Bendheim Center for Finance

Research output

Research output per year 1972 2004 2006 2007 2008 2009 2010 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2024

• 762 Article
• 163 Conference contribution
• 80 Chapter
• 46 Comment/debate
• 164 More
  • 46 Review article
  • 42 Conference article
  • 25 Paper
  • 17 Editorial
  • 15 Letter
  • 13 Book
  • 6 Foreword/postscript

Research output per year

Research output per year

Search results

• 2024

  Central Bank Communication with the General Public: Promise or False Hope?

  Blinder, A. S., Ehrmann, M., de Haan, J. & Jansen, D. J., Jun 2024, In: Journal of Economic Literature. 62, 2, p. 425-457 33 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Central Bank 100%
  • False Hope 100%
  • Inflation Expectations 50%
  • Monetary Policy 25%
  • Financial Market 25%
  7 Scopus citations

• Consumption smoothing or consumption binging? The effects of government-led consumer credit expansion in Brazil

  Garber, G., Mian, A., Ponticelli, J. & Sufi, A., Jun 2024, In: Journal of Financial Economics. 156, 103834.

  Research output: Contribution to journal › Article › peer-review

  • Consumption Smoothing 100%
  • Brazil 100%
  • Credit Expansion 100%
  • Consumer Credit 100%
  • Public Employees 100%
  1 Scopus citations

• Deep level-set method for Stefan problems

  Shkolnikov, M., Mete Soner, H. & Tissot-Daguette, V., Apr 15 2024, In: Journal of Computational Physics. 503, 112828.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Level Set Method 100%
  • Stefan Problem 100%
  • Deep Level 100%
  • Growth Conditions 33%
  • Feedforward Neural Network 33%

• Dependence on credit to boost demand imperils the world economy—we must correct the underlying imbalances

  Mian, A., Mar 2024, In: Finance and Development. 61, 1, p. 26-27 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• End-to-end risk budgeting portfolio optimization with neural networks

  Uysal, A. S., Li, X. & Mulvey, J. M., Aug 2024, In: Annals of Operations Research. 339, 1-2, p. 397-426 30 p.

  Research output: Contribution to journal › Article › peer-review

  • Risk Budgeting 100%
  • Decision Vector 50%
  • Financial Operation 33%
  • Pure Risks 33%
  • Implicit Level 33%
  1 Scopus citations

• Evaluating gradient inversion attacks and defenses

  Huang, Y., Gupta, S., Song, Z., Arora, S. & Li, K., Jan 1 2024, Federated Learning: Theory and Practice. Elsevier, p. 105-122 18 p.

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

  • Attack Defense 100%
  • Gradient Inversion Attack 100%
  • Federated Learning 100%
  • Privacy Preservation 50%
  • Security and Privacy 50%

• Financial Access and Labor Market Outcomes: Evidence from Credit Lotteries

  Van Doornik, B., Gomes, A., Schoenherr, D. & Skrastins, J., Jun 2024, In: American Economic Review. 114, 6, p. 1854-1881 28 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Labor Market 100%
  • Access Markets 100%
  • Individual Mobility 100%
  • Income Effect 50%
  • Time Series 50%

• High frequency market making: The role of speed

  Aït-Sahalia, Y. & Sağlam, M., Feb 2024, In: Journal of Econometrics. 239, 2, 105421.

  Research output: Contribution to journal › Article › peer-review

  • High Frequency Markets 100%
  • Market Making 100%
  • Stock Exchange 100%
  • Traders 50%
  • Liquidity 50%
  6 Scopus citations

• Housing, Distribution, and Welfare

  Kiyotaki, N., Michaelides, A. & Nikolov, K., Aug 2024, In: Journal of Money, Credit and Banking. 56, 5, p. 981-1020 40 p.

