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

• Mokni, Khaled & Ajmi, Ahdi Noomen, 2021, "Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 238-252, DOI: 10.1016/j.eap.2020.12.011.
• Baek, Jungho, 2021, "A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 172-181, DOI: 10.1016/j.eap.2021.02.008.
• Banerjee, Krittika & Goyal, Ashima, 2021, "Behavioural​ equilibrium real exchange rates and misalignments: Evidence from large emerging markets," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 414-436, DOI: 10.1016/j.eap.2021.03.004.
• Baek, Jungho & Nam, Soojoong, 2021, "The South Korea–China trade and the bilateral real exchange rate: Asymmetric evidence from 33 industries," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 463-475, DOI: 10.1016/j.eap.2021.06.007.
• Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2021, "Financial and insurance services trade and role of the exchange rate: An asymmetric analysis," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 358-367, DOI: 10.1016/j.eap.2021.09.001.
• Nazlioglu, Saban & Payne, James E. & Lee, Junsoo & Rayos-Velazquez, Marco & Karul, Cagin, 2021, "Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105498.
• Lourenço, Nuno & Rua, António, 2021, "The Daily Economic Indicator: tracking economic activity daily during the lockdown," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105500.
• Arčabić, Vladimir & Kim, Kyoung Tae & You, Yu & Lee, Junsoo, 2021, "Century-long dynamics and convergence of income inequality among the US states," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105526.
• Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021, "Unconventional monetary policy and inflation expectations in the Euro area," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105564.
• Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021, "Price convergence: Representation and testing," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105641.
• Chu, Chien Chi & Chang, Chiao Yi & Zhou, Rui Jie, 2021, "The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan," Economic Modelling, Elsevier, volume 94, issue C, pages 1043-1057, DOI: 10.1016/j.econmod.2020.02.044.
• Luo, Deqing & Pang, Tao & Xu, Jiawen, 2021, "Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters," Economic Modelling, Elsevier, volume 94, issue C, pages 340-350, DOI: 10.1016/j.econmod.2020.10.015.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021, "Inference on time-invariant variables using panel data: A pretest estimator," Economic Modelling, Elsevier, volume 97, issue C, pages 157-166, DOI: 10.1016/j.econmod.2021.01.014.
• Frömmel, Michael & Midiliç, Murat, 2021, "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, volume 97, issue C, pages 461-476, DOI: 10.1016/j.econmod.2020.09.020.
• Xie, Zixiong & Chen, Shyh-Wei & Hsieh, Chun-Kuei, 2021, "Facing up to the polysemy of purchasing power parity: New international evidence," Economic Modelling, Elsevier, volume 98, issue C, pages 247-265, DOI: 10.1016/j.econmod.2021.02.019.
• Seong, Byeongchan & Lee, Kiseop, 2021, "Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects," Economic Modelling, Elsevier, volume 98, issue C, pages 290-301, DOI: 10.1016/j.econmod.2020.11.014.
• Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi, 2021, "Oil price shocks, geopolitical risks, and green bond market dynamics," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101309.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
• Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
• Dai, Zhifeng & Zhu, Huan, 2021, "Indicator selection and stock return predictability," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101394.
• Lin, Yu & Yan, Yan & Xu, Jiali & Liao, Ying & Ma, Feng, 2021, "Forecasting stock index price using the CEEMDAN-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101421.
• Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco, 2021, "Regime switches and commonalities of the cryptocurrencies asset class," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101425.
• Nonejad, Nima, 2021, "Predicting equity premium using dynamic model averaging. Does the state–space representation matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101442.
• Martins, Luis F., 2021, "The US debt–growth nexus along the business cycle," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101462.
• Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar, 2021, "Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101504.
• Bastianin, Andrea & Manera, Matteo, 2021, "A test of symmetry based on L-moments with an application to the business cycles of the G7 economies," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109662.
• Caggiano, Giovanni & Castelnuovo, Efrem & Pellegrino, Giovanni, 2021, "Uncertainty shocks and the great recession: Nonlinearities matter," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109669.
• Lin, Yingqian & Tu, Yundong, 2021, "On transformed linear cointegration models," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109686.
• Xu, Ke-Li, 2021, "On the serial correlation in multi-horizon predictive quantile regression," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109736.
• Hong, Shaoxin & Zhang, Zhengyi & Cai, Zongwu, 2021, "Testing heteroskedasticity for predictive regressions with nonstationary regressors," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109781.
