Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
2020
- 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.
- A. Sankaran & A. Vadivel & M. Abdul Jamal, 2020, "Effects of dynamic variables on industrial output in one of the world’s fastest-growing countries: case evidence from India," Future Business Journal, Springer, volume 6, issue 1, pages 1-8, December, DOI: 10.1186/s43093-020-00023-y.
- Hisakazu Kato, 2020, "Does a relationship between fertility and labor participation of women really exist? Perspectives from time series analysis," International Journal of Economic Policy Studies, Springer, volume 14, issue 1, pages 3-23, February, DOI: 10.1007/s42495-020-00033-2.
- Dong Jin Lee, 2020, "Optimal tests for parameter breaking process in conditional quantile models," The Japanese Economic Review, Springer, volume 71, issue 3, pages 479-510, July, DOI: 10.1007/s42973-019-00035-6.
- Mohammad Reza Alizadeh Emamzadeh, 2020, "Analysis of economic convergence of Islamic justice in selected Islamic countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-10, December, DOI: 10.1186/s40008-020-00191-8.
- Shib Sankar Jana & Tarak Nath Sahu & Krishna Dayal Pandey, 2020, "How far is FDI relevant to India’s foreign trade growth? An empirical investigation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-19, December, DOI: 10.1186/s40008-020-00212-6.
- Janesh Sami, 2020, "Time Series Dynamics of Sugar Export Earnings in Fiji with Multiple Endogenous Structural Breaks: Implications for EU Sugar and Industry Reforms," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 169-189, March, DOI: 10.1007/s40953-019-00173-z.
- Pedro H. Albuquerque, 2020, "Optimal Time Interval Selection in Long-Run Correlation Estimation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 53-79, March, DOI: 10.1007/s40953-019-00175-x.
- Dilip Kumar, 2020, "Value-at-Risk in the Presence of Structural Breaks Using Unbiased Extreme Value Volatility Estimator," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 3, pages 587-610, September, DOI: 10.1007/s40953-020-00197-w.
- Anoop Chaturvedi & Shivam Jaiswal, 2020, "Bayesian Estimation and Unit Root Test for Logistic Smooth Transition Autoregressive Process," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 4, pages 733-745, December, DOI: 10.1007/s40953-019-00193-9.
- Saffet Akdag & Ömer İskenderoglu & Andrew Adewale Alola, 2020, "The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise," Letters in Spatial and Resource Sciences, Springer, volume 13, issue 1, pages 49-65, April, DOI: 10.1007/s12076-020-00244-3.
- Chaido Dritsaki, 2020, "The Stability of Money Demand in the Long Run: An Empirical Study from Italy," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Cross-Section Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-38253-7_25.
- Donald Lien & Chun-Da Chen, 2020, "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, volume 14, issue 5, pages 1047-1075, October, DOI: 10.1007/s11846-018-0324-x.
- Marcos Sanso-Navarro & María Vera-Cabello, 2020, "Income Inequality and Persistence Changes," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 152, issue 2, pages 495-511, November, DOI: 10.1007/s11205-020-02444-2.
- Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco, 2020, "Unemployment and Fertility: A Long Run Relationship," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 152, issue 3, pages 1177-1196, December, DOI: 10.1007/s11205-020-02468-8.
- Antonia López-Villavicencio & Valérie Mignon, 2020, "Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 156, issue 4, pages 835-858, November, DOI: 10.1007/s10290-020-00382-2.
- Charline Uwilingiyimana & Abdou Kâ Diongue, 2020, "Rwanda Currency Market Risk Analysis: Evidence From Asymmetry Effects," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 2, pages 1-2.
- Erhard Reschenhofer & Thomas Stark & Manveer K. Mangat, 2020, "Robust Estimation of the Memory Parameter," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-5.
- Rosa Ferrentino & Luca Vota, 2020, "Are the Italian government's quarantine measures about the Covid-19 lethality effective? A mathematical statistical analysis," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-9.
- Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020, "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers, Statistics Norway, Research Department, number 924, Mar.
- Iyabo Adeola Olanrele & Adedoyin Isola Lawal & Samuel Olatunde Dahunsi & Abiola Ayopo Babajide & Joseph Ojo Iseolorunkanmi & Joseph Ojo Iseolorunkanmi, 2020, "The impact of access to electricity on education and health sectors in Nigeria’s rural communities," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 4, pages 3016-3035, June, DOI: 10.9770/jesi.2020.7.4(30).
