Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2022

• Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei, 2022, "Semiparametric estimation and variable selection for single-index copula models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022011, Feb, DOI: https://doi.org/10.1002/jae.2812.
• Timo Freyer & Laurenz R. K. Günther, 2022, "Inherited Inequality and the Dilemma of Meritocracy," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 171, Jun.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2022, "When Are Devaluations More Contractionary? A Quantile Var Estimation For Argentina," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2022-71, Jun.
• Cemal Ozturk & Gunsenin Altinkaynak, 2022, "Asymmetric Effectiveness of Monetary and Fiscal Policies: Evidence from Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 8, issue 1, pages 1-14, June, DOI: 10.22440/wjae.8.1.1.
• David S. Bates, 2022, "Empirical Option Pricing Models," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 369-389, November, DOI: 10.1146/annurev-financial-111720-09.
• Luciano Campos & Danilo Leiva-León & Steven Zapata, 2022, "Latin American Falls, Rebounds and Tail," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 145, May.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2022, "When are devaluations more contractionary? A Quantile VAR estimation for Argentina," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 185, Oct.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2022, "Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 200, Dec.
• Kerry Loaiza-Marín, 2022, "Nowcasting the Costa Rican Quarterly Output Growth," Documentos de Trabajo, Banco Central de Costa Rica, number 2107, Feb.
• Adolfo Rodríguez-Vargas, 2022, "Estimation of Potential Output for Costa Rica. 1995-2021," Notas Técnicas, Banco Central de Costa Rica, number 2203, May.
• José R. García-Sanchís & Ernest Pons & Jordi Suriñach & Esther Vayá, 2022, "“El impacto económico del Covid-19 sobre el sector turístico español”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202209, Nov, revised Nov 2022.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2022, "On Robust Inference in Time Series Regression," Papers, arXiv.org, number 2203.04080, Mar, revised May 2024.
• Alain Hecq & Joao Issler & Elisa Voisin, 2022, "A short term credibility index for central banks under inflation targeting: an application to Brazil," Papers, arXiv.org, number 2205.00924, May, revised Jul 2022.
• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is climate change time reversible?," Papers, arXiv.org, number 2205.07579, May, revised Nov 2022.
• Stephen Kastoryano, 2022, "Regime and Treatment Effects in Duration Models: Decomposing Expectation and Transplant Effects on the Kidney Waitlist," Papers, arXiv.org, number 2205.11189, May.
• Dimitris Korobilis, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers, arXiv.org, number 2206.06892, Jun.
• Francis X. Diebold & Maximilian Goebel & Philippe Goulet Coulombe, 2022, "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Papers, arXiv.org, number 2206.10721, Jun, revised Jun 2023.
• Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022, "Distributional neural networks for electricity price forecasting," Papers, arXiv.org, number 2207.02832, Jul, revised Dec 2022.
• Mario P. Rothfelder & Otilia Boldea, 2022, "Testing for a Threshold in Models with Endogenous Regressors," Papers, arXiv.org, number 2207.10076, Jul.
• Michelle Gonz'alez Amador & Robin Cowan & Eleonora Nillesen, 2022, "Peer Networks and Malleability of Educational Aspirations," Papers, arXiv.org, number 2209.08340, Sep.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "A New Test for Market Efficiency and Uncovered Interest Parity," Papers, arXiv.org, number 2211.01344, Nov.
• Javier Hualde & Morten {O}rregaard Nielsen, 2022, "Fractional integration and cointegration," Papers, arXiv.org, number 2211.10235, Nov.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," Papers, arXiv.org, number 2212.05841, Dec.
• Abdi Seyyedkolaee, Mohammad & Zaroki, Shahryar & Ebrahimi Kelarijani, Kosar, 2022, "The Effect of Income Inequality on the Probability of Banking Tensions in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 27, issue 2, pages 153-173, September.
• Xuan Hu & Agus Salim & Kai Shi & Meng Yan, 2022, "Partisan Conflict and Government Spending - New Evidence From the United States," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 3, pages 1-8, DOI: 2022/08/21.
