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

• Abdou Baoua, Mahamane Moutari & Ay, Ahmet, 2022, "Determinants of Economic Growth in a Least Developed Country: Time Series Analysis for Niger," MPRA Paper, University Library of Munich, Germany, number 125741, Sep.
• Roudari, Soheil, 2022, "تاثیر نوسانات نرخ ارز و سهام بر کارایی تسهیلات اعطایی به بخش کشاورزی
  [The effect of exchange rate and stock index fluctuations on the efficiency of agricultural facilities]," MPRA Paper, University Library of Munich, Germany, number 127368, Oct.
• Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202201, Jan.
• Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
• Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
• Mduduzi Biyase & Carolyn Chisadza, 2022, "Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202214, Feb.
• Rangan Gupta & Christian Pierdzioch, 2022, "Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202216, Mar.
• 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," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
• Keagile Lesame & Geoffrey Ngene & Rangan Gupta & Elie Bouri, 2022, "Herding in International REITs Markets around the COVID-19 Pandemic," Working Papers, University of Pretoria, Department of Economics, number 202218, Apr.
• Carolyn Chisadza & Mduduzi Biyase, 2022, "Financial Development and Income Inequality: Evidence from Advanced, Emerging and Developing Economies," Working Papers, University of Pretoria, Department of Economics, number 202221, Apr.
• Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2022, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realised Volatility," Working Papers, University of Pretoria, Department of Economics, number 202225, May.
• David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
• Elie Bouri & Rangan Gupta & Luca Rossini, 2022, "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers, University of Pretoria, Department of Economics, number 202229, Jun.
• Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202230, Jun.
• Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
• Elie Bouri & Rangan Gupta & Jacobus Nel & Sisa Shiba, 2022, "Contagious Diseases and Gold: Over 700 Years of Evidence from Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202233, Jun.
• Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch, 2022, "Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202238, Aug.
• Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
• Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
• Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "US Monetary Policy and BRICS Stock Market Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202243, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
• Sisa Shiba & Goodness C. Aye & Rangan Gupta & Samrat Goswami, 2022, "Forecastability of Agricultural Commodity Futures Realised Volatility with Daily Infectious Disease-Related Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202249, Oct.
• Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
• Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2022, "Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa," Working Papers, University of Pretoria, Department of Economics, number 202254, Nov.
• Bruno Coric & Rangan Gupta, 2022, "Economic Disasters and Inequality," Working Papers, University of Pretoria, Department of Economics, number 202255, Nov.
• Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
• Abraham Oketooyin Gbadebo, 2022, "Effect of COVID-19 Pandemic on Foreign Exchange Rate Volatility: The Nigeria experience," ACTA VSFS, University of Finance and Administration, volume 16, issue 1, pages 43-62.
• Oliver E. Ogbonna & Hyacinth E. Ichoku, 2022, "Oil Price, Exchange Rate and Asymmetric Adjustment of Nigeria's Bilateral Trade," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 2, pages 195-213, DOI: 10.18267/j.pep.801.
• Aykut Ekinci, 2022, "Relationship Between Output Volatility and Output in OECD Countries Revisited," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 6, pages 509-537, DOI: 10.18267/j.pep.812.
• Lukáš Fiala, 2022, "Modelling Household Mortgage Debt: the case of the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 6, pages 443-463, DOI: 10.18267/j.pep.816.
• Saša Obradović & Nemanja Lojanica, 2022, "Are Inflation Rates Stationary in the Western Balkan Countries? Evidence from Unit Root Tests," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 4, pages 421-439, DOI: 10.18267/j.polek.1362.
• Petra Jílková & Jana Kotěšovcová, 2022, "Determinanty výnosnosti evropského bankovního systému v letech 2012-2019
  [Determinants of European Bank Profitability in 2012-2019]," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 5, pages 552-573, DOI: 10.18267/j.polek.1366.
• Sophio Togonidze & Evžen Kočenda, 2022, "Macroeconomic implications of oil price shocks to emerging economies: a Markov regime-switching approach," FFA Working Papers, Prague University of Economics and Business, number 4.009, May, revised 06 Sep 2022.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022, "Contamination Bias in Linear Regressions," Working Papers, Princeton University. Economics Department., number 2022-15, Aug.
• Fabio Gobbi & Sabrina Mulinacci, 2022, "State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 14, issue 1, pages 81-108, March.
• Paulo M.M. Rodrigues & Robert Hill, 2022, "Forgetting Approaches to Improve Forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w202208.
