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

2022

• Montes-Rojas Gabriel, 2022, "Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 199-225, July, DOI: 10.1515/jtse-2021-0002.
• Yang Lixiong, 2022, "Time-varying threshold cointegration with an application to the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 257-274, April, DOI: 10.1515/snde-2018-0101.
• Denis VÎNTU, 2022, "Modeling The Dynamic Equilibrium Under The Policy Of Adjusting The Interest Rate And Taylor'S Rule Of National Bank Of Moldova (Nbm)," Management Strategies Journal, Constantin Brancoveanu University, volume 55, issue 1, pages 171-194.
• Lordan-Perret, Rebecca & Bärenbold, Rebekka & Weigt, Hannes & Rosner, Robert, 2022, "An Ex-Ante Method to Verify Commercial U.S. Nuclear Power Plant Decommissioning Cost Estimates," Working papers, Faculty of Business and Economics - University of Basel, number 2022/08.
• Roméo Tédongap & Jules Tinang, 2022, "Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns," Finance, Presses universitaires de Grenoble, volume 43, issue 1, pages 47-94.
• Gao, Z. & Pesaran, M. H., 2022, "Identification and Estimation of Categorical Random Coeficient Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2228, Apr.
• Vogt, M. & Walsh, C. & Linton, O., 2022, "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2242, Jun.
• Cheng, T. & Dong, C. & Gao, J. & Linton, O., 2022, "GMM Estimation for High-Dimensional Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2245, Jul.
• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022, "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2273, Dec.
• Yoici Arai & Taisuke Otsu & Mengshan Xu, 2022, "GLS under monotone heteroskedasticity," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 625, Oct.
• Yoici Arai & Taisuke Otsu & Myung Hwan Seo, 2022, "Regression discontinuity design with potentially many covariates," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 626, Oct.
• Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana, 2022, "Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19," CESifo Working Paper Series, CESifo, number 10006.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
• Anthonin Levelu & Alexander-Nikolai Sandkamp, 2022, "A Lockdown a Day Keeps the Doctor Away: The Global Effectiveness of Non-Pharmaceutical Interventions in Mitigating the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 10023.
• António Afonso & Gabriela Baquero Fraga, 2022, "Government Spending Efficiency in Latin America," CESifo Working Paper Series, CESifo, number 10096.
• Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022, "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series, CESifo, number 10145.
• Zhan Gao & M. Hashem Pesaran, 2022, "Identification and Estimation of Categorical Random Coefficient Models," CESifo Working Paper Series, CESifo, number 9714.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Copula-based estimation of health concentration curves with an application to COVID-19," CIRANO Working Papers, CIRANO, number 2022s-07, Apr.
• Siqi Wei, 2022, "Estimating Latent-Variable Panel Data Models Using Parameter-Expanded SEM Methods," Working Papers, CEMFI, number wp2022_2206, Jul.
• Ivan Lagrosa, 2022, "Income dynamics in dual labor markets," Working Papers, CEMFI, number wp2022_2209, Oct.
• Jorge Alberto Castro Puello & Jos� Guillermo Ariza Est�vez & Armando Ardila Delgado, 2022, "La población inactiva en Colombia y sus características regionales. Un análisis desde modelos de descomposición microfactual," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 31-70.
• Julián Camilo Galvis Niño & Juan Felipe Acevedo Estrella, 2022, "Determinantes de las brechas de género para Colombia 2016-2020," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022648, Sep.
• Galichon, Alfred & Salanié, Bernard, 2022, "Estimating Separable Matching Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 17155, Mar.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022, "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17238, Apr.
• Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022, "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers, Center for Research in Economics and Statistics, number 2022-09, Mar.
• Casini, Alessandro & Perron, Pierre, 2022, "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, volume 38, issue 1, pages 35-65, February.
• Jia Li & Peter C. B. Phillips & Shuping Shi & Jun Yu, 2022, "Weak Identification of Long Memory with Implications for Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2334, Jun.
• Stefan Mittnik & Willi Semmler, 2022, "Die Substitution fossiler Energieträger – die Analyse wirtschaftlicher Kurz- und Langfristwirkungen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 91, issue 3, pages 11-44, DOI: 10.3790/vjh.91.3.11.
• Abdoulaye Kané, 2022, "Measurement of total factor productivity: Evidence from French construction firms," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-9.
