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

2020

• Elliott, Graham, 2020, "Testing for a trend with persistent errors," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 314-328, DOI: 10.1016/j.jeconom.2020.03.006.
• Gao, Jiti & Xia, Kai & Zhu, Huanjun, 2020, "Heterogeneous panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 329-353, DOI: 10.1016/j.jeconom.2020.03.007.
• Harris, David & Kew, Hsein & Taylor, A.M. Robert, 2020, "Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 354-388, DOI: 10.1016/j.jeconom.2020.03.008.
• Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
• Maneesoonthorn, Worapree & Martin, Gael M. & Forbes, Catherine S., 2020, "High-frequency jump tests: Which test should we use?," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 478-487, DOI: 10.1016/j.jeconom.2020.03.012.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 106-124, DOI: 10.1016/j.ecosta.2019.05.003.
• Phillip, Andrew & Chan, Jennifer & Peiris, Shelton, 2020, "On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 69-90, DOI: 10.1016/j.ecosta.2018.10.003.
• Jalles, João Tovar, 2020, "Social expenditure cyclicality: New time-varying evidence in developing economies," Economic Systems, Elsevier, volume 44, issue 3, DOI: 10.1016/j.ecosys.2020.100810.
• Dibooglu, Sel & Erdogan, Seyfettin & Yildirim, Durmus Cagri & Cevik, Emrah Ismail, 2020, "Financial conditions and monetary policy in the US," Economic Systems, Elsevier, volume 44, issue 4, DOI: 10.1016/j.ecosys.2020.100819.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J., 2020, "Date-stamping multiple bubble regimes," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 226-246, DOI: 10.1016/j.jempfin.2020.06.004.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Maio, Paulo & Xu, Danielle, 2020, "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 172-192, DOI: 10.1016/j.jempfin.2020.10.001.
• Kruse, Robinson & Wegener, Christoph, 2020, "Time-varying persistence in real oil prices and its determinant," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.02.020.
• Zingbagba, Mark & Nunes, Rubens & Fadairo, Muriel, 2020, "The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104531.
• Bravo Caro, José Manuel & Golpe, Antonio A. & Iglesias, Jesús & Vides, José Carlos, 2020, "A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104546.
• López Prol, Javier & Steininger, Karl W. & Zilberman, David, 2020, "The cannibalization effect of wind and solar in the California wholesale electricity market," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104552.
• Filippidis, Michail & Filis, George & Kizys, Renatas, 2020, "Oil price shocks and EMU sovereign yield spreads," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104656.
• Charfeddine, Lanouar & Barkat, Karim, 2020, "Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104680.
• Quintero Otero, Jorge David, 2020, "Not all sectors are alike: Differential impacts of shocks in oil prices on the sectors of the Colombian economy," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104691.
• Figuerola-Ferretti, Isabel & McCrorie, J. Roderick & Paraskevopoulos, Ioannis, 2020, "Mild explosivity in recent crude oil prices," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2019.05.002.
• Lin, Yu & Xiao, Yang & Li, Fuxing, 2020, "Forecasting crude oil price volatility via a HM-EGARCH model," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104693.
• Lu, Quanying & Li, Yuze & Chai, Jian & Wang, Shouyang, 2020, "Crude oil price analysis and forecasting: A perspective of “new triangle”," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104721.
• Jiang, Yong & Zhou, Zhongbao & Liu, Qing & Lin, Ling & Xiao, Helu, 2020, "How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104737.
• González-Álvarez, María A. & Montañés, Antonio & Olmos, Lorena, 2020, "Towards a sustainable energy scenario? A worldwide analysis," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104738.
• Durmaz, Tunç & Pommeret, Aude & Tastan, Hüseyin, 2020, "Estimation of residential electricity demand in Hong Kong under electricity charge subsidies," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104742.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan & Gkillas, Konstantinos, 2020, "Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104748.
• Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2020, "Oil and pump prices: Testing their asymmetric relationship in a robust way," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104755.
• Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020, "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104771.
• Akram, Q. Farooq, 2020, "Oil price drivers, geopolitical uncertainty and oil exporters' currencies," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104801.
• Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2020, "Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104868.
• Beltrami, Filippo & Burlinson, Andrew & Giulietti, Monica & Grossi, Luigi & Rowley, Paul & Wilson, Grant, 2020, "Where did the time (series) go? Estimation of marginal emission factors with autoregressive components," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104905.