  Research output: Contribution to journal › Article › peer-review

  • Homeownership 100%
  • Hurt 100%
  • Subsidies 100%
  • Rental Market 100%
  • Housing Welfare 100%
  1 Scopus citations

• Joint Granular Model for Load, Solar and Wind Power Scenario Generation

  Carmona, R. & Yang, X., Jan 1 2024, In: IEEE Transactions on Sustainable Energy. 15, 1, p. 674-686 13 p.

  Research output: Contribution to journal › Article › peer-review

  • Power Production 100%
  • Joints (Structural Components) 100%
  • Solar Energy 100%
  • Load Power 100%
  • Wind Power 100%
  1 Scopus citations

• Maximum likelihood estimation of latent Markov models using closed-form approximations

  Aït-Sahalia, Y., Li, C. & Li, C. X., Mar 2024, In: Journal of Econometrics. 240, 2, 105008.

  Research output: Contribution to journal › Article › peer-review

  • Maximum Likelihood Estimation 100%
  • Closed Form 100%
  • Latent Markov Model 100%
  • Likelihood Function 66%
  • Linear Computational Cost 50%
  3 Scopus citations

• Nonstandard Errors

  Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Abad-Díaz, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J. T., Alexeev, V., Aloosh, A., Amato, L., Amaya, D. & Angel, J. J. & 323 others, Avetikian, A. T., Bach, A., Baidoo, E., Bakalli, G., Bao, L., Barbon, A., Bashchenko, O., Bindra, P. C., Bjønnes, G. H., Black, J. R., Black, B. S., Bogoev, D., Correa, S. B., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C., Calamia, A., Cao, V. N., Capelle-Blancard, G., Romero, L. M. C., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chen, J., Chernov, M., Cheung, W., Chincarini, L. B., Chordia, T., Chow, S. C., Clapham, B., Colliard, J. E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., Blasis, R. D., Nard, G. F. D., Declerck, F., Deev, O., Degryse, H., Deku, S. Y., Desagre, C., Dijk, M. A. V., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P. A., Dudda, T., Duevski, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., Kalak, I. E., Ellen, S. T., Eugster, N., Evans, M. D. D., Farrell, M., Felez-Vinas, E., Ferrara, G., Ferrouhi, E. M., Flori, A., Fluharty-Jaidee, J. T., Foley, S. D. V., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F., Frijns, B., Frömmel, M., Fu, S. M., Füllbrunn, S. C., Gan, B., Gao, G., Gehrig, T. P., Gemayel, R., Gerritsen, D., Gil-Bazo, J., Gilder, D., Glosten, L. R., Gomez, T., Gorbenko, A., Grammig, J., Grégoire, V., Güçbilmez, U., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, J. B., Hautsch, N., He, X. Z., Heath, D., Hediger, S., Hendershott, T., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S. A., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ilczuk, K., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylhä, P., Kaeck, A. T., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., Kervel, V. V., Khan, S. A., Khomyn, M. K., Klein, T., Klein, O., Klos, A., Koetter, M., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Krahnen, J. P., Kuhle, P., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C. Y., Lindner, T., Linton, O., Liu, J., Liu, A., Llorente, G., Lof, M., Lohr, A., Longstaff, F., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D., Mi, M. G., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Norden, L. L., O'neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Pagnotta, E., Painter, M., Palan, S., Palit, I. J., Park, A., Pascual, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelli, M., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O. A., Prodromou, T., Prokopczuk, M., Putnins, T., Qian, Y., Raizada, G., Rakowski, D., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Renjie, R. W., Reno, R., Riddiough, S. J., Rinne, K., Rintamäki, P., Riordan, R., Rittmannsberger, T., Longarela, I. R., Roesch, D., Rognone, L., Roseman, B., Roşu, I., Roy, S., Rudolf, N., Rush, S. R., Rzayev, K., Rzeźnik, A. A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N. J., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Sönksen, J., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M. A., Valente, G., Ness, R. A. V., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., Wel, M. V. D., Werner, I. M., Westerholm, P. J., Westheide, C., Wika, H. C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Wu, Z. X., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, Y., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S. M., Zhang, L., Zhang, S. S., Zhang, X., Zhao, L., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X. S., Zoican, M. & Zwinkels, R., Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390 52 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Generative Process 100%
  • Sample Statistic 100%
  • Population Parameter 100%
  • Test Hypothesis 100%
  • Population Parameters 50%
  9 Scopus citations

• Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem

  Nadtochiy, S., Shkolnikov, M. & Zhang, X., Feb 2024, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 60, 1, p. 658-691 34 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Absorbed Brownian Motion 100%
  • Growing Solids 50%
  • Planar Brownian Motion 50%

• VISCOSITY SOLUTIONS FOR MCKEAN-VLASOV CONTROL ON A TORUS

  Soner, H. M. & Yan, Q., 2024, In: SIAM Journal on Control and Optimization. 62, 2, p. 903-923 21 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Viscosity Solution 100%
  • McKean-Vlasov Control 100%
  • Metrics 66%
  • Dynamic Programming 66%
  • Value Function 66%
  2 Scopus citations

• Viscosity Solutions of the Eikonal Equation on the Wasserstein Space

  Soner, H. M. & Yan, Q., Aug 2024, In: Applied Mathematics and Optimization. 90, 1, 1.

  Research output: Contribution to journal › Article › peer-review

  • Eikonal Equation 100%
  • Wasserstein Space 100%
  • Viscosity Solutions 100%
  • Control Problems 100%
  • Type Equation 100%

• When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance

  Aït-Sahalia, Y., Matthys, F., Osambela, E. & Sircar, R., 2024, (Accepted/In press) In: Journal of Econometrics. 105654.

  Research output: Contribution to journal › Article › peer-review

  • Volatility 100%
  • Asset Pricing 100%
  • Portfolio Performance 100%
  • Asset Portfolio 100%
  • Pricing Performance 100%

• Which Investors Matter for Equity Valuations and Expected Returns?

  Koijen, R. S. J., Richmond, R. J. & Yogo, M., Jul 1 2024, In: Review of Economic Studies. 91, 4, p. 2387-2424 38 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Passive Investing 100%
  • Investors 100%
  • Investment Management 66%
  • Investment Advisers 66%
  • Price Informativeness 66%
• 2023

  A Kernel-Based View of Language Model Fine-Tuning

  Malladi, S., Wettig, A., Yu, D., Chen, D. & Arora, S., 2023, In: Proceedings of Machine Learning Research. 202, p. 23610-23641 32 p.

  Research output: Contribution to journal › Conference article › peer-review

  • Language Modeling 100%
  • Pre-Trained Language Models 100%
  • Gradient Descent 50%
  • Training Point 50%
  • Computer Vision Task 50%
  9 Scopus citations

• A Model of Cryptocurrencies

  Sockin, M. & Xiong, W., 2023, In: Management Science. 69, 11, p. 6684-6707 24 p.

  Research output: Contribution to journal › Article › peer-review

  • Token 100%
  • Cryptocurrency 100%
  • Digital Platform 50%
  • User Participation 50%
  • Network Economics 50%
  17 Scopus citations

• An Improved Lower Bound for Matroid Intersection Prophet Inequalities

  Saxena, R. R., Velusamy, S. & Weinberg, S. M., Jan 1 2023, 14th Innovations in Theoretical Computer Science Conference, ITCS 2023. Kalai, Y. T. (ed.). Schloss Dagstuhl- Leibniz-Zentrum fur Informatik GmbH, Dagstuhl Publishing, 95. (Leibniz International Proceedings in Informatics, LIPIcs; vol. 251).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Matroid Intersection 100%
  • Partition Matroid 100%
  • Prophet Inequality 100%
  • Random Variable 100%
  • Bernoulli Random Variable 66%
  1 Scopus citations

