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
/ / / C13: Estimation: General

2020

• Zongwu Cai & Ying Fang & Ming Lin & Shengfang Tang, 2020, "Inferences for Partially Conditional Quantile Treatment Effect Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202005, Feb, revised Feb 2020.
• Zongwu Cai & Ying Fang & Qiuhua Xu, 2020, "Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202009, Jul, revised Jul 2020.
• Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202013, Aug, revised Aug 2020.
• Caio Vigo Pereira & Marcio Laurini, 2020, "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202014, Sep, revised Sep 2020.
• Zongwu Cai & Chaoqun Ma & Xianhua Mi, 2020, "Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202016, Sep, revised Sep 2020.
• Michael Roberts & Indranil SenGupta, 2020, "Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing," Annals of Finance, Springer, volume 16, issue 1, pages 121-139, March, DOI: 10.1007/s10436-019-00355-y.
• Jiro Hodoshima & Tetsuya Misawa & Yoshio Miyahara, 2020, "Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 155-174, June, DOI: 10.1007/s10690-019-09287-z.
• Heni Boubaker, 2020, "Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 473-498, February, DOI: 10.1007/s10614-019-09897-9.
• Niels Wesselhöfft & Wolfgang K. Härdle, 2020, "Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 801-826, March, DOI: 10.1007/s10614-019-09913-y.
• Stephen G. Hall & Heather D. Gibson & G. S. Tavlas & Mike G. Tsionas, 2020, "A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 115-130, June, DOI: 10.1007/s10614-018-9878-6.
• Sergey Ivashchenko & Semih Emre Çekin & Kevin Kotzé & Rangan Gupta, 2020, "Forecasting with Second-Order Approximations and Markov-Switching DSGE Models," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 4, pages 747-771, December, DOI: 10.1007/s10614-019-09941-8.
• Andrew Phiri, 2020, "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, volume 53, issue 1, pages 171-193, February, DOI: 10.1007/s10644-019-09246-8.
• Takafumi Kato, 2020, "Likelihood-based strategies for estimating unknown parameters and predicting missing data in the simultaneous autoregressive model," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 143-176, January, DOI: 10.1007/s10109-019-00316-z.
• Levent Kutlu & Kien C. Tran & Mike G. Tsionas, 2020, "Unknown latent structure and inefficiency in panel stochastic frontier models," Journal of Productivity Analysis, Springer, volume 54, issue 1, pages 75-86, August, DOI: 10.1007/s11123-020-00584-8.
• Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020, "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 803-825, October, DOI: 10.1007/s11156-019-00860-1.
• Cem Cakmakli & Yasin Simsek, 2021, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2013, Feb.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020, "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers, University of Copenhagen. Department of Economics, number 20-02, Dec.
• Ichiro Iwasaki & Evzen Kocenda & Yoshisada Shida, 2020, "Distressed Acquisitions Evidence from European Emerging Markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1031, May.
• Vanesa Jorda & José María Sarabia & Markus Jäntti, 2020, "Estimation of Income Inequality from Grouped Data," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 804, Dec.
• Jenny Bethaeuser & Jennifer Muschol, 2020, "The Die is Cast - Factors Influencing Mortality during the COVID-19 Pandemic," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202050.
• William C. Horrace & Hyunseok Jung & Shane Sanders, 2020, "Network Competition and Team Chemistry in the NBA," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 226, Mar.
• S. Broda & Juan Carlos Arismendi-Zambrano, 2020, "On Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors∗," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n302-20.pdf.
• Ebrahimi, Nasrin & Pedram, Mehdi & Mousavi, Mir Hossein, 2020, "The Effect of Central Bank's Monetary Policy on Unemployment and Inflation in Provinces of Iran: A GVAR Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 1, pages 55-74, January.
• Jesus Otero & Theodore Panagiotidis & Georgios Papapanagiotou, 2020, "Multivariate cointegration and temporal aggregation: some further simulation results," Discussion Paper Series, Department of Economics, University of Macedonia, number 2020_05, Oct, revised Oct 2020.
