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

• 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(0x5cdf09b8), May.
• 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.
• Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022, "The illusion of oil return predictability: The choice of data matters!," Post-Print, HAL, number hal-03519860, Jan, DOI: 10.1016/j.jbankfin.2021.106331.
• Yassine Jaber & Ismail Kabouri & Mohamed Bouzahzah & Ibourk Aomar & Mohamed Karim, 2022, "Economic growth and education in Morocco: Cointegration and Toda Yamamoto Granger Causality," Post-Print, HAL, number hal-03694377, Jun, DOI: 10.5281/zenodo.6611974.
• Mohamed Chikhi & Claude Diebolt, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Post-Print, HAL, number hal-03778331, DOI: 10.47743/ejes-2022-0111.
• Marc-Arthur Diaye & Sy-Hoa Ho & Rim Oueghlissi, 2022, "ESG performance and economic growth: a panel co-integration analysis," Post-Print, HAL, number hal-03897938, Feb, DOI: 10.1007/s10663-021-09508-7.
• Yifei Cai & Jamel Saadaoui, 2022, "Fourier DF unit root test for R&D intensity of G7 countries," Post-Print, HAL, number hal-04031334, Sep, DOI: 10.1080/00036846.2022.2038776.
• Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2022, "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Post-Print, HAL, number hal-04478744, Jul, DOI: 10.1007/s10479-022-04832-y.
• Christian Francq & Jean-Michel Zakoïan, 2022, "Testing the existence of moments for GARCH processes," Post-Print, HAL, number hal-05417262, Mar, DOI: 10.1016/j.jeconom.2020.05.009.
• Ahmet Faruk Aysan & Ali Polat & Hasan Tekin & Ahmet Tunali, 2022, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Working Papers, HAL, number hal-03638273, Apr.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," Working Papers, HAL, number hal-03880243, Nov.
• Mboya, Mwasi & Sibbertsen, Philipp, 2022, "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-705, Dec.
• Patricia Hughes & Mustafa Göktuğ Kaya, 2022, "Determinants Of Health Care Expenditure In The United States: An Ardl Approach Focusing On Insurance Coverage," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 4, pages 643-660, DOI: 10.32910/ep.73.4.7.
• Justin Contat & Malcolm Rogers, 2022, "Housing Supply and Liquidity in the COVID-19 Era," FHFA Staff Working Papers, Federal Housing Finance Agency, number 22-02, Nov.
• Kilman, Josefin, 2022, "Monetary Policy Shocks for Sweden," Working Papers, Lund University, Department of Economics, number 2022:18, Sep.
• Poon, Aubrey & Zhu, Dan, 2022, "Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach," Working Papers, Örebro University, School of Business, number 2022:11, Sep.
• Galina Besstremyannaya & Sergei Golovan, 2022, "Provider Altruism in Incentives Contracts: Medicare’s Quality Race," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 3, pages 375-403.
• Nishi, Mikihito & 西, 幹仁 & Kurozumi, Eiji & 黒住, 英司, 2022, "Stochastic Local and Moderate Departures from a Unit Root and Its Application to Unit Root Testing," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2022-02, Aug.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2022, "Realized Volatility: Survey with Application to Nikkei 225 Stock Index," Economic Review, Hitotsubashi University, volume 73, issue 3, pages 254-280, July, DOI: 10.15057/74220.
• Morita, Hiroshi, 2022, "Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-118, Mar.
• Tihana Škrinjarić, 2022, "Augmented credit-to-GDP gap as a more reliable indicator for macroprudential policy decision-making," Working Papers, The Croatian National Bank, Croatia, number 65, Sep.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022, "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers), Inter-American Development Bank, number 12236, May, DOI: http://dx.doi.org/10.18235/0004266.
• Fuentes, Nelson & Aguilar, Gonzalo & Trillos, Camila, 2022, "Impact of the COVID-19 Pandemic on the Formal Labor Market and the Pension System in El Salvador," IDB Publications (Working Papers), Inter-American Development Bank, number 12490, Oct, DOI: http://dx.doi.org/10.18235/0004523.
