Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2020

• Hirokuni Iiboshi & Mototsugu Shintani & Kozo Ueda, 2020, "Estimating a Nonlinear New Keynesian Model with the Zero Lower Bound for Japan," Working Papers, Tokyo Center for Economic Research, number e154, Dec.
• Elton Beqiraj & Giovanni Di Bartolomeo & Marco Di Pietro, 2020, "Price and wage inflation persistence across countries and monetary regimes," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 150, Dec.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-015/III, Mar.
• Masako Ikefuji & Jan R. Magnus, 2020, "The perception of climate sensitivity: Revealing priors from posteriors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-046/III, Jul.
• Anoek Castelein & Stan Koobs & Dennis Fok & Richard Paap, 2020, "We develop a Bayesian method for heterogeneous variable selection in both linear and nonlinear panel data models, where variable selection takes place at the individual level and non-zero parameters are allowed to differ across individuals. Each indi," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-061/III, Sep, revised 05 Mar 2026.
• Eijffinger, Sylvester & Grajales Olarte, Anderson & Uras, Burak, 2020, "Heterogeneity in wage setting behavior in a New-Keynesian Model," Other publications TiSEM, Tilburg University, School of Economics and Management, number 24069cb1-ed64-4367-9a37-b.
• George Monokroussos & Yongchen Zhao, 2020, "Nowcasting in Real Time Using Popularity Priors," Working Papers, Towson University, Department of Economics, number 2020-01, Feb, revised Feb 2020.
• Katarzyna Anna BARAN, 2020, "The Impact of Macroeconomic and Institutional Factors on Economic Growth in the CEE-4 Countries," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 4, issue 2, pages 1-26, DOI: 10.1991/jefa.v4i2.a34.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-26.
• Riccardo (Jack) Lucchetti & Luca Pedini, 2020, "ParMA: Parallelised Bayesian Model Averaging for Generalised Linear Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:28.
• Lee Changro & Park Keith Key-Ho, 2020, "Representing Uncertainty in Property Valuation Through a Bayesian Deep Learning Approach," Real Estate Management and Valuation, Sciendo, volume 28, issue 4, pages 15-23, December, DOI: 10.1515/remav-2020-0028.
• David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020, "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 53, issue 2, pages 767-799, May, DOI: 10.1111/caje.12443.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, volume 88, issue 1, pages 171-201, January, DOI: 10.3982/ECTA14952.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 3, pages 1027-1072, August, DOI: 10.1111/iere.12448.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 273-293, April, DOI: 10.1002/jae.2750.
• Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020, "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 410-421, June, DOI: 10.1002/jae.2761.
• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020, "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 5, pages 645-652, August, DOI: 10.1002/jae.2760.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020, "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 692-711, September, DOI: 10.1002/jae.2793.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020, "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 934-943, September, DOI: 10.1002/for.2660.
• Drew D. Creal & Jing Cynthia Wu, 2020, "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1461-1484, November, DOI: 10.3982/QE887.
• Elmar Mertens & James M. Nason, 2020, "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1485-1520, November, DOI: 10.3982/QE980.
• Joshua C. Hall & Donald J. Lacombe & Shree B. Pokharel, 2020, "State Exit Exams and Graduation Rates: A Hierarchical SLX Modelling Approach," Working Papers, Department of Economics, West Virginia University, number 20-05, Apr.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2020, "Makroekonomski učinci diskrecijskih izmjena u sustavu poreza na dodanu vrijednost (PDV) u Hrvatskoj: narativni pristup," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2002, Feb.
• Andrea Lučić, 2020, "Utjecaj perciprianog pritiska interesno-utjecajnih skupina na elemente održive marketinške orijentacije hrvatskih poduzeća," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2004, Jun.
• Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar, 2020, "Indeterminacy and imperfect information," Discussion Papers, Deutsche Bundesbank, number 01/2020.
