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
/ / / C15: Statistical Simulation Methods: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bootstrap Methods

2022

• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
• Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022, "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101810.
• Bui, Quynh & Ślepaczuk, Robert, 2022, "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 592, issue C, DOI: 10.1016/j.physa.2021.126784.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Black, Bernard & Hollingsworth, Alex & Nunes, Letícia & Simon, Kosali, 2022, "Simulated power analyses for observational studies: An application to the Affordable Care Act Medicaid expansion," Journal of Public Economics, Elsevier, volume 213, issue C, DOI: 10.1016/j.jpubeco.2022.104713.
• Salisu, Afees A. & Shaik, Muneer, 2022, "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 282-293, DOI: 10.1016/j.iref.2022.02.073.
• 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.
• Jiménez-Fernández, Eduardo & Sánchez, Angeles & Ortega-Pérez, Mario, 2022, "Dealing with weighting scheme in composite indicators: An unsupervised distance-machine learning proposal for quantitative data," Socio-Economic Planning Sciences, Elsevier, volume 83, issue C, DOI: 10.1016/j.seps.2022.101339.
• Franke, Reiner, 2022, "An empirical test of a fundamental Harrod-Kaldor business cycle model," Structural Change and Economic Dynamics, Elsevier, volume 60, issue C, pages 1-14, DOI: 10.1016/j.strueco.2021.11.001.
• Issa, Samar & Gevorkyan, Aleksandr V., 2022, "Optimal corporate leverage and speculative cycles: an empirical estimation," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 478-491, DOI: 10.1016/j.strueco.2022.06.002.
• Savin, Ivan & Ott, Ingrid & Konop, Chris, 2022, "Tracing the evolution of service robotics: Insights from a topic modeling approach," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121280.
• Rodríguez-Castelán, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Granguillhome Ochoa, Rogelio, 2022, "Competition reform and household welfare: A microsimulation analysis of the telecommunication sector in Ethiopia," Telecommunications Policy, Elsevier, volume 46, issue 2, DOI: 10.1016/j.telpol.2021.102243.
• Ravan Moret & Andrew G. Chapple, 2022, "Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for: A simulation study," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 65, issue 2, pages 1-12.
• Ravan Moret & Andrew G. Chapple, 2022, "Analysis of the effects of adjusting for binary non-confounders in a logistic regression model after all true confounders have been accounted for: A simulation study," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2022/05, Mar.
• Luis Uzeda, 2022, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A003.
• Juan Gabriel Brida & Bibiana Lanzilotta & Lucia Rosich, 2022, "On the dynamics of expectations, uncertainty and economic growth: an empirical analysis for the case of Uruguay," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 9, pages 2385-2404, November, DOI: 10.1108/IJOEM-09-2021-1360.
• José Francisco Martínez-Sánchez & Francisco Venegas-Martínez & Gilberto Pérez-Lechuga, 2022, "Money laundering risk management in multiple-purpose financial institutions in Mexico: a Bayesian network approach," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 26, issue 4, pages 845-861, May, DOI: 10.1108/JMLC-05-2022-0061.
• Anastasia A. Sozinova & Olesya A. Meteleva, 2022, "Sites of States with a Dynamically Developing Socio-Political Structure and Economy: Analyzing Forms and Methods of Obtaining Competitive Advantages of Transnational (Global) Companies," Research in Economic Anthropology, Emerald Group Publishing Limited, "Current Problems of the World Economy and International Trade", DOI: 10.1108/S0190-128120220000042022.
• Aldona Migala-Warchol & Agata Surowka, 2022, "Forecasting Macroeconomic Indicators for Selected European Union Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 420-431.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
• Anders Rønn-Nielsen & Dorte Kronborg & Mette Asmild, 2022, "Permutation tests on returns to scale and common production frontiers in nonparametric models," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2022/05, Aug.
• 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 1, pages 1-29, January.
• 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 2, pages 1-29, February.
• 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 3, pages 1-29, March.
• 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 4, pages 1-29, April.
• 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 5, pages 1-29, May.
• 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.
