Clemens Struck

University College Dublin

School of Economics

Belfield, Dublin 4

Ireland

http://ccstruck.weebly.com

SCHOLARLY PAPERS

2

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CITATIONS

4

Ideas:
“  My approach to macro is very simple. There are usually five or more mutually exclusive explanations for each stylized fact. How do we know which one is right? I look at the ensemble of facts and ask myself which combination of explanations can explain the ensemble.  ”

Scholarly Papers (2)

1.

Time-Series Momentum: A Monte-Carlo Approach

Number of pages: 44 Posted: 05 Apr 2019 Last Revised: 08 Jun 2019
Enoch Cheng and Clemens Struck
University of Colorado at Denver - Department of Economics and University College Dublin
Downloads 7,070 (801)
Citation 4

Abstract:

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Monte-Carlo, Extreme Value Theory, Backtesting, Risk Premia, Time-Series Momentum

2.

Automation, New Technology and Non-Homothetic Preferences

Number of pages: 18 Posted: 18 Jun 2019 Last Revised: 26 Jun 2019
Clemens Struck and Adnan Velic
University College Dublin and Technological University Dublin
Downloads 1,386 (12,959)

Abstract:

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Uzawa’s theorem, automation, goods quality, structural change, reallocations, growth, non-homothetic preferences, hierarchical demand