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

2021

• Marcela de Marillac Carvalho & Luiz Otávio de Oliveira Pala & Gabriel Rodrigo Gomes Pessanha & Thelma Sáfadi, 2021, "Asymmetric dependence of intraday frequency components in the Brazilian stock market," SN Business & Economics, Springer, volume 1, issue 6, pages 1-18, June, DOI: 10.1007/s43546-021-00080-7.
• Christian M. Dahl & Emma M. Iglesias, 2021, "Asymptotic normality of the MLE in the level-effect ARCH model," Statistical Papers, Springer, volume 62, issue 1, pages 117-135, February, DOI: 10.1007/s00362-019-01086-y.
• Fabio Gobbi, 2021, "Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 6, pages 1-7.
• Ä°lker Met & Levent Özbek & Himmet Aksoy & Ayfer Erkoç, 2021, "A Modeling Study on the Estimation of COVID-19 Daily and Weekly Cases and Reproduction Number Using the Adaptive Kalman Filter: The Example of Ziraat Bank, Turkey," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 3, pages 1-2.
• Anne Berner & Stephan Bruns & Alessio Moneta & David I. Stern, 2021, "Do Energy Efficiency Improvements Reduce Energy Use? Empirical Evidence on the Economy-Wide Rebound Effect in Europe and the United States," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/20, May.
• Faisal Mehmood & Muhammad Atique & Wang Bing & Hameed Khan & Henna Henna, 2021, "Infrastructure and sectoral FDI in China: an empirical analysis," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 3, issue 2, pages 160-175, June, DOI: 10.9770/ird.2021.3.2(1).
• Rangan Gupta & Xin Sheng & Qiang Ji, 2021, "Movements in real estate uncertainty in the United States: the role of oil shocks," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 13, pages 1059-1065, July, DOI: 10.1080/13504851.2020.1796911.
• Constantin Bürgi & Tara M. Sinclair, 2021, "What does forecaster disagreement tell us about the state of the economy?," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 1, pages 49-53, January, DOI: 10.1080/13504851.2020.1730751.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
• Tamás Kiss & Pär Österholm, 2021, "Corona, crisis and conditional heteroscedasticity," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 9, pages 755-759, May, DOI: 10.1080/13504851.2020.1776829.
• Daniel Sebastião Abreu & Artur Silva Lopes, 2021, "How to disappear completely: nonlinearity and endogeneity in the New Keynesian Wage Phillips Curve," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 9, pages 774-778, May, DOI: 10.1080/13504851.2020.1781763.
• Sy-Hoa Ho & Jamel Saadaoui, 2021, "Symmetric and asymmetric effects of exchange rates on money demand: empirical evidence from Vietnam," Applied Economics, Taylor & Francis Journals, volume 53, issue 34, pages 3948-3961, July, DOI: 10.1080/00036846.2021.1888864.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Malmierca, 2021, "Persistence in the private debt-t -GDP ratio: evidence from 43 OECD countries," Applied Economics, Taylor & Francis Journals, volume 53, issue 43, pages 5018-5027, September, DOI: 10.1080/00036846.2021.1912700.
• Tommaso Proietti, 2021, "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 433-454, April, DOI: 10.1080/07474938.2020.1793508.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 16, pages 1626-1644, November, DOI: 10.1080/1351847X.2021.1906728.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
• Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Testing fractional unit roots with non-linear smooth break approximations using Fourier functions," Journal of Applied Statistics, Taylor & Francis Journals, volume 48, issue 13-15, pages 2542-2559, November, DOI: 10.1080/02664763.2020.1757047.
• Pierre Perron & Yohei Yamamoto, 2021, "Testing for Changes in Forecasting Performance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 148-165, January, DOI: 10.1080/07350015.2019.1641410.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021, "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 307-324, January, DOI: 10.1080/07350015.2019.1660175.
• Dimitris Korobilis, 2021, "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 493-504, March, DOI: 10.1080/07350015.2019.1677472.
• Oladapo Gbenga Awolaja & OlaOluwa Simon Yaya & Ahamuefula Ephraim Ogbonna & Solomon Onuche Joseph & Xuan Vinh Vo, 2021, "Unemployment hysteresis in Middle East and North Africa countries: panel SUR-based unit root test with a Fourier function," Middle East Development Journal, Taylor & Francis Journals, volume 13, issue 2, pages 318-334, July, DOI: 10.1080/17938120.2021.1958587.
