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

• Donato Ceci & Andrea Silvestrini, 2022, "Nowcasting the state of the Italian economy: the role of financial markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1362, Feb.
• Sara Cecchetti & Adriana Grasso & Marcello Pericoli, 2022, "An analysis of objective inflation expectations and inflation risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1380, Jul.
• Valerio Astuti & Alessio Ciarlone & Alberto Coco, 2022, "The role of central bank communication in inflation-targeting Eastern European emerging economies," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1381, Oct.
• Fredy Gamboa-Estrada & José Vicente Romero, 2022, "Modelling CDS Volatility at Different Tenures: An Application for Latin-American Countries," Borradores de Economia, Banco de la Republica de Colombia, number 1199, May, DOI: 10.32468/be.1199.
• Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez, 2022, "Latin American Falls, Rebounds and Tail Risks," Borradores de Economia, Banco de la Republica de Colombia, number 1201, Jun, DOI: 10.32468/be.1201.
• Camilo Eduardo Sánchez-Quinto, 2022, "SRISK: una medida de riesgo sistémico para la banca colombiana 2005-2021," Borradores de Economia, Banco de la Republica de Colombia, number 1207, Sep, DOI: 10.32468/be.1207.
• Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022, "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia, Banco de la Republica de Colombia, number 1222, Dec, DOI: 10.32468/be.1222.
• Radovan Kovačević, 2022, "The Effects Of Fdi Net Inflow On The Current Account Of Southeast Europe Countries – A Panel Causality Analysis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 67, issue 235, pages 95-122, October –.
• Franz Seitz & Lucas Devigne & Raymond de Pastor, 2022, "Different Motives for Holding Cash in France: an Analysis of the Net Cash Issues of the Banque de France," Working papers, Banque de France, number 888.
• Arthur Stalla-Bourdillon, 2022, "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers, Banque de France, number 891.
• Evelyn Nwamaka Ogbeide-Osaretin (Ph.D) & Timothy Igbafe Aliu, 2022, "Empirical Investigation on Domestic Credit to Private Sector and Rural Development in Nigeria," Journal of Developing Economies, AJPO Journals Limited, volume 4, issue 1, pages 35-46.
• Şerife ÖZŞAHİN & Gülbahar ÜÇLER & Doğan UYSAL, 2022, "Jeopolitik Risk ve Yolsuzluğun Doğrudan Yabancı Yatırımlar için Önemi Türkiye için Ampirik Bulgular," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 2, pages 257-286, December, DOI: https://doi.org/10.33399/biibfad.11.
• Juan Carlos Cuestas & Mercedes Monfort & Bojan Shimbov, 2022, "Has the relationship between the real exchange rate and its fundamentals changed over time?," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 22, issue 2, pages 68-89.
• Rodrigo Alfaro & Mathias Drehmann, 2022, "The Holt-Winters filter and the one-sided HP filter: A close correspondence," BIS Working Papers, Bank for International Settlements, number 1033, Jul.
• Gil S. Epstein & Şule Akkoyunlu & Ira N. Gang, 2022, "Migration and University Education: An Empirical (Macro) Link," Working Papers, Bar-Ilan University, Department of Economics, number 2022-05, May.
• Aleksei Kipriyanov, 2022, "Comparison of Models for Growth-at-Risk Forecasting," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 1, pages 23-45, March, DOI: 10.31477/rjmf.202201.23.
• Santiago Etchegaray Alvarez, 2022, "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2022004.
• Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana, 2022, "Trends and cycles in macro series: The case of US real GDP," Bulletin of Economic Research, Wiley Blackwell, volume 74, issue 1, pages 123-134, January, DOI: 10.1111/boer.12278.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear modal regression for dependent data with application for predicting COVID‐19," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 3, pages 1424-1453, July, DOI: 10.1111/rssa.12849.
• Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2022, "A two‐step procedure for testing partial parameter stability in cointegrated regression models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 2, pages 219-237, March, DOI: 10.1111/jtsa.12609.
• Abdelhakim Aknouche & Christian Francq, 2022, "Stationarity and ergodicity of Markov switching positive conditional mean models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 3, pages 436-459, May, DOI: 10.1111/jtsa.12621.
• Santiago José Gahn & Alejandro González, 2022, "On the empirical content of the convergence debate: Cross‐country evidence on growth and capacity utilisation," Metroeconomica, Wiley Blackwell, volume 73, issue 3, pages 825-855, July, DOI: 10.1111/meca.12383.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 6, pages 1485-1501, December, DOI: 10.1111/obes.12512.
• Thomas Obst, 2022, "Dynamic version of Okun’s law in the EU15 countries—The role of delays in the unemployment‐output nexus," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 2, pages 225-241, May, DOI: 10.1111/sjpe.12305.
• Joscha Beckmann & Ansgar Belke & Irina Dubova, 2022, "What drives updates of inflation expectations? A Bayesian VAR analysis for the G‐7 countries," The World Economy, Wiley Blackwell, volume 45, issue 9, pages 2748-2765, September, DOI: 10.1111/twec.13241.
• Hilde C. Bjørnland, 2022, "The effect of rising energy prices amid geopolitical developments and supply disruptions," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2022, Dec.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2022, Dec.
• Barbara Rossi, 2022, "Local projections in unstable environments: How effective is fiscal policy?," Economics Virtual Symposium 2022, Stata Users Group, number 02, Nov.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos & Peter Hatzopoulos & Aliki Sagianou, 2022, "Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments," Working Papers, Bank of Greece, number 297, May, DOI: 10.52903/wp2022297.
• Gao Wenxin & Wen Jun & Zakaria Muhammad & Mahmood Hamid, 2022, "Nonlinear and Asymmetric Impact of Oil Prices on Exchange Rates: Evidence from South Asia," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 16, issue 1, pages 243-256, January, DOI: 10.1515/econ-2022-0031.
• Canepa Alessandra, 2022, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 1, pages 51-85, January, DOI: 10.1515/jtse-2020-0044.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Goodness-of-Fit Tests for SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 107-140, July, DOI: 10.1515/jtse-2022-0002.
• Boubacar Maïnassara Yacouba & Ilmi Amir Abdoulkarim, 2022, "Estimating SPARMA Models with Dependent Error Terms," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 141-174, July, DOI: 10.1515/jtse-2021-0022.
• Montes-Rojas Gabriel, 2022, "Estimating Impulse-Response Functions for Macroeconomic Models using Directional Quantiles," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 199-225, July, DOI: 10.1515/jtse-2021-0002.
• Ahmed Ali & Granberg Mark & Troster Victor & Uddin Gazi Salah, 2022, "Asymmetric dynamics between uncertainty and unemployment flows in the United States," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 155-172, February, DOI: 10.1515/snde-2019-0058.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
• Nazlioglu Saban & Lee Junsoo & Karul Cagin & You Yu, 2022, "Testing for stationarity with covariates: more powerful tests with non-normal errors," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 191-203, April, DOI: 10.1515/snde-2019-0038.
• Schmidt Alexander & Schweikert Karsten, 2022, "Multiple structural breaks in cointegrating regressions: a model selection approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 219-254, April, DOI: 10.1515/snde-2020-0063.
• Yang Lixiong, 2022, "Time-varying threshold cointegration with an application to the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 257-274, April, DOI: 10.1515/snde-2018-0101.
• Chu Ba, 2022, "Time-specific average estimation of dynamic panel regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 581-616, September, DOI: 10.1515/snde-2019-0084.
• Gogebakan Kemal Caglar, 2022, "Rescaled variance tests for seasonal stationarity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 617-633, September, DOI: 10.1515/snde-2021-0004.
• Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022, "Transition from the Taylor rule to the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 635-647, December, DOI: 10.1515/snde-2019-0102.
• Gogebakan Kemal Caglar, 2022, "A family of nonparametric unit root tests for processes driven by infinite variance innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 705-721, December, DOI: 10.1515/snde-2021-0058.
• Sara Boni & Francesco Ravazzolo, 2022, "A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS94, Jun.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS97, Dec.
• Bu, R. & Li, D. & Linton, O. & Wang, H., 2022, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2218, Mar.
• Congressional Budget Office, 2022, "A Markov-Switching Model of the Unemployment Rate: Working Paper 2022-05," Working Papers, Congressional Budget Office, number 57582, Mar.
• Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal K. Das & Umakant Dash & Augustine C Arize, 2022, "Does the Pattern of Age Dependency Matter in the Promotion of Financial Development in an Emerging Economy?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/06, Mar.
• Guglielmo Maria Caporale & Amir Imeri & Luis A. Gil-Alana, 2022, "Tourism Persistence in the Southeastern European Countries: The Impact of Covid-19," CESifo Working Paper Series, CESifo, number 10006.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Nominal and Real Wages in the UK, 1750 - 2015: Mean Reversion, Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 10018.
• Guglielmo Maria Caporale & Alex Plastun, 2022, "Persistence in High Frequency Financial Data," CESifo Working Paper Series, CESifo, number 10045.
• Guglielmo Maria Caporale & Juan Infante & Luis A. Gil-Alana & Raquel Ayestaran, 2022, "Inflation Persistence in Europe: The Effects of the Covid-19 Pandemic and of the Russia-Ukraine War," CESifo Working Paper Series, CESifo, number 10071.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2022, "US House Prices by Census Division: Persistence, Trends and Structural Breaks," CESifo Working Paper Series, CESifo, number 10143.
• Maciej Wysocki & Cezary Wójcik & Andreas Freytag, 2022, "Populists and Fiscal Policy: The Case of Poland," CESifo Working Paper Series, CESifo, number 10146.
• Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana, 2022, "Atmospheric Pollution in Chinese Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 10161.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2022, "Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data," CESifo Working Paper Series, CESifo, number 10191.
• Christina Anderl & Guglielmo Maria Caporale, 2022, "Nonlinearities in the Exchange Rate Pass-Through: The Role of Inflation Expectations," CESifo Working Paper Series, CESifo, number 9544.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & OlaOluwa Simon Yaya, 2022, "Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields," CESifo Working Paper Series, CESifo, number 9554.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Ahniia Havrylina, 2022, "Persistence in the Passion Investment Market," CESifo Working Paper Series, CESifo, number 9586.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
• António Afonso & João Tovar Jalles & Zoe Venter, 2022, "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advance Economies," CESifo Working Paper Series, CESifo, number 9692.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
• Jonas Dovern & Johannes Frank & Alexander Glas & Lena Müller & Daniel Perico Ortiz, 2022, "Estimating Pass-Through Rates for the 2022 Tax Reduction on Fuel Prices in Germany," CESifo Working Paper Series, CESifo, number 9963.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2022, "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-552, Dec.
• Rodrigo Alfaro & Mathias Drehmann, 2022, "The Holt-Winters filter and the one-sided HP filter: A close correspondence," Working Papers Central Bank of Chile, Central Bank of Chile, number 959, Aug.
• Manuel Monge & Carlos Poza & Sofía Borgia, 2022, "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, CEPII research center, issue 169, pages 1-12.
• Laurent Ferrara & Joseph Yapi, 2022, "Measuring exchange rate risks during periods of uncertainty," International Economics, CEPII research center, issue 170, pages 202-212.
• Mariangela Bonasia & Oreste Napolitano & Fabio Spagnolo & Nicola Spagnolo, 2022, "The economic and welfare state determinants of well-being in Europe," International Economics, CEPII research center, issue 171, pages 49-57.
• Marlon Fritz, 2022, "Improved output gap estimates and forecasts using a local linear regression," International Economics, CEPII research center, issue 172, pages 157-167.
• Barend Abeln & Jan P.A.M. Jacobs & Machiel Mulder, 2022, "Seasonal adjustment of daily data with CAMPLET," CIRANO Working Papers, CIRANO, number 2022s-06, Apr.
• Eduardo Loría & Ra�l Tirado, 2022, "Sacrifice rate and labour precariousness in Mexico, 2005Q1-2019Q4," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 427-456, DOI: 10.15446/cuad.econ.v41n87.92783.
• Erik Munoz Henríquez & Francisco G�lvez-Gamboa, 2022, "Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos," Estudios Gerenciales, Universidad Icesi, volume 38, issue 165, pages 519-528, DOI: 10.18046/j.estger.2022.165.5383.
• Diego Alonso Martínez Maldonado & Fabián Andrés Ramírez Roberto & Juan David Robles Rey & Juan Alejandro Figueroa Pico & Julián Andrés Buitrago Sánchez, 2022, "La inflación objetivo y la volatilidad de la tasa representativa del mercado durante los periodos 1998-2002 y 2002-2006: evidencia empírica para Colombia," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022623, Sep.
