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

• Keshmeer Kanewar Makun & T. K. Jayaraman, 2020, "Spread Of Ict And Economic Growth In Pacific Island Countries: A Panel Study," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue Special I, pages 109-128, January, DOI: https://doi.org/10.21098/bemp.v23i0.
• Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/20, Jun.
• Reynolds, Julia & Soegner, Leopold & Wagner, Martin, 2020, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," IHS Working Paper Series, Institute for Advanced Studies, number 17, Jul.
• Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020, "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series, Institute for Advanced Studies, number 27, Dec.
• Janice C. Eberly & James H. Stock & Jonathan H. Wright, 2020, "The Federal Reserve's Current Framework for Monetary Policy: A Review and Assessment," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 1, pages 5-71, February.
• Andrea De Michelis & Thiago Ferreira & Matteo Iacoviello, 2020, "Oil Prices and Consumption across Countries and U.S. States," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 2, pages 3-43, March.
• Jonas E. Arias & Guido Ascari & Nicola Branzoli & Efrem Castelnuovo, 2020, "Positive Trend Inflation and Determinacy in a Medium-Sized New Keynesian Model," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 3, pages 51-94, June.
• Antonio Fernandois & Carlos A. Medel, 2020, "Geopolitical tensions, OPEC news, and the oil price: A granger causality analysis," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 57-90, October.
• Gilberto Anzaldo San Vicente & Guillermo Benavides, 2020, "Expectativas en las tasas de interés y noticias de política monetaria de EEUU," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 1, pages 17-35, Enero - M.
• José Eduardo Medina-Reyes & Judith Jazmin Castro-Pérez & Agustín Ignacio Cabrera-Llanos, 2020, "Short-Term Causal Relationships between the Oil Sector and Economic Growth in the Mexican Economy: FG-ARDL Approach," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 4, pages 685-708, Octubre -.
• Carlos Guerrero de Lizardi, 2020, "Granger revisited: t values and the empirical OLS bias with stationary and non-stationary time series using Monte Carlo simulations," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue SNEA, pages 577-588, Agosto 20.
• Krittika Banerjee & Ashima Goyal, 2020, "Equilibrium real exchange rates and misalignments in large emerging markets: A Re-look through panel cointegrating estimation," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-001, Jan.
• Ilaria Piatti & Fabio Trojani, 2020, "Dividend Growth Predictability and the Price–Dividend Ratio," Management Science, INFORMS, volume 66, issue 1, pages 130-158, January, DOI: 10.1287/mnsc.2018.3155.
• Salazar-Núñez, Héctor F. & Lozano-Díez, José Antonio & Venegas-Martínez, Francisco, 2020, "¿Por qué México tiene que orientar su crecimiento económico hacia a las exportaciones en el T-MEC? evidencia empírica 1993-2019," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 16, issue 31, pages 139-156, Segundo s.
• José Carlos Coelho, 2020, "The relationship between budget deficit and external deficit: the case of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0116, Feb.
• António Afonso & Sérgio Gadelha & Agatha Silva, 2020, "Public Debt And Economic Growth In Brazil," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0148, Dec.
• Kartal DEMİRGÜNEŞ & Yüksel İLTAŞ, 2020, "R&D Intensity, Complementary Assets and Firm Value: Time Series Evidence from Turkey," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 70, issue 1, pages 47-72, June, DOI: 10.26650/ISTJECON2020-0017.
• Schlicht, Ekkehart, 2020, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," IZA Discussion Papers, IZA Network @ LISER, number 12920, Jan.
• Abid, Abir & Rault, Christophe, 2020, "On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," IZA Discussion Papers, IZA Network @ LISER, number 13365, Jun.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez, 2020, "Is government consumption really crowding out investment? Evidence from the EU28," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/05.
• Juan Carlos Cuestas & Mercedes Monfort & Javier Ordóñez, 2020, "The education pillar of the Europe 2020 strategy: A convergence analysis," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/06.
• Juan Ángel Lafuente & Amparo Marco & Mercedes Monfort & Javier Ordóñez, 2020, "Social exclusion and convergence in the EU: An assessment of the Europe 2020 strategy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/10.
• Atanu Ghoshray & Mercedes Monfort & Javier Ordóñez, 2020, "Economic integration and the distribution of income in Europe: A between country analysis," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/11.
• Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2020, "Trends, Breaks and Persistence in Top Income Shares," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/12.
