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

• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2021, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-28, September.
• Polbin Andrey & Fokin Nikita, 2021, "Employment in Russia in 2020: a Controversial Recovery
  [Занятость В России В 2020 Г.: Противоречивое Восстановление]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Polbin Andrey & Fokin Nikita, 2021, "Занятость В России В 2020 Г.: Противоречивое Восстановление," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Fabian Knorre & Martin Wagner & Maximilian Grupe, 2021, "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," Econometrics, MDPI, volume 9, issue 1, pages 1-35, March.
• J. Eduardo Vera-Valdés, 2021, "Temperature Anomalies, Long Memory, and Aggregation," Econometrics, MDPI, volume 9, issue 1, pages 1-22, March.
• Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021, "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, volume 14, issue 11, pages 1-17, June.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021, "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, volume 14, issue 11, pages 1-26, June.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021, "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, volume 3, issue 4, pages 1-30, October.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021, "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, volume 14, issue 11, pages 1-17, October.
• Maximo Camacho & María Dolores Gadea & Ana Gómez-Loscos, 2021, "An Automatic Algorithm to Date the Reference Cycle of the Spanish Economy," Mathematics, MDPI, volume 9, issue 18, pages 1-17, September.
• Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen, 2021, "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Mathematics, MDPI, volume 9, issue 21, pages 1-33, November.
• Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2021, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Risks, MDPI, volume 9, issue 9, pages 1-11, September.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021, "El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Sustainability, MDPI, volume 13, issue 14, pages 1-23, July.
• Diego Chicana & Rafael Nivin, 2021, "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2021, Apr.
• Vasco J.Gabriel & Luis F. Martins & Anthoulla Phella, 2021, "Modelling Low-Frequency Covariability of Paleoclimatic Data," Working Papers, Business School - Economics, University of Glasgow, number 2022_17, Dec.
• Feride Gulsum Gumuşsoy, 2021, "Relation Of Onion Production And Price Determination With Ardl Boundary Test And Almon Model: Cobweb Theorem," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 4, issue 1, pages 37-55, June, DOI: 10.46737/emid.794094.
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021, "Employment Reconciliation and Nowcasting," Working Papers, The George Washington University, The Center for Economic Research, number 2021-007, Dec.
• 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.
• 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.
• Siddiqi, Umema, 2021, "Estimating Long-Run Cointegration between Gold Prices and its Determinants," MPRA Paper, University Library of Munich, Germany, number 103182, Feb.
• Sim, Chong Yang, 2021, "A Review on Output-Inflation Trade-off Based on New Classical and New Keynesian Theories," MPRA Paper, University Library of Munich, Germany, number 105767, Feb.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Anastasiou, Dimitrios & Petralias, Athanassios, 2021, "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," MPRA Paper, University Library of Munich, Germany, number 107602, May.
• VINTU, Denis, 2021, "GDP Modelling and Forecasting Using ARIMA. An Empirical Assessment for Innovative Economy Formation," MPRA Paper, University Library of Munich, Germany, number 107603, Apr, revised 11 Feb 2021.
• Silva Lopes, Artur C., 2021, "Most likely you go your way (and I'll go mine): non-convergent incomes with a new DF-Fourier test," MPRA Paper, University Library of Munich, Germany, number 107676, Mar, revised 19 Mar 2021.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Anastasiou, Dimitrios & Kapopoulos, Panayotis, 2021, "Dynamic linkages among financial stability, house prices and residential investment in Greece," MPRA Paper, University Library of Munich, Germany, number 107833.
• Hao, Shiming, 2021, "True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes," MPRA Paper, University Library of Munich, Germany, number 108679, Jul.
• Youssef, Jamile & Ishker, Nermeen & Fakhreddine, Nour, 2021, "GDP Forecast of the Biggest GCC Economies Using ARIMA," MPRA Paper, University Library of Munich, Germany, number 108912, Jun.
• Mkadmi, Jamel Eddine & Bakari, Sayef & Msai, Achwak, 2021, "Assessing the Impact of Tax Policies on Economic Growth in Tunisia: New Empirical and Policy Analysis," MPRA Paper, University Library of Munich, Germany, number 109023.
• Royer, Julien, 2021, "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper, University Library of Munich, Germany, number 109118, Jul.
