Research classified by Journal of Economic Literature (JEL) codes

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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

• Li, Zheng-Zheng & Su, Chi-Wei & Chang, Tsangyao & Lobonţ, Oana-Ramona, 2022, "Policy-driven or market-driven? Evidence from steam coal price bubbles in China," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102878.
• Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan, 2022, "Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102910.
• Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin, 2022, "Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102920.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022, "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102926.
• Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and volatility spillovers of bitcoin price to gold and silver prices," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103011.
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022, "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103014.
• Ewing, Bradley T. & Payne, James E. & Caporin, Massimilano, 2022, "The Asymmetric Impact of Oil Prices and Production on Drilling Rig Trajectory: A correction," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103052.
• Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
• Hasan, Md. Bokhtiar & Ali, Md. Sumon & Uddin, Gazi Salah & Mahi, Masnun Al & Liu, Yang & Park, Donghyun, 2022, "Is Bangladesh on the right path toward sustainable development? An empirical exploration of energy sources, economic growth, and CO2 discharges nexus," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103125.
• Wang, Kuan-Min & Lee, Yuan-Ming, 2022, "Is gold a safe haven for exchange rate risks? An empirical study of major currency countries," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100705.
• Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022, "Closed-form portfolio optimization under GARCH models," Operations Research Perspectives, Elsevier, volume 9, issue C, DOI: 10.1016/j.orp.2021.100216.
• Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022, "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101851.
• Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022, "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127860.
• De Clerk, Luke & Savel’ev, Sergey, 2022, "AI algorithms for fitting GARCH parameters to empirical financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127869.
• Azad, Nahiyan Faisal & Serletis, Apostolos, 2022, "A century and a half of the monetary base-stock market relationship," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 118-124, DOI: 10.1016/j.qref.2020.11.002.
• Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
• Shanaev, Savva & Ghimire, Binam, 2022, "A generalised seasonality test and applications for cryptocurrency and stock market seasonality," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 172-185, DOI: 10.1016/j.qref.2022.07.002.
• Cheng, Ka Ming, 2022, "Doubts on natural rate of unemployment: Evidence and policy implications," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 230-239, DOI: 10.1016/j.qref.2022.07.006.
• Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022, "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 489-501, DOI: 10.1016/j.qref.2022.05.003.
• Kılıç Depren, Serpil & Kartal, Mustafa Tevfik & Ertuğrul, Hasan Murat & Depren, Özer, 2022, "The role of data frequency and method selection in electricity price estimation: Comparative evidence from Turkey in pre-pandemic and pandemic periods," Renewable Energy, Elsevier, volume 186, issue C, pages 217-225, DOI: 10.1016/j.renene.2021.12.136.
• Shahbaz, Muhammad & Abbas Rizvi, Syed Kumail & Dong, Kangyin & Vo, Xuan Vinh, 2022, "Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization," Renewable Energy, Elsevier, volume 187, issue C, pages 68-80, DOI: 10.1016/j.renene.2022.01.064.
• Rahman, Mohammad Mafizur & Alam, Khosrul, 2022, "Impact of industrialization and non-renewable energy on environmental pollution in Australia: Do renewable energy and financial development play a mitigating role?," Renewable Energy, Elsevier, volume 195, issue C, pages 203-213, DOI: 10.1016/j.renene.2022.06.012.
• Le, Thanh Ha, 2022, "Connectedness between nonrenewable and renewable energy consumption, economic growth and CO2 emission in Vietnam: New evidence from a wavelet analysis," Renewable Energy, Elsevier, volume 195, issue C, pages 442-454, DOI: 10.1016/j.renene.2022.05.083.
• Yahya, Muhammad & Dutta, Anupam & Bouri, Elie & Wadström, Christoffer & Uddin, Gazi Salah, 2022, "Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil," Renewable Energy, Elsevier, volume 197, issue C, pages 594-605, DOI: 10.1016/j.renene.2022.07.112.
• Xu, Dinghai, 2022, "Canadian stock market volatility under COVID-19," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 159-169, DOI: 10.1016/j.iref.2021.09.015.