• Simeon Coleman & Juan Carlos Cuestas, 2020, "Panel Cointegration, Quantile Regressions, Asymmetric Adjustments and Crises: The Case of EU Current Accounts," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/26.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2020, "Determinants of the Brazilian Stock Market Development," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 1, pages 53-64, January-M.
• Lingaraj Mallick & Smruti Ranjan Behera & Devi Prasad Dash, 2020, "Does CPI Granger Cause WPI? Empirical Evidence From Threshold Cointegration and Spectral Granger Causality Approach in India," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 2, pages 109-125, April-Jul.
• Vicente German-Soto & Gregory Brock, 2020, "Are Mexican Manufacturing Workers Underpaid? Some Quarterly Time Series Evidence," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 2, pages 75-93, April-Jul.
• Philipp Harms & Claudia Landwehr & Maximilian Lutz & Markus Tepe, 2020, "Procedural Preferences, Self-Interest, and Communication. Evidence from a Laboratory Experiment," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2011, Apr.
• Jean Roch Donsimoni & Tobias Hartl & René Glawion & Jens Timmer & Bodo Plachter & Constantin Weiser & Enzo Weber & Klaus Wälde, 2020, "Covid-19 in Deutschland – Erklärung, Prognose und Einfluss gesundheitspolitischer Maßnahmen," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2012, Apr.
• Ali Cem ÖZTÃœRK & Burcu YAVUZ TÄ°FTÄ°KÇİGÄ°L, 2020, "Assessment Of The Possibility Of A Middle-Income Trap In Turkey," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 7, issue 4, pages 331-348, October, DOI: 10.15637/jlecon.7.025.
• Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020, "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202002, Feb, revised Feb 2020.
• Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202013, Aug, revised Aug 2020.
• Ryadh M. Alkhareif & William A. Barnett, 2020, "Nowcasting Real Gdp For Saudi Arabia," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202018, Nov, revised Nov 2020.
• Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020, "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202021, Dec, revised Dec 2020.
• Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202218, Aug, revised Dec 2022.
• Heni Boubaker, 2020, "Wavelet Estimation Performance of Fractional Integrated Processes with Heavy-Tails," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 473-498, February, DOI: 10.1007/s10614-019-09897-9.
• Yanlin Shi & Lingbing Feng & Tong Fu, 2020, "Markov Regime-Switching in-Mean Model with Tempered Stable Distribution," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 4, pages 1275-1299, April, DOI: 10.1007/s10614-019-09882-2.
• Stephen G. Hall & Heather D. Gibson & G. S. Tavlas & Mike G. Tsionas, 2020, "A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 115-130, June, DOI: 10.1007/s10614-018-9878-6.
• Nabila Jawadi & Fredj Jawadi & Abdoulkarim Idi Cheffou, 2020, "Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 131-143, June, DOI: 10.1007/s10614-020-09988-y.
• Saygin Sahinoz & Evren Erdogan Cosar, 2020, "Quantifying uncertainty and identifying its impacts on the Turkish economy," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 365-387, May, DOI: 10.1007/s10663-018-9424-8.
• Mehmet Balcilar & Zeynel Abidin Ozdemir, 2020, "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 3, pages 611-641, August, DOI: 10.1007/s10663-019-09445-6.
• Maciej Ryczkowski, 2020, "Money and credit during normal times and house price booms: evidence from time-frequency analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 4, pages 835-861, November, DOI: 10.1007/s10663-019-09457-2.
• Peter S. Sephton, 2020, "Mean Reversion in CO2 Emissions: the Need for Structural Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 75, issue 4, pages 953-975, April, DOI: 10.1007/s10640-020-00413-4.
• OlaOluwa Simon Yaya & Luis Alberiko Gil-Alana, 2020, "Modelling Long-Range Dependence and Non-linearity in the Infant Mortality Rates of African Countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 26, issue 3, pages 303-315, August, DOI: 10.1007/s11294-020-09796-y.
• Azamat Abdymomunov & Filippo Curti, 2020, "Quantifying and Stress Testing Operational Risk with Peer Banks’ Data," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 3, pages 287-313, June, DOI: 10.1007/s10693-019-00320-w.