• António Manuel Portugal & Fatima Sol, 2022, "Macroeconomic Impacts of the Covid-19 Pandemic in Some European Union Countries: A Counterfactual Analysis," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2022-05, Jul.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022, "On the volatility of cryptocurrencies," Working Papers, University of Guelph, Department of Economics and Finance, number 2202.
• Alfred Galichon & Bernard Salanié, 2022, "Estimating Separable Matching Models," Sciences Po Economics Publications (main), HAL, number hal-03936122, Apr.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022, "International trade and technological competition in markets with dynamic increasing returns," Sciences Po Economics Publications (main), HAL, number halshs-03509092, Jan.
• Victor Champonnois & Olivier Chanel & Costin Protopopescu, 2022, "Quantile Regression Analysis of Censored Data with Selection An Application to Willingness-to-Pay Data," Working Papers, HAL, number hal-03739861, Jul.
• Alfred Galichon & Bernard Salanié, 2022, "Estimating Separable Matching Models," Working Papers, HAL, number hal-03936122, Apr.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2022, "International trade and technological competition in markets with dynamic increasing returns," Working Papers, HAL, number halshs-03509092, Jan.
• Bruckmeier, Kerstin & d'Andria, Diego & Wiemers, Jürgen, 2022, "Universal, targeted or both: Effects of different child support policies on labour supply and poverty - A simulation study," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202206, Apr, DOI: 10.48720/IAB.DP.2206.
• Mühlhan, Jannek, 2022, "The ‘German job miracle’ and its impact on income inequality: a decomposition study," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202216, Jun, DOI: 10.48720/IAB.DP.2216.
• Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022, "Estimación bayesiana del modelo de difusión con saltos de Merton," 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 17, issue 2, pages 1-32, Abril - J.
• Hai-Anh Dang & Peter Lanjouw, 2022, "Regression-based Imputation for Poverty Measurement in Data Scarce Settings," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 611, Apr.
• Terence D. Agbeyegbe, 2022, "Modeling JSE Stock Returns Dynamics: GARCH Versus Stochastic Volatility," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 175-191, January-M.
• Terence D. Agbeyegbe, 2022, "Comparing Results from Unobserved Components Model and Hodrick-Prescott Filter of Output-Gap in Barbados," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 163-180, July–Sept.
• Zewdie Habte Shikur, 2022, "Transport Policy and Agricultural Productivity and Production in Ethiopia," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 231-246, July–Sept.
• Alessi, Lucia & Di Girolamo, Francesca Erica & Pagano, Andrea & Petracco Giudici, Marco, 2022, "Accounting for climate transition risk in banks' capital requirements," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-08, Jun.
• Peter S. Sephton, 2022, "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 177-183, January, DOI: 10.1007/s10614-020-10082-6.
• Siyan Chen & Saul Desiderio, 2022, "A Regression-Based Calibration Method for Agent-Based Models," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 2, pages 687-700, February, DOI: 10.1007/s10614-021-10106-9.
• Giovanni Villani, 2022, "A Neural Network Approach to Value R&D Compound American Exchange Option," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 1, pages 305-324, June, DOI: 10.1007/s10614-021-10150-5.
• Thomas Lux, 2022, "Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 2, pages 451-477, August, DOI: 10.1007/s10614-021-10155-0.

2021

• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Sep.
• Jessie Li, 2021, "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, volume 111, pages 616-620, May, DOI: 10.1257/pandp.20211036.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," AEA Papers and Proceedings, American Economic Association, volume 111, pages 626-630, May, DOI: 10.1257/pandp.20211038.
• Drago, Carlo, , "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 313282, DOI: 10.22004/ag.econ.313282.
• Tomasz Antczak & Bartosz Skorupa & Mikolaj Szurlej & Rafal Weron & Jacek Zabawa, 2021, "Simulation modeling of epidemic risk in supermarkets: Investigating the impact of social distancing and checkout zone design," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/05, Mar.
• Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021, "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 448, Jan.
• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021, "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 450, Jan.