• Dinci J. Penzin & Afees Salisu & Benedict N.Akanegbu, 2022, "A Note on Public Debt-Private Investment Nexus in Emerging Economies," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 1, pages 25-36, June, DOI: https://doi.org/10.21098/bemp.v25i1.
• DerviÅŸ Kirikkaleli & Mustafa Tevfik Kartal & Tomiwa Sunday Adebayo, 2022, "Time and Frequency Dependency of Foreign Exchange Rates and Country Risk:Evidence from Turkey," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 1, pages 37-54, June, DOI: https://doi.org/10.21098/bemp.v25i1.
• Aktham Maghyereh & Nader Virk & Basel Awartani & Mohammad Al Shboul, 2022, "The Systemic Risk in the Gulf Cooperation Council Countries’ Equity Markets and Banking Sectors: A Dynamic Covar Approach," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 3, pages 439-470, November, DOI: https://doi.org/10.21098/bemp.v25i3.
• Meinisa Fadillah Rahmi & Nasrudin, 2022, "The Effect of Covid-19 Pandemic on the Risks of Investments in Indonesia: Evidence from the EGARCH MODEL," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 673-688, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Martin Trombetta & Agustín Duarte Baracat & Azul Menduiña, 2022, "Crecimiento económico, empleo formal y estructura productiva," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 60, issue 1, pages 107-144, Diciembre, DOI: 10.55444/2451.7321.2022.v60.n1.3768.
• Itamar Caspi & Amit Friedman & Sigal Ribon, 2022, "The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 5, pages 1-31, December.
• Mr. Serhan Cevik, 2022, "Mind the Gap: City-Level Inflation Synchronization," IMF Working Papers, International Monetary Fund, number 2022/166, Sep.
• Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022, ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202217, Oct, revised Oct 2022.
• José R. García-Sanchís & Ernest Pons & Jordi Suriñach & Esther Vayá, 2022, ""El impacto económico del Covid-19 sobre el sector turístico español"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202219, Nov, revised Nov 2022.
• R. Vilela Mendes & Tanya Araújo, 2022, "Long-range connections and mixed diffusion in fractional networks," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0223, Mar.
• António Afonso & João Tovar Jalles & Zoe Venter, 2022, "Minimum Wage and Collective Bargaining Reforms: A Narrative Database for Advanced Economies," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0224, Apr.
• João Alcobia & Ricardo Barradas, 2022, "Falling Labour Share and the Anaemic Growth in Portugal: a Post-Keynesian Econometric Analysis," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0247, Sep.
• Mustafa Naimoglu & Sefa Özbek, 2022, "Is China Growing Dirty? A Cointegration Analysis with Structural Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 245-264, July, DOI: 10.26650/JEPR1055637.
• Omer Fazil Emek & Melike Atay Polat, 2022, "The Relationship Between Energy Consumption, Globalization, and Economic Growth: A Causality Analysis for Selected Emerging Market Economies," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 331-351, July, DOI: 10.26650/JEPR1087057.
• Ayca Doganer, 2022, "Determining Unemployment Hysteresis in European Countries Using Linear and Nonlinear Unit Root Tests: The 1991-2020 Period," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 753-785, December, DOI: 10.26650/ISTJECON2022-1100547.
• Serkan Goksu, 2022, "Does Plastic Card Spending Have an Impact on Household Private Consumption Expenditures? Empirical Evidence Based on the ARDL Method," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 845-875, December, DOI: 10.26650/ISTJECON2022-1106208.
• Hamermesh, Daniel S. & Pfann, Gerard A., 2022, "The Variability and Volatility of Sleep: An Archetypal Approach," IZA Discussion Papers, IZA Network @ LISER, number 15001, Jan.
• Akkoyunlu, Sule & Epstein, Gil S. & Gang, Ira N., 2022, "Migration and University Education: An Empirical (Macro) Link," IZA Discussion Papers, IZA Network @ LISER, number 15301, May.
