Institution
London School of Economics and Political Science
Education•London, United Kingdom•
About: London School of Economics and Political Science is a education organization based out in London, United Kingdom. It is known for research contribution in the topics: Population & Politics. The organization has 8759 authors who have published 35017 publications receiving 1436302 citations.
Topics: Population, Politics, European union, Health care, Government
Papers published on a yearly basis
Papers
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TL;DR: In this article, the status of EOR theory is discussed and the assumptions associated with popular frameworks, including who is party to the relationship, the norm of reciprocity as a functioning rule, and the value of the resources exchanged.
384 citations
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TL;DR: The authors argues that all schools of contemporary political thought are variations on the Enlightenment Project, the Westernizing project of a universal civilization, and that this Enlightenment Project has proved self-undermining and is now exhausted.
Abstract: Now in paperback, Enlightenment's Wake stakes out the elements of John Gray's new position. He argues that all schools of contemporary political thought are variations on the Enlightenment Project - the Westernizing project of a universal civilization - and that this Enlightenment Project has proved self-undermining and is now exhausted. Fresh thought is needed on the dilemmas of the late modern age.
383 citations
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TL;DR: This article investigated the effects of macroeconomic fundamentals on emerging market sovereign credit spreads and found that the volatility of terms of trade in particular has a statistically and economically significant effect on spreads, even controlling for global factors and credit ratings.
Abstract: This paper investigates the effects of macroeconomic fundamentals on emerging market sovereign credit spreads. We find that the volatility of terms of trade in particular has a statistically and economically significant effect on spreads. This is robust to instrumenting terms of trade with a country-specific commodity price index. Our measures of country fundamentals have substantial explanatory power, even controlling for global factors and credit ratings. We also estimate default probabilities in a hazard model and find that model implied spreads capture a significant part of the variation in observed spreads out-of-sample. The fit is better for lower credit quality borrowers.
383 citations
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TL;DR: In this paper, the analysis of non-Gaussian time series by using state space models is considered from both classical and Bayesian perspectives, and the choice of importance sampling densities and antithetic variables is discussed.
Abstract: The analysis of non-Gaussian time series by using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Markov chain Monte Carlo methods are not employed. Non-Gaussian disturbances for the state equation as well as for the observation equation are considered. Methods for estimating conditional and posterior means of functions of the state vector given the observations, and the mean-square errors of their estimates, are developed. These methods are extended to cover the estimation of conditional and posterior densities and distribution functions. The choice of importance sampling densities and antithetic variables is discussed. The techniques work well in practice and are computationally efficient. Their use is illustrated by applying them to a univariate discrete time series, a series with outliers and a volatility series.
383 citations
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01 Jul 1969383 citations
Authors
Showing all 9081 results
Name | H-index | Papers | Citations |
---|---|---|---|
Ichiro Kawachi | 149 | 1216 | 90282 |
Amartya Sen | 149 | 689 | 141907 |
Peter Hall | 132 | 1640 | 85019 |
Philippe Aghion | 122 | 507 | 73438 |
Robert West | 112 | 1061 | 53904 |
Keith Beven | 110 | 514 | 61705 |
Andrew Pickles | 109 | 436 | 55981 |
Zvi Griliches | 109 | 260 | 71954 |
Martin Knapp | 106 | 1067 | 48518 |
Stephen J. Wood | 105 | 700 | 39797 |
Jianqing Fan | 104 | 488 | 58039 |
Timothy Besley | 103 | 368 | 45988 |
Richard B. Freeman | 100 | 860 | 46932 |
Sonia Livingstone | 99 | 510 | 32667 |
John Van Reenen | 98 | 440 | 40128 |