Research classified by Journal of Economic Literature (JEL) codes

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

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

1. Bayesian Vector autoregressions (BVARs)

2022

• Gregor Boehl & Felix Strobel, 2022, "The Empirical Performance of Financial Frictions since 2008," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_353, Jun.
• Gregor Boehl, 2022, "Ensemble MCMC Sampling for DSGE Models," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_355, Jun.
• Gregor Boehl, Felix Strobel, 2022, "Estimation of DSGE Models With the Effective Lower Bound," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_356, Jun.
• Li Mengheng & Mendieta-Muñoz Ivan, 2022, "Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 337-359, June, DOI: 10.1515/snde-2020-0027.
• Murasawa Yasutomo, 2022, "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 387-415, June, DOI: 10.1515/snde-2020-0049.
• Sara Boni & Francesco Ravazzolo, 2022, "A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS94, Jun.
• Rastislav Rehak, 2022, "Sequential Sampling Beyond Decisions? A Normative Model of Decision Confidence," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp739, Nov.
• Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2022, "Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong," CESifo Working Paper Series, CESifo, number 9579.
• Salvatore Nunnari & Massimiliano Pozzi, 2022, "Meta-Analysis of Inequality Aversion Estimates," CESifo Working Paper Series, CESifo, number 9851.
• Gianluca Cafiso & Giulia Rivolta, 2022, "Monetary Interventions and the Rise of Non-Bank Lenders," CESifo Working Paper Series, CESifo, number 9949.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Sara D'Andrea, 2022, "Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach," International Economics, CEPII research center, issue 171, pages 143-173.
• Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022, "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16994, Feb.
• Mlikota, Marko & Schorfheide, Frank, 2022, "Sequential Monte Carlo With Model Tempering," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17035, Feb.
• Chang, Minsu & Schorfheide, Frank, 2022, "On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17049, Feb.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17111, Mar.
• Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2022, "Estimating Nonlinear Heterogeneous Agents Models with Neural Networks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17391, Jun.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17461, Jul.
• Childers, David & Fernández-Villaverde, Jesús & Perla, Jesse & Rackauckas, Chris & Wu, Peifan, 2022, "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17576, Oct.
• Jewson, Jack & Li, Li & Battaglia, Laura & Hansen, Stephen & Rossell, David & Zwiernik, Piotr, 2022, "Graphical model inference with external network data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17638, Nov.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2022, "Blended Identification in Structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17640, Nov.
• Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico, 2022, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17646, Nov.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers, Center for Research in Economics and Statistics, number 2023-06, Mar.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022, "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022007, Mar.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2022, "Optimal Monetary Policy Rules in the Fiscal Theory of the Price Level," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022026, Nov.
• Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2022, "Optimal Monetary Policy with and without Debt," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2022027, Dec.
• Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2022-03.
• Michael Sampson, 2022, "The Effect of Parameter Uncertainty on Consumption, Wealth, and Welfare," Annals of Economics and Finance, Society for AEF, volume 23, issue 1, pages 1-10, May.
• Chryso Aristidou & George Thucydides, 2022, "Historical decomposition of the Cyprus Residential Property Prices," Working Papers, Central Bank of Cyprus, number 2022-3, Oct.
• Stephanie Ettmeier, 2022, "No Taxation without Reallocation: The Distributional Effects of Tax Changes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2022.
• Hoffreumon, Charles & Labhard, Vincent, 2022, "Cross-country cross-technology digitalisation: a Bayesian hierarchical model perspective," Working Paper Series, European Central Bank, number 2700, Aug.
• Montes-Galdón, Carlos & Paredes, Joan & Wolf, Elias, 2022, "Conditional density forecasting: a tempered importance sampling approach," Working Paper Series, European Central Bank, number 2754, Dec.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022, "A fresh assessment of the euro effect on outward US FDI," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2209, Oct.
• Pfarrhofer, Michael, 2022, "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104493.
• Chan, Joshua C.C. & Yu, Xuewen, 2022, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104505.
