Scholarly Works - Economics

Compilation, Revision and Updating of the Global VAR (GVAR) Database, 1979Q2-2016Q4

Mohaddes, Kamiar; Raissi, Mehdi (2018-02-03)

This is the latest version of the Global VAR (GVAR) dataset. The GVAR is a global modelling framework for analyzing the international macroeconomic transmission of shocks, taking into account drivers of economic activity, ...
R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability

Robertson, D; Mitchell, James; Wright, Stephen (Taylor & Francis, 2019)

A long-standing puzzle in macroeconomic forecasting has been that a wide variety of multivariate models have struggled to out-predict univariate models consistently. We seek an explanation for this puzzle in terms of ...
IV estimation of panels with factor residuals

Robertson, D; Sarafidis, V (Elsevier BV, 2015-04)
Corporate lobbying for environmental protection

Grey, F (Elsevier, 2018-07)

Much of the time, polluting firms lobby against environmental protection, but there are major exceptions to this rule, for example in the regulation of both ozone and greenhouse gases. Political support from firms can be ...