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

• J.A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the Determinants of Electricity Demand by South African Households per Income Level," Working Papers, University of Pretoria, Department of Economics, number 202081, Sep.
• Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020, "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202085, Sep.
• Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers, University of Pretoria, Department of Economics, number 202093, Oct.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
• Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
• Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020, "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers, University of Pretoria, Department of Economics, number 202099, Oct.
• Tomáš Jeøábek, 2020, "The Efficiency of GARCH Models in Realizing Value at Risk Estimates," ACTA VSFS, University of Finance and Administration, volume 14, issue 1, pages 32-50.
• António Rua & Nuno Lourenço, 2020, "The DEI: tracking economic activity daily during the lockdown," Working Papers, Banco de Portugal, Economics and Research Department, number w202013.
• Nuttanan Wichitaksorn, 2020, "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 146, Dec.
• Morten Ørregaard Nielsen & Antoine L. Noël, 2020, "To infinity and beyond: Efficient computation of ARCH(\infty) models," Working Paper, Economics Department, Queen's University, number 1425, Nov.
• Samuel Brien & Michael Jansson & Morten Ørregaard Nielsen, 2022, "Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order," Working Paper, Economics Department, Queen's University, number 1429, Mar.
• Fabrizio Iacone & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2020, "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," Working Paper, Economics Department, Queen's University, number 1431, Nov.
• Yiannis Dendramis & Luidas Giraitis & George Kapetanios, 2020, "Estimation of time-varying covariance matrices for large datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 916, Nov.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2020, "A conditional heteroscedastic VaR approach with alternative distributions," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 17, issue 2, pages 81-98, Julio-Dic.
• Alberto Coco & Nicola Viegi, 2020, "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers, South African Reserve Bank, number 10024, Jun.
• Ruqayya Aljifri, 2020, "The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-27, Dec.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2020, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 96, issue 4, pages 545-566.
• Abouzar Taheri & Shahriyar Nessabian & Reza Moghaddasi & Farzin Arbabi & Marjan Damankeshideh, 2020, "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 27, issue 1, pages 52-74.
• Adamu Braimah Abille & Desmond Mbe-Nyire Mpuure, 2020, "Effect of Monetary Policy on Economic Growth in Ghana," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 27, issue 2, pages 110-124.
• Yuri Balagula, 2020, "Forecasting daily spot prices in the Russian electricity market with the ARFIMA model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 57, pages 89-101.
• Anton Skrobotov, 2020, "Survey on structural breaks and unit root tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 96-141.
• Dean Fantazzini, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 59, pages 33-54.
• Viacheslav Kramkov & Andrey Maksimov, 2020, "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 60, pages 48-69.
• Ümit BULUT, 2020, "The Credibility Problem of the Central Bank of the Republic of Turkey: An Empirical Investigation," Bulletin of Economic Theory and Analysis, BETA Journals, volume 5, issue 2, pages 1-15.
• Kamal Lahlou & Hicham Doghmi & Friedrich Schneider, 2020, "The Size and Development of the Shadow Economy in Morocco," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2020-3, Dec.
• Wasiu Bello, 2020, "Public health financing and health outcomes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 13, pages 23-47.
• M. M. Tuncer Caliskan & Hale Kirer Silva Lecuna, 2020, "The Determinants of Banking Sector Profitability in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 1, pages 161-167.
• Fela Ozbey & Semin Paksoy, 2020, "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 385-396.
• Dilek Tandogan & Murat Can Genc, 2020, "Türkiye’de Demokrasinin Doğrudan Yabancı Yatırımlar Üzerindeki Etkisi: ARDL Yaklaşımı (The Effects of Democracy on Foreign Direct Investment in Turkey: ARDL Approach)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 635-646.
• Oktay Ozkan, 2020, "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 703-712.
• Deniz Ikizlerli & Haluk Yener & Burak Alparslan Eroglu, 2020, "The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 939-952.
• Gulcin Tapsin, 2020, "The Role of Share Prices on Monetary Policy: The Case of OECD Countries (Hisse Senedi Fiyatlarının Para Politikasındaki Rolü: OECD Ülkeleri Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 953-968.