• Alice Albonico & Guido Ascari & Qazi Haque, 2020, "The (Ir)Relevance of Rule-of-Thumb Consumers for U.S. Business Cycle Fluctuations," Working Papers, University of Milano-Bicocca, Department of Economics, number 453, Nov, revised Oct 2022.
• Ambra Poggi, 2020, "Social contacts in the post-lockdown period," Working Papers, University of Milano-Bicocca, Department of Economics, number 455, Dec.
• Kitti Fodor, 2020, "Using Multivariate Statistical Methods for Analysing Financial Literacy, as a Possible Appearance of Social Innovation," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 16, issue 01, pages 11-18.
• Svetlana Litvinova & Mervyn J. Silvapulle, 2020, "Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/20.
• Eric Hillebrand & Manuel Lukas & Wei Wei, 2020, "Bagging Weak Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/20.
• David T. Frazier & Bonsoo Koo, 2020, "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/20.
• Arturas Juodis & Yiannis Karavias & Vasilis Sarafidis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 32/20.
• Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
• Arturas Juodis & Vasilis Sarafidis, 2020, "A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/20.
• Vasilis Sarafidis & Tom Wansbeek, 2020, "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/20.
• Ilse Rubbrecht & Koen Burggraeve, 2020, "Economic importance of the Belgian maritime and inland ports – Report 2018," Working Paper Research, National Bank of Belgium, number 384, Jul.
• Andrew Atkeson, 2020, "How Deadly Is COVID-19? Understanding The Difficulties With Estimation Of Its Fatality Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26965, Apr.
• Charles F. Manski & Francesca Molinari, 2020, "Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 27023, Apr.
• Andrew W. Lo & Kien Wei Siah & Chi Heem Wong, 2020, "Estimating Probabilities of Success of Vaccine and Other Anti-Infective Therapeutic Development Programs," NBER Working Papers, National Bureau of Economic Research, Inc, number 27176, May.
• Charles F. Manski, 2020, "Bounding the Predictive Values of COVID-19 Antibody Tests," NBER Working Papers, National Bureau of Economic Research, Inc, number 27226, May.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," NBER Working Papers, National Bureau of Economic Research, Inc, number 27715, Aug.
• Kaiji Chen & Haoyu Gao & Patrick C. Higgins & Daniel F. Waggoner & Tao Zha, 2020, "Monetary Stimulus Amidst the Infrastructure Investment Spree: Evidence from China's Loan-Level Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 27763, Aug.
• Tatiana GUTIUM, 2020, "Methodological Approach To The Elaboration Of Indicators For Quantifying The Competitiveness Of Goods," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 1, pages 74-85.
• Guy Tchuente & Hector Galindo-Silva & Nibene Habib Some, 2020, "Does Obamacare Care? A Fuzzy Difference-in-Discontinuities Approach," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 522, Nov.
• Cristina Blanco-Perez & Abel Brodeur, 2020, "Publication Bias and Editorial Statement on Negative Findings," The Economic Journal, Royal Economic Society, volume 130, issue 629, pages 1226-1247.
• Sonia Bhalotra & Damian Clarke, 2020, "The Twin Instrument: Fertility and Human Capital Investment," Journal of the European Economic Association, European Economic Association, volume 18, issue 6, pages 3090-3139.
• Haitao Huang & Xuan Leng & Xiaohui Liu & Liang Peng, 2020, "Unified Inference for an AR Process Regardless of Finite or Infinite Variance GARCH Errors," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 425-470.
• Díaz-Hernández, Juan José & Martínez-Budría, Eduardo & González, Rosa Marina, 2020, "Effects of Inefficiency on Marginal Costs, Degree of Economies of Scale and Technical Change: A Theoretical Relationship. The Case of Spanish Port Authorities || Efectos de la ineficiencia sobre los costes marginales, el grado de economías de escala ," 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 29, issue 1, pages 190-207, June.
