Recent publications
Article
Pouliot, W, Pilbeam, K & Asteriou, D 2023, 'Does ESG investing pay-off? An analysis of the Eurozone Area before and during the Covid-19 pandemic', International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2865
Mojirsheibani, M, Pouliot, W & Shakhbandaryan, A 2023, 'On regression and classification with possibly missing response variables in the data', Metrika. https://doi.org/0.1007/s00184-023-00923-3
Huang, R, Pilbeam, K & Pouliot, W 2022, 'Are macroeconomic forecasters optimists or pessimists? A reassessment of survey based forecasts', Journal of Economic Behavior & Organization, vol. 197, pp. 706-724. https://doi.org/10.1016/j.jebo.2022.03.012
Boonman, T, Litsios, I, Pilbeam, K & Pouliot, W 2022, 'Modelling the trade balance between the northern and southern eurozone using an intertemporal approach', Journal of International Money and Finance, vol. 121, 102508. https://doi.org/10.1016/j.jimonfin.2021.102508
Mojirsheibani, M & Pouliot, W 2021, 'A nearest-neighbor-based ensemble classifier and its large-sample optimality', Journal of Statistical Computation and Simulation, vol. 91, no. 10, pp. 1-17. https://doi.org/10.1080/00949655.2021.1882458
Huang, R, Pilbeam, K & Pouliot, W 2021, 'Do actively managed US mutual funds produce positive alpha?', Journal of Economic Behavior and Organization, vol. 182, pp. 472-492. https://doi.org/10.1016/j.jebo.2019.03.006
Huang, R, Asteriou, D & Pouliot, W 2020, 'A reappraisal of luck versus skill in the cross-section of mutual fund returns', Journal of Economic Behavior & Organization, vol. 176, pp. 166-187. https://doi.org/10.1016/j.jebo.2020.03.032
Goenka, A, Jafarey, S & Pouliot, W 2020, 'Pollution, mortality and time consistent abatement taxes', Journal of Mathematical Economics, vol. 88, pp. 1-15. https://doi.org/10.1016/j.jmateco.2020.01.004
Ercolani, M, Pouliot, W & Ercolani, J 2018, 'Luck versus skill over time: time-varying performance in the cross-section of mutual fund returns', Applied Economics, vol. 50, no. 34-35, pp. 3686-3701. https://doi.org/10.1080/00036846.2018.1436154
Al-Sharadqah, A, Mojirsheibani, M & Pouliot, W 2018, 'On the performance of weighted bootstrapped kernel deconvolution density estimators', Statistical Papers, pp. 1-26. https://doi.org/10.1007/s00362-018-1006-0
Horvath, L, Pouliot, W & Wang, S 2017, 'Detecting At-Most-m-Changes in Linear Regression Models', Journal of Time Series Analysis, vol. 38, no. 4, pp. 552-590. https://doi.org/10.1111/jtsa.12228
Mojirsheibani, M, Manley, K & Pouliot, W 2017, 'On density and regression estimation with incomplete data', Communications in Statistics: Theory and Methods. https://doi.org/10.1080/03610926.2016.1277751
Pouliot, W 2016, 'Robust Tests for Change in Intercept and Slope in Linear Regression Models with Application to Manager Performance in the Mutual Fund Industry', Economic Modelling. https://doi.org/10.1016/j.econmod.2016.03.011
Pouliot, W & Mojirsheibani, M 2016, 'Weighted bootstrapped kernel density estimators in two-sample problems', Journal of Nonparametric Statistics. https://doi.org/10.1080/10485252.2016.1253842
Discussion paper
Goenka, A, Jafarey, S & Pouliot, W 2012 'Pollution, mortality and optimal environmental policy: Discussion Paper 12-05' Department of Economics, University of Birmingham, pp. 1-46. <http://www.birmingham.ac.uk/schools/business/departments/economics/research/discussion-papers/2012-discussion-papers.aspx>
View all publications in research portal