• Miao, Xiaoyu & Wang, Qunwei & Dai, Xingyu, 2022, "Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 450-470, DOI: 10.1016/j.iref.2021.10.016.
• Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
• Su, Yuandong & Liang, Chao & Zhang, Li & Zeng, Qing, 2022, "Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation," International Review of Economics & Finance, Elsevier, volume 81, issue C, pages 98-112, DOI: 10.1016/j.iref.2022.05.003.
• Chen, Yu-Lun & Mo, Wan-Shin & Chang, Ya-Kai, 2022, "Investor sentiment spillover effect and market quality in crude oil futures," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 177-193, DOI: 10.1016/j.iref.2022.06.013.
• d’Addona, Stefano & Khanom, Najrin, 2022, "Estimating tail-risk using semiparametric conditional variance with an application to meme stocks," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 241-260, DOI: 10.1016/j.iref.2022.05.012.
• Demirer, Riza & Yuksel, Asli & Yuksel, Aydin, 2022, "Time-varying risk aversion and currency excess returns," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101555.
• Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022, "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101573.
• Jiang, Kunliang & Zeng, Linhui & Song, Jiashan & Liu, Yimeng, 2022, "Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101634.
• Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022, "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101664.
• Ren, Xiaohang & Wang, Rui & Duan, Kun & Chen, Jinyu, 2022, "Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101672.
• Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022, "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101723.
• 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.
• Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022, "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101742.
• Naimoli, Antonio, 2022, "Modelling the persistence of Covid-19 positivity rate in Italy," Socio-Economic Planning Sciences, Elsevier, volume 82, issue PA, DOI: 10.1016/j.seps.2022.101225.
• Botha, Ferdi & Nguyen, Viet H., 2022, "Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia," Social Science & Medicine, Elsevier, volume 292, issue C, DOI: 10.1016/j.socscimed.2021.114536.
• Congregado, Emilio & Esteve, Vicente, 2022, "Cointegration with structural changes and classical model of inflation in Spain, 1830–1998," Structural Change and Economic Dynamics, Elsevier, volume 60, issue C, pages 376-388, DOI: 10.1016/j.strueco.2021.12.010.
• Agovino, Massimiliano & Bartoletto, Silvana & Garofalo, Antonio, 2022, "A long-term analysis of efficiency in the Italian banking system from 1861 to 2010," Structural Change and Economic Dynamics, Elsevier, volume 61, issue C, pages 227-241, DOI: 10.1016/j.strueco.2022.02.015.
• Trofimov, Ivan D., 2022, "Determinants of the profit rates in the OECD economies: A panel data analysis of the Kalecki's profit equation," Structural Change and Economic Dynamics, Elsevier, volume 61, issue C, pages 380-397, DOI: 10.1016/j.strueco.2022.03.004.
• Caravaggio, Nicola & Carnazza, Giovanni, 2022, "The Italian nominal interest rate conundrum: A problem of growth or public finance?," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 313-326, DOI: 10.1016/j.strueco.2022.05.014.
• Tsionas, Mike G., 2022, "Random and Markov switching exponential smoothing models," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121268.
• Weshah A. Razzak, 2022, "The Econometrics of Global Warming," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 65, issue 2, pages 13-47.
• Weshah A. Razzak, 2022, "The Econometrics of Global Warming," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2022/06, Mar.
• Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2022, "Return and Volatility Spillovers between Chinese and U.S. Clean Energy Related Stocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-17, Feb.
• Esteve, Vicente & Prats, María A., 2023, "External sustainability in Spanish economy: bubbles and crises, 1970–2020," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114887, Feb.
• Laís Fernanda de Azevedo & Pedro Cezar Dutra Fonseca & Fabricio J. Missio, 2022, "Income distribution and economic growth regime in Brazil: evaluation and propositions," Brazilian Journal of Political Economy, Center of Political Economy, volume 42, issue 1, pages 25-47.
• Lorenzo Nalin & Juan Carlos Moreno Brid, 2022, "Current account and real exchange rate equilibrium: the case of manufacturing in Mexico, 2001-2019," Brazilian Journal of Political Economy, Center of Political Economy, volume 42, issue 4, pages 914-933.
• Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022, "Power of unit root tests against nonlinear and noncausal alternatives," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-14.
• Dejan Živkov & Jasmina Đurašković, 2022, "How does oil price uncertainty affect output in the Central and Eastern European economies? – the Bayesian-based approaches," Applied Economic Analysis, Emerald Group Publishing Limited, volume 31, issue 91, pages 39-54, June, DOI: 10.1108/AEA-07-2021-0158.
• Francis X. Diebold & Glenn D. Rudebusch, 2022, "On the Evolution of US Temperature Dynamics," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A002.
• Luca Nocciola, 2022, "Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A009.
• Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2022, "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B003.
• Malika Neifar, 2022, "Revisit of Okun's law case of Tunisia, Egypt, Morocco, Lebanon, Jordan and Oman," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 14, issue 4, pages 539-556, December, DOI: 10.1108/AJEMS-08-2022-0343.
• Christine Clarke & Patrice Whitely & Travis Reid, 2022, "Fiscal sustainability in highly indebted countries: evidence from Jamaica," International Journal of Development Issues, Emerald Group Publishing Limited, volume 21, issue 3, pages 347-366, June, DOI: 10.1108/IJDI-01-2022-0003.
• Joshua Adeyemi Afolabi, 2022, "Trade misinvoicing and domestic resource mobilization in Nigeria," International Journal of Development Issues, Emerald Group Publishing Limited, volume 22, issue 1, pages 91-106, December, DOI: 10.1108/IJDI-09-2022-0208.
• Davoud Mahmoudinia & Seyed Mohammad Mostolizadeh, 2022, "(A)symmetric interaction between house prices, stock market and exchange rates using linear and nonlinear approach: the case of Iran," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 4, pages 648-671, April, DOI: 10.1108/IJHMA-01-2022-0008.
• Binh Thi Thanh Nguyen, 2022, "Can housing investment hedge against inflation?," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 6, pages 1071-1088, August, DOI: 10.1108/IJHMA-06-2022-0084.
• Jonathan E. Ogbuabor & Victor A. Malaolu & Anthony Orji, 2022, "Asymmetric effects of policy uncertainty on real sector variables in emerging markets: evidence from Brazil, India, China and South Africa," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 8, pages 2070-2090, November, DOI: 10.1108/IJOEM-01-2022-0056.
• Edson Zambon Monte, 2022, "A long-memory analysis for the CBOE Brazil ETF volatility index," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 11, pages 5155-5171, February, DOI: 10.1108/IJOEM-03-2021-0352.
• Ojonugwa Usman & Andrew Adewale Alola & George Ike, 2022, "Inbound tourism demand elasticities of MENA countries: the role of internal and external conflicts," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4690-4706, February, DOI: 10.1108/IJOEM-04-2021-0650.
• Suhasini Gupta & Pradeep Kumar Sahoo & Kirtti Ranjan Paltasingh, 2022, "Does development deter crime against women? Panel evidence from India," Journal of Business and Socio-economic Development, Emerald Group Publishing Limited, volume 2, issue 1, pages 19-33, February, DOI: 10.1108/JBSED-11-2021-0146.
• Niaz Hussain Ghumro & Ishfaque Ahmed Soomro & Ghulam Abbas, 2022, "Asymmetric effect of exchange rate and investors' sentiments on stock market performance," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 40, issue 5, pages 1192-1204, April, DOI: 10.1108/JEAS-12-2020-0205.
• Hakan Yildirim & Saffet Akdag & Andrew Adewale Alola, 2022, "Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 247-261, May, DOI: 10.1108/JEFAS-04-2021-0025.
• Oliver E. Ogbonna & Hyacinth E. Ichoku, 2022, "Symmetric or asymmetric: how is Nigeria's bilateral trade balance responding to oil price and exchange rate changes?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 464-479, March, DOI: 10.1108/JES-10-2021-0537.
• Juan Carlos Cuestas & Luis A. Gil-Alana & María Malmierca, 2022, "Credit-to-GDP ratios – non-linear trends and persistence: evidence from 44 OECD economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 448-463, March, DOI: 10.1108/JES-12-2021-0637.