• Sheng, Xin & Gupta, Rangan & Ji, Qiang, 2020, "The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104940.
• Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020, "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111073.
• Trespalacios, Alfredo & Cortés, Lina M. & Perote, Javier, 2020, "Uncertainty in electricity markets from a semi-nonparametric approach," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111091.
• Belbute, José M. & Pereira, Alfredo M., 2020, "Reference forecasts for CO2 emissions from fossil-fuel combustion and cement production in Portugal," Energy Policy, Elsevier, volume 144, issue C, DOI: 10.1016/j.enpol.2020.111642.
• Wang, Tiantian & Zhang, Dayong & Ji, Qiang & Shi, Xunpeng, 2020, "Market reforms and determinants of import natural gas prices in China," Energy, Elsevier, volume 196, issue C, DOI: 10.1016/j.energy.2020.117105.
• Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117762.
• Mokni, Khaled, 2020, "A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries," Energy, Elsevier, volume 213, issue C, DOI: 10.1016/j.energy.2020.118639.
• Bianchi, Robert J. & Fan, John Hua & Todorova, Neda, 2020, "Financialization and de-financialization of commodity futures: A quantile regression approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101451.
• Roy, Saktinil & Kemme, David M., 2020, "The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101377.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2020, "The economic importance of rare earth elements volatility forecasts," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.01.010.
• Nonejad, Nima, 2020, "Crude oil price volatility and equity return predictability: A comparative out-of-sample study," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101521.
• Lv, Fei & Yang, Chen & Fang, Libing, 2020, "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101537.
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020, "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101552.
• Mapitsi Rangata & Sonali Das & Montaz Ali, 2020, "Analysing Maximum Monthly Temperatures in South Africa for 45 years Using Functional Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 1-27, September.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020, "Uncertainty and Monetary Policy during Extreme Events," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2020-11, Aug.
• Javier Hualde & Morten Ørregaard Nielsen, 2020, "Truncated sum of squares estimation of fractional time series models with deterministic trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-07, Jun.
• Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor, 2020, "Adaptive Inference in Heteroskedastic Fractional Time Series Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-08, Jun.
• Morten Ørregaard Nielsen & Antoine L. Noël, 2020, "To infinity and beyond: Efficient computation of ARCH(1) models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-13, Nov.
• J. Eduardo Vera-Valdés, 2020, "Temperature Anomalies, Long Memory, and Aggregation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-16, Dec.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020, "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Research Africa Network Working Papers, Research Africa Network (RAN), number 20/021, Jan.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long Run Stability of Money in the Proposed East African Monetary Union," Research Africa Network Working Papers, Research Africa Network (RAN), number 20/034, Jan.
• George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2020, "Business-Cycle Anatomy," American Economic Review, American Economic Association, volume 110, issue 10, pages 3030-3070, October, DOI: 10.1257/aer.20181174.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2020, "Nowcasting Macroeconomic Aggregates in Argentina: Comparing the predictive ability of different models," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4335, Nov.
• Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020, "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers, Association Française de Cliométrie (AFC), number 02-20.
• Manuel Monge & Luis A. Gil-Alana & Enrique Cristobal, 2020, "Mergers and Acquisitions in the Lithium Industry. A Fractional Integration Analysis," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 10, issue 2, pages 31-37.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020, "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/021, Jan.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long Run Stability of Money in the Proposed East African Monetary Union," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/034, Jan.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020, "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/01, Feb.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/02, Feb.
• Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020, "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/17, Dec.
• Bilge Kağan ÖZDEMİR & Ebrima GOMEZ, 2020, "The Impact Of Domestic Debt On Private Investment In The Gambia: An Ardl Approach," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 1, pages 111-127, DOI: 10.30784/epfad.682291.
• Uğur URSAVAŞ, 2020, "Total Factor Productivity Growth and Demographics: The Case of Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 1, pages 81-90, DOI: 10.30784/epfad.690256.
• Melih Özçalık & Sevinç Güler Özçalık, 2020, "Turizm Endeksinde Döviz Kuru Etkisi: BIST’te Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 374-388, DOI: 10.30784/epfad.723348.
• Oktay Özkan, 2020, "Zayıf Form Piyasa Etkinliği Kapsamında Türkiye Döviz Piyasası Üzerine Ampirik Bir Çalışma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 471-484, DOI: 10.30784/epfad.689506.
• Oğuz Öcal & Buket Altınöz & Alper Aslan, 2020, "The Effects of Economic Growth and Energy Consumption on Ecological Footprint And Carbon Emissions: Evidence From Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 3, pages 667-681, DOI: 10.30784/epfad.773461.
• Sinem Güler Kangallı Uyar & Zekiye Betül Karahan, 2020, "Genişletilmiş Çevresel Kuznets Eğrisi Modelinde İçsellik Problemi: Panel Kantil Araç Değişken Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 3, pages 773-804, DOI: 10.30784/epfad.727984.
• Alisher Tolepbergen, 2020, "How persistent is inflation in Kazakhstan? A fractionally integrated approach," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 9, Sep, revised Feb 2021.
• Ngo Thai Hung, 2020, "Market integration among foreign exchange rate movements in central and eastern European countries," Society and Economy, Akadémiai Kiadó, Hungary, volume 42, issue 1, pages 1-20, March.
• Marco Gallegati & Massimo Tamberi, 2020, "Long Swings In The Growth Of Government Expenditure: An International Historical Perspective," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 447, Aug.
• Faridoon Khan & Amena Urooj & Farman Ullah Khan, 2020, "Factors Affecting Economic Growth: A Comparative Analysis of Democratic and Non-Democratic Eras of Pakistan," iRASD Journal of Economics, International Research Alliance for Sustainable Development (iRASD), volume 2, issue 2, pages 61-71, December, DOI: https://doi.org/10.52131/joe.2020.0.
• Ержан И.С. // Erzhan I.S., 2020, "Использование моделей machine learning при прогнозировании инфляции // Using machine learning models in inflation forecasting," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 39-48.
• Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers, arXiv.org, number 2001.04867, Jan, revised Jan 2022.
• Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe & Glenn D. Rudebusch & Boyuan Zhang, 2020, "Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach," Papers, arXiv.org, number 2003.14276, Mar, revised Aug 2020.
• Pietro Battiston & Simona Gamba, 2020, "COVID-19: $R_0$ is lower where outbreak is larger," Papers, arXiv.org, number 2004.07827, Apr.
• Dimitris Korobilis, 2020, "High-dimensional macroeconomic forecasting using message passing algorithms," Papers, arXiv.org, number 2004.11485, Apr.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020, "Diffusion Copulas: Identification and Estimation," Papers, arXiv.org, number 2005.03513, May.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers, arXiv.org, number 2006.10555, Jun, revised Jul 2020.
• Robert Adamek & Stephan Smeekes & Ines Wilms, 2020, "Lasso Inference for High-Dimensional Time Series," Papers, arXiv.org, number 2007.10952, Jul, revised Sep 2022.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2020, "Deep Dynamic Factor Models," Papers, arXiv.org, number 2007.11887, Jul, revised May 2023.
• Natasha Kang & Vadim Marmer, 2020, "Modeling Long Cycles," Papers, arXiv.org, number 2010.13877, Oct, revised Sep 2023.
• David Kohns & Arnab Bhattacharjee, 2020, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers, arXiv.org, number 2011.00938, Nov, revised May 2022.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," Papers, arXiv.org, number 2012.01623, Dec.
• Francesco Giancaterini & Alain Hecq, 2020, "Inference in mixed causal and noncausal models with generalized Student's t-distributions," Papers, arXiv.org, number 2012.01888, Dec, revised Nov 2022.
• Frederique Bec & Alain Guay, 2020, "A Simple Unit Root Test Consistent Against Any Stationary Alternative," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-20, Oct.
• Vlad Tomus & Emanuel-Emil Savan, 2020, "SUPPORTING LEAN CONCEPTS IMPLEMENTATION IN SMALL MEDIUM ENTERPRISES (SMEs): A CASE STUDY FROM THE ROMANIAN INDUSTRY," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jinyue Dong, 2020, "Modelo de predicción de la inflación en China
  [China | Forecasting modeling for China\'s inflation]," Working Papers, BBVA Bank, Economic Research Department, number 20/05, Mar.
• Tarciso Gouveia da Silva & Osmani Teixeira de Carvalho Guillén & George Augusto Noronha Morcerf & Andre de Melo Modenesi, 2020, "Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17)," Working Papers Series, Central Bank of Brazil, Research Department, number 536, Sep.