- Hameed Khan & Hameed Khan & Imrab Shaheen & Masood Ahmed & Elmin Bakhshaliev & Hashmat Ullah Khan & Asif Kabir, 2020, "Energy infrastructure and foreign direct investment in China," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 1, pages 233-248, September, DOI: 10.9770/jesi.2020.8.1(16).
- Daragh Clancy & Carmine Gabriele & Diana Zigraiova, 2020, "Sovereign bond market spillovers from crisis-time developments in Greece," Working Papers, European Stability Mechanism, number 45, Jun.
- Zacharias Psaradakis & Marian Vavra, 2020, "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2020, Dec.
- Jan F. Kiviet, 2020, "Instrument-free inference under confined regressor endogeneity; derivations and applications," Working Papers, Stellenbosch University, Department of Economics, number 09/2020.
- Aviral Kumar Tiwari & Rangan Gupta & Mark E. Wohar, 2020, "Is the Housing Market in the United States Really Weakly-Efficient?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 14, pages 1124-1134, July, DOI: 10.1080/13504851.2019.1673296.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
- Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar, 2020, "The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 5, pages 528-536, January, DOI: 10.1080/00036846.2019.1654082.
- Andrea Bastianin, 2020, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Applied Economics, Taylor & Francis Journals, volume 52, issue 7, pages 637-670, February, DOI: 10.1080/00036846.2019.1640862.
- Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020, "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1109-1127, April, DOI: 10.1080/02664763.2019.1663157.
- Hossein Hassani & Mohammad Reza Yeganegi & Juncal Cuñado & Rangan Gupta, 2020, "Forecasting interest rate volatility of the United Kingdom: evidence from over 150 years of data," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 6, pages 1128-1143, April, DOI: 10.1080/02664763.2019.1666093.
- Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino, 2020, "Markov-Switching Three-Pass Regression Filter," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 285-302, April, DOI: 10.1080/07350015.2018.1497508.
- Francis Leni Anguyo & Rangan Gupta & Kevin Kotzé, 2020, "Inflation dynamics in Uganda: a quantile regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 13, issue 2, pages 161-187, May, DOI: 10.1080/17520843.2019.1596963.
- David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1769348-176, January, DOI: 10.1080/23322039.2020.1769348.
- Georges Dionne & Xiaozhou Zhou, 2020, "The dynamics of ex-ante weighted spread: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 4, pages 593-617, April, DOI: 10.1080/14697688.2019.1690160.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020, "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
- Andrew Phiri & Doreen Mukuku, 2020, "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," Review of Social Economy, Taylor & Francis Journals, volume 78, issue 4, pages 532-560, October, DOI: 10.1080/00346764.2019.1630667.
- Özcan Karahan, 2020, "Sustainability of Current Account Deficit in Turkey," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 13, issue 2, pages 62-69, September.
- Bernd Schwaab & Xin Zhang & Andre Lucas, 2020, "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-076/III, Nov.
- Olivier DAMETTE & Qing PEI, 2020, "Changement climatique et migrations : un nouveau regard à travers les migrations nomades dans la Chine historique," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 51, pages 17-30.
- George Monokroussos & Yongchen Zhao, 2020, "Nowcasting in Real Time Using Popularity Priors," Working Papers, Towson University, Department of Economics, number 2020-01, Feb, revised Feb 2020.
- Katarzyna Anna BARAN, 2020, "The Impact of Macroeconomic and Institutional Factors on Economic Growth in the CEE-4 Countries," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 4, issue 2, pages 1-26, DOI: 10.1991/jefa.v4i2.a34.
- Angeletos, George-Marios & Collard, Fabrice & Dellas, Harris, 2020, "Business Cycle Anatomy," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1065, Jan.
- Kim, Jihyun & Park, Joon & Wang, Bin, 2020, "Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1096, May.
- Amassoma Ditimi & Azeez Oluwatobiloba, 2020, "Capital Inflows, Financial Deepening And Economic Growth Nexus: The Missing Link," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 18, issue 1, pages 61-73, May.
- Kang, Natasha & Marmer, Vadim, 2020, "Modeling Long Cycles," Economics working papers, Vancouver School of Economics, number vadim_marmer-2020-3, Oct, revised 26 Oct 2020.