• Nansha, Kevin, 2021, "Interaction entre la croissance économique, l’inflation et le taux de change au kenya
  [Interaction between economic growth, inflation and exchange rate in kenya]," MPRA Paper, University Library of Munich, Germany, number 109246, Aug.
• Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T., 2021, "Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries," MPRA Paper, University Library of Munich, Germany, number 109368.
• Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T., 2021, "Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries," MPRA Paper, University Library of Munich, Germany, number 109370.
• Yaya, OlaOluwa S & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Convergence among themselves and Middle-income trap of South-East Asian Nations: Findings from a New approach," MPRA Paper, University Library of Munich, Germany, number 109372.
• Kindop, Igor, 2021, "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper, University Library of Munich, Germany, number 109594, Jul, revised 04 Sep 2021.
• Ahmed, Mumtaz & Bashir, Uzma & Ullah, Irfan, 2021, "Testing for explosivity in US-Pak Exchange Rate via Sequential ADF Procedures," MPRA Paper, University Library of Munich, Germany, number 109607, Sep.
• Ullah, Irfan & Ahmed, Mumtaz, 2021, "Identifying Phases of Ebullience in EFTA Stock Markets," MPRA Paper, University Library of Munich, Germany, number 109633, Sep.
• Al-Ansari, Khalid Ahmed & Aysan, Ahmet Faruk, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?," MPRA Paper, University Library of Munich, Germany, number 109720, Aug.
• Alaba, Oluwayemisi O. & Ojo, Oluwadare O. & Yaya, OlaOluwa S & Abu, Nurudeen & Ajobo, Saheed A., 2021, "Comparative Analysis of Market Efficiency and Volatility of Energy Prices Before and During COVID-19 Pandemic Periods," MPRA Paper, University Library of Munich, Germany, number 109825, Sep.
• Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Adekoya, Oluwasegun B., 2021, "Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test," MPRA Paper, University Library of Munich, Germany, number 109828, Sep.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper, University Library of Munich, Germany, number 109829, Jun.
• Yaya, OlaOluwa S & Vo, Xuan Vinh & Olayinka, Hammed Abiola, 2021, "Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," MPRA Paper, University Library of Munich, Germany, number 109830, May.
• Awolaja, Oladapo G. & Yaya, OlaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula & Joseph, Solomon O., 2021, "Unemployment Hysteresis in Middle East and North Africa Countries: Panel SUR-based Unit root test with a Fourier function," MPRA Paper, University Library of Munich, Germany, number 109831, Mar.
• Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula, 2021, "An Information-Based Index of Uncertainty and the predictability of Energy Prices," MPRA Paper, University Library of Munich, Germany, number 109839, Feb.
• Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021, "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper, University Library of Munich, Germany, number 110452.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021, "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper, University Library of Munich, Germany, number 110954, Dec, revised 06 Dec 2021.
• Hlongwane, Nyiko Worship & Mmutle, Tumelo Donald & Daw, Olebogeng David, 2021, "The relationship between foreign direct investment and economic growth in SADC region from 2000 to 2019: An econometric view," MPRA Paper, University Library of Munich, Germany, number 111008, Dec.
• Adekunle, Wasiu & Omo-Ikirodah, Beatrice & Collins, Olutosin & Adeniyi, Andrew & Bagudo, Abubakar & Mosobalaje, Risikat & Oladepo, Safiyyah, 2021, "Analysis of Environmental Degradation and its Determinants in Nigeria: New Evidence from ARDL and Causality Approaches," MPRA Paper, University Library of Munich, Germany, number 111069, Oct, revised 14 Dec 2021.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh, 2021, "Testing day-of-the-week persistence and seasonality in Spanish Electricity Energy prices," MPRA Paper, University Library of Munich, Germany, number 112652, Dec, revised 03 Apr 2022.
• Assis de Salles, Andre, 2021, "Assessing the First Shocks of Covid-19 Pandemic on the Idiosyncratic Risk in the Brazilian and the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 113586, Mar.
• Yaya, OlaOluwa S & Akano, Rafiu O & Adekoya, Oluwasegun B., 2021, "Market efficiency and Volatility persistence of green investments before and during COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 113706, Dec.