• Comment

  Watson, M. W., Jan 1 2023, In: NBER Macroeconomics Annual. 37, 1, p. 161-166 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

• Communication-Efficient Accurate Statistical Estimation

  Fan, J., Guo, Y. & Wang, K., 2023, In: Journal of the American Statistical Association. 118, 542, p. 1000-1010 11 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Loss Function 100%
  • Numerical Experiment 100%
  • Synthetic Data 100%
  • Real Data 100%
  • Communicates 100%
  41 Scopus citations

• Community network auto-regression for high-dimensional time series

  Chen, E. Y., Fan, J. & Zhu, X., Aug 2023, In: Journal of Econometrics. 235, 2, p. 1239-1256 18 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Network Autoregression 100%
  • Two-step Weighted Least Squares 25%
  • Asymptotic Normality Properties 25%
  • Stationary Condition 25%
  7 Scopus citations

• CONVERGENCE OF A TIME-STEPPING SCHEME TO THE FREE BOUNDARY IN THE SUPERCOOLED STEFAN PROBLEM

  Kaushansky, V., Reisinger, C., Shkolnikov, M. & Song, Z. Q., Feb 2023, In: Annals of Applied Probability. 33, 1, p. 274-298 25 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Initial Temperature Distribution 100%
  • Skorokhod M1 Topology 75%
  • Systemic Risk Model 75%
  3 Scopus citations

• Decentralization through Tokenization

  Sockin, M. & Xiong, W., Feb 2023, In: Journal of Finance. 78, 1, p. 247-299 53 p.

  Research output: Contribution to journal › Article › peer-review

  • Decentralization 100%
  • Tokenization 100%
  • Network Economics 100%
  • Investors 100%
  • Utility Tokens 66%
  20 Scopus citations

• Deep empirical risk minimization in finance: Looking into the future

  Reppen, A. M. & Soner, H. M., Jan 2023, In: Mathematical Finance. 33, 1, p. 116-145 30 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Machine Learning 100%
  • Loss Minimization 100%
  • Synthetic Data 100%
  • Classical Problem 100%
  • Risk Minimization 100%
  4 Scopus citations

• Do Transformers Parse while Predicting the Masked Word?

  Zhao, H., Panigrahi, A., Ge, R. & Arora, S., 2023, EMNLP 2023 - 2023 Conference on Empirical Methods in Natural Language Processing, Proceedings. Bouamor, H., Pino, J. & Bali, K. (eds.). Association for Computational Linguistics (ACL), p. 16513-16542 30 p. (EMNLP 2023 - 2023 Conference on Empirical Methods in Natural Language Processing, Proceedings).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Parsing 100%
  • Language Modeling 75%
  • Parse Tree 50%
  • Bidirectional Encoder Representations From Transformers 25%
  • Pre-Trained Language Models 25%
  1 Scopus citations

• Dynamic Spatial General Equilibrium

  Kleinman, B., Liu, E. & Redding, S. J., Mar 2023, In: Econometrica. 91, 2, p. 385-424 40 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • US States 100%
  • Spatial General Equilibrium 100%
  • Labor Dynamics 100%
  • Investment 100%
  • General Equilibrium 100%
  11 Scopus citations

• Economics and Politics: On Narrowing the Gap

  Blinder, A. S., Jul 2023, In: Annals of the American Academy of Political and Social Science. 708, 1, p. 8-13 6 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Politics 100%

• GPT Deciphering Fedspeak: Quantifying Dissent Among Hawks and Doves

  Peskoff, D., Wachspress, B., Visokay, A., Blinder, A., Schulhoff, S. & Stewart, B. M., 2023, Findings of the Association for Computational Linguistics: EMNLP 2023. Association for Computational Linguistics (ACL), p. 6529-6539 11 p. (Findings of the Association for Computational Linguistics: EMNLP 2023).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Dissent 100%
  • Dove 100%
  • Administrative Structure 100%
  • Deciphering 100%
  • Inflation 100%