• Kastoryano, Stephen, 2022, "Regime and Treatment Effects in Duration Models: Decomposing Expectation and Transplant Effects on the Kidney Waitlist," IZA Discussion Papers, IZA Network @ LISER, number 15314, May.
• Sayli, Melisa & Moscelli, Giuseppe & Blanden, Jo & Bojke, Chris & Mello, Marco, 2022, "Do Non-monetary Interventions Improve Staff Retention? Evidence from English NHS Hospitals," IZA Discussion Papers, IZA Network @ LISER, number 15480, Aug.
• Estefanía Mourelle & Juan Carlos Cuestas, 2022, "Investment dynamics in Central and Eastern Europe: Why doesn’t the sun always rise from the east?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/02.
• Juan Carlos Cuestas & Mercedes Monfort, 2022, "Fiscal consumption and private consumption in Europe: what have we learned?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/05.
• Juan Carlos Cuestas & Luis A. Gil-Alana, 2022, "Unemployment hysteresis by sex and education attainment in the EU," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/06.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez, 2022, "House prices in Spain: Is it always sunny and warm?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/07.
• Ririen Setiati Riyanti & Iván Arribas & Silvia Pazzi & Emili Tortosa-Ausina, 2022, "The impacts of static ownership types and governance changes on small business lending: Evidence from Indonesia," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2022/13.
• Terence D. Agbeyegbe, 2022, "Modeling JSE Stock Returns Dynamics: GARCH Versus Stochastic Volatility," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 175-191, January-M.
• Debabrata Mukhopadhyay, 2022, "Structural Change in Rice-Wheat Crop Yield in India: A Multiple Breakpoint Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 369-378, January-M.
• Terence D. Agbeyegbe, 2022, "Comparing Results from Unobserved Components Model and Hodrick-Prescott Filter of Output-Gap in Barbados," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 163-180, July–Sept.
• Leward Jeke & Patrick Lusenge Ndungo & Clement Moyo, 2022, "Testing the Foreign Aid-Led Growth Hypothesis in the Democratic Republic of Congo," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 1-15, October–D.
• Almas Heshmati & Luis A. Gil-Alana & Masoomeh Rashidghalam, 2022, "Population Growth Similarity in North and East Africa," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 151-167, October–D.
• Mohamed CHIKHI & Claude DIEBOLT, 2022, "Testing the weak form efficiency of the French ETF market with the LSTAR-ANLSTGARCH approach using a semiparametric estimation," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, volume 13, pages 228-253, June, DOI: https://doi.org/10.47743/ejes-2022-.
• Maciej Wysocki & Cezary Wojcik & Andreas Freytag, 2022, "Populists and Fiscal Policy: The Case of Poland," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2022-013, Dec.
• William A. Barnett & Unal Eryilmaz, 2022, "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202203, Jan.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202212, Jun.
• Zongwu Cai & Pixiong Chen, 2022, "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202216, Nov, revised Nov 2022.
• Peter S. Sephton, 2022, "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 177-183, January, DOI: 10.1007/s10614-020-10082-6.
• Cheng-Feng Wu & Shian-Chang Huang & Chei-Chang Chiou & Tsangyao Chang & Yung-Chih Chen, 2022, "The Relationship Between Economic Growth and Electricity Consumption: Bootstrap ARDL Test with a Fourier Function and Machine Learning Approach," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 4, pages 1197-1220, December, DOI: 10.1007/s10614-021-10097-7.
• D. O. Olayungbo & T. A. Ojeyinka, 2022, "Crude oil prices pass-through to retail petroleum product prices in Nigeria: evidence from hidden cointegration approach," Economic Change and Restructuring, Springer, volume 55, issue 2, pages 951-972, May, DOI: 10.1007/s10644-021-09336-6.
• Taofeek Olusola Ayinde, 2022, "Modelling macroeconomic trilemma and central bank behaviour in Nigeria: a Markov-switching approach," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1303-1325, August, DOI: 10.1007/s10644-021-09346-4.