• Yann Bilodeau, 2020, "Deep limit order book events dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 20-4, Dec.
• Seungmoon Choi & Jaebum Lee, 2020, "Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 1, pages 61-87, DOI: 10.11644/KIEP.EAER.2020.24.1.372.
• Cândida Ferreira, 2020, "Globalisation and Economic Growth: A Panel Data Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 73, issue 2, pages 187-236.
• James Temitope DADA & Oyinkansola FANOWOPO, 2020, "Economic Growth And Poverty Reduction In Nigeria: The Role Of Institutions," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 7, issue 7, pages 1-15.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long-Run Stability of Money in the ProposedE ast AfricanMonetary Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 3, pages 457-478.
• Hooshmand Hashemi & Teimor Mohamadi & Farzeneh Khalili & Farid Asgari, 2020, "Estimating gasoline product demand in Iran during the period from 1995 to 2017 using the state-space model and relevant guidelines for price liberalizations," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 1-28.
• Yalda Mostafapour & Amir mansour Tehranchian & Ahmad Jafari Samimi & Saeed Rasekhi, 2020, "The Study of Threshold Effects of Exchange Rate Fluctuations on Private Investment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 91-116.
• Zahra Mohamadi Ahmadabadi & Bagher Darvishi, 2020, "Investigating the Iran Tax System Efficiency, Focusing Tax Buoyancy and Elasticity Indexes," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 1-26.
• Moslem Ansarinasab & Vahid Farzam & Azam Asghari Nejad, 2020, "Examining the Balassa-Samuelson hypothesis, with an emphasis on the relative abundance of skilled and unskilled labor: A Markov-Switching approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 27-52.
• Ali Salmanpour Zonouz, 2020, "Evaluating Optimal Path to Economic Growth, Pollution and Capital Accumulation: A Dynamic System Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 53-76.
• Arash Ketabforoush Badri & Akbar Mirzapour Babajan & Beitollah Akbari Moghadam, 2020, "The effect of monetary policy shocks on the price dynamics of industrial commodities selected group in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 129-154.
• Maryam Ghadimi & Mahnaz Rabiei & Abdolah Davani & Abolfazl Shahabadi, 2020, "Investigating the effect of institutional quality (corruption) and lack of financial dominance (central bank independence) on optimal monetary policy using DSGE and STAR approaches," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 241-280.
• Claudia Mabel Bohórquez Coro & Benigno Caballero Claure & Rolando Caballero Martínez, 2020, "Análisis de la inflación en Bolivia. Un enfoque Markov- Switching con tres estados," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 33, pages 213-235.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2020, Feb.
• Xiaobin Liu & Shuping Shi & Jun Yu, 2020, "Persistent and Rough Volatility," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 23-2020, Nov.
• Xiaohu Wang & Weilin Xiao & Jun Yu, 2020, "Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 27-2020, Dec.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Cristina Georgiana ZELDEA & Sun QIANG & Duan WENQI, 2020, "Is the Relationship between Remittances and Economic Growth Influenced by the Governance and Development of the Financial Sector? New Evidence from the Developing Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 37-56, March.
• Nikola RADIVOJEVIĆ & Luka FILIPOVI & Тomislav D. BRZAKOVIĆ, 2020, "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-21, March.
• Ömer YALÇINKAYA & Muhammet DAŞTAN, 2020, "Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 97-116, March.
• Veli YILANCI & Yilmaz OZKAN & Abdulkadir ALTINSOY, 2020, "Testing the Unemployment Hysteresis in G7 Countries: A Fresh Evidence from Fourier Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 49-59, September.
• Zura Kakushadze, 2020, "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 25-33.
• Miguel D. Ramirez, 2020, "Public and Foreign Investment Spending in the Argentine Case. A Cointegration Analysis with Structural Breaks, 1960-2015," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 49-76.
• Tommaso Proietti, 2020, "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 492, Jun, revised 17 Jun 2020.