• Cardani, Roberta & Croitorov, Olga & Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2022, "The euro area’s pandemic recession: A DSGE-based interpretation," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104512.
• Morita, Hiroshi, 2022, "On the relationship between fiscal multipliers and population aging in Japan: Theory and empirics," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105772.
• Audzei, Volha & Brůha, Jan, 2022, "A model of the Euro area, China, and the United States: Trade links and trade wars," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105831.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2022, "Financial integration or financial fragmentation? A euro area perspective," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105902.
• Büyükbaşaran, Tayyar & Karasoy-Can, Gökçe & Küçük, Hande, 2022, "Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105946.
• Chalmovianský, Jakub & Němec, Daniel, 2022, "Assessing uncertainty of output gap estimates: Evidence from Visegrad countries," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.105994.
• Zhang, Chen & Fang, Ying & Niu, Linlin, 2022, "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106032.
• Boucher, Vincent & Dedewanou, F. Antoine & Dufays, Arnaud, 2022, "Peer-induced beliefs regarding college participation," Economics of Education Review, Elsevier, volume 90, issue C, DOI: 10.1016/j.econedurev.2022.102307.
• Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022, "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101834.
• Batini, Nicoletta & Di Serio, Mario & Fragetta, Matteo & Melina, Giovanni & Waldron, Anthony, 2022, "Building back better: How big are green spending multipliers?," Ecological Economics, Elsevier, volume 193, issue C, DOI: 10.1016/j.ecolecon.2021.107305.
• Cai, Zhengzheng & Zhu, Yanli & Han, Xiaoyi, 2022, "Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110695.
• Bognanni, Mark, 2022, "Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 498-505, DOI: 10.1016/j.jeconom.2021.10.008.
• Gallant, A. Ronald, 2022, "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 27-38, DOI: 10.1016/j.jeconom.2021.02.005.
• Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening, 2022, "Bayesian estimation of long-run risk models using sequential Monte Carlo," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 62-84, DOI: 10.1016/j.jeconom.2020.12.008.
• Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022, "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 85-106, DOI: 10.1016/j.jeconom.2021.02.004.
• Jin, Xin & Maheu, John M. & Yang, Qiao, 2022, "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 302-321, DOI: 10.1016/j.jeconom.2021.10.010.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022, "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 20-38, DOI: 10.1016/j.jeconom.2020.11.013.
• Fan, Jianqing & Jiang, Bai & Sun, Qiang, 2022, "Bayesian factor-adjusted sparse regression," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 3-19, DOI: 10.1016/j.jeconom.2020.06.012.
• Liu, Xiaobin & Li, Yong & Yu, Jun & Zeng, Tao, 2022, "Posterior-based Wald-type statistics for hypothesis testing," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 83-113, DOI: 10.1016/j.jeconom.2021.11.003.
• Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022, "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 281-298, DOI: 10.1016/j.jeconom.2021.04.004.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 299-317, DOI: 10.1016/j.jeconom.2021.04.008.
• Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022, "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 477-499, DOI: 10.1016/j.jeconom.2021.07.013.
• Togonidze, Sophio & Kočenda, Evžen, 2022, "Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile," Economic Systems, Elsevier, volume 46, issue 3, DOI: 10.1016/j.ecosys.2022.100988.
• Tsionas, Mike G. & Izzeldin, Marwan & Trapani, Lorenzo, 2022, "Estimation of large dimensional time varying VARs using copulas," European Economic Review, Elsevier, volume 141, issue C, DOI: 10.1016/j.euroecorev.2021.103952.
• Lhuissier, Stéphane, 2022, "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2022.104046.
• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.
• Kim, Dong-Hyuk & Ratan, Anmol, 2022, "Disentangling risk aversion and loss aversion in first-price auctions: An empirical approach," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104284.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
• Ulm, M. & Hambuckers, J., 2022, "Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 125-148, DOI: 10.1016/j.jempfin.2021.12.004.
• Kim, Jaeho & Linn, Scott C., 2022, "Price discovery under model uncertainty," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105833.
