Faculty of Economics
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Cambridge Working Papers in Economics (CWPE)
A new series of papers from the Faculty of Economics and the Department of Applied Economics, which supersedes the DAE Working Paper series
Recent Submissions
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Using Past Violence and Current News to Predict Changes in Violence
(Faculty of Economics, University of Cambridge, 2022-03-22)This article proposes a new method for predicting escalations and de‐escalations of violence using a model which relies on conflict history and text features. The text features are generated from over 3.5 million newspaper ... -
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity
(Faculty of Economics, University of Cambridge, 2022-03-21)We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with existing approaches. We conduct a systematic comparison of their predictive accuracy in settings with different ... -
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
(Faculty of Economics, University of Cambridge, 2022-03-16)In this paper, we consider estimating spot/instantaneous volatility matrices of high-frequency data collected for a large number of assets. We first combine classic nonparametric kernel-based smoothing with a generalised ... -
In platforms we trust: misinformation on social networks in the presence of social mistrust
(Faculty of Economics, University of Cambridge, 2022-01-12)We examine the effect social mistrust has on the propagation of misinformation on a social network. Agents communicate with each other and observe information sources, changing their opinion with some probability determined ...