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

• 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.
• Omar, Arti & Prasanna, P. Krishna, 2021, "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101497.
• Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021, "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101586.
• Flamini, Alessandro & Jahanshahi, Babak & Mohaddes, Kamiar, 2021, "Illegal drugs and public corruption: Crack based evidence from California," European Journal of Political Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.ejpoleco.2021.102005.
• Gil-Alana, Luis A. & Mudida, Robert & Zerbo, Eleazar, 2021, "GDP per capita IN SUB-SAHARAN Africa: A time series approach using long memory," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 175-190, DOI: 10.1016/j.iref.2020.12.008.
• Ruwani Fernando, Jayasuriya Mahapatabendige & Li, Leon & Hou, Greg, 2021, "Heterogeneity in capital structure adjustment revisited: Default versus non-default firms and short versus long time horizon," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 185-204, DOI: 10.1016/j.iref.2021.06.001.
• Li, Rong & Li, Sufang & Yuan, Di & Zhu, Huiming, 2021, "Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101389.
• Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021, "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-52, Jul.
• Hidalgo, Javier & Schafgans, Marcia, 2021, "Inference without smoothing for large panels with cross-sectional and temporal dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107426, Jul.
• Nezlobin, Alexander & Sloan, Richard G. & Giedt, Jenny Zha, 2022, "Construct validity in accruals quality research," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112165, Sep.
• 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.
• Joseph Falzon & Elaine Bonnici, 2021, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 100-118, December, DOI: 10.1108/IES-03-2021-0012.
• Zheng-Zheng Li & Chi Wei Su & Ran Tao, 2021, "Does gender matter for the unemployment hysteresis effect among Asian countries?," International Journal of Manpower, Emerald Group Publishing Limited, volume 42, issue 8, pages 1527-1544, September, DOI: 10.1108/IJM-05-2019-0233.
• Michał Mackiewicz, 2021, "The sustainability of fiscal policy in southern African countries–a comparative empirical perspective," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 337-350, April, DOI: 10.1108/IJOEM-06-2020-0696.
• Patrik T. Hultberg & David Santandreu Calonge & Ty Choi, 2021, "Costs and benefits of private tutoring programs: the South Korean case," International Journal of Social Economics, Emerald Group Publishing Limited, volume 48, issue 6, pages 862-877, March, DOI: 10.1108/IJSE-12-2019-0722.
• Panos Fousekis & Vasilis Grigoriadis, 2021, "Directional predictability between returns and volume in cryptocurrencies markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 693-711, February, DOI: 10.1108/SEF-08-2020-0318.
• Zoumpoulidis Vassilios, 2021, "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 321-343.
• Zenon Wisniewski, 2021, "Long-Term Relationship Between Prices and Exchange Rates," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 63-86.
• 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.
• Agnieszka Wartecka-Wazynska, 2021, "Silver Tourism Economy in Rural Areas in Poland: A Fad or a Permanent Element?," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 729-748.
• Mariusz Czekala & Zbigniew Kurylek, 2021, "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 633-650.
• Radoslaw Sobko & Maria Klonowska-Matynia, 2021, "The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 198-219.
• 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.
• Harvey, David I & Leybourne, Stephen J & Taylor, AM Robert, 2021, "Simple Tests for Stock Return Predictability with Good Size and Power Properties," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29814, Feb.
• Evzen Kocenda & Ichiro Iwasaki, 2021, "Bank Survival Around the World: A Meta-Analytic Review," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/09, Apr, revised Apr 2021.
• Robert W. Rich & Joseph Tracy, 2021, "All Forecasters Are Not the Same: Time-Varying Predictive Ability across Forecast Environments," Working Papers, Federal Reserve Bank of Cleveland, number 21-06, Feb, DOI: 10.26509/frbc-wp-202106.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2021, "Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 409, May, revised 08 Nov 2023, DOI: 10.24149/gwp409r2.
• 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.
• Carolina Caetano & Gregorio Caetano & Hao Fe & Eric R. Nielsen, 2021, "A Dummy Test of Identification in Models with Bunching," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-068, Oct, DOI: 10.17016/FEDS.2021.068.
• 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.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers, Business School - Economics, University of Glasgow, number 2021_19, Nov.