• Umberto Triacca & Olivier Damette & Alessandro Giovannelli, 2020, "A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process," CEIS Research Paper, Tor Vergata University, CEIS, number 496, Jun, revised 18 Jun 2020.
• Sylvester Ohiomu, 2020, "External Debt and Economic Growth Nexus: Empirical Evidence From Nigeria," The American Economist, Sage Publications, volume 65, issue 2, pages 330-343, October, DOI: 10.1177/0569434520914862.
• Sin-Yu Ho & Bernard Njindan Iyke, 2020, "The Determinants of Economic Growth in Ghana: New Empirical Evidence," Global Business Review, International Management Institute, volume 21, issue 3, pages 626-644, June, DOI: 10.1177/0972150918779282.
• Soo Khoon Goh & Tuck Cheong Tang & Chung Yan Sam, 2020, "Are Major US Trading Partners’ Exports and Imports Cointegrated? Evidence from Bootstrap ARDL," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 1, pages 7-27, February, DOI: 10.1177/0973801019886481.
• Sushil K. Rai & Akhilesh K. Sharma, 2020, "Causal Nexus Between FDI Inflows and Its Determinants in SAARC Countries," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 21, issue 2, pages 193-215, September, DOI: 10.1177/1391561420940838.
• Marcella D'Uva & Mariangela Bonasia & Oreste Napolitano & Elina De Simone, 2020, "Does a better protected environment enhance happiness in European countries?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012458, Feb.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• Rahman Olanrewaju Raji, 2020, "Nutrition Intake, Health Status, Education and Economic Growth: A Causality Investigation," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 79-102, December, DOI: 10.2478/erfin-2020-0005.
• Karolina Konopczak, 2020, "Kwantyfikacja zmian luki VAT: podejście ekonometryczne," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 25-42.
• Diána Ivett Furész & Pongrác Ács, 2020, "The Relation Between National Competition and International Competitiveness," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 87, pages 11-26.
• Sophie Altermatt & Simon Beyeler, 2020, "Shall we twist?," Working Papers, Swiss National Bank, number 2020-11.
• Enzo Rossi & Vincent Wolff, 2020, "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers, Swiss National Bank, number 2020-18.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series, Institute of Economic Research, Seoul National University, number no136, Jun.
• Asiye TÜTÜNCÜ & Burak ŞAHİNGÖZ, 2020, "Arms Race Between Turkey and Greece: Time-Varying Causality Analysis Abstract: An arms race is the dynamic process followed by states in the acquisition of weapons. An arms race requires mutual military expenditures during this process to support the," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Musa BAYIR, 2020, "The Role of House Prices in the Monetary Transmission MechanismAbstract: Housing markets have an essential role in the process leading up to the 2008 financial crisis. The problems in the housing markets started with monetary tightening. These develo," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Mesut Alper GEZER & Ramazan KILIÇ, 2020, "The Impact of Financial Stability on Real Economy in Turkey: Based on Linear and Non-Linear ARDL ModelsAbstract: The stability situation of financial system and its impact on real economy is a discussion subject. The aim of the study is to investigat," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Ali YILDIRIM & Ayten Ayşen KAYA, 2020, "Regional Housing Market in Turkey: Convergence Analysis for NUTS-2 Abstract: Economic impact of price bubbles that may occur in housing market and risks they pose for the housing market make it necessary to observe the course housing prices. Therefor," Sosyoekonomi Journal, Sosyoekonomi Society.
• Yakup SÖYLEMEZ, 2020, "Prediction of Gold Prices Using Multilayer Artificial Neural Networks Method," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Georgios Garafas & Ioannis Sotiropoulos & Georgios Georgakopoulos, 2020, "Human Capital and Economic Growth in Greece: Evidence from the Toda–Yamamoto Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 3-4, pages 6-11, July-Dece.
• Qiang Liu & Shengxia Xu & Xiaoli Lu, 2020, "Imbalance measurement of regional economic quality development: evidence from China," The Annals of Regional Science, Springer;Western Regional Science Association, volume 65, issue 2, pages 527-556, October, DOI: 10.1007/s00168-020-00994-4.
