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

• 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.
• Casini, Alessandro & Perron, Pierre, 2022, "Generalized Laplace Inference In Multiple Change-Points Models," Econometric Theory, Cambridge University Press, volume 38, issue 1, pages 35-65, February.
• Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2323, Feb.
• Shuping Shi & Peter C. B. Phillips, 2022, "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2331, Jun.
• Qiying Wang & Peter C. B. Phillips, 2022, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2337, Jul.
• Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2350, Oct.
• Emmanuel De Veirman, 2022, "How Does the Phillips Curve Slope Vary with Repricing Rates?," Working Papers, DNB, number 735, Jan.
• SOSA-CASTRO, Miriam, 2022, "Equity Market Volatility Impact On S&P 500 Sector Indexes, 1989-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 1, pages 39-60.
• Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022, "Temporal networks in the analysis of financial contagion," Working Paper Series, European Central Bank, number 2667, Jun.
• Prashant Sharma & Prashant Gupta & Dinesh Kumar Sharma & Gaurav Agarwal, 2022, "Investigating the Efficiency of Bitcoin Futures in Price Discovery," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 3, pages 104-109, May.
• Okey O. Ovat & Rimamtanung Nyiputen Ishaku & Malachy Ashywel Ugbaka & Eugene Okoi Ifere, 2022, "Monetary Policy Rate and Economic Growth in Nigeria," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 3, pages 53-59, May.
• Malika Neifar & Niazi Kammoun, 2022, "Revisit of Tunisia s Money Demand Function: What About Oil Price and Exchange Rate Effects?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 5, pages 106-116, September.
• Atif Khan Jadoon & Ambreen Sarwar & Hafiz Muhammad Qasim & Maria Faiq Javaid & Saima Liaqat & Munazza Ahmed, 2022, "Some Methodological Considerations for the relationship between Environmental Degradation, Economic Growth and Energy Consumption for South Asian Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 365-372.
• Shahriyar Mukhtarov, 2022, "The Relationship between Renewable Energy Consumption and Economic Growth in Azerbaijan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 416-419.
• Daniel Mburamatare & William K. Gboney & Jean De Dieu Hakizimana & Fidel Mutemberezi, 2022, "Analyzing and Forecasting Electricity Consumption in Energy-intensive Industries in Rwanda," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 483-493.
• Pavlos Stamatiou, 2022, "Modeling Electricity Consumption for Growth in an Open Economy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 154-163, March.
• Shazia Kousar & Iqra Khalid & Farhan Ahmed & Jose Pedro Ramos-Requena, 2022, "Asymmetric Effect of Oil Prices on Export Performance: The Role of Export Financing Schemes in Pakistan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 188-197, March.
• Daniel Morais de Souza & Rogerio Silva de Mattos & Alexandre Zanini, 2022, "Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 315-324, March.
• Daniel Mburamatare & William K. Gboney & Jean De Dieu Hakizimana & Fidel Mutemberezi, 2022, "Effects of Industrialization, Technology and Labor efficiency on Electricity Consumption: Panel Data Experience of Rwanda, Tanzania and Kenya," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 349-359, March.
• Adi Wijaya & Muhammad Awaluddin & A. Erwin Kurniawan, 2022, "The Essence of Fuel and Energy Consumptions to Stimulate MSMEs Industries and Exports: An Empirical Story for Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 386-393, March.
• Tarek Bouazizi & Fatma Mrad & Arafet Hamida & Sawsen Nafti, 2022, "Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 53-71, March.
• Nyiko Worship Hlongwane & Olebogeng David Daw & Leeto Shogole & Selinah Ribese, 2022, "Exchange Rate Volatility and Oil Prices in South Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 315-322, May.
• Famil Majidli, 2022, "The Effects of Oil Prices and Oil Production on Non-Oil Exports in an Oil-Rich Country: The Case of Dutch Disease Symptom in Azerbaijan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 32-40, May.
• Muhammad Hasnain Khalid & Ihtisham ul Haq & Dilawar Khan & Khurram Abbas, 2022, "Exploring the Impact of Economic Structure on Carbon Emissions: A Case Study of Pakistan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 425-431, May.
