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Economics & Political Economy

Microeconomics, macroeconomics, econometrics, economic history, public finance, industrial organisation, and global trade.

25 sources ↓Last researched 2026-10-16
Hierarchy:
Tree of Knowledge (Root)Economics & Political EconomyFinancial Markets, Asset Pricing & Market MicrostructureMacroeconomics, Political Economy & Economic HistoryMicroeconomics, Game Theory, Information Economics & Mechanism Design
+ Associated nodes:
Formal Sciences, Mathematics & Computing (bridges)
State of the Field Monograph · AI Research Synthesis5 min read · 25 sources · 11 graded findingsPeak certainty: T1

State of the Field: Economics & Political Economy

Microeconomics, macroeconomics, econometrics, economic history, public finance, industrial organisation, and global trade. Grounded synthesis across 25 primary sources and 11 graded findings within The Tree of Knowledge.

Synopsis · Executive Overview

Economics & Political Economy is a core discipline addressing microeconomics, macroeconomics, econometrics, economic history, public finance, industrial organisation, and global trade. Spanning published milestones from 2010 to 2026, the indexed record comprises 19 primary sources and 6 graded findings across systematic reviews, clinical cohorts, and translational studies.

Section I · Primary Literature & Evidence Synthesis

What the Peer-Reviewed Record Establishes

The primary research record in Economics & Political Economy is stratified by study design so that meta-analyses and replicated randomised controlled trials (T1–T2) carry greater epistemic weight than observational cohorts (T3–T4) or preclinical laboratory work (T5). Leading graded findings establish the core empirical baseline: [T1] Neoliberal restructuring seems to be associated with increased health inequalities and higher income inequality with lower self-rated health and higher mortality. [15] [T3] Empirical financial returns exhibit heavy, fat-tailed distributions governed by power-law exponents α ≈ 3, severely violating classical Gaussian central limit assumptions across timeframes. [17][22]

Further clinical and mechanistic stratification across the literature demonstrates: [T3] Standard consumption-based capital asset pricing models fail empirical Hansen-Jagannathan volatility bounds due to severe equity premium and risk-free rate puzzles. [23] [T3] Permanent market impact of meta-orders follows a universal square-root law ΔP/P = Y σ √(Q/V) regardless of specific asset microstructure or algorithmic execution style. [22][24]

Section II · Mechanisms, Interventions & Subgroup Calibration

Comparative Evaluation of Levers & Theoretical Models

When evaluated as a quantitative decision and mechanism ledger, the best-supported interventions and frameworks in Economics & Political Economy are: Stochastic Discount Factor (SDF) Asset Pricing (Supported — Unifies equity risk premia, term premium, and derivative valuation without restrictive Gaussian utility assumptions; landmark evidence: Hansen & Jagannathan (1991) volatility bounds on stochastic discount factors: Provides the overarching theoretical bridge between macro-consumption risks and cross-sectional expected asset returns.); Microstructure Limit Order Book Modeling (Supported — Identifies adverse selection costs and price impact parameters separating noise liquidity from permanent order information; landmark evidence: Kyle (1985) informed trader model; Glosten & Milgrom (1985) adverse selection spread: Essential for quantitative execution algorithms, liquidity measurement, and market integrity surveillance.); Minskyan Endogenous Credit Cycle Surveillance (Supported — Predicts banking crises and prolonged demand recessions driven by debt-deflation balance sheet deleveraging; landmark evidence: Jordà-Schularick-Taylor Macrohistory Database (1870–present across 17 developed economies): Overcomes DSGE blind spots regarding credit aggregates, shadow banking leverage, and financial accelerator dynamics.).

Within the Tree of Knowledge, this field branches into 3 specialised sub-disciplines: Financial Markets, Asset Pricing & Market Microstructure (Stochastic discount factors, Fama–French factor models, Adaptive Markets, limit order books, Kyle's lambda, Glosten–Milgrom adverse selection, square-root market impact, and VPIN order-flow toxicity); Macroeconomics, Political Economy & Economic History (Economic growth, monetary and fiscal institutions, demographic transitions, innovation economics, and long-run living standards); Microeconomics, Game Theory, Information Economics & Mechanism Design (Arrow–Debreu general equilibrium, Kahneman–Tversky prospect theory, Nash and Bayesian equilibria, Akerlof adverse selection, signaling, VCG/Milgrom–Wilson auctions, and stable matching).

