Research

Publications

Boldea, O., Alipoor, A. , Pei S., Shaman, J. and  G. Rozhnova (2024).  Age-specific transmission dynamics of SARS-CoV-2 during the first two years of the pandemic. Proceeding of the National Academy of Sciences Nexus 3:2, February 2024, pgae024. Paper and Supplement Code (Warning: Code is 3.2GB due to output files included) [This is a new interdisciplinary  journal, who received its first  impact factor of 2.2 in June 2024.  The journal ranking by impact factor is 49/263 in Social Sciences, Interdisciplinary]

Boldea, O., and Cornea-Madeira. A., and Madeira, J. (2023). Disentangling the effect of measures, variants and vaccines on SARS-CoV-2 Infections in England: A dynamic intensity model. The Econometrics Journal 23:3, 444–466 . [Link to Journal Publication and Replication Codes]

Boldea, O., Drepper, B. and Gan, Z. (2020). Change Point Estimation in Panel Data with Time-Varying Individual Effects. Journal of Applied Econometrics 35, 712-727. [ PDF] [Supplementary Appendix] [MATLAB Code]

Boldea, O., Cornea-Madeira, A. and Hall, A.R. (2019). Bootstrapping Structural Change Tests.  Journal of Econometrics 213, 359-397. [PDF] [Supplementary Appendix] [MATLAB Code]

Abi Morshed, A., Andreou, E. and Boldea, O. (2018). Structural Break Tests Robust to Regression Misspecification. Econometrics 6, 27. [PDF]

Antoine, B. and Boldea, O. (2018). Efficient Estimation with Time-Varying Information and the New Keynesian Phillips Curve. Journal of Econometrics 204,  268-300. [PDF] [Supplemental Appendix] [Code Simulations]  [Code Application]

Boldea, O. and Hall, A.R. (2013). Estimation and Inference in Unstable NLS Models, Journal of Econometrics 172, 158–167.  [PDF]  [Supplemental Appendix] [Code Application]

Boldea, O. and Hall, A.R. (2013). Testing Structural Stability in Macroeconometric Models, in: Hashimzade, N. and Thornton, M. (eds.), Handbook of Research Methods and Applications on Empirical Macroeconomics, Edward Elgar, UK, Ch. 9, pp. 206-228. [PDF]

Poghosyan, K. and Boldea, O. (2013). Structural versus Matching Estimation: Transmission Mechanisms for Armenia, Economic Modelling 30, 136–148. [PDF]

Hall, A.R., Han, S. and Boldea, O. (2012). Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors, Journal of Econometrics 170, 281-302. [PDF] [Supplemental Appendix] [Code]

Boldea, O., Hall, A.R. and Han, S.  (2012). Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS, Econometric Reviews 31, 1-33. [PDF] [Code]

Engwerda, J.,  Boldea, O., Michalak, T., Plasmans J, and Salmah, S. (2012). A Simulation Study of an ASEAN Monetary Union, Economic Modelling 29, 1870-1890. [PDF]

Boldea, O. and Magnus, J.R. (2009). Maximum Likelihood Estimation of the Multivariate Normal Mixture Model, Journal of the American Statistical Association 104, 1539-1549. [PDF] [Code] [Corrigendum 2024]

Safley, C. , Boldea, O., and Fernandez, G. (2006). Estimated Costs of Producing, Harvesting, and Marketing Blackberries in the Southeastern United States, HortTechnology 16, 109-117. [PDF]

Working papers

Boldea, O., Westerhof I., Vos, E., van den Hof, S.,  Backer, J. and Rozhnova, G. (2025). Model-informed post-pandemic COVID-19 vaccination strategies by age and medical risk due to chronic diseases. [PDF and Code]

Westerhof I., de Boer, A., Lupatelli, A. , Slurink, I., Boldea, O., Nordeng, H.,  Bosdriesz, J., Pijpers, F., Schim van der Loeff, M., Knol, M., van de Wijgert, J., Bruijning, P. and Rozhnova, G. (2024). Medical Risk Classification For Severe COVID-19 Based On Chronic Medical Conditions: A Comparative Analysis. [PDF]

Antoine, B. , Boldea, O.  and N. Zaccaria (2024).  Efficient two-sample instrumental variable estimators with change points and near-weak identification  [PDF]  An older version of this paper was circulated as "Inference in Linear Models with Structural Changes and Mixed Identification Strength''

Revelas, C., Boldea, O. and B. Werker (2024). When Does Subagging Work?  [PDF] 

Rothfelder, M.P.  and Boldea, O. (2022). Testing for a Threshold in Models with Endogenous Regressors. [PDF] 

Bootstrap Methods for Impulse Responses Obtained by Local Projections (with A. Cornea-Madeira, A. Hall and N. Zaccaria).  Fed St Louis Presentation

Inference for impulse responses based on external instruments  (with A. Cornea-Madeira and A. Hall)

Bootstrapping GMM Tests for an Unknown Threshold (with M.P. Rothfelder) . Virtual Time Series Seminar talk

Adding Valid and Variance-Reducing Controls (with W. Chen and P. Cizek)

Computationally Efficient Estimation of High-Dimensional Macro Models (with A. Alipoor and E. Janssens)

Optimally Smoothing Local Projections (with A. Nemtyrev)

Consistency of General Trees (with M.P. Rothfelder and B. Werker)

Model-based evaluation of the impact of schools on SARS-CoV-2 transmission during the pandemic  (with Canfora, B., Ascosio, R., A. Nunes and G. Rozhnova)