• Dinmukhamed Kelesbayev & Kundyz Myrzabekkyzy & Artur Bolganbayev & Sabit Baimaganbetov, 2022, "The Effects of the Oil Price Shock on Inflation: The Case of Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 477-481, May.
• Wongtawan Uthumrat, 2022, "Dynamic Relationship between the Return of Gold, Crude Oil, and the Stock Exchange of Thailand Based on a Vector Autoregressive Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 4, pages 350-356, July.
• Desire SEKANABO & Elias Nyandwi & Hakizimana Khan Jean de Dieu & Valerie M. Thomas, 2022, "The Relationship between GDP and Biomass Energy Per Capita in Sub-Saharan Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 4, pages 528-541, July.
• Koushik Mandal & Radhika Prosad Datta, 2022, "Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 192-201, September.
• Erdal Dursun, 2022, "The Nexus among Civil Aviation, Energy Performance Efficiency and GDP in terms of Ecological Footprint: Evidence from France and Finland," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 243-251, September.
• Kundyz Myrzabekkyzy & Bektur Keneshbayev & Dina I. Razakova & Indira Kenzhebekova & Zhansulu Pirmanova, 2022, "Analysis of Causality Relationship Between the Economic Growth and the Energy Production and Technological Investments in Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 123-126, November.
• Artur Bolganbayev & Baltaim Sabenova & Gulmira Mombekova & Gulnur Sultankhanova & Tazhibayeva Raikhan Musamatovna, 2022, "The Effect of Electricity Generation, Thermal Energy Production, Fixed Capital Investment, and Consumer Price Index on Economic Growth in Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 67-72, November.
• Merike Kukk & Alari Paulus & Nicolas Reigl, 2022, "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers, Bank of Estonia, number wp2022-4, Mar, revised 24 Mar 2022, DOI: 10.23656/25045520/042022/0194.
• Vicente Esteve & María A. Prats, 2022, "Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2202, Mar.
• Vicente Esteve & María A. Prats, 2022, "Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850?2021," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2205, Sep.
• Simionescu, Mihaela, 2022, "Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth," Applied Energy, Elsevier, volume 322, issue C, DOI: 10.1016/j.apenergy.2022.119489.
• Wichitaksorn, Nuttanan, 2022, "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.asieco.2021.101421.
• Behera, Harendra Kumar & Patra, Michael Debabrata, 2022, "Measuring trend inflation in India," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101474.
• Genc, Ismail H., 2022, "Are Indian Subcontinent remittance markets connected to each other?," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101476.
• Vogl, Markus, 2022, "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, volume 162, issue C, DOI: 10.1016/j.chaos.2022.112444.
• Pfarrhofer, Michael, 2022, "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104493.
• Sunal, Onur, 2022, "The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 255-261, DOI: 10.1016/j.eap.2021.12.002.
• Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022, "China’s trade in services and role of the exchange rate: An asymmetric analysis," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 747-757, DOI: 10.1016/j.eap.2022.04.006.
• Long, Shaobo & Zhang, Rui, 2022, "The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 789-805, DOI: 10.1016/j.eap.2022.04.008.
• Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022, "China’s trade in services and asymmetric J-curve," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 204-210, DOI: 10.1016/j.eap.2022.08.005.
• Chowdhury, Kushal Banik & Garg, Bhavesh, 2022, "Has COVID-19 intensified the oil price–exchange rate nexus?," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 280-298, DOI: 10.1016/j.eap.2022.08.013.
• Naimoli, Antonio & Gerlach, Richard & Storti, Giuseppe, 2022, "Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators," Economic Modelling, Elsevier, volume 107, issue C, DOI: 10.1016/j.econmod.2021.105701.
• Demetrescu, Matei & Kusin, Vladimir & Salish, Nazarii, 2022, "Testing for no cointegration in vector autoregressions with estimated degree of fractional integration," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105694.
• Jeong, Minsoo, 2022, "Modelling persistent stationary processes in continuous time," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105776.
• Wang, Tianyi & Liang, Fang & Huang, Zhuo & Yan, Hong, 2022, "Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105781.