• Rewat Khanthaporn, 2022, "Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 183, Jul.
• Chicama, Diego & Nivin, Rafael, 2022, "Evaluando el modelo Growth-at-Risk como herramienta para vigilar los riesgos macrofiancieros en la economía peruana," Working Papers, Banco Central de Reserva del Perú, number 2022-008, Oct.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers, South African Reserve Bank, number 11024, Mar.
• Kaelo Ntwaepelo & Grivas Chiyaba, 2022, "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-06, Aug.
• Andrey Polbin & Anton Skrobotov, 2022, "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 66, pages 5-24.
• Galina Besstremyannaya & Richard Dasher & Sergei Golovan, 2022, "Quantifying heterogeneity in the relationship between R&D intensity and growth at innovative Japanese firms: A quantile regression approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 67, pages 27-45.
• Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
• Mduduzi Biyase & Hinaunye Eita & Thomas Udimal & Talent Zwane, 2022, "Military Spending and Inequality in South Africa: An ARDL Bound Testing Approach to Cointegration," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 75, issue 2, pages 241-268.
• Mantu Kumar Mahalik & Thai-Ha Le & Ha-Chi Le & Sushree Subhadra, 2022, "Does Higher Education Level Matter for The Reduction of Non-Renewable Energy Demand? Insights from the World’s Largest Greenhouse Gas Emitters," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 3, pages 29-56.
• José M. Belbute & Alfredo M. Pereira, 2022, "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 1, pages 1-27.
• Estefanía Lara & Pablo Ponce, 2022, "Consumo de energía, capital humano y crecimiento económico: Análisis de cointegración y causalidad con datos de panel a nivel mundial," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 10, issue 1, pages 63-76.
• Narges ahmadvand & Mohammad Alizadeh & Mohammad Hassan Fotros & Mahbubeh Delfan, 2022, "The Impact of Nonliner of Government Public Expenditures on Social Welfare (NARDL Approach)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 4, pages 161-200.
• Dagoberto Carlos Peña Cobeñas, 2022, "Demanda de exportaciones e importaciones en el Perú: estimación de elasticidades precio e ingreso, enero 2012-febrero 2022," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 38, pages 47-93.
• Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 1-2022, Feb.
• Yiu Lim Lui & Peter C.B. Phillips & Jun Yu, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 11-2022, Oct.
• Xiaohu Wang & Jun Yu & Chen Zhang, 2022, "On the Optimal Forecast with the Fractional Brownian Motion," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 12-2022, Oct.
• Shuping Shi & Jun Yu & Chen Zhang, 2022, "Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2022, Nov.
• Blagica Novkovska & Violeta Milenkovska & Angela Milenkovska Klimoska, 2022, "Inflow And Outflow Of Human Resources: Specific Conditions Of South East European Countries," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 13, issue 2, pages 249-257.
• Ömer ÖNALAN, 2022, "Joint Modelling of S&P500 and VIX Indices with Rough Fractional Ornstein-Uhlenbeck Volatility Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 68-84, April.
• Mustafa Tevfik KARTAL, 2022, "The Role of Macroeconomic and Market Indicators in Explaining Sovereign Credit Default Swaps (CDS) Spread Changes: Evidence from Türkiye," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-164, April.
• Cristina ANGHELESCU, 2022, "Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-104, October.
• Saghir Pervaiz GHAURI & Hina QADIR & Rizwan Raheem AHMED & Dalia STREIMIKIENE & Justas STREIMIKIS, 2022, "The Exports Performance of Pakistan: Evidence from the ARDL Cointegration Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 150-168, December.
• Kaan MASATÇI & Asuman OKTAYER BUZLUCA, 2022, "Testing the Fiscal Theory of the Price Level in Türkiye by Using Structural Balance Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 74-95, December.
• Malikova, Ekaterina (Маликова, Екатерина), 2022, "Cointegration with time-varying parameters: literature review
  [Коинтеграция С Меняющимися Во Времени Параметрами: Обзор Литературы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220235, Sep.
• Cyril Manga & Sufyan Qudah & Alexandru Capatina, 2022, "Comparative Approach of Economic Growth Engines (Senegal vs. Jordan) using Granger Causality Test," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 23, issue 1, pages 189-201, March.
• Ying-Sing LIU & Liza LEE, 2022, "Are Modifications in the ETF's Investment Performance and Risks during the COVID-19 Pandemic Event?," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 23, issue 1, pages 05-17, June.
