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

• Mustafa Tevfik KARTAL, 2022, "The Role of Macroeconomic and Market Indicators in Explaining Sovereign Credit Default Swaps (CDS) Spread Changes: Evidence from Türkiye," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-164, April.
• Cristina ANGHELESCU, 2022, "Shock-dependent Exchange Rate Pass-through into Different Measures of Price Indices in the Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 88-104, October.
• Saghir Pervaiz GHAURI & Hina QADIR & Rizwan Raheem AHMED & Dalia STREIMIKIENE & Justas STREIMIKIS, 2022, "The Exports Performance of Pakistan: Evidence from the ARDL Cointegration Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 150-168, December.
• Kaan MASATÇI & Asuman OKTAYER BUZLUCA, 2022, "Testing the Fiscal Theory of the Price Level in Türkiye by Using Structural Balance Data," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 74-95, December.
• Malikova, Ekaterina (Маликова, Екатерина), 2022, "Cointegration with time-varying parameters: literature review
  [Коинтеграция С Меняющимися Во Времени Параметрами: Обзор Литературы]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220235, Sep.
• Cyril Manga & Sufyan Qudah & Alexandru Capatina, 2022, "Comparative Approach of Economic Growth Engines (Senegal vs. Jordan) using Granger Causality Test," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 23, issue 1, pages 189-201, March.
• Ying-Sing LIU & Liza LEE, 2022, "Are Modifications in the ETF's Investment Performance and Risks during the COVID-19 Pandemic Event?," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 23, issue 1, pages 05-17, June.
• Alessandro Casini, 2022, "Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models," CEIS Research Paper, Tor Vergata University, CEIS, number 539, Apr, revised 11 Apr 2022.
• Chevaughn van der Westhuizen & Goodness C. Aye & Reneé van Eyden, 2022, "Contagion across financial markets during COVID-19: A look at volatility spillovers between the stock and foreign exchange markets in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 872, Feb.
• Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 876, Mar.
• Harendra Behera & Saurabh Sharma, 2022, "Characterizing India’s Financial Cycle," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 21, issue 2, pages 152-183, June, DOI: 10.1177/09726527221077727.
• Jaivir Singh & Vatsala Shreeti & Parnil Urdhwareshe, 2022, "The Impact of Bilateral Investment Treaties on FDI Inflows Into India: Some Empirical Results," Foreign Trade Review, , volume 57, issue 3, pages 310-323, August, DOI: 10.1177/00157325211027374.
• Panayiotis Tzeremes, 2022, "The Asymmetric Effects of Regional House Prices in the UK: New Evidence from Panel Quantile Regression Framework," Studies in Microeconomics, , volume 10, issue 1, pages 7-22, June, DOI: 10.1177/2321022220980541.
• Carlos Alberto Duque Garcia, 2022, "Economic Growth and the Rate of Profit in Colombia 1967–2019: A VAR Time-Series Analysis," Review of Radical Political Economics, Union for Radical Political Economics, volume 54, issue 3, pages 298-316, September, DOI: 10.1177/04866134221082212.
• Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022, "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 6, pages 523-542, June.
• Anna Staszewska-Bystrova & Victor Bystrov, 2022, "The Evolution of Fiscal Policy and Public Debt Dynamics: The Case of Sweden," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 67-83.
• Whitehouse, E. J. & Harvey, D. I. & Leybourne, S. J., 2022, "Real-time monitoring of bubbles and crashes," Working Papers, The University of Sheffield, Department of Economics, number 2022007, Apr.
• Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022, "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, volume 313, issue 1, pages 191-229, June, DOI: 10.1007/s10479-021-04211-z.
• Hachmi Ben Ameur & Zied Ftiti & Fredj Jawadi & Wael Louhichi, 2022, "Measuring extreme risk dependence between the oil and gas markets," Annals of Operations Research, Springer, volume 313, issue 2, pages 755-772, June, DOI: 10.1007/s10479-020-03796-1.
• M. Karanasos & S. Yfanti & J. Hunter, 2022, "Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises," Annals of Operations Research, Springer, volume 313, issue 2, pages 1077-1116, June, DOI: 10.1007/s10479-021-04042-y.