• Joanna Bruzda, 2020, "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 1, pages 309-336, March, DOI: 10.1007/s10100-018-0591-2.
• Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2020, "Market attention and Bitcoin price modeling: theory, estimation and option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 187-228, June, DOI: 10.1007/s10203-019-00262-x.
• Megha Chhabra & Qamar Alam, 2020, "An empirical study of trade openness and inflation in India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 47, issue 1, pages 79-90, March, DOI: 10.1007/s40622-020-00237-7.
• Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," Digital Finance, Springer, volume 2, issue 1, pages 69-96, September, DOI: 10.1007/s42521-020-00019-x.
• 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.
• Firouz Fallahi, 2020, "Persistence and unit root in $$\text {CO}_{2}$$CO2 emissions: evidence from disaggregated global and regional data," Empirical Economics, Springer, volume 58, issue 5, pages 2155-2179, May, DOI: 10.1007/s00181-018-1608-3.
• Khalil Mhadhbi & Chokri Terzi & Ali Bouchrika, 2020, "Banking sector development and economic growth in developing countries: a bootstrap panel Granger causality analysis," Empirical Economics, Springer, volume 58, issue 6, pages 2817-2836, June, DOI: 10.1007/s00181-019-01670-z.
• Kristian Jönsson, 2020, "Real-time US GDP gap properties using Hamilton’s regression-based filter," Empirical Economics, Springer, volume 59, issue 1, pages 307-314, July, DOI: 10.1007/s00181-019-01631-6.
• Andrea Albanese & Bart Cockx & Yannick Thuy, 2020, "Working time reductions at the end of the career: Do they prolong the time spent in employment?," Empirical Economics, Springer, volume 59, issue 1, pages 99-141, July, DOI: 10.1007/s00181-019-01676-7.
• László Kónya, 2020, "Did the unemployment rates converge in the EU?," Empirical Economics, Springer, volume 59, issue 2, pages 627-657, August, DOI: 10.1007/s00181-019-01678-5.
• MeiChi Huang, 2020, "A threshold unobserved components model of housing bubbles: timings and effectiveness of monetary policies," Empirical Economics, Springer, volume 59, issue 2, pages 887-908, August, DOI: 10.1007/s00181-019-01679-4.
• Marcos Álvarez-Díaz, 2020, "Is it possible to accurately forecast the evolution of Brent crude oil prices? An answer based on parametric and nonparametric forecasting methods," Empirical Economics, Springer, volume 59, issue 3, pages 1285-1305, September, DOI: 10.1007/s00181-019-01665-w.
• Saten Kumar & Zhaoyi Cao, 2020, "Testing for structural changes in the Wagner’s Law for a sample of East Asian countries," Empirical Economics, Springer, volume 59, issue 4, pages 1959-1976, October, DOI: 10.1007/s00181-019-01686-5.
• Joshua Cave & Kausik Chaudhuri & Subal C. Kumbhakar, 2020, "Do banking sector and stock market development matter for economic growth?," Empirical Economics, Springer, volume 59, issue 4, pages 1513-1535, October, DOI: 10.1007/s00181-019-01692-7.
• Dong-Yop Oh & Hyejin Lee & Karl David Boulware, 2020, "A comment on interest rate pass-through: a non-normal approach," Empirical Economics, Springer, volume 59, issue 4, pages 2017-2035, October, DOI: 10.1007/s00181-019-01696-3.
• Muhammad Shahbaz & Naceur Khraief & Mantu Kumar Mahalik, 2020, "Investigating the environmental Kuznets’s curve for Sweden: evidence from multivariate adaptive regression splines (MARS)," Empirical Economics, Springer, volume 59, issue 4, pages 1883-1902, October, DOI: 10.1007/s00181-019-01698-1.
• Marián Vávra, 2020, "Assessing distributional properties of forecast errors for fan-chart modelling," Empirical Economics, Springer, volume 59, issue 6, pages 2841-2858, December, DOI: 10.1007/s00181-019-01726-0.