• Touhami Abdelkhalek & Dorothee Boccanfuso, 2021, "Impact de programmes de protection sociale sur la pauvrete multidimensionnelle : Nouvelles approches et application au cas du Maroc," Working Papers, Africa Institute for Research in Economics and Social Sciences, number 5, Jun.
• Alfred Galichon & Marc Henry, 2021, "Dilation bootstrap," Papers, arXiv.org, number 2102.04457, Feb.
• Jean-Jacques Forneron & Serena Ng, 2021, "Estimation and Inference by Stochastic Optimization: Three Examples," Papers, arXiv.org, number 2102.10443, Feb.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• 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.
• 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.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Igor Matyushenko & Serhii Hlibko & Mariana Petrova & Olena Khanova & Maryna Loktionova & Kamila Trofimchenko, 2021, "Assessment of Technological Competitiveness of Ukraine in Terms of Association with the EU," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 148-176.
• Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
• Marco Fruzzetti & Giulio Gariano & Gerardo Palazzo & Antonio Scalia, 2021, "From SMP to PEPP: a further look at the risk endogeneity of the Central Bank," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 11, Oct.
• Hernán Rincón-Castro & Pedro Rubiano-López & Lisseth Yaya-Garzón & Héctor M. Zárate-Solano, 2021, "Traspaso de la tasa de cambio a la inflación básica en Colombia: un análisis de parámetros cambiantes en el tiempo," Borradores de Economia, Banco de la Republica de Colombia, number 1177, Oct, DOI: 10.32468/be.1177.
• Luis Armando Galvis-Aponte & Jaime Bonet-Morón & Leonardo Bonilla-Mejía & Andrea Otero-Cortés & Gerson Javier Pérez-Valbuena & Christian Posso & Diana Ricciulli-Marín, 2021, "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 101, pages 1-53, December.
• Amandine Tran, 2021, "Statistical Modelization of Overindebtedness," Working papers, Banque de France, number 807.
• Jonathan Kearns & Mike Major & David Norman, 2021, "How Risky Is Australian Household Debt?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 54, issue 3, pages 313-330, September, DOI: 10.1111/1467-8462.12422.
• Emanuel Kohlscheen & Jouchi Nakajima, 2021, "Steady‐state growth," International Finance, Wiley Blackwell, volume 24, issue 1, pages 40-52, April, DOI: 10.1111/infi.12386.
• Paulo M. D. C. Parente & Richard J. Smith, 2021, "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 4, pages 377-405, July, DOI: 10.1111/jtsa.12573.
• Matthew D. Webb & James MacKinnon & Morten Nielsen, 2021, "Cluster–robust inference: A guide to empirical practice," Economics Virtual Symposium 2021, Stata Users Group, number 6, Nov.
• Divya Jain & Meghna Chhabra, 2021, "A Bibliometric Mapping of Utilization of Google Trends for Examining Stock Market Dynamics," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 24, issue 3, pages 57-76, DOI: 10.32725/acta.2021.012.
• Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha, 2021, "Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-20, April, DOI: 10.1515/snde-2018-0094.
• Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
• Donfack Morvan Nongni & Dufays Arnaud, 2021, "Modeling time-varying parameters using artificial neural networks: a GARCH illustration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 311-343, December, DOI: 10.1515/snde-2019-0091.
• 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.
• Touhami Abdelkhalek & Dorothée Boccanfuso, 2021, "Impact des programmes de protection sociale sur la pauvreté multidimensionnelle : nouvelles approches et application au cas du Maroc," Revue d’économie du développement, De Boeck Université, volume 29, issue 3, pages 5-48.
• Jiarui Tian, 2021, "A Replication of “The effect of the conservation reserve program on rural economies: Deriving a statistical verdict from a null finding” (American Journal of Agricultural Economics, 2019)," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/12, Nov.
• Yuechen Dai & Tonghui Xu, 2021, "A Lifecycle Approach to Insurance Solvency," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/13, Nov.