• Theodoros Daglis & Ioannis G. Melissaropoulos & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022, "The impact of COVID-19 on global stock markets: early linear and non-linear evidence for Italy," Evolutionary and Institutional Economics Review, Springer, volume 19, issue 1, pages 485-495, April, DOI: 10.1007/s40844-021-00230-4.
• Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 605-634, February, DOI: 10.1007/s00181-021-02041-3.
• Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2022, "On the long-run dynamics of income and wealth inequality," Empirical Economics, Springer, volume 62, issue 2, pages 375-408, February, DOI: 10.1007/s00181-021-02043-1.
• Georgios Bertsatos & Plutarchos Sakellaris & Mike G. Tsionas, 2022, "Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure," Empirical Economics, Springer, volume 62, issue 2, pages 635-635, February, DOI: 10.1007/s00181-021-02085-5.
• Pierre Perron & Yohei Yamamoto, 2022, "The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence," Empirical Economics, Springer, volume 62, issue 3, pages 1193-1218, March, DOI: 10.1007/s00181-021-02047-x.
• Khyati Kathuria & Nand Kumar, 2022, "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, volume 62, issue 3, pages 1177-1191, March, DOI: 10.1007/s00181-021-02061-z.
• Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022, "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, volume 62, issue 3, pages 1079-1121, March, DOI: 10.1007/s00181-021-02065-9.
• Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022, "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, volume 62, issue 5, pages 2179-2203, May, DOI: 10.1007/s00181-021-02103-6.
• Christian Glocker & Serguei Kaniovski, 2022, "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, volume 63, issue 1, pages 43-91, July, DOI: 10.1007/s00181-021-02129-w.
• Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 567-600, August, DOI: 10.1007/s00181-021-02156-7.
• Luis F. Martins & Paulo M. M. Rodrigues, 2022, "Correction to: Tests for segmented cointegration: an application to US governments budgets," Empirical Economics, Springer, volume 63, issue 2, pages 601-601, August, DOI: 10.1007/s00181-021-02187-0.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2022, "Globalization, long memory, and real interest rate convergence: a historical perspective," Empirical Economics, Springer, volume 63, issue 5, pages 2331-2355, November, DOI: 10.1007/s00181-022-02206-8.
• Masato Ubukata, 2022, "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, volume 63, issue 5, pages 2633-2653, November, DOI: 10.1007/s00181-022-02209-5.
• Nahid Sultana & Mohammad Mafizur Rahman & Rasheda Khanam, 2022, "Environmental kuznets curve and causal links between environmental degradation and selected socioeconomic indicators in Bangladesh," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 4, pages 5426-5450, April, DOI: 10.1007/s10668-021-01665-w.
• Marco Mele & Cosimo Magazzino & Nicolas Schneider & Antonia Rosa Gurrieri & Hêriş Golpira, 2022, "Innovation, income, and waste disposal operations in Korea: evidence from a spectral granger causality analysis and artificial neural networks experiments," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 39, issue 2, pages 427-459, July, DOI: 10.1007/s40888-022-00261-z.
• Gaetano Perone, 2022, "Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 6, pages 917-940, August, DOI: 10.1007/s10198-021-01347-4.
• Emanuele Giovannetti & Mohsen Hamoudia, 2022, "The interaction between direct and indirect network externalities in the early diffusion of mobile social networking," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 12, issue 4, pages 617-642, December, DOI: 10.1007/s40821-022-00208-1.
• Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
• Mathias Beiglböck & Gudmund Pammer & Walter Schachermayer, 2022, "From Bachelier to Dupire via optimal transport," Finance and Stochastics, Springer, volume 26, issue 1, pages 59-84, January, DOI: 10.1007/s00780-021-00466-3.
• Archana Kulkarni, 2022, "An Assessment of India’s Current Account Sustainability and Adjustment: A Nonlinear Framework," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_18.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
• Arun Kumar Giri & Geetilaxmi Mohapatra, 2022, "Do Institutional Quality and Trade Openness Influence Economic Growth? An Empirical Evidence from India," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_9.