• Safet Kurtović & Nehat Maxhuni & Blerim Halili & Bujar Krasniqi, 2022, "Does outward foreign direct investment crowd in or crowd out domestic investment in central, east and southeast europe countries? an asymmetric approach," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1419-1444, August, DOI: 10.1007/s10644-021-09352-6.
• Zeynep Kantur & Gülserim Özcan, 2022, "Dissecting Turkish inflation: theory, fact, and illusion," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1543-1553, August, DOI: 10.1007/s10644-021-09357-1.
• Patricks Ogiji & Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2022, "Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1655-1672, August, DOI: 10.1007/s10644-021-09362-4.
• Andrew Phiri, 2022, "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1673-1699, August, DOI: 10.1007/s10644-021-09363-3.
• Jun Wen & Samia Khalid & Hamid Mahmood & Xiuyun Yang, 2022, "Economic policy uncertainty and growth nexus in Pakistan: a new evidence using NARDL model," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1701-1715, August, DOI: 10.1007/s10644-021-09364-2.
• Marc-Arthur Diaye & Sy-Hoa Ho & Rim Oueghlissi, 2022, "ESG performance and economic growth: a panel co-integration analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 1, pages 99-122, February, DOI: 10.1007/s10663-021-09508-7.
• Simona Malovaná & Dominika Ehrenbergerová, 2022, "The effect of higher capital requirements on bank lending: the capital surplus matters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 3, pages 793-832, August, DOI: 10.1007/s10663-022-09536-x.
• Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2022, "The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 83, issue 2, pages 381-411, October, DOI: 10.1007/s10640-021-00567-9.
• Dionisio Ramírez-Carrera & Gemma Durán-Romero & José Antonio Negrín Peña, 2022, "European Climate Policy Effectiveness: Convergence Analysis for per Capita CO2 Emissions," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 1, pages 41-43, May, DOI: 10.1007/s11294-022-09845-8.
• Emmanuel Apergis & Nicholas Apergis, 2022, "Reverse Immigration Effects for Expatriates in Oman During the COVID-19 Pandemic Shock," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 1, pages 19-37, May, DOI: 10.1007/s11294-022-09853-8.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
• Marco Gallegati & Massimo Tamberi, 2022, "Long swings in the growth of government expenditure: an international historical perspective," Public Choice, Springer, volume 192, issue 3, pages 227-248, September, DOI: 10.1007/s11127-022-00979-1.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022, "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 22-509, Dec, DOI: 10.3929/ethz-b-000589093.
• Kohtaro Hitomi & Jianwei Jin & Keiji Nagai & Yoshihiko Nishiyama & Junfan Tao, 2022, "Unit root tests considering initial values and a concise method for computing powers," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1084, Nov.
• Jianwei Jin & Keiji Nagai, 2022, "Sequential unit root test for first-order autoregressive processes with initial values," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1085, Nov.
• Omar Enrique Castillo Núñez, 2022, "Determinants of the Primary Supply of Cattle for Fattening in the Department of Córdoba, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 96, pages 279-314, January-J, DOI: 10.17533/udea.le.n96a343891.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2022, "Testing Granger Non-Causality in Expectiles," Working Papers, University of Liverpool, Department of Economics, number 202207, Mar.
• Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2022, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Working Papers, University of Liverpool, Department of Economics, number 202212, Mar.
• Schlicht, Ekkehart, 2022, "VCwrapper," Discussion Papers in Economics, University of Munich, Department of Economics, number 84584.
• Schlicht, Ekkehart, 2022, "Estimating time-varying coefficients with Gretl using the VC method," Discussion Papers in Economics, University of Munich, Department of Economics, number 84611, Jan.
• Schlicht, Ekkehart, 2022, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 92509, revised .
• C. Rangarajan & K. R. Shanmugam, 2022, "Achieving One Trillion Dollar Economy for Tamil Nadu: Some Implications and Concerns," Working Papers, Madras School of Economics,Chennai,India, number 2022-232, Nov.
