Faculty Publications

ALLEN, R.

Allen, R. (with P. Dziewulski and J. Rehbeck), "Revealed Statistical Consumer Theory," Economic Theory 76(2) DOI: 10.1007/s00199-023-01513-0.

Allen, R. (with J. Rehbeck), "Obstacles to Redistribution Through Markets," Economic Theory Bulletin DOI: 10.1007/s40505-023-00255-5.

LAIDLER, D.

Hayek-Myrdal interactions in the early 1930s: new facts change an old story, History of Political Economy Feb (2026), (with Lars Jonung)

Laidler, D. "Peter Howitt - A Keynesian Still in Recovery," European Journal of the History of Economic Thought DOI:10.1080/09672567.2023.2248310.

Laidler, D., "Lucas (1972): A Personal View from the Wrong Side of the Subsequent Fifty Years," European Journal of the History of Economic Thought.

Ladiler, D., "History of Economics' Place in Macroeconomics," Journal of the History of Economic Thought.

Lochner, L.

Caucutt, Elizabeth, Lance Lochner, Joseph Mullins, and Youngmin Park, “Child Skill Production: Accounting for Parental and Market-Based Time and Goods Investments”, Journal of Political Economy, accepted for publication.

NAVARRO, S.

Navarro, S. (with J. E. Carranza), “Identification of Dynamic Models with Aggregate Shocks with an Application to Mortgage Default in Colombia,” Econometrics Journal.

Navarro, S. (with N. Bendle, A. Nastasoiu, and M. Vandenbosch), “Is It Worth It? Accountability and Retail Loyalty Programs,” Journal of Marketing.

Navarro, S. (with J. Zhou), " Human Capital and Migration: A Cautionary Tale," Journal of Econometrics DOI: 10.1016/j.jeconom.2024.104720.

Nirav, M.

Gaynor, M., N.Mehta, and S. Richards-Shubik. 2023. Optimal Contracting with Altruistic Agents: Medicare Payments for Dialysis Drugs. American Economic Review, 113(6), 1530-1571.

OCAMPO, S.

Ocampo, S. (with B. Robinson), "Computing Longitudinal Moments Heterogeneous Agent Models," Computational Economics DOI: 10.1007/s10614-023-10493-1.

Ocampo, S. (with K. Marku and J.-B. Tondji), “Robust Contracts in Common Agency,” The RAND Journal of Economics.

Ocampo, S. "The Evolution of US Retail Concentration," The American Journal: Macroeconomics.

ROBINSON, B.

Robinson, B. (with S. Ocampo), "Computing Longitudinal Moments Heterogeneous Agent Models," Computational Economics DOI: 10.1007/s10614-023-10493-1.

SICULAR, T.

Sicular, T. (with X. Yang and B. Gustafsson), "China's Prosperous Middle Class and Consumpation-Led Economic Growth - Lessons from Household Survey Data," The China Quarterly DOI: 10.1017/S0305741023001261.

STENTOFT, L.

Létourneau, P. and L. Stentoft. (2025), ‘Efficient Pricing and Model Calibration with Large Panels of Options’, forthcoming in Journal of Financial Econometrics.

Escobar-Anel, M., L. Stentoft and X. Ye. (2025), ‘Analytical Fixed Income Pricing in Discrete-time: A New Family of Models’, Global Finance Journal, 67, September, 101170 (https://doi.org/10.1016/j.gfj.2025.101170).

Stentoft, L. (with M. Escobar-Anel and X. Ye), "The Benefits of Returns and Options in the Estimation of GARCH Models. A Heston-Nandi GARCH Insight," Econometrics and Statistics DOI: 10.1016/j.ecosta.2022.12.001.

Streufert, P.

Peter A. Streufert, 2025, Specifying a game-theoretic extensive form as an abstract 5-ary relation, /International Journal of Game Theory/, volume 54, article 16, 53 pages.

WHALLEY, J.

Whalley, J. (with C. Xing), "The Sustainability of Chinese Growth and Factor Substitution Elasticities," The Economics of Transition.

