. NEP-CBA: Central Banking (4) 2021-02-08 2021-12-13 2022-07-11 2025-09-08. Author is listed
  4. NEP-FDG: Financial Development and Growth (4) 2020-05-25 2021-02-08 2021-02-15 2025-07-14. Author is listed
  5. NEP-ACC: Accounting and Auditing (3) 2022-08-08 2022-08-15 2022-09-12
  6. NEP-MAC: Macroeconomics (3) 2021-02-08 2021-12-13 2022-07-11
  7. NEP-BAN: Banking (2) 2020-05-25 2022-07-11
  8. NEP-IFN: International Finance (2) 2021-02-15 2022-08-08
  9. NEP-PAY: Payment Systems and Financial Technology (2) 2021-12-13 2022-07-11
  10. NEP-BEC: Business Economics (1) 2025-07-14
  11. NEP-BIG: Big Data (1) 2023-06-26
  12. NEP-CMP: Computational Economics (1) 2023-06-26
  13. NEP-DGE: Dynamic General Equilibrium (1) 2021-02-15
  14. NEP-ECM: Econometrics (1) 2023-06-26

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