Outputs (604)

Testing for Co-explosive Behaviour in Financial Time Series (2022)
Journal Article
Evripidou, A. C., Harvey, D. I., Leybourne, S. J., & Sollis, R. (2022). Testing for Co-explosive Behaviour in Financial Time Series. Oxford Bulletin of Economics and Statistics, 84(3), 624-650. https://doi.org/10.1111/obes.12487

This article proposes a test to determine if two price series that each contain an explosive autoregressive regime consistent with the presence of a bubble are related in the sense that a linear combination of them is integrated of order zero. We ref... Read More about Testing for Co-explosive Behaviour in Financial Time Series.

Reply to Nielsen et al.: Social mindfulness is associated with countries’ environmental performance and individual environmental concern (2022)
Journal Article
van Lange, P. A., Van Doesum, N. J., Murphy, R. O., Gallucci, M., Aharonov-Majar, E., Athenstaedt, U., …Van Lange, P. A. M. (2022). Reply to Nielsen et al.: Social mindfulness is associated with countries’ environmental performance and individual environmental concern. Proceedings of the National Academy of Sciences, 119(9), 1-2. https://doi.org/10.1073/pnas.2122077119

Historical Self-Governance and Norms of Cooperation (2022)
Working Paper
Rustagi, D. Historical Self-Governance and Norms of Cooperation

Does self-governance, a hallmark of democratic societies, foster or erode norms of generalized cooperation? Does this effect persist, and if so, why? I investigate these questions using a natural experiment in Switzerland. In the middle-ages, the ab-... Read More about Historical Self-Governance and Norms of Cooperation.

Measuring honesty and explaining adulteration in naturally occurring markets (2022)
Journal Article
Rustagi, D., & Kroell, M. (2022). Measuring honesty and explaining adulteration in naturally occurring markets. Journal of Development Economics, 156, Article 102819. https://doi.org/10.1016/j.jdeveco.2022.102819

There is astounding variation in product quality sold in markets even when quality is difficult to ascertain and rules are poorly enforced. We investigate whether sellers differ in innate honesty (incur private cost to provide good quality) and wheth... Read More about Measuring honesty and explaining adulteration in naturally occurring markets.

The impact of child migration on the health and well-being of parents left behind (2022)
Journal Article
Bridges, S., & Liu, L. (2022). The impact of child migration on the health and well-being of parents left behind. Journal of International Development, https://doi.org/10.1002/jid.3621

This paper uses data from the China Health and Retirement Survey to estimate the causal effect child out-migration has on the health of parents in China. For rural parents, we show that after controlling for self-selection, child out-migration has a... Read More about The impact of child migration on the health and well-being of parents left behind.

The order of presentation in trials: Plaintive plaintiffs (2022)
Journal Article
D'Agostino, E., & Seidmann, D. J. (2022). The order of presentation in trials: Plaintive plaintiffs. Games and Economic Behavior, 132, 328-336. https://doi.org/10.1016/j.geb.2022.01.009

Is it better to present evidence first or second in trials if witnesses cannot lie, and the litigants share all available witnesses? We address this question by defining preferences over playing games via their equilibrium correspondences. Exploiting... Read More about The order of presentation in trials: Plaintive plaintiffs.

Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model (2022)
Journal Article
Aristidou, C., Lee, K., & Shields, K. (2022). Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. Journal of International Money and Finance, 123, Article 102601. https://doi.org/10.1016/j.jimonfin.2022.102601

A ‘meta’ model of the exchange rate combines a range of models distinguished by the drivers of the rate and by regime duration. Alternative model weights are proposed, including those obtained from a novel non-nested hypothesis-testing technique that... Read More about Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model.

Social learning along international migrant networks (2022)
Journal Article
Tian, Y., Caballero, M. E., & Kovak, B. K. (2022). Social learning along international migrant networks. Journal of Economic Behavior and Organization, 195, 103-121. https://doi.org/10.1016/j.jebo.2021.12.028

We document the transmission of social distancing practices from the United States to Mexico along migrant networks during the early 2020 Covid-19 pandemic. Using data on pre-existing migrant connections between Mexican and U.S. locations and mobile-... Read More about Social learning along international migrant networks.

A Meta Model Analysis of Exchange Rate Determination (2022)
Book Chapter
Aristidou, C., Lee, K., & Shields, K. (2022). A Meta Model Analysis of Exchange Rate Determination. . Emerald Publishing Limited. https://doi.org/10.1108/s0731-90532021000043a010

A novel approach to modeling exchange rates is presented based on a set of models distinguished by the drivers of the rate and regime duration. The models are combined into a “meta model” using model averaging and non-nested hypothesis-testing techni... Read More about A Meta Model Analysis of Exchange Rate Determination.

Conforming with peers in honesty and cooperation (2022)
Journal Article
Isler, O., & Gächter, S. (2022). Conforming with peers in honesty and cooperation. Journal of Economic Behavior and Organization, 195, 75-86. https://doi.org/10.1016/j.jebo.2021.12.026

Peer observation can influence social norm perceptions as well as behavior in various moral domains, but is the tendency to be influenced by and conform with peers domain-general? In an online experiment (N = 815), we studied peer effects in honesty... Read More about Conforming with peers in honesty and cooperation.