• María Carolina Velasco Pena & Vladimir Osorio Isaza, 2022, "Subvaloración en la importación de celulares en Colombia: caracterización a partir de series temporales e inteligencia de negocios," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 14, issue 23, pages 33-61.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2022, "Local Projections in Unstable Environments: How Effective is Fiscal Policy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17134, Mar.
• Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2022, "Aggregate Skewness and the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 17162, Mar.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2022, "Three Common Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 17225, Apr.
• Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022, "When do state-dependent local projections work?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17265, Apr.
• Akkoyunlu Åžule & Gil Epstein & Ira Gang, 2022, "Migration and University Education: An Empirical (Macro) Link," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2211, May.
• Christian Francq & Baye Matar Kandji & Jean-Michel Zakoian, 2022, "Inference on Multiplicative Component GARCH without any Small-Order Moment," Working Papers, Center for Research in Economics and Statistics, number 2022-09, Mar.
• Michael Sampson, 2022, "The Effect of Parameter Uncertainty on Consumption, Wealth, and Welfare," Annals of Economics and Finance, Society for AEF, volume 23, issue 1, pages 1-10, May.
• Theodoros Daglis & Ioannis G. Melissaropoulos & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022, "The impact of COVID-19 on global stock markets: early linear and non-linear evidence for Italy," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 1, pages 485-495, April, DOI: 10.1007/s40844-021-00230-4.
• Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 605-634, February, DOI: 10.1007/s00181-021-02041-3.
• Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2022, "On the long-run dynamics of income and wealth inequality," Empirical Economics, Springer, volume 62, issue 2, pages 375-408, February, DOI: 10.1007/s00181-021-02043-1.
• Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 635-635, February, DOI: 10.1007/s00181-021-02085-5.
• Pierre Perron & Yohei Yamamoto, 2022, "The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence," Empirical Economics, Springer, volume 62, issue 3, pages 1193-1218, March, DOI: 10.1007/s00181-021-02047-x.
• Khyati Kathuria & Nand Kumar, 2022, "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, volume 62, issue 3, pages 1177-1191, March, DOI: 10.1007/s00181-021-02061-z.
• Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022, "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, volume 62, issue 3, pages 1079-1121, March, DOI: 10.1007/s00181-021-02065-9.
• Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022, "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, volume 62, issue 5, pages 2179-2203, May, DOI: 10.1007/s00181-021-02103-6.
• Christian Glocker & Serguei Kaniovski, 2022, "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, volume 63, issue 1, pages 43-91, July, DOI: 10.1007/s00181-021-02129-w.
• Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 567-600, August, DOI: 10.1007/s00181-021-02156-7.
• Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Correction to: Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 601-601, August, DOI: 10.1007/s00181-021-02187-0.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
• Masato Ubukata, 2022, "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, volume 63, issue 5, pages 2633-2653, November, DOI: 10.1007/s00181-022-02209-5.
• Nahid Sultana & Mohammad Mafizur Rahman & Rasheda Khanam, 2022, "Environmental kuznets curve and causal links between environmental degradation and selected socioeconomic indicators in Bangladesh," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 4, pages 5426-5450, April, DOI: 10.1007/s10668-021-01665-w.
• Marco Mele & Cosimo Magazzino & Nicolas Schneider & Antonia Rosa Gurrieri & Hêriş Golpira, 2022, "Innovation, income, and waste disposal operations in Korea: evidence from a spectral granger causality analysis and artificial neural networks experiments," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 39, issue 2, pages 427-459, July, DOI: 10.1007/s40888-022-00261-z.
• Gaetano Perone, 2022, "Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 6, pages 917-940, August, DOI: 10.1007/s10198-021-01347-4.
• Emanuele Giovannetti & Mohsen Hamoudia, 2022, "The interaction between direct and indirect network externalities in the early diffusion of mobile social networking," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 617-642, December, DOI: 10.1007/s40821-022-00208-1.
• Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
• Mathias Beiglböck & Gudmund Pammer & Walter Schachermayer, 2022, "From Bachelier to Dupire via optimal transport," Finance and Stochastics, Springer, volume 26, issue 1, pages 59-84, January, DOI: 10.1007/s00780-021-00466-3.
