Selected Publications
Identifying relationship-level effects using covariance restrictions
We propose a novel decomposition to identify relationship-specific effects or shocks in a bipartite network under […]
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Identifying relationship-level effects using convariance restrictions
We propose a new model in which relationship-specific effects or shocks are identified in a bipartite […]
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Identifying heterogeneous supply and demand shocks in European credit markets
We propose a new model in which relationship-specific supply and demand shocks are non-parametrically identified in […]