Whalley, J. (with X. Xin), "Regionalization, Changes in Home Bias, and the Growth of World Trade," Journal of Policy Modeling. 

Cociuba, S.

“Sectoral Reallocations with an Aging Population,” European Economic Review, 181: 1-28 (January 2026), with Jim MacGee

https://doi.org/10.1016/j.euroecorev.2025.105182

McGee, R.

Why do couples and singles save during retirement? Household heterogeneity and its aggregate implications, M De Nardi, E French, JB Jones, R McGee, Journal of Political Economy 133 (3), 750-792, https://www.journals.uchicago.edu/doi/full/10.1086/733421

Ocampo Diaz, S.

The evolution of US retail concentration (with Dominic Smith) in the American Economic Journal: Macroeconomics 2025.  Link: https://doi.org/10.1257/mac.20220249 

Robust contracts in common agency (with Keler Marku and J.B. Tondji) in the RAND Journal of Economics 2024: https://doi.org/10.1111/1756-2171.12463

Computing longitudinal moments for heterogeneous agent models (with Bater Robinson) in Computational Economics 2024: https://doi.org/10.1007/s10614-023-10493-1

LAIDLER, D.

Peter Howitt, a Keynesian still in recovery, European Journal of the History of Economic Thought 31 (2024) 186-203

Lucas (1972) a personal view from the wrong side of the subsequent fifty years, European Journal of the History of Economic Thought 31 (2024 - special issue) 1058-1076

History of Economic Thought's place in macroeconomics revisited, Journal of the History of Economic Thought 46, Dec. (2024) 509-517

Macro's missing links: exploring the space between Monetarism and the Wicksell Connection, in Muriel Dal Pont Legrand and Harald Hagemann (eds.) Waving the Swedish Flag in Economics: Festschrift for Hans-Michael Trautwein Springer (2025) 15-38

STENTOFT, L.

Escobar-Anel, M., Y. Hou and L. Stentoft. (2025), ‘The shifted GARCH model with affine variance: Applications in pricing’, Finance Research Letters, 71, January, 106371 (https://doi.org/10.1016/j.frl.2024.106371).

Boire, F.M., M. Reesor and L. Stentoft. (2025), ‘Bias Correction in the Least-Squares Monte Carlo Algorithm’, Computational Economics, 65, 3161-3205 (https://doi.org/10.1007/s10614-024-10663-9).

Escobar-Anel, M., L. Stentoft and X. Ye. (2024), ‘Not All VIXs Are (Informationally) Equal: Evidence from Affine GARCH Option Pricing Models’, Finance Research Letters, 69(A), November, 106053 (https://doi.org/10.1016/j.frl.2024.106053).

Zheng, C.

Zheng, C.Z. and A. Kamranzadeh. 2025. Unequal Peace. International Economic Review 66(1): 223-258 (2025)

AGUIAR, V. H.

Aguiar, V. H., N. Kashaev, and R. Allen. 2023. Prices, Profits, Proxies, and Production. Journal of Econometrics 235(2): 666-693.

ALLEN, R.

Aguiar, V. H., N. Kashaev, and R. Allen. 2023. Prices, Profits, Proxies, and Production. Journal of Econometrics 235(2): 666-693. 

BOWLUS, A.

Bowlus, A., L. Lochner, C. Robinson, and E. Suleymanoglu. 2023. Wages, Skills, and Skill-Biased Technical Change: The Canonical Model Revisited. The Journal of Human Resources 58(6): 1783-1819.

CONLEY, T.

Conley, T., N. Mehta, R. Stinebrickner, and T. Stinebrickner. 2024. Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement. Journal of Political Economy 132(3): 723-1063.

KASHAEV, N.

Aguiar, V. H., N. Kashaev, and R. Allen. 2023. Prices, Profits, Proxies, and Production. Journal of Econometrics 235(2): 666-693.

LOCHNER, L.