• Vaseem Akram, 2022, "Causality Between Access to Electricity and Education - Evidence From BRICS Countries," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 3, issue 2, pages 1-6, DOI: 2022/06/17.
• Amrita Shergill, 2022, "Testing for Structural Breaks in the Growth of the Services Sector in India: A Reassessment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 71-85.
• Tsvetomir Tsvetkov & Sonya Georgieva, 2022, "Inflation, Inflation Instability and Nominal Uncertainty in Bulgarian Economy," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 41-64.
• Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022, "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 22-04, Jul.
• Gabriel Bruneau & Thibaut Duprey & Ruben Hipp, 2022, "Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model," Technical Reports, Bank of Canada, number 122, DOI: 10.34989/tr-122.
• Johan Brannlund & Geoffrey R. Dunbar & Reinhard Ellwanger & Matthew Krutkiewicz, 2022, "Weather the Storms? Hurricanes, Technology and Oil Production," Staff Working Papers, Bank of Canada, number 22-36, Aug, DOI: 10.34989/swp-2022-36.
• Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.
• Alban Moura, 2022, "Why you should never use the Hodrick-Prescott Filter: Comment," BCL working papers, Central Bank of Luxembourg, number 162, Aug.
• Emilio Blanco & Fiorella Dogliolo & Lorena Garegnani, 2022, "Nowcasting during the Pandemic: Lessons from Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 202299, Mar.
• Marton Virt & Ulrich Arnold, 2022, "Effects of Oxymethylene Ether in a Commercial Diesel Engine," Cognitive Sustainability, Cognitive Sustainability Ltd., volume 1, issue 3, pages 3-17, September, DOI: 10.55343/CogSust.20.
• Goksel TIRYAKI & Mubariz HASANOV, 2022, "Do Credits Affect Money Supply and Deposits, or Vice Versa, or Interconnected?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 16, issue 2, pages 217-245.
• Blanca Jiménez-García & Julio Rodríguez, 2022, "A quantification of the evolution of bilateral trade flows Once bilateral RTAs are implemented," Working Papers, Banco de España, number 2220, Jun.
• Stefano Neri & Guido Bulligan & Sara Cecchetti & Francesco Corsello & Andrea Papetti & Marianna Riggi & Concetta Rondinelli & Alex Tagliabracci, 2022, "On the anchoring of inflation expectations in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 712, Sep.
• Matteo Alpino & Luca Citino & Federica Zeni, 2022, "Costs and benefits of the green transition envisaged in the italian NRRP. An evaluation using the Social Cost of Carbon," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 720, Oct.
• Donato Ceci & Andrea Silvestrini, 2022, "Nowcasting the state of the Italian economy: the role of financial markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1362, Feb.
• Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022, "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1380, Jul.
• Valerio Astuti & Alessio Ciarlone & Alberto Coco, 2022, "The role of central bank communication in inflation-targeting Eastern European emerging economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1381, Oct.
• Fredy Gamboa-Estrada & José Vicente Romero, 2022, "Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries," Borradores de Economia, Banco de la Republica de Colombia, number 1199, May, DOI: 10.32468/be.1199.
• Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022, "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia, Banco de la Republica de Colombia, number 1201, Jun, DOI: 10.32468/be.1201.
• Camilo Eduardo Sánchez-Quinto, 2022, "SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021," Borradores de Economia, Banco de la Republica de Colombia, number 1207, Sep, DOI: 10.32468/be.1207.
• Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022, "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia, Banco de la Republica de Colombia, number 1222, Dec, DOI: 10.32468/be.1222.
• Radovan Kovačević, 2022, "The Effects Of Fdi Net Inflow On The Current Account Of Southeast Europe Countries – A Panel Causality Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 67, issue 235, pages 95-122, October –.
• Franz Seitz & Lucas Devigne & Raymond de Pastor, 2022, "Different Motives for Holding Cash in France: an Analysis of the Net Cash Issues of the Banque de France," Working papers, Banque de France, number 888.
• Arthur Stalla-Bourdillon, 2022, "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers, Banque de France, number 891.
