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

• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Papers, DNB, number 733, Dec.
• Bobasu, Alina & Crucil, Luigi & Dieppe, Alistair & Tirpák, Marcel, 2021, "Pandemic-induced constraints and inflation in advanced economies," Economic Bulletin Boxes, European Central Bank, volume 1.
• Attinasi, Maria Grazia & Bobasu, Alina & Gerinovics, Rinalds, 2021, "What is driving the recent surge in shipping costs?," Economic Bulletin Boxes, European Central Bank, volume 3.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series, European Central Bank, number 2510, Jan.
• Manganelli, Simone, 2021, "Statistical decision functions with judgment," Working Paper Series, European Central Bank, number 2512, Jan.
• Dieppe, Alistair & Francis, Neville & Kindberg-Hanlon, Gene, 2021, "The identification of dominant macroeconomic drivers: coping with confounding shocks," Working Paper Series, European Central Bank, number 2534, Apr.
• Bobasu, Alina & Geis, André & Quaglietti, Lucia & Ricci, Martino, 2021, "Tracking global economic uncertainty: implications for the euro area," Working Paper Series, European Central Bank, number 2541, Apr.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021, "Economic predictions with big data: the illusion of sparsity," Working Paper Series, European Central Bank, number 2542, Apr.
• Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021, "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series, European Central Bank, number 2543, May.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021, "The time-varying evolution of inflation risks," Working Paper Series, European Central Bank, number 2600, Oct.
• Consolo, Agostino & Foroni, Claudia & Martínez Hernández, Catalina, 2021, "A mixed frequency BVAR for the euro area labour market," Working Paper Series, European Central Bank, number 2601, Oct.
• Ciccarelli, Matteo & Marotta, Fulvia, 2021, "Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy," Working Paper Series, European Central Bank, number 2608, Oct.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021, "Natural rate chimera and bond pricing reality," Working Paper Series, European Central Bank, number 2612, Nov.
• Lee, Seungcheol & Luetticke, Ralph & Ravn, Morten O., 2021, "Financial frictions: micro vs macro volatility," Working Paper Series, European Central Bank, number 2622, Dec.
• Sameh Asim Ajlouni & Moh'd Taleb Alodat, 2021, "Gaussian Process Regression for Forecasting Gasoline Prices in Jordan," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 502-509.
• Merike Kukk & Natalia Levenko, 2021, "Alternative financing and the non-performing loans of the corporate sector in Estonia," Bank of Estonia Working Papers, Bank of Estonia, number wp2020-6, Apr, revised 08 Apr 2021, DOI: 10.23656/25045520/062020/0180.
• Thu, Le Ha & Leon-Gonzalez, Roberto, 2021, "Forecasting macroeconomic variables in emerging economies," Journal of Asian Economics, Elsevier, volume 77, issue C, DOI: 10.1016/j.asieco.2021.101403.
• Seibert, Armin & Sirchenko, Andrei & Müller, Gernot, 2021, "A model for policy interest rates," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2020.104049.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Prüser, Jan, 2021, "The horseshoe prior for time-varying parameter VARs and Monetary Policy," Journal of Economic Dynamics and Control, Elsevier, volume 129, issue C, DOI: 10.1016/j.jedc.2021.104188.
• Martínez-García, Enrique, 2021, "Get the lowdown: The international side of the fall in the U.S. natural rate of interest," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.03.005.
• Constantinescu, Mihnea & Nguyen, Anh Dinh Minh, 2021, "A century of gaps: Untangling business cycles from secular trends," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105505.
• Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021, "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105531.
• Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021, "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105644.
• Zhu, Bo & Lin, Renda & Deng, Yuanyue & Chen, Pingshe & Chevallier, Julien, 2021, "Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105651.
• Rezitis, Anthony N. & Rokopanos, Andreas & Tsionas, Mike G., 2021, "Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements," Economic Modelling, Elsevier, volume 95, issue C, pages 215-227, DOI: 10.1016/j.econmod.2020.12.016.
• Sanchez González, Jim & Restrepo-Tobón, Diego & Ramírez Hassan, Andrés, 2021, "Inefficiency and bank failure: A joint Bayesian estimation method of stochastic frontier and hazards models," Economic Modelling, Elsevier, volume 95, issue C, pages 344-360, DOI: 10.1016/j.econmod.2020.03.002.
• Singh, Manish K. & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2021, "Quantifying sovereign risk in the euro area," Economic Modelling, Elsevier, volume 95, issue C, pages 76-96, DOI: 10.1016/j.econmod.2020.12.010.
• Bierut, Beata K. & Dybka, Piotr, 2021, "Increase versus transformation of exports through technological and institutional innovation: Evidence from Bayesian model averaging," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.105501.