• Frondel, Manuel & Kaeding, Matthias & Sommer, Stephan, 2022, "Market premia for renewables in Germany: The effect on electricity prices," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105874.
• Tsionas, Mike G. & Philippas, Dionisis & Philippas, Nikolaos, 2022, "Multivariate stochastic volatility for herding detection: Evidence from the energy sector," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105964.
• Shi, Yukun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng, 2022, "Market co-movement between credit default swap curves and option volatility surfaces," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102192.
• Shi, Yunkun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng & Zhang, Xuan, 2022, "Stock price default boundary: A Black-Cox model approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102284.
• Hatoum, Khalil & Moussu, Christophe & Gillet, Roland, 2022, "CEO overconfidence: Towards a new measure," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102367.
• Smith, Simon C., 2022, "Time-variation, multiple testing, and the factor zoo," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102394.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2022, "Predicting returns and dividend growth — The role of non-Gaussian innovations," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102315.
• Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2022, "The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102365.
• Gächter, Martin & Huber, Florian & Meier, Martin, 2022, "A shot for the US economy," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102638.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.
• Yan, Yujie & Song, Kai-Sheng, 2022, "A general optimal approach to Bühlmann credibility theory," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 262-282, DOI: 10.1016/j.insmatheco.2022.02.003.
• Gómez-Déniz, Emilio & Vázquez-Polo, Francisco J., 2022, "Exact credibility reference Bayesian premiums," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 128-143, DOI: 10.1016/j.insmatheco.2022.04.002.
• Boratyńska, Agata & Zielińska-Kolasińska, Zofia, 2022, "Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 194-202, DOI: 10.1016/j.insmatheco.2022.04.001.
• Ang, Zi Qing & Lee, See Keong, 2022, "Hierarchical Bayesian Gaussian process regression model for loss reserving using combinations of squared exponential kernels," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 54-63, DOI: 10.1016/j.insmatheco.2022.03.008.
• Pai, Jeffrey & Li, Yunxian & Yang, Aijun & Li, Chenxu, 2022, "Earthquake parametric insurance with Bayesian spatial quantile regression," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 1-12, DOI: 10.1016/j.insmatheco.2022.04.007.
• D'Andrea, Sara, 2022, "Are there any robust determinants of growth in Europe? A Bayesian Model Averaging approach," International Economics, Elsevier, volume 171, issue C, pages 143-173, DOI: 10.1016/j.inteco.2022.06.001.
• Ajide, Kazeem Bello & Lanre Ibrahim, Ridwan, 2022, "Bayesian model averaging approach of the determinants of foreign direct investment in Africa," International Economics, Elsevier, volume 172, issue C, pages 91-105, DOI: 10.1016/j.inteco.2022.09.002.
• Garay, Urbi & Puggioni, Gavino & Molina, German & ter Horst, Enrique, 2022, "A Bayesian dynamic hedonic regression model for art prices," Journal of Business Research, Elsevier, volume 151, issue C, pages 310-323, DOI: 10.1016/j.jbusres.2022.06.055.
• Alam, Jessica & Georgalos, Konstantinos & Rolls, Harrison, 2022, "Risk preferences, gender effects and Bayesian econometrics," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 168-183, DOI: 10.1016/j.jebo.2022.08.013.
• Décamps, Jean-Paul & Villeneuve, Stéphane, 2022, "Learning about profitability and dynamic cash management," Journal of Economic Theory, Elsevier, volume 205, issue C, DOI: 10.1016/j.jet.2022.105522.
• Chatterjee, Kalyan & Guryev, Konstantin & Hu, Tai-Wei, 2022, "Bounded memory in a changing world: Biases in behaviour and belief," Journal of Economic Theory, Elsevier, volume 206, issue C, DOI: 10.1016/j.jet.2022.105556.
• Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 154-177, DOI: 10.1016/j.jfineco.2021.10.006.
• Smith, Simon C. & Timmermann, Allan, 2022, "Have risk premia vanished?," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 553-576, DOI: 10.1016/j.jfineco.2021.08.019.