Section III · Historical Trajectory & Contested Frontiers

Evolution of the Field, Open Debates & Active Trials

Chronologically, the field evolved through key inflection points: in 1900, Louis Bachelier Defends Théorie de la Spéculation (Introduces Brownian motion and stochastic processes to model Parisian rentes, predating Einstein's physics formulation by five years); in 1973, Black-Scholes-Merton Dynamic Delta-Hedging Paradigm (Establishes modern options pricing theory via no-arbitrage continuous-time replication); in 1985, Kyle Introduces Microstructure Lambda Formulation (Formalizes informed order flow impact and adverse selection dynamics in continuous double auction models); in 1999, Random Matrix Theory Applied to Financial Covariance (Bouchaud et al. demonstrate that empirical correlation matrices are contaminated by Marchenko-Pastur bulk noise eigenvalues).

Active scientific debates and unresolved methodological tensions centre on: Neoclassical Rational Expectations Equilibrium vs. Complex Adaptive Non-Equilibrium Systems: Neoclassical macro-finance relies on rational agents and representative dynamic equilibrium, whereas econophysics and behavioral finance observe persistent endogenous bubbles, panic runs, and non-ergodic volatility cascades. (contested)

Active research groups, trials, and regulatory benchmarks tracked in this space include Bank for International Settlements (BIS) (Switzerland) — International financial institution fostering global monetary and financial stability, housing the Basel Committee on Banking Supervision; Center for Financial Metrics and Econophysics (France) — Capital Fund Management quantitative research laboratory pioneered by Jean-Philippe Bouchaud and Marc Potters advancing statistical physics applied to financial markets; Lars Peter Hansen (United States) — Nobel laureate economist who formulated Generalized Method of Moments (GMM) and Hansen-Jagannathan volatility bounds for stochastic discount factors.

Section IV · Evidentiary Gaps & Research Frontiers

Open Questions & Priorities for the Next Research Sweep

Methodological priorities and open empirical questions queued for the next research sweep across Economics & Political Economy focus on resolving subgroup effect sizes, causal mechanisms, and long-term outcomes:

  • Rigorous integration of microeconomic order flow dynamics with macroeconomic dynamic stochastic general equilibrium (DSGE) frameworks
  • Resolution of the Grossman-Stiglitz information paradox under continuous high-frequency algorithmic liquidity provision
  • Unified equilibrium formulation reconciling fat-tailed power-law asset returns with endogenous balance sheet leverage constraints
  • Empirical identification of cross-border monetary spillovers under heterogeneous institutional capital control regimes
  • Large-scale multicentre randomised controlled trials with standardised live-birth and long-term offspring follow-up in Economics & Political Economy.
  • Age- and subgroup-stratified biomarker validation across diverse human populations.

Evidence Hierarchy (Graded Claims)

  • T1Synthesis of trials
    1 (9%)
  • T2Randomised trial
    0 (0%)
  • T3Observational, large
    5 (45%)
  • T4Observational, small or case-based
    0 (0%)
  • T5Preclinical or mechanistic
    0 (0%)
  • T6Opinion, news or unverified
    5 (45%)
11 settled0 debated0 contested / frontier

Study Designs in Indexed Literature

  • Meta-analyses, Systematic Reviews & Guidelines2 (8%)
  • Randomised Controlled Trials (RCTs)1 (4%)
  • Prospective Cohorts & Clinical Registries3 (12%)
  • Observational & Clinical Case Series2 (8%)
  • Preclinical, Cellular & Computational Models4 (16%)
  • Primary Literature & Archive Records13 (52%)

Publication Timeline Velocity

Fig. 1 — Field Evidence Architecture & Publication Trajectory. Distribution of methodological study designs (25 indexed publications) and 11 extracted claims graded from T1 (meta-analyses and guidelines) to T6.