• Andreas Marcus Gohs, 2022, "Forecasting Market Diffusion of Innovative Battery-Electric and Conventional Vehicles in Germany under Model Uncertainty," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202209.
• Theologos Dergiades & Panos K. Pouliasis, 2021, "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_03, Feb, revised Feb 2021.
• Don Bredin & Stilianos Fountas, 2022, "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2022_03, Mar, revised Mar 2022.
• Thanh Viet Nguyen & Tuyen Quang Tran & Dewan Ahsan, 2022, "Aquaculture Farmers' Economic Risks Due to Climate Change: Evidence from Vietnam," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 1, pages 42-53, DOI: 10.11118/ejobsat.2022.006.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022, "Is climate change time-reversible?," Working Papers, University of Milano-Bicocca, Department of Economics, number 498, May, revised Nov 2022.
• Claudio Morana, 2022, "Euro area inflation and a new measure of core inflation," Working Papers, University of Milano-Bicocca, Department of Economics, number 505, Dec, revised Oct 2023.
• Chor Foon Tang & Yu Syuen Lim, 2022, "Reactions of Long-run Private Consumption in Malaysia to Crises, Economic Leadership and Telecommunication Technology," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 59, issue 2, pages 221-239, December, DOI: 10.22452/MJES.vol59no2.3.
• Costanza Torricelli & Eleonora Pellati, 2022, "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0085, Apr.
• Lara Coulier & Selien De Schryder, 2022, "Evaluating heterogeneous effects of housing-sector-specific macroprudential policy tools on Belgian house price growth," Working Paper Research, National Bank of Belgium, number 421, Oct.
• Daniel S. Hamermesh & Gerard A. Pfann, 2022, "The Variability and Volatility of Sleep: An ARCHetypal Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 29658, Jan.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2022, "Contamination Bias in Linear Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30108, Jun.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "A New Test for Market Efficiency and Uncovered Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 30638, Nov.
• Dobronravova, E., 2022, "Industry effects of monetary policy in Russia: Econometric analysis," Journal of the New Economic Association, New Economic Association, volume 55, issue 3, pages 45-60, DOI: 10.31737/2221-2264-2022-55-3-3.
• Jelena Basaric, 2022, "European government green bonds: analysis of yield behaviour determinants," Working Papers Bulletin, National Bank of Serbia, number 11, Sep.
• Bhattacharjee, Arnab & Kohns, David, 2022, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 538, May.

2021

• Jamal Bouoiyour & Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," Post-Print, HAL, number hal-02108636, DOI: 10.25428/1824-2979/202101-87-104.
• Amélie Charles & Olivier Darné, 2021, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Post-Print, HAL, number hal-03186891, Mar, DOI: 10.1007/s11698-020-00209-y.
• Sy Hoa Ho & Jamel Saadaoui, 2021, "Symmetric and asymmetric effects of exchange rates on money demand : empirical evidence from Vietnam," Post-Print, HAL, number hal-03196678, Feb, DOI: 10.1080/00036846.2021.1888864.
• Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021, "Analysis of the Dynamic Relationship between Liquidityproxies and returns on French CAC 40 index," Post-Print, HAL, number hal-03282991, DOI: 10.1007/s43546-021-00129-7.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2021, "Gender empowerment as an enforcer of individuals’ choice between education and fertility : Evidence from 19th century France," Post-Print, HAL, number hal-03345562, Aug, DOI: 10.1016/j.jebo.2021.05.011.
• Jean-Guillaume Sahuc & Matteo Mogliani & Laurent Ferrara, 2022, "High-frequency monitoring of growth at risk," Post-Print, HAL, number hal-03361425.
• Sterenn Lucas & Louis-Georges Soler & Cesar Revoredo-Giha, 2021, "Trend analysis of sustainability claims: The European fisheries and aquaculture markets case
  [Analyse des tendances des allégations de durabilité : le cas des marchés européens de la pêche et de l'aquaculture]," Post-Print, HAL, number hal-03382627, Oct, DOI: 10.1016/j.foodpol.2021.102141.