Park, Youngmin, and Lance Lochner, “Earnings Dynamics and Intergenerational Transmission of Skill”, Journal of Econometrics, 243(1-2), 2024: 1-25.  [Online Appendix]

Bowlus, A., L. Lochner, C. Robinson, and E. Suleymanoglu. 2023. Wages, Skills, and Skill-Biased Technical Change: The Canonical Model Revisited. The Journal of Human Resources 58(6): 1783-1819.

MCGEE, R.

French, E., J. Bailey, and R. McGee. 2023. Why Do Retired Households Draw Down Their Wealth So Slowly? Journal of Economic Perspectives 37(4): 91-114.

MEHTA, N.

Gaynor, M., N.Mehta, and S. Richards-Shubik. 2023. Optimal Contracting with Altruistic Agents: Medicare Payments for Dialysis Drugs. American Economic Review, 113(6), 1530-1571.

Conley, T., N. Mehta, R. Stinebrickner, and T. Stinebrickner. 2024. Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement. Journal of Political Economy 132(3): 723-1063.

RIVERS, D.

Blum, B. S., S. Claro, I. Horstmann, and D. Rivers. 2024. The ABCs of Firm Heterogeneity When Firms Sort into Markets: The Case of Exporters. The Journal of Political Economy 132(4): 1162-1208.

ROBINSON, C.

Bowlus, A., L. Lochner, C. Robinson, and E. Suleymanoglu. 2023. Wages, Skills, and Skill-Biased Technical Change: The Canonical Model Revisited. The Journal of Human Resources 58(6): 1783-1819.

STENTOFT, L.

Reesor, M., L. Stentoft and X. Zhu. (2024), ‘A Critical Analysis of the Weighted Least Squares Monte Carlo Method for Pricing American Options’, Finance Research Letters, 64, June, 105379 (https://doi.org/10.1016/j.frl.2024.105379).

Escobar-Anel, M., L. Stentoft and X. Ye. (2023), ‘The Benefits of Returns and Options in the Estimation of GARCH Models. A Heston-Nandi GARCH Insight’, Econometrics and Statistics (https://doi.org/10.1016/j.ecosta.2022.12.001).

Boire, F.-M., M. Reesor, and L. Stentoft. 2023. Lower Bounds for American Option Prices with Control Variates. Operations Research Letters 51(6): 568-574.

STINEBRICKNER, T.

Conley, T., N. Mehta, R. Stinebrickner, and T. Stinebrickner. 2024. Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement. Journal of Political Economy 132(3): 723-1063.

AGUIAR, V. H.

Aguiar, V. H., M. J. Boccardi, N. Kashaev, and J. Kim. 2023. Random Utility and Limited Consideration. Quantitative Economics 14(1): 71-116.

Kashaev, N and V. H. Aguiar. 2022. A Random Attention and Utility Model. Journal of Economic Theory 204: 105487.

ALLEN, R.

Allen, R. and J. Rehbeck. 2023. Revealed Stochastic Choice with Attributes. Economic Theory 75: 91-112.

Allen, R. and J. Rehbeck. 2022. Latent Complementarity in Bundles Models. Journal of Econometrics 228(2): 332-341.

Allen, Roy. 2022. Injectivity and the Law of Demand. Economics Letters 215: 110496.

BOWLUS, A.

Bowlus, A., E. Gouin-Bonenfant, H. Liu, L. Lochner, and Y. Park. 2022. Four Decades of Canadian Earnings Ineqaulity and Dynamics Across Workers and Firms. Quantitative Economics 13(4): 1447-1491.

CONLEY, T.

Conley, T., S. Goncalves, M. S. Kim, and B. Perron. 2023. Bootstrap Inference under Cross-Sectional Dependence. Quantitative Economics 14(2): 511-569.

KASHAEV, N.

Kashaev, N. 2023. Identification and Estimation of Multinomial Choice Models with Latent Special Covariates. Journal of Business & Economic Statistics 41(3): 695-707.

Aguiar, V. H., M. J. Boccardi, N. Kashaev, and J. Kim. 2023. Random Utility and Limited Consideration. Quantitative Economics 14(1): 71-116.