• Landings, Soft and Hard: The Federal Reserve, 1965–2022

  Blinder, A. S., 2023, In: Journal of Economic Perspectives. 37, 1, p. 101-120 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Federal Reserve 100%
  6 Scopus citations

• Leveraged Exchange-Traded Funds with Market Closure and Frictions

  Dai, M., Kou, S., Mete Soner, H. & Yang, C., Apr 2023, In: Management Science. 69, 4, p. 2517-2535 19 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Market Frictions 100%
  • Market Closure 100%
  • Leveraged Exchange Traded Funds 100%
  • Index Derivative 100%
  • Optimal Rebalancing 66%
  4 Scopus citations

• Master equation for Cournot mean field games of control with absorption

  Graber, P. J. & Sircar, R., Jan 15 2023, In: Journal of Differential Equations. 343, p. 816-909 94 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Master Equation 100%
  • Continuum Limit 50%
  • Fokker Planck Equation 50%
  • Dirichlet Boundary Condition 50%
  • Priori Estimate 50%
  2 Scopus citations

• Optimal Execution with Quadratic Variation Inventories

  Carmona, R. & Leal, L., 2023, In: SIAM Journal on Financial Mathematics. 14, 3, p. 751-776 26 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Quadratic Variation 100%
  • Optimal Execution 100%
  • Inventory Process 100%
  • Brownian Motion 100%
  • time interval τ 100%
  2 Scopus citations

• POLICY IN A CHANGING WORLD

  Brunnermeier, M. K., 2023, In: Finance and Development. 60, 1, p. 4-9 6 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Changing World 100%
  2 Scopus citations

• Reinforcement learning paycheck optimization for multivariate financial goals

  Alaluf, M., Crippa, G., Geng, S., Jing, Z., Krishnan, N., Kulkarni, S., Navarro, W., Sircar, R. & Tang, J., Oct 20 2023, In: Risk and Decision Analysis. 9, 1, p. 11-18 8 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Reinforcement Learning 100%
  • Utility Maximization 50%
  • Problem Formulation 50%
  • User Preference 50%
  • Problem Setting 50%

• Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes

  Zhu, X., Xu, G. & Fan, J., 2023, (Accepted/In press) In: Journal of Econometrics. 105564.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Simulation Study 100%
  • Objective Function 100%
  • Social Network 100%
  • Least Squares Method 100%
  • Asymptotic Normality 100%
  3 Scopus citations

• Spatial Correlation Robust Inference in Linear Regression and Panel Models

  Müller, U. K. & Watson, M. W., 2023, In: Journal of Business and Economic Statistics. 41, 4, p. 1050-1064 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Spatially Correlated 100%
  • Robust Inference 100%
  • Spatial Correlation 100%
  • Linear Regression Model 100%
  • Panel Model 100%
  2 Scopus citations

• Statistical Inference for High-Dimensional Matrix-Variate Factor Models

  Chen, E. Y. & Fan, J., 2023, In: Journal of the American Statistical Association. 118, 542, p. 1038-1055 18 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Matrix (Mathematics) 100%
  • Inferential Statistics 100%
  • High-dimensional Matrices 100%
  • Principal Component Analysis 50%
  • Low-rank Component 33%
  11 Scopus citations

• Stefan problem with surface tension: global existence of physical solutions under radial symmetry

  Nadtochiy, S. & Shkolnikov, M., Oct 2023, In: Probability Theory and Related Fields. 187, 1-2, p. 385-422 38 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Upper Bound 100%
  • Global Existence 100%
  • Radial Symmetry 100%
  • Tension Surface 100%
  • Stefan Problem 100%
  1 Scopus citations

• Strategic Formal Layoffs: Unemployment Insurance and Informal Labor Markets

  Van Doornik, B., Schoenherr, D. & Skrastins, J., 2023, In: American Economic Journal: Applied Economics. 15, 1, p. 292-318 27 p.