• Shoaib Ali & Imran Yousaf & Zaghum Umar, 2022, "Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 477-487, February, DOI: 10.1108/RBF-04-2021-0069.
• Muhammad Yasir & A. Özlem Önder, 2022, "Time-varying herding spillover for emerging countries: evidence from BRIC countries and Turkey," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 5, pages 709-728, April, DOI: 10.1108/RBF-10-2021-0218.
• Zaghum Umar & Francisco Jareño & Ana Escribano, 2022, "Analysis of the dynamic return and volatility connectedness for non-ferrous industrial metals during the COVID-19 pandemic crisis," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 2, pages 313-333, July, DOI: 10.1108/SEF-01-2022-0045.
• Aktham Maghyereh & Hussein Abdoh, 2022, "Bubble contagion effect between the main precious metals," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 43-63, March, DOI: 10.1108/SEF-08-2021-0345.
• Yunus Karaömer, 2022, "The time-varying correlation between cryptocurrency policy uncertainty and cryptocurrency returns," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 297-310, February, DOI: 10.1108/SEF-10-2021-0436.
• Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2022, "Transformed Regression-based Long-Horizon Predictability Tests," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 30620, Jul.
• Chien-Chiang Lee & Godwin Olasehinde-Williams & Ifedola Olanipekun, 2022, "Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 4, pages 328-355, December.
• Vojtech Misak, 2022, "Crime and weather. Evidence from the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/09, May, revised May 2022.
• Sophio Togonidze & Evzen Kocenda, 2022, "Macroeconomic Implications of Oil-Price Shocks to Emerging Economies: A Markov Regime-Switching Approach," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/21, Sep, revised Sep 2022.
• Pietro De Ponti & Matteo Romagnoli, 2022, "Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers," Working Papers, Fondazione Eni Enrico Mattei, number 2022.22, Aug.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16, Nov, DOI: 10.29338/wp2022-16.
• Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2022, "When Do State-Dependent Local Projections Work?," Working Papers, Federal Reserve Bank of Dallas, number 2205, May, DOI: 10.24149/wp2205.
• 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.
• Andrey V. Polbin & Andrey V. Shumilov, 2022, "Forecasting Output Growth of Russian Manufacturing Industries Using Panel Data Models
  [Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей Промышленности]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
• Andrey V. Polbin & Andrey V. Shumilov, 2022, "Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is Climate Change Time-Reversible?," Econometrics, MDPI, volume 10, issue 4, pages 1-18, December.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, volume 15, issue 22, pages 1-26, November.
• Inzamam UI Haq & Elie Bouri, 2022, "Sustainable versus Conventional Cryptocurrencies in the Face of Cryptocurrency Uncertainty Indices: An Analysis across Time and Scales," JRFM, MDPI, volume 15, issue 10, pages 1-16, September.
• Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," JRFM, MDPI, volume 15, issue 11, pages 1-15, November.
• Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, volume 15, issue 1, pages 1-18, January.
• Marco Tronzano, 2022, "Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021)," JRFM, MDPI, volume 15, issue 6, pages 1-24, May.
• António Afonso & Emanuel Reis Leão & Dilson Tiny & Diptes C. P. Bhimjee, 2022, "Fiscal Sustainability in the PALOP Economies," Notas Económicas, Faculty of Economics, University of Coimbra, issue 54, pages 57-70, July, DOI: 10.14195/2183-203X_54_3.
• Miguel Gómez-Antonio & Ignacio del Moral Arce & Miriam Hortas-Rico, 2022, "Are vat reforms an effective tool for promoting the consumption of culture? Evidence from a quasiexperiment in Spain," Working Papers. Collection A: Public economics, governance and decentralization, Universidade de Vigo, GEN - Governance and Economics research Network, number 2203, May.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2022, "On the volatility of cryptocurrencies," Working Papers, University of Guelph, Department of Economics and Finance, number 2202.
• Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022, "The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022," Working Papers, The George Washington University, The Center for Economic Research, number 2022-001, Sep.
• Marc-Arthur Diaye & Sy-Hoa Ho & Rim Oueghlissi, 2022, "ESG performance and economic growth: a panel co-integration analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03897938, Feb, DOI: 10.1007/s10663-021-09508-7.
• Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022, "The illusion of oil return predictability: The choice of data matters!," Post-Print, HAL, number hal-03519860, Jan, DOI: 10.1016/j.jbankfin.2021.106331.
• Yassine Jaber & Ismail Kabouri & Mohamed Bouzahzah & Ibourk Aomar & Mohamed Karim, 2022, "Economic growth and education in Morocco: Cointegration and Toda Yamamoto Granger Causality," Post-Print, HAL, number hal-03694377, Jun, DOI: 10.5281/zenodo.6611974.
• Mohamed Chikhi & Claude Diebolt, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print, HAL, number hal-03778331, DOI: 10.47743/ejes-2022-0111.
• Marc-Arthur Diaye & Sy-Hoa Ho & Rim Oueghlissi, 2022, "ESG performance and economic growth: a panel co-integration analysis," Post-Print, HAL, number hal-03897938, Feb, DOI: 10.1007/s10663-021-09508-7.
• Yifei Cai & Jamel Saadaoui, 2022, "Fourier DF unit root test for R&D intensity of G7 countries," Post-Print, HAL, number hal-04031334, Sep, DOI: 10.1080/00036846.2022.2038776.
• Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2022, "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Post-Print, HAL, number hal-04478744, Jul, DOI: 10.1007/s10479-022-04832-y.
• Ahmet Faruk Aysan & Ali Polat & Hasan Tekin & Ahmet Tunali, 2022, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Working Papers, HAL, number hal-03638273, Apr.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," Working Papers, HAL, number hal-03880243, Nov.
• Mboya, Mwasi & Sibbertsen, Philipp, 2022, "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-705, Dec.
• Patricia Hughes & Mustafa Göktuğ Kaya, 2022, "Determinants Of Health Care Expenditure In The United States: An Ardl Approach Focusing On Insurance Coverage," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 4, pages 643-660, DOI: 10.32910/ep.73.4.7.
• Justin Contat & Malcolm Rogers, 2022, "Housing Supply and Liquidity in the COVID-19 Era," FHFA Staff Working Papers, Federal Housing Finance Agency, number 22-02, Nov.
• Kilman, Josefin, 2022, "Monetary Policy Shocks for Sweden," Working Papers, Lund University, Department of Economics, number 2022:18, Sep.
• Poon, Aubrey & Zhu, Dan, 2022, "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers, Örebro University, School of Business, number 2022:11, Sep.
• Galina Besstremyannaya & Sergei Golovan, 2022, "Provider Altruism in Incentives Contracts: Medicare’s Quality Race," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 3, pages 375-403.
• Nishi, Mikihito & 西, 幹仁 & Kurozumi, Eiji & 黒住, 英司, 2022, "Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2022-02, Aug.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2022, "Realized Volatility: Survey with Application to Nikkei 225 Stock Index," Economic Review, Hitotsubashi University, volume 73, issue 3, pages 254-280, July, DOI: 10.15057/74220.
• Morita, Hiroshi, 2022, "Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-118, Mar.
• Tihana Škrinjarić, 2022, "Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making," Working Papers, The Croatian National Bank, Croatia, number 65, Sep.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022, "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers), Inter-American Development Bank, number 12236, May, DOI: http://dx.doi.org/10.18235/0004266.
• Fuentes, Nelson & Aguilar, Gonzalo & Trillos, Camila, 2022, "Impact of the COVID-19 Pandemic on the Formal Labor Market and the Pension System in El Salvador," IDB Publications (Working Papers), Inter-American Development Bank, number 12490, Oct, DOI: http://dx.doi.org/10.18235/0004523.
• Dinci J. Penzin & Afees Salisu & Benedict N.Akanegbu, 2022, "A Note On Public Debt-Private Investment Nexus In Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 1, pages 25-36, June, DOI: https://doi.org/10.21098/bemp.v25i1.
• DerviÅŸ Kirikkaleli & Mustafa Tevfik Kartal & Tomiwa Sunday Adebayo, 2022, "Time And Frequency Dependency Of Foreign Exchange Rates And Country Risk:Evidence From Turkey," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 1, pages 37-54, June, DOI: https://doi.org/10.21098/bemp.v25i1.