• Alessandro Casini, 2022, "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," CEIS Research Paper, Tor Vergata University, CEIS, number 539, Apr, revised 11 Apr 2022.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, volume 0, issue .
• Harendra Behera & Saurabh Sharma, 2022, "Characterizing India’s Financial Cycle," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 2, pages 152-183, June, DOI: 10.1177/09726527221077727.
• Jaivir Singh & Vatsala Shreeti & Parnil Urdhwareshe, 2022, "The Impact of Bilateral Investment Treaties on FDI Inflows Into India: Some Empirical Results," Foreign Trade Review, , volume 57, issue 3, pages 310-323, August, DOI: 10.1177/00157325211027374.
• Panayiotis Tzeremes, 2022, "The Asymmetric Effects of Regional House Prices in the UK: New Evidence from Panel Quantile Regression Framework," Studies in Microeconomics, , volume 10, issue 1, pages 7-22, June, DOI: 10.1177/2321022220980541.
• Carlos Alberto Duque Garcia, 2022, "Economic Growth and the Rate of Profit in Colombia 1967–2019: A VAR Time-Series Analysis," Review of Radical Political Economics, Union for Radical Political Economics, volume 54, issue 3, pages 298-316, September, DOI: 10.1177/04866134221082212.
• Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022, "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 6, pages 523-542, June.
• Anna Staszewska-Bystrova & Victor Bystrov, 2022, "The Evolution of Fiscal Policy and Public Debt Dynamics: The Case of Sweden," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 67-83.
• Whitehouse, E. J. & Harvey, D. I. & Leybourne, S. J., 2022, "Real-time monitoring of bubbles and crashes," Working Papers, The University of Sheffield, Department of Economics, number 2022007, Apr.
• Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022, "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, volume 313, issue 1, pages 191-229, June, DOI: 10.1007/s10479-021-04211-z.
• Hachmi Ben Ameur & Zied Ftiti & Fredj Jawadi & Wael Louhichi, 2022, "Measuring extreme risk dependence between the oil and gas markets," Annals of Operations Research, Springer, volume 313, issue 2, pages 755-772, June, DOI: 10.1007/s10479-020-03796-1.
• M. Karanasos & S. Yfanti & J. Hunter, 2022, "Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises," Annals of Operations Research, Springer, volume 313, issue 2, pages 1077-1116, June, DOI: 10.1007/s10479-021-04042-y.
• Theodoros Daglis & Ioannis G. Melissaropoulos & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022, "The impact of COVID-19 on global stock markets: early linear and non-linear evidence for Italy," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 1, pages 485-495, April, DOI: 10.1007/s40844-021-00230-4.
• Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 605-634, February, DOI: 10.1007/s00181-021-02041-3.
• Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2022, "On the long-run dynamics of income and wealth inequality," Empirical Economics, Springer, volume 62, issue 2, pages 375-408, February, DOI: 10.1007/s00181-021-02043-1.
• Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 635-635, February, DOI: 10.1007/s00181-021-02085-5.
• Pierre Perron & Yohei Yamamoto, 2022, "The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence," Empirical Economics, Springer, volume 62, issue 3, pages 1193-1218, March, DOI: 10.1007/s00181-021-02047-x.
• Khyati Kathuria & Nand Kumar, 2022, "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, volume 62, issue 3, pages 1177-1191, March, DOI: 10.1007/s00181-021-02061-z.
• Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022, "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, volume 62, issue 3, pages 1079-1121, March, DOI: 10.1007/s00181-021-02065-9.
• Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022, "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, volume 62, issue 5, pages 2179-2203, May, DOI: 10.1007/s00181-021-02103-6.
• Christian Glocker & Serguei Kaniovski, 2022, "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, volume 63, issue 1, pages 43-91, July, DOI: 10.1007/s00181-021-02129-w.
• Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 567-600, August, DOI: 10.1007/s00181-021-02156-7.
• Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Correction to: Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 601-601, August, DOI: 10.1007/s00181-021-02187-0.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
• Masato Ubukata, 2022, "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, volume 63, issue 5, pages 2633-2653, November, DOI: 10.1007/s00181-022-02209-5.
• Nahid Sultana & Mohammad Mafizur Rahman & Rasheda Khanam, 2022, "Environmental kuznets curve and causal links between environmental degradation and selected socioeconomic indicators in Bangladesh," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 4, pages 5426-5450, April, DOI: 10.1007/s10668-021-01665-w.
