Research

PUBLICATIONS

To Infinity and Beyond: Efficient Computation of ARCH(∞) Models, Journal of Time Series Analysis, 2021

• Authors: Antoine L. Noël and Morten Ørregaard Nielsen

• Source Code

• Audio summary by NotebookLM 

Information Transparency of Firm Financing, Journal of Money, Credit and Banking, Forthcoming

• Authors: Antoine L. Noël and Amy Hongfei Sun

• Online appendix

• Audio summary by NotebookLM 

WORKING PAPERS

Production Structures and Preferential Trade Agreements (Job Market Paper)

WORK IN PROGRESS

The Tariff-Rules of GATT in a Self-Interested World (Draft coming soon)