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Modelling multiple time series via common factors
Pan, Jiazhu; Yao, Qiwei - London School of Economics (LSE) - 2008
-dimensional sub-problems. Asymptotic properties of the estimation are investigated. The proposed methodology is illustrated with both …
Persistent link: https://www.econbiz.de/10011126505
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Factor modeling for high-dimensional time series: inference for the number of factors
Lam, Clifford; Yao, Qiwei - London School of Economics (LSE) - 2012
(or slower divergence) rates, hence making the estimation for the number of factors easier. In particular, when the sample … fine. Furthermore, this estimation shows the so-called “blessing of dimensionality” property in the sense that the … performance of the estimation may improve when the dimension of time series increases. A two-step procedure is investigated when …
Persistent link: https://www.econbiz.de/10011071354
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Networked default: public debt, trade embeddedness, and partisan survival in democracies since 1870
Chwieroth, Jeffrey; Simpson, Cohen; Walter, Andrew - London School of Economics (LSE) - 2014
Sovereign default is often associated with the downfall of incumbent governments in democratic polities. Existing scholarship directs attention to the relationship between default and domestic politics and institutions rather than the broader international environment wherein repayment and...
Persistent link: https://www.econbiz.de/10011167208
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Global capital markets, housing prices, and partisan fiscal policies
Ansell, Ben; Broz, Lawrence - London School of Economics (LSE) - 2015
In recent years, global imbalances have channeled the excess savings of surplus countries toward the real estate markets of deficit countries. By consequence, the deficit countries that attracted lots of foreign capital experienced large run-ups in house prices while the surplus countries that...
Persistent link: https://www.econbiz.de/10011167209
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Do large departments make academics more productive? agglomeration and peer effects in research
Bosquet, Clément; Combes, Pierre-Philippe - London School of Economics (LSE) - 2013
We study the effect of a large set of department characteristics on individual publication records. We control for many individual time-varying characteristics, individual fixed-effects and reverse causality. Department characteristics have an explanatory power that can be as high as that of...
Persistent link: https://www.econbiz.de/10011126397
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A historical analysis of core financial services infrastructure: Society for Worldwide Interbank Financial Telecommunications (SWIFT)
Scott, Susan V.; Zachariadis, M. - London School of Economics (LSE) - 2010
Research in this article traces the origins of a not-for-profit financial institution the Society for Worldwide Interbank Financial Telecommunications (S.W.I.T.). Swift is a core part of the financial services infrastructure and widely regarded as the most secure trusted third party network in...
Persistent link: https://www.econbiz.de/10011071267
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The place of contract in organizational awareness: deconstructing process, market and connectedness
Scott, Susan V.; Paris, Carolyn - London School of Economics (LSE) - 2010
Throughout modern business history, contract has been used as an organizational technology that holds counterparties in formal or legally binding agreements. The proliferation of contract prompted the emergence of professional contract managers who played an important but relatively peripheral...
Persistent link: https://www.econbiz.de/10010744884
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Information costs, networks and intermediation in international trade
Petropoulou, Dimitra - London School of Economics (LSE) - 2008
This paper presents a pairwise matching model with two-sided information asymmetry to analyse the impact of information costs on endogenous network building and matching by information intermediaries. The framework innovates by examining the role of information costs on incentives for trade...
Persistent link: https://www.econbiz.de/10010745054
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Competing for contacts: network competition, trade intermediation and fragmented duopoly
Petropoulou, Dimitra - London School of Economics (LSE) - 2008
A two-sided, pair-wise matching model is developed to analyse the strategic interaction between two information intermediaries who compete in commission rates and network size, giving rise to a fragmented duopoly market structure. The model suggests that network competition between information...
Persistent link: https://www.econbiz.de/10010746133
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Networks in the premodern economy: the market for London apprenticeships, 1600-1749
Leunig, Tim; Minns, Chris; Wallis, Patrick - London School of Economics (LSE) - 2009
This paper examines the importance of social and geographical networks in structuring entry into skilled occupations in … little evidence that networks strongly shaped apprentice recruitment. The typical London apprentice did not have an …
Persistent link: https://www.econbiz.de/10010746261