• Roth, Markus, 2020, "Partial pooling with cross-country priors: An application to house price shocks," Discussion Papers, Deutsche Bundesbank, number 06/2020.
• Hartwig, Benny, 2020, "Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model," Discussion Papers, Deutsche Bundesbank, number 34/2020.
• Böhl, Gregor & Strobel, Felix, 2020, "US business cycle dynamics at the zero lower bound," Discussion Papers, Deutsche Bundesbank, number 65/2020.
• Barron, Kai, 2021, "Belief updating: does the 'good-news, bad-news' asymmetry extend to purely financial domains?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 24, issue 1, pages 31-58, DOI: 10.1007/s10683-020-09653-z.
• Heinrich, Markus, 2020, "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219312.
• Martínez-Hernández, Catalina, 2020, "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/18, DOI: 10.17169/refubium-28493.
• Böhl, Gregor & Strobel, Felix, 2020, "US business cycle dynamics at the zero lower bound," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 143.
• Farkas, Mátyás & Tatar, Balint, 2020, "Bayesian estimation of DSGE models with Hamiltonian Monte Carlo," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 144.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2020, "Active, or passive? Revisiting the role of fiscal policy in the Great Inflation," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 17, DOI: 10.18452/21404.
• Schlösser, Alexander, 2020, "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 838, DOI: 10.4419/86788971.
• Kaeding, Matthias, 2020, "Efficient Bayesian nonparametric hazard regression," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 850, DOI: 10.4419/86788985.
• Prüser, Jan & Schmidt, Torsten, 2020, "Regional composition of national house price cycles in the US," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 853, DOI: 10.4419/86788989.
• Hartwig, Benny, 2020, "Robust Inference in Time-Varying Structural VAR Models: The DC-Cholesky Multivariate Stochastic Volatility Model," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224528.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020, "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224546.
• Barron, Kai, 2020, "Belief updating: Does the 'good-news, bad-news' asymmetry extend to purely financial domains?," Discussion Papers, Research Unit: Economics of Change, WZB Berlin Social Science Center, number SP II 2016-309r2, revised 2020.
• Sylvia Blom & Ariel Ortiz-Bobea & John Hoddinott, 2019, "Working Paper 315 - Temperature and Children’s Nutrition: Evidence from West Africa," Working Paper Series, African Development Bank, number 2441, Aug.
• Andinet Woldemichael, 2020, "Working Paper 332 - The Impacts of Community-Based Health Insurance on Poverty Reduction," Working Paper Series, African Development Bank, number 2458, May.
• Jan Johannes & Anna Simoni & Rudolf Schenk, 2020, "Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models," Annals of Economics and Statistics, GENES, issue 137, pages 83-116, DOI: 10.15609/annaeconstat2009.137.0083.
• Mark F. J. Steel, 2020, "Model Averaging and Its Use in Economics," Journal of Economic Literature, American Economic Association, volume 58, issue 3, pages 644-719, September, DOI: 10.1257/jel.20191385.
• Guignet, Dennis & Moore, Christopher & Wang, Haoluan, 2020, "Hot Spots, Cold Feet, and Warm Glow: Identifying Spatial Heterogeneity in Willingness to Pay," National Center for Environmental Economics-NCEE Working Papers, United States Environmental Protection Agency (EPA), number 307894, Mar, DOI: 10.22004/ag.econ.307894.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2020, "Bayesian Inference for Distributional Changes: The Effect of Western TV on Wage Inequality and Female Participation in Former East Germany," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2027, Jul.
• Sultan RAMAZANOV & Ludmila STEMPLEWSKA, 2020, "Decision-making in conditions of dilemma: risks and mixed information uncertainty," Access Journal, Access Press Publishing House, volume 1, issue 2, pages 112-121, September, DOI: 10.46656/access.2020.1.2(3).
• Alisher Tolepbergen, 2020, "The role of labor market structure and shocks for monetary policy in Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 10, Dec, revised Jan 2021.