• Silva Lopes, Artur, 2021, "Non-convergent incomes with a new DF-Fourier test: most likely you go your way (and I'll go mine)," MPRA Paper, University Library of Munich, Germany, number 120171, revised 09 Oct 2023.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2021, "El Nino and Forecastability of Oil-Price Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202105, Jan.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202111, Feb.
• Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis," Working Papers, University of Pretoria, Department of Economics, number 202114, Feb.
• Afees A. Salisu & Rangan Gupta & Qiang Ji, 2021, "Forecasting Oil Price over 150 Years: The Role of Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202120, Mar.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
• Xin Sheng & Rangan Gupta, 2021, "The Impact of Oil Price Shocks on Income Inequality: Evidence from State-Level Data of the United States," Working Papers, University of Pretoria, Department of Economics, number 202128, Apr.
• Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202133, May.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Working Papers, University of Pretoria, Department of Economics, number 202135, May.
• Rangan Gupta & Christian Pierdzioch, 2021, "Uncertainty, Spillovers, and Forecasts of the Realized Variance of Gold Returns," Working Papers, University of Pretoria, Department of Economics, number 202137, May.
• Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Oil Tail Risks and the Forecastability of the Realized Variance of Oil-Price: Evidence from Over 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202146, Jun.
• Rangan Gupta & Anandamayee Majumdar & Jacobus Nel & Sowmya Subramaniam, 2021, "Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202150, Jul.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021, "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers, University of Pretoria, Department of Economics, number 202161, Sep.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021, "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202165, Sep.
• Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
• Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021, "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202170, Oct.
• Ahdi Noomen Ajmi & Roula Inglesi-Lotz, 2021, "Revisiting the Kuznets Curve Hypothesis for Tunisia: Carbon Dioxide vs. Ecological Footprint," Working Papers, University of Pretoria, Department of Economics, number 202171, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecastability of the Realized Volatility of Gold and Other Metal Prices," Working Papers, University of Pretoria, Department of Economics, number 202172, Oct.
• Jiqian Wang & Rangan Gupta & Oguzhan Cepni & Feng Ma, 2021, "Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202173, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202175, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Realized Variance of Oil-Price Returns: A Disaggregated Analysis of the Role of Uncertainty and Geopolitical Risk," Working Papers, University of Pretoria, Department of Economics, number 202176, Oct.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risk and the Volatility of Agricultural Commodity Price Fluctuations: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202177, Nov.
• Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2021, "El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202179, Nov.
• Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers, University of Pretoria, Department of Economics, number 202181, Nov.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
• Muhammad Yasir & A. Özlem Önder, 2021, "Dynamic Herding Behaviour In the US Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 115-130, DOI: 10.18267/j.pep.760.
• Petra Budská & Luboš Fleischmann, 2021, "Vývoj a porovnání konkurence a koncentrace v bankovním a pojistném sektoru v České republice v letech 2007-2019
  [Development and Comparison of Competition and Concentration in the Banking and Insurance Sector in the Czech Republic in the Years 200," Politická ekonomie, Prague University of Economics and Business, volume 2021, issue 1, pages 3-25, DOI: 10.18267/j.polek.1308.
• Lukáš Fiala, 2021, "Modelling of mortgage debt´s determinants: the case of the Czech Republic," FFA Working Papers, Prague University of Economics and Business, number 4.002, Dec, revised 15 Jan 2022.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Diogo Correia & Ricardo Barradas, 2021, "Financialisation and the slowdown of labour productivity in Portugal: A Post-Keynesian approach," PSL Quarterly Review, Economia civile, volume 74, issue 299, pages 325-346.
• Paulo M.M. Rodrigues & Marina Balboa, 2021, "Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume," Working Papers, Banco de Portugal, Economics and Research Department, number w202102.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2021, "Extensions to IVX methods of inference for return predictability," Working Papers, Banco de Portugal, Economics and Research Department, number w202104.
• Javier Hualde & Morten Ørregaard Nielsen, 2022, "Truncated sum-of-squares estimation of fractional time series models with generalized power law trend," Working Paper, Economics Department, Queen's University, number 1458, Jan.
• Perez, Fernando, 2021, "Trend-Cycle Decomposition of GDP: A Flexible Filter," Working Papers, Banco Central de Reserva del Perú, number 2021-008, Dec.