• Luis Armando Galvis-Aponte & Jaime Bonet-Mor�n & Leonardo Bonilla-Mej�a & Andrea Otero-Cort�s & Gerson Javier P�rez-Valbuena & Christian Posso & Diana Ricciulli-Mar�n, 2021, "Desigualdades del ingreso en Colombia: ¿cuáles son sus determinantes y cómo se han afectado por la pandemia del Covid-19?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 101, pages 1-53.
• Fafchamps, Marcel & Hess, Simon, 2021, "Altruism and the Topology of Transfer Networks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16561, Sep.
• Mirta VUOTTO & Alfonso ESTRAGÓ, 2021, "About Statistics on Cooperatives in Argentina," CIRIEC Working Papers, CIRIEC - Université de Liège, number 2108, Aug.
• Zied Akrout & Hamid Bachouch & Salim Moualdi, 2021, "Co-integration between Corruption and Economic Growth through Investment Channels: Empirical Evidence using the ARDL Bound Testing Approach for the Tunisian Case," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 1, pages 26-33.
• Sana Zidi & Boutheina Regaieg & Nessrine Hamzaoui, 2021, "The Determinants of the European Banking Crisis," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 115-122.
• Faten Al-Jabsheh & Sulayman Al-Qudsi & Mohammed A. Hajeeh, 2021, "Investment and Sustainable Economic Growth: Empirical Perspective on Kuwait s Dual Challenge During the COVID-19 Pandemic and Beyond," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 41-52.
• Tarek Bouazizi & Mongi Lassoued & Zouhaier Hadhek, 2021, "Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 281-292.
• Mohammed Kharbach & Adnan Belakhdar & Tarik Chfadi, 2021, "A Growth Curve Model for CO2 Emissions in G19 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 365-368.
• Sameh Asim Ajlouni & Moh'd Taleb Alodat, 2021, "Gaussian Process Regression for Forecasting Gasoline Prices in Jordan," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 502-509.
• Gangopadhyay, Kausik & Mondal, Debasis, 2021, "Productivity, relative sectoral prices, and total factor productivity: Theory and evidence," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105509.
• Lagomarsino, Elena, 2021, "Which nesting structure for the CES? A new selection approach based on input separability," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105562.
• Mnasri, Ayman & Nechi, Salem, 2021, "New nonlinear estimators of the gravity equation," Economic Modelling, Elsevier, volume 95, issue C, pages 192-202, DOI: 10.1016/j.econmod.2020.12.011.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Wei, Lili & Zhang, Chunli & Su, Jen-Je & Yang, Lixiong, 2021, "Panel threshold spatial Durbin models with individual fixed effects," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109778.
• Kiviet, Jan F. & Kripfganz, Sebastian, 2021, "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109935.
• Donayre, Luiggi & Panovska, Irina, 2021, "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110145.
• Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021, "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 325-348, DOI: 10.1016/j.jeconom.2020.06.002.
• Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021, "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 416-446, DOI: 10.1016/j.jeconom.2020.04.008.
• Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel, 2021, "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 589-605, DOI: 10.1016/j.jeconom.2020.04.015.
• Li, Liyao & Yang, Zhenlin, 2021, "Spatial dynamic panel data models with correlated random effects," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 424-454, DOI: 10.1016/j.jeconom.2020.05.016.
• Hong, Han & Li, Huiyu & Li, Jessie, 2021, "BLP estimation using Laplace transformation and overlapping simulation draws," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 56-72, DOI: 10.1016/j.jeconom.2020.07.026.
• Ahsan, Md. Nazmul & Dufour, Jean-Marie, 2021, "Simple estimators and inference for higher-order stochastic volatility models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 181-197, DOI: 10.1016/j.jeconom.2021.03.008.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021, "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 88-106, DOI: 10.1016/j.jeconom.2020.12.004.
• Arsova, Antonia & Karaman Örsal, Deniz Dilan, 2021, "A panel cointegrating rank test with structural breaks and cross-sectional dependence," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 107-129, DOI: 10.1016/j.ecosta.2020.05.002.
• Hecq, Alain & Voisin, Elisa, 2021, "Forecasting bubbles with mixed causal-noncausal autoregressive models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 29-45, DOI: 10.1016/j.ecosta.2020.03.007.
• Crudu, Federico & Neri, Laura & Tiezzi, Silvia, 2021, "Family ties and child obesity in Italy," Economics & Human Biology, Elsevier, volume 40, issue C, DOI: 10.1016/j.ehb.2020.100951.
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2021, "Option pricing with conditional GARCH models," European Journal of Operational Research, Elsevier, volume 289, issue 1, pages 350-363, DOI: 10.1016/j.ejor.2020.07.002.
• Kontosakos, Vasileios E. & Mendonca, Keegan & Pantelous, Athanasios A. & Zuev, Konstantin M., 2021, "Pricing discretely-monitored double barrier options with small probabilities of execution," European Journal of Operational Research, Elsevier, volume 290, issue 1, pages 313-330, DOI: 10.1016/j.ejor.2020.07.044.
• Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021, "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 57-81, DOI: 10.1016/j.jempfin.2020.12.002.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021, "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
• Smith, Simon C., 2021, "International stock return predictability," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101963.
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021, "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101644.
• Song, Lingfeng & Zhang, Yinsainan, 2021, "Banking network structure and transnational systemic risk contagion—The case of the European Union," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101660.
• Alfonsi, Aurélien & Cherchali, Adel & Infante Acevedo, Jose Arturo, 2021, "Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 234-260, DOI: 10.1016/j.insmatheco.2021.05.005.
• Makam, Vaishno Devi & Millossovich, Pietro & Tsanakas, Andreas, 2021, "Sensitivity analysis with χ2-divergences," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 372-383, DOI: 10.1016/j.insmatheco.2021.06.007.
• Kirkby, J. Lars & Nguyen, Duy, 2021, "Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 408-428, DOI: 10.1016/j.insmatheco.2021.04.012.
• Brignone, Riccardo & Kyriakou, Ioannis & Fusai, Gianluca, 2021, "Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 232-247, DOI: 10.1016/j.insmatheco.2020.12.002.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• Mazza, Paolo & Wang, Shiyu, 2021, "Corporate legal insider trading in China: Performance and determinants," International Review of Law and Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.irle.2021.106024.
• Ohno, Taro & Sakamaki, Junpei & Kojima, Daizo & Imahori, Tomotsugu, 2021, "Effects of deductions on the tax burden reduction and the redistribution of the income and resident taxes," Japan and the World Economy, Elsevier, volume 60, issue C, DOI: 10.1016/j.japwor.2021.101104.
• Hagströmer, Björn, 2021, "Bias in the effective bid-ask spread," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 314-337, DOI: 10.1016/j.jfineco.2021.04.018.
• Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021, "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1324-1339, DOI: 10.1016/j.jfineco.2021.05.012.
• Rubio, Jeniffer & Pérez, Bryan & Arroyo, John, 2021, "Risk monitoring in Ecuador's payment system: Implementation of a network topology study," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 3, DOI: 10.1016/j.latcb.2021.100039.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021, "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 399-410, DOI: 10.1016/j.qref.2020.07.009.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021, "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 272-286, DOI: 10.1016/j.qref.2021.02.005.
• Gerth, Florian & Temnov, Grigory, 2021, "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 217-236, DOI: 10.1016/j.iref.2020.08.022.
• Lian, Yu-Min & Chen, Jun-Home, 2021, "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 424-439, DOI: 10.1016/j.iref.2020.09.015.
• Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
• Cristina Arancibia & Franklin Macas, 2021, "Política Social y Reactivación Económica ante el COVID-19: Bolivia y su Apuesta por los Bonos," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 4, issue 1, pages 111-134, Junio.
• Fawzia Mohammed Idris & Mehdi Seraj & Huseyin Ozdeser, 2021, "Assessing the possibility of financing social health insurance from zakat, case of Sudan: ARDL bounds approach," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 13, issue 2, pages 264-276, October, DOI: 10.1108/JIABR-06-2021-0158.
• Junchao Li & Shan Huang, 2021, "The dynamic relationship between economic policy uncertainty and substantial economic growth in China," Marine Economics and Management, Emerald Group Publishing Limited, volume 4, issue 2, pages 113-134, June, DOI: 10.1108/MAEM-04-2021-0003.
• Zoumpoulidis Vassilios, 2021, "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 321-343.
• Christian Niemeier & Richard Pospisil, 2021, "The Effects of User Tracking and Behavioral Management on Online Prices: A Theoretical Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 386-398.
• Malgorzata Michalcewicz-Kaniowska & Bartosz Mickiewicz & Anna Murawska & Monika Odlanicka-Poczobutt & Małgorzata Zajdel, 2021, "The Gender Polarization of Education and Employment in the European Union Countries (in 2005-2019): Practical Implications," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 787-809.
• Agnieszka Surowiec & Tomasz Warowny, 2021, "Covid-19 Death Risk Estimation Using VaR Method," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 368-379.
• Antonio López Velarde Loera & José Antonio Núñez Mora & M. Beatriz Mota Aragón, 2021, "Modelling Crude Oil and Refined Petroleum Product Spreads: An Alternative Tool for Risk Quantification," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 54, issue 1, pages 109-136, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/542021/Lopez.
• Blazej Kochanski, 2021, "A Simulation Model for Risk and Pricing Competition in the Retail Lending Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 2, pages 96-118, October.
• Petr Jansky & Natalia Li, 2021, "Improving the Corruption Perceptions Index: Additional Data Sources and Their Effects," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/16, May, revised May 2021.
• Carlo Drago, 2021, "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator," Working Papers, Fondazione Eni Enrico Mattei, number 2021.21, Aug.
• Marcin Hitczenko, 2021, "Improved Estimation of Poisson Rate Distributions through a Multi-Mode Survey Design," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-10, Feb, DOI: 10.29338/wp2021-10.
• Pallavi Basu & Luella Fu & Alessio Saretto & Wenguang Sun, 2021, "Empirical Bayes Control of the False Discovery Exceedance," Working Papers, Federal Reserve Bank of Dallas, number 2115, Nov, DOI: 10.24149/wp2115.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2021, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-12, Nov, revised 06 Aug 2024, DOI: 10.18651/RWP2021-12.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2021, "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers, Federal Reserve Bank of Philadelphia, number 21-02, Jan, DOI: 10.21799/frbp.wp.2021.02.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-27, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-29, April.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-29, May.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-28, June.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-27, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-28, September.
• Carlo Drago, 2021, "The Analysis and the Measurement of Poverty: An Interval-Based Composite Indicator Approach," Economies, MDPI, volume 9, issue 4, pages 1-17, October.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers, Business School - Economics, University of Glasgow, number 2021_19, Nov.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021, "International Trade and Technological Competition in Markets with Dynamic Increasing Returns," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2021-33, Aug.
• Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021, "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print, HAL, number hal-03528880, Feb, DOI: 10.1016/j.jeconom.2020.04.015.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021, "International trade and technological competition in markets with dynamic increasing returns," Sciences Po Economics Publications (main), HAL, number hal-03370650, Jan.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2021, "International trade and technological competition in markets with dynamic increasing returns," Working Papers, HAL, number hal-03370650, Jan.
• Bodnar, Olha & Bodnar, Taras, 2021, "Objective Bayesian meta-analysis based on generalized multivariate random effects model," Working Papers, Örebro University, School of Business, number 2021:5, May.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
• Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021, "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/21, Mar.
• David Conaly Martínez Vázquez & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2021, "Proyección Markoviana para 2020 y 2021 de las Calificaciones Corporativas en México," 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 16, issue 1, pages 1-21, Enero - M.
• Carlos Cristian De la Rosa Flores & Ana Isabel Ordóñez Parada & Cristina Cabrera Ramos & Viviana Berroterán Martínez, 2021, "Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores," 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 16, issue 1, pages 1-23, Enero - M.
• Guillermo Benavides, 2021, "Asymmetric Volatility Relevance in Risk Management: An Empirical Analysis using Stock Index Futures," 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 16, issue TNEA, pages 1-18, Septiembr.
