Now showing items 1-4 of 1887

    • Exchange Rates, Capital Controls and the Hegemon's Dilemma 

      Marin, Emile
      In this thesis, I study the interplay between exchange rate dynamics and capital flows in the international macroeconomy, and I consider the optimal policy response for economies that are large in goods and financial ...
    • Using Past Violence and Current News to Predict Changes in Violence 

      Mueller, H.; Rauh, C. (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 

      Pesaran, M. H.; Pick, A.; Timmermann, A. (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 

      Bu, R.; Li, D.; Linton, O.; Wang, H. (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 ...