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)

2021

• Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael, 2021, "The regional transmission of uncertainty shocks on income inequality in the United States," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 887-900, DOI: 10.1016/j.jebo.2019.03.004.
• Chen, Wanyi, 2021, "Dynamic survival bias in optimal stopping problems," Journal of Economic Theory, Elsevier, volume 196, issue C, DOI: 10.1016/j.jet.2021.105286.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Anbil, Sriya & Vossmeyer, Angela, 2021, "Liquidity from two lending facilities," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2020.100884.
• Nishi, Hayato & Asami, Yasushi & Shimizu, Chihiro, 2021, "The illusion of a hedonic price function: Nonparametric interpretable segmentation for hedonic inference," Journal of Housing Economics, Elsevier, volume 52, issue C, DOI: 10.1016/j.jhe.2021.101764.
• Wang, Bin & Kwan, Yum K., 2021, "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102326.
• Zhang, Ren & Martínez-García, Enrique & Wynne, Mark A. & Grossman, Valerie, 2021, "Ties that bind: Estimating the natural rate of interest for small open economies," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2020.102315.
• Gross, Jonas & Zahner, Johannes, 2021, "What is on the ECB’s mind? Monetary policy before and after the global financial crisis," Journal of Macroeconomics, Elsevier, volume 68, issue C, DOI: 10.1016/j.jmacro.2021.103292.
• Lin, Yi Chun, 2021, "Business cycle fluctuations in Taiwan — A Bayesian DSGE analysis," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103349.
• Waheed, Farah & Abdul Rashid,, 2021, "Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00192.
• Nasir, Muhammad Ali, 2021, "Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 200-229, DOI: 10.1016/j.jpolmod.2020.03.014.
• Hung, Ngo Thai, 2021, "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102236.
• Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021, "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 507-520, DOI: 10.1016/j.jmoneco.2020.03.004.
• Han, Zhao, 2021, "Low-frequency fiscal uncertainty," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 639-657, DOI: 10.1016/j.jmoneco.2020.03.017.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021, "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 53-69, DOI: 10.1016/j.jmoneco.2021.03.003.
• Kumbhakar, Subal C. & Tsionas, Mike G., 2021, "Dissections of input and output efficiency: A generalized stochastic frontier model," International Journal of Production Economics, Elsevier, volume 232, issue C, DOI: 10.1016/j.ijpe.2020.107940.
• Tsionas, Mike G., 2021, "Bayesian forecasting with the structural damped trend model," International Journal of Production Economics, Elsevier, volume 234, issue C, DOI: 10.1016/j.ijpe.2021.108046.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021, "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 272-286, DOI: 10.1016/j.qref.2021.02.005.
• Churm, Rohan & Joyce, Michael & Kapetanios, George & Theodoridis, Konstantinos, 2021, "Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 721-736, DOI: 10.1016/j.qref.2018.10.004.
• Prüser, Jan & Schmidt, Torsten, 2021, "Regional composition of national house price cycles in the US," Regional Science and Urban Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.regsciurbeco.2021.103645.
• Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021, "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 127-142, DOI: 10.1016/j.iref.2020.09.006.
• Huang, Yu-Lieh & Kuan, Chung-Ming, 2021, "Economic prediction with the FOMC minutes: An application of text mining," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 751-761, DOI: 10.1016/j.iref.2020.09.020.
• Bouri, Elie & Lucey, Brian & Saeed, Tareq & Vo, Xuan Vinh, 2021, "The realized volatility of commodity futures: Interconnectedness and determinants#," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 139-151, DOI: 10.1016/j.iref.2021.01.006.
• Cai, Yifei & Wu, Yanrui, 2021, "Time-varying interactions between geopolitical risks and renewable energy consumption," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 116-137, DOI: 10.1016/j.iref.2021.02.006.
• Martin Vallejos, 2021, "La Dinámica de los Precios del Petróleo y Tipos de Cambio en Latinoamérica," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 4, issue 1, pages 67-110, Junio.
• Osmar Bolivar, 2021, "Boyanza Tributaria: Relación con la Sostenibilidad Fiscal y Estabilizadores Automáticos," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 4, issue 2, pages 53-96, Diciembre.
• Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112960, Jul.
• Ding, Yihong & Balcombe, Kelvin & Robinson, Elizabeth, 2021, "Time discounting and implications for Chinese farmer responses to an upward trend in precipitation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113546, Aug.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2108, revised May 2021.
