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Details about Ronald Smith
Access statistics for papers by Ronald Smith.
Last updated 2026-05-09. Update your information in the RePEc Author Service.
Short-id: psm18
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Working Papers
2026
- The Output Convergence Debate Revisited: Lessons from Recent Developments in the Analysis of Panel Data Models
CESifo Working Paper Series, CESifo 
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2026)
Papers, arXiv.org (2026)
- The Strait of Hormuz, Towards a Long-Lasting Solution
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
Also in CESifo Working Paper Series, CESifo (2026)
2025
- Analysis of Multiple Long Run Relations in Panel Data Models with Applications to Financial Ratio
CESifo Working Paper Series, CESifo
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2025)
- Analysis of Multiple Long-Run Relations in Panel Data Models
Papers, arXiv.org
Also in Working Papers, Federal Reserve Bank of Dallas (2025)
2024
- High-Dimensional Forecasting with Known Knowns and Known Unknowns
CESifo Working Paper Series, CESifo View citations (1)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2024) View citations (1)
Papers, arXiv.org (2024) View citations (1)
See also Journal Article HIGH-DIMENSIONAL FORECASTING WITH KNOWN KNOWNS AND KNOWN UNKNOWNS, National Institute Economic Review, National Institute of Economic and Social Research (2024) View citations (1) (2024)
- Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
Papers, arXiv.org
See also Journal Article Identifying and Exploiting Alpha in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors, Journal of Financial Econometrics, Oxford University Press (2025) View citations (1) (2025)
2023
- Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
Papers, arXiv.org View citations (3)
Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2023) View citations (3)
See also Journal Article Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels, Econometrics and Statistics, Elsevier (2026) (2026)
- Revisiting the Great Ratios Hypothesis
Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (3)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022)
CESifo Working Paper Series, CESifo (2022)
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2022)
See also Journal Article Revisiting the Great Ratios Hypothesis, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2023) View citations (3) (2023)
- The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
CESifo Working Paper Series, CESifo View citations (1)
Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2023) View citations (1)
2021
- Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios
CESifo Working Paper Series, CESifo View citations (1)
See also Journal Article Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios, Econometrics and Statistics, Elsevier (2023) View citations (1) (2023)
- Factor Strengths, Pricing Errors, and Estimation of Risk Premia
CESifo Working Paper Series, CESifo View citations (5)
- ‘Great Ratios’ in Economics Don’t All Add Up
Dallas Fed Economics, Federal Reserve Bank of Dallas
2020
- Government debt, deficits and interest rates 1870 - 201
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics View citations (1)
2019
- Disability and Multi-Dimensional Quality of Life: A Capability Approach to Health Status Assessment
IZA Discussion Papers, IZA Network @ LISER
See also Journal Article Disability and multidimensional quality of life: A capability approach to health status assessment, Health Economics, John Wiley & Sons, Ltd. (2020) View citations (2) (2020)
- Military Expenditure, Investment and Growth
School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town View citations (8)
See also Journal Article Military Expenditure, Investment and Growth, Defence and Peace Economics, Taylor & Francis Journals (2020) View citations (24) (2020)
- The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models
CESifo Working Paper Series, CESifo View citations (4)
- The macroeconomic impact of the euro
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics View citations (1)
See also Journal Article The Macroeconomic Impact of the Euro, Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration (2019) View citations (1) (2019)
2017
- Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors
CESifo Working Paper Series, CESifo
Also in BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics (2017)
- Tests of Policy Interventions in DSGE Models
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics
See also Journal Article Tests of Policy Interventions in DSGE Models, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2018) View citations (1) (2018)
2016
- Demographic Structure and Macroeconomic Trends
CESifo Working Paper Series, CESifo View citations (17)
Also in Working Papers, Banco de España (2015) View citations (39)
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2015) View citations (43)
See also Journal Article Demographic Structure and Macroeconomic Trends, American Economic Journal: Macroeconomics, American Economic Association (2019) View citations (165) (2019)
- Factor models in panels with cross-sectional dependence: an application to the extended SIPRI military expenditure data
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (3)
See also Journal Article Factor Models in Panels with Cross-sectional Dependence: An Application to the Extended SIPRI Military Expenditure Data, Defence and Peace Economics, Taylor & Francis Journals (2017) View citations (15) (2017)
2015
- Military Aid, Direct Intervention and Counterterrorism
School of Economics Discussion Papers, School of Economics, University of Surrey
Also in Studies in Economics, School of Economics, University of Kent (2015)
2014
- Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics View citations (7)
Also in CESifo Working Paper Series, CESifo (2012) View citations (45)
Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (44)
IZA Discussion Papers, IZA Network @ LISER (2012) View citations (47)
See also Journal Article Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing, Research in Economics, Elsevier (2016) View citations (44) (2016)
- Tests of Policy Ineffectiveness in Macroeconometrics
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
Also in CESifo Working Paper Series, CESifo (2014) View citations (2)
Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics (2014) View citations (2)
- The relationship between panel and synthetic control estimators of the effect of civil war
BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics | |
