Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy

Type of address	Postal address
Street	Bailrigg
Building	Lancaster University Management School
Postal code	LA1 4YX
City	Lancaster
Country/Territory	United Kingdom

Publications & Outputs

(478)

Published
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, D., Hubbard, T., Schiller, A. & Tsionas, M., 30/04/2023, In: Quarterly Review of Economics and Finance. 88, p. 278-294 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin
Polemis, M. L. & Tsionas, M. G., 30/04/2023, In: International Journal of Finance and Economics. 28, 2, p. 1602-1621 20 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
E-pub ahead of print
Endogenous uncertainty and the macroeconomic impact of shocks to inflation expectations
Rossi, L., Fasani, S. & Grazzini, J., 13/04/2023, (E-pub ahead of print) In: Journal of Monetary Economics.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

(561)

6th International Conference on Econometrics and Statistics
Activity: Participating in or organising an event types › Participation in conference - Academic
Asian Meeting of the Econometric Society in East and Southeast Asia 2023
Activity: Participating in or organising an event types › Participation in conference - Academic
Asian Meeting of the Econometric Society in China 2023
Activity: Participating in or organising an event types › Participation in conference - Academic

(19)