• Satish Kumar & Rabeh Khalfaoui & Aviral Kumar Tiwari, 2021, "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Post-Print, HAL, number hal-03797578, Dec, DOI: 10.1016/j.resourpol.2021.102253.
• Elizaveta Golovanova & Andrey Zubarev, 2021, "Forecasting Aggregate Retail Sales with Google Trends," Post-Print, HAL, number hal-05250233, Dec, DOI: 10.31477/rjmf.202104.50.
• Abir Abid & Christophe Rault, 2021, "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Post-Print, HAL, number hal-05295005.
• Abdelhakim Aknouche & Christian Francq, 2021, "Stationarity and ergodicity of Markov switching positive conditional mean models," Post-Print, HAL, number hal-05417251, Sep, DOI: 10.1111/jtsa.12621.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Inference on time-invariant variables using panel data: A pretest estimator," Post-Print, HAL, number halshs-03672612, Apr, DOI: 10.1016/j.econmod.2021.01.014.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Inference on time-invariant variables using panel data: A pretest estimator," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03672612, Apr, DOI: 10.1016/j.econmod.2021.01.014.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers, HAL, number halshs-01719835, Jan.
• Khalid Ahmed Al-Ansari & Ahmet Faruk Aysan, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?
  [Plus de dix ans de création Blockchain : Comment avons-nous utilisé la technologie et dans quelle direction se dirige la recher," Working Papers, HAL, number hal-03343048, Sep.
• Ahmet Faruk Aysan & Ali Yavuz Polat & Hasan Tekin & Ahmet Semih Tunali, 2021, "Bitcoin-specific fear sentiment and bitcoin returns in the COVID-19 outbreak," Working Papers, HAL, number hal-03354930, Sep.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers, HAL, number halshs-01719835, Jan.
• Ewen Gallic & Michel Lubrano & Pierre Michel, 2021, "Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave," Working Papers, HAL, number halshs-03145861, Feb.
• Dissanayake, Pushpa & Flock, Teresa & Meier, Johanna & Sibbertsen, Philipp, 2021, "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-690, Sep.
• Maria Karadima & Helen Louri, 2021, "Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 160, Jun.
• Lindström, Hanna, 2021, "Price transmission for organic and conventional milk products in Sweden," HFI Working Papers, Institute of Retail Economics (Handelns Forskningsinstitut), number 22, Oct.
• Lindström, Hanna, 2021, "Price transmission for organic and conventional milk products in Sweden," Umeå Economic Studies, Umeå University, Department of Economics, number 999, Oct.
• Ekaterina Astafieva & Marina Turuntseva, 2021, "Revisions of GDP: Data and Assessment of Statistical Properties," HSE Economic Journal, National Research University Higher School of Economics, volume 25, issue 1, pages 65-101.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.
• Suzana Balaban & Dejan ivkov, 2021, "Validity of Wagner s Law in Transition Economies: A Multivariate Approach," Hacienda Pública Española / Review of Public Economics, IEF, volume 236, issue 1, pages 105-131, March.
• Ferdi Botha & Viet H. Nguyen, 2021, "Opposite Nonlinear Effects of Unemployment and Sentiment on Male and Female Suicide Rates: Evidence from Australia," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2021n15, Jul.
• Fitri Ami Handayani & Febrio Kacaribu, 2021, "Asymmetric Transmission of Monetary Policy to Interest Rates: Empirical Evidence from Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 1, pages 119-150, March, DOI: https://doi.org/10.21098/bemp.v24i1.
• Solikin M. Juhro & Prayudhi Azwar, 2021, "Fx Intervention Strategy And Exchange Rate Stability In Indonesia," Working Papers, Bank Indonesia, number WP/03/2021.
• S. M. Woahid Murad, 2021, "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 20, issue 2, pages 187-199, September.
• S. M. Woahid Murad, 2021, "Asymmetric Effects of Economic Uncertainty on Money Demand Function in Bangladesh: A Nonlinear ARDL and Cumulative Fourier Causality Approach," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 20, issue 3, pages 201-213, December.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021, "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 71, pages 1-41, December.