• Archana Kulkarni, 2022, "An Assessment of India’s Current Account Sustainability and Adjustment: A Nonlinear Framework," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_18.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
• Arun Kumar Giri & Geetilaxmi Mohapatra, 2022, "Do Institutional Quality and Trade Openness Influence Economic Growth? An Empirical Evidence from India," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_9.
• Cosimo Magazzino & Marco Mele, 2022, "A Dynamic Factor and Neural Networks Analysis of the Co-movement of Public Revenues in the EMU," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 8, issue 2, pages 289-338, July, DOI: 10.1007/s40797-021-00155-2.
• Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022, "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, volume 92, issue 4, pages 675-706, May, DOI: 10.1007/s11573-021-01075-4.
• Barend Abeln & Jan P. A. M. Jacobs, 2022, "COVID-19 and Seasonal Adjustment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 2, pages 159-169, July, DOI: 10.1007/s41549-022-00071-z.
• George A. Waters & Thuy Bui, 2022, "An empirical test for bubbles in cryptocurrency markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 207-219, January, DOI: 10.1007/s12197-021-09561-9.
• Godwin Olasehinde-Williams & Oktay Özkan, 2022, "Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 507-521, July, DOI: 10.1007/s12197-022-09570-2.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
• Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022, "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 535-552, July, DOI: 10.1007/s12197-022-09579-7.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2022, "Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks," The Japanese Economic Review, Springer, volume 73, issue 4, pages 647-677, October, DOI: 10.1007/s42973-020-00051-x.
• Nedra Baklouti & Younes Boujelbene, 2022, "Corruption, Democracy, and Public Debt: a Case of the Arab Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 13, issue 1, pages 574-586, March, DOI: 10.1007/s13132-021-00753-6.
• Emanuele Russo & Neil Foster-McGregor, 2022, "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, volume 32, issue 2, pages 713-756, April, DOI: 10.1007/s00191-021-00727-6.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2022, "Inflation, output growth and their uncertainties: some multivariate GARCH-M evidence for Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 1, pages 197-210, June, DOI: 10.1007/s40847-022-00177-1.
• Ankur Jain & Neela Madhaba Sheekha, 2022, "Agrarian crisis in wheat-producing region of India: analysis of profitability and costs," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 2, pages 320-339, December, DOI: 10.1007/s40847-022-00186-0.
• Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022, "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 85, issue 8, pages 977-1022, November, DOI: 10.1007/s00184-021-00857-8.
• Daniel J. Pastor & Bradley T. Ewing, 2022, "VEC model of water infrastructure in Los Angeles: implications for community resilience and recovery," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 114, issue 1, pages 629-643, October, DOI: 10.1007/s11069-022-05404-w.
• Farzana Naheed Khan & Eatzaz Ahmad, 2022, "Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 1, pages 95-124, January, DOI: 10.1007/s10258-020-00186-0.
• Wanjun Xia & Buhari Doğan & Umer Shahzad & Festus Fatai Adedoyin & Abiodun Popoola & Muhammad Adnan Bashir, 2022, "An empirical investigation of tourism-led growth hypothesis in the European countries: evidence from augmented mean group estimator," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 2, pages 239-266, May, DOI: 10.1007/s10258-021-00193-9.
• Zahra Zarepour, 2022, "Short- and long-run macroeconomic impacts of the 2010 Iranian energy subsidy reform," SN Business & Economics, Springer, volume 2, issue 10, pages 1-32, October, DOI: 10.1007/s43546-022-00327-x.
• Mehmet Sahiner, 2022, "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, volume 2, issue 10, pages 1-74, October, DOI: 10.1007/s43546-022-00329-9.
• Markus Vogl, 2022, "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, volume 2, issue 12, pages 1-69, December, DOI: 10.1007/s43546-022-00359-3.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022, "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, volume 2, issue 2, pages 1-20, February, DOI: 10.1007/s43546-021-00198-8.
• Eliphas Ndou, 2022, "Exchange rate changes on export volumes in South Africa under the inflation targeting period," SN Business & Economics, Springer, volume 2, issue 6, pages 1-25, June, DOI: 10.1007/s43546-022-00217-2.
