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

• Lorenzo Nalin & Juan Carlos Moreno Brid, 2022, "Equilíbrio em conta-corrente e câmbio real: o caso da manufatura no México, 2001-2019," Brazilian Journal of Political Economy, FGV EAESP, volume 42, issue 4, pages 914-933, December, DOI: 10.1590/0101-31572022-3440.
• 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.
• Nityananda Sarkar & Kushal Banik Chowdhury, 2022, "Analyzing the trend in COVID-19 data: The structural break approach," International Econometric Review (IER), Economic Research Association, volume 14, issue 3, pages 72-96, September.
• 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.
• Sílvia Gonçalves & 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.
• UÄŸur Bülent KAYTANCI & Bengül Gülümser KAYTANCI, 2022, "Research of Factors Affecting the Reserve Demand After Financial Liberalization in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1033220.
• AyÅŸe ERGÄ°N ÃœNAL & Filiz YETÄ°Z & Aynur SÃœSAY, 2022, "The Impact of COVID-19 on Industrial, Banking, and Tourism Indexes," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1013123.
• Seyit Ali MİÇOOÄžULLARI & Cebrail TELEK, 2022, "The Relationship Between Current Account Deficit and Foreign Investments in Turkey: Rolling Window Causality Analysis," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1056816.
• Ä°zzettin ULUSOY, 2022, "The Relationship between Political Institutions and Economic Development: An Application on Middle Income Countries," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1084374.
• Amal ALHATTI & Ali KONAK, 2022, "The Importance of the Banking Sector for the Development of Foreign Trade: The Case of Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1087667.
• Sevilay Ece GÃœMÜŞ ÖZUYAR & Mustafa YILMAZ & Ahmet Tayfur AKCAN, 2022, "Relationship Between Tax Accrual/ Correction Rate and Economic Growth," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1102059.
• Hilal ÅžEKER & Baki DEMÄ°REL, 2022, "Low Interest Policy and Inflation: An Analysis Based on Turkey in the Frame of Neo-Fisherian Approach," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1058947.
• Erol BULUT & Ä°brahim TOKATLIOÄžLU, 2022, "Augmented Taylor Rule Analysis for Turkish Economy: ARDL Bound Test," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1063913.
• OÄŸuzhan ÖZÇELÄ°K, 2022, "The Impact of Economic and Foreign Trade Policy Uncertainties on the Foreign Trade Balance between U.S. and China: An Analysis with Boundary Testing and ARDL," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1087191.
• TuÄŸba NUR, 2022, "The Effect of Investor's Risk Appetite on the Stock Market: A Study on the BIST Financial Index," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1095329.
• Åžekip YAZGAN & Cihat KARADEMÄ°R, 2022, "Convergence of Military Expenditure per Capita in NATO Countries: Evidence from Nahar-Inder Convergence Tests," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1104878.
• AyÅŸin BUYRUKOÄžLU & Åžehnaz ALTUNAKAR MERCAN, 2022, "The Relationship Between Inflation and Unemployment: An Empirical Study for Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1115116.
• 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.
• Fehrle, Daniel, 2022, "Hedging Against Inflation: Housing vs. Equity," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264044.
• Blind, Knut & Niebel, Crispin Miles & Rammer, Christian, 2022, "The impact of the EU General Data Protection Regulation on innovation in firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-047.
• Richard Gerlach & Chao Wang, 2022, "Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting
  [On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 105-138.
• Christian M Dahl & Emma M Iglesias, 2022, "The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models
  [Stock Returns and Volatility]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 139-159.
• Yannick Hoga, 2022, "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles
  [Coherent Measures of Risk]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 18-44.
• Tim Bollerslev, 2022, "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
  [Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 219-252.
• Genaro Sucarrat & Steffen Grønneberg, 2022, "Risk Estimation with a Time-Varying Probability of Zero Returns
  [On the Coherence of Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 278-309.
• Rong Jiang & Xueping Hu & Keming Yu, 2022, "Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall
  [Coherent Measures of Risk]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 345-366.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805.
• Mikkel Bennedsen & Asger Lunde & Mikko S Pakkanen, 2022, "Decoupling the Short- and Long-Term Behavior of Stochastic Volatility
  [Multifactor Approximation of Rough Volatility Models]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 961-1006.
• 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," Economics Series Working Papers, University of Oxford, Department of Economics, number 983, Sep.
• Covri Rivera, Daniele, 2022, "La elasticidad de la demanda de exportaciones ecuatorianas en el periodo dolarizado
  [The elasticity of demand for Ecuadorian exports in the dollarized period]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 387-414, December, DOI: https://doi.org/10.46661/revmetodos.
• Efrem Castelnuovo, 2022, "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0279, Jun.
• Sargis Karavardanyan, 2022, "Short-Term Harm, Long-Term Prosperity? Democracy, Corruption and Foreign Direct Investments in Sino-African Economic Relations," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 64, issue 3, pages 417-486, September, DOI: 10.1057/s41294-021-00176-x.
• Ben Brewer & Karen Smith Conway & Deniz Ozabaci & Robert S. Woodward, 2022, "US Health Care Expenditures, GDP and Health Policy Reforms: Evidence from End-of-Sample Structural Break Tests," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 48, issue 4, pages 451-487, October, DOI: 10.1057/s41302-022-00218-x.
• Fernando Eguren-Martin & Andrej Sokol, 2022, "Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 3, pages 487-519, September, DOI: 10.1057/s41308-022-00160-0.