• Usman Arief & Zaäfri Ananto Husodo, 2021, "Private Information from Extreme Price Movements (Empirical Evidences from Southeast Asia Countries)," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics", DOI: 10.1108/S1571-038620210000028013.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2021, "Bayesian Inference for Parametric Growth Incidence Curves," Research on Economic Inequality, Emerald Group Publishing Limited, "Research on Economic Inequality: Poverty, Inequality and Shocks", DOI: 10.1108/S1049-258520210000029003.
• Emanuelle A. Alemar & Carlos A. Rodríguez, 2021, "Efectos reales de impulsos tecnológicos: el caso de Puerto Rico/Real effects of technology shocks: The case of Puerto Rico," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 36, issue 2, pages 235-277.
• Katarzyna Twarowska-Mol & Małgorzata Twarowska-Ratajczak, 2021, "Analysis of Factors Determining Global Payment Imbalances in 2000-2019," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4 - Part , pages 455-478.
• Roberta Cardani & Olga Croitorov & Massimo Giovannini & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2021, "The Euro Area's Pandemic Recession: A DSGE-Based Interpretation," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 153, Dec.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The Journey towards Dollarization: The Role of the Tourism Industry," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/008, Jan.
• Alexander Vladimirovich Prishchepov & Elena Vladimirovna Ponkina & Zhanli Sun & Miroslava Bavorova & Olga Afanasyevna Yekimovskaja, 2021, "Study of Farmer’s Behavior in Recultivation of Abandoned Farmland: Example of the Republic of Buryatia," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 59-102, DOI: https://dx.doi.org/10.14530/se.2021.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 1, pages 52-79, June.
• Michal Kuchta, 2021, "Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/10, Apr, revised Apr 2021.
• Marcin Hitczenko, 2021, "Sample Bias Related to Household Role," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-9, Feb, DOI: 10.29338/wp2021-09.
• Nan Li & Chris Papageorgiou & Tao Zha, 2021, "The S-curve: Understanding the Dynamics of Worldwide Financial Liberalization," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-19, Jul, DOI: 10.29338/wp2021-19.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 21-08R, Mar, revised 12 Jul 2022, DOI: 10.26509/frbc-wp-202108r.
• Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022, "Macroeconomic Forecasting in a Multi-country Context," Working Papers, Federal Reserve Bank of Cleveland, number 22-02, Feb, DOI: 10.26509/frbc-wp-202202.
• Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021, "Empirical Bayes Control of the False Discovery Exceedance," Working Papers, Federal Reserve Bank of Dallas, number 2115, Nov, DOI: 10.24149/wp2115.
• Lutz Kilian, 2021, "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers, Federal Reserve Bank of Dallas, number 2117, Dec, DOI: 10.24149/wp2117.
• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Robust Bayesian Analysis for Econometrics," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-11, Aug, DOI: 10.21033/wp-2021-11.
• W. Blake Marsh & Padma Sharma, 2021, "Government Loan Guarantees during a Crisis: The Effect of the PPP on Bank Lending and Profitability," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-03, Jul, DOI: 10.18651/RWP2021-03.
• Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021, "A Large Bayesian VAR of the United States Economy," Staff Reports, Federal Reserve Bank of New York, number 976, Aug.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2021, "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers, Federal Reserve Bank of Philadelphia, number 21-02, Jan, DOI: 10.21799/frbp.wp.2021.02.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021, "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers, Federal Reserve Bank of Philadelphia, number 21-21, Jun, DOI: 10.21799/frbp.wp.2021.21.
• Michael Creel, 2021, "Inference Using Simulated Neural Moments," Econometrics, MDPI, volume 9, issue 4, pages 1-15, September.
• Manthos D. Delis & Pantelis Kazakis & Constantin Zopounidis, 2021, "Management Practices and Takeover Decisions," Working Papers, Business School - Economics, University of Glasgow, number 2021_10, Jun.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers, Business School - Economics, University of Glasgow, number 2021_19, Nov.
• Fateh Belaid & Christophe Rault, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," Post-Print, HAL, number hal-03272592, Mar, DOI: 10.1007/s10666-021-09764-8.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print, HAL, number hal-03504122, Jul.
• Jean-Pierre Florens & Anna Simoni, 2021, "Revisiting Identification Concepts in Bayesian Analysis," Post-Print, HAL, number hal-03504692, DOI: 10.15609/annaeconstat2009.144.0001.