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Yüksel Okºak & Cüneyt Koyuncu, 2021, "Long-run asymmetric association between FDI and productivity in Turkey," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 39, issue 2, pages 253-277.
• Nepomuk Dunz & Hajime Tanaka & Nagisa Shiiba & Junko Mochizuki & Asjad Naqvi, 2021, "Building Back Better in Small Island Developing States in the Pacific: Initial Insights from the BinD Model of Disaster Risk Management Policy Options in Fiji," ADBI Working Papers, Asian Development Bank Institute, number 1290, Dec.
• Gulbahar Ucler & Umit Bulut, 2021, "Re-examination of the Convergence in Military Expenditures across NATO Countries: Do Different Approximations in Modeling Structural Breaks Matter?," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 28, issue 1, pages 43-62.
• Andreï Kostyrka & Dmitry Malakhov, 2021, "Was there ever a shift: Empirical analysis of structural-shift tests for return volatility," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 61, pages 110-139.
• Robert Garafutdinov, 2021, "Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 62, pages 85-100.
• Anton Skrobotov, 2021, "Structural breaks in cointegration models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 117-141.
• Anton Skrobotov, 2021, "Structural breaks in cointegration models: Multivariate case," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 64, pages 83-106.
• Mortaza OJAGHLOU & Rozita SATVATİ, 2021, "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 2, pages 79-89.
• Demet YAMAN SONGUR, 2021, "Asymmetric Approach to the Relation Between Oil Prices and Exchange Rate: The Case of Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 2, pages 155-170, December.
• Yassine Slaoui, 2021, "Cycles Réel et Financier au Maroc : Une Analyse par les Wavelets," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2021-2, Dec.
• Ozge Kandemir Kocaaslan & Abdurrahman Nazif Catik & Ali Kat, 2021, "Is There Any Asymmetry Between Wholesale and Consumer Food Prices in Selected European Countries and Turkey?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 469-490.
• Resat Can Akkay, 2021, "The Real Effective Exchange Rate and Industrial Employment: The Turkish Case," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 491-507.
• Kaveh A. Adli & Ugur Sener, 2021, "Forecasting of the U.S. Steel Prices with LVAR and VEC Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 509-522.
• Ayrton J. C. Amaral & Marthinus C. Breitenbach, 2021, "The Marshall-Lerner Condition in the Fragile Five Economies: Evidence from the ARDL Bounds Test Approach," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 4, pages 731-750.
• Omer Akkus, 2021, "Testing of the Feldstein-Horioka Hypothesis for Turkey: A Fourier Approach (Türkiye için Feldstein-Horioka Hipotezinin Sınanması: Fourier Yaklaşımı)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 4, pages 787-798.
• Antonios Adamopoulos, 2021, "A System Equation Model for Tourism and Economic Growth," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 3, pages 311-334.
• Muhammad Shahid & Rukhsana Kalim, 2021, "Empirical Implications of Decentralization Dimensions and the Role of Political Institutions in the Economic Growth of Pakistan," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 4, issue 1, pages 52-80.
• Gover Barja, 2021, "Graphing And Measuring COVID’s First Wave Impact On The Bolivian Economy," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 4/2021, Jun.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2021, "Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 2, pages 185-202.
• George K. Zestos & Yixiao Jiang & Clifton Painter, 2021, "Determinants of German and Japanese Exports: A Comparative Study," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 3, pages 339-371.
• Sailesh Bhaghoe & Gavin Ooft, 2021, "Nowcasting Quarterly GDP Growth in Suriname with Factor-MIDAS and Mixed-Frequency VAR Models," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 176, Mar.
• Estefanía Lara & Karen Iñiguez, 2021, "Efecto del consumo de energía y capital humano sobre el crecimiento económico: Análisis de cointegración y causalidad con datos de panel a nivel mundial," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 9, issue 1, pages 39-54.
• Solmaz Sadeghpour & Hassan Heidari & Seyyed Jamaleddin Mohseni Zenozi, 2021, "Study the effect of the monetary and financial shocks in the real sector of Iran's economy with considering of gharz-al -hasanah deposits in the context of a DSGE model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 1, pages 89-114.