• Clements, Adam & Hurn, Stan & Volkov, Vladimir, 2021, "A simple linear alternative to multiplicative error models with an application to trading volume," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-06.
• Aysu Celgin & Elif Akbostanci, 2021, "Constructing an Economic Activity Indicator for Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2114.
• Selcuk Gul & Abdullah Kazdal, 2021, "Time-Varying Relationship Between Exports and Real Exchange Rate in Turkey: A Recent Analysis at Sectoral Level," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2138.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021, "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-006/III, Jan.
• Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021, "Time-varying state correlations in state space models and their estimation via indirect inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-020/III, Feb.
• Anna Dubinova & Andre Lucas & Sean Telg, 2021, "COVID-19, Credit Risk and Macro Fundamentals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-059/III, Jun.
• Vincent FROMENTIN & Joris MICHEL & Sylvain WEBER, 2021, "L’effet des fluctuations financières sur le nombre de travailleurs frontaliers : une analyse comparative du Luxembourg et de la Suisse," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 53, pages 51-68.
• Hassan Rashid & Miguel D. Ramirez, 2021, "Investigating the Causality Between Remittances, Infant Mortality Rates, and Economic Growth in India: A Cointegration and Vector Error Correction Model Analysis," Working Papers, Trinity College, Department of Economics, number 2102, Jul.
• …mer Yal inkaya & Muhammet Dastan & Kerem Karabulut, 2021, "The Impact of Structural Reforms on Economic Growth in Turkey: Evidence from Linear and Nonlinear ARDL Modeling," Estudios de Economia, University of Chile, Department of Economics, volume 48, issue 1 Year 20, pages 59-87, June.
• Tomás Caravello & Zacharias Psaradakis & Martín Sola, 2021, "Rational Bubbles: Too Many to be True?," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_06, Aug.
• Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2021, "Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_07, Dec.
• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-14.
• Yifei Cai & Jamel Saadaoui, 2021, "Fourier DF unit root test for R&D intensity of G7 countries," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-34.
• Mohamed CHIKHI & Claude DIEBOLT, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-36.
• Francis Bismans, 2021, "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-42.
• Canepa, Alessandra, 2021, "Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202108, Mar.
• Giuseppe Arbia, 2021, "Stochastic Epidemic Modeling with Application to the Sars-Cov-2 Pandemic in Italy," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 129, issue 1, pages 21-36.
• Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2021, "The zonal and seasonal CO2 marginal emissions factors for the Italian power market," Working Papers, University of Verona, Department of Economics, number 01/2021, Jan.
• NURHAYATI, Puji, 2021, "The Role Of Corporate Governance In Managing Small Income In Indonesian State-Owned Enterprise," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 25, issue 1, pages 78-94, March.
• John Ayodele Ajayi & Qudus Adekunle Lawal, 2021, "Effect of Liquidity Management on Banks Profitability," Business & Management Compass, University of Economics Varna, issue 2, pages 220-237.
• Adebayo Olagunju & Aderemi Olalere Adebayo & Jimoh Ibrahim, 2021, "Influence of Liquidity on Market Value of Deposit Money Banks," Business & Management Compass, University of Economics Varna, issue 4, pages 397-411.
• Wahid Damilola Olanipekun & Yimka Samson Alalade & Bolanle Olubunmi Amusa & Timothy Ayomitunde Aderemi, 2021, "Does Entrepreneurship Guarantee Youth Empowerment in Nigeria? The Role of Small and Medium Scale Enterprises," Business & Management Compass, University of Economics Varna, issue 4, pages 429-442.
• Longe Adedayo Emmanuel & Adekoya Taiwo Matthew & Soyemi Caleb Olugbenga & Agbanuji David Adeiza & Adekomi Idowu Jacob, 2021, "The Asymmetric Impact of Oil Price and Electricity Consumption on Economic Growth: Evidence from Nigeria," Acta Universitatis Sapientiae, Economics and Business, Paradigm, volume 9, issue 1, pages 50-70, September, DOI: 10.2478/auseb-2021-0003.