• Evelyn Nwamaka Ogbeide-Osaretin (Ph.D) & Timothy Igbafe Aliu, 2022, "Empirical Investigation on Domestic Credit to Private Sector and Rural Development in Nigeria," Journal of Developing Economies, AJPO Journals Limited, volume 4, issue 1, pages 35-46.
• Şerife ÖZŞAHİN & Gülbahar ÜÇLER & Doğan UYSAL, 2022, "Jeopolitik Risk ve Yolsuzluğun Doğrudan Yabancı Yatırımlar için Önemi Türkiye için Ampirik Bulgular," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 257-286, December, DOI: https://doi.org/10.33399/biibfad.11.
• Juan Carlos Cuestas & Mercedes Monfort & Bojan Shimbov, 2022, "Has the relationship between the real exchange rate and its fundamentals changed over time?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 22, issue 2, pages 68-89.
• Rodrigo Alfaro & Mathias Drehmann, 2022, "The Holt-Winters filter and the one-sided HP filter: A close correspondence," BIS Working Papers, Bank for International Settlements, number 1033, Jul.
• Gil S. Epstein & Şule Akkoyunlu & Ira N. Gang, 2022, "Migration and University Education: An Empirical (Macro) Link," Working Papers, Bar-Ilan University, Department of Economics, number 2022-05, May.
• Aleksei Kipriyanov, 2022, "Comparison of Models for Growth-at-Risk Forecasting," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 1, pages 23-45, March, DOI: 10.31477/rjmf.202201.23.
• Santiago Etchegaray Alvarez, 2022, "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2022004.
• Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022, "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 123-134, January, DOI: 10.1111/boer.12278.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 3, pages 1424-1453, July, DOI: 10.1111/rssa.12849.
• Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2022, "A two‐step procedure for testing partial parameter stability in cointegrated regression models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 2, pages 219-237, March, DOI: 10.1111/jtsa.12609.
• Abdelhakim Aknouche & Christian Francq, 2022, "Stationarity and ergodicity of Markov switching positive conditional mean models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 3, pages 436-459, May, DOI: 10.1111/jtsa.12621.
• Santiago José Gahn & Alejandro González, 2022, "On the empirical content of the convergence debate: Cross‐country evidence on growth and capacity utilisation," Metroeconomica, Wiley Blackwell, volume 73, issue 3, pages 825-855, July, DOI: 10.1111/meca.12383.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 6, pages 1485-1501, December, DOI: 10.1111/obes.12512.
• Thomas Obst, 2022, "Dynamic version of Okun’s law in the EU15 countries—The role of delays in the unemployment‐output nexus," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 2, pages 225-241, May, DOI: 10.1111/sjpe.12305.
• Joscha Beckmann & Ansgar Belke & Irina Dubova, 2022, "What drives updates of inflation expectations? A Bayesian VAR analysis for the G‐7 countries," The World Economy, Wiley Blackwell, volume 45, issue 9, pages 2748-2765, September, DOI: 10.1111/twec.13241.
• Hilde C. Bjørnland, 2022, "The effect of rising energy prices amid geopolitical developments and supply disruptions," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2022, Dec.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2022, Dec.
• Barbara Rossi, 2022, "Local projections in unstable environments: How effective is fiscal policy?," Economics Virtual Symposium 2022, Stata Users Group, number 02, Nov.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos & Peter Hatzopoulos & Aliki Sagianou, 2022, "Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments," Working Papers, Bank of Greece, number 297, May, DOI: 10.52903/wp2022297.
• Gao Wenxin & Wen Jun & Zakaria Muhammad & Mahmood Hamid, 2022, "Nonlinear and Asymmetric Impact of Oil Prices on Exchange Rates: Evidence from South Asia," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 16, issue 1, pages 243-256, January, DOI: 10.1515/econ-2022-0031.
• Canepa Alessandra, 2022, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 1, pages 51-85, January, DOI: 10.1515/jtse-2020-0044.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 107-140, July, DOI: 10.1515/jtse-2022-0002.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Estimating SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 141-174, July, DOI: 10.1515/jtse-2021-0022.
• 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.