• Fateh Bélaïd & Christophe Rault, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," Post-Print, HAL, number hal-03529106, DOI: 10.2139/ssrn.3767687.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2021, "Bayesian Inference for Parametric Growth Incidence Curves," Post-Print, HAL, number hal-03541743, Dec, DOI: 10.1108/S1049-258520210000029003.
• Rolando Gonzales & Bert d'Espallier & Roy Mersland, 2021, "What drives profits in savings groups? Bayesian data mining evidence from the SAVIX database," Post-Print, HAL, number hal-05221036.
• Jonathan Benchimol & Sergey Ivashchenko, 2021, "Switching volatility in a nonlinear open economy," Post-Print, HAL, number halshs-03248949, Feb, DOI: 10.1016/j.jimonfin.2020.102287.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "Bayesian local projections," Sciences Po Economics Publications (main), HAL, number hal-03373574, Jan.
• Elie Ndemba Tshilambu, 2021, "Pression Fiscale Optimale et Croissance Economique en République Démocratique du Congo : 1990 -2020," Working Papers, HAL, number hal-03210477, Apr.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "Bayesian local projections," Working Papers, HAL, number hal-03373574, Jan.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2021, "Bayesian Inference for Parametric Growth Incidence Curves," Working Papers, HAL, number halshs-03225236, Mar.
• Michel Lubrano & Zhou Xun, 2021, "The Bayesian approach to poverty measurement," Working Papers, HAL, number halshs-03234072, May.
• Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan & Sensoy, Ahmet, 2021, "Interest Rate Uncertainty and the Predictability of Bank Revenues," Working Papers, Copenhagen Business School, Department of Economics, number 2-2021, Jan.
• Bodnar, Olha & Bodnar, Taras, 2021, "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers, Örebro University, School of Business, number 2021:5, May.
• Bodnar, Olha, 2021, "Bayesian Model Selection for Small Datasets of Measurement Results," Working Papers, Örebro University, School of Business, number 2021:6, May.
• Bodnar, Olha & Eriksson, Viktor, 2021, "Bayesian model selection: Application to adjustment of fundamental physical constants," Working Papers, Örebro University, School of Business, number 2021:7, May.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021, "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers, Örebro University, School of Business, number 2021:9, May.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2021, "Predicting returns and dividend growth - the role of non-Gaussian innovations," Working Papers, Örebro University, School of Business, number 2021:10, May.
• Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021, "A dynamic leverage stochastic volatility model," Working Papers, Örebro University, School of Business, number 2021:14, May.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.
• Stefano NASINI & Rabia NESSAH, 2021, "Endogenous Learning in Multi-Sector Economies," Working Papers, IESEG School of Management, number 2021-EQM-08, Oct, revised Oct 2023.
• Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021, "International Inflation Spillovers: The Role of Different Shocks," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 1, pages 191-230, March.
• Nicoletta Batini & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2021, "Building Back Better: How Big Are Green Spending Multipliers?," IMF Working Papers, International Monetary Fund, number 2021/087, Mar.
• Boris Chafwehé & Charles de Beauffort & Rigas Oikonomou, 2021, "Debt Management in a World of Fiscal Dominance," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2021-11, Jul.
• Belaïd, Fateh & Rault, Christophe, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," IZA Discussion Papers, IZA Network @ LISER, number 14011, Jan.
• Kline, Patrick & Rose, Evan K. & Walters, Christopher R., 2021, "Systemic Discrimination among Large U.S. Employers," IZA Discussion Papers, IZA Network @ LISER, number 14634, Aug.
• Rabia Özdemir & Münevver Turanlı, 2021, "Comparison of machine learning classification algorithms for purchasing forecast," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 8, issue 1, pages .59-68, January, DOI: 10.15637/jlecon.8.1.06.
• Prüser Jan & Hanck Christoph, 2021, "A Comparison of Approaches to Select the Informativeness of Priors in BVARs," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 4, pages 501-525, August, DOI: 10.1515/jbnst-2020-0050.
• Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-01, Mar.
• Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021, "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-03, Apr.
• Cardani, Roberta & Croitorov, Olga & Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2021, "The Euro Area's pandemic recession: A DSGE interpretation," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-10, Oct.
• Kai Barron, 2021, "Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?," Experimental Economics, Springer;Economic Science Association, volume 24, issue 1, pages 31-58, March, DOI: 10.1007/s10683-020-09653-z.