• Luis Enrique García Pérez & Francisco Ortiz Arango & Salvador Cruz Aké, 2021, "Viabilidad de introducir contratos de derivados de gas natural en el Mercado Mexicano de Derivados: Un enfoque Hubbert-Grey," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-35, Enero - M.
• Andre Assis de Salles, 2021, "COVID-19 Pandemic Initial Effects on the Idiosyncratic Risk in Latin America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-21, Julio - S.
• Arturo Lorenzo-Valdés, 2021, "Conditional Probability of Jumps in Oil Prices," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-14, Octubre -.
• Guillermo Benavides, 2021, "Asymmetric Volatility Relevance in Risk Management: An Empirical Analysis using Stock Index Futures," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-18, Septiembr.
• Teboho Jeremiah Mosikari & Joel Hinaunye Eita, 2021, "Asymmetric effect of government debt on GDP growth: evidence from Namibia," Public Sector Economics, Institute of Public Finance, volume 45, issue 4, pages 543-558, DOI: 10.3326/pse.45.4.7.
• Jorge M. Uribe & Stephania Mosquera-López & Oscar J. Arenas, 2021, ""Assessing the relationship between electricity and natural gas prices in European markets in times of distress"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202117, Nov, revised Nov 2021.
• António Afonso & José Carlos Coelho, 2021, "Current Account Targeting Hypothesis versus Twin Deficit Hypothesis: the EMU experience of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0182, Jun.
• Emerson Abraham Jackson, 2021, "Forecasting COVID-19 Daily Contraction in Sierra Leone with Implications for Policy Formulation," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 1, pages 29-43, January, DOI: 10.26650/JEPR795665.
• Mehmet Altuntas, 2021, "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 2, pages 327-349, July, DOI: 10.26650/JEPR.937488.
• Omer Fazil Emek & Faruk Dusunceli & Omer Doru, 2021, "Investigation of the Exchange Rate Pass-through Effect on Domestic Producer and Consumer Prices in Turkey," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 71, issue 1, pages 163-190, June, DOI: 10.26650/ISTJECON2020-833105.
• Clarke, Damian & Llorca-Jaña, Manuel & Pailañir, Daniel, 2021, "The Use of Quantile Methods in Economic History," IZA Discussion Papers, IZA Network @ LISER, number 14659, Aug.
• Juan Carlos Cuestas & Luis A. Gil-Alana & Maria Malmierca, 2021, "Credit-to-GDP ratios. Non-linear trends and persistence: Evidence from 44 OECD economies," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/05.
• Daniel Aparicio-Pérez & Maria Teresa Balaguer-Coll & Emili Tortosa-Ausina, 2021, "Politics against Economics: The Case of Spanish Regional Financing," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/15.
• Ivan Trofimov, 2021, "Income terms of trade and economic convergence: Evidence from Latin America," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 46, issue 2, pages 41-67, June, DOI: 10.35866/caujed.2021.46.2.002.
• Shaoxin Hong & Zhengyi Zhang & Zongwu Cai, 2021, "Testing Heteroskedasticity for Predictive Regressions With Nonstationary Regressors," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202101, Jan, revised Jan 2021.
• Guannan Liu & Wei Long & Bingduo Yang & Zongwu Cai, 2021, "Semiparametric Estimation and Model Selection for Conditional Mixture Copula Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202104, Jan, revised Jan 2021.
• João Cruz & João Nicolau & Paulo M. M. Rodrigues, 2021, "Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 333-352, September, DOI: 10.1007/s10690-020-09324-2.
• Isabel Casas & Helena Veiga, 2021, "Exploring Option Pricing and Hedging via Volatility Asymmetry," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 4, pages 1015-1039, April, DOI: 10.1007/s10614-020-10005-5.
• Rihab Bousnina & Srdjan Redzepagic & Foued Badr Gabsi, 2021, "Sustainability of current account balances in MENA countries: threshold cointegration approach," Economic Change and Restructuring, Springer, volume 54, issue 1, pages 241-264, February, DOI: 10.1007/s10644-020-09278-5.