• Marco Mele & Cosimo Magazzino & Nicolas Schneider & Antonia Rosa Gurrieri & Hêriş Golpira, 2022, "Innovation, income, and waste disposal operations in Korea: evidence from a spectral granger causality analysis and artificial neural networks experiments," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 39, issue 2, pages 427-459, July, DOI: 10.1007/s40888-022-00261-z.
• Gaetano Perone, 2022, "Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 6, pages 917-940, August, DOI: 10.1007/s10198-021-01347-4.
• Emanuele Giovannetti & Mohsen Hamoudia, 2022, "The interaction between direct and indirect network externalities in the early diffusion of mobile social networking," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 617-642, December, DOI: 10.1007/s40821-022-00208-1.
• Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
• Mathias Beiglböck & Gudmund Pammer & Walter Schachermayer, 2022, "From Bachelier to Dupire via optimal transport," Finance and Stochastics, Springer, volume 26, issue 1, pages 59-84, January, DOI: 10.1007/s00780-021-00466-3.
• Archana Kulkarni, 2022, "An Assessment of India’s Current Account Sustainability and Adjustment: A Nonlinear Framework," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_18.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
• Arun Kumar Giri & Geetilaxmi Mohapatra, 2022, "Do Institutional Quality and Trade Openness Influence Economic Growth? An Empirical Evidence from India," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_9.
• Cosimo Magazzino & Marco Mele, 2022, "A Dynamic Factor and Neural Networks Analysis of the Co-movement of Public Revenues in the EMU," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 8, issue 2, pages 289-338, July, DOI: 10.1007/s40797-021-00155-2.
• Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022, "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, volume 92, issue 4, pages 675-706, May, DOI: 10.1007/s11573-021-01075-4.
• Barend Abeln & Jan P. A. M. Jacobs, 2022, "COVID-19 and Seasonal Adjustment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 2, pages 159-169, July, DOI: 10.1007/s41549-022-00071-z.
• George A. Waters & Thuy Bui, 2022, "An empirical test for bubbles in cryptocurrency markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 207-219, January, DOI: 10.1007/s12197-021-09561-9.
• Godwin Olasehinde-Williams & Oktay Özkan, 2022, "Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 507-521, July, DOI: 10.1007/s12197-022-09570-2.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
• Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022, "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 535-552, July, DOI: 10.1007/s12197-022-09579-7.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2022, "Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks," The Japanese Economic Review, Springer, volume 73, issue 4, pages 647-677, October, DOI: 10.1007/s42973-020-00051-x.
• Nedra Baklouti & Younes Boujelbene, 2022, "Corruption, Democracy, and Public Debt: a Case of the Arab Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 13, issue 1, pages 574-586, March, DOI: 10.1007/s13132-021-00753-6.
• Emanuele Russo & Neil Foster-McGregor, 2022, "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, volume 32, issue 2, pages 713-756, April, DOI: 10.1007/s00191-021-00727-6.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2022, "Inflation, output growth and their uncertainties: some multivariate GARCH-M evidence for Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 1, pages 197-210, June, DOI: 10.1007/s40847-022-00177-1.
• Ankur Jain & Neela Madhaba Sheekha, 2022, "Agrarian crisis in wheat-producing region of India: analysis of profitability and costs," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 2, pages 320-339, December, DOI: 10.1007/s40847-022-00186-0.
• Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022, "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 85, issue 8, pages 977-1022, November, DOI: 10.1007/s00184-021-00857-8.
• Daniel J. Pastor & Bradley T. Ewing, 2022, "VEC model of water infrastructure in Los Angeles: implications for community resilience and recovery," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 114, issue 1, pages 629-643, October, DOI: 10.1007/s11069-022-05404-w.
• Farzana Naheed Khan & Eatzaz Ahmad, 2022, "Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 1, pages 95-124, January, DOI: 10.1007/s10258-020-00186-0.
• Wanjun Xia & Buhari Doğan & Umer Shahzad & Festus Fatai Adedoyin & Abiodun Popoola & Muhammad Adnan Bashir, 2022, "An empirical investigation of tourism-led growth hypothesis in the European countries: evidence from augmented mean group estimator," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 2, pages 239-266, May, DOI: 10.1007/s10258-021-00193-9.
