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
/ / / C12: Hypothesis Testing: General

2021

• Miguel, Edward, 2021, "Evidence on Research Transparency in Economics," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7fc7s8cd, Aug.
• Taisuke Otsu & Martin Pesendorfer, 2021, "Equilibrium multiplicity in dynamic games: testing and estimation," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 618, Oct.
• Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
• Sheng Zhu & Ella Kavanagh & Niall O'Sullivan, 2021, "Uncovering the implicit short-term inflation target of the Bank of England," International Economics, CEPII research center, issue 167, pages 120-135.
• Carlos Esteban Posada Posada & Wilman G�mez & Remberto Rhenals, 2021, "Caída y convergencia mundial de las tasas de inflación," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19129, Mar.
• Julio César Alonso-Cifuentes & Daniela Estrada-Nates & Brigitte Vanessa Mueces-Bed�n, 2021, "Nivel de inglés de los graduados de programas de Contaduría en Colombia: muy lejos de la meta," Estudios Gerenciales, Universidad Icesi, volume 37, issue 160, pages 335-348, DOI: 10.18046/j.estger.2021.160.3878.
• Wilman Arturo Gómez Múnoz & Carlos Esteban Posada Posada & Remberto Rhenals Monterrosa, 2021, "Caída y convergencia mundial de las tasas de inflación," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 19618, Feb.
• Carlos Fernando Osorio-Andrade & Augusto Rodríguez-Orejuela & Fernando Moreno-Betancourt, 2021, "Efectos de las características de videos en YouTube que aumentan su popularidad: un análisis empírico," Revista Tendencias, Universidad de Narino, volume 22, issue 1, pages 18-38, DOI: 10.22267/rtend.202102.153.
• Silvana Janeth Correa-Henao, Laura Cristina Henao-Colorado, Héctor Alonso Monroy-Escudero, Jorge Iván Brand-Ortiz Oscar Eduardo Ávila-Rodríguez, 2021, "Determinantes de la lealtad en la relación entre la Liga Antioquena de Tenis de Campo y sus clientes," Revista CEA, Instituto Tecnológico Metropolitano, volume 7, issue 15, pages 1-24.
• Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
• Daniel Wilhelm & Magne Mogstad & Azeem Shaikh, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2132, Nov.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers, Center for Research in Economics and Statistics, number 2021-05, Mar.
• Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021, "Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments," Econometric Theory, Cambridge University Press, volume 37, issue 2, pages 281-310, April.
• Otsu, Taisuke & Taylor, Luke, 2021, "Specification Testing For Errors-In-Variables Models," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 747-768, August.
• Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
• Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
• Milena М. Kovachevich, 2021, "Economic Growth In The Eurozone And On The Balkans: A Cointegration Analysis," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 59-70.
• Милена М. Ковачевич, 2021, "Икономическият Растеж В Еврозоната И На Балканите: Коинтеграционен Анализ," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 68-80.
• Charlotte H. Feldhoff, 2021, "The Child Penalty: Implications of Parenthood on Labour Market Outcomes for Men and Women in Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1120.
• Manganelli, Simone, 2021, "Statistical decision functions with judgment," Working Paper Series, European Central Bank, number 2512, Jan.
• Zied Akrout & Hamid Bachouch & Salim Moualdi, 2021, "Co-integration between Corruption and Economic Growth through Investment Channels: Empirical Evidence using the ARDL Bound Testing Approach for the Tunisian Case," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 26-33.
• Aamna Al Shehhi & Muataz Al Hazza & Mohammed Alnahhal & Ahmad Sakhrieh & Mohamed Al Zarooni, 2021, "Challenges and Barriers for Renewable Energy Implementation in the United Arab Emirates: Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 158-164.
• Haider Mahmood & Muntasir Murshed, 2021, "Oil Price and Economic Growth Nexus in Saudi Arabia: Asymmetry Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 29-33.
• Anton Lisin & Tomonobu Senjyu, 2021, "Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 184-190.
• Mehmet Canakci, 2021, "How Costly is Energy Conservation? The Energy-GDP Relationship Re-examined for Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 319-328.
• Manat Rahim & Pasrun Adam & Heppi Millia & La Ode Suriadi & La Ode Ode Saidi, 2021, "The Causal Relationship between Fuel Consumption, Exchange Rates and Economic Growth in South East Sulawesi, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 1-6.
• Priyagus Priyagus, 2021, "Does Economic Growth Efficient and Environmental Safety? The Case of Transportation Sector in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 365-372.
