SIMAS KUČINSKAS
WORKING PAPERS
Expectation Formation with Correlated Variables (with Simin He) (R&R @ EJ)
Additional material: Replication files; Dataset
The Importance of Being Prudent: Leverage and the Informational Content of Dividends
Additional material: Replication files
Liquidity Creation and Financial Stability: The Role of Hidden Trades
Additional material: Internet appendix; Replication files
PUBLICATIONS
Quantifying Noise in Subjective Expectations (with Artūras Juodis)
Quantitative Economics, forthcoming
Additional material: Replication files
Measuring Under- and Overreaction in Expectation Formation (with Florian Peters)
The Review of Economics and Statistics, forthcoming
Additional material: Replication files
Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter
PLoS ONE (2021), 16(1): e0244474
(with Francisco Arroyo Marioli, Francisco Bullano, and Carlos Rondón-Moreno)
Additional material: Online dashboard; Coverage in "Our World in Data"
When are banks better than markets? Comment on Zimper (2013)
Economics Letters (2016), 147: 171-173