• Aktham Maghyereh & Nader Virk & Basel Awartani & Mohammad Al Shboul, 2022, "The Systemic Risk In The Gulf Cooperation Council Countries’ Equity Markets And Banking Sectors: A Dynamic Covar Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 3, pages 439-470, November, DOI: https://doi.org/10.21098/bemp.v25i3.
• Meinisa Fadillah Rahmi & Nasrudin, 2022, "The Effect Of Covid-19 Pandemic On The Risks Of Investments In Indonesia: Evidence From The Egarch Model," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 673-688, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Martin Trombetta & Agustín Duarte Baracat & Azul Menduiña, 2022, "Crecimiento económico, empleo formal y estructura productiva," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 60, issue 1, pages 107-144, Diciembre, DOI: 10.55444/2451.7321.2022.v60.n1.3768.
• Itamar Caspi & Amit Friedman & Sigal Ribon, 2022, "The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 5, pages 1-31, December.
• Mr. Serhan Cevik, 2022, "Mind the Gap: City-Level Inflation Synchronization," IMF Working Papers, International Monetary Fund, number 2022/166, Sep.
• Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022, ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202217, Oct, revised Oct 2022.
• José R. García-Sanchís & Ernest Pons & Jordi Suriñach & Esther Vayá, 2022, ""El impacto económico del Covid-19 sobre el sector turístico español"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202219, Nov, revised Nov 2022.
• R. Vilela Mendes & Tanya Araújo, 2022, "Long-range connections and mixed diffusion in fractional networks," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0223, Mar.
• António Afonso & João Tovar Jalles & Zoe Venter, 2022, "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advanced Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0224, Apr.
• João Alcobia & Ricardo Barradas, 2022, "Falling Labour Share and the Anaemic Growth in Portugal: a Post-Keynesian Econometric Analysis," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0247, Sep.
• Mustafa Naimoglu & Sefa Özbek, 2022, "Is China Growing Dirty? A Cointegration Analysis with Structural Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 245-264, July, DOI: 10.26650/JEPR1055637.
• Omer Fazil Emek & Melike Atay Polat, 2022, "The Relationship Between Energy Consumption, Globalization, and Economic Growth: A Causality Analysis for Selected Emerging Market Economies," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 331-351, July, DOI: 10.26650/JEPR1087057.
• Ayca Doganer, 2022, "Determining Unemployment Hysteresis in European Countries Using Linear and Nonlinear Unit Root Tests: The 1991-2020 Period," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 753-785, December, DOI: 10.26650/ISTJECON2022-1100547.
• Serkan Goksu, 2022, "Does Plastic Card Spending Have an Impact on Household Private Consumption Expenditures? Empirical Evidence Based on the ARDL Method," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 845-875, December, DOI: 10.26650/ISTJECON2022-1106208.
• Hamermesh, Daniel S. & Pfann, Gerard A., 2022, "The Variability and Volatility of Sleep: An Archetypal Approach," IZA Discussion Papers, IZA Network @ LISER, number 15001, Jan.
• Akkoyunlu, Sule & Epstein, Gil S. & Gang, Ira N., 2022, "Migration and University Education: An Empirical (Macro) Link," IZA Discussion Papers, IZA Network @ LISER, number 15301, May.
• Kastoryano, Stephen, 2022, "Regime and Treatment Effects in Duration Models: Decomposing Expectation and Transplant Effects on the Kidney Waitlist," IZA Discussion Papers, IZA Network @ LISER, number 15314, May.
• Sayli, Melisa & Moscelli, Giuseppe & Blanden, Jo & Bojke, Chris & Mello, Marco, 2022, "Do Non-monetary Interventions Improve Staff Retention? Evidence from English NHS Hospitals," IZA Discussion Papers, IZA Network @ LISER, number 15480, Aug.
• Estefanía Mourelle & Juan Carlos Cuestas, 2022, "Investment dynamics in Central and Eastern Europe: Why doesn’t the sun always rise from the east?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/02.