• Tanattrin Bunnag, 2022, "Causality Relationship between Electric Power Consumption and Economic Growth in Malaysia and Thailand: Autoregressive Distributed Lag Bound Testing Approach," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 17-22.
• Wali Aya Rumbia & Abd Azis Muthalib & Pasrun Adam & Asrul Jabani & Yuwanda Purnamasari Pasrun & Dzulfikri Azis Muthalib, 2022, "The Effect of Crude Oil Prices and Internet on Economic Growth in Timor Leste," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 275-280.
• Artur Bolganbayev & Baltaim Sabenova & Gulmira Mombekova & Gulnur Sultankhanova & Tazhibayeva Raikhan Musamatovna, 2022, "The Effect of Electricity Generation, Thermal Energy Production, Fixed Capital Investment, and Consumer Price Index on Economic Growth in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 67-72, November.
• Hailemariam, Abebe & Ivanovski, Kris & Dzhumashev, Ratbek, 2022, "Does R&D investment in renewable energy technologies reduce greenhouse gas emissions?," Applied Energy, Elsevier, volume 327, issue C, DOI: 10.1016/j.apenergy.2022.120056.
• Müller, Tobias & Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos, 2022, "Disciplining expectations and the forward guidance puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104336.
• Jongeneel, Roel & Gonzalez-Martinez, Ana Rosa, 2022, "The role of market drivers in explaining the EU milk supply after the milk quota abolition," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 194-209, DOI: 10.1016/j.eap.2021.11.020.
• Cervantes, Paula & Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2022, "The impact of COVID-19 induced panic on stock market returns: A two-year experience," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 1075-1097, DOI: 10.1016/j.eap.2022.10.012.
• Jeong, Minsoo, 2022, "Modelling persistent stationary processes in continuous time," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105776.
• Guo, Jing & Wang, Lei & Zhang, Zhengyu, 2022, "Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105799.
• Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022, "Real options with overextrapolation," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105915.
• Chang, Meng-Shiuh & Ju, Peijie & Liu, Yilei & Hsueh, Shao-Chieh, 2022, "Determining hedges and safe havens for stocks using interval analysis," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101671.
• Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio, 2022, "Searching for informed traders in stock markets: The case of Banco Popular," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101791.
• Li, Haiqi & Chen, Xingyi & Liang, Jufang, 2022, "Shrinkage estimation of panel data models with interactive effects," Economics Letters, Elsevier, volume 210, issue C, DOI: 10.1016/j.econlet.2021.110228.
• Li, Li & Tu, Yundong, 2022, "The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110306.
• Yang, Yimin, 2022, "A correlated random effects approach to the estimation of models with multiple fixed effects," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110408.
• Ergemen, Yunus Emre, 2022, "Forecasting inflation rates with multi-level international dependence," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110456.
• Tang, Shengfang & Huang, Zhilin, 2022, "Empirical likelihood confidence interval for difference-in-differences estimator with panel data," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110524.
• Lin, Lihua & Zhang, Zhengyu, 2022, "Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110604.
• Jiang, Qingshan & Xu, Li & Huang, Can, 2022, "Covariates distributions balancing for continuous treatment," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110644.
• Martins-Filho, Carlos & Xie, Sihong & Yao, Feng, 2022, "A new estimator of a jump discontinuity in regression," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110711.
• Zhang, Whitney, 2022, "Improving commuting zones using the Louvain community detection algorithm," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110827.
• Czarnowske, Daniel & Stammann, Amrei, 2022, "Latent unbalancedness in three-way gravity models," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110861.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022, "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 399-422, DOI: 10.1016/j.jeconom.2021.09.006.
• Cai, Zongwu & Fang, Ying & Xu, Qiuhua, 2022, "Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 114-133, DOI: 10.1016/j.jeconom.2020.07.018.
• Zhang, Xingfa & Zhang, Rongmao & Li, Yuan & Ling, Shiqing, 2022, "LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 228-240, DOI: 10.1016/j.jeconom.2020.06.011.
• Wan, Phyllis & Davis, Richard A., 2022, "Goodness-of-fit testing for time series models via distance covariance," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 4-24, DOI: 10.1016/j.jeconom.2020.05.008.
• Francq, Christian & Zakoïan, Jean-Michel, 2022, "Testing the existence of moments for GARCH processes," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 47-64, DOI: 10.1016/j.jeconom.2020.05.009.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022, "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 65-84, DOI: 10.1016/j.jeconom.2021.05.008.
• Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022, "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 325-346, DOI: 10.1016/j.jeconom.2021.06.003.
• Bognanni, Mark, 2022, "Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 498-505, DOI: 10.1016/j.jeconom.2021.10.008.
• Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022, "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 85-106, DOI: 10.1016/j.jeconom.2021.02.004.
• Byrne, David P. & Imai, Susumu & Jain, Neelam & Sarafidis, Vasilis, 2022, "Instrument-free identification and estimation of differentiated products models using cost data," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 278-301, DOI: 10.1016/j.jeconom.2021.12.006.
• Wang, Fa, 2022, "Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 180-200, DOI: 10.1016/j.jeconom.2020.11.002.
• Juodis, Artūras & Sarafidis, Vasilis, 2022, "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 19-54, DOI: 10.1016/j.jeconom.2021.03.011.
• Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022, "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 55-79, DOI: 10.1016/j.jeconom.2021.05.003.
• Hwang, Jungbin & Kang, Byunghoon & Lee, Seojeong, 2022, "A doubly corrected robust variance estimator for linear GMM," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 276-298, DOI: 10.1016/j.jeconom.2020.09.010.
• Dovonon, Prosper & Taamouti, Abderrahim & Williams, Julian, 2022, "Testing the eigenvalue structure of spot and integrated covariance," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 363-395, DOI: 10.1016/j.jeconom.2021.02.006.
• Fan, Jianqing & Jiang, Bai & Sun, Qiang, 2022, "Bayesian factor-adjusted sparse regression," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 3-19, DOI: 10.1016/j.jeconom.2020.06.012.
• Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022, "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 281-298, DOI: 10.1016/j.jeconom.2021.04.004.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2022, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 299-317, DOI: 10.1016/j.jeconom.2021.04.008.
• Zou, Tao & Lan, Wei & Li, Runze & Tsai, Chih-Ling, 2022, "Inference on covariance-mean regression," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 318-338, DOI: 10.1016/j.jeconom.2021.05.004.
• Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022, "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 535-558, DOI: 10.1016/j.jeconom.2020.12.014.
• Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
• Curato, Imma Valentina & Sanfelici, Simona, 2022, "Stochastic leverage effect in high-frequency data: a Fourier based analysis," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 53-82, DOI: 10.1016/j.ecosta.2021.03.001.
• Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022, "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 116-132, DOI: 10.1016/j.ecosta.2021.07.001.
• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 133-150, DOI: 10.1016/j.ecosta.2021.10.005.
• Tsionas, Mike G. & Izzeldin, Marwan & Trapani, Lorenzo, 2022, "Estimation of large dimensional time varying VARs using copulas," European Economic Review, Elsevier, volume 141, issue C, DOI: 10.1016/j.euroecorev.2021.103952.
• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.
• Caporin, Massimiliano & Costola, Michele, 2022, "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106088.
• Ahmed, Rizwan & Chaudhry, Sajid M. & Kumpamool, Chamaiporn & Benjasak, Chonlakan, 2022, "Tail risk, systemic risk and spillover risk of crude oil and precious metals," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106063.
• Będowska-Sójka, Barbara & Kliber, Agata, 2022, "Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106360.
• Zhao, Dongxu & Li, Kai, 2022, "Bounded rationality, adaptive behaviour, and asset prices," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102037.
• Khashanah, Khaldoun & Simaan, Majeed & Simaan, Yusif, 2022, "Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102068.
• Shi, Yukun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng, 2022, "Market co-movement between credit default swap curves and option volatility surfaces," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102192.
• Shi, Yunkun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng & Zhang, Xuan, 2022, "Stock price default boundary: A Black-Cox model approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102284.
• Shi, Yukun & Chen, Ding & Guo, Biao & Xu, Yaofei & Yan, Cheng, 2022, "The information content of CDS implied volatility and associated trading strategies," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102295.
• Li, Tao, 2022, "Analyst's stock views and revision actions," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102033.
• Refai, Hisham Al & Zeitun, Rami & Eissa, Mohamed Abdel-Aziz, 2022, "Impact of global health crisis and oil price shocks on stock markets in the GCC," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102130.
• Kurosaki, Tetsuo & Kim, Young Shin, 2022, "Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102143.
• Lee, Kiryoung & Joen, Yoontae & Kim, Minki, 2022, "Which uncertainty measures matter for the cross-section of stock returns?#," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102390.
• Zhang, Chuanhai & Chen, Haicui & Peng, Zhe, 2022, "Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102777.
• Lee, Kiryoung, 2022, "Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102913.
• Xu, Fang & Bouri, Elie & Cepni, Oguzhan, 2022, "Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103201.
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2022, "Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100614.
• Doi, Naoshi, 2022, "A simple method to estimate discrete-type random coefficients logit models," International Journal of Industrial Organization, Elsevier, volume 81, issue C, DOI: 10.1016/j.ijindorg.2022.102825.
• Aigner, Maximilian & Chavez-Demoulin, Valérie & Guillou, Armelle, 2022, "Measuring and comparing risks of different types," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 1-21, DOI: 10.1016/j.insmatheco.2021.11.001.
• Sun, Hongfang & Chen, Yu & Hu, Taizhong, 2022, "Statistical inference for tail-based cumulative residual entropy," Insurance: Mathematics and Economics, Elsevier, volume 103, issue C, pages 66-95, DOI: 10.1016/j.insmatheco.2022.01.002.
• Pitera, Marcin & Schmidt, Thorsten, 2022, "Estimating and backtesting risk under heavy tails," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2022.01.006.
• Yan, Yujie & Song, Kai-Sheng, 2022, "A general optimal approach to Bühlmann credibility theory," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 262-282, DOI: 10.1016/j.insmatheco.2022.02.003.
• Boratyńska, Agata & Zielińska-Kolasińska, Zofia, 2022, "Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 194-202, DOI: 10.1016/j.insmatheco.2022.04.001.
• Zhou, Hongjuan & Zhou, Kenneth Q. & Li, Xianping, 2022, "Stochastic mortality dynamics driven by mixed fractional Brownian motion," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 218-238, DOI: 10.1016/j.insmatheco.2022.07.006.
• Tsai, Cary Chi-Liang & Kim, Seyeon, 2022, "Model mortality rates using property and casualty insurance reserving methods," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 326-340, DOI: 10.1016/j.insmatheco.2022.07.007.
• Fung, Tsz Chai, 2022, "Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 180-198, DOI: 10.1016/j.insmatheco.2022.08.008.
• Steinmetz, Julia & Jentsch, Carsten, 2022, "Asymptotic theory for Mack's model," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 223-268, DOI: 10.1016/j.insmatheco.2022.08.007.
• Albrecher, Hansjörg & Bladt, Martin & Bladt, Mogens & Yslas, Jorge, 2022, "Mortality modeling and regression with matrix distributions," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 68-87, DOI: 10.1016/j.insmatheco.2022.08.001.

2021

• Talknice Saungweme & Nicholas M. Odhiambo, 2021, "Inflation and Economic Growth in Kenya: An Empirical Examination," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 3, pages 1-25, September.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Jul.
• Kfir Eliaz & Ran Spiegler & Yair Weiss, 2021, "Cheating with Models," American Economic Review: Insights, American Economic Association, volume 3, issue 4, pages 417-434, December, DOI: 10.1257/aeri.20200635.
• Guido W. Imbens, 2021, "Statistical Significance, p-Values, and the Reporting of Uncertainty," Journal of Economic Perspectives, American Economic Association, volume 35, issue 3, pages 157-174, Summer, DOI: 10.1257/jep.35.3.157.
• Jorge Eduardo Camusso & Ana Inés Navarro, 2021, "Asymmetries in aggregate income risk over the business cycle: evidence from administrative data of Argentina," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4447, Nov.
• Romualdas Ginevicius & Martin Schieg & Magdalena Kot-Radojewska & Marta Jarocka, 2021, "Quantitative Assessment of the Dynamics of Socioeconomic Processes," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 57, pages 504-504.
• Sergo Gadelia & Tamar Mdivnishvili & Shalva Mkhatrishvili, 2021, "Monetary policy transmission in Georgia: empirical evidence," NBG Working Papers, National Bank of Georgia, number 02/2021, Nov.
• Talknice Saungweme & Nicholas M. Odhiambo, 2021, "Inflation and Economic Growth in Kenya: An Empirical Examination," Working Papers, African Economic and Social Research Institute (AESRI), number 2113, Oct.
• Centorrino, Samuele & Perez Urdiales, Maria, 2021, "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid), Agricultural Economics Society - AES, number 312072, Mar, DOI: 10.22004/ag.econ.312072.
• Badunenko, Oleg & Galeotti, Marzio & Hunt, Lester C., , "Better to grow or better to improve? Measuring environmental efficiency in OECD countries with a Stochastic Environmental Kuznets Frontier," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 316226, DOI: 10.22004/ag.econ.316226.
• Dessy, Sylvain & Gninafon, Horace & Tiberti, Luca & Tiberti, Marco, 2021, "COVID-19 and Children’s School Resilience: Evidence from Nigeria," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315263, Aug, DOI: 10.22004/ag.econ.315263.
• Raouf Boucekkine & Mohammed Laksaci & Mohamed Touati-Tliba, 2021, "Long-run stability of money demand and monetary policy: the case of Algeria," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2104, Jan.
• V.V. Krivorotov & A.V. Kalina & S.E. Erypalov & P.A. Koryakina, 2021, "Energy Efficiency of Russian Copper Companies as a Basis for Ensuring Their Global Competitiveness," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 20, issue 3, pages 428-460, DOI: http://dx.doi.org/10.15826/vestnik..
• Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin, 2021, "Inference in the Nonparametric Stochastic Frontier Model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021029, Sep.
• Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021010, Jan, DOI: https://doi.org/10.1007/s00181-021-.
• Daraio, Cinzia & Simar, Léopold & Wilson, Paul W., 2021, "Quality as a Latent Heterogeneity Factor in the Efficiency of Universities," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021011, Jan, DOI: https://doi.org/10.1016/j.econmod.2.
• Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021021, Jan, DOI: https://doi.org/10.1007/978-3-030-5.
• Zoltán Pollák & Dávid Popper, 2021, "Stress tests in Hungarian banking after 2008," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 3, pages 451-463, September, DOI: 10.1556/032.2021.00022.
• Syed Imran Rais & Abdul Mansoor & Noman Ahmed & Syed Tahir Hussain Shah & Baserat Sultana, 2021, "Relationship between Emissions of Carbon Dioxide from the Cement Industry, Health Expenditures and Economic Growth in Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), volume 3, issue 2, pages 133-142, Septermbe, DOI: https://doi.org/10.52131/joe.2021.0.
• Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana, 2021, "Estimating DSGE Models: Recent Advances and Future Challenges," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 229-252, August, DOI: 10.1146/annurev-economics-081020-04.
• Mario Fortin & Marcelin Joanis & Philippe Kabore & Luc Savard, 2021, "Determination of Quebec's quarterly real GDP and analysis of the business cycle, 1948-1980," Working Papers, Africa Institute for Research in Economics and Social Sciences, number 8, Jun.
• Javier Alejo & Antonio Galvao & Gabriel Montes-Rojas, 2021, "A first-stage representation for instrumental variables quantile," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 46, Mar.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Optimal transportation and the falsifiability of incompletely specified economic models," Papers, arXiv.org, number 2102.04162, Feb, revised Feb 2021.
• Arnaud Dupuy & Alfred Galichon, 2021, "Canonical Correlation and Assortative Matching: A Remark," Papers, arXiv.org, number 2102.07489, Feb.
• Jiangtao Duan & Jushan Bai & Xu Han, 2021, "Quasi-maximum likelihood estimation of break point in high-dimensional factor models," Papers, arXiv.org, number 2102.12666, Feb, revised Mar 2021.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Guido M. Kuersteiner & Ingmar R. Prucha & Ying Zeng, 2021, "Efficient Peer Effects Estimators with Group Effects," Papers, arXiv.org, number 2105.04330, May, revised Apr 2022.
• Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021, "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers, arXiv.org, number 2105.12891, May, revised Jul 2024.
• Alessandro Casini & Pierre Perron, 2021, "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers, arXiv.org, number 2106.02031, Jun, revised Aug 2024.
• Alexander Mayer & Dominik Wied, 2021, "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers, arXiv.org, number 2107.03366, Jul, revised Dec 2022.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes," Papers, arXiv.org, number 2107.03674, Jul, revised Feb 2023.
• Jason R. Blevins & Minhae Kim, 2021, "Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games," Papers, arXiv.org, number 2108.02182, Aug, revised Jan 2023.
• Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
• M. Hashem Pesaran & Cynthia Fan Yang, 2021, "Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model," Papers, arXiv.org, number 2109.00321, Sep, revised Jan 2022.
