• Bootstrap inference and diagnostics in state space models: with applications to dynamic macro models 

  Angelini, G; Cavaliere, G; Fanelli, L (Wiley, 2021)

  This paper investigates the potentials of the bootstrap as a tool for inference on the parameters of macroeconometric models which admit a state space representation. We consider a bootstrap estimator of the parameters of ...

• Social Discounting, Inequality Aversion and the Environment 

  Venmans, F; Groom, B (Elsevier / Association of Environmental and Resource Economists, 2021)

  Measures of inequality aversion are elicited using hypothetical decision tasks. The tasks require an assessment of social projects in the presence of environmental inequalities across space and time. We also test the ...

• Instrument approval by the Sargan test and its consequences for coefficient estimation 

  Kiviet, JF; Kripfganz, S (Elsevier, 29 May 2021)

  Empirical econometric findings are often vindicated by supplementing them with the p-values of Sargan-Hansen tests for overidentifying restrictions, provided these exceed a chosen small nominal significance level. It is ...

• The impact of environmental policy stringency on industrial productivity growth: A semi-parametric study of OECD countries 

  Feng, G; McLaren, KR; Yang, O; et al. (Elsevier BV, 12 May 2021)

  This paper employs a semi-parametric varying coefficient system approach to investigating the impact of environmental policy stringency on a nation's productivity growth using data for a panel of OECD countries over a ...

• Exporters and shocks: Impact of the Brexit vote shock on bilateral exports to the UK 

  Fernandes, AP; Winters, LA (Elsevier, 18 May 2021)

  This paper exploits the Brexit referendum as a quasi-natural experiment to investigate the effect of exchange rate and uncertainty shocks on export volumes, prices, entry and exit. We use transaction-level export data for ...

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