• İnan Kaynak, 2021, "The Moderator Role Of Pay Satisfaction In The Impact Of Psychological Empowerment On Emotional Commitment," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 4, issue 2, pages 193-208, December, DOI: 10.46737/emid.1026918.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021, "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers, University of Graz, Department of Economics, number 2021-01, Jan.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers, University of Graz, Department of Economics, number 2021-14, Dec.
• Kajal Lahiri & Huaming Peng & Xuguang Simon Sheng, 2021, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," Working Papers, The George Washington University, The Center for Economic Research, number 2021-005, Aug.
• Christos A Ioannou & Miltiadis Makris & Carmine Ornaghi, 2021, "R&D Productivity And The Nexus Between Product Substitutability And Innovation: Theory And Experimental Evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03525445, DOI: 10.1016/j.jebo.2021.03.027.
• Franz Dietrich & Kai Spiekermann, 2022, "Jury Theorems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03443155.
• Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
• Soosung Hwang & Alexandre Rubesam & Mark Salmon, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Post-Print, HAL, number hal-03275894, Mar, DOI: 10.1016/j.jimonfin.2020.102318.
• Lajos Horváth & Hemei Li & Zhenya Liu, 2021, "How to identify the different phases of stock market bubbles statistically?," Post-Print, HAL, number hal-03511435, Aug, DOI: 10.1016/j.frl.2021.102366.
• Christos A Ioannou & Miltiadis Makris & Carmine Ornaghi, 2021, "R&D Productivity And The Nexus Between Product Substitutability And Innovation: Theory And Experimental Evidence," Post-Print, HAL, number hal-03525445, DOI: 10.1016/j.jebo.2021.03.027.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print, HAL, number hal-03526444, Sep, DOI: 10.1287/mnsc.2020.3751.
• Badi H. Baltagi & Alain Pirotte & Zhenlin Yang, 2021, "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Post-Print, HAL, number hal-04120461, DOI: 10.1016/j.jeconom.2020.10.002.
• Franz Dietrich & Kai Spiekermann, 2022, "Jury Theorems," Post-Print, HAL, number halshs-03443155.
• Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
• Philippe Jehiel & Juni Singh, 2021, "Multi-state choices with aggregate feedback on unfamiliar alternatives," Post-Print, HAL, number halshs-03672197, Nov, DOI: 10.1016/j.geb.2021.07.007.
• Franz Dietrich & Kai Spiekermann, 2022, "Jury Theorems," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03443155.
• Philippe Jehiel & Juni Singh, 2021, "Multi-state choices with aggregate feedback on unfamiliar alternatives," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03672197, Nov, DOI: 10.1016/j.geb.2021.07.007.
• Eric Benhamou, 2021, "Distribution and statistics of the Sharpe Ratio," Working Papers, HAL, number hal-03207169, Apr.
• Gustafsson, Peter & Nilsson, Peter & David, Lucinda & Marañon, Antonia, 2021, "Framing energy choices in consumer decision-making Evidence from a random experiment in Sweden," Papers in Innovation Studies, Lund University, CIRCLE - Centre for Innovation Research, number 2021/14, Dec.
• Stauskas, Ovidijus, 2021, "Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors," Working Papers, Lund University, Department of Economics, number 2021:9, May.
• De Vos, Ignace & Stauskas, Ovidijus, 2021, "Bootstrap Improved Inference for Factor-Augmented Regressions with CCE," Working Papers, Lund University, Department of Economics, number 2021:16, Nov.
• Ekaterina Astafieva & Marina Turuntseva, 2021, "Revisions of GDP: Data and Assessment of Statistical Properties," HSE Economic Journal, National Research University Higher School of Economics, volume 25, issue 1, pages 65-101.
• Jiang, Peiyun & Kurozumi, Eiji, 2021, "A new test for common breaks in heterogeneous panel data models," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-107, May.
• Kočenda, Evžen & Iwasaki, Ichiro, 2021, "Bank Survival Around the World A Meta‐Analytic Review," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2021-02, Jun.
• Roshani Chamalka Gunathilaka & J. M. Ruwani Fernando, 2021, "Do behavioral biases differ among institutional and individual investors?," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 61-73, June, DOI: 10.33146/2307-9878-2021-2(92)-61-73.