• Ahmed Ali & Granberg Mark & Troster Victor & Uddin Gazi Salah, 2022, "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 155-172, February, DOI: 10.1515/snde-2019-0058.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
• Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022, "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 191-203, April, DOI: 10.1515/snde-2019-0038.
• Schmidt Alexander & Schweikert Karsten, 2022, "Multiple structural breaks in cointegrating regressions: a model selection approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 219-254, April, DOI: 10.1515/snde-2020-0063.
• 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.
• Chu Ba, 2022, "Time-specific average estimation of dynamic panel regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 581-616, September, DOI: 10.1515/snde-2019-0084.
• Gogebakan Kemal Caglar, 2022, "Rescaled variance tests for seasonal stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 617-633, September, DOI: 10.1515/snde-2021-0004.
• Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022, "Transition from the Taylor rule to the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 635-647, December, DOI: 10.1515/snde-2019-0102.
• Gogebakan Kemal Caglar, 2022, "A family of nonparametric unit root tests for processes driven by infinite variance innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 705-721, December, DOI: 10.1515/snde-2021-0058.
• Sara Boni & Francesco Ravazzolo, 2022, "A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS94, Jun.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS97, Dec.
• Bu, R. & Li, D. & Linton, O. & Wang, H., 2022, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2218, Mar.
• Congressional Budget Office, 2022, "A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05," Working Papers, Congressional Budget Office, number 57582, Mar.
• Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal K. Das & Umakant Dash & Augustine C Arize, 2022, "Does the Pattern of Age Dependency Matter in the Promotion of Financial Development in an Emerging Economy?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/06, Mar.
• 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.
• Guglielmo Maria Caporale & Alex Plastun, 2022, "Persistence in High Frequency Financial Data," CESifo Working Paper Series, CESifo, number 10045.
• Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran, 2022, "Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War," CESifo Working Paper Series, CESifo, number 10071.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series, CESifo, number 10143.
• Maciej Wysocki & Cezary Wójcik & Andreas Freytag, 2022, "Populists and Fiscal Policy: The Case of Poland," CESifo Working Paper Series, CESifo, number 10146.
• Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022, "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 10161.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022, "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series, CESifo, number 10191.
• Christina Anderl & Guglielmo Maria Caporale, 2022, "Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations," CESifo Working Paper Series, CESifo, number 9544.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022, "Persistence in the Passion Investment Market," CESifo Working Paper Series, CESifo, number 9586.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
• António Afonso & João Tovar Jalles & Zoe Venter, 2022, "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advance Economies," CESifo Working Paper Series, CESifo, number 9692.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• Jonas Dovern & Johannes Frank & Alexander Glas & Lena Müller & Daniel Perico Ortiz, 2022, "Estimating Pass-Through Rates for the 2022 Tax Reduction on Fuel Prices in Germany," CESifo Working Paper Series, CESifo, number 9963.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2022, "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-552, Dec.
• Rodrigo Alfaro & Mathias Drehmann, 2022, "The Holt-Winters filter and the one-sided HP filter: A close correspondence," Working Papers Central Bank of Chile, Central Bank of Chile, number 959, Aug.
• Manuel Monge & Carlos Poza & Sofía Borgia, 2022, "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, CEPII research center, issue 169, pages 1-12.
• Laurent Ferrara & Joseph Yapi, 2022, "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
• Mariangela Bonasia & Oreste Napolitano & Fabio Spagnolo & Nicola Spagnolo, 2022, "The economic and welfare state determinants of well-being in Europe," International Economics, CEPII research center, issue 171, pages 49-57.
• Marlon Fritz, 2022, "Improved output gap estimates and forecasts using a local linear regression," International Economics, CEPII research center, issue 172, pages 157-167.
• Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022, "Seasonal adjustment of daily data with CAMPLET," CIRANO Working Papers, CIRANO, number 2022s-06, Apr.
• Eduardo Loría & Ra�l Tirado, 2022, "Sacrifice rate and labour precariousness in Mexico, 2005Q1-2019Q4," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 427-456, DOI: 10.15446/cuad.econ.v41n87.92783.
• Erik Munoz Henríquez & Francisco G�lvez-Gamboa, 2022, "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, volume 38, issue 165, pages 519-528, DOI: 10.18046/j.estger.2022.165.5383.