• Mehdi Hadian & Hassan Dargahi, 2021, "Macroeconomic effects of current and development expenditures of the government in Iran: DSGE approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 1, pages 241-272.
• Gover Barja, 2021, "Graphing and Measuring COVID-19’s First Wave Impact on the Bolivian Economy: Facing the Unknown," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 36, pages 7-42.
• Jun Yu, 2021, "Latent Local-to-Unity Models," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 4-2021, May.
• Hwee Kwan Chow & Daniel Han, 2021, "Forecast Pooling or Information Pooling During Crises? MIDAS Forecasting of GDP in a Small Open Economy," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2021, Jul.
• Shuping Shi & Jun Yu, 2021, "Different Strokes for Different Folks: Long Memory and Roughness," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2021, Aug.
• Marius PETRESCU & Ionica ONCIOIU & Anca-Gabriela PETRESCU & Florentina-Raluca BÎLCAN & Mihai PETRESCU & Dumitru-Alexandru STOICA, 2021, "Estimating the Dynamics of Household Waste Management in Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 129-143, June.
• Rizwan Raheem AHMED & Dalia STREIMIKIENE & Saghir Pervaiz GHAURI & Muhammad AQIL, 2021, "Forecasting Inflation by Using the Sub-Groups of both CPI and WPI: Evidence from Auto Regression (AR) and ARIMA Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 144-161, June.
• Taner SEKMEN & Seher Gülşah TOPUZ, 2021, "Asymmetric Oil Price and Exchange Rate Pass-Through in the Turkish Oil-Gasoline Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 74-93, June.
• Selahattin TOGAY & Umit BULUT, 2021, "Anchoring of Inflation Expectations: The Case of Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 5-19, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021, "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 155-170, December.
• George Daniel Mateescu, 2021, "Time series : entropy and informational energy," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 221001, Oct.
• Giovanni Carnazza & Nicola Caravaggio, 2021, "The Italian nominal interest rate conundrum: a problem of growth or public finance?," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0265, Nov.
• Giuseppe Buccheri & Stefano Grassi & Giorgio Vocalelli, 2021, "Estimating Risk in Illiquid Markets: a Model of Market Friction with Stochastic Volatility," CEIS Research Paper, Tor Vergata University, CEIS, number 506, Jan, revised 08 Nov 2021.
• Tommaso Proietti & Diego J. Pedregal, 2021, "Seasonality in High Frequency Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 508, Mar, revised 11 Mar 2021.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CEIS Research Paper, Tor Vergata University, CEIS, number 510, Mar, revised 11 Mar 2021.
• Kirill Dragun & Kris Boudt & Orimar Sauri & Steven Vanduffel, 2021, "Beta-Adjusted Covariance Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1010, Feb.
• Sudeshna Ghosh, 2021, "Consumer Confidence and Consumer Spending in Brazil: A Nonlinear Autoregressive Distributed Lag Model Analysis," Arthaniti: Journal of Economic Theory and Practice, , volume 20, issue 1, pages 53-85, June, DOI: 10.1177/0976747919898906.
• Suvra Prokash Mondal & Biswajit Maitra, 2021, "Assessing Growth Impact of Public Debt in Sri Lanka," Arthaniti: Journal of Economic Theory and Practice, , volume 20, issue 2, pages 201-226, December, DOI: 10.1177/0976747920917478.
• Paloma Villanueva & Luis Cárdenas, 2021, "Unemployment in Spain: The failure of wage devaluation," The Economic and Labour Relations Review, , volume 32, issue 4, pages 552-574, December, DOI: 10.1177/10353046211023807.
• George Varghese & Vinodh Madhavan, 2021, "Nonlinearity in Global Crude Oil Benchmarks: Disentangling the Effect of Time Aggregation," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 3, pages 290-307, December, DOI: 10.1177/09726527211043013.
• Michael Plante & Grant Strickler, 2021, "Closer to One Great Pool? Evidence from Structural Breaks inOil Price Differentials," The Energy Journal, , volume 42, issue 2, pages 1-30, March, DOI: 10.5547/01956574.42.2.mpla.
• Ibrahim Ngouhouo & Tii Njivukuh Nchofoung, 2021, "Does Trade Openness Affects Employment in Cameroon?," Foreign Trade Review, , volume 56, issue 1, pages 105-116, February, DOI: 10.1177/0015732520961307.