• Peter Warr, 2022, "Research and productivity in Indonesian agriculture," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2022-02.
• Pablo Pincheira Brown, 2022, "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 150-183.
• Marlon Fritz & Thomas Gries & Lukas Wiechers, 2022, "An Early Indicator for Anomalous Stock Market Performance," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 153, Dec.
• Francis X. Diebold & Maximilian Gobel, 2022, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-002, Jan.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "On Robust Inference in Time Series Regression," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-012, Mar.
• Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022, "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-028, Jun.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "A New Test forMarket Efficiency and Uncovered Interest Parity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-029, Nov.
• Maria Kovacova & Lenka Hrosova & Pavol Durana & Jakub Horak, 2022, "Earnings management model for Visegrad Group as an immanent part of creative accounting," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 4, pages 1143-1176, December, DOI: 10.24136/oc.2022.033.
• Syed Ateeb Akhter Shah & Muhammad Ishtiaq & Sumbal Qureshi & Kaneez Fatima, 2022, "Inflation Forecasting for Pakistan in a Data-rich Environment (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 61, issue 4, pages 643-658.
• Katsafados, Apostolos & Anastasiou, Dimitris, 2022, "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper, University Library of Munich, Germany, number 111418, Jan.
• Barnett, William A. & Eryilmaz, Unal, 2022, "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," MPRA Paper, University Library of Munich, Germany, number 111567, Jan.
• Aknouche, Abdelhakim & Scotto, Manuel, 2022, "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper, University Library of Munich, Germany, number 112475, Mar.
• Naimoli, Antonio, 2022, "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper, University Library of Munich, Germany, number 112588, Mar.
• Kuikeu, Oscar, 2022, "Les coûts de l’inflation
  [Inflation costs]," MPRA Paper, University Library of Munich, Germany, number 112624, Apr.
• Kuikeu, Oscar, 2022, "Politique monétaire et inflation : les enseignements d’une Règle de Taylor
  [Monetary policy and inflation: lessons from an Taylor Rule]," MPRA Paper, University Library of Munich, Germany, number 112675, Apr.
• Aysan, Ahmet Faruk & Polat, Ali Yavuz & Tekin, Hasan & Tunalı, Ahmet Semih, 2022, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," MPRA Paper, University Library of Munich, Germany, number 112741, Apr.
• Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2022, "Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach," MPRA Paper, University Library of Munich, Germany, number 112915, May.
• Jimenez, Ivett & Alvarado, Rafael, 2022, "Análisis sobre la incidencia de la deuda pública en el crecimiento económico de Ecuador durante el periodo 1990-2019
  [Analysis of the incidence of public debt on the economic growth of Ecuador during the period 1990-2019]," MPRA Paper, University Library of Munich, Germany, number 113666, May.
• Chiad, Faycal & Hadj Sahraoui, Hamoudi, 2022, "Macroeconomic Determinants of Stock Market Development: Evidence from Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 113797.
• Chellai, Fatih, 2022, "Forecasting using Fuzzy Time Series," MPRA Paper, University Library of Munich, Germany, number 113848, Jul.
• Anastasiou, Dimitris & Drakos, Konstantinos & Kapopoulos, Panayotis, 2022, "Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator," MPRA Paper, University Library of Munich, Germany, number 113860, Jul.
• Bakari, Sayef, 2022, "The Impact of Natural resources, CO2 Emission, Energy use, Domestic Investment, Innovation, Trade and Digitalization on Economic growth: Evidence from 52 African Countries," MPRA Paper, University Library of Munich, Germany, number 114323.
• Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper, University Library of Munich, Germany, number 114521, Sep.
• NEIFAR, MALIKA & HACHICHA, Fatma, 2022, "GFH validity for Canada, UK, and Suisse stock markets: Evidence ‎from univariate and panel ARDL models," MPRA Paper, University Library of Munich, Germany, number 114613, Sep.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022, "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," MPRA Paper, University Library of Munich, Germany, number 114689, Sep.
• Moura, Alban, 2022, "Why you should never use the Hodrick-Prescott filter: comment," MPRA Paper, University Library of Munich, Germany, number 114922, Oct.
• Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.
• Mahjoubi, Soufiane & Mkaddem, Chamseddine, 2022, "Impact of climate change on yield production in Algeria: evidence from ARDL empirical approach," MPRA Paper, University Library of Munich, Germany, number 115565, Dec.
• Mkaddem, Chamseddine & Mahjoubi, Soufiane, 2022, "Climate change and its impact on water consumption in Tunisia: Evidence from ARDL approach," MPRA Paper, University Library of Munich, Germany, number 115658, Dec, revised Dec 2022.
• M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022, "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 116824, Oct, revised 06 Feb 2023.
• B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022, "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 117067, Aug, revised 05 Jan 2023.
• Jackson, Emerson Abraham & Kamara, Purity & Kamara, Abdulsalam, 2022, "Determinants of Inflation in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 117278, Sep, revised Apr 2023.
• Datta, Susanta & Hatekar, Neeraj, 2022, "Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 117285, Apr.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
• Solikin, Akhmad & Nizar, Muhammad Afdi, 2022, "Government Revenue and Government Spending Nexus: A Testing Hypothesis for Indonesia," MPRA Paper, University Library of Munich, Germany, number 118556, Jun.
• Majumder, Rajarshi & Ghosh, Subhadip & Chatterjee, Bidisha, 2022, "Energy infrastructure in India: challenges and opportunities," MPRA Paper, University Library of Munich, Germany, number 120106.
• 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 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 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 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.
• 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.