• Albouy, David & Shin, Minchul, 2022, "A statistical learning approach to land valuation: Optimizing the use of external information," Journal of Housing Economics, Elsevier, volume 58, issue PA, DOI: 10.1016/j.jhe.2022.101873.
• Casalis, André & Krustev, Georgi, 2022, "Cyclical drivers of euro area consumption: What can we learn from durable goods?," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2020.102241.
• Ductor, Lorenzo & Leiva-León, Danilo, 2022, "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102533.
• Elias, Christopher J., 2022, "Adaptive learning with heterogeneous expectations in an estimated medium-scale New Keynesian model," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103379.
• Germaschewski, Yin & Wang, Shu-Ling, 2022, "Fiscal stabilization in high-debt economies without monetary independence," Journal of Macroeconomics, Elsevier, volume 72, issue C, DOI: 10.1016/j.jmacro.2022.103398.
• Ferreira, Leonardo N., 2022, "Forward guidance matters: Disentangling monetary policy shocks," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103423.
• Tsagkanos, Athanasios & Argyropoulou, Despoina & Androulakis, Georgios, 2022, "Asymmetric economic effects via the dependence structure of green bonds and financial stress index," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00264.
• Kavanagh, Ella & Zhu, Sheng & O’Sullivan, Niall, 2022, "Monetary policy, trade-offs and the transmission of UK Monetary Policy," Journal of Policy Modeling, Elsevier, volume 44, issue 6, pages 1128-1147, DOI: 10.1016/j.jpolmod.2022.10.006.
• Doh, Taeyoung & Smith, A. Lee, 2022, "A new approach to integrating expectations into VAR models," Journal of Monetary Economics, Elsevier, volume 132, issue C, pages 24-43, DOI: 10.1016/j.jmoneco.2022.08.001.
• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
• Lyu, Yongjian & Yi, Heling & Cao, Jin & Yang, Mo, 2022, "Time-varying monetary policy shocks and the dynamics of Chinese commodity prices," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101836.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Koki, Constandina & Leonardos, Stefanos & Piliouras, Georgios, 2022, "Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101554.
• Tachibana, Minoru, 2022, "Safe haven assets for international stock markets: A regime-switching factor copula approach," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101591.
• Tsionas, Mike G., 2022, "Random and Markov switching exponential smoothing models," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121268.
• Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022, "Tracing the evolution of service robotics: Insights from a topic modeling approach," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121280.
• Henderson, Heath & Follett, Lendie, 2022, "Targeting social safety net programs on human capabilities," World Development, Elsevier, volume 151, issue C, DOI: 10.1016/j.worlddev.2021.105741.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022, "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-28, Apr.
• Bao H. Nguyen & Bo Zhang, 2022, "Forecasting Oil Prices: Can Large BVARs Help?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-65, Oct.
• Rogelio Mercado Jr. & Victor Pontines, 2022, "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-67, Oct.
• Osmar Bolivar, 2022, "Fiscal Multipliers: Empirical Evidence for a Cost-Effective Allocation of Public Investment," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 5, issue 2, pages 1-28, December.
• Valeria Jemio, 2022, "El Rol del Sector Informal en Bolivia: Una Primera Mirada a Través de un Enfoque de Equilibrio General Dinámico Estocástico," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 5, issue 2, pages 65-116, Diciembre.
• Osmar Bolivar, 2022, "Multiplicadores Fiscales: Evidencia Empírica para una Asignación Costo-Efectiva de la Inversión Pública," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 5, issue 2, pages 7-64, Diciembre.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022, "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2203, revised Mar 2022.
• Dejan Živkov & Jasmina Đurašković, 2022, "How does oil price uncertainty affect output in the Central and Eastern European economies? – the Bayesian-based approaches," Applied Economic Analysis, Emerald Group Publishing Limited, volume 31, issue 91, pages 39-54, June, DOI: 10.1108/AEA-07-2021-0158.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022, "Robust Dynamic Panel Data Models Usingε-Contamination," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B013.