• Erlan Konebayev, 2020, "Estimation of a Small Open Economy DSGE Model for Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 6, Sep.
• Nurdaulet Abilov, 2020, "A medium-scale Bayesian DSGE model for Kazakhstan with incomplete exchange rate pass-through," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 7, Dec, revised Apr 2021.
• Nurdaulet Abilov, 2020, "The role of banking and credit in business cycle fluctuations in Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 8, Dec, revised Jan 2021.
• Орлов К.В. // Orlov K.V. & Жузбаев А.М. // Zhuzbayev A.M. & Мекенбаева К.Б. // Mekenbayeva K.B. & Самат М.Н. // Samat M.N. & Букенов А.Е. // Bukenov A.E. & Сейдахметов А.Н. // Seidakhmetov A.N., 2020, "Обзорная статья по Динамическим стохастическим моделям общего равновесия (DSGE) // Review on DSGE models," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 4, pages 4-40.
• Haykaz Igityan, 2016, "Migration in the Estimated New Keynesian DSGE Model for Armenia and Russia," Working Papers, Central Bank of Armenia, number 6, Sep.
• Haykaz Igityan & Hovhannes Manukyan, 2020, "Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth," Working Papers, Central Bank of Armenia, number 14, Jan.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020, "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," Papers, arXiv.org, number 2001.09295, Jan.
• Timothy B. Armstrong & Michal Koles'ar & Mikkel Plagborg-M{o}ller, 2020, "Robust Empirical Bayes Confidence Intervals," Papers, arXiv.org, number 2004.03448, Apr, revised May 2022.
• Dimitris Korobilis, 2020, "High-dimensional macroeconomic forecasting using message passing algorithms," Papers, arXiv.org, number 2004.11485, Apr.
• Dimitris Korobilis & Davide Pettenuzzo, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," Papers, arXiv.org, number 2004.11486, Apr.
• Niko Hauzenberger & Florian Huber & Gary Koop, 2020, "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Papers, arXiv.org, number 2005.03906, May, revised May 2023.
• Navin Kartik & Frances Lee & Wing Suen, 2020, "Information Validates the Prior: A Theorem on Bayesian Updating and Applications," Papers, arXiv.org, number 2005.05714, May, revised Jul 2020.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020, "A Model of the Fed's View on Inflation," Papers, arXiv.org, number 2006.14110, Jun.
• Ruben Loaiza-Maya & Didier Nibbering, 2020, "Scalable Bayesian estimation in the multinomial probit model," Papers, arXiv.org, number 2007.13247, Jul, revised Mar 2021.
• Claudia Foroni & Francesco Ravazzolo & Luca Rossini, 2020, "Are low frequency macroeconomic variables important for high frequency electricity prices?," Papers, arXiv.org, number 2007.13566, Jul, revised Dec 2022.
• Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers, arXiv.org, number 2008.12706, Aug, revised Dec 2020.
• Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2020, "Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression," Papers, arXiv.org, number 2010.02614, Oct.
• Tam'as Krisztin & Philipp Piribauer, 2020, "Modeling European regional FDI flows using a Bayesian spatial Poisson interaction model," Papers, arXiv.org, number 2010.14856, Oct.
• David Kohns & Arnab Bhattacharjee, 2020, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers, arXiv.org, number 2011.00938, Nov, revised May 2022.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," Papers, arXiv.org, number 2011.03153, Nov, revised Dec 2020.
• Francis J. DiTraglia & Camilo Garcia-Jimeno, 2020, "A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models," Papers, arXiv.org, number 2011.07276, Nov.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," Papers, arXiv.org, number 2012.01623, Dec.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020, "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers, arXiv.org, number 2012.14693, Dec.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 341, Dec.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 202, Dec.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "Revisiting the fiscal theory of sovereign risk from a DSGE viewpoint," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 2001, Feb.