• Yoichi Arai & Taisuke Otsu & Myung Hwan Seo, 2021, "Regression Discontinuity Design with Potentially Many Covariates," Papers, arXiv.org, number 2109.08351, Sep, revised Feb 2024.
• Antoine Djogbenou & Christian Gouri'eroux & Joann Jasiak & Maygol Bandehali, 2021, "Composite Likelihood for Stochastic Migration Model with Unobserved Factor," Papers, arXiv.org, number 2109.09043, Sep, revised Nov 2023.
• Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles, 2021, "A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters," Papers, arXiv.org, number 2109.10950, Sep.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2021, "Bayesian Estimation and Comparison of Conditional Moment Models," Papers, arXiv.org, number 2110.13531, Oct.
• Minseog Oh & Donggyu Kim, 2021, "Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective," Papers, arXiv.org, number 2111.09655, Nov.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Iryna Honcharenko & Olha Honcharenko, 2021, "Evaluation Of The Regional Public Authorities’ Activities: Key Theoretical And Practical Aspects," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 7, issue 2, DOI: 10.30525/2256-0742/2021-7-2-50-56.
• Tania Karamisheva, 2021, "Measuring the Business Cycle in Bulgaria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 17-38.
• Imad Kareem Alaamshani & Hanny Zurina Hamzah & Shivee Ranjanee Kaliappan & Normaz Wana Ismail, 2021, "Impact of Trade Facilitation on Extensive Margin," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 131-147.
• Francesca Lilla, 2021, "Volatility Bursts: A discrete-time option model with multiple volatility components," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1336, Jun.
• Agnes Kovacs & Concetta Rondinelli & Serena Trucchi, 2021, "Permanent versus transitory income shocks over the business cycle," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1354, Nov.
• Santiago Gamba-Santamaria & Luis Fernando Melo-Velandia & Camilo Orozco-Vanegas, 2021, "What can credit vintages tell us about non-performing loans?," Borradores de Economia, Banco de la Republica de Colombia, number 1154, Feb, DOI: https://doi.org/10.32468/be.1154.
• Stéphane Bonhomme, 2021, "Selection on Welfare Gains: Experimental Evidence from Electricity Plan Choice," Working Papers, Becker Friedman Institute for Research In Economics, number 2021-15.
• Oleg Kryzhanovsky & Alexander Zykov, 2021, "DEMUR, a regional semi-structural model of the Ural Macroregion," Bank of Russia Working Paper Series, Bank of Russia, number wps83, Nov.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
• Komla M. Agudze & Monica Billio & Roberto Casarin & Francesco Ravazzolo, 2021, "Markov Switching Panel with Endogenous Synchronization Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS82, Mar.
• Cristian Roner & Claudia Di Caterina & Davide Ferrari, 2021, "Exponential Tilting for Zero-inflated Interval Regression with Applications to Cyber Security Survey Data," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS85, Jun.
• Li, M. Z. & Linton, O., 2021, "Robust Estimation of Integrated and Spot Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2115, Feb.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Modeling and predicting agricultural land use in England based on spatially high-resolution data," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/7, May.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/8, May.
• John M. Abowd & Joelle Abramowitz & Margaret C. Levenstein & Kristin McCue & Dhiren Patki & Trivellore Raghunathan & Ann M. Rodgers & Matthew D. Shapiro & Nada Wasi & Dawn Zinsser, 2021, "Finding Needles in Haystacks: Multiple-Imputation Record Linkage Using Machine Learning," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 21-35, Nov.
• Kilian Huber, 2021, "Estimating General Equilibrium Spillovers of Large-Scale Shocks," CESifo Working Paper Series, CESifo, number 8955.
• Balazs Egert, 2021, "Investment in OECD Countries: A Primer," CESifo Working Paper Series, CESifo, number 9136.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
• Caio Almeida & Paul Schneider, 2021, "Constrained Polynomial Likelihood," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-45, May.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021, "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-83, Sep.
• Mario Fortin & Marcelin Joanis & Philippe Kabore & Luc Savard, 2021, "Détermination du PIB réel trimestriel du Québec et analyse du cycle économique, 1948-1980," CIRANO Working Papers, CIRANO, number 2021s-21, Jun.
• José Gabriel Castillo & Donald Zhangallimbay, 2021, "Las preferencias individuales y sus determinantes. Un análisis de las preferencias sobre el riesgo y el tiempo," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 83, pages 515-556.
