Research classified by Journal of Economic Literature (JEL) codes

---

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 2, pages 1-28, February.
• 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 3, pages 1-28, March.
• 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 4, pages 1-29, April.
• 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 5, pages 1-29, May.
• 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 6, pages 1-28, June.
• 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 7, pages 1-27, July.
• 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.
• 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.
• 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.
• Jamel Boukhatem, 2021, "What drives local currency bond market development in Saudi Arabia: do macroeconomic and institutional factors matter?," Future Business Journal, Springer, volume 7, issue 1, pages 1-18, December, DOI: 10.1186/s43093-021-00110-8.
• M. R. Anantha Ramu, 2021, "Public debt sustainability in sub-national level: a case of Karnataka," Indian Economic Review, Springer, volume 56, issue 2, pages 463-485, December, DOI: 10.1007/s41775-021-00114-9.
• Valter Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2021, "ITER: A Quarterly Indicator of Regional Economic Activity in Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 1, pages 129-147, March, DOI: 10.1007/s40797-020-00131-2.
• Aaron G. Grech & Reuben Ellul, 2021, "Are the European Commission’s Business and Consumer Survey Results Coincident Indicators for Maltese Economic Activity?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 91-108, April, DOI: 10.1007/s41549-020-00044-0.
• Takashi Oga, 2021, "Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 27-53, April, DOI: 10.1007/s41549-021-00052-8.
• Sudipta Das, 2021, "The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 2, pages 129-149, November, DOI: 10.1007/s41549-021-00057-3.
• Rati Ram, 2021, "Income convergence across the U.S. states: further evidence from new recent data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 2, pages 372-380, April, DOI: 10.1007/s12197-020-09520-w.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
• Avishek Bhandari & Bandi Kamaiah, 2021, "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 23-37, March, DOI: 10.1007/s40953-020-00220-0.
• Peter C. B. Phillips, 2021, "Pitfalls in Bootstrapping Spurious Regression," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 163-217, December, DOI: 10.1007/s40953-021-00268-6.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• S. M. Woahid Murad & Ruhul Salim & Md. Golam Kibria, 2021, "Asymmetric Effects of Economic Policy Uncertainty on the Demand for Money in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 451-470, September, DOI: 10.1007/s40953-021-00235-1.
• Abir Abid & Christophe Rault, 2021, "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 403-425, September, DOI: 10.1007/s40953-021-00240-4.
• Kai Cheng & Hsin-Pei Hsueh & Omid Ranjbar & Mei-Chih Wang & Tsangyao Chang, 2021, "Urbanization, coal consumption and CO2 emissions nexus in China using bootstrap Fourier Granger causality test in quantiles," Letters in Spatial and Resource Sciences, Springer, volume 14, issue 1, pages 31-49, April, DOI: 10.1007/s12076-020-00263-0.
• Jungho Baek & Taylor B. Young, 2021, "A new look at the crude oil prices and economic growth nexus: asymmetric evidence from Alaska," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 34, issue 3, pages 339-344, October, DOI: 10.1007/s13563-020-00225-4.
• Ángel Cuevas & Ramiro Ledo & Enrique M. Quilis, 2021, "Seasonal adjustment of the Spanish sales daily data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 687-708, December, DOI: 10.1007/s13209-021-00251-7.
• Ayad Assoil & Ndéné Ka & Jules Sadefo-Kamdem, 2021, "Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index," SN Business & Economics, Springer, volume 1, issue 10, pages 1-23, October, DOI: 10.1007/s43546-021-00129-7.
• Ousmane Traoré, 2021, "The relationship between health poverty and income poverty in Sub-Saharan African countries: evidence from index correlations," SN Business & Economics, Springer, volume 1, issue 10, pages 1-19, October, DOI: 10.1007/s43546-021-00131-z.
• Anthony Enisan Akinlo & Michael Segun Ojo, 2021, "Examining the asymmetric effects of oil price shocks on remittances inflows: evidence from Nigeria," SN Business & Economics, Springer, volume 1, issue 10, pages 1-16, October, DOI: 10.1007/s43546-021-00140-y.
• Eliphas Ndou, 2021, "Exchange rate changes, price level and the income effects on trade balance in South Africa," SN Business & Economics, Springer, volume 1, issue 2, pages 1-19, February, DOI: 10.1007/s43546-021-00039-8.
• Mohammad Razib Hossain, 2021, "Inward foreign direct investment in Bangladesh: Do we need to rethink about some of the macro-level quantitative determinants?," SN Business & Economics, Springer, volume 1, issue 3, pages 1-23, March, DOI: 10.1007/s43546-021-00050-z.
• 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.
• Dendramis, Yiannis & Giraitis, Liudas & Kapetanios, George, 2021, "Estimation Of Time-Varying Covariance Matrices For Large Datasets," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1100-1134, December.
• Hu, Zhishui & Phillips, Peter C.B. & Wang, Qiying, 2021, "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1173-1213, December.
• Harvey, Andrew, 2021, "Time Series Modelling Of Epidemics: Leading Indicators, Control Groups And Policy Assessment," National Institute Economic Review, National Institute of Economic and Social Research, volume 257, issue , pages 83-100, August.
• 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.
• Aglika KANEVA, 2021, "Analysis Of The Changes In Gross Loans And Advances And Deposits In Banks In Bulgaria," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 60-78.
• Аглика Кънева, 2021, "Анализ На Изменението На Брутните Кредити И Аванси И Привлечените Средства От Банките В България," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 66-86.
• Philip Beran & Arne Vogler, 2021, "Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2102, Oct, revised Oct 2021.
