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

• 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.
• Obioma C. Asuzu & Umaru Aminu & Ada T. Odu & Chukwudi R. Ugwu & Suleiman H. Hassan & Tari M. Karimo & Kamaludeen Muhammad & Ali I. Gambo & Mohammed D. Swasu & Musa U. Musa, 2022, "Analysis Of Monetary Policy And Productivity Shocks In Nigeria: A Bayesian Dsge Approach," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 22, issue 1, pages 115-200, June.
• John Owusu-Afriyie & Emmanuel Owusu-Afriyie & Anderson Farouk Ayambire, 2022, "Analysis Of Monetary Policy And Productivity Shocks In Ghana: A Bayesian Dsge Approach," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 22, issue 1, pages 201-242, June.
• Abdulai Sillah & Mohamed Samba Barrie & Abdulsalam Kamara & Jefferina Lahai & Phillip George, 2022, "Analysis Of Monetary Policy, Productivity And Demand Shocks On Output, Inflation, And Interest Rate In Sierra Leone: A Bayesian Dsge Approach," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 22, issue 1, pages 87-114, June.
• Kabineh Kpukumu & Mohamed Sillah, 2022, "Estimating A Small Open Economy Dsge Model For Sierra Leone," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 22, issue 2, pages 23-74, December.
• Alieu Ceesay & Momodou O. Jallow & John Owusu-Afriyie, 2022, "Should Monetary Policy Respond To Productivity And Demand Shocks In The Gambia? A Bayesian Dsge Investigation," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 22, issue 2, pages 231-279, December.
• 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, IZA Network @ LISER, 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.
• Manabu Asai & Michael McAleer, 2022, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 103-123, January, DOI: 10.1007/s10614-020-10074-6.
• Francesco Bianchi & Lorenzo Mercuri & Edit Rroji, 2022, "Portfolio Selection with Irregular Time Grids: an example using an ICA-COGARCH(1, 1) approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 1, pages 57-85, March, DOI: 10.1007/s11408-021-00387-3.
• Kamil Makieła & Błażej Mazur, 2022, "Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors," Journal of Productivity Analysis, Springer, volume 58, issue 1, pages 35-54, August, DOI: 10.1007/s11123-022-00639-y.
• Dorinth W. Dijk & David M. Geltner & Alex M. Minne, 2022, "The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 3, pages 327-360, April, DOI: 10.1007/s11146-020-09782-5.
• David Meenagh & Patrick Minford & Michael R. Wickens, 2022, "The Macroeconomic Controversy Over Price Rigidity — How to Resolve it and How Bayesian Estimation has Led us Astray," Open Economies Review, Springer, volume 33, issue 4, pages 617-630, September, DOI: 10.1007/s11079-021-09658-y.
• Sina Streicher, 2022, "RGAP: Output Gap Estimation in R," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 22-503, Jun, DOI: 10.3929/ethz-b-000552089.
• Paul Carrillo-Maldonado & Michalis Nikiforos, 2022, "Estimating a Time-Varying Distribution-Led Regime," Economics Working Paper Archive, Levy Economics Institute, number wp_1001, Feb.
• 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," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 247, Feb.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022, "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 254, Dec.
• Bianca Barbaro & Giorgio Massari & Patrizio Tirelli, 2022, "Who killed business dynamism in the U.S.?," Working Papers, University of Milano-Bicocca, Department of Economics, number 494, Mar, revised Aug 2022.
• Giorgio Massari & Patrizio Tirelli, 2022, "Whither Liquidity Shocks?," Working Papers, University of Milano-Bicocca, Department of Economics, number 502, Aug.
• William Gatt & Germano Ruisi, 2022, "The spillover of euro area shocks to the Maltese economy," CBM Working Papers, Central Bank of Malta, number WP/03/2022.
• William Gatt, 2022, "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers, Central Bank of Malta, number WP/05/2022.
• Davis, John B., 2022, "Keynes's Treatise on Probability 100 Years Later: Small vs. large worlds and closed vs. open systems," Working Papers and Research, Marquette University, Center for Global and Economic Studies and Department of Economics, number 2022-02, Jan.
• Andrzej Kocięcki & Tomasz Łyziak & Ewa Stanisławska, 2022, "Subjective Expectations and Uncertainty," NBP Working Papers, Narodowy Bank Polski, number 345.
• Mariusz Kapuściński, 2022, "The short-term effects of changes in capital regulations in Poland," NBP Working Papers, Narodowy Bank Polski, number 350.
• Frederico Finan & Demian Pouzo, 2022, "Reinforcing RCTs with Multiple Priors while Learning about External Validity," NBER Working Papers, National Bureau of Economic Research, Inc, number 29756, Feb.
• David Childers & Jesús Fernández-Villaverde & Jesse Perla & Christopher Rackauckas & Peifan Wu, 2022, "Differentiable State-Space Models and Hamiltonian Monte Carlo Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 30573, Oct.
• Joshua Angrist & Peter Hull & Christopher R. Walters, 2022, "Methods for Measuring School Effectiveness," NBER Working Papers, National Bureau of Economic Research, Inc, number 30803, Dec.