• Shian Zeng & Chengdong Yi, 2022, "Impact of the COVID-19 pandemic on the housing market at the epicenter of the outbreak in China," SN Business & Economics, Springer, volume 2, issue 6, pages 1-20, June, DOI: 10.1007/s43546-022-00225-2.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
• Niaz Morshed & Mohammad Razib Hossain, 2022, "Causality analysis of the determinants of FDI in Bangladesh: fresh evidence from VAR, VECM and Granger causality approach," SN Business & Economics, Springer, volume 2, issue 7, pages 1-28, July, DOI: 10.1007/s43546-022-00247-w.
• Manu Sharma & Geetilaxmi Mohapatra & A. K. Giri, 2022, "Examining the macro-determinants of tourist arrivals in India," SN Business & Economics, Springer, volume 2, issue 8, pages 1-18, August, DOI: 10.1007/s43546-022-00291-6.
• Djedaiet Aissa & Ayad Hicham, 2022, "Hard currency inflows and sterilization policy in Algeria," SN Business & Economics, Springer, volume 2, issue 9, pages 1-16, September, DOI: 10.1007/s43546-022-00309-z.
• Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022, "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 164, issue 2, pages 711-725, November, DOI: 10.1007/s11205-022-02982-x.
• Cheng-Wen Lee & Wei-Jui Chen, 2022, "Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-3.
• Cheng-Wen Lee & Hui-Hsin Hsu & San-Jung Peng & Tuyet Nhu Huynh Nguyen, 2022, "Exploring the Determinants of Company’s Dividend Payout Policy in Vietnamese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-1.
• Nuri Celik, 2022, "A New Approach to the Threshold Autoregressive Models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 3, pages 1-1.
• Andreas Benedictow & Roger Hammersland, 2022, "Why has the Norwegian krone exchange rate been persistently weak?. A fully simultaneous VAR approach," Discussion Papers, Statistics Norway, Research Department, number 981, May.
• Jaromír Vrbka & Jakub Horák & Tomáš Krulický, 2022, "The influence of world oil prices on the Chinese Yuan exchange rate," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 4, pages 439-462, June, DOI: 10.9770/jesi2022.9.4(24).
• Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2022, "Aggregate skewness and the business cycle," Working Papers, European Stability Mechanism, number 53, Jul.
• Peter Fuleky, 2022, "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 11, pages 1037-1041, June, DOI: 10.1080/13504851.2021.1907278.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Miguel Ángel Martin-Valmayor, 2022, "Non-linearities and persistence in US long-run interest rates," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 4, pages 366-370, February, DOI: 10.1080/13504851.2021.1897511.
• Ali Gokhan Yucel & Cihat Koksal & Sevil Acar & Luis Alberiko Gil-Alana, 2022, "The impact of COVID-19 on Turkey’s tourism sector: fresh evidence from the fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 54, issue 27, pages 3074-3087, June, DOI: 10.1080/00036846.2022.2047602.
• Yifei Cai & Jamel Saadaoui, 2022, "Fourier DF unit root test for R&D intensity of G7 countries," Applied Economics, Taylor & Francis Journals, volume 54, issue 42, pages 4900-4914, September, DOI: 10.1080/00036846.2022.2038776.
• Mantu Kumar Mahalik & John Nkwoma Inekwe & Kuntal Kumar Das & Umakant Dash & Augustine C. Arize, 2022, "Does the pattern of age dependency matter in the promotion of financial development in an emerging economy?," Applied Economics, Taylor & Francis Journals, volume 54, issue 48, pages 5622-5637, October, DOI: 10.1080/00036846.2022.2047605.
• David De Villiers & Andrew Phiri, 2022, "Towards resolving the purchasing power parity (PPP) ‘Puzzle’ in newly industrialized countries (NIC’s)," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 31, issue 2, pages 161-180, February, DOI: 10.1080/09638199.2021.1964581.
• Daniel Borup & Erik Christian Montes Schütte, 2022, "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 186-200, January, DOI: 10.1080/07350015.2020.1791133.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022, "Adaptive Inference in Heteroscedastic Fractional Time Series Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 50-65, January, DOI: 10.1080/07350015.2020.1773275.
• Maximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2022, "A New Approach to Dating the Reference Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 66-81, January, DOI: 10.1080/07350015.2020.1773834.