• Jaivir Singh & Vatsala Shreeti & Parnil Urdhwareshe, 2020, "The Impact of Bilateral Investment Treaties on FDI Inflows into India: Some Empirical Results," Indian Council for Research on International Economic Relations (ICRIER) Working Paper, Indian Council for Research on International Economic Relations (ICRIER), New Delhi, India, number 391, Jun.
• Ángel Estrada & Luis Guirola & Iván Kataryniuk & Jaime Martínez-Martín, 2020, "The use of BVARs in the analysis of emerging economies," Occasional Papers, Banco de España, number 2001, Jan.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020, "Eurozone prices: a tale of convergence and divergence," Working Papers, Banco de España, number 2010, May.
• Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots, 2020, "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Papers, Banco de España, number 2015, Jun.
• Jaime Martínez-Martín & Elena Rusticelli, 2020, "Keeping track of global trade in real time," Working Papers, Banco de España, number 2019, Jul.
• Máximo Camacho & Matías Pacce & Gabriel Pérez-Quirós, 2020, "Spillover effects in international business cycles," Working Papers, Banco de España, number 2034, Nov.
• Guerino Ardizzi & Elisa Bonifacio & Laura Painelli, 2020, "Payment card fraud: global trends and empirical evidence on Internet card fraud in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 562, Jun.
• Luca Metelli & Filippo Natoli & Luca Rossi, 2020, "Monetary policy gradualism and the nonlinear effects of monetary shocks," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1275, Apr.
• Marco Bernardini & Annalisa De Nicola, 2020, "The market stabilization role of central bank asset purchases: high-frequency evidence from the COVID-19 crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1310, Dec.
• Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
• Ligia Alba Melo-Becerra & Jorge Hernán Toro-Córdoba & Héctor M. Zárate-Solano, 2020, "La Inversión en Infraestructura de Transporte," Borradores de Economia, Banco de la Republica de Colombia, number 1145, Dec, DOI: https://doi.org/10.32468/be.1145.
• Özcan Karahan & Olcay Çolak, 2020, "An Examination Of The Causality Relationship Between Current And Financial Accounts In Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 224, pages 7-28, January –.
• Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers, Barcelona School of Economics, number 1158, Mar.
• Levent Kaya, 2020, "Türkiye ile Secilmis Ulkeler Arasinda Tarimsal Katma Deger Yakinsamasi: Dogrusal ve Dogrusal Olmayan Birim Kok Testleri," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 2, pages 41-60, December, DOI: https://dx.doi.org/10.33399/biibfad.
• Bucevska Vesna, 2020, "Testing the Twin Deficit Hypothesis: Evidence from the Republic of North Macedonia," Business Systems Research, Paradigm, volume 11, issue 3, pages 45-62, November, DOI: 10.2478/bsrj-2020-0026.
• Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020, "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series, Bank of Russia, number wps65, Dec.
• Diego Zambiasi & Steven Stillman, 2020, "The Pot Rush: Is Legalized Marijuana A Positive Local Amenity?," Economic Inquiry, Western Economic Association International, volume 58, issue 2, pages 667-679, April, DOI: 10.1111/ecin.12832.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2020, "Trade uncertainties and the hedging abilities of Bitcoin," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 3, September, DOI: 10.1111/ecno.12173.
• João T. Jalles, 2020, "Explaining Africa's public consumption procyclicality: Revisiting old evidence," International Finance, Wiley Blackwell, volume 23, issue 2, pages 297-323, August, DOI: 10.1111/infi.12365.
• Xuexin Wang & Yixiao Sun, 2020, "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 41, issue 4, pages 536-550, July, DOI: 10.1111/jtsa.12520.
• Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020, "Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series," Journal of Time Series Analysis, Wiley Blackwell, volume 41, issue 5, pages 676-690, September, DOI: 10.1111/jtsa.12528.
• Mohitosh Kejriwal, 2020, "A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 3, pages 669-685, June, DOI: 10.1111/obes.12348.
• Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2020, "Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1413-1428, December, DOI: 10.1111/obes.12372.
• Johannes Johnen, 2020, "Dynamic competition in deceptive markets," RAND Journal of Economics, RAND Corporation, volume 51, issue 2, pages 375-401, June, DOI: 10.1111/1756-2171.12318.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2020, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 174-185, June, DOI: 10.1111/saje.12247.
• Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020, "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper, Norges Bank, number 2020/17, Nov.