• Owen F. Davis, 2022, "Fundamental Uncertainty as Model Uncertainty," Working Papers, New School for Social Research, Department of Economics, number 2207, Apr.
• Dimitris Korobilis & Kenichi Shimizu, 2022, "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, volume 11, issue 4, pages 230-354, June, DOI: 10.1561/0800000041.
• Bhattacharjee, Arnab & Kohns, David, 2022, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 538, May.
• Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022, "Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model
  [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú]," CESifo Economic Studies, CESifo Group, volume 68, issue 1, pages 98-126.
• Young Min Kim & Kyu Ho Kang, 2022, "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters
  [“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and Variance Shifts.”]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 391-436.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805.
• Juan Angel Garcia & Aubrey Poon, 2022, "Inflation trends in Asia: implications for central banks
  [Are Phillips curves useful for forecasting inflation?]," Oxford Economic Papers, Oxford University Press, volume 74, issue 3, pages 671-700.
• Tovar Cuevas, José Rafael & Zúñiga Martínez, Claudia Lorena & Tovar Cuevas, Luis Miguel, 2022, "Factores asociados al emprendimiento de migrantes colombianos retornados: una aproximación Bayesiana
  [Factors associated with the entrepreneurship of returned Colombian migrants: a Bayesian approach]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 408-438, June, DOI: https://doi.org/10.46661/revmetodos.
• Cangrejo Esquivel, Álvaro Javier & Tovar Cuevas, José Rafael & García, Isabel Cristina & Manotas Duque, Diego Fernando, 2022, "Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes
  [Classical and Bayesian estimation of volatility in the Black-Scholes model]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 237-262, December , DOI: https://doi.org/10.46661/revmetodos.
• Nimonka Bayale & Brigitte Kanga Kouassi, 2022, "The Devil is in the Details: On the Robust Determinants of Development Aid in G5 Sahel Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 64, issue 4, pages 646-680, December, DOI: 10.1057/s41294-021-00182-z.
• Simone Arrigoni & Alina Bobasu & Fabrizio Venditti, 2022, "Measuring Financial Conditions using Equal Weights Combination," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 4, pages 668-697, December, DOI: 10.1057/s41308-022-00170-y.
• Sharada Nia Davidson, 2022, "Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 4, pages 773-807, December, DOI: 10.1057/s41308-022-00174-8.
• Junior A. Ojeda Cunya & Gabriel Rodríguez, 2022, "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-507, DOI: 10.18800/2079-8474.0507.
• Gabriel Rodríguez & Renato Vassallo, 2022, "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-508, DOI: 10.18800/2079-8474.0508.
• Gabriel Rodríguez & Paulo Chávez, 2022, "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-509, DOI: 10.18800/2079-8474.0509.
• Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022, "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-510, DOI: 10.18800/2079-8474.0510.
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• Barrie, Mohamed Samba & Jackson, Emerson Abraham, 2022, "Impact of Technological Shock on the Sierra Leone Economy: A Dynamic Stochastic General Equilibrium (DSGE) Approach," MPRA Paper, University Library of Munich, Germany, number 113636, May, revised 10 Jun 2022.
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• Jakub Drahokoupil, 2022, "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers, Prague University of Economics and Business, number 4.006, Mar, revised 09 May 2022.
• Sophio Togonidze & Evžen Kočenda, 2022, "Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach," FFA Working Papers, Prague University of Economics and Business, number 4.009, May, revised 06 Sep 2022.
• Laura Liu & Mikkel Plagborg-Møller, 2022, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Working Papers, Princeton University. Economics Department., number 2022-21, Jun.
• Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg-Møller, 2022, "Robust Empirical Bayes Confidence Intervals," Working Papers, Princeton University. Economics Department., number 2022-27, May.
• José R. Maria & Paulo Júlio, 2022, "Comparing estimated structural models of different complexities: What do we learn?," Working Papers, Banco de Portugal, Economics and Research Department, number w202205.
• Haroon Mumtaz & Michele Piffer, 2022, "Impulse response estimation via fexible local projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 938, Apr.
• Pérez Forero, Fernando, 2022, "Exchange Rate Volatility in LATAM: Common and Idiosyncratic Factors," Working Papers, Banco Central de Reserva del Perú, number 2022-001, May.
• Aguirre, Jhon & Arrieta, Johar & Castillo, Luis & Florián, David & Ledesma, Alan & Martínez, Jeffesron & Morales, Valeria & Vélez, Amilcar, 2022, "Modelo de Proyección Trimestral: Una actualización hasta 2019," Working Papers, Banco Central de Reserva del Perú, number 2022-011, Jul.
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• Thomas Lubik & Christian Matthes & Elmar Mertens, 2022, "Code and data files for "Indeterminacy and Imperfect Information"," Computer Codes, Review of Economic Dynamics, number 20-377, revised .
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• Yakup Arı, 2022, "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 67, pages 5-26.
• Viktor Lapshin & Markov Anton, 2022, "MCMC-based credit rating aggregation algorithm to tackle data insufficiency," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 68, pages 50-72.