• Chi Yeong Nain & Chi Orson, 2021, "Modeling and Forecasting of Monthly Global Price of Bananas Using Seasonal Arima and Multilayer Perceptron Neural Network," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 25, issue 3, pages 21-41, September, DOI: 10.15611/eada.2021.3.02.
• Zeddam Ahmed Amine & Dahmani Mohamed Driouche & Hamrit Abdelatif, 2021, "Informal Sector and International Capital Movement: New Evidence from Some Petroleum Countries," Economics and Business, Paradigm, volume 35, issue 1, pages 117-132, January, DOI: 10.2478/eb-2021-0008.
• Toledo Wilfredo, 2021, "Covid-19 and Unemployment: Evidence from Puerto Rico Using Bayesian Analyses with High-Frequency Data," Economics and Business, Paradigm, volume 35, issue 1, pages 174-189, January, DOI: 10.2478/eb-2021-0012.
• Ugwu Ephraim & Amassoma Ditimi & Ehinomen Christopher, 2021, "Investigating Exchange Rate Pass-through to Consumer Prices in Nigeria," Folia Oeconomica Stetinensia, Paradigm, volume 21, issue 1, pages 105-121, June, DOI: 10.2478/foli-2021-0008.
• Pluskota Anna, 2021, "Macroeconomic Determinants Affecting Credit Risk in Central and Eastern Europe," Folia Oeconomica Stetinensia, Paradigm, volume 21, issue 1, pages 92-104, June, DOI: 10.2478/foli-2021-0007.
• Ugwu Ephraim & Ehinomen Christopher & Nwosa Philip & Efuntade Olubunmi, 2021, "Testing the Validity of the Long Run Neutrality of Money in Nigeria," Folia Oeconomica Stetinensia, Paradigm, volume 21, issue 2, pages 148-167, December, DOI: 10.2478/foli-2021-0021.
• Mihajlović Vladimir & Marjanović Gordana, 2021, "Challenges of the Output-Employment Growth Imbalance in Transition Economies," Naše gospodarstvo/Our economy, Paradigm, volume 67, issue 2, pages 1-9, June, DOI: 10.2478/ngoe-2021-0007.
• Bošnjak Mile & Novak Ivan & Vlajčić Davor, 2021, "Market Efficiency of Euro Exchange Rates and Trading Strategies," Naše gospodarstvo/Our economy, Paradigm, volume 67, issue 2, pages 10-19, June, DOI: 10.2478/ngoe-2021-0008.
• Senekovič Marko, 2021, "Is There Asymmetry in the Relationship Between Government Consumption Dynamics and Economic Activity? Evidence From G7 Economies," Naše gospodarstvo/Our economy, Paradigm, volume 67, issue 4, pages 1-12, December, DOI: 10.2478/ngoe-2021-0018.
• Malovaná Simona & Tesařová Žaneta, 2021, "What is the Sustainable Level of Banks’ Credit Losses and Provisions?," Review of Economic Perspectives, Paradigm, volume 21, issue 3, pages 235-258, September, DOI: 10.2478/revecp-2021-0011.
• Yaya OlaOluwa S. & Otekunrin Oluwaseun A. & Ogbonna Ahamuefula E., 2021, "Life expectancy in West African countries: Evidence of convergence and catching up with the north," Statistics in Transition New Series, Statistics Poland, volume 22, issue 1, pages 75-88, March, DOI: 10.21307/stattrans-2021-004.
• Adeboje Oluwafemi Mathew & Raifu Isiaka Akande & Ogbeide Frank I. & Orija Olusegun Abiola, 2021, "An Empirical Investigation of the Relationship between Financial Development and Merchandise Trade in Nigeria," Zagreb International Review of Economics and Business, Paradigm, volume 24, issue 1, pages 1-20, DOI: 10.2478/zireb-2021-0001.
• Mrestyal Khan & Maaz Khan, 2021, "Cryptomarket Volatility in Times of COVID-19 Pandemic: Application of GARCH Models," Economic Research Guardian, Mutascu Publishing, volume 11, issue 2, pages 170-181, December.
• Peter C. B. Phillips & Zhentao Shi, 2021, "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 521-570, May, DOI: 10.1111/iere.12495.
• OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu, 2021, "Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 1318-1335, January, DOI: 10.1002/ijfe.1851.
• Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor, 2021, "Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 544-565, August, DOI: 10.1002/jae.2829.
• Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2021, "Semiparametric estimation and variable selection for single‐index copula models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 962-988, November, DOI: 10.1002/jae.2812.
• Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
• Bosco de Sousa, Faviana, 2021, "Do Political Actors Engage in Strategic Deception on Social Media?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 12.
• Sisa Shiba & Rangan Gupta, 2021, "Uncertainty Related To Infectious Diseases And Forecastability Of The Realized Volatility Of Us Treasury Securities," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 02, pages 1-12, June, DOI: 10.1142/S2010495221500081.
• Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks And The High-Frequency Movements Of The Us Term Structure Of Interest Rates," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 03, pages 1-16, September, DOI: 10.1142/S2010495221500123.
• Taining Wang & Feng Yao, 2021, "A Varying Coefficient Model with Two-way Fixed Effects and Different Smoothing Variables," Working Papers, Department of Economics, West Virginia University, number 21-01, Oct.
• Xuexin WANG, 2021, "Generalized Spectral Tests for High Dimensional Multivariate Martingale Difference Hypotheses," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-11-06, Nov.
• Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2021, "Recent Developments of the Autoregressive Distributed Lag Modelling Framework," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-186, Apr.
• Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2021, "The bias and efficiency of the ECB inflation projections: A state dependent analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2021.
• Ollech, Daniel, 2021, "Economic analysis using higher frequency time series: Challenges for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 53/2021.
• Berner, Anne & Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021, "Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 422.
• Inoue, Atsushi & Kilian, Lutz, 2021, "The role of the prior in estimating VAR models with sign restrictions," CFS Working Paper Series, Center for Financial Studies (CFS), number 660.
• Barja, Gover, 2021, "Graphing and Measuring COVID-19’s First Wave Impact on the Bolivian Economy: Facing the Unknown," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 36, pages 7-42, DOI: 10.35319/lajed.202136451.
• Barja, Gover, 2021, "Using mobility measures to explain short-run economic performance during COVID-19's first wave," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 25, issue 53, pages 4-20.
• Barja, Gover, 2021, "Graphing and measuring Covid's first wave impact on the Bolivian economy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 333583.
• Woodgate, Ryan, 2021, "Profit-led in effect or in mere appearance? Estimating the Irish demand regime given the influence of multinational enterprises," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 154/2021.
• Chen, Shi & Härdle, Wolfgang & Schienle, Melanie, 2021, "High-dimensional statistical learning techniques for time-varying limit order book networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-015.
• Luo, Jiawen & Klein, Tony & Walther, Thomas & Ji, Qiang, 2021, "Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2021/04, DOI: 10.2139/ssrn.3701000.
• Hartl, Tobias, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242380.
• 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.
• Alper Kara & Dilem Yıldırım & Gül İpek Tunç, 2021, "Market Efficiency In Non-Renewable Resource Markets: Evidence From Stationarity Tests With Structural Changes," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2103, Apr, revised Apr 2021.
• Claudio Morana, 2021, "A new macro-financial condition index for the euro area," Working Papers, University of Milano-Bicocca, Department of Economics, number 467, Apr, revised Sep 2021.
• Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2021, "Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/21.
• Sium Bodha Hannadige & Jiti Gao & Mervyn J Silvapulle & Param Silvapulle, 2021, "Time Series Forecasting Using a Mixture of Stationary and Nonstationary Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/21.
• Antoni Chrzonstowski, 2021, "Ocena atrakcyjności inwestycyjnej kraju z uwagi na koszt ubezpieczeń społecznych," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 1, pages 37-76.
• Michael Delgado & Meilin Ma & H. Holly Wang, 2021, "Exploring Spatial Price Relationships: The Case of African Swine Fever in China," NBER Chapters, National Bureau of Economic Research, Inc, "Risks in Agricultural Supply Chains".
• S. Borağan Aruoba & Marko Mlikota & Frank Schorfheide & Sergio Villalvazo, 2021, "SVARs With Occasionally-Binding Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 28571, Mar.
• Michael S. Delgado & Meilin Ma & H. Holly Wang, 2021, "Exploring Spatial Price Relationships: The Case of African Swine Fever in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 29141, Aug.