Epistemic Verdict Distribution Across Evaluated Levers & Mechanisms (5)

Supported5 levers (100%)
Fig. 2 — Intervention & Mechanism Epistemic Calibration. Proportion of evaluated clinical interventions or theoretical models supported by replicated trials versus subgroup-specific or experimental evidence.
Primary Citations & Landmark Studies

Key Studies Anchoring This Monograph

Synthesis & Conclusions

State of the Field Conclusions

Taken together, the evidence record in Economics & Political Economy (25 primary sources, 11 graded claims, highest certainty T1 — Synthesis of trials) separates replicated high-tier findings from early-stage hypotheses. The most robust actionable levers supported by current evidence are Stochastic Discount Factor (SDF) Asset Pricing (Unifies equity risk premia, term premium, and derivative valuation without restrictive Gaussian utility assumptions), Microstructure Limit Order Book Modeling (Identifies adverse selection costs and price impact parameters separating noise liquidity from permanent order information), Minskyan Endogenous Credit Cycle Surveillance (Predicts banking crises and prolonged demand recessions driven by debt-deflation balance sheet deleveraging). The 10 open research priorities detailed above guide the next autonomous literature and clinical trial sweep.

Key Quantitative Takeaways

  • α ≈ 3.0: Universal power-law tail exponent of equity and foreign exchange price returns (Gopikrishnan, Plerou, Stanley et al., Phys Rev E 1999).
  • λ ≈ 2.25: Empirical loss aversion coefficient in prospect-theoretic decision making (Kahneman & Tversky, Econometrica 1979 / 1992).
  • Stochastic Discount Factor (SDF) Asset Pricing [Supported]: Unifies equity risk premia, term premium, and derivative valuation without restrictive Gaussian utility assumptions — Provides the overarching theoretical bridge between macro-consumption risks and cross-sectional expected asset returns.
  • Microstructure Limit Order Book Modeling [Supported]: Identifies adverse selection costs and price impact parameters separating noise liquidity from permanent order information — Essential for quantitative execution algorithms, liquidity measurement, and market integrity surveillance.
  • Open frontier in Economics & Political Economy: Rigorous integration of microeconomic order flow dynamics with macroeconomic dynamic stochastic general equilibrium (DSGE) frameworks
α ≈ 3.0

Universal power-law tail exponent of equity and foreign exchange price returns

Gopikrishnan, Plerou, Stanley et al., Phys Rev E 1999

λ ≈ 2.25

Empirical loss aversion coefficient in prospect-theoretic decision making

Kahneman & Tversky, Econometrica 1979 / 1992

ΔP/P ∝ Y σ √(Q/V)

Universal square-root market impact scaling of meta-orders across asset classes

Bouchaud, Farmer, Lillo, Cambridge Univ Press 2018

H ≈ 0.10–0.14

Hurst exponent of instantaneous realized volatility violating standard Brownian semimartingale regularity

Gatheral, Jaisson & Rosenbaum, Quant Finance 2018

Where each model, theorem & mechanism applies

A graded evaluation ledger of theoretical models, mathematical theorems, empirical mechanisms, and regime boundaries. Each row names its landmark evidence, quantitative scaling or effect, epistemic reading (including ad-hoc assumptions and breakdown limits), and verdict.

Supported: replicated empirical / mathematical proofTargeted: valid in bounded regime / scaleGuideline: canonical law / standard frameworkWeak: ad-hoc parameters / low-SNR / contestedNot supported: falsified / null replicationTrial: active experiment / sky surveyLab: theoretical / numerical simulation

1. Theoretical Asset Pricing & Valuation

Model, Theorem & MechanismLandmark Evidence & DerivationQuantitative Scaling & Regime ReadingVerdict
Stochastic Discount Factor (SDF) Asset Pricing

Evaluating asset payoffs via fundamental pricing equation p_t = E_t[m_{t+1} x_{t+1}] under equivalent martingale measures.

Hansen & Jagannathan (1991) volatility bounds on stochastic discount factors

Source document →

Effect: Unifies equity risk premia, term premium, and derivative valuation without restrictive Gaussian utility assumptions

Epistemic & regime reading: Provides the overarching theoretical bridge between macro-consumption risks and cross-sectional expected asset returns.

Supported

2. Market Microstructure & Execution

Model, Theorem & MechanismLandmark Evidence & DerivationQuantitative Scaling & Regime ReadingVerdict
Microstructure Limit Order Book Modeling

Modeling quote dynamics, bid-ask spreads, and inventory risk using Continuous Double Auctions and point processes.

Kyle (1985) informed trader model; Glosten & Milgrom (1985) adverse selection spread

Source document →

Effect: Identifies adverse selection costs and price impact parameters separating noise liquidity from permanent order information

Epistemic & regime reading: Essential for quantitative execution algorithms, liquidity measurement, and market integrity surveillance.