Kashaev, N and V. H. Aguiar. 2022. A Random Attention and Utility Model. Journal of Economic Theory 204: 105487.

KHAN, S.

Johri, A., S. Khan, and C. Sosa-Padilla. 2022. Interest Rate Uncertainty and Sovereign Default Risk. Journal of International Economics 139: 103681.

LAIDLER, D.

Blanchard, O. J., B. Cherrier, P. Clerc, D. E. W. Laidler, A. Orphanides, and H.-M. Trautwein. 2022. Monetary Non-Neutrality and Stabilisation Policies 50 Years after Lucas's "Expectation" Paper: A Roundtable Discussion. The European Journal of the History of Economic Thought 29(6):  1165-1189.

LOCHNER, L.

Gervais, M., Q. Liu, and L. Lochner. 2023. The Insurance Implications of Government Student Loan Repayment Schemes. AEA Papers and Proceedings 113: 535-540.

Bowlus, A., E. Gouin-Bonenfant, H. Liu, L. Lochner, and Y. Park. 2022. Four Decades of Canadian Earnings Inequality and Dynamics Across Workers and Firms. Quantitative Economics 13(4): 1447-1491.

Bastian, J. and L. Lochner. 2022. The Earned Income Tax Credit and Maternal Time Use: More Time working and Less Time with Kids? Journal of Labor Economics 40(3): 573-611.

MEHTA, N.

Gaynor, M., N. Mehta, and S. Richards-Shubik. 2023. Optimal Contracting with Altruistic Agents: Medicare Payments for Dialysis Drugs. American Economic Review 113(6): 1530-1571.

OCAMPO, S.

Guvenen, F., G. Kambourov, B. Kuruscu, S. Ocampo, and D. Chen. 2023. Use It or Lose It: Efficiency and Redistributional Effects of Wealth Taxation. The Quarterly Journal of Economics 138(2): 835-894.

Herreno, J. and S. Ocampo. 2023. The Macroeconomic Consequences of Subsistence Self-Employment. Journal of Monetary Economics 136: 91-106.

PAVLOV, G.

Pavlov, G. 2023. Correlated Equilibria and Communication Equilibria in All-Pay Auctions. Review of Economic Design DOI: 10.1007/s10058-023-0333-x.

RAMANARAYANAN, A.

Cardoso, M. and A. Ramanarayanan. 2022. Immigrants and Exports: Firm-level Evidence from Canada. Canadian Journal of Economics 55(3): 1250-1293.

SICULAR, T.

Sicular, T. 2023. Is China Catching Up with the West? Or, Why Should We Care About China's Middle Class?" Chapter 30 in M. A. Carrai, J. Rudolph, and M. Szonyi, eds., The China Questions 2, Cambridge, MA: Harvard University Press.

STENTOFT, L.

Escobar-Anel, M., J. Rastegari, and L. Stentoft. 2023. Coveriance Dependent Kernals, A Q-Affine GARCH for Multi-Asset Option Pricing. International Review of Financial Analysis 87: 102622.

Letourneau, P. and L. Stentoft. 2023. Simulated Greeks for American Options. Quantitative Finance 23(4): 653-676.

Huddleston, D., F. Liu, and L. Stentoft. 2023. Intraday Market Predictability: A Machine Learning Approach. Journal of Financial Econometrics 21(2): 485-527.

STINEBRICKNER, T.

Gong, Y, R. Stinebrickner, and T. Stinebrickner. 2022. Marriage, Children and Labor Supply: Beliefs and Outcomes. Journal of Econometrics 231(1): 148-164.

WILLIAMSON, S.

Williamson, S. 2022. Central Bank Digital Currency: Welfare and Policy Implications. Journal of Political Economy 130(11): 2829-2861.

Williamson, S. 2022. Central Bank Digital Currency and Flight to Safety. Journal of Economic Dynamics and Control 142: 104146.

ZHENG, C. Z.

Zheng, C. Z. and M. Kang. 2023. Optimal Design for Redistributions among Edogenous Buyers and Sellers. Economic Theory 75(4): 1141-1180.

