Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General
2023
- Ying Zhou & Hsein Kew & Jiti Gao, 2023, "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A012.
- Namhyun Kim & Patrick Wongsa-art & Ian J. Bateman, 2023, "A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B013.
- Cheng Hsiao & Qiankun Zhou, 2023, "Maximum Likelihood Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-Differencing Over Time or Across Individuals?," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B015.
- Marko Kureljusic & Jonas Metz, 2023, "The applicability of machine learning algorithms in accounts receivables management," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 24, issue 4, pages 769-786, February, DOI: 10.1108/JAAR-05-2022-0116.
- Cyrus A. Ramezani & James J. Ahern, 2023, "Business cycles, stock market wealth, and gambling at the racetracks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 455-470, July, DOI: 10.1108/JES-03-2023-0120.
- Dimitrios Panagiotou & Konstantinos Karamanis, 2023, "Testing for monotonicity, linearity and symmetry between trading volume and price returns in the futures markets of agricultural commodities: a discussion on the financial implications," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 996-1020, October, DOI: 10.1108/SEF-03-2023-0138.
- Pietro Alessandrini & Òscar Jordà & Fabrizio Venditti, 2023, "Decomposing the Monetary Policy Multiplier," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-14, May, DOI: 10.24148/wp2023-14.
- Hitesh Doshi & Hyung Joo Kim & Sang Byung Seo, 2023, "Options on Interbank Rates and Implied Disaster Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-054r1, Aug, revised 14 Aug 2025, DOI: 10.17016/FEDS.2023.054r1.
- Richard K. Crump & Nikolay Gospodinov & Hunter Wieman, 2023, "Sparse Trend Estimation," Staff Reports, Federal Reserve Bank of New York, number 1049, Feb.
- Artur R. Sharafutdinov, 2023, "Estimation of Uncertainty: Revisions of Russian GDP on History
[Оценивание Неопределенности: Пересмотры Ввп России На Истории]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 28-38, January. - Yuliya L. Maslennikova & Alla E. Brom, 2023, "Assessing the Efficiency of Pilot Production in Industry
[К Вопросу Об Оценке Эффективности Опытного Производства В Промышленности]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 14-20, March. - Artur R. Sharafutdinov, 2023, "Output Gap in Russian Economy: Estimate Based on the IMF’s Multivariate Filter
[Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 15-23, April. - Artur R. Sharafutdinov, 2023, "Оценивание Неопределенности: Пересмотры Ввп России На Истории," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 28-38, January.
- Yuliya L. Maslennikova & Alla E. Brom, 2023, "К Вопросу Об Оценке Эффективности Опытного Производства В Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 14-20, March.
- Artur R. Sharafutdinov, 2023, "Разрыв Выпуска В Российской Экономике: Оценка На Основе Многомерного Фильтра Мвф," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 15-23, April.
- F. Blasques & Christian Francq & Sébastien Laurent, 2023, "Quasi score-driven models," Post-Print, HAL, number hal-04069143, May, DOI: 10.1016/j.jeconom.2021.12.005.
- Antoine Bertille & Pascal Lavergne, 2023, "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print, HAL, number hal-04141433, Jul, DOI: 10.1016/j.jeconom.2022.01.011.
- Laifa Assala & Hadouga Hassiba, 2023, "Using Microsoft Power BI for sales forecasting as a data mining technique," Post-Print, HAL, number hal-04183450, Jun.
- Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print, HAL, number hal-04325655, Dec, DOI: 10.1016/j.jeconom.2022.12.004.
- Thibault Laurent & Paula Margaretic & Christine Thomas-Agnan, 2023, "Generalizing Impact Computations for the Autoregressive Spatial Interaction Model," Post-Print, HAL, number hal-04355089, Oct, DOI: 10.1111/gean.12358.
- F. Blasques & Christian Francq & Sébastien Laurent, 2023, "Quasi score-driven models," Post-Print, HAL, number hal-05417225, May, DOI: 10.1016/j.jeconom.2021.12.005.