• Hai-Anh Dang & Paolo Verme, 2021, "Estimating Poverty for Refugees in Data-scarce Contexts: An Application of Cross-Survey Imputation," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 578, Apr.
• Lombardi, Stefano & van den Berg, Gerard J. & Vikström, Johan, 2021, "Empirical Monte Carlo Evidence on Estimation of Timing-of-Events Models," IZA Discussion Papers, IZA Network @ LISER, number 14015, Jan.
• Rodriguez Castelan, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Olivieri, Sergio & Vishwanath, Tara, 2021, "Distributional Effects of Competition: A Simulation Approach," IZA Discussion Papers, IZA Network @ LISER, number 14043, Jan.
• Rodriguez Castelan, Carlos & Araar, Abdelkrim & Malásquez, Eduardo A. & Ochoa, Rogelio Granguillhome, 2021, "Competition Reform and Household Welfare: A Microsimulation Analysis of the Telecommunication Sector in Ethiopia," IZA Discussion Papers, IZA Network @ LISER, number 14044, Jan.
• Abanokova, Kseniya & Dang, Hai-Anh H, 2021, "Poverty in Russia: A Bird's-Eye View of Trends and Dynamics in the past Quarter of Century," IZA Discussion Papers, IZA Network @ LISER, number 14544, Jul.
• Beltramo, Theresa & Dang, Hai-Anh H & Sarr, Ibrahima & Verme, Paolo, 2021, "Estimating Poverty among Refugee Populations: A Cross-Survey Imputation Exercise for Chad," IZA Discussion Papers, IZA Network @ LISER, number 14606, Jul.
• Dang, Hai-Anh H & Lanjouw, Peter F., 2021, "Data Scarcity and Poverty Measurement," IZA Discussion Papers, IZA Network @ LISER, number 14631, Aug.
• Giovanni Bernardo & Irene Brunetti & Mehmet Pinar & Thanasis Stengos, 2021, "Measuring the presence of organized crime across Italian provinces: a sensitivity analysis," European Journal of Law and Economics, Springer, volume 51, issue 1, pages 31-95, February, DOI: 10.1007/s10657-020-09676-0.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021, "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 90, May.
• Stefano Boscolo & Giovanni Gallo, 2021, "The Struggle of Being Poor and Claimant: Evidence on the Non-Take-Up of Social Policies in Italy," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0174, Nov.
• Andrew Y. Chen & Fabian Winkler & Rebecca Wasyk, 2021, "In Full-Information Estimates, Long-Run Risks Explain at Most a Quarter of P/D Variance, and Habit Explains Even Less," Critical Finance Review, now publishers, volume 10, issue 3, pages 329-381, August, DOI: 10.1561/104.00000092.
• Claus Puhr & Martin Schneider, 2021, "Have mitigating measures helped prevent insolvencies in Austria amid the COVID-19 pandemic?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20-Q1/, pages 77-110.
• Karsten Schweikert, 2021, "Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 934-959.
• Mary Tian, 2021, "Firm Characteristics and Empirical Factor Models: A Model Mining Experiment
  [Beta matrix and common factors in stock returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6087-6125.
• Simon C Smith & Allan Timmermann & Stijn Van Nieuwerburgh, 2021, "Break Risk
  [Maximum likelihood estimation of the equity premium]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2045-2100.
• Ilie Margareta & Ilie Constantin, 2021, "Management Based on Data Analysis. Part One. Data Visualization Analysis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 749-757, December.
• Pesce, Gabriela & Milanesi, Gastón & El Alabi, Emilio & Menna, Joaquín, 2021, "Valoración de un seguro de vida mediante opciones exóticas || Life insurance valuation using exotic options," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 214-240, December, DOI: https://doi.org/10.46661/revmetodos.
• Jesús Mur, 2021, "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 41-55.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2021, "The Science and Art of Communicating Fan Chart Uncertainty: The case of Inflation Outcome in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 105892, Jan, revised 05 Jan 2021.
• Wang, Wenjie, 2021, "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper, University Library of Munich, Germany, number 106227, Feb.
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