• Cosimo Magazzino & Marco Mele, 2022, "A Dynamic Factor and Neural Networks Analysis of the Co-movement of Public Revenues in the EMU," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 8, issue 2, pages 289-338, July, DOI: 10.1007/s40797-021-00155-2.
• Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022, "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, volume 92, issue 4, pages 675-706, May, DOI: 10.1007/s11573-021-01075-4.
• Barend Abeln & Jan P. A. M. Jacobs, 2022, "COVID-19 and Seasonal Adjustment," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 2, pages 159-169, July, DOI: 10.1007/s41549-022-00071-z.
• George A. Waters & Thuy Bui, 2022, "An empirical test for bubbles in cryptocurrency markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 207-219, January, DOI: 10.1007/s12197-021-09561-9.
• Godwin Olasehinde-Williams & Oktay Özkan, 2022, "Is interest rate uncertainty a predictor of investment volatility? evidence from the wild bootstrap likelihood ratio approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 507-521, July, DOI: 10.1007/s12197-022-09570-2.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza, 2022, "Inflation in the G7 countries: persistence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 493-506, July, DOI: 10.1007/s12197-022-09576-w.
• Christos Agiakloglou & Anil Bera & Emmanouil Deligiannakis, 2022, "Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 535-552, July, DOI: 10.1007/s12197-022-09579-7.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2022, "Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks," The Japanese Economic Review, Springer, volume 73, issue 4, pages 647-677, October, DOI: 10.1007/s42973-020-00051-x.
• Nedra Baklouti & Younes Boujelbene, 2022, "Corruption, Democracy, and Public Debt: a Case of the Arab Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 13, issue 1, pages 574-586, March, DOI: 10.1007/s13132-021-00753-6.
• Emanuele Russo & Neil Foster-McGregor, 2022, "Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories," Journal of Evolutionary Economics, Springer, volume 32, issue 2, pages 713-756, April, DOI: 10.1007/s00191-021-00727-6.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2022, "Inflation, output growth and their uncertainties: some multivariate GARCH-M evidence for Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 1, pages 197-210, June, DOI: 10.1007/s40847-022-00177-1.
• Ankur Jain & Neela Madhaba Sheekha, 2022, "Agrarian crisis in wheat-producing region of India: analysis of profitability and costs," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 24, issue 2, pages 320-339, December, DOI: 10.1007/s40847-022-00186-0.
• Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022, "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 85, issue 8, pages 977-1022, November, DOI: 10.1007/s00184-021-00857-8.
• Daniel J. Pastor & Bradley T. Ewing, 2022, "VEC model of water infrastructure in Los Angeles: implications for community resilience and recovery," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 114, issue 1, pages 629-643, October, DOI: 10.1007/s11069-022-05404-w.
• Farzana Naheed Khan & Eatzaz Ahmad, 2022, "Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 1, pages 95-124, January, DOI: 10.1007/s10258-020-00186-0.
• Wanjun Xia & Buhari Doğan & Umer Shahzad & Festus Fatai Adedoyin & Abiodun Popoola & Muhammad Adnan Bashir, 2022, "An empirical investigation of tourism-led growth hypothesis in the European countries: evidence from augmented mean group estimator," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 21, issue 2, pages 239-266, May, DOI: 10.1007/s10258-021-00193-9.
• Zahra Zarepour, 2022, "Short- and long-run macroeconomic impacts of the 2010 Iranian energy subsidy reform," SN Business & Economics, Springer, volume 2, issue 10, pages 1-32, October, DOI: 10.1007/s43546-022-00327-x.
• Mehmet Sahiner, 2022, "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, volume 2, issue 10, pages 1-74, October, DOI: 10.1007/s43546-022-00329-9.
• Markus Vogl, 2022, "Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)," SN Business & Economics, Springer, volume 2, issue 12, pages 1-69, December, DOI: 10.1007/s43546-022-00359-3.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022, "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, volume 2, issue 2, pages 1-20, February, DOI: 10.1007/s43546-021-00198-8.
• Eliphas Ndou, 2022, "Exchange rate changes on export volumes in South Africa under the inflation targeting period," SN Business & Economics, Springer, volume 2, issue 6, pages 1-25, June, DOI: 10.1007/s43546-022-00217-2.
• Shian Zeng & Chengdong Yi, 2022, "Impact of the COVID-19 pandemic on the housing market at the epicenter of the outbreak in China," SN Business & Economics, Springer, volume 2, issue 6, pages 1-20, June, DOI: 10.1007/s43546-022-00225-2.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022, "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, volume 2, issue 6, pages 1-13, June, DOI: 10.1007/s43546-022-00231-4.
• Niaz Morshed & Mohammad Razib Hossain, 2022, "Causality analysis of the determinants of FDI in Bangladesh: fresh evidence from VAR, VECM and Granger causality approach," SN Business & Economics, Springer, volume 2, issue 7, pages 1-28, July, DOI: 10.1007/s43546-022-00247-w.
• Manu Sharma & Geetilaxmi Mohapatra & A. K. Giri, 2022, "Examining the macro-determinants of tourist arrivals in India," SN Business & Economics, Springer, volume 2, issue 8, pages 1-18, August, DOI: 10.1007/s43546-022-00291-6.
• Djedaiet Aissa & Ayad Hicham, 2022, "Hard currency inflows and sterilization policy in Algeria," SN Business & Economics, Springer, volume 2, issue 9, pages 1-16, September, DOI: 10.1007/s43546-022-00309-z.
• Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & Maria Jesus Gonzalez Blanch, 2022, "Inequality Persistence of 21 OECD Countries from 1870 to 2020: Linear and Non-Linear Fractional Integration Approaches," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 164, issue 2, pages 711-725, November, DOI: 10.1007/s11205-022-02982-x.
• Cheng-Wen Lee & Wei-Jui Chen, 2022, "Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-3.
• 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, Sciendo, volume 30, issue 2, pages 12-20, June, DOI: 10.2478/remav-2022-0010.
• Malovaná Simona & Tesařová Žaneta, 2022, "Banks’ Credit Losses and Provisioning over the Business Cycle: Implications for IFRS," Review of Economic Perspectives, 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, Sciendo, volume 13, issue 2, pages 33-42, October, DOI: 10.2478/vjes-2022-0013.
• Jurkėnaitė Nelė & Syp Alina, 2022, "Spatial Pigmeat Price Transmission: The Case of Lithuania and Poland," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 370, issue 1, pages 87-106, March, DOI: 10.30858/zer/145406.
• Jurkėnaitė Nelė & Syp Alina, 2022, "Spatial Pigmeat Price Transmission: The Case of Lithuania and Poland," Zagadnienia Ekonomiki Rolnej / Problems of Agricultural Economics, Sciendo, volume 370, issue 1, pages 87-106, March, DOI: 10.30858/zer-145406.
• Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2022, "Nightless City: Impacts of Policymakers’ Questions on Overtime Work of Government Officials," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2125, Mar, revised Oct 2023.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2022, "Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities," Econometrica, Econometric Society, volume 90, issue 4, pages 1681-1710, July, DOI: 10.3982/ECTA17249.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2022, "A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market: Evidence from over a century of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 384-400, January, DOI: 10.1002/ijfe.2158.
• Guglielmo Maria Caporale & Luis Alberiko Gil‐Alana & Tommaso Trani, 2022, "On the persistence of UK inflation: A long‐range dependence approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 439-454, January, DOI: 10.1002/ijfe.2161.
• OlaOluwa S. Yaya & Xuan Vinh Vo & Ahamuefula E. Ogbonna & Adeolu O. Adewuyi, 2022, "Modelling cryptocurrency high–low prices using fractional cointegrating VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 489-505, January, DOI: 10.1002/ijfe.2164.
• Sophie van Huellen & Duo Qin & Shan Lu & Huiwen Wang & Qing Chao Wang & Thanos Moraitis, 2022, "Modelling opportunity cost effects in money demand due to openness," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 697-744, January, DOI: 10.1002/ijfe.2175.