• Renato Balbontín & Rodrigo Blanch, 2021, "Overseas Performance Of Chilean Pension Funds 2009 - 2020 Desempeno De Los Fondos De Pensiones Chilenos En El Extranjero 2009 - 2020," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 14, issue 1, pages 41-51.
• M. A. C. Salfiya Ummah, 2021, "Impact Of Psychological Characteristics On The Business Performance Of Muslim Women Entrepreneurs In Sri Lanka," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 4, pages 651-670, November, DOI: https://doi.org/10.21098/jimf.v7i4..
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/21, Mar.
• Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021, "Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/21, Apr.
• Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem M. Shaikh & Daniel Wilhelm, 2021, "Finite- and large-sample inference for ranks using multinomial data with an application to ranking political parties," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/21, Nov.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, volume 67, issue 9, pages 5730-5754, September, DOI: 10.1287/mnsc.2020.3751.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, ""Detecting multiple level shifts in bounded time series"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202115, Jul, revised Jul 2021.
• Haydar Karadag, 2021, "The Relationship Between Industrial Production Index, Oil Prices and Consumer Price Index in the Turkish Economy," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 2, pages 211-223, July, DOI: 10.26650/JEPR913986.
• Naomi Hasselbank & Gavin Ooft, 2021, "What Drives Investment Decisions Of Households? Evidence From Suriname," Journal of Developing Areas, Tennessee State University, College of Business, volume 55, issue 1, pages 251-264, January-M.
• Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021, "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202101, Jan, revised Jan 2021.
• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2021, "A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202117, Aug, revised Aug 2021.
• Louie Ren & Peter Ren, 2021, "On Hoover’s Scale-Free Forecast Accuracy Metric MAD/MEAN," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 2, pages 153-168, June, DOI: 10.1007/s10690-020-09311-7.
• João Cruz & João Nicolau & Paulo M. M. Rodrigues, 2021, "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 333-352, September, DOI: 10.1007/s10690-020-09324-2.
• Apriliani Gustiana & Nasrudin, 2021, "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 367-396, September, DOI: 10.1007/s10690-020-09326-0.
• Giovanni Bernardo & Irene Brunetti & Mehmet Pinar & Thanasis Stengos, 2021, "Measuring the presence of organized crime across Italian provinces: a sensitivity analysis," European Journal of Law and Economics, Springer, volume 51, issue 1, pages 31-95, February, DOI: 10.1007/s10657-020-09676-0.
• Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021, "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 875-901, November, DOI: 10.1007/s10663-021-09510-z.
• Yunmi Kim & Douglas Stone & Tae-Hwan Kim, 2021, "Testing for structural breaks in return-based style regression models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 61-76, March, DOI: 10.1007/s11408-020-00364-2.
• Jun Cai & William C. Horrace & Christopher F. Parmeter, 2021, "Density deconvolution with Laplace errors and unknown variance," Journal of Productivity Analysis, Springer, volume 56, issue 2, pages 103-113, December, DOI: 10.1007/s11123-021-00612-1.
• D. G. DeBoskey & Yutao Li & Gerald J. Lobo & Yan Luo, 2021, "Corporate political transparency and the cost of debt," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 111-145, July, DOI: 10.1007/s11156-020-00941-6.
• Kohtaro Hitomi & Masamune Iwasawa & Yoshihiko Nishiyama, 2021, "Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1053, Jan.
• Milda Norkute & Joakim Westerlund & Ovidijus Stauskas, 2021, "The Factor Analytical Approach in Trending Near Unit Root Panels," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 91, Jul.
• Zohor, Ahmad Kanishka & Ebad, Ebadullah & rashid, Nabila, 2021, "A Study on the Contribution of Foreign Direct Investment to Economic Growth in Afghanistan," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 4, pages 555-568, December.
• Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
• Dilem Yıldırım & Dilan Aydın, 2021, "One Crisis After Another: A Dynamic Unemployment Persistence Analysis For The Gips Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2102, Apr, revised Apr 2021.
• Alper Kara & Dilem Yıldırım & Gül İpek Tunç, 2021, "Market Efficiency In Non-Renewable Resource Markets: Evidence From Stationarity Tests With Structural Changes," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2103, Apr, revised Apr 2021.