• Ahmad Hassan Ahmad & Eric J. Pentecost, 2020, "Testing the ‘Fear of Floating’ Hypothesis: A Statistical Analysis for Eight African Countries," Open Economies Review, Springer, volume 31, issue 2, pages 407-430, April, DOI: 10.1007/s11079-019-09557-3.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020, "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 247-272, January, DOI: 10.1007/s11156-018-00788-y.
• Jan Alexander Fischer & Philipp Pohl & Dietmar Ratz, 2020, "A machine learning approach to univariate time series forecasting of quarterly earnings," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1163-1179, November, DOI: 10.1007/s11156-020-00871-3.
• Marcus Box & Karl Gratzer & Xiang Lin, 2020, "Destructive entrepreneurship in the small business sector: bankruptcy fraud in Sweden, 1830–2010," Small Business Economics, Springer, volume 54, issue 2, pages 437-457, February, DOI: 10.1007/s11187-018-0043-3.
• Heejoon Han & Eunhee Lee, 2020, "Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects," Korean Economic Review, Korean Economic Association, volume 36, pages 481-509.
• Oludayo Elijah Adekunle & Samson Olusegun Akinwale, 2020, "Trade Liberalization and Manufacturing Sector in Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 90-96, September.
• Sodiq Temitayo Ogundeko & Khadijah Adeola Idowu, 2020, "Effect of Tax Audit on Voluntary Compliance and the Revenue of Lagos State," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 97-104, September.
• Cheng Wen Lee & Agus Fernando, 2020, "Can internally generated FDI impact export performance? The study on Indonesia in the years 1980-2018," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 6, issue 1, pages 29-45.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020, "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers, University of Copenhagen. Department of Economics, number 20-02, Dec.
• Abir ABID & Christophe RAULT, 2020, "On the Exchange Rates Volatility and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2894.
• Ruijun Bu & Jihyun Kim & Bin Wang, 2020, "Uniform and Lp Convergences of Nonparametric Estimation for Diffusion Models," Working Papers, University of Liverpool, Department of Economics, number 202021, Jul.
• Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Discussion Papers in Economics, University of Munich, Department of Economics, number 74306, Nov.
• Schlicht, Ekkehart, 2020, "Season. A Mathematica Package for Seasonal Adjustment," Software in Economics, University of Munich, Department of Economics, number 74306, revised .
• Taly Purwa & Eviyana Atmanegara, 2020, "The International Tourism Performance Amidst Several Intervention Events: More than 20 Years of Multi Input Intervention Analysis in Bali, Jakarta, and Kepulauan Riau Provinces," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 66, pages 172-190, Desember.
• Sara Labrar & Adil El Marhoum, 2020, "Morocco’s External Performance: An Empirical Assessment Of Export Competitiveness Determinants," International Journal of Business and Social Research, LAR Center Press, volume 10, issue 4, pages 22-35, April.
• Marianne Sensier & Elvira Uyarra, 2020, "Investigating the Governance Mechanisms that Sustain Regional Economic Resilience and Inclusive Growth," Economics Discussion Paper Series, Economics, The University of Manchester, number 2005, May.
• Marianne Sensier & Fiona Devine, 2020, "Levelling up Regional Resilience Following the Coronavirus Pandemic," Economics Discussion Paper Series, Economics, The University of Manchester, number 2008, Jun.
• Sargolzaei, Mostafa & Jalali Farahani, Alireza & Afsari Badi, Reza & Ahmadi, Raziye, 2020, "The Effect of Financial Performance Indicators on Profitability in Bank Mellat," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 43, pages 69-98, June.
• Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020, "The Impact of Macroprudential Policies on the Vulnerability of the Banking System: Dynamic Panel Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 4, pages 357-379, October.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers, McMaster University, number 2020-06, Jun.
• José Santos & Nuno Tavares & Gabriel Osório de Barros, 2020, "Built Like a House of Cards? - Corporate Indebtedness and Productivity Growth in the Portuguese Construction Sector," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0141, Feb, revised Feb 2020.
• Ntombiyesibini Matonana & Andrew Phiri, 2020, "Convergence Dynamics between South Africa and Her Main Trading Partners," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 18, issue 1 (Spring, pages 25-44, DOI: 10.26493/1854-6935.18.25-44.
• José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2020, "U.S. Budget Deficit Sustainability Revisited: Long Run, Persistence, and Common Trend," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 76, issue 4, pages 370-395, DOI: 10.1628/fa-2020-0013.
• Pietro Battiston & Simona Gamba, 2020, "COVID-19: R0 is lower where outbreak is larger," Working Papers, University of Milano-Bicocca, Department of Economics, number 438, Apr, revised Apr 2020.