• Vargas-Sánchez, Jhon Jairo & Causado, Edwin & Mercado, Hugo, 2020, "Estimadores Bayesianos de distribuciones Weibull aplicados a un modelo de líneas de espera G/G/s || Bayesian estimators of Weibull distributions applied to a model of waiting lines G/G/s," 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 30, issue 1, pages 142-162, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Martínez Sidón, Gilberto & Saavedra Leyva, Rafael Eduardo & Morones Carrillo, Ana Lourdes, 2020, "Capital Social como factor de emprendimiento en los países de la OCDE: implementación de un modelo con datos de panel || Social Capital as an Entrepreneurship Factor in OECD Countries: Implementation of a Model with Panel Data," 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 30, issue 1, pages 312-326, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Harris Ntantanis & Lawrence Pohlman, 2020, "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 7, pages 636-646, December, DOI: 10.1057/s41260-020-00176-z.
• Hafsa Hina, 2020, "Correction of Trade Deficit through Depreciation - A Misdirected Policy: An Empirical Evidence from Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2020:24.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Eita, Joel Hinaunye & Pedro, Marcio Jose, 2020, "Modelling total factor productivity in a developing economy: evidence from Angola," MPRA Paper, University Library of Munich, Germany, number 101304, Jan, revised 30 Apr 2020.
• Bilgin, Cevat, 2020, "Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey," MPRA Paper, University Library of Munich, Germany, number 101316.
• Mullat, Joseph E., 2020, "Rational Choice Function Implementation for the German Stock Market Analysis," MPRA Paper, University Library of Munich, Germany, number 101591, Jul.
• Clarke, Damian & Tapia Schythe, Kathya, 2020, "Implementing the Panel Event Study," MPRA Paper, University Library of Munich, Germany, number 101669, Jul.
• Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020, "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper, University Library of Munich, Germany, number 101682, Jun.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Periodic autoregressive conditional duration," MPRA Paper, University Library of Munich, Germany, number 101696, Jul, revised 08 Jul 2020.
• Bhandari, Avishek, 2020, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper, University Library of Munich, Germany, number 101946, Jun.
• Maulana, Ardian & Situngkir, Hokky, 2020, "Divided Information Space: Media Polarization on Twitter during 2019 Indonesian Election," MPRA Paper, University Library of Munich, Germany, number 101957, Jun.
• Boukraine, Wissem, 2020, "The finance-inequality nexus in the BRICS countries: evidence from an ARDL bound testing approach," MPRA Paper, University Library of Munich, Germany, number 101976.
• Jemio Hurtado, Valeria, 2020, "Monetary rules in an open economy with distortionary subsidies and inefficient shocks: A DSGE approach for Bolivia," MPRA Paper, University Library of Munich, Germany, number 102374, Jul, revised 14 Jul 2020.
• Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper, University Library of Munich, Germany, number 102827, Sep.
• Gomez-Ruano, Gerardo, 2020, "Data Science: A Primer for Economists," MPRA Paper, University Library of Munich, Germany, number 102928.
• Juodis, Arturas & Karavias, Yiannis & Sarafidis, Vasilis, 2020, "A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels," MPRA Paper, University Library of Munich, Germany, number 102992, Sep.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Machine Learning Algorithm: Lasso Regression," MPRA Paper, University Library of Munich, Germany, number 103889, Oct, revised 31 Oct 2020.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper, University Library of Munich, Germany, number 103890, Sep, revised 20 Oct 2020.
• Juodis, Arturas & Sarafidis, Vasilis, 2020, "An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104906, Dec.
• Juodis, Arturas & Sarafidis, Vasilis, 2020, "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper, University Library of Munich, Germany, number 104908, Dec.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
• Onour, Ibrahim, 2020, "Crime surge and institutional weakness: Are they associated? Evidence from a conflict country," MPRA Paper, University Library of Munich, Germany, number 115995, Nov.

2019

• Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019, "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 128-142, DOI: 10.1016/j.intfin.2019.02.007.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2019, "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1748-1769, DOI: 10.1016/j.ijforecast.2019.03.014.
• Liverpool-Tasie, Lenis Saweda O. & Adjognon, Guigonan Serge & McKim, Aaron J., 2019, "Collaborative learning in economics: Do group characteristics matter?," International Review of Economics Education, Elsevier, volume 31, issue C, pages 1-1, DOI: 10.1016/j.iree.2019.100159.