• María Carolina Velasco Pena & Vladimir Osorio Isaza, 2022, "Subvaloración en la importación de celulares en Colombia: caracterización a partir de series temporales e inteligencia de negocios," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 14, issue 23, pages 33-61.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2022, "Local Projections in Unstable Environments: How Effective is Fiscal Policy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17134, Mar.
• Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2022, "Aggregate Skewness and the Business Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17162, Mar.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2022, "Three Common Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17225, Apr.
• Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022, "When do state-dependent local projections work?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17265, Apr.
• Akkoyunlu Åžule & Gil Epstein & Ira Gang, 2022, "Migration and University Education: An Empirical (Macro) Link," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2211, May.
• 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.
• Michael Sampson, 2022, "The Effect of Parameter Uncertainty on Consumption, Wealth, and Welfare," Annals of Economics and Finance, Society for AEF, volume 23, issue 1, pages 1-10, May.
• 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.
• Vera-Valdés, J. Eduardo, 2022, "The persistence of financial volatility after COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102056.
• Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
• Papailias, Fotis, 2022, "US and EA yield curve persistence during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102087.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022, "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102105.
• Shi, Yanlin, 2022, "A closed-form estimator for the Markov switching in mean model," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102107.
• Xu, Yingying & Lien, Donald, 2022, "COVID-19 and currency dependences: Empirical evidence from BRICS," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102119.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022, "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102120.
• 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.
• Fang, Yan & Yuan, Jie & Yang, J. Jimmy & Ying, Shangjun, 2022, "Crash-based quantitative trading strategies: Perspective of behavioral finance," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102185.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Karim, Zulkefly Abdul & Rashid, Md. Mamunur, 2022, "Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102272.
• Nguyen, Khanh Quoc, 2022, "The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102284.
• Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2022, "Measuring systemic risk during the COVID-19 period: A TALIS3 approach," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102304.
• Nonejad, Nima, 2022, "Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102310.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
• Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank, 2022, "On the time-varying dynamics of stock and commodity momentum returns," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102385.
• Arfaoui, Nadia & Naoui, Kamel, 2022, "Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102462.
• Chen, Yanhua & Pantelous, Athanasios A., 2022, "The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102486.
• Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022, "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102695.
• Jin, Chenglu & Lu, Xingyu & Zhang, Yihan, 2022, "Market reaction, COVID-19 pandemic and return distribution," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102701.
• Elsayed, Ahmed H. & Gozgor, Giray & Yarovaya, Larisa, 2022, "Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102732.
• Peng, Zhen & Dong, Chaohua, 2022, "Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102775.
• 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.
• González-Pla, Francisco & Lovreta, Lidija, 2022, "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102931.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022, "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102991.
• Mei, Dexiang & Xie, Yutang, 2022, "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103028.
• Yemba, Boniface P., 2022, "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103023.
• Lúcio, Francisco & Caiado, Jorge, 2022, "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103141.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
• Shang, Yue & Wei, Yu & Chen, Yongfei, 2022, "Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103251.
• Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103299.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Zhang, Zhiyuan & Sun, Qinglin & Ma, Yongfan, 2022, "The hedge and safe haven properties of non-fungible tokens (NFTs): Evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103315.
• Frankovic, Jozo & Liu, Bin & Suardi, Sandy, 2022, "On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100642.
• Su, Zhi & Liu, Peng & Fang, Tong, 2022, "Pandemic-induced fear and stock market returns: Evidence from China," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100644.
• Monge, Manuel & Poza, Carlos & Borgia, Sofía, 2022, "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, Elsevier, volume 169, issue C, pages 1-12, DOI: 10.1016/j.inteco.2021.11.002.
• Ferrara, Laurent & Yapi, Joseph, 2022, "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, volume 170, issue C, pages 202-212, DOI: 10.1016/j.inteco.2022.04.001.
• Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "The economic and welfare state determinants of well-being in Europe," International Economics, Elsevier, volume 171, issue C, pages 49-57, DOI: 10.1016/j.inteco.2022.04.005.