• Fry, John & Griguta, Vlad-Marius & Gerber, Luciano & Slater-Petty, Helen & Crockett, Keeley, 2021, "Modelling corporate bank accounts," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109924.
• Wang, Shaoping & Li, Yanglin & Wen, Kuangyu, 2021, "Recursive adjusted unit root tests under non-stationary volatility," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109941.
• Westerlund, Joakim & Nordström, Marcus, 2021, "Breaks in persistence in fixed-T panel data," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109958.
• Hassan, M. Kabir & Hasan, Md. Bokhtiar & Rashid, Md. Mamunur, 2021, "Using precious metals to hedge cryptocurrency policy and price uncertainty," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109977.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
• Zhou, Jin & Li, Haiqi & Zhong, Wanling, 2021, "A modified Diebold–Mariano test for equal forecast accuracy with clustered dependence," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110029.
• Donayre, Luiggi & Panovska, Irina, 2021, "Recession-specific recoveries: L’s, U’s and everything in between," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110145.
• Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021, "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 158-180, DOI: 10.1016/j.jeconom.2020.08.008.
• Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021, "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 562-588, DOI: 10.1016/j.jeconom.2020.04.014.
• Pang, Tianxiao & Du, Lingjie & Chong, Terence Tai-Leung, 2021, "Estimating multiple breaks in nonstationary autoregressive models," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 277-311, DOI: 10.1016/j.jeconom.2020.06.005.
• Blasques, F. & Gorgi, P. & Koopman, S.J., 2021, "Missing observations in observation-driven time series models," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 542-568, DOI: 10.1016/j.jeconom.2020.07.043.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021, "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 616-643, DOI: 10.1016/j.jeconom.2020.06.004.
• Song, Xinyu & Kim, Donggyu & Yuan, Huiling & Cui, Xiangyu & Lu, Zhiping & Zhou, Yong & Wang, Yazhen, 2021, "Volatility analysis with realized GARCH-Itô models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 393-410, DOI: 10.1016/j.jeconom.2020.07.007.
• Chen, Xiaohong & Huang, Zhuo & Yi, Yanping, 2021, "Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 484-501, DOI: 10.1016/j.jeconom.2020.07.012.
• Fiorentini, Gabriele & Sentana, Enrique, 2021, "New testing approaches for mean–variance predictability," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 516-538, DOI: 10.1016/j.jeconom.2020.07.014.
• Meitz, Mika & Saikkonen, Pentti, 2021, "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 601-624, DOI: 10.1016/j.jeconom.2020.04.048.
• Park, Joon Y. & Wang, Bin, 2021, "Nonparametric estimation of jump diffusion models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 688-715, DOI: 10.1016/j.jeconom.2020.07.020.
• Mogliani, Matteo & Simoni, Anna, 2021, "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 833-860, DOI: 10.1016/j.jeconom.2020.07.022.
• Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021, "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 909-932, DOI: 10.1016/j.jeconom.2020.03.024.
• Frazier, David T. & Koo, Bonsoo, 2021, "Indirect inference for locally stationary models," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 1-27, DOI: 10.1016/j.jeconom.2020.08.004.
• Ahsan, Md. Nazmul & Dufour, Jean-Marie, 2021, "Simple estimators and inference for higher-order stochastic volatility models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 181-197, DOI: 10.1016/j.jeconom.2021.03.008.
• Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2021, "Simple tests for stock return predictability with good size and power properties," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 198-214, DOI: 10.1016/j.jeconom.2021.01.004.
• Casini, Alessandro & Perron, Pierre, 2021, "Continuous record Laplace-based inference about the break date in structural change models," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 3-21, DOI: 10.1016/j.jeconom.2020.05.020.
• Lu, Junwen & Qu, Zhongjun, 2021, "Sieve estimation of option-implied state price density," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 88-112, DOI: 10.1016/j.jeconom.2021.03.003.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021, "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 107-130, DOI: 10.1016/j.jeconom.2021.06.009.
• del Barrio Castro, Tomás & Rachinger, Heiko, 2021, "Aggregation of Seasonal Long-Memory Processes," Econometrics and Statistics, Elsevier, volume 17, issue C, pages 95-106, DOI: 10.1016/j.ecosta.2020.06.002.