• Gábor Dávid Kiss & Gábor Zoltán Tanács & Edit Lippai-Makra & Tamás Rácz, 2020, "Last Resort: European Central Bank’s Permanent Engagement in Tackling Foreign Exchange Liquidity Disruptions in the Euro Area Banking System," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 19, issue 4, pages 83-106.
• Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots, 2020, "Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2020/4.
• Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/20.
• Worapree Maneesoonthorn & Gael M. Martin & Catherine S. Forbes, 2020, "High-Frequency Jump Tests: Which Test Should We Use?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/20.
• David T. Frazier & Bonsoo Koo, 2020, "Indirect Inference for Locally Stationary Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 30/20.
• Rob J Hyndman & Yijun Zeng & Han Lin Shang, 2020, "Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 31/20.
• Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
• Nicholas John Tierney & Dianne Cook & Tania Prvan, 2020, "brolgar: An R package to BRowse Over Longitudinal Data Graphically and Analytically in R," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 43/20.
• David Harris & Hsein Kew & A. M. Robert Taylor, 2020, "Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/20.
• Adham Sayed, 2020, "Income Inequality and Public Debt: What Can Be Learned from the Lebanese Indebtedness?," Business and Economic Research, Macrothink Institute, volume 10, issue 4, pages 83-106, December.
• Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020, "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27029, Apr.
• Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020, "Biases in Long-Horizon Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27410, Jun.
• Marco Stenborg Petterson & David G. Seim & Jesse M. Shapiro, 2020, "Bounds on a Slope from Size Restrictions on Economic Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27556, Jul.
• Christiane Baumeister & Pierre Guérin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 28014, Oct.
• Francis X. Diebold & Glenn D. Rudebusch, 2020, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 28228, Dec.
• Jonathan H. Wright, 2020, "Event-day Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 28306, Dec.
• Bugrov Olexander & Bugrova Olena, 2020, "Control process development on the ground of project value dynamics laws," Technology audit and production reserves, Socionet;Technology audit and production reserves, volume 2, issue 4(52), pages 11-19.
• Jean Vinícius Marçal & Claudio Roberto Fóffano Vasconcelos & Silvinha Pinto Vasconcelos, 2020, "A transmissão da taxa de juros no Brasil sob uma abordagem não linear [The interest rate pass-through in Brazil under a nonlinear approach]," Nova Economia, Economics Department, Universidade Federal de Minas Gerais (Brazil), volume 30, issue 1, pages 177-201, January-A.
• Cyrille Lenoel & Garry Young, 2020, "Real-time turning point indicators: Review of current international practices," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-05, Apr.
• Andrew C. Harvey, 2020, "Time series models for epidemics: leading indicators, control groups and policy assessment," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 517, Oct.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020, "Robust Discovery of Regression Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W04, Apr.
• Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020, "Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model," OECD Statistics Working Papers, OECD Publishing, number 2020/01, Jan, DOI: 10.1787/9626dda3-en.
• Manuel Gavilano & Paulo Chahuara, 2020, "Internet móvil: ¿Sustituto del fijo?," Documentos de Trabajo, OSIPTEL, number 41.
• Paulo Chahuara, 2020, "Análisis Empírico de la Relación entre Competencia e Inversión en el Servicio de Telefonía Móvil Peruano," Documentos de Trabajo, OSIPTEL, number 42.
• Simona Roxana Patarlageanu & Marius Constantin & Mihai Dinu, 2020, "Considerations Regarding The Horeca Industry In Bihor County. An Econometric Approach," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 5, issue 1, pages 7-17, March.
• Santiago José Gahn & Alejandro González, 2020, "On the ‘utilisation controversy’: a comment," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 44, issue 3, pages 703-707.
• Christian M Hafner, 2020, "Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 233-249.
• Andrea Bucci, 2020, "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 502-531.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2020, "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 585-628.
• María Dolores Gadea & Ana Gómez-Loscos & Gabriel Pérez-Quirós, 2020, "The decline in volatility in the US economy. A historical perspective," Oxford Economic Papers, Oxford University Press, volume 72, issue 1, pages 101-123.
• Richard Ashley & Kwok Ping Tsang & Randal Verbrugge, 2020, "A new look at historical monetary policy (and the great inflation) through the lens of a persistence-dependent policy rule," Oxford Economic Papers, Oxford University Press, volume 72, issue 3, pages 672-691.