• James Tumba Henry & Bassey Enya Ndem & Ofem Lekam Ujong & Chijioke Mercy Ihuoma, 2021, "Electric Power Deficit and Economic Growth in Nigeria: A Sectoral Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 508-516.
• Vicente Esteve & María A. Prats, 2021, "Financial bubbles and sustainability of public debt: The case of Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2111, Sep.
• Joo, M. Hashemi & Parhizgari, A.M., 2021, "A behavioral explanation of credit ratings and leverage adjustments," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100435.
• Lagomarsino, Elena, 2021, "Which nesting structure for the CES? A new selection approach based on input separability," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105562.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Camacho, Maximo & Romeu, Andres & Ruiz-Marin, Manuel, 2021, "Symbolic transfer entropy test for causality in longitudinal data," Economic Modelling, Elsevier, volume 94, issue C, pages 649-661, DOI: 10.1016/j.econmod.2020.02.007.
• Fousekis, Panos & Tzaferi, Dimitra, 2021, "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, volume 95, issue C, pages 13-20, DOI: 10.1016/j.econmod.2020.11.013.
• Aslanidis, Nektarios & Hartigan, Luke, 2021, "Is the assumption of constant factor loadings too strong in practice?," Economic Modelling, Elsevier, volume 98, issue C, pages 100-108, DOI: 10.1016/j.econmod.2021.02.015.
• Okorie, David Iheke & Lin, Boqiang, 2021, "Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101397.
• Zhou, Xianbo & Li, Heyang, 2021, "Interaction and quadratic effects in probit model with endogenous regressors," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109695.
• Wang, Lu & Zhou, Ruichao & Wu, Jianhong, 2021, "Determining the number of breaks in large dimensional factor models with structural changes," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2020.109707.
• Wei, Lili & Zhang, Chunli & Su, Jen-Je & Yang, Lixiong, 2021, "Panel threshold spatial Durbin models with individual fixed effects," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109778.
• Juodis, Artūras & Poldermans, Rutger W., 2021, "Backward mean transformation in unit root panel data models," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109780.
• Hong, Shaoxin & Zhang, Zhengyi & Cai, Zongwu, 2021, "Testing heteroskedasticity for predictive regressions with nonstationary regressors," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109781.
• Kiviet, Jan F. & Kripfganz, Sebastian, 2021, "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109935.
• Wang, Shaoping & Li, Yanglin & Wen, Kuangyu, 2021, "Recursive adjusted unit root tests under non-stationary volatility," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109941.
• Zhou, Jin & Li, Haiqi & Zhong, Wanling, 2021, "A modified Diebold–Mariano test for equal forecast accuracy with clustered dependence," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110029.
• Toulis, Panos, 2021, "Estimation of Covid-19 prevalence from serology tests: A partial identification approach," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 193-213, DOI: 10.1016/j.jeconom.2020.10.005.
• Trapani, Lorenzo, 2021, "Inferential theory for heterogeneity and cointegration in large panels," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 474-503, DOI: 10.1016/j.jeconom.2020.04.010.
• Perera, Indeewara & Silvapulle, Mervyn J., 2021, "Bootstrap based probability forecasting in multiplicative error models," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 1-24, DOI: 10.1016/j.jeconom.2020.01.022.
• Bugni, Federico A. & Canay, Ivan A., 2021, "Testing continuity of a density via g-order statistics in the regression discontinuity design," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 138-159, DOI: 10.1016/j.jeconom.2020.02.004.
• Barbosa, José Diogo & Moreira, Marcelo J., 2021, "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 160-179, DOI: 10.1016/j.jeconom.2020.04.039.
• 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.
• Chen, Ruxin & Tabri, Rami V., 2021, "Jackknife empirical likelihood for inequality constraints on regular functionals," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 68-77, DOI: 10.1016/j.jeconom.2019.11.007.
• Kleibergen, Frank, 2021, "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 78-96, DOI: 10.1016/j.jeconom.2019.10.013.
• Yang, Xinxin & Zheng, Xinghua & Chen, Jiaqi, 2021, "Testing high-dimensional covariance matrices under the elliptical distribution and beyond," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 409-423, DOI: 10.1016/j.jeconom.2020.05.017.
• Norkutė, Milda & Westerlund, Joakim, 2021, "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 569-590, DOI: 10.1016/j.jeconom.2020.03.017.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021, "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 295-323, DOI: 10.1016/j.jeconom.2020.07.003.
• Fiorentini, Gabriele & Sentana, Enrique, 2021, "New testing approaches for mean–variance predictability," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 516-538, DOI: 10.1016/j.jeconom.2020.07.014.