• Christina Christou & Ruthira Naraidoo & Rangan Gupta & Christis Hassapis, 2022, "Monetary policy reaction to uncertainty in Japan: Evidence from a quantile‐on‐quantile interest rate rule," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 2041-2053, April, DOI: 10.1002/ijfe.2258.
• Stephen Kastoryano & Bas van der Klaauw, 2022, "Dynamic evaluation of job search assistance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 227-241, March, DOI: 10.1002/jae.2866.
• Yohei Yamamoto & Naoko Hara, 2022, "Identifying factor‐augmented vector autoregression models via changes in shock variances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 722-745, June, DOI: 10.1002/jae.2894.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 303-315, March, DOI: 10.1002/for.2813.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022, "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1356-1371, November, DOI: 10.1002/for.2877.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• Kurter, Zeynep O., 2022, "How macroeconomic conditions affect systemic risk in the short and long-run?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1407.
• Chevaughn Van Der Westhuizen & Rene㉠Van Eyden & Goodness C. Aye, 2022, "Contagion Across Financial Markets During Covid-19: A Look At Volatility Spillovers Between The Stock And Foreign Exchange Markets In South Africa," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 01, pages 1-46, March, DOI: 10.1142/S2010495222500026.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "A Note On Uncertainty Due To Infectious Diseases And Output Growth Of The United States: A Mixed-Frequency Forecasting Experiment," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 02, pages 1-9, June, DOI: 10.1142/S2010495222500099.
• Raheel Gohar & Salim Bagadeem & Bisharat Hussain Chang & Muyu Zong, 2022, "Do The Income And Price Changes Affect Consumption In The Emerging 7 Countries? Empirical Evidence Using Quantile Ardl Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-24, December, DOI: 10.1142/S2010495222500245.
• Tayyab Raza Fraz & Samreen Fatima, 2022, "Modeling And Forecasting Volatility Of Stock Market Using Family Of Garch Models: Evidence From Cpec Linked Countries," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-15, March, DOI: 10.1142/S219456592250004X.
• Raheel Gohar & Mohamed Osman & Emmanuel Uche & P. A. Mary Auxilia & Bisharat Hussain Chang, 2022, "The Economic Policy Uncertainty Extreme Dynamics And Its Effect On The Exchange Rate," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 03, pages 1-22, September, DOI: 10.1142/S2194565923500069.
• Emmanuel Uche & Bisharat Hussain Chang & Raheel Gohar, 2022, "Consumption Optimization in G7 Countries: Evidence of Heterogeneous Asymmetry in Income and Price Differentials," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-23, February, DOI: 10.1142/S1793993322500028.
• Hua Chen & Domenico Tarzia & Giovanni Vittorino & Andros Gregoriou, 2022, "Volatility Spillovers During the Chinese Stock Market Crisis: A MEM-Based Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 04, pages 1-30, December, DOI: 10.1142/S021909152250031X.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2022, "Analyzing The Impact Of Brexit On Global Uncertainty Using Functional Linear Regression With Point Of Impact: The Role Of Currency And Equity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1377-1388, June, DOI: 10.1142/S0217590820460029.
• Graham L Giller, 2022, "Adventures in Financial Data Science:The Empirical Properties of Financial and Economic Data," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12678, ISBN: ARRAY(0x53e7ad50).
• Graham L. Giller, 2022, "Biography and Beginnings," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Graham L. Giller, 2022, "Financial Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Graham L. Giller, 2022, "Economic Data and Other Time-Series Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Graham L. Giller, 2022, "Politics, Schools, Public Health, and Language," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Graham L. Giller, 2022, "Demographics and Survey Research," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Graham L. Giller, 2022, "Coronavirus," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Graham L. Giller, 2022, "Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Adventures in Financial Data Science The Empirical Properties of Financial and Economic Data".
• Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2022, "Density forecast comparison in small samples," Discussion Papers, Department of Economics, University of York, number 22/03, Jun.
• Webel, Karsten, 2022, "A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series," Discussion Papers, Deutsche Bundesbank, number 31/2022.
• Akkoyunlu, Şule & Epstein, Gil S. & Gang, Ira N., 2022, "Migration and University Education: An Empirical (Macro) Link," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1096.