• Jinzhi Li, 2021, "Bayesian estimation of the stochastic volatility model with double exponential jumps," Review of Derivatives Research, Springer, volume 24, issue 2, pages 157-172, July, DOI: 10.1007/s11147-020-09173-1.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Florian Eckert & Nina Mühlebach, 2021, "Global and Local Components of Output Gaps," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-497, Nov, DOI: 10.3929/ethz-b-000514977.
• Fateh BELAID & Christophe RAULT, 2021, "Energy Expenditure in Egypt: Empirical Evidence Based on a Quantile Regression Approach," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2893.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2021, "Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 240, Oct.
• Didier Nibbering & Coos van Buuren & Wei Wei, 2021, "Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/21.
• David T. Frazier & Ruben Loaiza-Maya & Gael M. Martin & Bonsoo Koo, 2021, "Loss-Based Variational Bayes Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/21.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021, "SVARs With Occasionally-Binding Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 28571, Mar.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 28853, May.
• Nan Li & Chris Papageorgiou & Tong Xu & Tao Zha, 2021, "Policy Contagion: What Do We Learn from Financial Reforms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28994, Jul.
• Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2021, "Systemic Discrimination Among Large U.S. Employers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29053, Jul.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," NBER Working Papers, National Bureau of Economic Research, Inc, number 29508, Nov.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Demand Estimation with Infrequent Purchases and Small Market Sizes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29530, Dec.
• Frank Schorfheide & Dongho Song, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 29535, Dec.
• King Yoong Lim & Chunping Liu & Shuonan Zhang, 2021, "Optimal Central Banking Policies: Envisioning the Post-Digital Yuan Economy with Loan Prime Rate-setting," NBS Discussion Papers in Economics, Economics, Nottingham Business School, Nottingham Trent University, number 2021/02, Jun.
• Sanyal, Anirban & Singh, Nirvikar, 2021, "Structural Change and Economic Growth: Patterns and Heterogeneity among Indian States and Implications for a Post-COVID Recovery," India Policy Forum, National Council of Applied Economic Research, volume 17, issue 1, pages 143-198.
• Ali Hortaçsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Organizational Structure and Pricing: Evidence from a Large U.S. Airline," Working Papers, NET Institute, number 21-09, Oct.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021, "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, volume 10, issue 3, pages 329-381, August, DOI: 10.1561/104.00000092.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 530, Jun.
• Kenji Hatakenaka & Kosuke Oya, 2021, "Bayesian inference for time varying partial adjustment model with application to intraday price discovery," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-19, Nov.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021, "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 33-58.
• John M Maheu & Azam Shamsi Zamenjani, 2021, "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 583-613.
• Jim Griffin & Jia Liu & John M. Maheu, 2021, "Bayesian Nonparametric Estimation of Ex Post Variance
  [Out of Sample Forecasts of Quadratic Variation]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 823-859.
• Christopher C Geczy & Robert F Stambaugh & David Levin, 2021, "Investing in Socially Responsible Mutual Funds
  [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 309-351.
• Simon C Smith & Allan Timmermann & Stijn Van Nieuwerburgh, 2021, "Break Risk
  [Maximum likelihood estimation of the equity premium]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2045-2100.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Ciftci, Muhsin, 2021, "Uneven Consequences of Coronavirus Pandemic: Evidence from a Real Time Survey," MPRA Paper, University Library of Munich, Germany, number 107842, Mar.
• Rikhotso, Prayer & Bonga-Bonga, Lumengo, 2021, "Exchange rate misalignments and current accounts in BRICS countries," MPRA Paper, University Library of Munich, Germany, number 107973, May.
• Koffi, Siméon, 2021, "Analyse de la politique budgétaire en Côte d’ivoire à partir d’une estimation Bayésienne d’un modèle d'Equilibre Général Dynamique Stochastique (DSGE)
  [Analysis of fiscal policy in Côte d’Ivoire using Bayesian estimation of a Dynamic Stochastic Ge," MPRA Paper, University Library of Munich, Germany, number 108751, Jul.
• Abreha, Fasika Molla & Salmasi, Luca & Ianuale, Nicola & Pegoraro, Enrico, 2021, "A Bayesian Cost-effectiveness analysis of Holobalance, Holograms for personalized virtual coaching and motivation in an ageing population with balance disorders," MPRA Paper, University Library of Munich, Germany, number 109301, Aug.