• Zahra Zarepour, 2022, "Short- and long-run macroeconomic impacts of the 2010 Iranian energy subsidy reform," SN Business & Economics, Springer, volume 2, issue 10, pages 1-32, October, DOI: 10.1007/s43546-022-00327-x.
• Mehmet Sahiner, 2022, "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, volume 2, issue 10, pages 1-74, October, DOI: 10.1007/s43546-022-00329-9.
• Markus Vogl, 2022, "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, volume 2, issue 12, pages 1-69, December, DOI: 10.1007/s43546-022-00359-3.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022, "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, volume 2, issue 2, pages 1-20, February, DOI: 10.1007/s43546-021-00198-8.
• Eliphas Ndou, 2022, "Exchange rate changes on export volumes in South Africa under the inflation targeting period," SN Business & Economics, Springer, volume 2, issue 6, pages 1-25, June, DOI: 10.1007/s43546-022-00217-2.
• Shian Zeng & Chengdong Yi, 2022, "Impact of the COVID-19 pandemic on the housing market at the epicenter of the outbreak in China," SN Business & Economics, Springer, volume 2, issue 6, pages 1-20, June, DOI: 10.1007/s43546-022-00225-2.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
• Niaz Morshed & Mohammad Razib Hossain, 2022, "Causality analysis of the determinants of FDI in Bangladesh: fresh evidence from VAR, VECM and Granger causality approach," SN Business & Economics, Springer, volume 2, issue 7, pages 1-28, July, DOI: 10.1007/s43546-022-00247-w.
• Manu Sharma & Geetilaxmi Mohapatra & A. K. Giri, 2022, "Examining the macro-determinants of tourist arrivals in India," SN Business & Economics, Springer, volume 2, issue 8, pages 1-18, August, DOI: 10.1007/s43546-022-00291-6.
• Djedaiet Aissa & Ayad Hicham, 2022, "Hard currency inflows and sterilization policy in Algeria," SN Business & Economics, Springer, volume 2, issue 9, pages 1-16, September, DOI: 10.1007/s43546-022-00309-z.
• Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022, "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 164, issue 2, pages 711-725, November, DOI: 10.1007/s11205-022-02982-x.
• Cheng-Wen Lee & Wei-Jui Chen, 2022, "Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-3.
• Nuri Celik, 2022, "A New Approach to the Threshold Autoregressive Models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 3, pages 1-1.
• Andreas Benedictow & Roger Hammersland, 2022, "Why has the Norwegian krone exchange rate been persistently weak?. A fully simultaneous VAR approach," Discussion Papers, Statistics Norway, Research Department, number 981, May.
• Jaromír Vrbka & Jakub Horák & Tomáš Krulický, 2022, "The influence of world oil prices on the Chinese Yuan exchange rate," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 4, pages 439-462, June, DOI: 10.9770/jesi2022.9.4(24).
• Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2022, "Aggregate skewness and the business cycle," Working Papers, European Stability Mechanism, number 53, Jul.
• Peter Fuleky, 2022, "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 11, pages 1037-1041, June, DOI: 10.1080/13504851.2021.1907278.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
• Ali Gokhan Yucel & Cihat Koksal & Sevil Acar & Luis Alberiko Gil-Alana, 2022, "The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 54, issue 27, pages 3074-3087, June, DOI: 10.1080/00036846.2022.2047602.
• Yifei Cai & Jamel Saadaoui, 2022, "Fourier DF unit root test for R&D intensity of G7 countries," Applied Economics, Taylor & Francis Journals, volume 54, issue 42, pages 4900-4914, September, DOI: 10.1080/00036846.2022.2038776.
• Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal Kumar Das & Umakant Dash & Augustine C. Arize, 2022, "Does the pattern of age dependency matter in the promotion of financial development in an emerging economy?," Applied Economics, Taylor & Francis Journals, volume 54, issue 48, pages 5622-5637, October, DOI: 10.1080/00036846.2022.2047605.
• David De Villiers & Andrew Phiri, 2022, "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 31, issue 2, pages 161-180, February, DOI: 10.1080/09638199.2021.1964581.
• Daniel Borup & Erik Christian Montes Schütte, 2022, "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 186-200, January, DOI: 10.1080/07350015.2020.1791133.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022, "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 50-65, January, DOI: 10.1080/07350015.2020.1773275.
• Maximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2022, "A New Approach to Dating the Reference Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 66-81, January, DOI: 10.1080/07350015.2020.1773834.