• Sin, C.Y. (Chor-yiu) & Lee, Cheng-Few, 2021, "Using heteroscedasticity-non-consistent or heteroscedasticity-consistent variances in linear regression," Econometrics and Statistics, Elsevier, volume 18, issue C, pages 117-142, DOI: 10.1016/j.ecosta.2020.10.002.
• Čížek, Pavel & Koo, Chao Hui, 2021, "Jump-preserving varying-coefficient models for nonlinear time series," Econometrics and Statistics, Elsevier, volume 19, issue C, pages 58-96, DOI: 10.1016/j.ecosta.2020.04.005.
• Hecq, Alain & Voisin, Elisa, 2021, "Forecasting bubbles with mixed causal-noncausal autoregressive models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 29-45, DOI: 10.1016/j.ecosta.2020.03.007.
• Wenger, Kai & Leschinski, Christian, 2021, "Fixed-bandwidth CUSUM tests under long memory," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 46-61, DOI: 10.1016/j.ecosta.2019.08.001.
• Malovaná, Simona, 2021, "The pro-cyclicality of risk weights for credit exposures: Driven by the retail segment," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100763.
• Coleman, Simeon & Cuestas, Juan Carlos, 2021, "Panel cointegration, quantile regressions, asymmetric adjustments and crises: The case of EU current accounts," Economic Systems, Elsevier, volume 45, issue 4, DOI: 10.1016/j.ecosys.2021.100870.
• Fezzi, Carlo & Fanghella, Valeria, 2021, "Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe," European Economic Review, Elsevier, volume 139, issue C, DOI: 10.1016/j.euroecorev.2021.103907.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2021, "Trading activity and price discovery in Bitcoin futures markets," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 107-120, DOI: 10.1016/j.jempfin.2021.03.001.
• Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021, "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 46-61, DOI: 10.1016/j.jempfin.2021.01.007.
• Algieri, Bernardina & Leccadito, Arturo & Tunaru, Diana, 2021, "Risk premia in electricity derivatives markets," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105300.
• Pellini, Elisabetta, 2021, "Estimating income and price elasticities of residential electricity demand with Autometrics," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105411.
• Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021, "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105494.
• Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021, "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105495.
• Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Konstandatos, Otto & Rai, Alan, 2021, "Wind generation and the dynamics of electricity prices in Australia," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105547.
• Özen, Kadir & Yıldırım, Dilem, 2021, "Application of bagging in day-ahead electricity price forecasting and factor augmentation," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105573.
• Nonejad, Nima, 2021, "Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105635.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105686.
• Bonato, Matteo & Çepni, Oğuzhan & Gupta, Rangan & Pierdzioch, Christian, 2021, "Do oil-price shocks predict the realized variance of U.S. REITs?," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105689.
• Uniejewski, Bartosz & Weron, Rafał, 2021, "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105121.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min, 2021, "OPEC news and jumps in the oil market," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105096.
• Arčabić, Vladimir & Gelo, Tomislav & Sonora, Robert J. & Šimurina, Jurica, 2021, "Cointegration of electricity consumption and GDP in the presence of smooth structural changes," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105196.
• Becker, Maike & Pfeifer, Gregor & Schweikert, Karsten, 2021, "Price Effects of the Austrian Fuel Price Fixing Act: A Synthetic Control Study," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105207.
• Sun, Jie & Zhao, Xiaojun & Xu, Chao, 2021, "Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105239.
• Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Oil price shocks and the return and volatility spillover between industrial and precious metals," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105291.
• Afkhami, Mohamad & Ghoddusi, Hamed & Rafizadeh, Nima, 2021, "Google Search Explains Your Gasoline Consumption!," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105305.
• Matsuki, Takashi & Pan, Lei, 2021, "Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105326.
• Bohlmann, J.A. & Inglesi-Lotz, R., 2021, "Examining the determinants of electricity demand by South African households per income level," Energy Policy, Elsevier, volume 148, issue PA, DOI: 10.1016/j.enpol.2020.111901.
• Bajo-Buenestado, Raúl, 2021, "Operating reserve demand curve, scarcity pricing and intermittent generation: Lessons from the Texas ERCOT experience," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112057.
• Ahmed Qahtan, Anwar Saeed & Xu, Helian & Abdo, AL-Barakani, 2021, "Stochastic convergence of disaggregated energy consumption per capita and its catch-up rate: An independent analysis of MENA net oil-exporting and importing countries," Energy Policy, Elsevier, volume 150, issue C, DOI: 10.1016/j.enpol.2021.112151.