• Josefa Ramoni-Perazzi & Giampaolo Orlandoni-Merli & Laura Castillo-Paredes & Jes�s Pe�a Guill�n, 2021, "Child Labor in Colombia: Factors Affecting the Selection of Economic Activity," Revista de Economía del Rosario, Universidad del Rosario, volume 24, issue 2.
• Alexander Carvajal & Oscar David Andr�s Juli�n L�pez Camargo, 2021, "An Empirical Test of the Export-Led Model in the Member Countries of the Andean Community (Comunidad Andina de Naciones-CAN)," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 94, pages 267-282.
• Viviana Leonardi & Silvina El�as & Marina Tortul, 2021, "Sitios de patrimonio mundial como determinantes de la demanda de turismo internacional en Latinoamérica y Caribe," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 171-200.
• Huber, Kilian, 2021, "Estimating General Equilibrium Spillovers of Large-Scale Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 15943, Mar.
• Salanié, Bernard & Galichon, Alfred, 2021, "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 16228, Jun.
• Iftikhar, Zainab, 2021, "How Much Do Norms Matter for Quantity and Quality of Children?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16445, Aug.
• Zea Bermúdez, Patricia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Veiga, Helena, 2021, "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31804, Jan.
• Raouf Boucekkine & M. Laksaci & M. Touati-Tliba, 2021, "Long-run stability of money demand and monetary policy: the case of Algeria," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021001, Jan.
• Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021, "Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments," Econometric Theory, Cambridge University Press, volume 37, issue 2, pages 281-310, April.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021, "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 794-816, August.
• Dendramis, Yiannis & Giraitis, Liudas & Kapetanios, George, 2021, "Estimation Of Time-Varying Covariance Matrices For Large Datasets," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1100-1134, December.
• Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021, "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1173-1213, December.
• Xiaohong Chen & Timothy M. Christensen & Sid Kankanala, 2021, "Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2292, Jul.
• Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Incorporating Search and Sales Information in Demand Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313, Nov.
• Ali Hortacsu & Olivia R. Natan & Hayden Parsley & Timothy Schwieg & Kevin R. Williams, 2021, "Incorporating Search and Sales Information in Demand Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2313R1, Nov, revised Mar 2023.
• Charlotte H. Feldhoff, 2021, "The Child Penalty: Implications of Parenthood on Labour Market Outcomes for Men and Women in Germany," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1120.
• Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021, "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1965.
• Philip Beran & Arne Vogler, 2021, "Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2102, Oct, revised Oct 2021.
• BEHERA, Deepak Kumar & SWAIN, Braja Bandhu, 2021, "Coperative-Led Contract Farming On Farm Productivity In India," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 21, issue 1, pages 49-58.
• Manganelli, Simone, 2021, "Statistical decision functions with judgment," Working Paper Series, European Central Bank, number 2512, Jan.
• Athey, Susan & Bergstrom, Katy & Hadad, Vitor & Jamison, Julian C. & Ozler, Berk & Parisotto, Luca & Sama, Julius Dohbit, 2021, "Shared Decision-Making: Can Improved Counseling Increase Willingness to Pay for Modern Contraceptives?," Research Papers, Stanford University, Graduate School of Business, number 3987, Sep.
• Sakli Hniya & Ahlem Boubker & Fatma Mrad & Sawssen Nafti, 2021, "The Impact of Real Exchange Rate Volatility on Foreign Direct Investment Inflows in Tunisia," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 52-67.
• Heppi Millia & Muh. Syarif & Pasrun Adam & Manat Rahim & Gamsir Gamsir & Rostin Rostin, 2021, "The Effect of Export and Import on Economic Growth in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 6, pages 17-23.
• Hazera-Tun Nessa & Md. Moniruzzam & Md. Sazzad Hossain & Sayed Naimul Wadood, 2021, "Factors Affecting Overseas Employment of Female Workers from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 6, pages 66-74.
• Tanattrin Bunnag, 2021, "The Causal Relationship among CO2 Emission, Oil Consumption and Economic Growth in Thailand: ARDL Bound Testing Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 427-431.
• James Tumba Henry & Bassey Enya Ndem & Ofem Lekam Ujong & Chijioke Mercy Ihuoma, 2021, "Electric Power Deficit and Economic Growth in Nigeria: A Sectoral Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 508-516.