• Claußen, Arndt & Rösch, Daniel & Schmelzle, Martin, 2019, "Hedging parameter risk," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 111-121, DOI: 10.1016/j.jbankfin.2019.01.003.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019, "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 212-229, DOI: 10.1016/j.jbankfin.2018.11.003.
• Dendir, Seife & Orlov, Alexei G. & Roufagalas, John, 2019, "Do economics courses improve students’ analytical skills? A Difference-in-Difference estimation," Journal of Economic Behavior & Organization, Elsevier, volume 165, issue C, pages 1-20, DOI: 10.1016/j.jebo.2019.07.004.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2019, "Too good to be true? Fallacies in evaluating risk factor models," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 451-471, DOI: 10.1016/j.jfineco.2018.10.012.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2019, "Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 62-74, DOI: 10.1016/j.jimonfin.2018.12.005.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019, "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103133.
• Li, Yingxing & Huang, Chen & Härdle, Wolfgang K., 2019, "Spatial functional principal component analysis with applications to brain image data," Journal of Multivariate Analysis, Elsevier, volume 170, issue C, pages 263-274, DOI: 10.1016/j.jmva.2018.11.004.
• Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Jammazi, Rania, 2019, "Spillovers from oil to precious metals: Quantile approaches," Resources Policy, Elsevier, volume 61, issue C, pages 508-521, DOI: 10.1016/j.resourpol.2018.05.002.
• Ahundjanov, Behzod B. & Akhundjanov, Sherzod B., 2019, "Gibrat’s law for CO2 emissions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 526, issue C, DOI: 10.1016/j.physa.2019.04.180.
• Rathgeber, A.W. & Stadler, J. & Stöckl, S., 2019, "Financial modelling applying multivariate Lévy processes: New insights into estimation and simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121386.
• Sbrana, Giacomo & Silvestrini, Andrea, 2019, "Random switching exponential smoothing: A new estimation approach," International Journal of Production Economics, Elsevier, volume 211, issue C, pages 211-220, DOI: 10.1016/j.ijpe.2019.01.038.
• Lian, Yu-Min & Chen, Jun-Home, 2019, "Portfolio selection in a multi-asset, incomplete-market economy," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 228-238, DOI: 10.1016/j.qref.2018.08.006.
• Simlai, Prodosh, 2019, "Subprime credit, idiosyncratic risk, and foreclosures," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 175-189, DOI: 10.1016/j.qref.2019.01.015.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2019, "Scandinavia: Towards the European Monetary Union?," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 278-291, DOI: 10.1016/j.qref.2019.01.006.
• Lipshits, Rachel & Barel-Shaked, Sagit & Ben-Zion, Uri, 2019, "Empirical study relating macroeconomic literacy and rational thinking," Research in Economics, Elsevier, volume 73, issue 3, pages 209-215, DOI: 10.1016/j.rie.2019.07.001.
• Xu, Xingbai & Lee, Lung-fei, 2019, "Theoretical foundations for spatial econometric research," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 2-12, DOI: 10.1016/j.regsciurbeco.2018.04.002.
• Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman & Leiluo, Yufan, 2019, "Robust LM tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 47-66, DOI: 10.1016/j.regsciurbeco.2018.08.001.
• Mueller-Langer, Frank & Fecher, Benedikt & Harhoff, Dietmar & Wagner, Gert G., 2019, "Replication studies in economics—How many and which papers are chosen for replication, and why?," Research Policy, Elsevier, volume 48, issue 1, pages 62-83, DOI: 10.1016/j.respol.2018.07.019.
• Ignacio, Escañuela Romana, 2019, "The elasticities of passenger transport demand in the Northeast Corridor," Research in Transportation Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.retrec.2019.100759.
• Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019, "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 137-149, DOI: 10.1016/j.iref.2018.08.014.
• Lee, Eunhee, 2019, "Asset prices with stochastic volatilities and a UIP puzzle," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 41-61, DOI: 10.1016/j.iref.2019.05.004.
