Cambridge Working Papers in Economics (CWPE)
About this collection
Cambridge Working Papers in Economics (CWPE) is a new series of papers from the Faculty of Economics and the Department of Applied Economics. It supersedes the DAE Working Paper series.
Please note the Working Papers often represent early stages in the presentation of research findings, and should not be quoted without permission.
(c) All rights reserved.
(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 ...
(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 ...
(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 ...
(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 ...