• Beqiraj, Elton & Fedeli, Silvia & Tancioni, Massimiliano, 2021, "Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101400.
• Nonejad, Nima, 2021, "Predicting equity premium using dynamic model averaging. Does the state–space representation matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101442.
• Tsionas, Mike G., 2021, "Comparison of stochastic frontier models using the Hyvärinen factor," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109815.
• Glocker, Christian & Piribauer, Philipp, 2021, "The determinants of output losses during the Covid-19 pandemic," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109923.
• Pace, R. Kelley & LeSage, James P., 2021, "A simple closed-form relation between spatial weight matrices with different scalings," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110026.
• Ciccarelli, Matteo & García, Juan Angel, 2021, "Expectation spillovers and the return of inflation," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110119.
• Liu, Laura & Moon, Hyungsik Roger & Schorfheide, Frank, 2021, "Panel forecasts of country-level Covid-19 infections," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 2-22, DOI: 10.1016/j.jeconom.2020.08.010.
• Kaplan, David M. & Zhuo, Longhao, 2021, "Frequentist properties of Bayesian inequality tests," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 312-336, DOI: 10.1016/j.jeconom.2020.05.015.
• Hong, Han & Li, Huiyu & Li, Jessie, 2021, "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 56-72, DOI: 10.1016/j.jeconom.2020.07.026.
• Dai, Min & Jia, Yanwei & Kou, Steven, 2021, "The wisdom of the crowd and prediction markets," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 561-578, DOI: 10.1016/j.jeconom.2020.07.016.
• Mogliani, Matteo & Simoni, Anna, 2021, "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 833-860, DOI: 10.1016/j.jeconom.2020.07.022.
• Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021, "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 933-958, DOI: 10.1016/j.jeconom.2020.07.046.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021, "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 47-73, DOI: 10.1016/j.jeconom.2021.07.001.
• Hauzenberger, Niko, 2021, "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 87-108, DOI: 10.1016/j.ecosta.2021.06.001.
• Maffei-Faccioli, Nicolò & Vella, Eugenia, 2021, "Does immigration grow the pie? Asymmetric evidence from Germany," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103846.
• Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A., 2021, "Bayesian Value-at-Risk backtesting: The case of annuity pricing," European Journal of Operational Research, Elsevier, volume 293, issue 2, pages 786-801, DOI: 10.1016/j.ejor.2020.12.051.
• Skevas, Ioannis & Skevas, Theodoros, 2021, "A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency," European Journal of Operational Research, Elsevier, volume 293, issue 3, pages 1131-1142, DOI: 10.1016/j.ejor.2021.01.004.
• Brown, Sarah & Ghosh, Pulak & Pareek, Bhuvanesh & Taylor, Karl, 2021, "The protective role of saving: Bayesian analysis of British panel data," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 57-72, DOI: 10.1016/j.jempfin.2021.05.002.
• Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021, "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105526.
• Csereklyei, Zsuzsanna & Anantharama, Nandini & Kallies, Anne, 2021, "Electricity market transitions in Australia: Evidence using model-based clustering," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105590.
• Knotek, Edward S. & Zaman, Saeed, 2021, "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105127.
• Beutler, Toni & Gubler, Matthias & Hauri, Simona & Kaufmann, Sylvia, 2021, "Bank lending in Switzerland: Driven by business models and exposed to uncertainty," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101927.
• Smith, Simon C., 2021, "International stock return predictability," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101963.
• Moratis, George, 2021, "Quantifying the spillover effect in the cryptocurrency market," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101534.
• Chon, Sora & Kim, Jaeho, 2021, "Does the Financial Leverage Effect Depend on Volatility Regimes?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101600.
• Wan, Yang & He, Shi, 2021, "Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101896.
• Aloui, Donia, 2021, "The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102025.
• Cheung, Eric C.K. & Ni, Weihong & Oh, Rosy & Woo, Jae-Kyung, 2021, "Bayesian credibility under a bivariate prior on the frequency and the severity of claims," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 274-295, DOI: 10.1016/j.insmatheco.2021.06.003.
• Goffard, Pierre-Olivier & Laub, Patrick J., 2021, "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 350-371, DOI: 10.1016/j.insmatheco.2021.06.002.
• Souto Arias, Luis A. & Cirillo, Pasquale, 2021, "Joint and survivor annuity valuation with a bivariate reinforced urn process," Insurance: Mathematics and Economics, Elsevier, volume 99, issue C, pages 174-189, DOI: 10.1016/j.insmatheco.2021.04.004.
• Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021, "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101340.
• Chan, Joshua C.C., 2021, "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1212-1226, DOI: 10.1016/j.ijforecast.2021.01.002.
• Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich, 2021, "Mean-variance portfolio optimization based on ordinal information," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105989.
• 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.