| Shen, S., Zhang, Z., and Zivot, E. (2024) "Leverage Corrections to Price Discovery Measures with an Application to Leveraged Exchange-Traded Funds," Working Paper, Department of Economics, University of Washington. |
Publications, Working Papers |
Applied Econometrics, Econometrics, Financial Economics, Time Series |
| Shen, S., Zhang, Y., and Zivot, E. (2024). "Improving Information Leadership Share for Measuring Price Discovery". Working Paper, Department of Economics, University of Washington. |
Publications, Working Papers |
Applied Econometrics, Financial Economics, Time Series |
| Shen, S., and Zivot, E. (2024). In Defense of Information Leadership Share: A Response to Shrestha and Lee (2023), Working Paper, Department of Economics, University of Washington. |
Publications, Working Papers |
Applied Econometrics, Financial Economics, Time Series |
| Shen, S., Sultan, S.G., and Zivot, E., "Price Discovery Share: An Order Invariant Measure of Price Discovery", Finance Research Letters Volume 67, Part A, September 2024 |
Publications, Articles |
Applied Econometrics, Financial Economics, Time Series |
| Migrants, Information, and Working Conditions in Bangladeshi Garment Factories |
Publications, Articles |
Development Economics |
| S. Lim, M. Morshed, and S.J. Turnovsky (2023). Endogenous labor migration and remittances: Macroeconomic and welfare consequences, Journal of Development Economics 163, 103110. |
Publications, Articles |
Development Economics, Macroeconomics |
| Graduation Programs Targeting Women: Evidence from the Democratic Republic of Congo |
Publications |
Development Economics |
| The Effects of International Scrutiny on Manufacturing Workers: Evidence from the Rana Plaza collapse in Bangladesh |
Publications, Articles |
Development Economics |
| Y. Gokan and S.J. Turnovsky, Government spoending, debt management, and wealth and income inequality in a growing monetary economy, Journal of Money, Credit, and Banking (forthcoming). |
Publications, Articles |
Macroeconomics |
| Yingyao Hu, Yuya Sasaki, Yi Xin, "Dynamic Discrete Choice Models with Incomplete Data: Sharp Identification", Journal of Econometrics, 2023. |
Publications, Articles |
Econometrics |
| Griffith, Alan. 2023. "When a Dollar is More than a Dollar: Evidence from two multiple matching campaign finance reforms." Working Paper. |
Publications, Working Papers |
Economics, Political Economy |
| Griffith, Alan, and Jungyoun Kim. 2023. "The Impact of Missing Links on Linear Reduced-form Network-Based Peer Effects Estimates.” Working Paper. |
Publications, Working Papers |
Econometrics, Social Networks |
| Cantet, Natalia, Clara Delavallade, Alan Griffith, Zhe Liu, and Rebecca Thornton. 2023. "The Effects of Increasing Community Participation on School Management Outcomes: Evidence from India." Working Paper. |
Publications, Working Papers |
Development Economics |
| Griffith, Alan, and Sida Peng. 2023. "Identification of Network Structure in the Presence of Latent, Unobserved Factors: A New Result using Turán’s Theorem." Working Paper. |
Publications, Working Papers |
Econometrics, Social Networks |
| Greaney, Brian, and Conor Walsh. "Demand, growth, and deleveraging." Review of Economic Dynamics (2023). |
Publications |
Economics |
| Jorge Andres Rivero (2023). Unobserved Grouped Heteroskedasticity and Fixed Effects. |
Publications, Working Papers |
Applied Econometrics, Econometrics, Labor Economics, Machine Learning, Political Economy |
| F. Carneiro, S.J. Turnovsky, and O. Tourinho (2022) Economic growth and inequality tradeoffs under progressive taxation, Journal of Economic Dynamics and Control 143, Article 104513 |
Publications, Articles |
Economics, Macroeconomics |
| Griffith, Alan. 2022. "Name Your Friends but Only Five? The Importance of Censoring in Peer Effects Estimates using Social Network Data.” Journal of Labor Economics 40(4): 779-805. |
Publications, Articles |
Econometrics, Labor Economics |
| Griffith, Alan, and Thomas Noonen. 2022. “The Effects of Public Campaign Funding: Evidence from Seattle’s Democracy Voucher Program.” Journal of Public Economics 211:104666. |
Publications, Articles |
Economics, Political Economy |
| Griffith, Alan. 2022. "A Continuous Model of Strong and Weak Ties." 2022. Journal of Public Economic Theory 24(6): 1519-1563. |
Publications, Articles |
Economics, Microeconomic Theory |
| Griffith, Alan. 2022. "Random Assignment with Non-Random Peers: A Structural Approach to Counterfactual Treatment Assessment." Review of Economics and Statistics, Forthcoming. |
Publications, Articles |
Economics |
| Zivot, E., Introduction to Computational Finance and Financial Econometrics with R, CRC Press, forthcoming. |
Publications, Books |
Applied Econometrics, Financial Economics, Software, Time Series |
| Fan, Y., Henry, M., Pass, B., & Rivero, J. A. (2022). Lorenz map, inequality ordering and curves based on multidimensional rearrangements. arXiv preprint arXiv:2203.09000. https://arxiv.org/abs/2203.09000 |
Publications, Working Papers |
Applied Econometrics, Microeconomic Theory, Political Economy, Statistics |
| Jorge Andres Rivero, Pierluigi Vellucci, A solution for the greedy approximation of a step function with a waveform dictionary, Communications in Nonlinear Science and Numerical Simulation, 2022, 106890, ISSN 1007-5704, https://doi.org/10.1016/j.cnsns.2022.106890 [doi.org] |
Publications, Articles |
Econometrics |
| Fan, Y., X. Shi, and J. Tao (2022), "Partial Identification and Inference in Moment Models with Incomplete Data,” Forthcoming at Journal of Econometrics. |
Publications, Articles |
Econometrics |