• Lixiong Yang, 2020, "State-dependent biases and the quality of China’s preliminary GDP announcements," Empirical Economics, Springer, volume 59, issue 6, pages 2663-2687, December, DOI: 10.1007/s00181-019-01751-z.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Bedriye Tunçsiper & Huseyin Ozdemir & Muhammad Shahbaz, 2020, "On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 22, issue 8, pages 8097-8134, December, DOI: 10.1007/s10668-019-00563-6.
• Gianna Figà-Talamanca & Marco Patacca, 2020, "Disentangling the relationship between Bitcoin and market attention measures," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 71-91, March, DOI: 10.1007/s40812-019-00133-x.
• Maddalena Cavicchioli & Barbara Pistoresi, 2020, "Unfolding the relationship between mortality, economic fluctuations, and health in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 21, issue 3, pages 351-362, April, DOI: 10.1007/s10198-019-01135-1.
• Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2020, "Asymmetric effects of inequality on real output levels of the United States," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 47-69, March, DOI: 10.1007/s40822-019-00129-x.
• Seref Bozoklu & A. Oguz Demir & Sinan Ataer, 2020, "Reassessing the environmental Kuznets curve: a summability approach for emerging market economies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 3, pages 513-531, September, DOI: 10.1007/s40822-019-00127-z.
• Jorge Silva, 2020, "Impact of public and private sector external debt on economic growth: the case of Portugal," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 4, pages 607-634, December, DOI: 10.1007/s40822-020-00153-2.
• Bibhuti Sarker & Farid Khan, 2020, "Nexus between foreign direct investment and economic growth in Bangladesh: an augmented autoregressive distributed lag bounds testing approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-18, December, DOI: 10.1186/s40854-019-0164-y.
• Robiyanto Robiyanto & Bayu Adi Nugroho & Eka Handriani & Andrian Dolfriandra Huruta, 2020, "Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-29, December, DOI: 10.1186/s40854-020-00199-w.
• Lin Liu & Qiguang Chen, 2020, "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-21, December, DOI: 10.1186/s40854-020-00200-6.
• Yang, Chen & Lv, Fei & Fang, Libing & Shang, Xingxing, 2020, "The pricing efficiency of crude oil futures in the Shanghai International Exchange," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101329.
• Das, Debojyoti & Le Roux, Corlise Liesl & Jana, R.K. & Dutta, Anupam, 2020, "Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101335.
• Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine, 2020, "How the cryptocurrency market has performed during COVID 19? A multifractal analysis," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101647.
• Schadner, Wolfgang, 2020, "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101347.
• Abid, Abir, 2020, "Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101378.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The memory of stock return volatility: Asset pricing implications," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.01.002.
• Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
• Alexander, Carol & Heck, Daniel F., 2020, "Price discovery in Bitcoin: The impact of unregulated markets," Journal of Financial Stability, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfs.2020.100776.
• Chen, Wen-Yi, 2020, "The welfare effect of co-payment adjustments on emergency department visits in medical centers: Evidence from Taiwan," Health Policy, Elsevier, volume 124, issue 11, pages 1192-1199, DOI: 10.1016/j.healthpol.2020.03.013.
• Yaya, OlaOluwa S. & Furuoka, Fumitaka & Pui, Kiew Ling & Jacob, Ray Ikechukwu & Ezeoke, Chinyere M., 2020, "Investigating Asian regional income convergence using Fourier Unit Root test with Break," International Economics, Elsevier, volume 161, issue C, pages 120-129, DOI: 10.1016/j.inteco.2019.11.008.
• Bayramov, Vugar & Rustamli, Nabi & Abbas, Gulnara, 2020, "Collateral damage: The Western sanctions on Russia and the evaluation of implications for Russia’s post-communist neighbourhood," International Economics, Elsevier, volume 162, issue C, pages 92-109, DOI: 10.1016/j.inteco.2020.01.002.
• Xu, Yingying & Lien, Donald, 2020, "Dynamic exchange rate dependences: The effect of the U.S.-China trade war," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101238.