• Ramesh Chandra Das, 2021, "Does Minimum Support Price Have Long-Run Associations and Short-Run Interplays with Yield Rates and Quantities of Outputs? A Study on Food and Non-food Grains in India," Review of Market Integration, India Development Foundation, volume 13, issue 1, pages 42-65, April, DOI: 10.1177/09749292211065192.
• Raghbendra Jha & Sadia Afrin, 2021, "Structural Transformation in South Asia: Does the Pattern Ensure Growth Momentum?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 22, issue 1, pages 7-28, March, DOI: 10.1177/1391561421989855.
• Giorgio Canarella & Luis Gil-Alana & Rangan Gupta & Stephen M Miller, 2021, "Persistence and cyclical dynamics of US and UK house prices: Evidence from over 150 years of data," Urban Studies, Urban Studies Journal Limited, volume 58, issue 1, pages 53-72, January, DOI: 10.1177/0042098019872691.
• D. Belykh N. & Д. Белых Н., 2021, "Сегментарная модель сопоставления стоимости организаций (полезность деятельности) // Segmental Model for Comparing the Value of Organizations (Utility-based)," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 1, pages 103-119.
• Don Bredin & Stilianos Fountas, 2021, "Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 2, pages 181-200.
• Reyes García, Nallely Jacqueline & Venegas Martínez, Francisco & Martínez Palacios, María Teresa Verónica, 2021, "Análisis comparativo entre el modelo ARMA y su versión continua CARMA sobre la dinámica del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores / Comparative analysis between the ARMA model and Its continuous version CARMA on the Dynamic," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 33-57, enero-jun.
• De la Torre Torres, Oscar Valdemar & Santillán Salgado, Roberto Joaquín & López Herrera, Francisco, 2021, "How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mex," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 59-80, enero-jun.
• Alejandro Rodriguez Arana, 2021, "La expansion de Covid-19 en Mexico en 2020: un enfoque desde la econometria de series de tiempo," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 1, issue 3, pages 34-66.
• Robert Oleschak, 2021, "Financial inclusion, technology and their impacts on monetary and fiscal policy: theory and evidence," Working Papers, Swiss National Bank, number 2021-04.
• Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2021, "Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, volume 297, issue 1, pages 53-76, February, DOI: 10.1007/s10479-020-03519-6.
• Vera Jotanovic & Rita Laura D’Ecclesia, 2021, "The European gas market: new evidences," Annals of Operations Research, Springer, volume 299, issue 1, pages 963-999, April, DOI: 10.1007/s10479-020-03714-5.
• M. Karanasos & S. Yfanti & A. Christopoulos, 2021, "The long memory HEAVY process: modeling and forecasting financial volatility," Annals of Operations Research, Springer, volume 306, issue 1, pages 111-130, November, DOI: 10.1007/s10479-019-03493-8.
• Amélie Charles & Olivier Darné, 2021, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 15, issue 2, pages 419-442, May, DOI: 10.1007/s11698-020-00209-y.
• Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021, "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 789-816, December, DOI: 10.1007/s10203-020-00314-7.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "Cycles and Long-Range Behaviour in the European Stock Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_11.
• Antonia López-Villavicencio & Valérie Mignon, 2021, "On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_2.
• Kenshiro Ninomiya & Masaaki Tokuda, 2021, "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, volume 18, issue 1, pages 205-226, April, DOI: 10.1007/s40844-020-00169-y.
• Siwen Zhou, 2021, "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, volume 60, issue 2, pages 557-606, February, DOI: 10.1007/s00181-019-01776-4.
• Edilean Kleber da Silva Bejarano Aragón, 2021, "Specification errors, nonlinearities, and structural breaks in the Central Bank of Brazil’s reaction function," Empirical Economics, Springer, volume 60, issue 3, pages 1221-1243, March, DOI: 10.1007/s00181-019-01805-2.
• Donald Lien & Ziling Wang & Xiaojian Yu, 2021, "Optimal quantile hedging under Markov regime switching," Empirical Economics, Springer, volume 60, issue 5, pages 2177-2201, May, DOI: 10.1007/s00181-020-01831-5.