• Leonardo N. Ferreira, 2020, "Forward Guidance Matters: disentangling monetary policy shocks," Working Papers Series, Central Bank of Brazil, Research Department, number 530, Aug.
• Alban Moura, 2020, "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers, Central Bank of Luxembourg, number 147, Aug.
• Joshua D. Angrist & Peter Hull & Parag Pathak & Christopher Walters, 2020, "Simple and Credible Value-Added Estimation Using Centralized School Assignment," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-186.
• Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers, Barcelona School of Economics, number 1158, Mar.
• Michael Creel, 2020, "Inference Using Simulated Neural Moments," Working Papers, Barcelona School of Economics, number 1182, Jun.
• Fatma Zeren & Veli Yilanci, 2020, "Analysing Spatial Patterns of the COVID-19 Outbreak in Turkey," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 27-40, December, DOI: https://dx.doi.org/10.33399/biibfad.
• Dejan Živkov & Jelena Kovačević & Nataša Papić-Blagojević, 2020, "Measuring the effects of inflation and inflation uncertainty on output growth in the central and eastern European countries," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 20, issue 2, pages 218-242.
• Ramis Khbaibullin & Sergei Seleznev, 2020, "Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models," Bank of Russia Working Paper Series, Bank of Russia, number wps61, Oct.
• Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020, "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series, Bank of Russia, number wps65, Dec.
• Ramis Khabibullin & Alexey Ponomarenko, 2020, "An empirical behavioral model of households’ deposit dollarization," Bank of Russia Working Paper Series, Bank of Russia, number wps67, Dec.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020, "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 2, pages 285-310, April, DOI: 10.1111/obes.12335.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate risk and commodity currencies," Working Paper, Norges Bank, number 2020/18, Dec.
• Bo Zhang & Jamie Cross & Na Guo, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2020, Nov.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate Risk and Commodity Currencies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2020, Dec.
• David Gauthier, 2020, "Financial stress and the debt structure," Bank of England working papers, Bank of England, number 875, Jun.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Monetary Policy and Macroeconomic Stability Revisited," Bank of Japan Working Paper Series, Bank of Japan, number 20-E-2, Feb.
• Byungsoo Koo, 2020, "Estimation of the Korean Yield Curve via Bayesian Variable Selection (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 26, issue 1, pages 84-132, March.
• Gregor Boehl & Felix Strobel, 2020, "US Business Cycle Dynamics at the Zero Lower Bound," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_192, Jul.
• Kanngiesser Derrick & Martin Reiner & Maurin Laurent & Moccero Diego, 2020, "The macroeconomic impact of shocks to bank capital buffers in the Euro Area," The B.E. Journal of Macroeconomics, De Gruyter, volume 20, issue 1, pages 1-17, January, DOI: 10.1515/bejm-2018-0009.
• Dorofeenko Victor & Lee Gabriel & Salyer Kevin & Strobel Johannes, 2020, "Risk shocks with time-varying higher moments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 2, pages 1-20, April, DOI: 10.1515/snde-2018-0028.
• Dimitris Korobilis & Davide Pettenuzzo, 2020, "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers, Brandeis University, Department of Economics and International Business School, number 130, Apr.
• Zhou, W. & O’Neill, E. & Moncaster, A. & Reiner D. & Guthrie, P., 2020, "Forecasting Urban Residential Stock Turnover Dynamics using System Dynamics and Bayesian Model Averaging," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2054, Jun.
• Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020, "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue special i, pages 55-73.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
• Markus Heinrich & Magnus Reif, 2020, "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series, CESifo, number 8054.
• Christian Bayer & Benjamin Born & Ralph Luetticke, 2020, "Shocks, Frictions, and Inequality in US Business Cycles," CESifo Working Paper Series, CESifo, number 8085.
• Gianluca Cafiso, 2020, "The Loan Puzzle. A Study of Loans to Different Groups in the USA," CESifo Working Paper Series, CESifo, number 8175.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," CESifo Working Paper Series, CESifo, number 8282.
