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1
A monthly stock exchange index for Ireland, 1864-1930
Published 2013“…Using a dataset of over 35,000 price-year observations from the Investor's Monthly Manual, this paper constructs new monthly Irish stock market price indices for the period 1864-1930, encompassing periods of significant economic and political turmoil in Irish history. …”
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2
Social media, news media and the stock market
Published 2016“…Stocks with high social media coverage in one month experience high idiosyncratic volatility of returns and trading volume in the following month. …”
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3
Open economy codependence: U.S. monetary policy and interest rate pass-through
Published 2006“…When the federal funds rate change is unpredictable and independent, the joint hypothesis of unit within-month pass-through to pegs and zero within-month pass-through to non-pegs cannot be rejected. …”
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4
Snapshot PCR surveillance for SARS-CoV-2 in hospital staff in England
Published 2020“…A large proportion (39%) of participants reported symptoms in the past month.</p> <p><strong>Interpretation:</strong> The point-prevalence is similar to previous estimates for HCWs in April 2020, though a magnitude higher than in the general population. …”
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5
China’s inauthentic UK Twitter diplomacy: a coordinated network amplifying PRC diplomats
Published 2021“…We audit all Twitter engagement with PRC diplomats stationed in the United Kingdom over an eight month period, from June 2020 to January 2021:</p> <p>- We identify a large network of Twitter accounts that demonstrate multiple forms of coordinated inauthentic activity. …”
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6
Wood biomass estimation of Central American dry zone species
Published 1992“…This region can be broadly defined as lying in the rainfall range 500-1500 mm, with a pronounced dry season of up to eight months (less than 50 mm/month rainfall during the dry season)...…”
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7
The Brent market : an analysis of recent developments
Published 1986“…First, the very rapid growth inactivity in the Brent market means that for much of 1985 an average of at least 400 deals a month were being made. With each deal being for a lot size of 600,000 barrels of oil at around $25 a barrel the total turnover i n 1985 was at least $72 billion. …”
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8
Do governments crowd out governments? Evidence from embassies at fiscal year-end
Published 2022“…Our results show that: (1) in every country embassies spend more at the UK fiscal year-end than in the average month; (2) the extent of this extra spending is greater in countries that have a fiscal year that overlaps with the UK; (3) embassies spend more at the end of the fiscal years of local firms.…”
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9
High dimensional yield curves: models and forecasting
Published 2006“…The FSN models are used to forecast high dimensional yield curves for US Treasury bonds at the one month ahead horizon. The models achieve large reductions in mean square forecast errors relative to a random walk for yields and readily dominate both the Diebold and Li (2006) and random walk forecasts across all maturities studied. …”
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10
New methods for forecasting inflation and its sub-components: application to the USA
Published 2008“…Monthly models are estimated for 1974 to 1999, and pseudo out-of-sample forecasting performance is examined for 2000-2007. …”
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11
Early-life exposure to weather shocks and human capital accumulation: evidence from the Peruvian Highlands
Published 2018“…The empirical strategy uses differences in exposure to temperature levels across children within clusters, generated by differences in date of birth, at the month precision, in areas where frosts are widespread. …”
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12
Weathering the storm: investigating the role of remittances as immediate disaster relief in developing countries
Published 2024“…The rise in remittances is typically highest in the month after the disaster, with more intense disasters eliciting a larger increase in remittances. …”
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13
New methods for forecasting inflation and its sub-components: application to the USA.
Published 2008“…Monthly models are estimated for 1974 to 1999, and pseudo out-of-sample forecasting performance is examined for 2000-2007. …”
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14
The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.
Published 2008“…The FSN models are then applied to forecasting 36-dimensional yield curves for US Treasury bonds at the one month ahead horizon. The method consistently outperforms the Diebold and Li (2006) and random walk forecasts on the basis of both mean square forecast error criteria and economically relevant loss functions derived from the realised profits of pairs trading algorithms. …”
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15
Paying over the odds at the end of the fiscal year. Evidence from Ukraine
Published 2022“…First, we document that the prices bid by firms are significantly higher in the last month of a fiscal year. Second, we employ a neural network technique to infer supplier costs from bidding behaviour. …”
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16
Occupational choice in early industrializing societies: Experimental evidence on the income and health effects of industrial and entrepreneurial work
Published 2016“…Indeed, serious health problems rose one percentage point for every month of industrial work. Applicants seem to understand the risks, but took the industrial work temporarily while searching for better work. …”
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17
Occupational choice in early industrializing societies: experimental evidence on the income and health effects of industrial and entrepreneurial work
Published 2016“…Indeed, serious health problems rose one percentage point for every month of industrial work. Applicants seem to understand the risks, but took the industrial work temporarily while searching for better work. …”
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18
The effects of mental health interventions on labour market outcomes in low-and-middle-income countries
Published 2024“…Second, we build a new dataset, pooling all available microdata from RCTs using the most common trial design: studies of psychotherapy in LMICs that treated depression and measured days participants were unable to work in the past month. We observe comparable treatment effects on mental health and work outcomes in this sub-sample of highly similar studies. …”
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19
EU Commission proposal for joint gas purchasing, price caps and collective allocation of gas: an assessment
Published 2022“…</p> <p>The price cap proposals are set to cap the TTF front month price (M+1) at €275/MWh so long as there is a differential between the TTF spot price and European LNG prices of at least €58/MWh, and if the TTF price were to be above that level for the preceding 10 days. …”
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20
China's public diplomacy operations: understanding engagement and inauthentic amplifications of PRC diplomats on Facebook and Twitter
Published 2021“…Many of these accounts were active for months before being disabled.</p>…”
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