• OlaOluwa S. Yaya & Nurudeen Abu & Tayo P. Ogundunmade, 2021, "Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration," Economic Change and Restructuring, Springer, volume 54, issue 2, pages 541-556, May, DOI: 10.1007/s10644-020-09288-3.
• Jungho Baek, 2021, "The role of crude oil prices in the movement of the Indonesian rupiah: a quantile ARDL approach," Economic Change and Restructuring, Springer, volume 54, issue 4, pages 975-994, November, DOI: 10.1007/s10644-020-09304-6.
• Juan Carlos Cuestas & Mercedes Monfort, 2021, "Current account sustainability in Central and Eastern Europe: structural change and crisis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 1, pages 141-153, February, DOI: 10.1007/s10663-020-09473-7.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez, 2021, "The education pillar of the Europe 2020 strategy: a convergence analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 1113-1129, November, DOI: 10.1007/s10663-021-09504-x.
• Tolga Omay & Muhammad Shahbaz & Chris Stewart, 2021, "Is there really hysteresis in the OECD unemployment rates? New evidence using a Fourier panel unit root test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 4, pages 875-901, November, DOI: 10.1007/s10663-021-09510-z.
• Rintaro Yamaguchi, 2021, "Genuine Savings and Sustainability with Resource Diffusion," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 80, issue 2, pages 451-471, October, DOI: 10.1007/s10640-021-00592-8.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021, "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
• Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar, 2021, "High-Frequency Volatility Forecasting of US Housing Markets," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 2, pages 283-317, February, DOI: 10.1007/s11146-020-09745-w.
• Shin-Yun Wang & Ming-Che Chuang & Shih-Kuei Lin & So-De Shyu, 2021, "Option pricing under stock market cycles with jump risks: evidence from the S&P 500 index," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 25-51, January, DOI: 10.1007/s11156-020-00885-x.
• Hakan Kara & Cagri Sarikaya, 2021, "Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2121, Nov.
• Juan Manuel Candelo-Viáfara, 2021, "Monthly Financial and Economic Uncertainty Index (IMIFE) for the Colombian Economy," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 95, pages 85-104, July-Dece, DOI: 10.17533/udea.le.n95a343318.
• Jamal Bouoiyour, Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 18, issue 1, pages 87-104, June.
• Schlicht, Ekkehart, 2021, "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Discussion Papers in Economics, University of Munich, Department of Economics, number 75514.
• Schlicht, Ekkehart, 2021, "Seasonal Adjustment by Minimizing Perturbations: An Illustration in the Computable Document Format," Discussion Papers in Economics, University of Munich, Department of Economics, number 75878.
• Schlicht, Ekkehart, 2022, "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics, University of Munich, Department of Economics, number 92509.
• Schlicht, Ekkehart, 2021, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 74981, revised .
• Boriss Siliverstovs, 2021, "Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth," Working Papers, Latvijas Banka, number 2021/01, Feb.
• Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021, "Global Credit Shocks and Real Economies," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202116.
• Weshah Razzak, 2021, "The Economics of Global Warming 1959-2020," Discussion Papers, School of Accountancy, Economics and Finance, Massey University, New Zealand, number 2103.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_02, Feb, revised Feb 2021.
• Paraskevi Tzika & Theologos Pantelidis, 2021, "The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_11, Sep, revised Sep 2021.
• Afees A. Salisu & Rangan Gupta, 2021, "How Do Housing Returns in Emerging Countries Respond to Oil Shocks? A MIDAS Touch," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4286-4311, December, DOI: 10.1080/1540496X.2020.1807322.
• Kadir Özen & Dilem Yıldırım, 2021, "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2101, Apr, revised Apr 2021.
• Dilem Yıldırım & Dilan Aydın, 2021, "One Crisis After Another: A Dynamic Unemployment Persistence Analysis For The Gips Countries," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2102, Apr, revised Apr 2021.