• Fabrizio Iacone & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022, "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 2, pages 880-896, April, DOI: 10.1080/07350015.2021.1876712.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022, "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1246-1258, June, DOI: 10.1080/07350015.2021.1920960.
• Alexander Chudik & Georgios Georgiadis, 2022, "Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 965-979, June, DOI: 10.1080/07350015.2021.1889567.
• Zacharias Psaradakis & Marián Vávra, 2022, "Using Triples to Assess Symmetry Under Weak Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1538-1551, October, DOI: 10.1080/07350015.2021.1939037.
• Abdul-Malik Abdulai, 2022, "Unemployment and Foreign Direct Investment Nexus: Empirical Evidence from Ghana," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 2, pages 47-57, December.
• Mathew Ekundayo Rotimi & Mishelle Doorasamy & Udi Joshua & Grace Gift Rotimi & Confort Omolayo Rotimi & Gabriel Samuel & Gbenga Adeyemi & Ayodele Solomon Alemayo & Alfred Kimea, 2022, "ARDL Analysis of Remittance and Per Capita Growth Nexus in Oil Dependent Economy: The Nigeria’s Experience," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 38-51, December.
• Rothfelder, Mario P. & Boldea, Otilia, 2022, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 674deead-8826-450a-8f56-f.
• Yunjong Eo & James Morley, 2022, "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, volume 104, issue 2, pages 246-258, May, DOI: 10.1162/rest_a_00957.
• Miguel D. Ramirez, 2022, "Determinants of FDI in the Chilean Case: A FMOLS Analysis. 1970-2016," Working Papers, Trinity College, Department of Economics, number 2201, Oct.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers, University of California at Riverside, Department of Economics, number 202207, Feb.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202210, May.
• Constantino Hevia & Martín Sola & Ivan Petrella, 2022, "Bond risk premia, priced regime shifts, and macroeconomic fundamentals," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_03, Sep.
• Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2022, "A Time-Varying Threshold STAR Model with Applications," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_04, Dec.
• Jamel Saadaoui & Marco Chi Keung Lau & Yifei Cai, 2022, "Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-11.
• Valérie Mignon & Jamel Saadaoui, 2022, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-36.
• Bibiana Lanzilotta & Gabriela Mordecki & Joaquín Torres, 2022, "Admisión Temporaria en Uruguay: exploración en el corto y en el largo plazo mediante metodología de series de tiempo," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 22-16, Dec.
• Ziesemer, Thomas, 2022, "Estimation of a production function with domestic and foreign capital stock," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-002, Jan.
• González Amador, Michelle & Cowan, Robin & Nillesen, Eleonora, 2022, "Peer networks and malleability of educational aspirations," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-028, Sep.
• Karla Arias & Jeaneth Torres-Olmedo & Paul Alexander Carrillo-Maldonado, 2022, "Evaluación de las reformas que impulsan el empleo formal
  [Assessing reforms that boost formal employment]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 39, issue 78, pages 33-59, january-j, DOI: https://doi.org/10.52292/j.estudeco.
• Samuel Tawiah Baidoo & Franklin Bedakiyiba Baajike & Enock Kojo Ayesu & Paul Owusu Takyi, 2022, "¿Importa el destino de las exportaciones para el crecimiento económico de Ghana?
  [Does export dstination mater for the economic growth of Gana?]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 39, issue 79, pages 21-46, july-dece, DOI: https://doi.org/10.52292/j.estudeco.
• Tassos Magdalinos & Katerina Petrova, 2022, "Uniform and distribution-free inference with general autoregressive processes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1837, Apr.
• Pavle Petrović & Zorica Mladenović, 2022, "Explosive Behavior and Rational Bubbles: Evidence from the Serbian Hyperinflation at Daily Frequency," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 69, issue 3, pages 481-492.
• Dimitria Karadimova, 2022, "The Labour Market In The Construction Sector," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 129-136.
• Kumar Ravi & Dhiman Babli, 2022, "Indian and Chinese Metal Futures Markets: A Linkage Analysis," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 10, issue 1, pages 1-14, September, DOI: 10.2478/auseb-2022-0001.
• Fatih Chellai, 2022, "Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 4, pages 1-16, December, DOI: 10.15611/eada.2022.4.01.
• Broll Udo & Förster Andreas, 2022, "Market risk, value-at-risk and exponential weighting," Economics and Business Review, Sciendo, volume 8, issue 2, pages 80-91, July, DOI: 10.18559/ebr.2022.2.5.