• Nikos Vettas & Konstantinos Peppas & Sophia Stavraki & Michail Vasileiadis, 2020, "The contribution of Industry to the Greek economy: facts and prospects," Economic Bulletin, Bank of Greece, issue 52, pages 29-67, December.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2020, "A study of the effect of data transformation and «linearization» on time series forecasts. A practical approach," Working Papers, Bank of Greece, number 280, Jun.
• Pierre Perron & Yohei Yamamoto, 2020, "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-008, Feb.
• Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020, "Bootstrap Procedures for Detecting Multiple Persistence Shifts in Heteroskedastic Time Series," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-009, Mar.
• Mohitosh Kejriwal & Pierre Perron & Xuewen Yu, 2020, "A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-011, Feb.
• Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020, "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-012, Jan.
• Alessandro Casini & Pierre Perron, 2020, "Continuous Record Asymptotics for Change-Point Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-013, Mar.
• Alessandro Casini & Pierre Perron, 2020, "Continuous Record Laplace-based Inference about the Break Date in Structural Change Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-014, May.
• Alessandro Casini & Pierre Perron, 2020, "Generalized Laplace Inference in Multiple Change-Points Models," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-015, Mar.
• Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E., 2020, "Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates," Journal of Time Series Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, January, DOI: 10.1515/jtse-2018-0024.
• Donsimoni Jean Roch & Glawion René & Hartl Tobias & Plachter Bodo & Timmer Jens & Wälde Klaus & Weber Enzo & Weiser Constantin, 2020, "Covid-19 in Deutschland – Erklärung, Prognose und Einfluss gesundheitspolitischer Maßnahmen," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 21, issue 3, pages 250-262, September, DOI: 10.1515/pwp-2020-0019.
• Harrathi Nizar & Alhoshan Hamed M., 2020, "Validity of the Expectations Hypothesis of the Term Structure of Interest Rates: The Case of Saudi Arabia," Review of Middle East Economics and Finance, De Gruyter, volume 16, issue 1, pages 1-18, April, DOI: 10.1515/rmeef-2019-0009.
• Feng Lingbing & Shi Yanlin, 2020, "Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-27, February, DOI: 10.1515/snde-2018-0008.
• Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew, 2020, "A threshold mixed count time series model: estimation and application," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 2, pages 1-18, April, DOI: 10.1515/snde-2018-0029.
• Ahmad Yamin S & Paya Ivan, 2020, "Temporal aggregation of random walk processes and implications for economic analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 2, pages 1-20, April, DOI: 10.1515/snde-2017-0102.
• Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
• Christou Christina & Naraidoo Ruthira & Gupta Rangan, 2020, "Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-17, June, DOI: 10.1515/snde-2018-0056.
• Pascal Le Floc’h & Frédérique Alban & Mathieu Merzéréaud & Erwan Duhamel, 2020, "Identification des points de rupture dans la série longue des productions de sardine en France (1900-2017)," Revue d'économie industrielle, De Boeck Université, volume 0, issue 2, pages 49-78.
• Ding, Y., 2020, "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20112, Nov.
• Li, S. & Linton, O., 2020, "When will the Covid-19 pandemic peak?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2025, Apr.
• Bhattacharjee, A. & Ditzen, J. & Holly, S., 2020, "Spatial and Spatio-temporal Engle-Granger representations, Networks and Common Correlated Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2075, Aug.
• Ba Chu & Shafiullah Qureshi, 2020, "Predicting the COVID-19 Pandemic in Canada and the US," Carleton Economic Papers, Carleton University, Department of Economics, number 20-05, May, revised 30 Jul 2020.
• Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2020, "The Determinants of Indonesia’s Business Cycle," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue special i, pages 215-235.
• Elliott, Graham, 2020, "Testing for a trend with persistent errors," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt8qb0j5s7, Dec.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cyber-Attacks, Cryptocurrencies, and Cyber Security," CESifo Working Paper Series, CESifo, number 8124.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
• Abir Abid & Christophe Rault, 2020, "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," CESifo Working Paper Series, CESifo, number 8189.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2020, "Inflation in the G7 Countries: Persistence and Structural Breaks," CESifo Working Paper Series, CESifo, number 8349.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Nieves Carmona-González, 2020, "Particulate Matter 10 (PM10): Persistence and Trends in Eight European Capitals," CESifo Working Paper Series, CESifo, number 8402.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks," CESifo Working Paper Series, CESifo, number 8475.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Persistence and Long Memory in Monetary Policy Spreads," CESifo Working Paper Series, CESifo, number 8664.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Non-Linearities and Persistence in US Long-Run Interest Rates," CESifo Working Paper Series, CESifo, number 8744.