• Yang, Haijun & Han, Xin & Wang, Li, 2021, "Is there a bubble in the shale gas market?," Energy, Elsevier, volume 215, issue PA, DOI: 10.1016/j.energy.2020.119101.
• Lee, Chien-Chiang & Ranjbar, Omid & Lee, Chi-Chuan, 2021, "Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks," Energy, Elsevier, volume 215, issue PB, DOI: 10.1016/j.energy.2020.119190.
• Tiwari, Aviral Kumar & Boachie, Micheal Kofi & Suleman, Muhammed Tahir & Gupta, Rangan, 2021, "Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119584.
• Nusair, Salah A. & Olson, Dennis, 2021, "Asymmetric oil price and Asian economies: A nonlinear ARDL approach," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119594.
• Umar, Muhammad & Su, Chi-Wei & Rizvi, Syed Kumail Abbas & Lobonţ, Oana-Ramona, 2021, "Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices," Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.energy.2021.120873.
• Monge, Manuel & Gil-Alana, Luis Alberiko, 2021, "Spatial crude oil production divergence and crude oil price behaviour in the United States," Energy, Elsevier, volume 232, issue C, DOI: 10.1016/j.energy.2021.121034.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
• David E. Allen & Michael McAleer, 2021, "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 2, pages 1-27, June.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021, "Uncertainty and Monetary Policy during the Great Recession," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
• Fabrizio Iacone & Morten Ørregaard Nielsen & Robert Taylor, 2021, "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-04, Feb.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-05, Mar.
• Matei Demetrescu & Robinson Kruse-Becher, 2021, "Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-07, May.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Jul.
• Ibrahim A. Adekunle & Isiaq O. Oseni, 2021, "Fuel subsidies and Carbon Emission: Evidence from asymmetric modelling," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/001, Jan.
• Hakan Sarıtaş & Emre Kılıç & Elif Hill Nazlıoğlu, 2021, "Analysis of the Relationship Between Credit Default Swaps (CDS),Credit Ratings and Stock Markets: The Case of Turkey," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 116, pages 73-92, October, DOI: https://doi.org/10.33203/mfy.854876.
• Tetsuya Kaji & Elena Manresa & Guillaume A. Pouliot, 2021, "Adversarial Inference Is Efficient," AEA Papers and Proceedings, American Economic Association, volume 111, pages 621-625, May, DOI: 10.1257/pandp.20211037.
• Pacheco & Riquelme, 2021, "¿Cómo se siente el presidente?," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4500, Nov.
• Amélie Charles & Olivier Darné, 2021, "Econometric history of the growth–volatility relationship in the USA: 1919–2017," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 15, issue 2, pages 419-442, May, DOI: 10.1007/s11698-020-00209-y.
• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers, Association Française de Cliométrie (AFC), number 05-21.
• Claude Diebolt & Mohamed Chikhi, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers, Association Française de Cliométrie (AFC), number 09-21.
• Manuel Monge & Enrique Cristobal & Luis A. Gil-Alana, 2021, "How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 1, pages 26-34.
• Ibrahim A. Adekunle & Isiaq O. Oseni, 2021, "Fuel subsidies and Carbon Emission: Evidence from asymmetric modelling," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/001, Jan.
• Ucler, Gulbahar & Bulut, Umit, 2021, "Re-examination of the Convergence in Military Expenditures across NATO Countries: Do Different Approximations in Modelling Structural Breaks Matter?," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, volume 28, issue 01, DOI: 10.22004/ag.econ.334392.
• Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
• Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021, "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/06, Apr.
• Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/07, Apr.
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• Nesrin Özkan & Ulaş Ünlü, 2021, "Bölgesel COVID-19 Vaka Sayıları, Altın Fiyatları, Euro ve BIST Şehir Endeksleri Arasındaki İlişki: Bir ARDL Sınır Testi Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 1, pages 240-253, DOI: 10.30784/epfad.880244.
• Saffet Akdağ & Hakan Yıldırım, 2021, "The Effect of Uncertains in European Economic Policies on the BIST 100 Index," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 322-331, DOI: 10.30784/epfad.857796.
• Nurgün Topallı, 2021, "Düşük Gelirli Ülkelerde Kişi Başına Karbondioksit Emisyonu Durağanlığının Test Edilmesi: Doğrusal Olmayan Birim Kök Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 608-626, DOI: 10.30784/epfad.899797.