• Fabrizio Iacone & Morten Ørregaard Nielsen & A. M. Robert Taylor, 2022, "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 2, pages 880-896, April, DOI: 10.1080/07350015.2021.1876712.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022, "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1246-1258, June, DOI: 10.1080/07350015.2021.1920960.
• Alexander Chudik & Georgios Georgiadis, 2022, "Estimation of Impulse Response Functions When Shocks Are Observed at a Higher Frequency Than Outcome Variables," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 965-979, June, DOI: 10.1080/07350015.2021.1889567.
• Zacharias Psaradakis & Marián Vávra, 2022, "Using Triples to Assess Symmetry Under Weak Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1538-1551, October, DOI: 10.1080/07350015.2021.1939037.
• Abdul-Malik Abdulai, 2022, "Unemployment and Foreign Direct Investment Nexus: Empirical Evidence from Ghana," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 2, pages 47-57, December.
• Mathew Ekundayo Rotimi & Mishelle Doorasamy & Udi Joshua & Grace Gift Rotimi & Confort Omolayo Rotimi & Gabriel Samuel & Gbenga Adeyemi & Ayodele Solomon Alemayo & Alfred Kimea, 2022, "ARDL Analysis of Remittance and Per Capita Growth Nexus in Oil Dependent Economy: The Nigeria’s Experience," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 38-51, December.
• Rothfelder, Mario P. & Boldea, Otilia, 2022, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 674deead-8826-450a-8f56-f.
• Yunjong Eo & James Morley, 2022, "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, volume 104, issue 2, pages 246-258, May, DOI: 10.1162/rest_a_00957.
• Miguel D. Ramirez, 2022, "Determinants of FDI in the Chilean Case: A FMOLS Analysis. 1970-2016," Working Papers, Trinity College, Department of Economics, number 2201, Oct.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers, University of California at Riverside, Department of Economics, number 202207, Feb.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202210, May.
• Constantino Hevia & Martín Sola & Ivan Petrella, 2022, "Bond risk premia, priced regime shifts, and macroeconomic fundamentals," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_03, Sep.
• Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2022, "A Time-Varying Threshold STAR Model with Applications," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_04, Dec.
• Jamel Saadaoui & Marco Chi Keung Lau & Yifei Cai, 2022, "Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-11.
• Valérie Mignon & Jamel Saadaoui, 2022, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-36.
• Bibiana Lanzilotta & Gabriela Mordecki & Joaquín Torres, 2022, "Admisión Temporaria en Uruguay: exploración en el corto y en el largo plazo mediante metodología de series de tiempo," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 22-16, Dec.
• Ziesemer, Thomas, 2022, "Estimation of a production function with domestic and foreign capital stock," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-002, Jan.
• González Amador, Michelle & Cowan, Robin & Nillesen, Eleonora, 2022, "Peer networks and malleability of educational aspirations," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-028, Sep.
• Karla Arias & Jeaneth Torres-Olmedo & Paul Alexander Carrillo-Maldonado, 2022, "Evaluación de las reformas que impulsan el empleo formal
  [Assessing reforms that boost formal employment]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 39, issue 78, pages 33-59, january-j, DOI: https://doi.org/10.52292/j.estudeco.
• Samuel Tawiah Baidoo & Franklin Bedakiyiba Baajike & Enock Kojo Ayesu & Paul Owusu Takyi, 2022, "¿Importa el destino de las exportaciones para el crecimiento económico de Ghana?
  [Does export dstination mater for the economic growth of Gana?]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 39, issue 79, pages 21-46, july-dece, DOI: https://doi.org/10.52292/j.estudeco.
• Tassos Magdalinos & Katerina Petrova, 2022, "Uniform and distribution-free inference with general autoregressive processes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1837, Apr.
• Pavle Petrović & Zorica Mladenović, 2022, "Explosive Behavior and Rational Bubbles: Evidence from the Serbian Hyperinflation at Daily Frequency," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 69, issue 3, pages 481-492.
• Dimitria Karadimova, 2022, "The Labour Market In The Construction Sector," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 129-136.
• Kumar Ravi & Dhiman Babli, 2022, "Indian and Chinese Metal Futures Markets: A Linkage Analysis," Acta Universitatis Sapientiae, Economics and Business, Paradigm, volume 10, issue 1, pages 1-14, September, DOI: 10.2478/auseb-2022-0001.