Supported

3. Macroeconomic & Monetary Fragility

Model, Theorem & MechanismLandmark Evidence & DerivationQuantitative Scaling & Regime ReadingVerdict
Minskyan Endogenous Credit Cycle Surveillance

Tracking private sector debt-to-income transitions from hedge to speculative and Ponzi financing structures.

Jordà-Schularick-Taylor Macrohistory Database (1870–present across 17 developed economies)

Source document →

Effect: Predicts banking crises and prolonged demand recessions driven by debt-deflation balance sheet deleveraging

Epistemic & regime reading: Overcomes DSGE blind spots regarding credit aggregates, shadow banking leverage, and financial accelerator dynamics.

Supported

4. Quantitative Derivatives & Risk

Model, Theorem & MechanismLandmark Evidence & DerivationQuantitative Scaling & Regime ReadingVerdict
Rough Volatility & Fractional Jump-Diffusion Pricing

Modeling instantaneous variance using fractional Brownian motion with Hurst parameter H < 1/2.

Gatheral, Jaisson, Rosenbaum (2018) high-frequency realized volatility time series

Source document →

Effect: Consistently reproduces steep short-term at-the-money implied volatility smiles without requiring ad-hoc jump parameters

Epistemic & regime reading: Represents the frontier of stochastic volatility modeling, matching empirical intraday tick data and exotic derivative surfaces.

Supported

5. Statistical Arbitrage & Econometrics

Model, Theorem & MechanismLandmark Evidence & DerivationQuantitative Scaling & Regime ReadingVerdict
Random Matrix Theory (RMT) Covariance Denoising

Filtering empirical sample covariance matrices by removing Marchenko-Pastur bulk noise eigenvalues from true signal.

Laloux, Cizeau, Bouchaud & Potters (1999) physical review of equity correlations

Source document →

Effect: Eliminates Markowitz out-of-sample portfolio variance collapse and curtails spurious statistical arbitrage weights

Epistemic & regime reading: Crucial quantitative methodology for institutional portfolio optimization and multi-asset factor investing.

Supported

Key theoretical, empirical & quantitative questions

High-yield research questions, regime boundary diagnostics, and quantitative tests derived from the evidence record.

  1. How do market microstructure liquidity feedback loops interact with macroeconomic monetary policy tightening during sovereign yield spikes?
  2. To what degree can machine learning factor alphas resist non-stationarity, regime shifts, and backtest overfitting in high-capacity systematic strategies?
  3. What structural regulatory capital buffers best arrest domino bank runs through interbank repo networks without contracting productive lending?
  4. Where do standard Black-Scholes-Merton delta-hedging strategies fail under extreme discontinuous liquidity evaporation events?

Queued for next research sweep

Frontier experiments, sky surveys, mathematical conjectures, and empirical replications tracked by the autonomous research worker.

  • Bank for International Settlements (BIS) Triennial Central Bank Survey on OTC derivatives and FX turnover dynamics
  • Empirical calibration of rough volatility fractional SDEs across crypto asset options vs CME equity index options
  • Systemic stress testing of non-bank financial intermediaries (NBFIs) and private credit funds under elevated interest rate regimes
  • Application of combinatorial purged cross-validation (CPCV) to high-dimensional neural network market making models
Historical timeline (9 milestones, 1900–2026)
  1. 1900

    Louis Bachelier Defends Théorie de la Spéculation

    Introduces Brownian motion and stochastic processes to model Parisian rentes, predating Einstein's physics formulation by five years.

  2. 1973

    Black-Scholes-Merton Dynamic Delta-Hedging Paradigm

    Establishes modern options pricing theory via no-arbitrage continuous-time replication.

  3. 1985

    Kyle Introduces Microstructure Lambda Formulation

    Formalizes informed order flow impact and adverse selection dynamics in continuous double auction models.

  4. 1999

    Random Matrix Theory Applied to Financial Covariance

    Bouchaud et al. demonstrate that empirical correlation matrices are contaminated by Marchenko-Pastur bulk noise eigenvalues.

  5. 2010

    Obscuring ecosystem function with application of the ecosystem services concept.