• Schwaab, Bernd & Zhang, Xin & Lucas, André, 2021, "Modeling extreme events: time-varying extreme tail shape," Working Paper Series, European Central Bank, number 2524, Feb.
• Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd, 2021, "Euro area sovereign bond risk premia during the Covid-19 pandemic," Working Paper Series, European Central Bank, number 2561, May.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021, "The time-varying evolution of inflation risks," Working Paper Series, European Central Bank, number 2600, Oct.
• Moder, Isabella, 2021, "The transmission of euro area monetary policy to financially euroised countries," Working Paper Series, European Central Bank, number 2611, Oct.
• Sokol, Andrej, 2021, "Fan charts 2.0: flexible forecast distributions with expert judgement," Working Paper Series, European Central Bank, number 2624, Dec.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2021, "Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 11, issue 1, pages 49-60.
• Yaya Keho, 2021, "Real Exchange Rate and Trade Balance Dynamics in Cote d Ivoire," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 11, issue 1, pages 61-70.
• Mbulaheni Albert Dagume, 2021, "Factors Influencing Poverty in South Africa: Time Series Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 11, issue 5, pages 86-95.
• Janesh Sami, 2021, "The Response of Hotel Room Occupancy Rate in Fiji to Shocks: Empirical Evidence from Unit Root Tests with Endogenous Multiple Structural Breaks," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 11, issue 5, pages 11-16.
• Lawrence U. Okoye & Alexander E. Omankhanlen & Johnson I. Okoh & Ngozi B. Adeleye & Felix N. Ezeji & Gideon K. Ezu & Benjamin I. Ehikioya, 2021, "Analyzing the Energy Consumption and Economic Growth Nexus in Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 1, pages 378-387.
• Lawrence U. Okoye & Alexander E. Omankhanlen & Johnson I. Okoh & Uchechukwu E. Okorie & Felix N. Ezeji & Benjamin I. Ehikioya & Gideon K. Ezu, 2021, "Effect of Energy Utilization and Financial Development on Economic Growth in Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 2, pages 392-401.
• Sakib Bin Amin & Noshin Nawal Audry & Ahmed Farah Ulfat, 2021, "The Nexus Between Oil Price Shock and the Exchange Rate in Bangladesh," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 2, pages 427-435.
• Haider Mahmood, 2021, "Oil Price and Industrial Growth in Saudi Arabia: Sectoral and Asymmetry Analyses," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 3, pages 7-13.
• Bernard Olagboyega Muse, 2021, "Analysis of CO2 Emission and Economic Growth as Potential Determinants of Renewable Energy Demand in Nigeria: A Nonlinear Autoregressive Distributed Lags Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 3, pages 510-516.
• Arezoo Ghazanfari, 2021, "Regional Patterns for the Retail Petrol Prices," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 4, pages 383-397.
• Atif Khan Jadoon & Hafiz Muhammad Qasim & Ambreen Sarwar & Rehan Ahmed Khan & Muhammad Ali, 2021, "Is Trade Openness the Reason of High Energy Demand in China?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 4, pages 479-485.
• Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2021, "Electricity Price Fundamentals in Hydrothermal Power Generation Markets Using Machine Learning and Quantile Regression Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 5, pages 66-77.
• Haider Mahmood & Muhammad Tanveer & Maham Furqan, 2021, "Investigating the N-Shaped Energy-Environmental Kuznets Curve Hypothesis in Saudi Arabia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 5, pages 499-503.
• Felix Ghislain Yem Souhe & Camille Franklin Mbey & Alexandre Teplaira Boum & Pierre Ele, 2021, "Forecasting of Electrical Energy Consumption of Households in a Smart Grid," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 6, pages 221-233.
• Ihtisham ul Haq & Dilawar Khan & Hassan Taj & Piratdin Allayarov & Azeem Abbas & Muhammad Khalid & Muhammad Awais, 2021, "Agricultural Exports, Financial Openness and Ecological Footprints: An Empirical Analysis for Pakistan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 6, pages 256-261.
• Suwarno Suwarno & M. Fitra Zambak, 2021, "The Probability Density Function for Wind Speed Using Modified Weibull Distribution," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 11, issue 6, pages 544-550.
• Loría, Eduardo & Martínez, Eduardo & Rojas, Susana, 2021, "Ley de Okun en México: un análisis de la heterogeneidad estatal, 2004-2018," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Loría, Eduardo & Martínez, Eduardo & Rojas, Susana, 2021, "Okun’s law in Mexico: an analysis of heterogeneity among States, 2004–2018," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Rafael Emilio Congregado & Vicente Esteve, 2021, "Long-run neutrality of money and inflation in Spanish economy, 1830-1998," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2104, Mar.
• Vicente Esteve & María A. Prats, 2021, "Financial bubbles and sustainability of public debt: The case of Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2111, Sep.
• Mariam Camarero & Josep Lluís Carrion-i-Silvestre & Cecilio Tamarit, 2021, "Análisis de la sostenibilidad del sector exterior en la OCDE con técnicas de multicointegración," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2112, Oct.
• Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
• Huynh, Toan Luu Duc, 2021, "Does Bitcoin React to Trump’s Tweets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100546.
• Basse, Tobias & Klein, Tony & Vigne, Samuel A. & Wegener, Christoph, 2021, "U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101892.
• Choi, So Eun & Jang, Hyun Jin & Lee, Kyungsub & Zheng, Harry, 2021, "Optimal market-Making strategies under synchronised order arrivals with deep neural networks," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104098.
• Castle, Jennifer L. & Kurita, Takamitsu, 2021, "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104139.
• Serletis, Apostolos & Xu, Libo, 2021, "The welfare cost of inflation," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104144.