Zheng, C. Z. and F. Ødegaad. 2023. Trilaterial Escalation in the Dollar Auction. International Journal of Game Theory 52(1): 195-230.

Zheng, C. Z., D. Turchick, and S. Xiong. 2022. Corrigendum to "Core Equivalence Theorem with Production" [Journal of Economic Theory (2007) 137(1): 246-270] Journal of Economic Theory 203: 105476.

AGUIAR, V. H.

Kashaev, N. and V. H. Aguiar. 2022. Random Rank-Dependent Expected Utility. Games 13(1), 13.

Aguiar, V. H. and N. Kashaev. 2021. Stochastic Revealed Preferences with Measurement Error. The Review of Economic Studies 88(4): 2042-2093.

ALLEN, R.

Allen, R., P. Dziewulski, and J. Rehbeck. 2022. Making Sense of Monkey Business: Re-examining Tests of Animal Rationality. Journal of Economic Behavior and Organization 196: 220-228.

DAVIES, J. B.

Davies, J. B., M. Hoy, and L. Zhao. 2022. Revisiting Comparisons of Income Inequality when Lorenz Curves Intersect. Social Choice and Welfare 58(1): 101-109.

Davies, J. B. 2021. Economic Inequality and COVID-19 Deaths and Cases in the First Wave: A Cross-Country Analysis. Canadian Public Policy 47(4): 537-553.

GUNGOR, S.

Gungor, S. and R. Luger. 2021. Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns. Journal of Financial Econometrics 19(4): 746-788.

HATCHONDO, J. C.

Hatchondo, J. C., L. Martinez, and F. Roch. 2022. Fiscal Rules and the Sovereign Default Premium. American Economic Journal: Macroeconomics 14(4): 244-273.

Hatchondo, J. C., L. Martinez, and F, Roch. 2021. Numerical Fiscal Rules for Economic Unions: The Role of Sovereign Spreads. Economics Letters 210: 110168.

KASHAEV, N.

Kashaev, N. and V. H. Aguiar. 2022. Random Rank-Dependent Expected Utility. Games 13(1), 13.

Aguiar, V. H. and N. Kashaev. 2021. Stochastic Revealed Preferences with Measurement Error. The Review of Economic Studies 88(4): 2042-2093.

Kashaev, N. and B. Salcedo. 2021. Discerning Solution Concepts for Discrete Games. Journal of Business & Economic Stastistics 39(4): 1001-1014.

LAIDLER, D.

Laidler, D. 2022. Promoting and Defending Monetarism: Reflections on Four Papers by Karl Brunner (Chapter 11). Karl Brunner and Monetarism. Thomas Moser and Marcel Savioz (eds.) Cambridge, MA: MIT Press.

Laidler, D. 2021. Taking Money Seriously with Stephen Marglin. A Comment on Stephen A. Marglin Raising Keynes. Cambridge, MA: Harvard University Press. 

LOCHNER, L.

Lochner, L. and Y. Park. 2022. Earnings Dynamics and Intergenerational Transmission of Skill. Journal of Econometrics DOI: 10.1016/j.jeconom.2021.12.009.

Lochner, L., Q. Liu, and M. Gervais. 2022. Innis Lecture: Returns on Student Loans in Canada. Canadian Journal of Economics 54(4): 1495-1524.

NAVARRO, S.

Nastasoiu, A., N. T. Bendle, C. K. Bagga, M. Vandenbosch, and S. Navarro. 2021. Separating Customer Heterogeneity, Points Pressure and Rewarded Behavior to Assess a Retail Loyalty Program. Journal of the Academy of Marketing Science 49(6): 1132-1150.

SALCEDO, B.

Kashaev, N. and B. Salcedo. 2021. Discerning Solution Concepts for Discrete Games. Journal of Business & Economic Statistics 39(4): 1001-1014.

SICULAR, T.

Sicular T., X. Yang, and B. Gustafsson. 2022. The Rise of China's Global Middle Class in an International Context. China and World Economy 30(1): 5-27.