• Stefan Sauer, 2020, "ifo Konjunkturumfragen: Ein Überblick über die verfügbaren Zeitreihen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 73, issue 02, pages 45-48, February.
• Robert Lehmann & Magnus Reif & Timo Wollmershäuser, 2020, "ifoCAST: Der neue Prognosestandard des ifo Instituts," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 73, issue 11, pages 31-39, November.
• Davide La Vecchia & Alban Moor & O. Scaillet, 2020, "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-01, Jan.
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• Vugar Bayramov & Nabi Rustamli & Gulnara Abbas, 2020, "Collateral damage: The Western sanctions on Russia and the evaluation of implications for Russia’s post-communist neighbourhood," International Economics, CEPII research center, issue 162, pages 92-109.
• Amélie Adeline & Raquel Fonseca & Pierre-Carl Michaud, 2020, "Income Volatility, Health and Well-Being," CIRANO Working Papers, CIRANO, number 2020s-01, Jan.
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• Juan Josué Hernández Oliva & Jorge Luis Alcaraz Vargas & Ricardo Lino Mansilla Corona, 2020, "Escala para medir la concentración de los sectores de la economía mexicana mediante el coeficiente de Zipf," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 81, pages 919-947.
• Alfredo Trespalacios & Lina M. Cort�s & Javier Perote, 2020, "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18186, Jun.
• Alexander Rodríguez-Romero & Manuel Alejandro Torres-Ortiz, 2020, "Transmisión entre precios de los alimentos en Bogotá, 2000-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 2, pages 589-624.
• Diggle, Paul & Bartholomew, Luke, 2022, "'Stall Speed' and 'Escape Velocity': Empty Metaphors or Empirical Realities?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14290, Jan.
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• Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31555, Dec.
• Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther, 2020, "Direct versus iterated multi-period Value at Risk," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30349, May.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30899, Sep.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Veiga, Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31648, Dec.
• Jean-François Carpantier, 2020, "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2020036, Oct.
• Fernando Sánchez López, 2020, "Ingreso disponible y emisión de flujos turísticos internacionales de México," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 17-28, Enero.
• Berenguer-Rico, Vanessa & Nielsen, Bent, 2020, "Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions," Econometric Theory, Cambridge University Press, volume 36, issue 1, pages 1-47, February.
• Gao, Jiti & Linton, Oliver & Peng, Bin, 2020, "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, volume 36, issue 2, pages 223-249, April.
• Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae, 2020, "Quantilograms Under Strong Dependence," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 457-487, June.
• Hualde, Javier & Nielsen, Morten Ørregaard, 2020, "Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends," Econometric Theory, Cambridge University Press, volume 36, issue 4, pages 751-772, August.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
• Nima Nonejad, 2020, "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, volume 58, issue 1, pages 313-349, January, DOI: 10.1007/s00181-019-01643-2.
• Boriss Siliverstovs, 2020, "Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts," Empirical Economics, Springer, volume 58, issue 1, pages 7-27, January, DOI: 10.1007/s00181-019-01704-6.
• Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020, "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," Empirical Economics, Springer, volume 58, issue 1, pages 379-392, January, DOI: 10.1007/s00181-019-01708-2.
• João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020, "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, volume 58, issue 1, pages 29-54, January, DOI: 10.1007/s00181-019-01810-5.
• Xiao Jing Cai & Zheng Fang & Youngho Chang & Shuairu Tian & Shigeyuki Hamori, 2020, "Co-movements in commodity markets and implications in diversification benefits," Empirical Economics, Springer, volume 58, issue 2, pages 393-425, February, DOI: 10.1007/s00181-018-1551-3.
• Adian McFarlane & Young Cheol Jung & Anupam Das, 2020, "The dynamics among domestic saving, investment, and the current account balance in the USA: a long-run perspective," Empirical Economics, Springer, volume 58, issue 4, pages 1659-1680, April, DOI: 10.1007/s00181-018-1566-9.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Modeling US historical time-series prices and inflation using alternative long-memory approaches," Empirical Economics, Springer, volume 58, issue 4, pages 1491-1511, April, DOI: 10.1007/s00181-018-1597-2.