Selected Publications

Professor Lumsdaine's publication credits include a range of economics and finance journals including Econometrica, Journal of Financial Economics, Review of Economic Studies, Journal of Business and Economic Statistics, Journal of International Money and Finance, Review of Economics and Statistics, the Economic Journal, and others.

 

Selected Publications:

• "Shifts in ECB Communication: A Text Mining Approach," International Journal of Central Banking, 2023 [with Justyna Klejdysz]. 

• "Estimation of a Break Point in Group Membership Structure," Journal of Econometrics, 2022 [with Ryo Okui and Wendun Wang]. 

• "An Epidemiological Model of Crisis Spread across Sectors in the United States," Journal of Money, Credit and Banking, 2021 [with Eva F. Janssens and Sebastiaan H.C.L.G. Vermeulen]. 

• The Potential for Large Learning Gains in Pockets of Extreme Poverty:  Experimental Evidence from Guinea Bissau," Journal of Public Economics, 199, 2021 [with Ila Fazzio, Alex Eble, Peter Boone, Baboucarr Bouy, Jenny Hsieh, Chitra Jayanty, Simon Johnson, and Ana Filipa Silva].

• "The Intrafirm Complexity of Systemically Important Financial Institutions," Journal Financial Stability, 52, 2021 [with Daniel N. Rockmore, Nick J. Foti, Gregory Leibon, J. Doyne Farmer]. 

• "The Complexity of Bank Holding Company Resolution:  A Topological Approach,"Journal of Banking and Finance 118 (September), 2020 [with Mark D. Flood, Dror Y. Kenett, and John K. Simon].

• "Do Survey Probabilities Match Financial Market Beliefs?" Journal of Behavioral Finance, 19(2), 209-220, 2018 [with Rogier J.D. Potter van Loon].

• "Market Set-Up in Advance of Federal Reserve Policy Rate Decisions," The Economic Journal, 126 (May), pp. 618-658, 2016 [with Dick van Dijk and Michel van der Wel].

• "Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren," Demography, 52(2), pp. 433-454, 2015 [with Stephanie J.C. Vermeer].
• "How Survey Design Affects Self-Assessed Health Responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)," European Economic Review, 63, pp. 299-307, 2013[with Anneke Exterkate].
• "Why Systemic Risk Considerations Affect the Market for Long-Term Care Insurance," The Economists' Voice: Vol. 8: Iss. 3, Article 3, October 2011.

Media Appearances

• March 2023 Telemundo interview on the Silicon Valley Bank collapse, Watch now 
• VoxEU article on research, December 2020
• Washington Post interview about research on grandchild care and retirement decisions, March 2019
• Harvard Business Review article featuring research on grandchild care and retirement decisions, May 2015
• New Scientist article featuring research on banking networks, May 2015
• Bloomberg News article featuring research on grandchild care and retirement decisions, January 2015
• Wall Street Journal article featuring research on market anticipation of Federal Reserve rate decisions, January 2014
• Quoted in US News and World Report, January 2013    
• Quoted in Law360, January 2013    
• Quoted in Christian Science Monitor, May 2012    
• Quoted in American Banker, April 2012    
• "Is What’s Good for MetLife Good for Us All?," October 2011 American Banker Op-Ed 
• September 2011 NPR Morning Edition radio interview on the European debt crisis, Listen now    
• June 2010 C-SPAN radio interview, Listen now