Yang, X., B. Gustafsson, and T. Sicular. 2021. Inequality of Opportunity in Household Income, China 2002-2018. China Economic Review 69: 101684.

STENTOFT, L.

Boire, F. M., R. M. Reesor, and L. Stentoft. 2021. Efficient Variance Reduction for American Call Options Using Symmetry Arguments. Journal of Risk and Financial Management 14(11): 504.

Boire, F. M., R. M. Reesor, and L. Stentoft. 2021. American Option Pricing with Importance Sampling and Shifted Regressions. Journal of Risk and Financial Management 14(8): 340.

Francois, P. and L. Stentoft. 2021. Smile-Implied Hedging with Volatility Risk. Journal of Futures Markets 41(8): 1220–1240.

STINEBRICKNER, T.

Crossley, T. F., Y. Gong, R. Stinebrickner, and T. Stinebrickner. 2022. The Ex Post Accuracy of Subjective Beliefs: A New Measure Decomposition. Economics Letters 210, 110160.

AGUIAR, V. H.

Aguiar, V. H. and R. Serrano. 2021. Cardinal Revealed Preference: Disentangling Transitivity and Consistent Binary Choice. Journal of Mathematical Economics 94: 102462.

ALLEN, R.

Allen, R. and J. Rehbeck. 2021. Measuring Rationality: Percentages vs Expenditures. Theory and Decision 91(2): 265-277.

Allen, R. and J. Rehbeck. 2021. A Generalization of Quantal Response Equilibrium via Perturbed Utility. Games 12(1): 20.

Allen, R. and J. Rehbeck. 2020. The Hicksian Complementarity and Perturbed Utlity Models. Economic Theory Bulletin 8: 245-261.

CRUZ LOPEZ, J.

Cruz Lopez, J. and A. Ibanez. 2021. European Puts, Credit Protection, and Edogenous Default. The Quarterly Journal of Finance 11(1).

DAVIES, J. B.

Davies, J. B. and L. Di Matteo. 2021. Long Run Canadian Wealth Inequality in International Context. Review of Income and Wealth 67(1): 134-164.

GUNGOR, S.

Gungor, S. and R. Luger. 2020. Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-type Effects. Journal of Econometrics 218(2): 750-770.

LAIDLER, D.

Laidler, D. 2020. Interactions among Economic Ideas, Policies and Experience: The Establishment of Inflation Targeting in Canada, 1991-2001. Review of Economic Analysis 12(2): 133-165.

Laidler, D. 2020. Book Review of Irving Fisher by R. W. Dimand. The European Journal of the History of Economic Thought 27(5): 812-814.

LOCHNER, L.

Lochner, L, T. Stinebrickner, and U. Suleymanoglu. 2021. Parental Support, Savings, and Student Loan Repayment. American Economic Journal: Economic Policy 13(1): 329-71. 

Lochner, L. 2020. Education and Crime, Chapter 9 in S. Bradley and C. Green, eds., The Economics of Education: A Comprehensive Overview (Second Edition) Academic Press.

MAO TAKONGMO, C.

Mao Takongmo, C. and L. Lebihan. 2021. Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Casuality at Multiple Horizons. Journal of Quantitative Economics 19(1): 139-160.

Mao Takongmo, C. 2021. DSGE Models, Detrending, and the Method of Moments. Bulletin of Economic Research 73(1): 67-99.

MEHTA, N.

Margolis, R., Y. Choi, A. Holm, and N. Mehta. 2021. The Effect of Expanded Parental Benefits on Union Dissolution. Journal of Marriage and Family 83(1): 191-208.

Some, N. H., R.A. Devlin, N. Mehta, G.S. Zaric, and S. Sarma. 2020. Stirring the Pot: Switching from Blended Fee-for-Service to Blended Capitation Models of Physician Remuneration. Health Economics (United Kingdom) 29(11): 1435-1455.