• Britto, Anthony & Kraft, Emil & Dehler-Holland, Joris, 2022, "Steelmaking technology and energy prices: The case of Germany," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 68, DOI: 10.5445/IR/1000153214.
• Fehrle, Daniel, 2022, "Hedging Against Inflation: Housing vs. Equity," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264044.
• Blind, Knut & Niebel, Crispin Miles & Rammer, Christian, 2022, "The impact of the EU General Data Protection Regulation on innovation in firms," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-047.

2021

• Siwen Zhou, 2021, "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, volume 60, issue 2, pages 557-606, February, DOI: 10.1007/s00181-019-01776-4.
• Edilean Kleber da Silva Bejarano Aragón, 2021, "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, volume 60, issue 3, pages 1221-1243, March, DOI: 10.1007/s00181-019-01805-2.
• Donald Lien & Ziling Wang & Xiaojian Yu, 2021, "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, volume 60, issue 5, pages 2177-2201, May, DOI: 10.1007/s00181-020-01831-5.
• Zhanshou Chen & Yanting Xiao & Fuxiao Li, 2021, "Monitoring memory parameter change-points in long-memory time series," Empirical Economics, Springer, volume 60, issue 5, pages 2365-2389, May, DOI: 10.1007/s00181-020-01840-4.
• Yongchen Zhao, 2021, "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, volume 61, issue 1, pages 173-199, July, DOI: 10.1007/s00181-020-01864-w.
• Nima Nonejad, 2021, "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, volume 61, issue 2, pages 973-1009, August, DOI: 10.1007/s00181-020-01882-8.
• Jack Fosten & Daniel Gutknecht, 2021, "Horizon confidence sets," Empirical Economics, Springer, volume 61, issue 2, pages 667-692, August, DOI: 10.1007/s00181-020-01891-7.
• Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park, 2021, "On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition," Empirical Economics, Springer, volume 61, issue 3, pages 1151-1188, September, DOI: 10.1007/s00181-020-01904-5.
• Nima Nonejad, 2021, "Crude oil price point forecasts of the Norwegian GDP growth rate," Empirical Economics, Springer, volume 61, issue 5, pages 2913-2930, November, DOI: 10.1007/s00181-020-01964-7.
• Anna Pauliina Sandqvist & Boriss Siliverstovs, 2021, "Is it good to be bad or bad to be good? Assessing the aggregate impact of abnormal weather on consumer spending," Empirical Economics, Springer, volume 61, issue 6, pages 3059-3085, December, DOI: 10.1007/s00181-020-02006-y.
• Martin B. Schmidt, 2021, "On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids," Empirical Economics, Springer, volume 61, issue 6, pages 3419-3443, December, DOI: 10.1007/s00181-020-02012-0.
• Kris Ivanovski & Sefa Awaworyi Churchill, 2021, "Has healthcare expenditure converged across Australian states and territories?," Empirical Economics, Springer, volume 61, issue 6, pages 3401-3417, December, DOI: 10.1007/s00181-021-02016-4.
• Alessandro Bellocchi & Edgar J. Sanchez Carrera & Giuseppe Travaglini, 2021, "What drives TFP long-run dynamics in five large European economies?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 38, issue 2, pages 569-595, July, DOI: 10.1007/s40888-021-00215-x.
• Lluc Puig-Codina & Jaime Pinilla & Jaume Puig-Junoy, 2021, "The impact of taxing sugar-sweetened beverages on cola purchasing in Catalonia: an approach to causal inference with time series cross-sectional data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 22, issue 1, pages 155-168, February, DOI: 10.1007/s10198-020-01246-0.
• Walid Chkili, 2021, "Modeling Bitcoin price volatility: long memory vs Markov switching," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 433-448, September, DOI: 10.1007/s40822-021-00180-7.
• Manel Youssef & Khaled Mokni & Ahdi Noomen Ajmi, 2021, "Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00227-3.
• Hui Hong & Zhicun Bian & Chien-Chiang Lee, 2021, "COVID-19 and instability of stock market performance: evidence from the U.S," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-18, December, DOI: 10.1186/s40854-021-00229-1.