  Research output: Contribution to journal › Article › peer-review

  • Unemployment Insurance 100%
  • Layoffs 100%
  • Informal Labour Market 100%
  • Informal Labor Market 100%
  • Labor Market 25%
  2 Scopus citations

• Superposition and mimicking theorems for conditional McKean–Vlasov equations

  Lacker, D., Shkolnikov, M. & Zhang, J., 2023, In: Journal of the European Mathematical Society. 25, 8, p. 3229-3288 60 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Conditionals 100%
  • Superposition 100%
  • Stochastic Differential Equation 66%
  • Stochastic Partial Differential Equation 50%
  • Marginals 33%
  3 Scopus citations

• Synchronization in a Kuramoto mean field game

  Carmona, R., Cormier, Q. & Soner, H. M., 2023, In: Communications in Partial Differential Equations. 48, 9, p. 1214-1244 31 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Mean Field Games 100%
  • Kuramoto 100%
  • Optimal Control Theory 100%
  • Stochastics 100%
  • Partial Differential Equation 100%
  5 Scopus citations

• Task-Specific Skill Localization in Fine-tuned Language Models

  Panigrahi, A., Saunshi, N., Zhao, H. & Arora, S., 2023, In: Proceedings of Machine Learning Research. 202, p. 27011-27033 23 p.

  Research output: Contribution to journal › Conference article › peer-review

  • Performance Model 100%
  • Multiple Task 100%
  • Language Modeling 100%
  • Sparser Region 100%
  • Pre-Trained Language Models 100%
  6 Scopus citations

• The Journal of Econometrics 2012–2018

  Aït-Sahalia, Y. & Fan, J., Mar 2023, In: Journal of Econometrics. 234, p. 13-14 2 p.

  Research output: Contribution to journal › Comment/debate › peer-review

  • Econometrics 100%

• The Reversal Interest Rate

  Abadi, J., Brunnermeier, M. & Koby, Y., Aug 2023, In: American Economic Review. 113, 8, p. 2084-2120 37 p.

  Research output: Contribution to journal › Article › peer-review

  • Interest Rates 100%
  • Bank Profitability 100%
  • Credit Supply 50%
  • Monetary Policy 25%
  • Macroeconomic Models 25%
  12 Scopus citations

• UNDERSTANDING INFLUENCE FUNCTIONS AND DATAMODELS VIA HARMONIC ANALYSIS

  Saunshi, N., Gupta, A., Braverman, M. & Arora, S., 2023.

  Research output: Contribution to conference › Paper › peer-review

  • Influence Function 100%
  • Harmonic Analysis 100%
  • Harmonics 100%
  • Test Data 100%
  • Residual Error 50%
  4 Scopus citations
• 2022

  Accelerated Share Repurchases Under Stochastic Volatility

  Krishnan, N. & Sircar, R., 2022, In: Applied Mathematical Finance. 29, 5, p. 331-365 35 p.

  Research output: Contribution to journal › Article › peer-review

  • Stochastic Volatility 100%
  • Accelerated Share Repurchases 100%
  • Minimizes 100%
  • Optimal Strategy 100%
  • Continuous Time 100%

• A Monetary and Fiscal History of the United States, 1961-2021

  Blinder, A. S., Jan 1 2022, Princeton University Press. 434 p.

  Research output: Book/Report › Book

  • Monetary Policy 100%
  • Fiscal Policy 100%
  • Fiscal History 100%
  • Economic Policy 33%
  • Inflation 33%
  13 Scopus citations

• AN ECONOMETRIC MODEL OF INTERNATIONAL GROWTH DYNAMICS FOR LONG-HORIZON FORECASTING

  Müller, U. K., Stock, J. H. & Watson, M. W., Sep 2022, In: Review of Economics and Statistics. 104, 5, p. 857-876 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Convergence Rate 100%
  • Econometric Models 100%
  • Tight 100%
  • Growth Dynamics 100%
  • Sparse Correlation 100%
  15 Scopus citations