• Luis Uzeda, 2022, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A003.
• Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A007.
• Gianluca Cafiso, 2022, "On the differential response of loans to shocks in the USA," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 544-560, April, DOI: 10.1108/JES-10-2021-0521.
• José Francisco Martínez-Sánchez & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2022, "Money laundering risk management in multiple-purpose financial institutions in Mexico: a Bayesian network approach," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 26, issue 4, pages 845-861, May, DOI: 10.1108/JMLC-05-2022-0061.
• John Galakis & Ioannis Vrontos & Panos Xidonas, 2022, "On tree-structured linear and quantile regression-based asset pricing," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 204-245, May, DOI: 10.1108/RAF-10-2021-0283.
• Paulo Rotella Junior & Luiz Celio Souza Rocha & Rogerio Santana Peruchi & Giancarlo Aquila & Karel Janda & Edson de Oliveira Pamplona, 2022, "Robust Portfolio Optimization: A Stochastic Evaluation of Worst-Case Scenarios," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/03, Mar, revised Mar 2022.
• Vojtech Misak, 2022, "Crime and weather. Evidence from the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/09, May, revised May 2022.
• Sophio Togonidze & Evzen Kocenda, 2022, "Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/21, Sep, revised Sep 2022.
• Chiara Casoli & Matteo Manera & Daniele Valenti, 2022, "Energy shocks in the Euro area: disentangling the pass-through from oil and gas prices to inflation," Working Papers, Fondazione Eni Enrico Mattei, number 2022.45, Dec.
• Maryam Ahmadi & Chiara Casoli & Matteo Manera & Daniele Valenti, 2022, "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," Working Papers, Fondazione Eni Enrico Mattei, number 2022.46, Dec.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.
• Ina Hajdini, 2022, "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers, Federal Reserve Bank of Cleveland, number 22-03R, Feb, revised 06 Mar 2023, DOI: 10.26509/frbc-wp-202203r.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers, Federal Reserve Bank of Cleveland, number 22-05, Mar, DOI: 10.26509/frbc-wp-202205.
• Takushi Kurozumi & Ryohei Oishi & Willem Van Zandweghe, 2022, "Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach," Working Papers, Federal Reserve Bank of Cleveland, number 22-34, Nov, DOI: 10.26509/frbc-wp-202234.
• Michael T. Kiley, 2022, "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-016, Mar, DOI: 10.17016/FEDS.2022.016.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-034, Jun, DOI: 10.17016/FEDS.2022.034.
• Laura Veldkamp, 2022, "Understanding Uncertainty Shocks and the Role of Black Swans," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-083, Dec, DOI: 10.17016/FEDS.2022.083.
• Padma Sharma, 2022, "Assessing Regulatory Responses to Banking Crises," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 22-04, May, DOI: 10.18651/RWP2022-04.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
• David Albouy & Minchul Shin, 2022, "A Statistical Learning Approach to Land Valuation: Optimizing the Use of External Information," Working Papers, Federal Reserve Bank of Philadelphia, number 22-38, Nov, DOI: 10.21799/frbp.wp.2022.38.
• Anca Ionășcuți & Bogdan Dima, 2022, "Contagion effects on financial markets risk," Journal of Financial Studies, Institute of Financial Studies, volume 12, issue 7, pages 105-133, May, DOI: 10.55654/JFS.2022.7.12.08.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022, "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 18-2022, Aug.
• Miguel Cabello & Rafael Nivin, 2022, "Measuring Uncertainty and its effects in a Small Open Economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 25-2022, Nov.
• Elie Ndemba Tshilambu, 2022, "Politique budgétaire, Investissement privé et performance macroéconomique en République démocratique du Congo ," Post-Print, HAL, number hal-03627267, Apr.
• Refk Selmi & Shawkat Hammoudeh & Mark Wohar, 2022, "What drives most jumps in global crude oil prices? Fundamental shortage conditions, Cartel, geopolitics or the behavior of market financial participants," Post-Print, HAL, number hal-03793866, Aug.