• Honoré, Bidiasse, 2019, "Diffusion of mobile telephony: Analysis of determinants in Cameroon," Telecommunications Policy, Elsevier, volume 43, issue 3, pages 287-298, DOI: 10.1016/j.telpol.2018.08.002.
• Moutzouris, Ioannis C. & Nomikos, Nikos K., 2019, "Earnings yield and predictability in the dry bulk shipping industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 125, issue C, pages 140-159, DOI: 10.1016/j.tre.2019.03.009.
• Mattos, Enlinson & Mazetto, Debora, 2019, "Assessing the impact of more doctors’ program on healthcare indicators in Brazil," World Development, Elsevier, volume 123, issue C, pages 1-1, DOI: 10.1016/j.worlddev.2019.104617.
• Hidalgo, Javier & Lee, Jungyoon & Seo, Myung Hwan, 2019, "Robust inference for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100333, Jun.
• Sariev, Eduard & Germano, Guido, 2020, "Bayesian regularized artificial neural networks for the estimation of the probability of default," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101029, Feb.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019, "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118905, Mar.
• Reiner Franke, 2019, "On Harrodian instability: two stabilizing mechanisms may be jointly destabilizing," Review of Keynesian Economics, Edward Elgar Publishing, volume 7, issue 1, pages 43-56, January.
• Md. Nazmul Ahsan & Jean-Marie Dufour, 2019, "A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A008.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2019, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A011.
• Jiao Yan & Chunlai Chen & Biliang Hu, 2018, "Farm size and production efficiency in Chinese agriculture: output and profit," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 11, issue 1, pages 20-38, September, DOI: 10.1108/CAER-05-2018-0082.
• Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano, 2019, "Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 533-563, August, DOI: 10.1108/JES-04-2017-0089.
• Tsvetana Spasova, 2019, "Regional Income Distribution in the European Union: A Parametric Approach," Research on Economic Inequality, Emerald Group Publishing Limited, "What Drives Inequality?", DOI: 10.1108/S1049-258520190000027002.
• Allen, D.E. & McAleer, M.J., 2019, "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-20, Jan.
• Schnücker, A.M., 2019, "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-33, Nov.
• Bowei Guo & David Newbery & Giorgio Castagneto Gissey, 2019, "The Impact of a Carbon Tax on Cross-Border Electricity Trading (replaced with WP2005)," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1918, Jun.
• Iwona Bak & Grazyna Wolska & Maciej Oesterreich, 2019, "The Application of Correspondence Analysis in Studies of CSR Awareness at Economic Universities in Poland and Croatia," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 443-456.
• Martijn Brons & Fotios Kalantzis & Lucia Vergano, 2019, "Market Functioning & Market Integration in EU Network Industries – Telecommunications, Energy & Transport," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 111, Sep.
• Ibrahim D. Raheem & Sara le Roux & Simplice A. Asongu, 2019, "The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/047, Aug.
• Chi-Young Choi & Alexander Chudik, 2019, "Estimating Impulse Response Functions When the Shock Series Is Observed," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 353, Mar, DOI: 10.24149/gwp353.
• Valerie Grossman & Enrique Martínez García & Mark A. Wynne & Ren Zhang, 2019, "Ties That Bind: Estimating the Natural Rate of Interest for Small Open Economies," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 359, Mar, revised 05 Mar 2021, DOI: 10.24149/gwp359r1.
• Han Hong & Huiyu Li & Jessie Li, 2019, "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-24, Sep, DOI: 10.24148/wp2019-24.
• Todd Prono, 2019, "When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-030, May, DOI: 10.17016/FEDS.2019.030.
• David C. Wheelock & Paul W. Wilson, 2019, "New Estimates of the Lerner Index of Market Power for U.S. Banks," Working Papers, Federal Reserve Bank of St. Louis, number 2019-012, Apr, revised 19 Feb 2020, DOI: 10.20955/wp.2019.012.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2019, "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers, Federal Reserve Bank of Philadelphia, number 19-51, Dec, DOI: https://doi.org/10.21799/frbp.wp.20.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_07, Jan.