• Montero-Manso, Pablo & Athanasopoulos, George & Hyndman, Rob J. & Talagala, Thiyanga S., 2020, "FFORMA: Feature-based forecast model averaging," International Journal of Forecasting, Elsevier, volume 36, issue 1, pages 86-92, DOI: 10.1016/j.ijforecast.2019.02.011.
• Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 466-479, DOI: 10.1016/j.ijforecast.2019.07.002.
• Monokroussos, George & Zhao, Yongchen, 2020, "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1173-1180, DOI: 10.1016/j.ijforecast.2020.03.004.
• Strohsal, Till & Wolf, Elias, 2020, "Data revisions to German national accounts: Are initial releases good nowcasts?," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1252-1259, DOI: 10.1016/j.ijforecast.2019.12.006.
• Thorbecke, Willem, 2020, "How Japanese firms can weather endaka periods: Evidence from the transportation equipment industry," Japan and the World Economy, Elsevier, volume 56, issue C, DOI: 10.1016/j.japwor.2020.101035.
• Wang, Qi & Wang, Zerong, 2020, "VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105845.
• León, Ángel & Ñíguez, Trino-Manuel, 2020, "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105870.
• Ahmed, Walid M.A., 2020, "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105886.
• Ma, Yuanyuan & Nolan, Anne & Smith, James P., 2020, "Free GP care and psychological health: Quasi-experimental evidence from Ireland," Journal of Health Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.jhealeco.2020.102351.
• Martínez-García, Enrique & Grossman, Valerie, 2020, "Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world," Journal of International Money and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.jimonfin.2019.102103.
• Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020, "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102222.
• Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
• Dahl, Roy Endré & Oglend, Atle & Yahya, Muhammad, 2020, "Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100111.
• Nonejad, Nima, 2020, "A comprehensive empirical analysis of the predictive impact of the price of crude oil on aggregate equity return volatility," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100121.
• Lakshina, Valeriya, 2020, "Do portfolio investors need to consider the asymmetry of returns on the Russian stock market?," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00152.
• Nusair, Salah A., 2020, "The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00153.
• Nonejad, Nima, 2020, "Crude oil price changes and the United Kingdom real gross domestic product growth rate: An out-of-sample investigation," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00154.
• Brown, Leanora & McFarlane, Adian & Campbell, Kaycea & Das, Anupam, 2020, "Remittances and CO2 emissions in Jamaica: An asymmetric modified environmental kuznets curve," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00166.
• Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020, "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00182.
• Karimova, Amira & Simsek, Esra & Orhan, Mehmet, 2020, "Policy implications of the Lucas Critique empirically tested along the global financial crisis," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 153-172, DOI: 10.1016/j.jpolmod.2019.06.003.
• Canofari, Paolo & Marini, Giancarlo & Piergallini, Alessandro, 2020, "Financial Crisis and Sustainability of US Fiscal Deficit: Indicators or Tests?," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 192-204, DOI: 10.1016/j.jpolmod.2019.09.004.
• Cheng, Ka Ming, 2020, "Currency devaluation and trade balance: Evidence from the US services trade," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 20-37, DOI: 10.1016/j.jpolmod.2019.09.005.
• Shah, Syed Hasanat & Hasnat, Hafsa & Cottrell, Simon & Ahmad, Mohsin Hasnain, 2020, "Sectoral FDI inflows and domestic investments in Pakistan," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 96-111, DOI: 10.1016/j.jpolmod.2019.05.007.
• Bystrov, Victor & Mackiewicz, Michał, 2020, "Recurrent explosive public debts and the long-run fiscal sustainability," Journal of Policy Modeling, Elsevier, volume 42, issue 2, pages 437-450, DOI: 10.1016/j.jpolmod.2019.10.002.
• Sethi, Pradeepta & Chakrabarti, Debkumar & Bhattacharjee, Sankalpa, 2020, "Globalization, financial development and economic growth: Perils on the environmental sustainability of an emerging economy," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 520-535, DOI: 10.1016/j.jpolmod.2020.01.007.