• Erik Hjalmarsson & Tamás Kiss, 2021, "Dividend Growth Does Not Help Predict Returns Compared To Likelihood-Based Tests: An Anatomy of the Dog," Critical Finance Review, now publishers, volume 10, issue 3, pages 445-464, August, DOI: 10.1561/104.00000105.
• John H. Cochrane, 2021, "The Dog and the Straw Man: Response to “Dividend Growth Does Not Help Predict Returns Compared to Likelihood-Based Tests: An Anatomy of the Dogâ€," Critical Finance Review, now publishers, volume 10, issue 3, pages 465-470, August, DOI: 10.1561/104.00000106.
• Jiangqin Xu & Jungho Baek, 2021, "On the Asymmetric Effects of Exchange Rate Changes on Trade Flows: Evidence from the U.S.-Canada Trade in Forest Products," Journal of Forest Economics, now publishers, volume 36, issue 4, pages 383-406, October, DOI: 10.1561/112.00000535.
• Bhattacharya, Rudrani & Chowdhury, Sabarni, 2021, "How effective is e-NAM in integrating food commodity prices in India? Evidence from Onion Market," Working Papers, National Institute of Public Finance and Policy, number 21/336, Apr.
• A. Smyk & A. Tchang, 2021, "R Tools for Jdemetra+ - Seasonal adjustment made easier," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number m2021-01.
• Arnab Bhattacharjee & Sean Holly & Jan Ditzen, 2021, "Spatial and Spatio-Temporal Error Correction Networks and Common Correlated Effects," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 526, Feb.
• Diana-Mihaela Jula, 2021, "Impact of the COVID-19 Pandemic on the Romanian Electricity Consumption," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 9, issue 1, pages 166-179, June.
• Mutiu A. Oyinlola & Tirimisiyu F. Oloko & Samuel Orekoya, 2021, "Ratchet Effect in Import Prices – Inflation Rate Nexus," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 335-354, September.
• Alexander Jaax & Frédéric Gonzales & Annabelle Mourougane, 2021, "Nowcasting aggregate services trade," OECD Trade Policy Papers, OECD Publishing, number 253, Sep, DOI: 10.1787/0ad7d27c-en.
• Iulian-Cornel LOLEA & Ioan-Radu PETRARIU & Adriana GIURGIU, 2021, "ARIMA vs. MACHINE LEARNING IN TERMS OF EQUITY MARKET FORECASTING," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 30, issue 2, pages 299-308, December.
• Lawson E. Igbinovia & Omorose A. Ogiemudia, 2021, "Oil Price And Exchange Rate Volatility In Nigeria," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 6, issue 1, pages 74-86, March, DOI: http://doi.org/10.47535/1991ojbe123.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-24, Dec, revised Dec 2021.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-24-Rev., Dec, revised Dec 2021.
• Fred Liu & Lars Stentoft, 2021, "Regulatory Capital and Incentives for Risk Model Choice under Basel 3
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• Sermin Gungor & Richard Luger, 2021, "Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 746-788.
• Zhongjun Qu & Fan Zhuo, 2021, "Likelihood Ratio-Based Tests for Markov Regime Switching," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 2, pages 937-968.
• David E. Allen & Michael McAleer, 2021, "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 2, pages 1-27, June.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021, "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
• Fabrizio Iacone & Morten Ørregaard Nielsen & Robert Taylor, 2021, "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-04, Feb.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
• Matei Demetrescu & Robinson Kruse-Becher, 2021, "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-07, May.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Jul.
• Ibrahim A. Adekunle & Isiaq O. Oseni, 2021, "Fuel subsidies and Carbon Emission: Evidence from asymmetric modelling," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/001, Jan.
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• Tetsuya Kaji & Elena Manresa & Guillaume A. Pouliot, 2021, "Adversarial Inference Is Efficient," AEA Papers and Proceedings, American Economic Association, volume 111, pages 621-625, May, DOI: 10.1257/pandp.20211037.
• Pacheco & Riquelme, 2021, "¿Cómo se siente el presidente?," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4500, Nov.
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• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers, Association Française de Cliométrie (AFC), number 05-21.