• Jang, Hyuna & Kim, Jong-Min & Noh, Hohsuk, 2022, "Vine copula Granger causality in mean," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105798.
• Bucci, Andrea & Ciciretti, Vito, 2022, "Market regime detection via realized covariances," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105832.
• Donayre, Luiggi, 2022, "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, volume 112, issue C, DOI: 10.1016/j.econmod.2022.105858.
• Alanya-Beltran, Willy, 2022, "Unit roots in lower-bounded series with outliers," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105984.
• Li, Zijian & Meng, Qiaoyu, 2022, "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101565.
• Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022, "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101581.
• Wang, Yijing & Geng, Xueqing & Guo, Kun, 2022, "The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101588.
• Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
• Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi, 2022, "Investor sentiment and Bitcoin relationship: A quantile-based analysis," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101657.
• Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
• Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V., 2022, "Forecasting risk measures using intraday and overnight information," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101669.
• Çelik, İsmail & Sak, Ahmet Furkan & Höl, Arife Özdemir & Vergili, Gizem, 2022, "The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101670.
• Zhang, Xu & Ding, Zhijing & Hang, Jianqin & He, Qizhi, 2022, "How do stock price indices absorb the COVID-19 pandemic shocks?," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101672.
• Zhu, Huiming & Chen, Yiwen & Ren, Yinghua & Xing, Zhanming & Hau, Liya, 2022, "Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101698.
• Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang, 2022, "Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101711.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022, "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101731.
• Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
• Nonejad, Nima, 2022, "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101751.
• Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022, "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101830.
• Panel, Sophie & Pietri, Antoine, 2022, "God did not save the kings: Environmental consequences of the 1982 Falklands War," Ecological Economics, Elsevier, volume 201, issue C, DOI: 10.1016/j.ecolecon.2022.107580.
• Bógalo, Juan & Llada, Martín & Poncela, Pilar & Senra, Eva, 2022, "Seasonality in COVID-19 times," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110206.
• Jeong, Minsoo, 2022, "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110237.
• Milunovich, George, 2022, "Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110243.
• Skrobotov, Anton, 2022, "On robust testing for trend," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110276.
• Li, Li & Tu, Yundong, 2022, "The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110306.
• Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022, "Hedging climate risks with green assets," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110312.
• Diebold, Francis X. & Göbel, Maximilian, 2022, "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110478.
• Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022, "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 189-211, DOI: 10.1016/j.jeconom.2020.05.013.
• Zhang, Xingfa & Zhang, Rongmao & Li, Yuan & Ling, Shiqing, 2022, "LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 228-240, DOI: 10.1016/j.jeconom.2020.06.011.
• Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022, "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 241-263, DOI: 10.1016/j.jeconom.2020.05.006.
• Lieberman, Offer & Phillips, Peter C.B., 2022, "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 25-46, DOI: 10.1016/j.jeconom.2020.07.035.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2022, "Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 285-304, DOI: 10.1016/j.jeconom.2021.06.008.
• Wan, Phyllis & Davis, Richard A., 2022, "Goodness-of-fit testing for time series models via distance covariance," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 4-24, DOI: 10.1016/j.jeconom.2020.05.008.
• Francq, Christian & Zakoïan, Jean-Michel, 2022, "Testing the existence of moments for GARCH processes," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 47-64, DOI: 10.1016/j.jeconom.2020.05.009.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022, "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 65-84, DOI: 10.1016/j.jeconom.2021.05.008.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2022, "Testing for episodic predictability in stock returns," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 85-113, DOI: 10.1016/j.jeconom.2020.01.001.
• Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022, "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 325-346, DOI: 10.1016/j.jeconom.2021.06.003.
• Demetrescu, Matei & Rodrigues, Paulo M.M., 2022, "Residual-augmented IVX predictive regression," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 429-460, DOI: 10.1016/j.jeconom.2020.11.007.
• Chen, Xiaohong & Xiao, Zhijie & Wang, Bo, 2022, "Copula-based time series with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 127-155, DOI: 10.1016/j.jeconom.2020.10.008.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022, "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 177-220, DOI: 10.1016/j.jeconom.2021.02.008.
• Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022, "On LASSO for predictive regression," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 322-349, DOI: 10.1016/j.jeconom.2021.02.002.
• Tu, Yundong & Wang, Ying, 2022, "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 396-421, DOI: 10.1016/j.jeconom.2020.12.010.
• Li, Yingying & Liu, Guangying & Zhang, Zhiyuan, 2022, "Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 422-451, DOI: 10.1016/j.jeconom.2021.02.007.
• Chen, Li & Gao, Jiti & Vahid, Farshid, 2022, "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 240-254, DOI: 10.1016/j.jeconom.2021.04.003.
• Tu, Yundong & Liang, Han-Ying & Wang, Qiying, 2022, "Nonparametric inference for quantile cointegrations with stationary covariates," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 453-482, DOI: 10.1016/j.jeconom.2021.06.002.
• Wang, Bin & Zheng, Xu, 2022, "Testing for the presence of jump components in jump diffusion models," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 483-509, DOI: 10.1016/j.jeconom.2021.06.005.
• Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "From zero to hero: Realized partial (co)variances," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 348-360, DOI: 10.1016/j.jeconom.2021.04.013.
• Inoue, Atsushi & Kilian, Lutz, 2022, "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 457-476, DOI: 10.1016/j.jeconom.2021.05.010.
• Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022, "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 477-499, DOI: 10.1016/j.jeconom.2021.07.013.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022, "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 520-534, DOI: 10.1016/j.jeconom.2020.12.007.
• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.
• Prakash, Navendu & Srivastava, Bhavya & Singh, Shveta & Sharma, Seema & Jain, Sonali, 2022, "Effectiveness of social distancing interventions in containing COVID-19 incidence: International evidence using Kalman filter," Economics & Human Biology, Elsevier, volume 44, issue C, DOI: 10.1016/j.ehb.2021.101091.
• Hamermesh, Daniel S. & Pfann, Gerard A., 2022, "The variability and volatility of sleep: An ARCHetypal behavior," Economics & Human Biology, Elsevier, volume 47, issue C, DOI: 10.1016/j.ehb.2022.101175.
• da Silva, Tarciso Gouveia & de Carvalho Guillén, Osmani Teixeira & Morcerf, George Augusto Noronha & de Melo Modenesi, Andre, 2022, "Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17)," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100916.
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• Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan & Konstandatos, Otto, 2022, "Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106372.
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• Hyeongwoo Kim & Madeline H. Kim & Divya Sadana & Jie Zhang, 2022, "Was the KORUS FTA a Horrible Deal?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2022-02, Jun.
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• Barna Bakó & Zombor Berezvai & Péter Isztin & Kristóf Máté Nagy, 2022, "The effect of public transport disruption on bicycle usage. Evidence from a natural experiment in Budapest," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 72, issue 1, pages 123-135, March, DOI: 10.1556/032.2022.00007.
• Taner Turan & Hüseyin A. Özer, 2022, "The impact of oil price shocks on inflation: Do asymmetries matter?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 72, issue 3, pages 271-288, September, DOI: 10.1556/032.2022.00022.
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• Mohamed EL HAMRANI & Abderrazak EL HIRI, 2022, "L’influence de l’évolution du prix du Bitcoin sur les valeurs des autres cryptomonnaies : Une étude économétrique," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 3-2, pages 580-595.
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• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is climate change time reversible?," Papers, arXiv.org, number 2205.07579, May, revised Nov 2022.
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• Abdi Seyyedkolaee, Mohammad & Zaroki, Shahryar & Ebrahimi Kelarijani, Kosar, 2022, "The Effect of Income Inequality on the Probability of Banking Tensions in Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 27, issue 2, pages 153-173, September.
• Xuan Hu & Agus Salim & Kai Shi & Meng Yan, 2022, "Partisan Conflict and Government Spending - New Evidence From the United States," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 3, pages 1-8, DOI: 2022/08/21.
• Vaseem Akram, 2022, "Causality Between Access to Electricity and Education - Evidence From BRICS Countries," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 3, issue 2, pages 1-6, DOI: 2022/06/17.
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