• Nurullah Uçkan & Behlül Ersoy, 2021, "Jeopolitik Risklerin ve Ekonomik Büyümenin Hayat Sigortacılığına Etkisi: Türkiye İçin Bir ARDL Sınır Testi Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 824-844, DOI: 10.30784/epfad.984733.
• Sümeyra Gazel, 2021, "Twitter Bazlı Belirsizlik Endeksi Kripto Paraların Volatilitesini Etkiler mi?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 207-224, DOI: 10.30784/epfad.1024421.
• Merve Altaylar & Serap Dursun, 2021, "Türkiye’de İçsel Büyüme Modeline Kademeli Bir Bakış: Kantil Regresyon Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 225-246, DOI: 10.30784/epfad.1024719.
• Sevinç Yaraşır Tülümce & Fatih Akçay & Ersin Yavuz, 2021, "Tanzi ve Patinkin Etkisinin Panel Veri Analizi: Euro Bölgesi Ülkeleri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 97-118, DOI: 10.30784/epfad.1020804.
• Ewen Gallic & Michel Lubrano & Pierre Michel, 2021, "Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2111, Feb.
• Vivien Czeczeli & Gábor Kutasi & Eszter Szabó, 2021, "The assessment of government incentives on savings, Hungary 2006–2019," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 4, pages 569-585, December, DOI: 10.1556/032.2021.00040.
• Faik Bilgili & Serap Çoban & Cumali Marangoz & Emre Bulut & Sevda Kuşkaya, 2021, "The determinants of demand for tourism in Turkey: Does terror-threat matter? A Markov Regime Switching-VAR approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 4, pages 587-607, December, DOI: 10.1556/032.2021.00041.
• Anatol MELEGA & Anamaria Geanina MACOVEI & Veronica GROSU & Marian SOCOLIUC, 2021, "Analysis Of The Correlations Between The Degree Of Indebtedness And The Performance Of The Economic Entities From Emerging Economy," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 23, pages 1-6.
• Essa A. Alhannom & Ghaleb S. Mushabeb, 2021, "Workers' Remittances in Yemen: Macroeconomic Determinants and Impact on Economic Growth," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 3, issue 2, pages 41-62, September, DOI: 10.48100/merj.2021.157.
• Allin Cottrell, 2021, "Response surfaces for DF-GLS p-values," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 8, Jan.
• Vasif Abioglu & Mübariz Hasanov, 2021, "Empirical Investigation of Long Run PPP Hypothesis: The Case of Temporary Structural Break and Asymmetric Adjustment," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 1-19, June.
• Karolina Konopczak & Aleksander Łożykowski, 2021, "Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 25-55.
• Maciej WYSOCKI & Cezary WÓJCIK, 2021, "Fiscal Sustainability in Poland: How Did the Public Policy Shift of 2016–2019 Impact the Country’s Long-Term," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 6, pages 777-798.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, "“Detecting multiple level shifts in bounded time series”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202106, Jul, revised Jul 2021.
• Francis X. Diebold & Maximilian Gobel, 2021, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers, arXiv.org, number 2101.10359, Jan, revised Jan 2022.
• Rui Fan & Ji Hyung Lee & Youngki Shin, 2021, "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers, arXiv.org, number 2101.11568, Jan, revised Dec 2022.
• Tobias Hartl, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers, arXiv.org, number 2102.10067, Feb.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Michael Pfarrhofer, 2021, "Modeling tail risks of inflation using unobserved component quantile regressions," Papers, arXiv.org, number 2103.03632, Mar, revised Oct 2021.
• Jozef Barunik & Josef Kurka, 2021, "Risks of heterogeneously persistent higher moments," Papers, arXiv.org, number 2104.04264, Apr, revised Mar 2024.
• Alessandro Casini & Pierre Perron, 2021, "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers, arXiv.org, number 2106.02031, Jun, revised Aug 2024.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar, 2021, "Contamination Bias in Linear Regressions," Papers, arXiv.org, number 2106.05024, Jun, revised Jun 2024.
• Alexander Mayer & Dominik Wied, 2021, "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers, arXiv.org, number 2107.03366, Jul, revised Dec 2022.
• Richard Davis & Serena Ng, 2021, "Time Series Estimation of the Dynamic Effects of Disaster-Type Shock," Papers, arXiv.org, number 2107.06663, Jul, revised Mar 2022.
• Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
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• Daniel Fehrle, 2021, "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 342, Jun.
• Hadipour, Hassan & Paytakhti Oskooe, Ali & Rahmani, Kamaleddin, 2021, "Factors Affecting the Instability Index in Tehran Stock Exchange (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 3, pages 131-154, December.
• Bhavesh Garg & Pravakar Sahoo, 2021, "DO DIFFERENT TYPES OF CAPITAL INFLOWS HAVE DIFFERENTIAL IMPACT ON OUTPUT? Evidence from Time series and Panel Analysis," IEG Working Papers, Institute of Economic Growth, number 443, Sep.
• Badri Narayan Rath & Vaseem Akram, 2021, "Popularity of Unit Root Tests - A Review," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 4, pages 1-5, DOI: 2021/10/06.
• Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese, 2021, "Testing the law of one-price in the US gasoline market: a long memory approach," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 03-2021, Jun, revised Jun 2021.
• Lakhadar Adouka & Habib Ben Bayer, 2021, "The Relationship between Environmental Quality and Economic Growth: An Empirical Investigation Applied to the Case of Algeria (1970-2019)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 22-41.
• Mariya Paskaleva & Ani Stoykova, 2021, "The Influence of Uncertainty on Market Efficiency: Evidence from Selected European Financial Markets," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 175-198.
• Robert Amano & Marc-André Gosselin & Julien McDonald-Guimond, 2021, "Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data," Staff Working Papers, Bank of Canada, number 21-22, May, DOI: 10.34989/swp-2021-22.
• Tatjana Dahlhaus & Angelika Welte, 2021, "Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data," Staff Working Papers, Bank of Canada, number 21-43, Sep, DOI: 10.34989/swp-2021-43.
• Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
• Matías Barberis, 2021, "Asymmetries in the Pass-Through of Exchange Rate to Prices: The Argentine Case 2004-2019," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 76, pages 103-143, May.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2021, "Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 202190, Jan.
• Unal ERYILMAZ, 2021, "Bifurcation Analysis on a Macroeconometric Model for Turkey’s Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 2, pages 289-310.
• Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021, "La evolución cíclica de la economía española en el contexto europeo," Occasional Papers, Banco de España, number 2103, Jan.
• Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021, "Cyclical patterns of the Spanish economy in Europe," Occasional Papers, Banco de España, number 2103, Jan.
• Máximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2021, "An automatic algorithm to date the reference cycle of the Spanish economy," Working Papers, Banco de España, number 2139, Nov.
• Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021, "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1324, Mar.
• Andrea Carolina Vargas-Páez & Carlos David Ardila-Dueñas, 2021, "Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1165, Aug, DOI: 10.32468/be.1165.
• María Teresa Ramírez-Giraldo & María Mercedes Collazos-Gaitán & Jorge García-García & Lucas Wilfried Hahn-De-Castro & Ligia Alba Melo-Becerra & Armando Montenegro-Trujillo & Enrique Montes-Uribe & Pau, 2021, "La inversión en infraestructura de transporte y la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 99, pages 1-134, May, DOI: 10.32468/espe.99.
• Miloš Božović, 2021, "Sistemska Komponenta Kreditnog Rizika: Metod Kopula (Systemic Component Of Credit Risk: A Copula-Based Method)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 41, pages 1-13, June.
• Ömer Fazıl Emek & Faruk Düsünceli & Oguzhan Özçelebi, 2021, "Türkiye’de Enflasyon ile Ekonomik Büyüme Arasındaki Simetrik ve Asitmetrik Nedensellik Iliskilerin Incelenmesi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 241-270, December, DOI: https://doi.org/10.33399/biibfad.88.
• Ihsan Güzel & Ihsan Oluç, 2021, "Yenilenebilir Enerji Tüketimi ve Ticari Açıklıgın Ekonomik Büyüme Üzerindeki Etkisi: Türkiye Örnegi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 343-369, December, DOI: https://doi.org/10.33399/biibfad.90.
• Zehra Abdioglu & Sefanur Aaydın, 2021, "Türkiye için Kredi Temerrüt Takasları ve Pay Senedi Fiyatları Arasındaki Asimetrik Nedensellik Iliskisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 427-454, December, DOI: https://doi.org/10.33399/biibfad.91.
• Elizaveta Golovanova & Andrey Zubarev, 2021, "Forecasting Aggregate Retail Sales with Google Trends," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 4, pages 50-73, December, DOI: 10.31477/rjmf.202104.50.