• Christoph Engel, 2021, "Lucky You: Your Case is Heard by a Seasoned Panel – Panel Effects in the German Constitutional Court," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2021_05, Feb, revised 01 Jun 2022.
• François Gardes, 2021, "Biases on variances estimated on large data-sets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21022, Mar.
• Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
• Jiti Gao & Bin Peng & Yayi Yan, 2021, "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/21.
• Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021, "Thousands of Alpha Tests," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Yingfei Mu & Edward A. Rubin & Eric Zou, 2021, "What’s Missing in Environmental (Self-)Monitoring: Evidence from Strategic Shutdowns of Pollution Monitors," NBER Working Papers, National Bureau of Economic Research, Inc, number 28735, Apr.
• David Hao Zhang & Paul S. Willen, 2021, "Do Lenders Still Discriminate? A Robust Approach for Assessing Differences in Menus," NBER Working Papers, National Bureau of Economic Research, Inc, number 29142, Aug.
• Sergei Bazylik & Magne Mogstad & Joseph P. Romano & Azeem Shaikh & Daniel Wilhelm, 2021, "Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties," NBER Working Papers, National Bureau of Economic Research, Inc, number 29519, Nov.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Şeuleanu Dragoş, 2021, "The Communication Dimension of the Business Model Applied to the ELI-NP Project," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Burkhard Raunig, 2021, "Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 234, May.
• Coleman, Stephen, 2021, "Testing Theories with Qualitative and Quantitative Predictions," SocArXiv, Center for Open Science, number d8g26, Nov, DOI: 10.31219/osf.io/d8g26.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-22, Dec.
• Martin E Andresen & Martin Huber, 2021, "Instrument-based estimation with binarised treatments: issues and tests for the exclusion restriction," The Econometrics Journal, Royal Economic Society, volume 24, issue 3, pages 536-558.
• Fuchun Li, 2021, "Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates
  [Testing Continuous-Time Models of the Spot Interest Rate]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 789-822.
• Karsten Schweikert, 2021, "Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 934-959.
• Zhongjun Qu & Fan Zhuo, 2021, "Likelihood Ratio-Based Tests for Markov Regime Switching," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 2, pages 937-968.
• Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021, "Thousands of Alpha Tests
  [The performance of hedge funds: Risk, return, and incentives]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3456-3496.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Orozco Acosta, Erick & Ortiz-Ospino, Luis & Padilla-Suárez, Doris & Pizarro Gutiérrez, Analida, 2021, "Factores de gestión del conocimiento en entidad pública del sector de tránsito y transporte || Knowledge factors in public entity of the transit and transport sector," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 99-111, December, DOI: https://doi.org/10.46661/revmetodos.
• Jesús Mur, 2021, "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 41-55.
• Piotr Sulewski, 2021, "Two component modified Lilliefors test for normality," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 2, pages 429-455, June, DOI: 10.24136/eq.2021.016.
• Dalia Streimikiene & Rizwan Raheem Ahmed, 2021, "The integration of corporate social responsibility and marketing concepts as a business strategy: evidence from SEM-based multivariate and Toda-Yamamoto causality models," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 1, pages 125-157, March, DOI: 10.24136/oc.2021.006.
• Akbulaev, Nurkhodzha & Aliyeva, Basti & Rzayeva, Shehla, 2021, "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 1, pages 151-166, DOI: https://doi.org/10.35551/PFQ_2021_1.
• Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021, ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper, University Library of Munich, Germany, number 105368, Jan.
• Wang, Wenjie, 2021, "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper, University Library of Munich, Germany, number 106227, Feb.
• Wang, Wenjie, 2021, "Bootstrap Inference for Partially Linear Model with Many Regressors," MPRA Paper, University Library of Munich, Germany, number 106391, Mar.
• Doko Tchatoka, Firmin & Wang, Wenjie, 2021, "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper, University Library of Munich, Germany, number 106408, Mar.
• Xiao, Jiaqi & Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2021, "Improved Tests for Granger Non-Causality in Panel Data," MPRA Paper, University Library of Munich, Germany, number 107180, Apr.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• BENSALMA, Ahmed, 2021, "Fractional Dickey-Fuller test with or without prehistorical influence," MPRA Paper, University Library of Munich, Germany, number 107408, Apr.
• Pötscher, Benedikt M. & Preinerstorfer, David, 2021, "Valid Heteroskedasticity Robust Testing," MPRA Paper, University Library of Munich, Germany, number 107420, Apr.