• Anca Mihaela COPACIU & Alexandra HOROBET, 2022, "Spillovers in the Presence of Financial Stress – An Application to Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 29-43, April.
• Cristina ANGHELESCU, 2022, "Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-104, October.
• Rogelio V. Mercado, Jr. & Victor Pontines, 2022, "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp47, Oct.
• Michał Rubaszek & Karol Szafranek, 2022, "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-078, Jun, DOI: 10.33119/kaewps2022078.
• Jaeho Kim & Sora Chon, 2022, "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, volume 62, issue 2, pages 461-485, February, DOI: 10.1007/s00181-021-02024-4.
• Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2022, "Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach," Empirical Economics, Springer, volume 62, issue 3, pages 1345-1363, March, DOI: 10.1007/s00181-021-02060-0.
• Levent Kutlu & Robin C. Sickles & Mike G. Tsionas & Emmanuel Mamatzakis, 2022, "Heterogeneous decision-making and market power: an application to Eurozone banks," Empirical Economics, Springer, volume 63, issue 6, pages 3061-3092, December, DOI: 10.1007/s00181-022-02239-z.
• Levent Kutlu & Robin C. Sickles & Mike G. Tsionas & Emmanuel Mamatzakis, 2022, "Correction to: Heterogeneous decision-making and market power: an application to Eurozone banks," Empirical Economics, Springer, volume 63, issue 6, pages 3093-3093, December, DOI: 10.1007/s00181-022-02261-1.
• Anna Pajor & Justyna Wróblewska, 2022, "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 3, pages 427-448, September, DOI: 10.1007/s40822-022-00203-x.
• Alisher Tolepbergen, 2022, "The role of labor market structure and shocks for monetary policy in Kazakhstan," International Journal of Economic Policy Studies, Springer, volume 16, issue 1, pages 179-210, February, DOI: 10.1007/s42495-021-00073-2.
• Obsa Urgessa Ayana & Jima Degaga, 2022, "Effects of rural electrification on household welfare: a meta-regression analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 69, issue 2, pages 209-261, June, DOI: 10.1007/s12232-022-00391-7.
• Lydia Simon & Jost Adler, 2022, "Worth the effort? Comparison of different MCMC algorithms for estimating the Pareto/NBD model," Journal of Business Economics, Springer, volume 92, issue 4, pages 707-733, May, DOI: 10.1007/s11573-021-01057-6.
• Koki Kyo & Hideo Noda & Genshiro Kitagawa, 2022, "Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 1, pages 101-127, March, DOI: 10.1007/s41549-022-00067-9.
• Joshua C. Hall & Donald J. Lacombe & Amir Neto & James Young, 2022, "Bayesian Estimation of the Hierarchical SLX Model with an Application to Housing Markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 360-373, April, DOI: 10.1007/s12197-021-09568-2.
• Ramis Khabibullin & Alexey Ponomarenko, 2022, "An empirical behavioral model of household’s deposit dollarization," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 827-847, July, DOI: 10.1007/s11403-022-00345-w.
• Nikolas Kuschnig, 2022, "Bayesian spatial econometrics: a software architecture," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-25, December, DOI: 10.1007/s43071-022-00023-w.
• Kien C. Tran & Mike G. Tsionas, 2022, "Instrumental Variables Estimation without Outside Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 3, pages 489-506, September, DOI: 10.1007/s40953-022-00300-3.
• Yikuan Chen & B. Wade Brorsen & Jon T. Biermacher & Mykel Taylor, 2022, "Spatially varying wheat protein premiums," Letters in Spatial and Resource Sciences, Springer, volume 15, issue 3, pages 587-598, December, DOI: 10.1007/s12076-022-00313-9.
• Inhwa Kim & Keith J. Gamble, 2022, "Too much or too little information: how unknown uncertainty fuels time inconsistency," SN Business & Economics, Springer, volume 2, issue 2, pages 1-33, February, DOI: 10.1007/s43546-021-00189-9.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2022, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 483-493, September, DOI: 10.9770/jesi.2022.10.1(27).
• Andrea Carriero & Alessio Volpicella, 2022, "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0322, Mar.
• Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022, "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0522, Jun.
• Nataliia Ostapenko, 2022, "Do output gap estimates improve inflation forecasts in Slovakia?," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2022, Oct.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2022, "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 927-931, June, DOI: 10.1080/13504851.2021.1898532.
• Svatopluk Kapounek & Zuzana Kučerová & Evžen Kočenda, 2022, "Selective Attention in Exchange Rate Forecasting," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 210-229, May, DOI: 10.1080/15427560.2020.1865355.
• Mengheng Li & Marcel Scharth, 2022, "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 285-301, January, DOI: 10.1080/07350015.2020.1806853.
• Yiu Lim Lui & Weilin Xiao & Jun Yu, 2022, "The Grid Bootstrap for Continuous Time Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1390-1402, June, DOI: 10.1080/07350015.2021.1930014.
• Lutz Kilian, 2022, "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1429-1433, October, DOI: 10.1080/07350015.2022.2102022.