• Martin B. Schmidt, 2021, "The Competitive Returns To The Global Search For Talent: Professional Sports Markets And Foreigners," Economic Inquiry, Western Economic Association International, volume 59, issue 1, pages 396-419, January, DOI: 10.1111/ecin.12947.
• Ka Ming Cheng, 2021, "Financial And Insurance Services Trade: Does Exchange Rate Or Income Matter?," Economic Inquiry, Western Economic Association International, volume 59, issue 1, pages 494-509, January, DOI: 10.1111/ecin.12943.
• Paulo M. D. C. Parente & Richard J. Smith, 2021, "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 4, pages 377-405, July, DOI: 10.1111/jtsa.12573.
• Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021, "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 3, pages 713-741, June, DOI: 10.1111/obes.12418.
• Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021, "A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 935-959, August, DOI: 10.1111/obes.12419.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British output growth related to its uncertainty? Evidence using eight centuries of data," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 3, pages 345-364, July, DOI: 10.1111/sjpe.12270.
• Mauricio Mora Barrenechea & Paola Yujra Tonconi, 2021, "Evaluación de los Indicadores de Tendencia Inflacionaria en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 34, issue 1, pages 87-113, January -.
• Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021, "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper, Norges Bank, number 2021/1, Apr.
• Hiona Balfoussia & Dimitrios P. Louzis, 2021, "The impact of economic uncertainty and inflation uncertainty on the Greek economy," Economic Bulletin, Bank of Greece, issue 53, pages 49-68, July, DOI: 10.52903/econbull20215303.
• Panagiotis Lazaris & Anastasios Petropoulos & Vasileios Siakoulis & Evangelos Stavroulakis & Nikolaos Vlachogiannakis, 2021, "Interest rate pass through in the deposit and loan products provided by Greek banks," Working Papers, Bank of Greece, number 287, Feb.
• Dimitrios Sideris & Georgia Pavlou, 2021, "Disaggregate income and wealth effects on private consumption in Greece," Working Papers, Bank of Greece, number 293, Nov, DOI: 10.52903/wp2021293.
• Yossi Yakhin & Inon Gamrasni, 2021, "The Housing Market in Israel: Long-Run Equilibrium and Short-Run Dynamics," Bank of Israel Working Papers, Bank of Israel, number 2021.08, May.
• Fratianni Michele & Gallegati Marco & Giri Federico, 2021, "International Historical Evidence on Money Growth and Inflation: The Role of High Inflation Episodes," The B.E. Journal of Macroeconomics, De Gruyter, volume 21, issue 2, pages 541-564, June, DOI: 10.1515/bejm-2019-0183.
• Cuestas Juan Carlos & Ordóñez Javier & Monfort Mercedes, 2021, "Measuring the Cost of Covid-19 in Terms of the Rise in the Unemployment Rate: The Case of Spain," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 15, issue 1, pages 112-114, January, DOI: 10.1515/econ-2021-0009.
• Lafuente Juan Ángel & Monfort Mercedes & Pérez Rafaela & Ruiz Jesús, 2021, "Disentangling Permanent and Transitory Monetary Shocks with a Nonlinear Taylor Rule," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 15, issue 1, pages 150-162, January, DOI: 10.1515/econ-2021-0010.
• Korhonen Marko & Puhakka Mikko, 2021, "The Behavior of Divorce Rates: A Smooth Transition Regression Approach," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 1, pages 1-19, January, DOI: 10.1515/jtse-2019-0018.
• Carnero M. Angeles & Pérez Ana, 2021, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 1, pages 1-19, February, DOI: 10.1515/snde-2018-0073.
• Martínez Compains Jorge & Rodríguez Carreño Ignacio & Gençay Ramazan & Trani Tommaso & Ramos Vilardell Daniel, 2021, "Recovering cointegration via wavelets in the presence of non-linear patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 255-265, December, DOI: 10.1515/snde-2018-0120.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
• Donfack Morvan Nongni & Dufays Arnaud, 2021, "Modeling time-varying parameters using artificial neural networks: a GARCH illustration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 311-343, December, DOI: 10.1515/snde-2019-0091.
• Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021, "Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS76, Jan.
• Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2021, "Adaptive Importance Sampling for DSGE Models," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS84, May.
• Ding, Y., 2021, "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2112, Feb.