• Pedro Clavijo & Jacobo Campo & Henry Mendoza, 2020, "Threshold effects and unit roots of real commodity prices since the mid-nineteenth century," Economics and Business Letters, Oviedo University Press, volume 9, issue 4, pages 342-349.
• De Jesús Gutiérrez, Raúl, 2020, "¿Ocurrió efecto contagio en los mercados de acciones de América Latina durante la crisis financiera global? || Did the contagion effect occur on the Latin America stock markets during the global financial crisis?," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 237-258, June.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020, "Uncertainty and Monetary Policy During Extreme Events," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0262, Aug.
• Harris Ntantanis & Lawrence Pohlman, 2020, "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 7, pages 636-646, December, DOI: 10.1057/s41260-020-00176-z.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Ana Arencibia Pareja & Ana Gomez-Loscos & Mercedes de Luis López & Gabriel Perez-Quiros, 2020, "A Short Term Forecasting Model for the Spanish GDP and itsDemand Components," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 43, issue 85, pages 1-30.
• 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," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-012, Mar.
• Roberto S. Mariano & Suleyman Ozmucur, 2020, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences relates to a behavioral property that generalizes ," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-029, Aug.
• Tadeusz Kufel, 2020, "ARIMA-based forecasting of the dynamics of confirmed Covid-19 cases for selected European countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 181-204, June, DOI: 10.24136/eq.2020.009.
• Tomas Kliestik & Katarina Valaskova & Elvira Nica & Maria Kovacova & George Lazaroiu, 2020, "Advanced methods of earnings management: monotonic trends and change-points under spotlight in the Visegrad countries," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 2, pages 371-400, June, DOI: 10.24136/oc.2020.016.
• Arif, Imtiaz & Rawat, Amna Sohail & Shahbaz, Muhammad, 2020, "Impact of US Economic Policy Uncertainty on Geopolitical Risk. Evidence from BRIC Economies," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 4, pages 485-496, DOI: https://doi.org/10.35551/PFQ_2020_4.
• Angelo Gabrielle Santos, 2020, "Forecasting Residential electricity demand in the Philippines using an Error Correction Model," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 57, issue 1, pages 121-151, June.
• Hafsa Hina, 2020, "Correction of Trade Deficit through Depreciation - A Misdirected Policy: An Empirical Evidence from Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2020:24.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Husein, Jamal, 2020, "Current account sustainability for 21 African economies: Evidence based on nonlinear flexible Fourier stationarity and unit-root tests," MPRA Paper, University Library of Munich, Germany, number 100410, May.
• Moreno Trujillo, John Freddy, 2020, "Dinámica de portafolios y control óptimo estocástico
  [Portfolio dynamics and stochastic optimal control]," MPRA Paper, University Library of Munich, Germany, number 101326, May.
• Eita, Joel Hinaunye & Ngobese, Sibusiso Blessing & Muteba Mwamba, John Weirstrass, 2020, "An empirical analysis of systemic and macroeconomic risk in South Africa: an application of the quantile regression," MPRA Paper, University Library of Munich, Germany, number 101493, Mar.
• Glocker, Christian & Kaniovski, Serguei, 2020, "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 101874, Jul.
• Bhandari, Avishek, 2020, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," MPRA Paper, University Library of Munich, Germany, number 101946, Jun.
• Sucarrat, Genaro, 2020, "Identification of Volatility Proxies as Expectations of Squared Financial Return," MPRA Paper, University Library of Munich, Germany, number 101953, Jul.
• Okwu, Andy & Akpa, Emeka & Oseni, Isiaq & Obiakor, Rowland, 2020, "Oil Export Revenue and Exchange Rate: An Investigation of Asymmetric Effects on Households’ Consumption Expenditure in Nigeria," MPRA Paper, University Library of Munich, Germany, number 102080, Jun.
• Yaya, OaOluwa S & Vo, Xuan Vinh & Ogbonna, Ahamuefula E & Adewuyi, Adeolu O, 2020, "Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR," MPRA Paper, University Library of Munich, Germany, number 102190, Mar, revised 02 Aug 2020.
• Silva Lopes, Artur, 2020, "Revisiting income convergence with DF-Fourier tests: old evidence with a new test," MPRA Paper, University Library of Munich, Germany, number 102208.
• Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
• Polbin, Andrey & Shumilov, Andrei, 2020, "Модель Зависимости Обменного Курса Рубля От Цен На Нефть С Марковскими Переключениями Режимов
  [Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime switching approach]," MPRA Paper, University Library of Munich, Germany, number 102450.
• Aknouche, Abdelhakim & Francq, Christian, 2020, "Stationarity and ergodicity of Markov switching positive conditional mean models," MPRA Paper, University Library of Munich, Germany, number 102503, Aug.
• Yaya, OlaOluwa S & Oyekunrin, Oluwaseun A & Ogbonna, Ahamuefula E, 2020, "Life Expectancy in West African Countries: Evidence of Convergence and Catching Up with the North," MPRA Paper, University Library of Munich, Germany, number 102873, Aug.
• Yaya, OlaOluwa S & Olalude, Gbenga A & Olayinka, Hameed A & Jimoh, Toheeb A & Adebiyi, Aliu A, 2020, "Household Expenditure In Africa: Evidence Of Mean Reversion," MPRA Paper, University Library of Munich, Germany, number 102876, Sep.
• del Barrio Castro, Tomás & Rachinger, Heiko, 2020, "Aggregation of Seasonal Long-Memory Processes," MPRA Paper, University Library of Munich, Germany, number 102890, Apr.
• Van, Germinal G., 2020, "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper, University Library of Munich, Germany, number 103153, Sep.
• neifar, malika, 2020, "Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎," MPRA Paper, University Library of Munich, Germany, number 103175, Sep.
• neifar, malika, 2020, "Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎," MPRA Paper, University Library of Munich, Germany, number 103232, Sep.
• Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
• Polbin, Andrey & Kuroedova, Anastasiia, 2020, "Long-run relationship between real consumption and real income in the Russian Federation: An ARDL bounds testing approach," MPRA Paper, University Library of Munich, Germany, number 103981.
• Alkhareif, Ryadh M. & Barnett, William A., 2020, "Nowcasting Real GDP for Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 104278, Nov.
• Yaya, OlaOluwa S & Ajose, Toyin S & Ogbonna, Ahamuefua E, 2020, "Long-range dependence and Trends in Nigerian Popular Music Artists’ Famosity-“Davido”, “Burna Boy”, “Tiwa Savage” and “Wizkid”: Evidence from Google Trends," MPRA Paper, University Library of Munich, Germany, number 104445, Nov.
• Paul, Uttam Chandra, 2020, "The Causal Relationship between Private Sector Credit Growth and Economic Growth in Bangladesh: Use of Toda-Yamamoto Granger Causality test in VAR Model," MPRA Paper, University Library of Munich, Germany, number 104476, Dec, revised 04 Dec 2020.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Gentilucci, Eleonora, 2020, "A causality analysis. Military expenditures and economic growth in USA and China," MPRA Paper, University Library of Munich, Germany, number 104848, Dec.
• Angulo, Laura & Godínez, Raúl & López, Axsell, 2020, "60 años de productividad: Enfoques para su estimación en Nicaragua
  [60 years of productivity: Approaches to its estimation in Nicaragua]," MPRA Paper, University Library of Munich, Germany, number 104943, Dec.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Fajar, Muhammad & Prasetyo, Octavia Rizky & Nonalisa, Septiarida & Wahyudi, Wahyudi, 2020, "Forecasting unemployment rate in the time of COVID-19 pandemic using Google trends data (case of Indonesia)," MPRA Paper, University Library of Munich, Germany, number 105042, Nov, revised 30 Nov 2020.
• Fajar, Muhammad & Hartini, Sri, 2020, "Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting," MPRA Paper, University Library of Munich, Germany, number 105045, Jun, revised 16 Jun 2020.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020, "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 105342, revised Dec 2020.
• Trofimov, Ivan D., 2020, "The J-curve Effect in Agricultural Commodity Trade: An Empirical Study of South East Asian Economies," MPRA Paper, University Library of Munich, Germany, number 106701, Dec.
• Trofimov, Ivan D., 2020, "Real Exchange Rate and the Dynamics of Services Trade Balance in the UK: A Linear and Non-linear ARDL Analysis," MPRA Paper, University Library of Munich, Germany, number 106703, Nov.
• Anderson Roselló, Ray & Villarreal Zan, Ricardo, 2020, "Economic impact of the 2016 Red Tide over the exporting sector of Chile's Tenth Region," MPRA Paper, University Library of Munich, Germany, number 106764, Oct.
