About

We are economists and thinkers from a range of disciplines who challenge conventional wisdom and advance ideas to better serve society.

Research

We develop research that challenges economic orthodoxy and serves society.

Articles

Commentary, analysis, interviews, and research summaries by INET-affiliated writers.

Video

Interviews, presentations and video series with provocative economic thinkers, public figures and students.

Podcast

Economics and Beyond with Rob Johnson, a podcast featuring interviews with some of the world’s most important thinkers, artists, and activists about the pressing issues of our time. The podcast is also available on all major podcasting platforms, such as Apple, Spotify, Google, and Podbean.

Education

Video series and courses for students and educators interested in exploring new economic thinking.

Events

To foster new economic thinking, we host convenings that gather together a diverse community of thinkers from different fields, countries, and schools of thought.

YSI

Through the Young Scholars Initiative (YSI), INET provides support to students, young professionals, or others who embrace new and critical ways of thinking about the economy. YSI fosters conversation among those who wish to engage with new economic thinking and connects young scholars to the Institute’s vast network of economists.

Topics

Browse all INET content organized by topic

Archive

Working Paper
Working Paper Series
Can Panel Data Methodologies Determine the Impact of Climate Change on Economic Growth?

By Richard A. Rosen

Dec 2021

Some cautionary remarks
Working Paper
Working Paper Series
An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability

By Seok Young Hong, Oliver Linton, and Hui Jun Zhang

Mar 2015

We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and scalar functions thereof under the null hypothesis that returns are unpredictable after a constant mean adjustment (i.e., under the weak form Efficient Market Hypothesis). We do not impose the no leverage assumption of Lo and MacKinlay (1988) but our asymptotic standard errors are relatively simple and in particular do not require the selection of a bandwidth parameter. We extend the framework to allow for a time varying risk premium through common systematic factors.