• Fatih Chellai, 2022, "Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 26, issue 4, pages 1-16, December, DOI: 10.15611/eada.2022.4.01.
• Broll Udo & Förster Andreas, 2022, "Market risk, value-at-risk and exponential weighting," Economics and Business Review, Paradigm, volume 8, issue 2, pages 80-91, July, DOI: 10.18559/ebr.2022.2.5.
• Abar Hayri, 2022, "An analysis of causal relationship between economic growth and financial development for Turkey: A MODWT—Granger causality test," Economics and Business Review, Paradigm, volume 8, issue 3, pages 59-81, October, DOI: 10.18559/ebr.2022.3.4.
• Tuncer Murathan & Akbulut Nesrin & Turhan Miraç Savaş & Ari Yakup, 2022, "Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables," Folia Oeconomica Stetinensia, Paradigm, volume 22, issue 2, pages 209-223, December, DOI: 10.2478/foli-2022-0027.
• Senekovič Marko, 2022, "What is the Nature of the Dynamics between Government Spending and Aggregate Output in the Nordic Countries?," Naše gospodarstvo/Our economy, Paradigm, volume 68, issue 1, pages 1-13, March, DOI: 10.2478/ngoe-2022-0001.
• Nguyen Hai Minh, 2022, "Spatial Spillover Effects of Transport Infrastructure on Economic Growth of Vietnam Regions: A Spatial Regression Approach," Real Estate Management and Valuation, Paradigm, volume 30, issue 2, pages 12-20, June, DOI: 10.2478/remav-2022-0010.
• Malovaná Simona & Tesařová Žaneta, 2022, "Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS," Review of Economic Perspectives, Paradigm, volume 22, issue 1, pages 53-74, March, DOI: 10.2478/revecp-2022-0003.
• Matuszewska-Janica Aleksandra & Żebrowska-Suchodolska Dorota, 2022, "Long-Term Relationships Between Mutual Funds and Equity Market," South East European Journal of Economics and Business, Paradigm, volume 17, issue 1, pages 141-153, June, DOI: 10.2478/jeb-2022-0010.
• Moussavou Ferdinand, 2022, "Electricity Consumption and Economic Growth in WAEMU Countries: an Empirical Analysis using Panel Data," Valahian Journal of Economic Studies, Paradigm, volume 13, issue 2, pages 33-42, October, DOI: 10.2478/vjes-2022-0013.
• Jurkėnaitė Nelė & Syp Alina, 2022, "Spatial Pigmeat Price Transmission: The Case of Lithuania and Poland," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Paradigm, volume 370, issue 1, pages 87-106, March, DOI: 10.30858/zer/145406.
• Jurkėnaitė Nelė & Syp Alina, 2022, "Spatial Pigmeat Price Transmission: The Case of Lithuania and Poland," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Paradigm, volume 370, issue 1, pages 87-106, March, DOI: 10.30858/zer-145406.
• Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2022, "Nightless City: Impacts of Policymakers’ Questions on Overtime Work of Government Officials," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2125, Mar, revised Oct 2023.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022, "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, volume 90, issue 4, pages 1681-1710, July, DOI: 10.3982/ECTA17249.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
• Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
• OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi, 2022, "Modelling cryptocurrency high–low prices using fractional cointegrating VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 489-505, January, DOI: 10.1002/ijfe.2164.
• Sophie van Huellen & Duo Qin & Shan Lu & Huiwen Wang & Qing Chao Wang & Thanos Moraitis, 2022, "Modelling opportunity cost effects in money demand due to openness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 697-744, January, DOI: 10.1002/ijfe.2175.
• Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
• Stephen Kastoryano & Bas van der Klaauw, 2022, "Dynamic evaluation of job search assistance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 227-241, March, DOI: 10.1002/jae.2866.
• Yohei Yamamoto & Naoko Hara, 2022, "Identifying factor‐augmented vector autoregression models via changes in shock variances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 722-745, June, DOI: 10.1002/jae.2894.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022, "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1356-1371, November, DOI: 10.1002/for.2877.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• Kurter, Zeynep O., 2022, "How macroeconomic conditions affect systemic risk in the short and long-run?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1407.