• Su, Chi-Wei & Wang, Xiao-Qing & Zhu, Haotian & Tao, Ran & Moldovan, Nicoleta-Claudia & Lobonţ, Oana-Ramona, 2020, "Testing for multiple bubbles in the copper price: Periodically collapsing behavior," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2020.101587.
• Rubaszek, Michał & Karolak, Zuzanna & Kwas, Marek, 2020, "Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101538.
• Akdoğan, Kurmaş, 2020, "Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101653.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2020, "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101740.
• Badeeb, Ramez Abubakr & Lean, Hooi Hooi & Shahbaz, Muhammad, 2020, "Are too many natural resources to blame for the shape of the Environmental Kuznets Curve in resource-based economies?," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101694.
• Solarin, Sakiru Adebola, 2020, "The effects of shale oil production, capital and labour on economic growth in the United States: A maximum likelihood analysis of the resource curse hypothesis," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101799.
• Raheem, Ibrahim D. & Bello, Ajide Kazeem & Agboola, Yusuf H., 2020, "A new insight into oil price-inflation nexus," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101804.
• Kırca, Mustafa & Canbay, Şerif & Pirali, Kerem, 2020, "Is the relationship between oil-gas prices index and economic growth in Turkey permanent?," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101838.
• Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian & Shahzad, Syed Jawad Hussain, 2020, "The predictive power of oil price shocks on realized volatility of oil: A note," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101856.
• Apergis, Nicholas & Carmona-González, Nieves & Gil-Alana, Luis Alberiko, 2020, "Persistence in silver prices and the influence of solar energy," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101857.
• Sarwar, Muhammad Nadeem & Hussain, Hamid & Maqbool, Muhammad Bilal, 2020, "Pass through effects of oil price on food and non-food prices in Pakistan: A nonlinear ARDL approach," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101876.
• Lankester-Campos, Valerie & Loaiza-Marín, Kerry & Monge-Badilla, Carlos, 2020, "Assessing public debt sustainability for Costa Rica using the fiscal reaction function," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100014.
• Agbeyegbe, Terence D., 2020, "Bayesian analysis of output gap in Barbados," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100020.
• Youssef, Manel & Mokni, Khaled, 2020, "Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100625.
• Li, Yuan & Ran, Jimmy, 2020, "Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100655.
• Gao, Guangyuan & Ho, Kin-Yip & Shi, Yanlin, 2020, "Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2018.08.013.
• Zhang, Yugui & Zhu, Jie & Zhu, Xiaoneng, 2020, "Investing for the long run when expected equity premium is nonnegative," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101397.
• Cheng, Hang & Shi, Yongdong, 2020, "Forecasting China's stock market variance," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101421.
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2020, "Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market☆," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101454.
• Kim, Jun & Yoon, Jong Cheol & Jei, Sang Young, 2020, "An empirical analysis of Okun’s laws in ASEAN using time-varying parameter model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123068.
• Boubaker, Heni & Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2020, "Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123093.
• Gil-Alana, Luis A. & Dadgar, Yadollah & Nazari, Rouhollah, 2020, "An analysis of the OPEC and non-OPEC position in the World Oil Market: A fractionally integrated approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 541, issue C, DOI: 10.1016/j.physa.2019.123705.
• Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020, "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 549, issue C, DOI: 10.1016/j.physa.2020.124331.
• Naeem, Muhammad & Umar, Zaghum & Ahmed, Sheraz & Ferrouhi, El Mehdi, 2020, "Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 557, issue C, DOI: 10.1016/j.physa.2020.124885.
• Özer, Mustafa & Malovic, Marko, 2020, "Ball and chain effect: Is Turkey’s growth rate constrained by current account deficit?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 558, issue C, DOI: 10.1016/j.physa.2020.124997.
• Sbrana, Giacomo & Silvestrini, Andrea, 2020, "Forecasting with the damped trend model using the structural approach," International Journal of Production Economics, Elsevier, volume 226, issue C, DOI: 10.1016/j.ijpe.2020.107654.
• Nourzad, Farrokh & Hunter, William & Szczesniak, Katherine, 2020, "Securitization of revolving debt and its determinants," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 240-246, DOI: 10.1016/j.qref.2019.03.009.