• Khalil Hatoum & Christophe Moussu & Roland Gillet, 2022, "CEO overconfidence: Towards a new measure," Post-Print, HAL, number hal-03794545, Nov, DOI: 10.1016/j.irfa.2022.102367.
• Jean-Paul Décamps & Stéphane Villeneuve, 2022, "Learning about profitability and dynamic cash management," Post-Print, HAL, number hal-04164661, DOI: 10.1016/j.jet.2022.105522.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2022, "Everyday econometricians: Selection neglect and overoptimism when learning from others," PSE Working Papers, HAL, number halshs-03735640, Jul.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Sciences Po Economics Publications (main), HAL, number hal-03573080, Feb.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers, HAL, number hal-03573080, Feb.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," Working Papers, HAL, number hal-03880243, Nov.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2022, "Education Politics, Schooling Choice and Public School Quality: The Impact of Income Polarisation," Working Papers, HAL, number hal-03887401, Dec.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2022, "Everyday econometricians: Selection neglect and overoptimism when learning from others," Working Papers, HAL, number halshs-03735640, Jul.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2022, "Makroekonomski Učinci Diskrecijskih Izmjena U Sustavu Poreza Na Dodanu Vrijednost (Pdv) U Hrvatskoj: Narativni Pristup," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 6, pages 881-904, DOI: 10.32910/ep.73.6.3.
• Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022, "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers, Örebro University, School of Business, number 2022:1, Jan.
• Österholm, Pär & Poon, Aubrey, 2022, "Trend Inflation in Sweden," Working Papers, Örebro University, School of Business, number 2022:2, Jan.
• Quang Phu Tran & Kien The Nguyen, 2022, "Does Innovation Increase Labor Wage and Boost Firm’s Financial Performance? Evidence of Agricultural Firms in Vietnam with Bayesian Approach," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 3, pages 475-486.
• Stefán Thórarinsson, 2022, "Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model," Economics, Department of Economics, Central bank of Iceland, number wp88, Jan.
• Sugiharso Safuan & Eric Alexander Sugandi & Okta Qomaruddin Aziz & Risna Triandhari, 2022, "Indonesia’S Financial Stress Events And Macroeconomic Dynamics," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 3, pages 323-370, November, DOI: https://doi.org/10.21098/bemp.v25i3.
• Qazi Haque, 2022, "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 4, pages 1-52, October.
• Baltagi, Badi H. & Bresson, Georges & Chaturvedi, Anoop & Lacroix, Guy, 2022, "Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15815, Dec.
• Terence D. Agbeyegbe, 2022, "Modeling JSE Stock Returns Dynamics: GARCH Versus Stochastic Volatility," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 175-191, January-M.
• Terence D. Agbeyegbe, 2022, "Comparing Results from Unobserved Components Model and Hodrick-Prescott Filter of Output-Gap in Barbados," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 163-180, July–Sept.
• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2022, "Testing big data in a big crisis: Nowcasting under COVID-19," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-06, Aug.
• Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022, "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-10, Jul.

2021

• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-08, Jun.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The Journey towards Dollarization: The Role of the Tourism Industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/008, Jan.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting Identification Concepts in Bayesian Analysis," Annals of Economics and Statistics, GENES, issue 144, pages 1-38, DOI: https://doi.org/10.15609/annaeconst.
• Navin Kartik & Frances Xu Lee & Wing Suen, 2021, "Information Validates the Prior: A Theorem on Bayesian Updating and Applications," American Economic Review: Insights, American Economic Association, volume 3, issue 2, pages 165-182, June, DOI: 10.1257/aeri.20200284.
• Oriana Bandiera & Greg Fischer & Andrea Prat & Erina Ytsma, 2021, "Do Women Respond Less to Performance Pay? Building Evidence from Multiple Experiments," American Economic Review: Insights, American Economic Association, volume 3, issue 4, pages 435-454, December, DOI: 10.1257/aeri.20200466.