• Mike Tsionas & Marwan Izzeldin & Arne Henningsen & Evaggelos Paravalos, 2019, "Estimating Stochastic Ray Production Frontiers," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2019/06, Sep.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "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 1-29, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "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, 2019, "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 1-29, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "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 1-28, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "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, August.
• Turuntseva Marina & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "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 1-28, April.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "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 1-28, September.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "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, 2019, "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 1-29, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2019, "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 & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2019, "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 1-29, August.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "Estimation of large dimensional conditional factor models in finance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:125031.
• Christian Richter & Sara El Asy, 2019, "Is Public Debt Always Harmful to Economic Growth," Working Papers, The German University in Cairo, Faculty of Management Technology, number 52, Oct.
• Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019, "Fertility response to climate shocks," CERDI Working papers, HAL, number halshs-02053100, Mar.
• Fabienne Femenia, 2019, "A Meta-Analysis of the Price and Income Elasticities of Food Demand," Post-Print, HAL, number hal-02155778.
• Rachidi Kotchoni & Marine Carrasco, 2019, "The Continuum-GMM Estimation: Theory and Application," Post-Print, HAL, number hal-02435760.
• Rashid Javed & Mazhar Mughal, 2019, "Have a Son, Gain a Voice: Son Preference and Female Participation in Household Decision Making," Post-Print, HAL, number hal-02493917, Dec.
• Jean-Pierre Florens & Anna Simoni, 2019, "Gaussian Processes and Bayesian Moment Estimation," Post-Print, HAL, number hal-02903252, Oct, DOI: 10.1080/07350015.2019.1668799.
• Yuan Liao & Anna Simoni, 2019, "Bayesian inference for partially identified smooth convex models," Post-Print, HAL, number hal-03089881, Aug, DOI: 10.1016/j.jeconom.2019.03.001.
• Benoit Faye & Eric Le Fur, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Post-Print, HAL, number hal-03897365, Oct, DOI: 10.1017/jwe.2019.24.
• Clément Cerovecki & Christian Francq & Siegfried Hörmann & Jean-Michel Zakoïan, 2019, "Functional GARCH models: The quasi-likelihood approach and its applications," Post-Print, HAL, number hal-05417265, Apr, DOI: 10.1016/j.jeconom.2019.01.006.
• Giulio Bottazzi & Le Li & Angelo Secchi, 2019, "Aggregate fluctuations and the distribution of firm growth rates," Post-Print, HAL, number halshs-02301721, Jun, DOI: 10.1093/icc/dtz016.
• Sylvain Dessy & Francesca Marchetta, 2019, "Fertility after The Drought: Theory and Evidence from Madagascar," Post-Print, HAL, number halshs-02315657, Jun.
• Giulio Bottazzi & Le Li & Angelo Secchi, 2019, "Aggregate fluctuations and the distribution of firm growth rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02301721, Jun, DOI: 10.1093/icc/dtz016.
• Fabienne Femenia, 2019, "A meta-analysis of the price and income elasticities of food demand," Working Papers, HAL, number hal-02103880.
• Arthur Charpentier & Emmanuel Flachaire, 2019, "Pareto models for risk management," Working Papers, HAL, number hal-02423805, Dec.
• Mathias Lé & Sandrine Lecarpentier & Henri Fraisse & Michel Dietsch, 2019, "Lower bank capital requirements as a policy tool to support credit to SMEs: evidence from a policy experiment," Working Papers, HAL, number hal-04141885.
• Sylvain Dessy & Francesca Marchetta & Roland Pongou & Luca Tiberti, 2019, "Fertility response to climate shocks," Working Papers, HAL, number halshs-02053100, Mar.
• Ewen Gallic & Gauthier Vermandel, 2019, "Weather Shocks," Working Papers, HAL, number halshs-02127846, May.
• Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019, "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-660, Sep.
• Mazur, Stepan & Otryakhin, Dmitry, 2019, "Linear Fractional Stable Motion with the RLFSM R Package," Working Papers, Örebro University, School of Business, number 2019:9, Nov.
• Valeria V. Lakshina, 2019, "Do Portfolio Investors Need To Consider The Asymmetry Of Returns On The Russian Stock Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 75/FE/2019.