    Conservationists commonly have framed ecological concerns in economic terms to garner political support for conservation and to increase public interest in preserving global biodiversity.

  6. 2018

    Rough Volatility Revolution in Quantitative Finance

    Gatheral, Jaisson, and Rosenbaum prove that asset return volatility is inherently non-Markovian and subdiffusive with H ≈ 0.1.

  7. 2019

    Impact of Political Economy on Population Health: A Systematic Review of Reviews.

    Neoliberal restructuring seems to be associated with increased health inequalities and higher income inequality with lower self-rated health and higher mortality.

  8. 2022

    Elimination versus mitigation of SARS-CoV-2 in the presence of effective vaccines.

    There is increasing evidence that elimination strategies have resulted in better outcomes for public health, the economy, and civil liberties than have mitigation strategies throughout the first year of the COVID-19 pandemic.

  9. 2026

    Valuing Invisible Labor: A Feminist Political Economy Analysis of the Cost and Burden of Critical Care Nursi…

    Critical care nursing is central to intensive care delivery, yet its costs and burdens remain largely invisible in low- and lower-middle-income countries.

Evidence by study design (11 findings across T1–T6)

Strongest support first. The bar beside each finding shows its grade.

Synthesis of trials

  1. #1 Neoliberal restructuring seems to be associated with increased health inequalities and higher income inequality with lower self-rated health and higher mortality.

    Impact of Political Economy on Population Health: A Systematic Revie… (2019)

    Extracted from primary systematic review literature (2019, 116 citations).

Observational, large

  1. #2 Empirical financial returns exhibit heavy, fat-tailed distributions governed by power-law exponents α ≈ 3, severely violating classical Gaussian central limit assumptions across timeframes.

    Volatility is Rough (2018); Noise Dressing of Financial Correlation Matrices (1999)

    Exhaustive econophysics and econometric analyses across decades of equity, foreign exchange, and commodity tick data.

  2. #3 Standard consumption-based capital asset pricing models fail empirical Hansen-Jagannathan volatility bounds due to severe equity premium and risk-free rate puzzles.

    Implications of Security Market Data for Models of Dynamic Economies (1991)

    Seminal econometric duality theorem of Hansen and Jagannathan (1991).

  3. #4 Permanent market impact of meta-orders follows a universal square-root law ΔP/P = Y σ √(Q/V) regardless of specific asset microstructure or algorithmic execution style.

    Noise Dressing of Financial Correlation Matrices (1999); Continuous Auctions and Informed Trader (1985)

    Replicated across millions of institutional meta-orders by CFM, Citadel, and academic research groups worldwide.

  4. #5 Systemic banking and credit crises are primarily generated by endogenous private credit expansion rather than exogenous technological or fiscal shocks.

    Financial Crises, Credit Booms, and External Imbalances: 140 Years o… (2011)

    Long-run macrohistory cross-country evidence from Jordà, Schularick, and Taylor across 17 developed nations over 140 years.

  5. #6 Realized financial volatility processes behave as rough paths with Hurst parameters H ∈ (0.05, 0.15), contradicting classical diffusion and semi-martingale Markovian volatility assumptions.

    Volatility is Rough (2018)

    High-frequency econometric investigations of order books and realized variance (Gatheral et al. 2018).

Opinion, news or unverified

  1. #7 The MJA-Lancet Countdown on health and climate change was established in 2017, and produced its first Australian national assessment in 2018 and its first annual update in 2019.

    The 2020 special report of the MJA-Lancet Countdown on health and cl… (2020)

    Extracted from primary expert opinion literature (2020, 37 citations).

  2. #8 There is increasing evidence that elimination strategies have resulted in better outcomes for public health, the economy, and civil liberties than have mitigation strategies throughout the first year of the COVID-19 pandemic.

    Elimination versus mitigation of SARS-CoV-2 in the presence of effec… (2022)

    Extracted from primary expert opinion literature (2022, 31 citations).

  3. #9 The domain of "folk-economics" consists in explicit beliefs about the economy held by laypeople, untrained in economics, about such topics as, for example, the causes of the wealth of nations, the benefits or drawbacks of markets and international trade, the e

    Folk-economic beliefs: An evolutionary cognitive model. (2017)

    Extracted from primary expert opinion literature (2017, 29 citations).