• Rolando Gonzales & Bert D’Espallier & Roy Mersland, 2021, "What Drives Profits in Savings Groups? Bayesian Data Mining Evidence from the SAVIX Database," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 2, pages 39-57.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/008, Jan.
• Davis, Will & Gregory, Christian A. & Tchernis, Rusty, 2021, "A Flexible Model of Food Security: Estimation and Implications for Prediction," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 312666, Aug, DOI: 10.22004/ag.econ.312666.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2021, "Bayesian Inference for Parametric Growth Incidence Curves," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2131, May.
• Michel Lubrano & Zhou Xun, 2021, "The Bayesian approach to poverty measurement," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2133, May.
• Akbobek Akhmediyarova, 2021, "Housing market dynamics in Kazakhstan: An estimated DSGE model," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 19, Dec, revised May 2022.
• Alisher Tolepbergen, 2021, "Minimum Wage Shocks in an Estimated DSGE Model with Underreporting," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 20, Oct, revised Dec 2021.
• Erlan Konebayev, 2021, "Financial frictions in a commodity exporting small open economy: the Case of Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 21, Dec.
• Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021, "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 457, Jun.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021, "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 229-252, August, DOI: 10.1146/annurev-economics-081020-04.
• Billio Monica & Casarin Roberto & Costola Michele & Iacopini Matteo, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Papers, arXiv.org, number 2101.00422, Jan.
• Laura Liu & Mikkel Plagborg-M{o}ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers, arXiv.org, number 2101.04771, Jan, revised Jun 2022.
• Wei Huang & Oliver Linton & Zheng Zhang, 2021, "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers, arXiv.org, number 2102.08063, Feb, revised Sep 2021.
• Michael Pfarrhofer, 2021, "Modeling tail risks of inflation using unobserved component quantile regressions," Papers, arXiv.org, number 2103.03632, Mar, revised Oct 2021.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021, "Loss-Based Variational Bayes Prediction," Papers, arXiv.org, number 2104.14054, Apr, revised May 2022.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers, arXiv.org, number 2110.03411, Oct.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting identification concepts in Bayesian analysis," Papers, arXiv.org, number 2110.09954, Oct.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2021, "Bayesian Estimation and Comparison of Conditional Moment Models," Papers, arXiv.org, number 2110.13531, Oct.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2021, "Forecasting with a Panel Tobit Model," Papers, arXiv.org, number 2110.14117, Oct, revised Jul 2022.
• Joshua C. C. Chan, 2021, "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers, arXiv.org, number 2111.07170, Nov.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Nicolo Maffei-Faccioli & Eugenia Vella, 2021, "Does Immigration Grow the Pie? Asymmetric Evidence from Germany," DEOS Working Papers, Athens University of Economics and Business, number 2105, May.
• Garmabi, Abolfazl & Jalali-Naiini, Ahmadreza & Tavakolian, Hossein, 2021, "Investigating the Business Cycles of the Iranian Economy by Considering the Effect of Financial Accelerator in the Form of a DSGE Model (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 1, pages 33-67, May.
• Boris Chafwehé & Rigas Oikonomou & Romanos Priftis & Lukas Vogel, 2021, "(Optimal) Monetary Policy with and without Debt," Staff Working Papers, Bank of Canada, number 21-5, Jan, DOI: 10.34989/swp-2021-5.
• Pablo Garcia, 2021, "Learning, expectations and monetary policy," BCL working papers, Central Bank of Luxembourg, number 153, Feb.
• Departamento de Economía Internacional y Área del Euro, 2021, "Informe de economía latinoamericana. Primer semestre de 2021. Perspectivas, vulnerabilidades y espacio de las políticas," Boletín Económico, Banco de España, issue 2/2021.
• Departamento de Economía Internacional y Área del Euro, 2021, "Report on the Latin American Economy. Second half of 2021. Outlook, vulnerabilities and policy space," Economic Bulletin, Banco de España, issue 4/2021.
• International Economics and Euro Area Department, 2021, "Report on the Latin American economy. First half of 2021. Outlook, vulnerabilities and policy space," Economic Bulletin, Banco de España, issue 2/2021.