• Doojav, Gan-Ochir, 2021, "Macroeconomic modeling for optimal stabilization policy in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111206, Sep.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• Fasano, Augusto & Rebaudo, Giovanni & Durante, Daniele & Petrone, Sonia, 2021, "A closed-form filter for binary time series," MPRA Paper, University Library of Munich, Germany, number 122349.
• Matteo Ciccarelli & Fulvia Marotta, 2021, "Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy," Working Papers, Queen Mary University of London, School of Economics and Finance, number 933, Dec.
• Pérez Forero, Fernando, 2021, "Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo," Working Papers, Banco Central de Reserva del Perú, number 2021-001, Mar.
• Brown, Alexander L. & Imai, Taisuke & Vieider, Ferdinand M. & Camerer, Colin F., 2021, "Meta-Analysis of Empirical Estimates of Loss-Aversion," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 275, Jan.
• Anastasia Dimiski, 2021, "Factors that affect Students’ performance in Science: An application using Gini-BMA methodology in PISA 2015 dataset," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 2, pages 157-211, June, DOI: https://doi.org/10.15353/rea.v13i2..
• Eric Martial Etoundi Atenga & Maman Hassan Abdo & Mbodja Mougoué, 2021, "Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 62-99.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 61, pages 28-46.
• Seewon Kim, 2021, "Evolution of China’s Economy and Monetary Policy: An Empirical Evaluation Using a TVP-VAR Model," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 1, pages 73-97, DOI: 10.11644/KIEP.EAER.2021.25.1.391.
• Alina BOBAŞU & Bogdan MURARAȘU, 2021, "Fiscal and Monetary Policy Interactions in a DSGE Model for the Romanian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 5-21, June.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper, Tor Vergata University, CEIS, number 517, Oct, revised 18 Jul 2024.
• Shesadri Banerjee & Jayanthi K. Anand & Shashanka Bhide, 2021, "Estimation of Macro-financial Linkages for the Indian Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 1, pages 7-47, April, DOI: 10.1177/0972652720927856.
• Tamás Krisztin & Philipp Piribauer, 2021, "Modelling European regional FDI flows using a Bayesian spatial Poisson interaction model," The Annals of Regional Science, Springer;Western Regional Science Association, volume 67, issue 3, pages 593-616, December, DOI: 10.1007/s00168-021-01058-x.
• Georges Bresson & Guy Lacroix & Mohammad Arshad Rahman, 2021, "Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada," Empirical Economics, Springer, volume 60, issue 1, pages 227-259, January, DOI: 10.1007/s00181-020-01893-5.
• William W. Chow & Michael K. Fung, 2021, "The effects of macroprudential policy on Hong Kong’s housing market: a multivariate ordered probit-augmented vector autoregressive approach," Empirical Economics, Springer, volume 60, issue 2, pages 633-660, February, DOI: 10.1007/s00181-019-01765-7.
• Yifei Cai & Angeliki Menegaki, 2021, "FDI, growth and trade partisan conflict in the US: TVP-BVAR approach," Empirical Economics, Springer, volume 60, issue 3, pages 1335-1362, March, DOI: 10.1007/s00181-019-01795-1.
• Andrés Ramírez–Hassan & Rosember Guerra–Urzola, 2021, "Bayesian treatment effects due to a subsidized health program: the case of preventive health care utilization in Medellín (Colombia)," Empirical Economics, Springer, volume 60, issue 3, pages 1477-1506, March, DOI: 10.1007/s00181-019-01796-0.
• Yushu Li & Fredrik N. G. Andersson, 2021, "A simple wavelet-based test for serial correlation in panel data models," Empirical Economics, Springer, volume 60, issue 5, pages 2351-2363, May, DOI: 10.1007/s00181-020-01830-6.
• Tamás Krisztin & Philipp Piribauer, 2021, "A Bayesian spatial autoregressive logit model with an empirical application to European regional FDI flows," Empirical Economics, Springer, volume 61, issue 1, pages 231-257, July, DOI: 10.1007/s00181-020-01856-w.
• Nima Nonejad, 2021, "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, volume 61, issue 2, pages 973-1009, August, DOI: 10.1007/s00181-020-01882-8.
• Arjun Gupta & Soudeh Mirghasemi & Mohammad Arshad Rahman, 2021, "Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression," Indian Economic Review, Springer, volume 56, issue 1, pages 25-48, June, DOI: 10.1007/s41775-020-00101-6.