• Abe, Naohito & Rao, D.S.Prasada, 2019, "Multilateral Sato-Vartia Index for International Comparisons of Prices and Real Expenditures," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP19-1, Jun.
• Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019, "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers, Human Capital and Economic Opportunity Working Group, number 2019-024, Apr.
• Maya Asfarina & Ascarya & Irfan Syauqi Beik, 2019, "Classical And Contemporary Fiqh Approaches To Re-Estimating The Zakat Potential In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 2, pages 387-418, July, DOI: https://doi.org/10.21098/jimf.v5i2..
• Nora Amelda Rizal & Mirta Kartika Damayanti, 2019, "Herding Behavior In The Indonesian Islamic Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 3, pages 673-690, November, DOI: https://doi.org/10.21098/jimf.v5i3..
• Nicky L. Grant & Richard J. Smith, 2019, "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/19, Jan.
• Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019, "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/19, Feb.
• Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2019, "Best linear approximations to set identified functions: with an application to the gender wage gap," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/19, Feb.
• Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019, "Nonlinear factor models for network and panel data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/19, Apr.
• Bryan S. Graham & Fengshi Niu & James L. Powell, 2019, "Kernel density estimation for undirected dyadic data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/19, Aug.
• Arthur Lewbel & Lars Nesheim, 2019, "Sparse demand systems: corners and complements," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP45/19, Sep.
• Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2019, "Inference after estimation of breaks," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP51/19, Oct.
• Victor Chernozhukov & Jerry Hausman & Whitney K. Newey, 2019, "Demand analysis with many prices," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/19, Oct.
• Rolando Einar Paz Rodriguez, 2019, "La función de emparejamiento agregada del mercado laboral chileno," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 34, issue 1, pages 85-110, April.
• Andreea-Ionela PUIU, 2019, "The Econometric Analysis between Divorce Phenomenon and Economic-Social Variables in Romania," Romanian Journal of Economics, Institute of National Economy, volume 48, issue 1(57), pages 104-119, June.
• Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019, "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers, IZA Network @ LISER, number 12205, Mar.
• Stanley, T. D. & Doucouliagos, Chris, 2019, "Practical Significance, Meta-Analysis and the Credibility of Economics," IZA Discussion Papers, IZA Network @ LISER, number 12458, Jul.
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• Colella, Fabrizio & Lalive, Rafael & Sakalli, Seyhun Orcan & Thoenig, Mathias, 2019, "Inference with Arbitrary Clustering," IZA Discussion Papers, IZA Network @ LISER, number 12584, Aug.
• Brodeur, Abel & Yousaf, Hasin, 2019, "The Economics of Mass Shootings," IZA Discussion Papers, IZA Network @ LISER, number 12728, Oct.
• Ija Trapeznikova, 2019, "Measuring income inequality," World of Labour, LISER, pages 462-462, July.
• Cristina Blanco-Perez & Abel Brodeur, 2019, "Transparency in empirical economic research," World of Labour, LISER, pages 467-467, November.
• Massomeh Hajilee & Chien-Ping Chen, 2019, "The Relationship Between Exchange Rate Volatility And Banking Sector Development: Time-Series Evidence From Emerging Economies," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 179-191, April-Jun.
• Abdur Rouf, 2019, "Comprehensive Evaluation of Flood Defense Projects and Productivity Potential Issues," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 4, pages 57-70, Fall.
• Lumengo Bonga-Bonga & Ntsakeseni Letitia Lebese, 2019, "Rethinking The Current Inflation Target Range In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 13-27, April-Jun.
• Zeqin Liu & Zongwu Cai & Ying Fang & Ming Lin, 2019, "Statistical Analysis and Evaluation of Macroeconomic Policies: A Selective Review," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201904, Mar, revised Mar 2019.
• Kedar nath Mukherjee, 2019, "Demystifying Yield Spread on Corporate Bonds Trades in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 2, pages 253-284, June, DOI: 10.1007/s10690-018-09266-w.
• Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019, "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 343-366, January, DOI: 10.1007/s10614-017-9743-z.