| 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 |
| 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 |
| Jorge Andres Rivero (2023). Unobserved Grouped Heteroskedasticity and Fixed Effects. |
Publications, Working Papers |
Applied Econometrics, Econometrics, Labor Economics, Machine Learning, Political Economy |
| 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 |
| “Price Discovery Share-An Order Invariant Measure of Price Discovery with Application to Exchange-Traded Funds,” with Sayed Galib Sultan. Working Paper, February 2015, updated August 2020. |
Publications, Working Papers |
Applied Econometrics, Econometrics, Financial Economics, Time Series |
| S.J. Turnovsky and J. Rojas-Vallejos,(2018)The Distributional Consequences of Trade Liberalization: Consumption Tariff versus Investment Tariff Reduction, Journal of Development Economics, 134, 292-415. |
Publications, Working Papers |
Development Economics, International Studies, International Trade |
| On the Role of Small Models in Macrodynamics -update of JEDC paper 2011 |
Publications, Working Papers |
Economic History, Macroeconomics |
| “Estimating the Dynamics of Price Discovery,” with Bingchen Yan. Working Paper, January 2010. |
Publications, Working Papers |
Econometrics, Exchange Rates, Financial Economics, International Finance, Time Series |
| Kim, Chang-Jin, and Chris Murray. "Permanent and Transitory Nature of Recessions." Discussion Papers in Economics at the University of Washington (1999-05): n. pag. Print. |
Publications, Working Papers |
Economics |
| Shi, N. (2024). Homophily in Global Trade.
https://www.researchsquare.com/article/rs-3898971/v1
https://www.researchgate.net/publication/380090449_Homophily_in_Global_Trade |
Publications, Working Papers |
International Trade |
| Griffith, Alan, Jonas Hjort, and Yue Yu. 2023. "Local or Imported? Input Sourcing in Lopsided Low-Income Economies." Working Paper. |
Publications, Working Papers |
International Trade |
| Delavallade, Clara, Alan Griffith, and Rebecca Thornton. 2016. "Network Partitioning and Social Exclusion under Different Selection Regimes." Working Paper. |
Publications, Working Papers |
Development Economics, Social Networks |
| Griffith, Alan. 2023. "Efficiency in the Two-Way Connections Model: A Full Characterization in the General Model." Working Paper. |
Publications, Working Papers |
Microeconomic Theory, Social Networks |
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Publications, Working Papers |
Microeconomic Theory |
| Jones, Bryan, Chang-Jin Kim, and Richard Startz. "A Markov Switching Model of Congressional Partisan Regimes." UWEC-2002-03, Working Papers (2003-06): n. pag. Print. |
Publications, Working Papers |
Economics |