• Holland, Marcio & Marçal, Emerson & de Prince, Diogo, 2020, "Is fiscal policy effective in Brazil? An empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 40-52, DOI: 10.1016/j.qref.2019.03.002.
• Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020, "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 198-206, DOI: 10.1016/j.qref.2019.06.003.
• Çekin, Semih Emre & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 207-217, DOI: 10.1016/j.qref.2019.07.004.
• Bouraoui, Taoufik, 2020, "The drivers of Bitcoin trading volume in selected emerging countries," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 218-229, DOI: 10.1016/j.qref.2019.07.003.
• Huerta-Sanchez, Daniel & Jafarinejad, Mohammad & Kim, Dongshin & Soyeh, Kenneth W., 2020, "Disentangling bubbles in equity REITs," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 357-367, DOI: 10.1016/j.qref.2019.09.007.
• Bera, Anil Kumar & Uyar, Umut & Kangalli Uyar, Sinem Guler, 2020, "Analysis of the five-factor asset pricing model with wavelet multiscaling approach," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 414-423, DOI: 10.1016/j.qref.2019.09.014.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "Persistence, non-linearities and structural breaks in European stock market indices," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 50-61, DOI: 10.1016/j.qref.2020.01.007.
• Bilici, Berk & Çekin, Semih Emre, 2020, "Inflation persistence in Turkey: A TVP-estimation approach," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 64-69, DOI: 10.1016/j.qref.2020.04.002.
• Çekin, Semih Emre & Hkiri, Besma & Tiwari, Aviral Kumar & Gupta, Rangan, 2020, "The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 70-87, DOI: 10.1016/j.qref.2020.05.010.
• Jain, Sourabh & Jain, Nikunj Kumar, 2020, "Cost of electricity banking under open-access arrangement: A case of solar electricity in India," Renewable Energy, Elsevier, volume 146, issue C, pages 776-788, DOI: 10.1016/j.renene.2019.06.172.
• Rahman, Mohammad Mafizur & Vu, Xuan-Binh, 2020, "The nexus between renewable energy, economic growth, trade, urbanisation and environmental quality: A comparative study for Australia and Canada," Renewable Energy, Elsevier, volume 155, issue C, pages 617-627, DOI: 10.1016/j.renene.2020.03.135.
• Ghazouani, Tarek & Boukhatem, Jamel & Yan Sam, Chung, 2020, "Causal interactions between trade openness, renewable electricity consumption, and economic growth in Asia-Pacific countries: Fresh evidence from a bootstrap ARDL approach," Renewable and Sustainable Energy Reviews, Elsevier, volume 133, issue C, DOI: 10.1016/j.rser.2020.110094.
• Yamaguchi, Rintaro & Shah, Payal, 2020, "Spatial discounting of ecosystem services," Resource and Energy Economics, Elsevier, volume 62, issue C, DOI: 10.1016/j.reseneeco.2020.101186.
• Lee, Yi-Lung & Ranjbar, Omid & Jahangard, Fateme & Chang, Tsangyao, 2020, "Analyzing slowdown and meltdowns in the African countries: New evidence using Fourier quantile unit root test," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 187-198, DOI: 10.1016/j.iref.2019.10.008.
• Moreira, Afonso M. & Martins, Luis F., 2020, "A new mechanism for anticipating price exuberance," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 199-221, DOI: 10.1016/j.iref.2019.10.006.
• Chen, Wang & Ma, Feng & Wei, Yu & Liu, Jing, 2020, "Forecasting oil price volatility using high-frequency data: New evidence," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 1-12, DOI: 10.1016/j.iref.2019.10.014.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020, "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 93-101, DOI: 10.1016/j.iref.2020.04.014.
• Jung, Alexander, 2020, "An empirical analysis of loan supply and demand in the euro area," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 187-201, DOI: 10.1016/j.iref.2020.06.032.
• Marfatia, Hardik A., 2020, "Investors’ risk perceptions in the US and global stock market integration," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101169.