• Fritz, Marlon, 2022, "Improved output gap estimates and forecasts using a local linear regression," International Economics, Elsevier, volume 172, issue C, pages 157-167, DOI: 10.1016/j.inteco.2022.09.007.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2022, "Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101521.
• Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022, "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101534.
• Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022, "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101558.
• Jylhä, Petri & Lof, Matthijs, 2022, "Mind the Basel gap," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101605.
• Degiannakis, Stavros & Filis, George & Klein, Tony & Walther, Thomas, 2022, "Forecasting realized volatility of agricultural commodities," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 74-96, DOI: 10.1016/j.ijforecast.2019.08.011.
• Lahiri, Kajal & Yang, Cheng, 2022, "Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York," International Journal of Forecasting, Elsevier, volume 38, issue 2, pages 545-566, DOI: 10.1016/j.ijforecast.2021.10.005.
• Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022, "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, volume 38, issue 2, pages 582-595, DOI: 10.1016/j.ijforecast.2021.06.010.
• Hurn, Stan & Shi, Shuping & Wang, Ben, 2022, "Housing networks and driving forces," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106318.
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022, "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106331.
• Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi, 2022, "Weighted Least Squares Realized Covariation Estimation," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106420.
• Baker, Andrew C. & Larcker, David F. & Wang, Charles C.Y., 2022, "How much should we trust staggered difference-in-differences estimates?," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 370-395, DOI: 10.1016/j.jfineco.2022.01.004.
• Kim, Dongwoo & Lee, Young Jun, 2022, "Vaccination strategies and transmission of COVID-19: Evidence across advanced countries," Journal of Health Economics, Elsevier, volume 82, issue C, DOI: 10.1016/j.jhealeco.2022.102589.
• Degiannakis, Stavros & Filis, George, 2022, "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102594.
• Cho, Dooyeon & Lee, Kyung-woo, 2022, "Population aging and fiscal sustainability: Nonlinear evidence from Europe," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102665.
• Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022, "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102708.
• Wada, Tatsuma, 2022, "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102719.
• Hunziker, Hans-Ueli & Raggi, Christian & Rosenblatt-Wisch, Rina & Zanetti, Attilio, 2022, "The impact of guidance, short-term dynamics and individual characteristics on firms’ long-term inflation expectations," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103380.
• Phan, Hoàng-Long & Zurbruegg, Ralf & Brockman, Paul & Yu, Chia-Feng (Jeffrey), 2022, "Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100191.
• Kamal, Javed Bin & Hassan, M. Kabir, 2022, "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00240.
• Magazzino, Cosimo & Mele, Marco, 2022, "Can a change in FDI accelerate GDP growth? Time-series and ANNs evidence on Malta," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00243.
• Magazzino, Cosimo & Mutascu, Mihai Ioan, 2022, "The Italian fiscal sustainability in a long-run perspective," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00254.
• Gómez-Antonio, Miguel & del Moral Arce, Ignacio & Hortas-Rico, Miriam, 2022, "Are VAT reforms an effective tool for promoting culture? A quasi-experiment in Spain," Journal of Policy Modeling, Elsevier, volume 44, issue 5, pages 1016-1040, DOI: 10.1016/j.jpolmod.2022.10.002.
• Ziadat, Salem Adel & McMillan, David G. & Herbst, Patrick, 2022, "Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102461.
• Liu, Guangqiang & Guo, Xiaozhu, 2022, "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102481.
• Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022, "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102494.
• Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
• Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
• Amri Amamou, Souhir & Aguir Bargaoui, Saoussen, 2022, "Energy markets responds to Covid-19 pandemic," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102551.
• Zhang, Lixia & Luo, Qin & Guo, Xiaozhu & Umar, Muhammad, 2022, "Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102644.
• Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022, "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102656.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
• Mei, Dexiang & Zhao, Chenchen & Luo, Qin & Li, Yan, 2022, "Forecasting the Chinese low-carbon index volatility," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102732.
• Jin, Daxiang & He, Mengxi & Xing, Lu & Zhang, Yaojie, 2022, "Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102852.
• Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022, "Declining integration in the US natural gas market," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102872.