• Abar Hayri, 2022, "An analysis of causal relationship between economic growth and financial development for Turkey: A MODWT—Granger causality test," Economics and Business Review, Sciendo, volume 8, issue 3, pages 59-81, October, DOI: 10.18559/ebr.2022.3.4.
• Tuncer Murathan & Akbulut Nesrin & Turhan Miraç Savaş & Ari Yakup, 2022, "Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 2, pages 209-223, December, DOI: 10.2478/foli-2022-0027.
• Senekovič Marko, 2022, "What is the Nature of the Dynamics between Government Spending and Aggregate Output in the Nordic Countries?," Naše gospodarstvo/Our economy, Sciendo, volume 68, issue 1, pages 1-13, March, DOI: 10.2478/ngoe-2022-0001.
• Nguyen Hai Minh, 2022, "Spatial Spillover Effects of Transport Infrastructure on Economic Growth of Vietnam Regions: A Spatial Regression Approach," Real Estate Management and Valuation, Sciendo, volume 30, issue 2, pages 12-20, June, DOI: 10.2478/remav-2022-0010.
• Malovaná Simona & Tesařová Žaneta, 2022, "Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS," Review of Economic Perspectives, Sciendo, volume 22, issue 1, pages 53-74, March, DOI: 10.2478/revecp-2022-0003.
• Matuszewska-Janica Aleksandra & Żebrowska-Suchodolska Dorota, 2022, "Long-Term Relationships Between Mutual Funds and Equity Market," South East European Journal of Economics and Business, Sciendo, volume 17, issue 1, pages 141-153, June, DOI: 10.2478/jeb-2022-0010.
• Moussavou Ferdinand, 2022, "Electricity Consumption and Economic Growth in WAEMU Countries: an Empirical Analysis using Panel Data," Valahian Journal of Economic Studies, Sciendo, volume 13, issue 2, pages 33-42, October, DOI: 10.2478/vjes-2022-0013.
• Jurkėnaitė Nelė & Syp Alina, 2022, "Spatial Pigmeat Price Transmission: The Case of Lithuania and Poland," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 370, issue 1, pages 87-106, March, DOI: 10.30858/zer/145406.
• Jurkėnaitė Nelė & Syp Alina, 2022, "Spatial Pigmeat Price Transmission: The Case of Lithuania and Poland," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 370, issue 1, pages 87-106, March, DOI: 10.30858/zer-145406.
• Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2022, "Nightless City: Impacts of Policymakers’ Questions on Overtime Work of Government Officials," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2125, Mar, revised Oct 2023.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022, "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, volume 90, issue 4, pages 1681-1710, July, DOI: 10.3982/ECTA17249.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
• Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
• OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi, 2022, "Modelling cryptocurrency high–low prices using fractional cointegrating VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 489-505, January, DOI: 10.1002/ijfe.2164.
• Sophie van Huellen & Duo Qin & Shan Lu & Huiwen Wang & Qing Chao Wang & Thanos Moraitis, 2022, "Modelling opportunity cost effects in money demand due to openness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 697-744, January, DOI: 10.1002/ijfe.2175.
• Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
• Stephen Kastoryano & Bas van der Klaauw, 2022, "Dynamic evaluation of job search assistance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 227-241, March, DOI: 10.1002/jae.2866.
• Yohei Yamamoto & Naoko Hara, 2022, "Identifying factor‐augmented vector autoregression models via changes in shock variances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 722-745, June, DOI: 10.1002/jae.2894.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022, "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1356-1371, November, DOI: 10.1002/for.2877.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• Kurter, Zeynep O., 2022, "How macroeconomic conditions affect systemic risk in the short and long-run?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1407.
• Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022, "Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-46, March, DOI: 10.1142/S2010495222500026.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
• Raheel Gohar & Salim Bagadeem & Bisharat Hussain Chang & Muyu Zong, 2022, "Do The Income And Price Changes Affect Consumption In The Emerging 7 Countries? Empirical Evidence Using Quantile Ardl Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-24, December, DOI: 10.1142/S2010495222500245.
• Tayyab Raza Fraz & Samreen Fatima, 2022, "Modeling And Forecasting Volatility Of Stock Market Using Family Of Garch Models: Evidence From Cpec Linked Countries," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-15, March, DOI: 10.1142/S219456592250004X.