• Trofimov, Ivan D., 2020, "The optimum size of public education spending: panel data evidence," MPRA Paper, University Library of Munich, Germany, number 106847, May.
• Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2020, "The Long Run Stability of Money in the Proposed East African Monetary Union," MPRA Paper, University Library of Munich, Germany, number 107089, Jan.
• Vîntu, Denis, 2020, "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper, University Library of Munich, Germany, number 112857, Oct, revised 30 Sep 2020.
• Desogus, Marco, 2020, "The stochastic dynamics of business evaluations using Markov models," MPRA Paper, University Library of Munich, Germany, number 114361.
• Pourghorban, Mojtaba & Mamipour, Siab, 2020, "Modeling and Forecasting the Electricity Price in Iran Using Wavelet-Based GARCH Model," MPRA Paper, University Library of Munich, Germany, number 115042, Aug.
• Ghosh, Prabir Kumar, 2020, "Nexus between Infrastructure and Economic Growth: An Empirical Study in the Post-Reform period in India," MPRA Paper, University Library of Munich, Germany, number 117709, Nov, revised May 2021.
• Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2020, "أثیر سرمایه اجتماعی بر مطالبات بانکی از بخش خصوصی و دولتی با تأکید بر کارآیی مخارج دول
  [The Impact of Social Capital on Bank Claims on the Private and Public Sectors with an Emphasis on Government Expenditure Efficiency]," MPRA Paper, University Library of Munich, Germany, number 127012, Jun, revised 29 Oct 2020.
• Roudari, Soheil & Zarei, Pegah & Tehranchian, Amirmansour, 2020, "بررسی رفتار غیرخطی بی ثباتی مالی در ایران: رهیافت خودرگرسیون برداری ساختاری آستانه ای
  [Examining the Nonlinear Behavior of Financial Instability in Iran: A Threshold Structural Vector Autoregression Approach]," MPRA Paper, University Library of Munich, Germany, number 127021, Aug, revised 30 Jan 2021.
• Roudari, Soheil, 2020, "تاثیر رشد قیمت نفت بر کارایی تسهیلات اعطایی به بخش صنعت: کاربردی از الگوهای Bdea و Str
  [The effect of oil price growth on the efficiency of facilities granted to the industrial sector: Application of BDEA and STR Models]," MPRA Paper, University Library of Munich, Germany, number 127023, Mar.
• Ho, Sy-Hoa & Nguyen, Trung-Thanh & To-The, Nguyen, 2020, "Asymmetry and Symmetry of real exchange rate effect on the bilateral trade balance between Vietnam and the United States: aggregated and disaggregated levels of investigation," MPRA Paper, University Library of Munich, Germany, number 98416, Jan.
• Zanetti Chini, Emilio, 2020, "Dynamic Asymmetry and Fiscal Policy," MPRA Paper, University Library of Munich, Germany, number 98499, Jan.
• Ho, Sy-Hoa & Hafrad, Idir, 2020, "Asymmetric exchange rates pass-through: New evidence from Vietnam," MPRA Paper, University Library of Munich, Germany, number 98651, Feb.
• Zarei, Samira, 2020, "Analyzing the Asymmetric Effects of Inflation and Exchange Rate Misalignments on the Petrochemical Stock index: The Case of Iran," MPRA Paper, University Library of Munich, Germany, number 99101, Feb.
• Neifar, Malika, 2020, "Stock Market Volatility Analysis: A Case Study of TUNindex," MPRA Paper, University Library of Munich, Germany, number 99140, Mar.
• Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Adesiyan, Femi, 2020, "The Persistence of Stock Market Returns during the Presidential elections in Nigeria," MPRA Paper, University Library of Munich, Germany, number 99390, Mar.
• Neifar, Malika, 2020, "Islamic vs Conventional Canadian stock markets : what difference ?," MPRA Paper, University Library of Munich, Germany, number 99608, Apr.
• Bhandari, Avishek, 2020, "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper, University Library of Munich, Germany, number 99653, Apr.
• Jiranyakul, Komain, 2020, "The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression," MPRA Paper, University Library of Munich, Germany, number 99868, Apr.
• Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
• Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020, "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 2020104, Nov.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
• Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020, "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202022, Mar.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
• Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020, "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202031, Apr.
• Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202049, May.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
• Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
• Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020, "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers, University of Pretoria, Department of Economics, number 202063, Jul.
• Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
• Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
• Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
• Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.