- Abdelhakim Aknouche & Christian Francq, 2023, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Post-Print, HAL, number hal-05417229, Dec, DOI: 10.1016/j.jeconom.2021.09.002.
- Michel Lubrano & Abdoul Aziz Junior Ndoye, 2023, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the US 1992-2009," Working Papers, HAL, number hal-01463115, Sep, DOI: 10.1111/sjpe.12038.
- Mazhar Mughal & Rashid Javed & Thierry Lorey, 2023, "Female Early Marriage and Son Preference in Pakistan," Working Papers, HAL, number hal-04097640, May.
- Fanny Landaud & Eric Maurin, 2023, "Tracking When Ranking Matters," Working Papers, HAL, number hal-04322956, Dec, DOI: 10.2139/ssrn.4653190.
- Sommervoll, Dag Einar & Holden, Stein T. & Tilahun, Mesfin, 2023, "Intertemporal Choice Lists and Maximal Likelihood Estimation of Discount Rates," CLTS Working Papers, Norwegian University of Life Sciences, Centre for Land Tenure Studies, number 9/23, Dec.
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023, "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2023-04, Nov.
- Wagner, Martin, 2023, "Fully Modified Least Squares Estimation and Inference for Systems of Cointegrating Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 44, Jan.
- Karina Valencia Serpel & Fernando Cruz Aranda & Francisco Ortiz Arango, 2023, "Precios de transferencia de fondos en bancos de México entre febrero de 2012 y mayo de 2021," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 2, pages 1-20, Abril - J.
- Yoosoon Chang & Ana Maria Herrera & Elena Pesavento, 2023, "Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-002 Classification-C, Feb.
- Yoosoon Chang & Steven Durlauf & Seunghee Lee & Joon Park, 2023, "A Trajectories-Based Approach to Measuring Intergenerational Mobility," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-004 Classification-C, Mar.
- Hilde C. Bjornland & Yoosoon Chang & Jamie L. Cross, 2024, "Oil and the Stock Market Revisited: A Mixed Functional VAR Approach," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-005 Classification-1, Jul.
- Manuela Alcañiz & Marc Estévez & Miguel Santolino, 2023, ""Unveiling the underlying severity of multiple pandemic indicators"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202312, Oct, revised Oct 2023.
- Manuela Alcañiz & Marc Estévez & Miguel Santolino, 2023, ""Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: a time-series analsys to unveil short- and long-run dynamics"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202313, Oct, revised Oct 2023.
- Utku Altunoz, 2023, "Analyzing the Volatility Dynamics of Crypto Currency and the Occurrence of Speculative Bubbles: The Examples of Bitcoin, Ethereum, and Ripple," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-1, pages 615-643, June, DOI: 10.26650/ISTJECON2023-1021393.
- Burak Darici & Ahmet Aydin & Fatih Ayhan & Merve Altaylar, 2023, "Macroeconomic Determinants of Tourism Demand Toward Emerging Markets," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-2, pages 837-864, December, DOI: 10.26650/ISTJECON2023-1296548.
- Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023, "Synthetic Difference-in-Differences Estimation," IZA Discussion Papers, IZA Network @ LISER, number 15907, Jan.
- Brodeur, Abel & Carrell, Scott E. & Figlio, David N. & Lusher, Lester, 2023, "Unpacking P-Hacking and Publication Bias," IZA Discussion Papers, IZA Network @ LISER, number 16369, Aug.
- Dong, Hao & Millimet, Daniel L., 2023, "Embrace the Noise: It Is OK to Ignore Measurement Error in a Covariate, Sometimes," IZA Discussion Papers, IZA Network @ LISER, number 16508, Oct.
- Kachour Maher & Bakouch Hassan S. & Mohammadi Zohreh, 2023, "A New INAR(1) Model for ℤ-Valued Time Series Using the Relative Binomial Thinning Operator," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 2, pages 125-152, April, DOI: 10.1515/jbnst-2022-0059.
- Shahnaz Parsaeian, 2023, "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202308, Aug.