• Christian Bayer & Benjamin Born & Ralph Luetticke, 2020, "The Liquidity Channel of Fiscal Policy," CESifo Working Paper Series, CESifo, number 8374.
• Gianluca Cafiso, 2020, "The Contribution of Loans to Economic Activity," CESifo Working Paper Series, CESifo, number 8530.
• Christoph K. Becker & Tigran Melkonyan & Eugenio Proto & Andis Sofianos & Stefan T. Trautmann, 2020, "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," CESifo Working Paper Series, CESifo, number 8662.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate Risk and Commodity Currencies," CESifo Working Paper Series, CESifo, number 8788.
• Magnus Reif, 2020, "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, April.
• Christian Bayer & Benjamin Born & Ralph Luetticke, 2020, "Shocks, Frictions, and Inequality in US Business Cycles," Discussion Papers, Centre for Macroeconomics (CFM), number 2003, Jan.
• Marek A. Dabrowski & Justyna Wróblewska, 2020, "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," International Economics, CEPII research center, issue 162, pages 34-49.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2020, "Robust Dynamic Panel Data Models Using ε-contamination," CIRANO Working Papers, CIRANO, number 2020s-07, Feb.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2020, "Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada," CIRANO Working Papers, CIRANO, number 2020s-08, Feb.
• Marc Beltempo & Georges Bresson & Jean-Michel Etienne & Guy Lacroix, 2020, "Infections, Accidents and Nursing Overtime in a Neonatal Intensive Care Unit: A Bayesian Semiparametric Panel Data Logit Model," CIRANO Working Papers, CIRANO, number 2020s-15, Mar.
• Marc Beltempo & Georges Bresson & Guy Lacroix, 2020, "Using Machine Learning to Predict Nosocomial Infections and Medical Accidents in a NICU," CIRANO Working Papers, CIRANO, number 2020s-21, Apr.
• Volha Audzei & Jan Bruha, 2020, "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/6, Dec.
• Jose Miguel Tirado-Beltrán & Jos� David Cabedo & Dennis Esther Mu�oz-Ram�rez, 2020, "Risk Disclosure and Cost of Equity: A Bayesian Approach," Revista CEA, Instituto Tecnológico Metropolitano, volume 6, issue 11, pages 25-43.
• Jose Miguel Tirado-Beltrán & Jos� David Cabedo & Dennis Esther Mu�oz-Ram�rez, 2020, "Divulgación de información sobre riesgos y coste de los recursos propios: un enfoque bayesiano," Revista CEA, Instituto Tecnológico Metropolitano, volume 6, issue 11, pages 25-43.
• Rodríguez, Aldo, 2020, "Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario," Dynare Working Papers, CEPREMAP, number 52, Feb.
• Di Bartolomeo, Giovanni & Di Pietro, Marco, 2020, "Intrinsic persistence of wage inflation in New Keynesian models of the business cycles," Dynare Working Papers, CEPREMAP, number 55, Feb.
• Van Nguyen, Phuong, 2020, "Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models," Dynare Working Papers, CEPREMAP, number 59, Feb.
• Aliaga Miranda, Augusto, 2020, "Monetary policy rules for an open economy with financial frictions: A Bayesian approach," Dynare Working Papers, CEPREMAP, number 62, Jun.
• Bayer, Christian & Born, Benjamin & Luetticke, Ralph, 2020, "Shocks, Frictions, and Inequality in US Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 14364, Feb.
• Rossi, Barbara & Sekhposyan, Tatevik & Hoesch, Lukas, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 14456, Feb.
• Rebucci, Alessandro & Benigno, Gianluca & Foerster, Andrew & Otrok, Christopher, 2020, "Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 14545, Mar.
• Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020, "Energy Markets and Global Economic Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 14580, Apr.
• Baumeister, Christiane & Hamilton, James, 2020, "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 14603, Apr.
• Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020, "Panel Forecasts of Country-Level Covid-19 Infectionsliu," CEPR Discussion Papers, Centre for Economic Policy Research, number 14790, May.
• Born, Benjamin & Bayer, Christian & Luetticke, Ralph, 2020, "The Liquidity Channel of Fiscal Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 14883, Jun.
• Luetticke, Ralph & Lee, Seungcheol & Ravn, Morten, 2020, "Financial Frictions: Macro vs Micro Volatility," CEPR Discussion Papers, Centre for Economic Policy Research, number 15133, Aug.
• Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers, Centre for Economic Policy Research, number 15164, Aug.
• Primiceri, Giorgio & Lenza, Michele, 2020, "How to Estimate a VAR after March 2020," CEPR Discussion Papers, Centre for Economic Policy Research, number 15245, Sep.
• Proto, Eugenio & Becker, Christoph & Melkonyan, Tigran & Sofianos, Andis & Trautmann, Stefan, 2020, "Reverse Bayesianism: Revising Beliefs in Light of Unforeseen Events," CEPR Discussion Papers, Centre for Economic Policy Research, number 15477, Nov.
• Mauricio Beltrán Pascual & Francisco Javier Martínez de Pisón Ascacíbar & uan Antonio Vicente Vírseda, 2020, "Tratamiento de clases desbalanceadas con el método del cubo en problemas de credit scoring a través de la minería de datos," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 175-190, Mayo.
• Eijffinger, Sylvester C. W. & Grajales-Olarte, Anderson & Uras, Burak R., 2020, "Heterogeneity In Wage Setting Behavior In A New-Keynesian Model," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1512-1546, September.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2020, "Active, or Passive? Revisiting the Role of Fiscal Policy in the Great Inflation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1872.
• Masako Ikefuji & Jan R. Magnus, 2020, "The perception of climate sensitivity: Revealing priors from posteriors," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1111, Dec.
• McAdam, Peter & Warne, Anders, 2020, "Density forecast combinations: the real-time dimension," Working Paper Series, European Central Bank, number 2378, Feb.
• Krustev, Georgi & Casalis, André, 2020, "Cyclical drivers of euro area consumption: what can we learn from durable goods?," Working Paper Series, European Central Bank, number 2386, Mar.
• Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo, 2020, "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Working Paper Series, European Central Bank, number 2411, May.
• Geis, André & Moder, Isabella & Schuler, Tobias, 2020, "Who’s afraid of euro area monetary tightening? CESEE shouldn’t," Working Paper Series, European Central Bank, number 2416, May.
• Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020, "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series, European Central Bank, number 2451, Aug.
• Lenza, Michele & Primiceri, Giorgio E., 2020, "How to estimate a VAR after March 2020," Working Paper Series, European Central Bank, number 2461, Aug.
• Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020, "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 2501, Dec.
• Chia-Cheng Chen & Chun-Hung Chen & Ting-Yin Liu, 2020, "Investment Performance of Machine Learning: Analysis of S&P 500 Index," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 59-66.
• Maryam Barzegar Marvasti & Somayeh Razzaghi, 2020, "Investigating the Determinants of Financial Development in OPEC Countries: An Application of Bayesian Model Averaging Approach," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 342-352.
• Zhou, Wei & O'Neill, Eoghan & Moncaster, Alice & Reiner, David M. & Guthrie, Peter, 2020, "Forecasting urban residential stock turnover dynamics using system dynamics and Bayesian model averaging," Applied Energy, Elsevier, volume 275, issue C, DOI: 10.1016/j.apenergy.2020.115388.
• Bian, Zhicun & Ma, Jun & Ni, Jinlan & Stewart, Shamar, 2020, "Synchronization of regional growth dynamics in China," China Economic Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.chieco.2018.09.007.
• Eo, Yunjong & Kang, Kyu Ho, 2020, "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103812.