• Juan Carlos Cuestas & Mercedes Monfort, 2022, "Fiscal consumption and private consumption in Europe: what have we learned?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/05.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2022, "Unemployment hysteresis by sex and education attainment in the EU," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/06.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez, 2022, "House prices in Spain: Is it always sunny and warm?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/07.
• Ririen Setiati Riyanti & Iván Arribas & Silvia Pazzi & Emili Tortosa-Ausina, 2022, "The impacts of static ownership types and governance changes on small business lending: Evidence from Indonesia," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/13.
• 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.
• Debabrata Mukhopadhyay, 2022, "Structural Change in Rice-Wheat Crop Yield in India: A Multiple Breakpoint Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 369-378, 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.
• Leward Jeke & Patrick Lusenge Ndungo & Clement Moyo, 2022, "Testing the Foreign Aid-Led Growth Hypothesis in the Democratic Republic of Congo," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 1-15, October–D.
• Almas Heshmati & Luis A. Gil-Alana & Masoomeh Rashidghalam, 2022, "Population Growth Similarity in North and East Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 151-167, October–D.
• Mohamed CHIKHI & Claude DIEBOLT, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, volume 13, pages 228-253, June, DOI: https://doi.org/10.47743/ejes-2022-.
• Maciej Wysocki & Cezary Wojcik & Andreas Freytag, 2022, "Populists and Fiscal Policy: The Case of Poland," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2022-013, Dec.
• William A. Barnett & Unal Eryilmaz, 2022, "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202203, Jan.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202212, Jun.
• Zongwu Cai & Pixiong Chen, 2022, "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202216, Nov, revised Nov 2022.
• 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.
• Cheng-Feng Wu & Shian-Chang Huang & Chei-Chang Chiou & Tsangyao Chang & Yung-Chih Chen, 2022, "The Relationship Between Economic Growth and Electricity Consumption: Bootstrap ARDL Test with a Fourier Function and Machine Learning Approach," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 4, pages 1197-1220, December, DOI: 10.1007/s10614-021-10097-7.
• D. O. Olayungbo & T. A. Ojeyinka, 2022, "Crude oil prices pass-through to retail petroleum product prices in Nigeria: evidence from hidden cointegration approach," Economic Change and Restructuring, Springer, volume 55, issue 2, pages 951-972, May, DOI: 10.1007/s10644-021-09336-6.
• Taofeek Olusola Ayinde, 2022, "Modelling macroeconomic trilemma and central bank behaviour in Nigeria: a Markov-switching approach," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1303-1325, August, DOI: 10.1007/s10644-021-09346-4.
• Safet Kurtović & Nehat Maxhuni & Blerim Halili & Bujar Krasniqi, 2022, "Does outward foreign direct investment crowd in or crowd out domestic investment in central, east and southeast europe countries? an asymmetric approach," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1419-1444, August, DOI: 10.1007/s10644-021-09352-6.
• Zeynep Kantur & Gülserim Özcan, 2022, "Dissecting Turkish inflation: theory, fact, and illusion," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1543-1553, August, DOI: 10.1007/s10644-021-09357-1.
• Patricks Ogiji & Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2022, "Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1655-1672, August, DOI: 10.1007/s10644-021-09362-4.
• Andrew Phiri, 2022, "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1673-1699, August, DOI: 10.1007/s10644-021-09363-3.
• Jun Wen & Samia Khalid & Hamid Mahmood & Xiuyun Yang, 2022, "Economic policy uncertainty and growth nexus in Pakistan: a new evidence using NARDL model," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1701-1715, August, DOI: 10.1007/s10644-021-09364-2.
• Marc-Arthur Diaye & Sy-Hoa Ho & Rim Oueghlissi, 2022, "ESG performance and economic growth: a panel co-integration analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 1, pages 99-122, February, DOI: 10.1007/s10663-021-09508-7.
• Simona Malovaná & Dominika Ehrenbergerová, 2022, "The effect of higher capital requirements on bank lending: the capital surplus matters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 3, pages 793-832, August, DOI: 10.1007/s10663-022-09536-x.
• Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2022, "The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 83, issue 2, pages 381-411, October, DOI: 10.1007/s10640-021-00567-9.
