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

• 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.
• Ulm, M. & Hambuckers, J., 2022, "Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 125-148, DOI: 10.1016/j.jempfin.2021.12.004.
• Yang, Bingduo & Long, Wei & Yang, Zihui, 2022, "Testing predictability of stock returns under possible bubbles," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 246-260, DOI: 10.1016/j.jempfin.2022.07.010.
• Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022, "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105760.
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105891.
• Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022, "Return and volatility spillovers between Chinese and U.S. clean energy related stocks," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105911.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Luo, Keyu & Guo, Qiang & Li, Xiafei, 2022, "Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105947.
• Cai, Yifei & Zhang, Dongna & Chang, Tsangyao & Lee, Chien-Chiang, 2022, "Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105975.
• Berner, Anne & Bruns, Stephan & Moneta, Alessio & Stern, David I., 2022, "Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105939.
• Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022, "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105972.
• Kassouri, Yacouba, 2022, "Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106006.
• Pal, Debdatta & Mitra, Subrata K., 2022, "Do airfares respond asymmetrically to fuel price changes? A multiple threshold nonlinear ARDL model," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106113.
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022, "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106125.
• Shao, Mingao & Hua, Yongjun, 2022, "Price discovery efficiency of China's crude oil futures: Evidence from the Shanghai crude oil futures market," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106172.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
• Xie, Qichang & Tang, Guoqiang, 2022, "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106250.
• Pastor, Daniel J. & Ewing, Bradley T., 2022, "Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106259.
• Prodromou, Tina & Demirer, Riza, 2022, "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106340.
• 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.
• Uribe, Jorge M. & Mosquera-López, Stephania & Arenas, Oscar J., 2022, "Assessing the relationship between electricity and natural gas prices in European markets in times of distress," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113018.
• Bildirici, Melike & Kayıkçı, Fazıl, 2022, "The relation between growth, energy imports, militarization and current account balance in China, Israel and South Korea," Energy, Elsevier, volume 242, issue C, DOI: 10.1016/j.energy.2021.122537.
• Chen, Yiyang & Mamon, Rogemar & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "Renewable energy and economic growth: A Markov-switching approach," Energy, Elsevier, volume 244, issue PB, DOI: 10.1016/j.energy.2021.123089.
• Wang, Jianli & Qiu, Shushu & Yick, Ho Yin, 2022, "The influence of the Shanghai crude oil futures on the global and domestic oil markets," Energy, Elsevier, volume 245, issue C, DOI: 10.1016/j.energy.2022.123271.
• Pastor, Daniel J. & Ewing, Bradley T., 2022, "Exploding DUCs? Identifying periods of mild explosivity in the time series behavior of drilled but uncompleted wells," Energy, Elsevier, volume 254, issue PB, DOI: 10.1016/j.energy.2022.124298.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022, "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, volume 258, issue C, DOI: 10.1016/j.energy.2022.124824.
• Rahman, Md Lutfur & Troster, Victor & Uddin, Gazi Salah & Yahya, Muhammad, 2022, "Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101992.
• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022, "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101837.
• Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022, "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102028.
• Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022, "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2018.07.012.
• Assaf, Ata & Bhandari, Avishek & Charif, Husni & Demir, Ender, 2022, "Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102132.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2022, "Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102232.
• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022, "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102249.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022, "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102257.
• 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 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.