• Linardi, Fernando & Diks, Cees & van der Leij, Marco & Lazier, Iuri, 2020, "Dynamic interbank network analysis using latent space models," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2019.103792.
• Horvath, Jaroslav, 2020, "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2020.103852.
• Lütkepohl, Helmut & Woźniak, Tomasz, 2020, "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103862.
• Laumer, Sebastian, 2020, "Government spending and heterogeneous consumption dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103868.
• Zens, Gregor & Böck, Maximilian & Zörner, Thomas O., 2020, "The heterogeneous impact of monetary policy on the US labor market," Journal of Economic Dynamics and Control, Elsevier, volume 119, issue C, DOI: 10.1016/j.jedc.2020.103989.
• Davidson, Sharada Nia, 2020, "Interdependence or contagion: A model switching approach with a focus on Latin America," Economic Modelling, Elsevier, volume 85, issue C, pages 166-197, DOI: 10.1016/j.econmod.2019.05.015.
• Fu, Bowen, 2020, "Is the slope of the Phillips curve time-varying? Evidence from unobserved components models," Economic Modelling, Elsevier, volume 88, issue C, pages 320-340, DOI: 10.1016/j.econmod.2019.09.045.
• De, Kuhelika & Sun, Wei, 2020, "Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S," Economic Modelling, Elsevier, volume 89, issue C, pages 1-9, DOI: 10.1016/j.econmod.2019.10.015.
• Han, Jong-Suk & Hur, Joonyoung, 2020, "Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach," Economic Modelling, Elsevier, volume 89, issue C, pages 142-152, DOI: 10.1016/j.econmod.2019.10.002.
• Fu, Buben & Wang, Bin, 2020, "The transition of China's monetary policy regime: Before and after the four trillion RMB stimulus," Economic Modelling, Elsevier, volume 89, issue C, pages 273-303, DOI: 10.1016/j.econmod.2019.10.022.
• Zamanzadeh, Akbar & Chan, Marc K. & Ehsani, Mohammad Ali & Ganjali, Mojtaba, 2020, "Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?," Economic Modelling, Elsevier, volume 91, issue C, pages 613-632, DOI: 10.1016/j.econmod.2019.12.003.
• Zhang, Bo & Dai, Wei, 2020, "Trend inflation and macroeconomic stability in a small open economy," Economic Modelling, Elsevier, volume 91, issue C, pages 769-778, DOI: 10.1016/j.econmod.2019.10.029.
• Duarte, Cláudia & Maria, José R. & Sazedj, Sharmin, 2020, "Trends and cycles under changing economic conditions," Economic Modelling, Elsevier, volume 92, issue C, pages 126-146, DOI: 10.1016/j.econmod.2020.06.011.
• Albonico, Alice & Tirelli, Patrizio, 2020, "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, volume 93, issue C, pages 13-26, DOI: 10.1016/j.econmod.2020.06.021.
• Fong, Tom Pak Wing & Wu, Shui Tang, 2020, "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101105.
• Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying, 2020, "Forecasting stock market returns: New technical indicators and two-step economic constraint method," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101216.
• Hong, Hui & Bian, Zhicun & Chen, Naiwei, 2020, "Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.02.003.
• Gupta, Rangan & Sun, Xiaojin, 2020, "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108677.
• Karlsson, Sune & Österholm, Pär, 2020, "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108883.
• Zhu, Yanli & Han, Xiaoyi & Chen, Ying, 2020, "Bayesian estimation and model selection of threshold spatial Durbin model," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108956.
• Tsionas, Mike G. & Assaf, A. George & Andrikopoulos, Athanasios, 2020, "Quantile stochastic frontier models with endogeneity," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108964.
• Jiang, Yu, 2020, "Identification of business cycles and the Great Moderation in the post-war U.S. economy," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109072.
• Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020, "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109120.
• Massari, Filippo & Newton, Jonathan, 2020, "When does ambiguity fade away?," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109404.