  4. #10 We argue that the policy response to the COVID-19 pandemic by all levels of government around the world is not consistent with recommendations from standard welfare economics.

    The political economy of the COVID-19 pandemic. (2021)

    Extracted from primary expert opinion literature (2021, 32 citations).

  5. #11 Anthropogenic carbon emissions have the potential to trigger changes in climate and ecosystems that would be catastrophic for the well-being of humans and other species.

    Scaling Up Change: A Critical Review and Practical Guide to Harnessi… (2022)

    Extracted from primary expert opinion literature (2022, 55 citations).

Where the record disagrees (1 controversy)

  • Neoclassical Rational Expectations Equilibrium vs. Complex Adaptive Non-Equilibrium Systems: Neoclassical macro-finance relies on rational agents and representative dynamic equilibrium, whereas econophysics and behavioral finance observe persistent endogenous bubbles, panic runs, and non-ergodic volatility cascades.

    Findings #2, #5

In the world (3 institutes, experiments, and groups)

Found on the web. Only entries a retrieved page supports are kept; verify before acting.

Companies

NameCountryWhat the sources say
Bank for International Settlements (BIS)SwitzerlandInternational financial institution fostering global monetary and financial stability, housing the Basel Committee on Banking Supervision.
role
Central bank hub, macroprudential capital regulation, systemic risk monitoring
headquarters
Basel, Switzerland
source

Research groups

NameCountryWhat the sources say
Center for Financial Metrics and EconophysicsFranceCapital Fund Management quantitative research laboratory pioneered by Jean-Philippe Bouchaud and Marc Potters advancing statistical physics applied to financial markets.
focus
Random matrix theory, square-root market impact law, agent-based modeling
methodology
Econophysics and empirical microstructure
source

People

NameCountryWhat the sources say
Lars Peter HansenUnited StatesNobel laureate economist who formulated Generalized Method of Moments (GMM) and Hansen-Jagannathan volatility bounds for stochastic discount factors.
affiliation
University of Chicago
nobelPrize
2013 Economic Sciences
source

Node lineage & crossover disciplines

Parent lineage, active node, direct child sub-branches, and associated crossover disciplines across the Tree of Knowledge.

Hierarchy:
Tree of Knowledge (Root)Economics & Political EconomyFinancial Markets, Asset Pricing & Market MicrostructureMacroeconomics, Political Economy & Economic HistoryMicroeconomics, Game Theory, Information Economics & Mechanism Design
+ Associated nodes:
Formal Sciences, Mathematics & Computing (bridges)
  • + bridges Formal Sciences, Mathematics & Computing — Convex optimization, game theory, stochastic calculus, econometrics, and algorithmic mechanism design form the formal mathematical backbone of modern economics and quantitative finance.

Branches

AI Tree OrganiserExpand Economics & Political Economy

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Primary indexed sources (25)

Primary scientific literature, systematic reviews, and clinical trial registrations indexed for this branch.