Some, N. H., R.A. Devlin, N. Mehta, G.S. Zaric, and S. Sarma. 2020. Team-Based Primary Care Practice and Physician’s Services: Evidence from Family Health Teams in Ontario, Canada. Social Science and Medicine 264: 113310.

NAVARRO, S.

Gandhi, A., S. Navarro and D. A. Rivers. 2020. On the Identification of Gross Output Production Functions. Journal of Political Economy 128(8): 2973-3016.

RIVERS, D. A.

Gandhi, A., S. Navarro and D. A. Rivers. 2020. On the Identification of Gross Output Production Functions. Journal of Political Economy 128(8): 2973-3016.

ROBINSON, C.

Agopsowicz, A., C. Robinson, R. Stinebrickner, and T. Stinebrickner. 2020. Careers and Mismatch for College Graduates: College and Noncollege Jobs. Journal of Human Resources 55(4): 1194-1221.

SAUNDERS, C. J.

Khalaf, L., M. Kichian, C. J. Saunders, and M. Voia. 2021. Dynamic Panels with MIDAS Covariates: Nonlinearity, Estimation and Fit. Journal of Econometrics 220(2): 589-605.

Khalaf, L. and C. J. Saunders. 2020. Monte Carlo Two-Stage Indirect Inference (2SIF) for Autoregressive Panels. Journal of Econometrics 218(2): 419-434.

SICULAR, T.

Li, Shi, Terry Sicular and Finn Tarp. 2021. Structural Change, Transition, Rent-seeking and Corruption, and Government Policy. Chapter 6 in C. Gradin, M. Leibbrandt and F. Tarp, eds., Inequality in the Developing World. New York: Oxford University Press. 

Sicular, T., 2020. Will China Eliminate Poverty in 2020?. China Leadership Monitor 66: 1-16.

Luo, C., S. Li, and T. Sicular. 2020. The Long-Term Evolution of National Income Inequality and Rural Poverty in China. China Economic Review 62: 101465.

Gustafsson, B., X. Yang, and T. Sicular. 2020. Catching Up with the West: Chinese Pathways to the Global Middle Class. China Journal 84(1): 102-127.

STENTOFT, L.

Escobar-Anel, M., J. Rastegari, and L. Stentoft. 2021. Option Pricing with Conditional GARCH Models. European Journal of Operational Research 289(1): 350-3063.

Liu, F. and L. Stentoft. 2021. Regulatory Capital and Incentives for Risk Model Choice under Basel 3*. Journal of Financial Econometrics 19(1): 53–96.

Escobar-Anel, M., J. Rastegari, and L. Stentoft. 2020. Affine Multivariate GARCH Models. Journal of Banking and Finance 118: 105895.

Rombouts, J. V. K., L. Stentoft, and F. Violante. 2020. Dynamics of Variance RiskPremia: A New Model for Disentangling the Price of Risk. Journal of Econometrics 217(2): 312-334.

STINEBRICKNER, T.

Lochner, L, T. Stinebrickner, and U. Suleymanoglu. 2021. Parental Support, Savings, and Student Loan Repayment. American Economic Journal: Economic Policy 13(1): 329-371.

Gong, Y., T. Stinebrickner, and R. Stinebrickner. 2020. Perceived and Actual Option Values of College Enrollment. Journal of Applied Econometrics 35(7): 940-959.

Agopsowicz, A., C. Robinson, R. Stinebrickner, and T. Stinebrickner. 2020. Careers and Mismatch for College Graduates: College and Noncollege Jobs. Journal of Human Resources 55(4): 1194-1221.

WHALLEY, J.

Li, C., and J. Whalley. 2021. Effects of the Comprehensive and Progressive Agreement for Trans-Pacific Partnership. World Economy 44(5): 1312-1337.

Li, C., J. Whalley, C. He, and C. Lin. 2021. The 2008 Financial Crisis and the Lack of Retaliatory Trade Intervention. CESifo Economic Studies 67(1): 78-105.

Li, C., and J. Whalley. 2021. Trade Protectionism and US Manufacturing Employment. Economic Modelling 96: 353-361.