• Olumuyiwa Tolulope Apanisile, 2021, "Remittances, financial development and the effectiveness of monetary policy transmission mechanism in Nigeria: a DSGE approach (1986–2018)," Indian Economic Review, Springer, volume 56, issue 1, pages 91-112, June, DOI: 10.1007/s41775-021-00110-z.
• Nils Bertschinger & Iurii Mozzhorin, 2021, "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 1, pages 173-210, January, DOI: 10.1007/s11403-020-00289-z.
• Anoop Chaturvedi & Shalabh & Sandeep Mishra, 2021, "Generalized Bayes Estimator for Spatial Durbin Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 267-285, December, DOI: 10.1007/s40953-021-00271-x.
• Márcio P. Laurini & Pedro Chaim, 2021, "Brazilian stock market bubble in the 2010s," SN Business & Economics, Springer, volume 1, issue 1, pages 1-19, January, DOI: 10.1007/s43546-020-00005-w.
• Griselda Dávila-Aragón & Salvador Rivas-Aceves & Héctor X. Ramírez-Pérez, 2021, "Survival Likelihood of Micro and Small Businesses Facing a Catastrophe," Springer Books, Springer, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves, "The Future of Companies in the Face of a New Reality", DOI: 10.1007/978-981-16-2613-5_2.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2021, "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 4, pages 881-926, November, DOI: 10.1007/s10290-020-00405-y.
• Simona Hašková & Petr Šuleř & Tomáš Krulický, 2021, "Advantages of fuzzy approach compared to probabilistic approach in project evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 2, pages 446-456, December, DOI: 10.9770/jesi.2021.9.2(29).
• Haroon Mumtaz & Konstantinos Theodoridis, 2021, "Fiscal policy shocks and stock prices in the United States," Working Papers, European Stability Mechanism, number 48, May.
• Martin Iseringhausen, 2021, "A time-varying skewness model for Growth-at-Risk," Working Papers, European Stability Mechanism, number 49, Jun.
• N. Abilov, 2021, "A Medium-Scale Bayesian DSGE Model for Kazakhstan with Incomplete Exchange Rate Pass-Through," International Economic Journal, Taylor & Francis Journals, volume 35, issue 4, pages 486-522, October, DOI: 10.1080/10168737.2021.1999298.
• Jean-Pierre Florens & Anna Simoni, 2021, "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 482-492, March, DOI: 10.1080/07350015.2019.1668799.
• Dimitris Korobilis, 2021, "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 493-504, March, DOI: 10.1080/07350015.2019.1677472.
• Florian Huber & Gary Koop & Luca Onorante, 2021, "Inducing Sparsity and Shrinkage in Time-Varying Parameter Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 669-683, July, DOI: 10.1080/07350015.2020.1713796.
• Ibrahim D. Raheem & Kazeem B. Ajide, 2021, "The journey towards dollarization: the role of the tourism industry," Current Issues in Tourism, Taylor & Francis Journals, volume 24, issue 22, pages 3182-3188, November, DOI: 10.1080/13683500.2020.1863929.
• Gulnihal Tuzun, 2021, "The Importance of External Shocks and Global Monetary Conditions for A Small-Open Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2109.
• Hulya Saygili & Aysun Turkvatan, 2021, "Tradable and Non-tradable Inflation in Turkey: Predicting Different States with Markov Regime-Switching Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2117.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021, "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-016/III, Feb.
• Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2021, "Bayes estimates of multimodal density features using DNA and Economic Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-017/III, Feb.
• Stuart Donovan & Thomas de Graaff & Henri de Groot & Carl Koopmans, 2021, "Unravelling urban advantages - A meta-analysis of agglomeration economies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-026/VIII, Mar.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-038/III, May.
• Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-053/III, Jun.
• Michael Gilraine & Jiaying Gu & Robert McMillan, 2021, "A Nonparametric Method for Estimating Teacher Value-Added," Working Papers, University of Toronto, Department of Economics, number tecipa-689, Feb.
• Alfred Duncan, 2021, "Reverse mode differentiation for DSGE models," Studies in Economics, School of Economics, University of Kent, number 2108, Jul.
• Maddah, Lina & Arauzo Carod, Josep Maria, 2021, "Cultural and Creative Industries: Empirical Evidence on Employment Growth," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534910.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2021, "The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:03.
• Monica Billio & Roberto Casarin & Michele Costola & Matteo Iacopini, 2021, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:05.