• Bensalma, Ahmed, 2021, "An Eviews program to perform the fractional Dickey-Fuller test," MPRA Paper, University Library of Munich, Germany, number 107445, Apr.
• VINTU, Denis, 2021, "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper, University Library of Munich, Germany, number 107603, Apr, revised 11 Feb 2021.
• G., Germinal & Taleb Da Costa, Marcella, 2021, "An Econometric Study of the Impact of Education on the Economic Development of Low-Income Countries," MPRA Paper, University Library of Munich, Germany, number 107729, May.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Nizar, Muhammad Afdi & Mansur, Alfan, 2021, "Can the Indonesian banking industry benefit from a risk-based deposit insurance system?," MPRA Paper, University Library of Munich, Germany, number 109083, May.
• Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
• Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021, "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," MPRA Paper, University Library of Munich, Germany, number 110031, Oct.
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• Matthew D. Cocci & Mikkel Plagborg-Møller, 2021, "Standard Errors for Calibrated Parameters," Working Papers, Princeton University. Economics Department., number 2021-20, Sep.
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• Paulo M.M. Rodrigues & Matei Demetrescu, 2021, "Extensions to IVX methods of inference for return predictability," Working Papers, Banco de Portugal, Economics and Research Department, number w202104.
• James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2022, "Cluster-Robust Inference: A Guide to Empirical Practice," Working Paper, Economics Department, Queen's University, number 1456, Mar.
• James G. MacKinnon, 2021, "Fast cluster bootstrap methods for linear regression models," Working Paper, Economics Department, Queen's University, number 1465, Sep.
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• Charles Beach, 2021, "A Nifty Fix for Published Distribution Statistics: Simplified Distribution-Free Statistical Inference," Working Paper, Economics Department, Queen's University, number 1477, Sep.
• Chelsea Gray & Kirstine Hansen, 2021, "Did the first Covid-19 national lockdown lead to an increase in domestic abuse in London?," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 21-27, Sep.
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• Anton Skrobotov, 2021, "Structural breaks in cointegration models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 117-141.
• Anton Skrobotov, 2021, "Structural breaks in cointegration models: Multivariate case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 64, pages 83-106.
• Ahmad Alawadhi & Nadeem A. Burney & Ayele Gelan & Sheikha Al-Fulaij & Nadia Al-Musallam & Wafa Awadh, 2021, "The Effect of Conservation on Residential Fresh Water Consumption: Evidence from Kuwait," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 1, pages 47-82.
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• Emilian DOBRESCU, 2021, "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-38, December.
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• Andre M. Marques & Gilberto Tadeu Lima, 2021, "Testing for Granger Causality in Quantiles Between the Wage Share and Capacity Utilization," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2021_03, Mar.
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• Artūras Juodis & Yiannis Karavias & Vasilis Sarafidis, 2021, "A homogeneous approach to testing for Granger non-causality in heterogeneous panels," Empirical Economics, Springer, volume 60, issue 1, pages 93-112, January, DOI: 10.1007/s00181-020-01970-9.
• Tim Kutzker & Florian Stark & Dominik Wied, 2021, "Testing for relevant dependence change in financial data: a CUSUM copula approach," Empirical Economics, Springer, volume 60, issue 4, pages 1875-1894, April, DOI: 10.1007/s00181-019-01811-4.
• 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.
• Zhanshou Chen & Yanting Xiao & Fuxiao Li, 2021, "Monitoring memory parameter change-points in long-memory time series," Empirical Economics, Springer, volume 60, issue 5, pages 2365-2389, May, DOI: 10.1007/s00181-020-01840-4.
• Antonia Arsova, 2021, "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, volume 61, issue 1, pages 61-100, July, DOI: 10.1007/s00181-020-01858-8.
• Jack Fosten & Daniel Gutknecht, 2021, "Horizon confidence sets," Empirical Economics, Springer, volume 61, issue 2, pages 667-692, August, DOI: 10.1007/s00181-020-01891-7.
• Ryo Okui, 2021, "A moment inequality approach to statistical inference for rankings," The Japanese Economic Review, Springer, volume 72, issue 2, pages 169-184, April, DOI: 10.1007/s42973-020-00068-2.