• Meitz, Mika & Saikkonen, Pentti, 2021, "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 601-624, DOI: 10.1016/j.jeconom.2020.04.048.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021, "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 625-644, DOI: 10.1016/j.jeconom.2020.07.041.
• Heiler, Phillip & Kazak, Ekaterina, 2021, "Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 1083-1108, DOI: 10.1016/j.jeconom.2020.03.025.
• Kojevnikov, Denis & Marmer, Vadim & Song, Kyungchul, 2021, "Limit theorems for network dependent random variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 882-908, DOI: 10.1016/j.jeconom.2020.05.019.
• Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021, "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 909-932, DOI: 10.1016/j.jeconom.2020.03.024.
• 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.
• Hwang, Jungbin, 2021, "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 993-1023, DOI: 10.1016/j.jeconom.2020.07.048.
• Hidalgo, Javier & Schafgans, Marcia, 2021, "Inference without smoothing for large panels with cross-sectional and temporal dependence," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 125-160, DOI: 10.1016/j.jeconom.2020.10.003.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2021, "Simple tests for stock return predictability with good size and power properties," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 198-214, DOI: 10.1016/j.jeconom.2021.01.004.
• Casini, Alessandro & Perron, Pierre, 2021, "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 3-21, DOI: 10.1016/j.jeconom.2020.05.020.
• Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021, "Inference after estimation of breaks," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 39-59, DOI: 10.1016/j.jeconom.2020.07.036.
• Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2021, "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 245-270, DOI: 10.1016/j.jeconom.2020.10.002.
• Jiang, Feiyu & Li, Dong & Zhu, Ke, 2021, "Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 306-329, DOI: 10.1016/j.jeconom.2020.10.007.
• Lok, Thomas M. & Tabri, Rami V., 2021, "An improved bootstrap test for restricted stochastic dominance," Journal of Econometrics, Elsevier, volume 224, issue 2, pages 371-393, DOI: 10.1016/j.jeconom.2019.08.016.
• Guay, Alain, 2021, "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 27-46, DOI: 10.1016/j.jeconom.2020.10.006.
• Chung, EunYi & Olivares, Mauricio, 2021, "Permutation test for heterogeneous treatment effects with a nuisance parameter," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 148-174, DOI: 10.1016/j.jeconom.2020.09.015.
• Ferman, Bruno, 2021, "Matching estimators with few treated and many control observations," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 295-307, DOI: 10.1016/j.jeconom.2021.07.005.
• Arsova, Antonia & Karaman Örsal, Deniz Dilan, 2021, "A panel cointegrating rank test with structural breaks and cross-sectional dependence," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 107-129, DOI: 10.1016/j.ecosta.2020.05.002.
• Di Iorio, Francesca & Fachin, Stefano, 2021, "Evaluating restricted common factor models for non-stationary data," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 64-75, DOI: 10.1016/j.ecosta.2020.10.004.
• del Barrio Castro, Tomás & Rachinger, Heiko, 2021, "Aggregation of Seasonal Long-Memory Processes," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 95-106, DOI: 10.1016/j.ecosta.2020.06.002.
• Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021, "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, volume 18, issue C, pages 117-142, DOI: 10.1016/j.ecosta.2020.10.002.
• Wenger, Kai & Leschinski, Christian, 2021, "Fixed-bandwidth CUSUM tests under long memory," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 46-61, DOI: 10.1016/j.ecosta.2019.08.001.
• Miller, Joshua B. & Sanjurjo, Adam, 2021, "Is it a fallacy to believe in the hot hand in the NBA three-point contest?," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103771.
• 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.
• Austmann, Leonhard M. & Vigne, Samuel A., 2021, "Does environmental awareness fuel the electric vehicle market? A Twitter keyword analysis," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105337.
• Matsuki, Takashi & Pan, Lei, 2021, "Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105326.
• González-Urteaga, Ana & Rubio, Gonzalo, 2021, "The quality premium with leverage and liquidity constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101699.
• González-Sánchez, Mariano, 2021, "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101510.
• Gronwald, Marc, 2021, "How explosive are cryptocurrency prices?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101603.
• Li, Yanglin & Wang, Shaoping & Zhao, Qing, 2021, "When does the stock market recover from a crisis?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101642.
• Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021, "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101754.
• Shynkevich, Andrei, 2021, "Bitcoin arbitrage," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101698.
• Michaelides, Michael, 2021, "Large sample size bias in empirical finance," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101835.