• Karlsson, Sune & Österholm, Pär, 2020, "A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109622.
• Bollinger, Christopher R. & van Hasselt, Martijn, 2020, "Estimating the cumulative rate of SARS-CoV-2 infection," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109652.
• Klein, Nadja & Herwartz, Helmut & Kneib, Thomas, 2020, "Modelling regional patterns of inefficiency: A Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 513-539, DOI: 10.1016/j.jeconom.2019.07.003.
• Li, Yong & Yu, Jun & Zeng, Tao, 2020, "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 450-493, DOI: 10.1016/j.jeconom.2019.11.002.
• Dufays, Arnaud & Rombouts, Jeroen V.K., 2020, "Relevant parameter changes in structural break models," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 46-78, DOI: 10.1016/j.jeconom.2019.10.008.
• Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K., 2020, "Partially censored posterior for robust and efficient risk evaluation," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 335-355, DOI: 10.1016/j.jeconom.2019.12.007.
• Chan, Joshua C.C. & Eisenstat, Eric & Strachan, Rodney W., 2020, "Reducing the state space dimension in a large TVP-VAR," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 105-118, DOI: 10.1016/j.jeconom.2019.11.006.
• Hlouskova, Jaroslava & Sögner, Leopold, 2020, "GMM estimation of affine term structure models," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 2-15, DOI: 10.1016/j.ecosta.2019.10.001.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 1-27, DOI: 10.1016/j.ecosta.2018.12.002.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020, "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100760.
• Boucher, Vincent, 2020, "Equilibrium homophily in networks," European Economic Review, Elsevier, volume 123, issue C, DOI: 10.1016/j.euroecorev.2020.103370.
• Skevas, Ioannis, 2020, "Inference in the spatial autoregressive efficiency model with an application to Dutch dairy farms," European Journal of Operational Research, Elsevier, volume 283, issue 1, pages 356-364, DOI: 10.1016/j.ejor.2019.10.033.
• Tsionas, Mike G. & Malikov, Emir & Kumbhakar, Subal C., 2020, "Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior," European Journal of Operational Research, Elsevier, volume 284, issue 1, pages 313-324, DOI: 10.1016/j.ejor.2019.12.026.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Iseringhausen, Martin, 2020, "The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 275-292, DOI: 10.1016/j.jempfin.2020.06.008.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Kim, Junghun & Seung, Hyunchan & Lee, Jongsu & Ahn, Joongha, 2020, "Asymmetric preference and loss aversion for electric vehicles: The reference-dependent choice model capturing different preference directions," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104666.
• Lu, Quanying & Li, Yuze & Chai, Jian & Wang, Shouyang, 2020, "Crude oil price analysis and forecasting: A perspective of “new triangle”," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104721.
• Kim, Wonse & Lee, Junseok & Kang, Kyungwon, 2020, "The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.002.
• Kupiec, Paul H., 2020, "Policy uncertainty and bank stress testing," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100761.
• Huang, Yifan & Meng, Shengwang, 2020, "A Bayesian nonparametric model and its application in insurance loss prediction," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 84-94, DOI: 10.1016/j.insmatheco.2020.04.010.
• Njenga, Carolyn Ndigwako & Sherris, Michael, 2020, "Modeling mortality with a Bayesian vector autoregression," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 40-57, DOI: 10.1016/j.insmatheco.2020.05.011.
• Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020, "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, volume 161, issue C, pages 199-218, DOI: 10.1016/j.inteco.2019.12.001.
• Dąbrowski, Marek A. & Wróblewska, Justyna, 2020, "Insulating property of the flexible exchange rate regime: A case of Central and Eastern European countries," International Economics, Elsevier, volume 162, issue C, pages 34-49, DOI: 10.1016/j.inteco.2020.03.002.
• Tallman, Ellis W. & Zaman, Saeed, 2020, "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 373-398, DOI: 10.1016/j.ijforecast.2019.04.024.