• Serdar Neslihanoglu, 2021, "Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00247-z.
• Jamel Boukhatem, 2021, "What drives local currency bond market development in Saudi Arabia: do macroeconomic and institutional factors matter?," Future Business Journal, Springer, volume 7, issue 1, pages 1-18, December, DOI: 10.1186/s43093-021-00110-8.
• M. R. Anantha Ramu, 2021, "Public debt sustainability in sub-national level: a case of Karnataka," Indian Economic Review, Springer, volume 56, issue 2, pages 463-485, December, DOI: 10.1007/s41775-021-00114-9.
• Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2021, "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 1, pages 129-147, March, DOI: 10.1007/s40797-020-00131-2.
• Aaron G. Grech & Reuben Ellul, 2021, "Are the European Commission’s Business and Consumer Survey Results Coincident Indicators for Maltese Economic Activity?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 91-108, April, DOI: 10.1007/s41549-020-00044-0.
• Takashi Oga, 2021, "Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 27-53, April, DOI: 10.1007/s41549-021-00052-8.
• Sudipta Das, 2021, "The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 2, pages 129-149, November, DOI: 10.1007/s41549-021-00057-3.
• Rati Ram, 2021, "Income convergence across the U.S. states: further evidence from new recent data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 2, pages 372-380, April, DOI: 10.1007/s12197-020-09520-w.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
• Avishek Bhandari & Bandi Kamaiah, 2021, "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 23-37, March, DOI: 10.1007/s40953-020-00220-0.
• Peter C. B. Phillips, 2021, "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 163-217, December, DOI: 10.1007/s40953-021-00268-6.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• S. M. Woahid Murad & Ruhul Salim & Md. Golam Kibria, 2021, "Asymmetric Effects of Economic Policy Uncertainty on the Demand for Money in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 451-470, September, DOI: 10.1007/s40953-021-00235-1.
• Abir Abid & Christophe Rault, 2021, "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 403-425, September, DOI: 10.1007/s40953-021-00240-4.
• Kai Cheng & Hsin-Pei Hsueh & Omid Ranjbar & Mei-Chih Wang & Tsangyao Chang, 2021, "Urbanization, coal consumption and CO2 emissions nexus in China using bootstrap Fourier Granger causality test in quantiles," Letters in Spatial and Resource Sciences, Springer, volume 14, issue 1, pages 31-49, April, DOI: 10.1007/s12076-020-00263-0.
• Jungho Baek & Taylor B. Young, 2021, "A new look at the crude oil prices and economic growth nexus: asymmetric evidence from Alaska," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 34, issue 3, pages 339-344, October, DOI: 10.1007/s13563-020-00225-4.
• Ángel Cuevas & Ramiro Ledo & Enrique M. Quilis, 2021, "Seasonal adjustment of the Spanish sales daily data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 687-708, December, DOI: 10.1007/s13209-021-00251-7.
• Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021, "Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index," SN Business & Economics, Springer, volume 1, issue 10, pages 1-23, October, DOI: 10.1007/s43546-021-00129-7.
• Ousmane Traoré, 2021, "The relationship between health poverty and income poverty in Sub-Saharan African countries: evidence from index correlations," SN Business & Economics, Springer, volume 1, issue 10, pages 1-19, October, DOI: 10.1007/s43546-021-00131-z.
• Anthony Enisan Akinlo & Michael Segun Ojo, 2021, "Examining the asymmetric effects of oil price shocks on remittances inflows: evidence from Nigeria," SN Business & Economics, Springer, volume 1, issue 10, pages 1-16, October, DOI: 10.1007/s43546-021-00140-y.
• Eliphas Ndou, 2021, "Exchange rate changes, price level and the income effects on trade balance in South Africa," SN Business & Economics, Springer, volume 1, issue 2, pages 1-19, February, DOI: 10.1007/s43546-021-00039-8.
• Mohammad Razib Hossain, 2021, "Inward foreign direct investment in Bangladesh: Do we need to rethink about some of the macro-level quantitative determinants?," SN Business & Economics, Springer, volume 1, issue 3, pages 1-23, March, DOI: 10.1007/s43546-021-00050-z.