• Zhanshou Chen & Yanting Xiao & Fuxiao Li, 2021, "Monitoring memory parameter change-points in long-memory time series," Empirical Economics, Springer, volume 60, issue 5, pages 2365-2389, May, DOI: 10.1007/s00181-020-01840-4.
• Yongchen Zhao, 2021, "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, volume 61, issue 1, pages 173-199, July, DOI: 10.1007/s00181-020-01864-w.
• Nima Nonejad, 2021, "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, volume 61, issue 2, pages 973-1009, August, DOI: 10.1007/s00181-020-01882-8.
• Jack Fosten & Daniel Gutknecht, 2021, "Horizon confidence sets," Empirical Economics, Springer, volume 61, issue 2, pages 667-692, August, DOI: 10.1007/s00181-020-01891-7.
• Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park, 2021, "On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition," Empirical Economics, Springer, volume 61, issue 3, pages 1151-1188, September, DOI: 10.1007/s00181-020-01904-5.
• Nima Nonejad, 2021, "Crude oil price point forecasts of the Norwegian GDP growth rate," Empirical Economics, Springer, volume 61, issue 5, pages 2913-2930, November, DOI: 10.1007/s00181-020-01964-7.
• Anna Pauliina Sandqvist & Boriss Siliverstovs, 2021, "Is it good to be bad or bad to be good? Assessing the aggregate impact of abnormal weather on consumer spending," Empirical Economics, Springer, volume 61, issue 6, pages 3059-3085, December, DOI: 10.1007/s00181-020-02006-y.
• Martin B. Schmidt, 2021, "On the evolution of athlete anthropometric measurements: racial integration, expansion, and steroids," Empirical Economics, Springer, volume 61, issue 6, pages 3419-3443, December, DOI: 10.1007/s00181-020-02012-0.
• Kris Ivanovski & Sefa Awaworyi Churchill, 2021, "Has healthcare expenditure converged across Australian states and territories?," Empirical Economics, Springer, volume 61, issue 6, pages 3401-3417, December, DOI: 10.1007/s00181-021-02016-4.
• Alessandro Bellocchi & Edgar J. Sanchez Carrera & Giuseppe Travaglini, 2021, "What drives TFP long-run dynamics in five large European economies?," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 38, issue 2, pages 569-595, July, DOI: 10.1007/s40888-021-00215-x.
• Lluc Puig-Codina & Jaime Pinilla & Jaume Puig-Junoy, 2021, "The impact of taxing sugar-sweetened beverages on cola purchasing in Catalonia: an approach to causal inference with time series cross-sectional data," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 22, issue 1, pages 155-168, February, DOI: 10.1007/s10198-020-01246-0.
• Walid Chkili, 2021, "Modeling Bitcoin price volatility: long memory vs Markov switching," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 433-448, September, DOI: 10.1007/s40822-021-00180-7.
• Manel Youssef & Khaled Mokni & Ahdi Noomen Ajmi, 2021, "Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00227-3.
• Hui Hong & Zhicun Bian & Chien-Chiang Lee, 2021, "COVID-19 and instability of stock market performance: evidence from the U.S," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-18, December, DOI: 10.1186/s40854-021-00229-1.
• Serdar Neslihanoglu, 2021, "Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00247-z.
• Peter C.B. Phillips, 2021, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2303, Oct.
• Peter C.B. Phillips, 2021, "Estimation and Inference with Near Unit Roots," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2304, Oct.
• Yanbo Liu & Peter C.B. Phillips, 2021, "Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2305, Oct.
• Peter C.B. Phillips & Igor Kheifets, 2021, "On Multicointegration," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2306, Oct.
• Peter C.B. Phillips & Ying Wang, 2021, "Limit Theory for Locally Flat Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2307, Oct.
• Jiafeng Chen & Xiaohong Chen & Elie Tamer, 2021, "Efficient Estimation of Average Derivatives in NPIV Models: Simulation Comparisons of Neural Network Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2319, Dec.
• Красимира Славева & Пламен Петков & Стела Касабова & Ваня Ганева, 2021, "Статистически Измерения На Регионалните Различия И Неравенства Между Северна И Южна България," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 29, issue 1 Year 20, pages 240-273.