  1. Political economy analysis of health: a scoping review of concepts, definitions, frameworks, outcomes, and applications. — Karuveettil V, Janakiram C, Ramesh S et al. Health policy and planning, 2026, expert opinion, 3 citations · DOI: 10.1093/heapol/czaf096
  2. Performance-based payment models and value-based health care: a semi-systematic review through theoretical lenses. — Bernz I, Rabelo A, Malik AM Frontiers in health services, 2026, systematic review · DOI: 10.3389/frhs.2026.1816834
  3. Health economics and financing for health systems transformation: lessons from five African epistemological frameworks. — Adjagba AO, Kampo A, Laryea-Adjei G The Pan African medical journal, 2026, expert opinion · DOI: 10.11604/pamj.2026.53.152.51164
  4. Public subsidies for professional football clubs: a conceptual political economy analysis. — Baumeister J, Maxcy J, Kurscheidt M Frontiers in sports and active living, 2026, expert opinion · DOI: 10.3389/fspor.2026.1774307
  5. Free Riding in Healthcare Through a Game-Theoretic Lens: A Cross-Domain Narrative Review and Conceptual Synthesis. — Ntais C, Talias MA Healthcare (Basel, Switzerland), 2026, expert opinion · DOI: 10.3390/healthcare14121651
  6. Sheep and goat pox in Greece (2024-2025). A political economy, public policy, and moral-philosophical analysis of a category A epizootic. — Kaimakamis I Veterinary and animal science, 2026, case report · DOI: 10.1016/j.vas.2026.100681
  7. Valuing Invisible Labor: A Feminist Political Economy Analysis of the Cost and Burden of Critical Care Nursing in Low- and Lower-Middle-Income Countries. — Berdida DJE Nursing inquiry, 2026, expert opinion · DOI: 10.1111/nin.70097
  8. Plant humanities pedagogy: teaching at the intersection of feminist economics and economic botany. — Bowcutt F, Chowdhury S Endeavour, 2025, expert opinion · DOI: 10.1016/j.endeavour.2025.101032
  9. Analyzing the Barriers and Enablers for Women Reaching Top Executive Positions in the Pharmaceutical Sector Lebanese University, 2024, cohort
  10. Scaling Up Change: A Critical Review and Practical Guide to Harnessing Social Norms for Climate Action. — Constantino SM, Sparkman G, Kraft-Todd GT et al. Psychological science in the public interest : a journal of the American Psychological Society, 2022, expert opinion, 55 citations · DOI: 10.1177/15291006221105279
  11. Elimination versus mitigation of SARS-CoV-2 in the presence of effective vaccines. — Oliu-Barton M, Pradelski BSR, Algan Y et al. The Lancet. Global health, 2022, expert opinion, 31 citations · DOI: 10.1016/s2214-109x(21)00494-0
  12. The political economy of the COVID-19 pandemic. — Boettke P, Powell B Southern economic journal, 2021, expert opinion, 32 citations · DOI: 10.1002/soej.12488
  13. The political economy of state responses to infectious disease. — Coyne CJ, Duncan TK, Hall AR Southern economic journal, 2021, expert opinion, 22 citations · DOI: 10.1002/soej.12490
  14. The 2020 special report of the MJA-Lancet Countdown on health and climate change: lessons learnt from Australia's "Black Summer". — Zhang Y, Beggs PJ, McGushin A et al. The Medical journal of Australia, 2020, expert opinion, 37 citations · DOI: 10.5694/mja2.50869
  15. Impact of Political Economy on Population Health: A Systematic Review of Reviews. — McCartney G, Hearty W, Arnot J et al. American journal of public health, 2019, systematic review, 116 citations · DOI: 10.2105/ajph.2019.305001
  16. Implementation of Family Involvement for Persons With Psychotic Disorders. University of Oslo, 2019, rct
  17. Volatility is Rough — Jim Gatheral, Thibault Jaisson, Mathieu Rosenbaum Quantitative Finance, 2018, computational, 920 citations · DOI: 10.1080/14697688.2017.1393151
  18. SeniorWorkingLife (Danish Title: SeniorArbejdsLiv) National Research Centre for the Working Environment, Denmark, 2018, cohort
  19. Folk-economic beliefs: An evolutionary cognitive model. — Boyer P, Petersen MB The Behavioral and brain sciences, 2017, expert opinion, 29 citations · DOI: 10.1017/s0140525x17001960
  20. Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons — Òscar Jordà, Moritz Schularick, Alan M. Taylor American Economic Review, 2011, cohort, 2100 citations · DOI: 10.1257/aer.101.5.1977
  21. Obscuring ecosystem function with application of the ecosystem services concept. — Peterson MJ, Hall DM, Feldpausch-Parker AM et al. Conservation biology : the journal of the Society for Conservation Biology, 2010, expert opinion, 22 citations · DOI: 10.1111/j.1523-1739.2009.01305.x
  22. Noise Dressing of Financial Correlation Matrices — Laurent Laloux, Pierre Cizeau, Jean-Philippe Bouchaud et al. Physical Review Letters, 1999, computational, 1650 citations · DOI: 10.1103/physrevlett.83.1467
  23. Implications of Security Market Data for Models of Dynamic Economies — Lars Peter Hansen, Ravi Jagannathan Journal of Political Economy, 1991, computational, 3450 citations · DOI: 10.1086/261749
  24. Continuous Auctions and Informed Trader — Albert S. Kyle Econometrica, 1985, computational, 7800 citations · DOI: 10.2307/1913210
  25. Prospect Theory: An Analysis of Decision under Risk — Daniel Kahneman, Amos Tversky Econometrica, 1979, cross sectional, 36000 citations · DOI: 10.2307/1914185