• Toledo Wilfredo, 2021, "Covid-19 and Unemployment: Evidence from Puerto Rico Using Bayesian Analyses with High-Frequency Data," Economics and Business, Sciendo, volume 35, issue 1, pages 174-189, January, DOI: 10.2478/eb-2021-0012.
• Ugwu Ephraim & Amassoma Ditimi & Ehinomen Christopher, 2021, "Investigating Exchange Rate Pass-through to Consumer Prices in Nigeria," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 1, pages 105-121, June, DOI: 10.2478/foli-2021-0008.
• Tamás Krisztin & Philipp Piribauer, 2019, "A Bayesian Spatial Autoregressive Logit Model With An Empirical Application to European Regional FDI Flows," WIFO Working Papers, WIFO, number 586, Aug.
• Leopold Ringwald & Thomas O. Zörner, 2021, "The money-inflation nexus revisited," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp310, Mar.
• Nikolas Kuschnig, 2021, "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp318, Dec.
• Ringwald, Leopold & Zörner, Thomas O., 2021, "The money-inflation nexus revisited," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 310, Mar.
• Kuschnig, Nikolas, 2021, "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 318, Dec.
• Stylianos Asimakopoulos & Marco Lorusso & Luca Pieroni, 2021, "Can public spending boost private consumption?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 54, issue 3, pages 1275-1313, November, DOI: 10.1111/caje.12527.
• Chunping Liu & Zhirong Ou, 2021, "What determines China's housing price dynamics? New evidence from a DSGE‐VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 3269-3305, July, DOI: 10.1002/ijfe.1962.
• Ruben Loaiza‐Maya & Gael M. Martin & David T. Frazier, 2021, "Focused Bayesian prediction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 517-543, August, DOI: 10.1002/jae.2810.
• Arnoud Stevens & Joris Wauters, 2021, "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 566-586, August, DOI: 10.1002/jae.2813.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021, "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 3, pages 458-480, April, DOI: 10.1002/for.2725.
• Till Weigt & Bernd Wilfling, 2021, "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 686-699, July, DOI: 10.1002/for.2733.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021, "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1348.
• Ryle S. Perera, 2021, "Transboundary Emission Under Stochastic Differential Game," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., volume 23, issue 01, pages 1-22, March, DOI: 10.1142/S0219198920500097.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021, "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers, Deutsche Bundesbank, number 05/2021.
• Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021, "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers, European Investment Bank (EIB), number 2021/10, DOI: 10.2867/149278.
• Prishchepov, Alexander & Ponkina, Elena & Sun, Zhanli & Bavorova, Miroslava & Yekimovskaja, Olga, 2021, "Исследование Поведенческих Факторов Сельхозпроизводителей По Вовлечению В Оборот Заброшенных Сельскохозяйственных Земель: Пример Республики Бурятия
  [Study of farmer’s behavior in recultivation of abandoned farmland: Example of the Republic of Bury," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 17, issue 3, pages 59-102, DOI: 10.14530/se.2021.3.059-102.
• Benchimol, Jonathan & Ivashchenko, Sergey, 2021, "Switching volatility in a nonlinear open economy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 110, pages 1-31.
• Hauber, Philipp, 2021, "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 251469.
• Ott, Ingrid & Savin, Ivan & Konop, Chris, 2021, "Tracing the evolution of service robotics: Insights from a topic modeling approach," Kiel Working Papers, Kiel Institute for the World Economy, number 2180.
• Brünner, Tobias, 2021, "Estimation Procedure for "Price Formation in Call Auctions with Insider Information"," LEAF Working Paper Series, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), number 21-01.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 899, DOI: 10.4419/96973039.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Heterogeneity, co-movements and financial fragmentation within the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 927, DOI: 10.4419/96973085.

2020

• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020, "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/25.
• Masahiro Tanaka, 2020, "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 629-651, February, DOI: 10.1007/s10614-019-09905-y.
• Sanha Noh, 2020, "Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 795-841, December, DOI: 10.1007/s10614-019-09944-5.
• Nicolas Lampach & Arthur Dyevre, 2020, "Choosing for Europe: judicial incentives and legal integration in the European Union," European Journal of Law and Economics, Springer, volume 50, issue 1, pages 65-86, August, DOI: 10.1007/s10657-019-09622-9.
• Narcissa Balta & Bořek Vašíček, 2020, "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 431-451, May, DOI: 10.1007/s10663-019-09432-x.