- Yuying Sun & Shaoxin Hong & Zongwu Cai, 2023, "Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202309, Sep, revised Sep 2023.
- Muneer Shaik & Mohd Ziaur Rehman, 2023, "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 231-246, March, DOI: 10.1007/s10690-022-09393-5.
- Gert Bijnens & Shyngys Karimov & Jozef Konings, 2023, "Does Automatic Wage Indexation Destroy Jobs? A Machine Learning Approach," De Economist, Springer, volume 171, issue 1, pages 85-117, March, DOI: 10.1007/s10645-023-09418-y.
- Yuki Takara & Shingo Takagi, 2023, "An empirical approach to measure unobserved cultural relations using music trade data," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 47, issue 2, pages 205-245, June, DOI: 10.1007/s10824-022-09455-6.
- Wentao Yang & Min Deng & Jianbo Tang & Liang Luo, 2023, "Geographically weighted regression with the integration of machine learning for spatial prediction," Journal of Geographical Systems, Springer, volume 25, issue 2, pages 213-236, April, DOI: 10.1007/s10109-022-00387-5.
- Hideyuki Mizobuchi & Valentin Zelenyuk, 2023, "A generalized flexible functional form for α-returns to scale," Journal of Productivity Analysis, Springer, volume 59, issue 3, pages 217-224, June, DOI: 10.1007/s11123-023-00658-3.
- Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi-Maria Zekente, 2023, "Sentimental Shocks and House Prices," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 4, pages 627-655, November, DOI: 10.1007/s11146-021-09871-z.
- Vitor Melo & Elijah Neilson, 2023, "Introducing an index of rent seeking: a synthetic matching approach," Public Choice, Springer, volume 197, issue 3, pages 471-487, December, DOI: 10.1007/s11127-023-01083-8.
- Adam N. Smith & Jim E. Griffin, 2023, "Shrinkage priors for high-dimensional demand estimation," Quantitative Marketing and Economics (QME), Springer, volume 21, issue 1, pages 95-146, March, DOI: 10.1007/s11129-022-09260-7.
- Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023, "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 323-356, July, DOI: 10.1007/s11156-023-01147-2.
- Sungjun Cho & Liu Liu, 2023, "Correcting estimation bias in regime switching dynamic term structure models," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 1093-1127, October, DOI: 10.1007/s11156-023-01182-z.
- Milda Norkute & Joakim Westerlund, 2023, "A factor-augmented new Keynesian Phillips curve for the European Union countries," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 111, Jan.
- Panky Tri Febiyansah, 2023, "Exchange Rate Responses and Volatility Spillover Effects during the COVID-19 Pandemic in Indonesia," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 69, pages 87-97, December.
- Kazumitsu Nawata & Masako Ii & Ryuki Kassai, 2023, "Over- and Under-Provision of Diabetes Screening: Making More Efficient Use of Healthcare Resources," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 19, issue 1, pages 1-36, March.
- Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023, "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/23.
- Anna Matuszyk, 2023, "Comparison of different approaches using Random Forest for imbalanced credit data," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 4, pages 419-436.
- Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2023".
- Yoosoon Chang & Steven N. Durlauf & Seunghee Lee & Joon Y. Park, 2023, "A Trajectories-Based Approach to Measuring Intergenerational Mobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 31020, Mar.
- Martin Karlsson & Yulong Wang & Nicolas R. Ziebarth, 2023, "Getting the Right Tail Right: Modeling Tails of Health Expenditure Distributions," NBER Working Papers, National Bureau of Economic Research, Inc, number 31444, Jul.
- Yael Hochberg & Ali Kakhbod & Peiyao Li & Kunal Sachdeva, 2023, "Inventor Gender and Patent Undercitation: Evidence from Causal Text Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 31592, Aug.
- Christopher Conlon & Jeff Gortmaker, 2023, "Incorporating Micro Data into Differentiated Products Demand Estimation with PyBLP," NBER Working Papers, National Bureau of Economic Research, Inc, number 31605, Aug.
- Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
- Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
- Luis Alberiko Gil-Alana, 2023, "Trends in Temperatures in Sub-Saharan Africa. Is There Climate Warming?," NCID Working Papers, Navarra Center for International Development, University of Navarra, number 03/2022, Nov.
- Nguyen Viet Cuong, 2023, "Spatial Patterns of Piped Water and Sanitation in Rural Vietnam: An Application of Small Area Estimation," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 776-810, December.
- Zhao Zhao & Olivier Ledoit & Hui Jiang, 2023, "Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 73-105.
- H Malloch & R Philip & S Satchell, 2023, "Estimation with Errors in Variables via the Characteristic Function," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 616-650.
- Francesca Lilla, 2023, "Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 678-713.
- Stan Hurn & Kenneth Lindsay & Lina Xu, 2023, "A Comparative Study of Likelihood Approximations for Univariate Diffusions," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 852-879.
- Anne Lundgaard, 2023, "A Joint Model for the Term Structure of Interest Rates and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1196-1227.
- Philip Nadler & Alessio Sancetta, 2023, "Empirical Asset Pricing with Functional Factors," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1258-1281.
- Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig, 2023, "Maximum-Likelihood Estimation Using the Zig-Zag Algorithm," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1346-1375.
- Meng Tian & Liuren Wu & Zhiguo He, 2023, "Limits of Arbitrage and Primary Risk-Taking in Derivative Securities," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 3, pages 405-439.
- Peter Carr & Liuren Wu, 2023, "Decomposing Long Bond Returns: A Decentralized Theory," Review of Finance, European Finance Association, volume 27, issue 3, pages 997-1026.
- Kazi Arif Uz Zaman, 2023, "Financing the SDGs: How Bangladesh May Reshape Its Strategies in the Post-COVID Era?," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 35, issue 1, pages 51-84, February, DOI: 10.1057/s41287-022-00556-8.
- Augusto Delgado, 2023, "Altitude and Distance Relationships with the Multidimensional Poverty Index: The case of Peru," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 46, issue 91, pages 1-21.
- Xu Cheng & Frank Schorfheide & Peng Shao, 2023, "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 23-016, Sep.
- Syeda Um Ul Baneen, 2023, "Federal Tax Revenue Forecasting of Pakistan: Alternative Approaches," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2023:12.
- Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023, "Stock market correlation and geographical distance: does the degree of economic integration matter?," MPRA Paper, University Library of Munich, Germany, number 116476.
- Sproule, Robert & Gosselin, Gabriel, 2023, "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper, University Library of Munich, Germany, number 117001, Apr.
- Arnold, Rob, 2023, "Uniform Confidence/Certainty Estimation," MPRA Paper, University Library of Munich, Germany, number 118234, Aug.
- Slichter, David & Tran, Nhan, 2023, "Do better journals publish better estimates?," MPRA Paper, University Library of Munich, Germany, number 118433, May.
- COULIBALY, Niénéyéri Mamadou, 2023, "Trade Between WAEMU And EU Countries Ante-Brexit : Lessons From A Gravity Model," MPRA Paper, University Library of Munich, Germany, number 119277, Sep.
- Ben Yedder, Nadia & El Weriemmi, Malek & Bakari, Sayef, 2023, "Boosting Economic Growth in Angola: Unveiling the Dynamics of Domestic Investments and Exports," MPRA Paper, University Library of Munich, Germany, number 119480.
- Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023, "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper, University Library of Munich, Germany, number 119518, Dec, revised 18 Dec 2023.
- Razzak, Weshah, 2023, "Measuring the Deviations from Perfect Competition: International Evidence," MPRA Paper, University Library of Munich, Germany, number 119605, Dec.
- Diakité, Zakary, 2023, "Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada," MPRA Paper, University Library of Munich, Germany, number 120115, Nov.
2022
- Sekine, Toshitaka, 2022, "Looking from Gross Domestic Income: Alternative view of Japan’s economy," Japan and the World Economy, Elsevier, volume 64, issue C, DOI: 10.1016/j.japwor.2022.101159.
- Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut, 2022, "How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106337.
- Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi, 2022, "Weighted Least Squares Realized Covariation Estimation," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106420.
- De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022, "Large dynamic covariance matrices: Enhancements based on intraday data," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106426.
- Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022, "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106544.
- Bérgolo, Marcelo & Burdin, Gabriel & Burone, Santiago & De Rosa, Mauricio & Giaccobasso, Matias & Leites, Martin, 2022, "Dissecting inequality-averse preferences," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 782-802, DOI: 10.1016/j.jebo.2022.06.022.
- Baker, Andrew C. & Larcker, David F. & Wang, Charles C.Y., 2022, "How much should we trust staggered difference-in-differences estimates?," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 370-395, DOI: 10.1016/j.jfineco.2022.01.004.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022, "Financial transaction taxes and the informational efficiency of financial markets: A structural estimation," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1044-1072, DOI: 10.1016/j.jfineco.2022.04.007.
- Coussin, Maximilien, 2022, "Singular spectrum analysis for real-time financial cycles measurement," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102532.
- Kumar, Satish, 2022, "Speed of adjustment in energy and metal prices: Evidence from India," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102911.
- Zhang, Xiaoyu & Zhou, Jinlan & Du, Xiaodong, 2022, "Impact of oil price uncertainty shocks on China’s macro-economy," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103080.
- Guo, Ningning, 2022, "Hollowing out of opportunity: Automation technology and intergenerational mobility in the United States," Labour Economics, Elsevier, volume 75, issue C, DOI: 10.1016/j.labeco.2022.102136.
- Olagunju, Kehinde Oluseyi & Angioloni, Simone & Wu, Ziping, 2022, "How has the 2013 decoupled payment reform affected farmland rental values in Northern Ireland?," Land Use Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.landusepol.2021.105829.
- Gayle, George-Levi & Golan, Limor & Soytas, Mehmet A., 2022, "What is the source of the intergenerational correlation in earnings?," Journal of Monetary Economics, Elsevier, volume 129, issue C, pages 24-45, DOI: 10.1016/j.jmoneco.2022.04.007.
- Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad, 2022, "Economic policy uncertainty and institutional investment returns: The case of New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101797.
- Simkus, Matthew & Truong, Helen & Hoang, Khoa & Huang, Ronghong, 2022, "Economic uncertainty and cross section of stock returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101808.
- Eppelsheimer, Johann & Jahn, Elke J. & Rust, Christoph, 2022, "The spatial decay of human capital externalities - A functional regression approach with precise geo-referenced data," Regional Science and Urban Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.regsciurbeco.2022.103785.
- Kılıç Depren, Serpil & Kartal, Mustafa Tevfik & Ertuğrul, Hasan Murat & Depren, Özer, 2022, "The role of data frequency and method selection in electricity price estimation: Comparative evidence from Turkey in pre-pandemic and pandemic periods," Renewable Energy, Elsevier, volume 186, issue C, pages 217-225, DOI: 10.1016/j.renene.2021.12.136.
- De Nard, Gianluca & Zhao, Zhao, 2022, "A large-dimensional test for cross-sectional anomalies:Efficient sorting revisited," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 654-676, DOI: 10.1016/j.iref.2022.02.049.
- Corzo Santamaría, Teresa & Martin-Bujack, Karin & Portela, Jose & Sáenz-Diez, Rocio, 2022, "Early market efficiency testing among hydrogen players," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 723-742, DOI: 10.1016/j.iref.2022.08.011.
- Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022, "Semi-nonparametric risk assessment with cryptocurrencies," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101567.
- Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2022, "On the volatility of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101724.
- Echaust, Krzysztof & Just, Małgorzata, 2022, "Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101788.
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- Marina Turuntseva & Ekaterina Astafieva & Marina Bayeva & Alexandra Bozhechkova & A. Buzaev & Tatiana Kiblitskaya & Yuri Ponomarev & Anton Skrobotov, 2022, "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 1-29, June.
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