• Dionisio Ramírez-Carrera & Gemma Durán-Romero & José Antonio Negrín Peña, 2022, "European Climate Policy Effectiveness: Convergence Analysis for per Capita CO2 Emissions," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 1, pages 41-43, May, DOI: 10.1007/s11294-022-09845-8.
• Emmanuel Apergis & Nicholas Apergis, 2022, "Reverse Immigration Effects for Expatriates in Oman During the COVID-19 Pandemic Shock," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 1, pages 19-37, May, DOI: 10.1007/s11294-022-09853-8.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
• Marco Gallegati & Massimo Tamberi, 2022, "Long swings in the growth of government expenditure: an international historical perspective," Public Choice, Springer, volume 192, issue 3, pages 227-248, September, DOI: 10.1007/s11127-022-00979-1.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022, "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 22-509, Dec, DOI: 10.3929/ethz-b-000589093.
• Kohtaro Hitomi & Jianwei Jin & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2022, "Unit root tests considering initial values and a concise method for computing powers," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1084, Nov.
• Jianwei Jin & Keiji Nagai, 2022, "Sequential unit root test for first-order autoregressive processes with initial values," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1085, Nov.
• Omar Enrique Castillo Núñez, 2022, "Determinants of the Primary Supply of Cattle for Fattening in the Department of Córdoba, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 96, pages 279-314, January-J, DOI: 10.17533/udea.le.n96a343891.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Testing Granger Non-Causality in Expectiles," Working Papers, University of Liverpool, Department of Economics, number 202207, Mar.
• Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2022, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Working Papers, University of Liverpool, Department of Economics, number 202212, Mar.
• Schlicht, Ekkehart, 2022, "VCwrapper," Discussion Papers in Economics, University of Munich, Department of Economics, number 84584.
• Schlicht, Ekkehart, 2022, "Estimating time-varying coefficients with Gretl using the VC method," Discussion Papers in Economics, University of Munich, Department of Economics, number 84611, Jan.
• Schlicht, Ekkehart, 2022, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 92509, revised .
• C. Rangarajan & K. R. Shanmugam, 2022, "Achieving One Trillion Dollar Economy for Tamil Nadu: Some Implications and Concerns," Working Papers, Madras School of Economics,Chennai,India, number 2022-232, Nov.
• Andreas Marcus Gohs, 2022, "Forecasting Market Diffusion of Innovative Battery-Electric and Conventional Vehicles in Germany under Model Uncertainty," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202209.
• Theologos Dergiades & Panos K. Pouliasis, 2021, "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_03, Feb, revised Feb 2021.
• Don Bredin & Stilianos Fountas, 2022, "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2022_03, Mar, revised Mar 2022.
• Thanh Viet Nguyen & Tuyen Quang Tran & Dewan Ahsan, 2022, "Aquaculture Farmers' Economic Risks Due to Climate Change: Evidence from Vietnam," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 1, pages 42-53, DOI: 10.11118/ejobsat.2022.006.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is climate change time-reversible?," Working Papers, University of Milano-Bicocca, Department of Economics, number 498, May, revised Nov 2022.
• Claudio Morana, 2022, "Euro area inflation and a new measure of core inflation," Working Papers, University of Milano-Bicocca, Department of Economics, number 505, Dec, revised Oct 2023.
• Chor Foon Tang & Yu Syuen Lim, 2022, "Reactions of Long-run Private Consumption in Malaysia to Crises, Economic Leadership and Telecommunication Technology," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 59, issue 2, pages 221-239, December, DOI: 10.22452/MJES.vol59no2.3.
• Costanza Torricelli & Eleonora Pellati, 2022, "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0085, Apr.
• Lara Coulier & Selien De Schryder, 2022, "Evaluating heterogeneous effects of housing-sector-specific macroprudential policy tools on Belgian house price growth," Working Paper Research, National Bank of Belgium, number 421, Oct.
• Daniel S. Hamermesh & Gerard A. Pfann, 2022, "The Variability and Volatility of Sleep: An ARCHetypal Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 29658, Jan.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022, "Contamination Bias in Linear Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30108, Jun.