• Javed, Farrukh & Sabzevari, Hassan & Virk, Nader, 2021, "Tail risk emanating from troubled European banking sectors," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101952.
• Zhao, Yuqian, 2021, "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102020.
• Bevilacqua, Mattia & Tunaru, Radu, 2021, "The SKEW index: Extracting what has been left," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100816.
• Jehiel, Philippe & Singh, Juni, 2021, "Multi-state choices with aggregate feedback on unfamiliar alternatives," Games and Economic Behavior, Elsevier, volume 130, issue C, pages 1-24, DOI: 10.1016/j.geb.2021.07.007.
• Chen, Xiangyu & Tongurai, Jittima, 2021, "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100652.
• Denuit, Michel & Trufin, Julien & Verdebout, Thomas, 2021, "Testing for more positive expectation dependence with application to model comparison," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 163-172, DOI: 10.1016/j.insmatheco.2021.07.008.
• Zhu, Sheng & Kavanagh, Ella & O'Sullivan, Niall, 2021, "Uncovering the implicit short-term inflation target of the Bank of England," International Economics, Elsevier, volume 167, issue C, pages 120-135, DOI: 10.1016/j.inteco.2021.06.006.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• Byrne, Joseph P. & Sakemoto, Ryuta, 2021, "The conditional volatility premium on currency portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101415.
• Mazza, Paolo & Wang, Shiyu, 2021, "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.irle.2021.106024.
• Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021, "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105985.
• Anghel, Dan Gabriel, 2021, "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106113.
• Ioannou, Christos A. & Makris, Miltiadis & Ornaghi, Carmine, 2021, "R&D productivity and the nexus between product substitutability and innovation: Theory and experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 135-151, DOI: 10.1016/j.jebo.2021.03.027.
• Ciccone, A. & Fyhri, A. & Sundfør, H.B., 2021, "Using behavioral insights to incentivize cycling: Results from a field experiment," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 1035-1058, DOI: 10.1016/j.jebo.2021.06.011.
• Lim, Wooyoung & Xiong, Siyang, 2021, "Does jump bidding increase sellers’ revenue? Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 84-110, DOI: 10.1016/j.jebo.2021.06.026.
• Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021, "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 101-126, DOI: 10.1016/j.jfineco.2020.12.003.
• Gospodinov, Nikolay & Robotti, Cesare, 2021, "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 292-324, DOI: 10.1016/j.jfineco.2020.12.001.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• 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.
• Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102318.
• Winkelried, Diego, 2021, "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100168.
• Rogge, Nicky, 2021, "When the cost has sunk: Measuring and comparing the sunk-cost bias in autistic and neurotypical persons," Journal of Economic Psychology, Elsevier, volume 87, issue C, DOI: 10.1016/j.joep.2021.102432.
• Shahzad, Syed Jawad Hussain & Rahman, Md Lutfur & Lucey, Brian M. & Uddin, Gazi Salah, 2021, "Re-examining the real option characteristics of gold for gold mining companies," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101890.
• Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Mokni, Khaled, 2021, "Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101956.
• Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021, "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102340.
• Moussa, Wajdi & Mgadmi, Nidhal & Béjaoui, Azza & Regaieg, Rym, 2021, "Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102416.
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• Elwira Gross-Golacka & Marta Kusterka-Jefmanska & Radoslaw Miskiewicz & Bartlomiej Jefmanski & Agnieszka Rzepka & Teresa Kupczyk, 2021, "The Intellectual Capital and its Impact on the Sustainable Development of the SML-Sized Enterprises in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 410-429.
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• Marek Szturo & Bogdan Wlodarczyk & Konrad Szydlowski & Karol Wojtowicz & Sylwia Pienkowska-Kamieniecka & Ireneusz Miciula, 2021, "Default Risk of Listed Companies in the Context of the Threat to Commodity Markets in the Times of COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 53-68.
• Balboa, Marina & Rodrigues, Paulo MM & Rubia, Antonio & Taylor, AM Robert, 2021, "Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29777, Feb.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2022, "Extensions to IVX Methods of Inference for Return Predictability," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29779, Feb.
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• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-27, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-29, April.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-29, May.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-28, June.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-27, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-28, September.
• Massimo Franchi & Paolo Paruolo, 2021, "Cointegration, Root Functions and Minimal Bases," Econometrics, MDPI, volume 9, issue 3, pages 1-27, August.
• Michael Creel, 2021, "Inference Using Simulated Neural Moments," Econometrics, MDPI, volume 9, issue 4, pages 1-15, September.
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