- Julio Tascón Fernández & María Gómez Martín, 2020, "Explorando las relaciones de la Inversión Extranjera Directa en España desde los años 70: el enfoque ARDL
[Exploring the linkages of Foreign Direct Investment in Spain since 1970’s: an ARDL approach]," Papeles de Europa, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Estudios Internacionales (ICEI), volume 33, issue 1, pages 39-54, DOI: 10.5209/pade.63910. - Oluwasegun B. Adekoya, 2020, "Long Memory in the Energy Consumption by Source of the United States: Fractional Integration, Seasonality Effect and Structural Breaks," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 1 Year 20, pages 31-48, June.
- Olivier DAMETTE & Claude DIEBOLT & Stephane GOUTTE & Umberto TRIACCA, 2020, "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-20.
- Claude Diebolt & Magali Jaoul-Grammare & Faustine Perrin, 2020, "Scolarisation de masse des garçons et des filles. Financement public de l’instruction primaire et croissance économique en France au XIXème siècle," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-51.
- Isabelle Do Santos, 2020, "Préface : Economie informelle et performances budgétaires : Une analyse par les régressions quantiles en panel," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-53.
- Juan Equiza-Goñi, 2020, "WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/20, Mar.
- Tony Addison & Atanu Ghoshray, 2020, "Discerning trends in international metal prices in the presence of non-stationary volatility," WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER), number wp-2020-104.
- Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
- Santiago José Gahn, 2020, "Autonomous components of aggregate demand and capital accumulation in Richard Cantillon’s Essai? An inquiry through the lens of modern demand-led growth theory," Department of Economics University of Siena, Department of Economics, University of Siena, number 846, Nov.
- Muthe Mathias Mwampashi & Christina Sklibosios Nikitopoulos & Otto Konstandatos & Alan Rai, 2020, "Wind Generation and the Dynamics of Electricity Prices in Australia," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 416, Dec.
- Christina Sklibosios Nikitopoulos & Alice Thomas & Jianxin Wang, 2020, "The Economic Impact of Volatility Persistence on Energy Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 417, Dec.
- Filippo Beltrami & Andrew Burlinson & Luigi Grossi & Monica Giulietti & Paul Rowley & Grant Wilson, 2020, "Where did the time (series) go? Estimation of marginal emission factors with autoregressive components," Working Papers, University of Verona, Department of Economics, number 02/2020, Jan.
- SAHIN, Emrah & GUNGOR, Selim & KARACA, Suleyman Serdar, 2020, "Empirical Analysis Of The Relationship Between Purchasing Managers Index And Bist Industrial Index Under Structural Breaks," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 3, pages 6-22, September.
- Zorica Mladenović & Slađana Bodor, 2020, "Dynamics of the Real Exchange Rate in European Emerging Economies: Evidence from Quantile Regression," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 1, pages 27-50.
- Harun Terzi & Ugur Korkut Pata, 2020, "Is the Pollution Haven Hypothesis (PHH) Valid for Turkey?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 1, pages 93-109.
- José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2020, "The Role of Eonia in the Dynamics of Short-Term Interbank Rates," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 2, pages 225-240.
- Grzegorz Waszkiewicz, 2020, "Defence Spending and Economic Growth in the Visegrad Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 4, pages 539-556.
- Margarita Shopova & Evgeni Ovchinnikov, 2020, "Dynamics Of The Indicators For Assessing The Progress Of Bulgaria In The Context Of The European Pillar Of Social Rights," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 198-209.
- Rasaki O. KAREEM & Rukayat A. ARIJE & Yusuf H. Avovome, 2020, "Value Added Tax and Economic Growth in Nigeria (1994 – 2017)," Business & Management Compass, University of Economics Varna, issue 2, pages 137-152.
- Žmuk Berislav & Kovač Matej, 2020, "Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 6, issue 1, pages 27-42, May, DOI: 10.2478/crebss-2020-0003.
- Gürsakal Necmi & Yilmaz Fırat Melih & Uğurlu Erginbay, 2020, "Finding Opportunity Windows in Time Series Data Using the Sliding Window Technique: the Case of Stock Exchanges," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 3, pages 1-19, September, DOI: 10.15611/eada.2020.3.01.
- Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2020, "Re-Evaluation of World Population Figures: Politics and Forecasting Mechanics," Economics and Business, Paradigm, volume 34, issue 1, pages 104-125, February, DOI: 10.2478/eb-2020-0008.
- Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2020, "Re-Evaluation of World Population Figures: Politics and Forecasting Mechanics," Economics and Business, Paradigm, volume 34, issue 1, pages 104-125, February, DOI: 10.2478/eb-2020-0008.
- Dada James Temitope & Olomola Philip Akanni & Ajide Folorunsho Monsur, 2020, "Productivity Bias Hypothesis: New Evidence from Parallel Market Exchange Rate," Economics, Sciendo, volume 8, issue 1, pages 31-40, June, DOI: 10.2478/eoik-2020-0003.
- Longe Adedayo Emmanuel & Adebayo Emmanuel Olajide & Muhammad Shehu & Adelokun Oluwole Oluniyi, 2020, "Energy Consumption and Foreign Direct Investment in Nigeria: A Structural Break Analysis," Economic Themes, Paradigm, volume 58, issue 2, pages 187-201, June, DOI: 10.2478/ethemes-2020-0011.
- Frenkel Michael & Zimmermann Lilli, 2020, "What Drives Germany's Exports?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 2, pages 99-108, June, DOI: 10.2478/ijme-2020-0013.
- Frenkel Michael & Zimmermann Lilli, 2020, "What Drives Germany's Exports?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 2, pages 99-108, June, DOI: 10.2478/ijme-2020-0013.
- Hegerty Scott W., 2020, "Housing loans and domestic credit in the Baltic States and Poland: Structural breaks and macroeconomic determinants," Journal of Economics and Management, Paradigm, volume 42, issue 4, pages 48-69, December, DOI: 10.22367/jem.2020.42.03.
- Ozdemir Dicle, 2020, "Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market," Real Estate Management and Valuation, Sciendo, volume 28, issue 2, pages 89-99, June, DOI: 10.1515/remav-2020-0018.
- Hicham Ayad, 2020, "Money Supply, Inflation and Economic Growth: Co-Integration and Causality Analysis," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 65, issue 2, pages 29-45, August, DOI: 10.2478/subboec-2020-0008.
- Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
- Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
- Paweł Sakowski & Anna Turovtseva, 2020, "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-41.
- Paweł Sakowski & Daria Turovtseva, 2020, "Does Bitcoin Improve Investment Portfolio Efficiency?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-42.
- Dinghai Xu, 2020, "Canadian Stock Market Volatility under COVID-19," Working Papers, University of Waterloo, Department of Economics, number 2001, May, revised May 2020.
- Christian Glocker & Serguei Kaniovski, 2020, "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers, WIFO, number 614, Oct.
- Juan Carlos Cuestas, 2020, "Changes in sovereign debt dynamics in Central and Eastern Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 63-71, January, DOI: 10.1002/ijfe.1728.
- Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020, "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 373-390, June, DOI: 10.1002/jae.2754.
- Adam Clements & Mark Bernard Doolan, 2020, "Combining multivariate volatility forecasts using weighted losses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 4, pages 628-641, July, DOI: 10.1002/for.2647.
- Andrea Bucci, 2020, "Cholesky–ANN models for predicting multivariate realized volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 865-876, September, DOI: 10.1002/for.2664.
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
- Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
- Pierre Perron & Yohei Yamamoto & Jing Zhou, 2020, "Testing jointly for structural changes in the error variance and coefficients of a linear regression model," Quantitative Economics, Econometric Society, volume 11, issue 3, pages 1019-1057, July, DOI: 10.3982/QE1332.
- Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020, "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 02, pages 257-273, March, DOI: 10.1142/S0217590817500096.
- Mustafa Utku Özmen, 2020, "In Pursuit Of Understanding Markups In Restaurant Services Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 06, pages 1423-1437, December, DOI: 10.1142/S0217590818500091.
- Gaetano Perone, 2020, "An ARIMA model to forecast the spread and the final size of COVID-2019 epidemic in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/07, Apr.
- Perone, G., 2020, "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/18, Nov.
- Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020, "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers, Department of Economics, University of York, number 20/09, Aug.
- Masoud Shirazi Abdolrasoul Ghasemi Teymour Mohammadi Jurica Šimurina Ali Faridzad Atefeh Taklif, 2020, "A Dynamic Network Comparison Analysis of Crude Oil Trade: Evidence from Eastern Europe and Eurasia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 1, pages 95-119, May, DOI: 10.2478/zireb-2020-0007.
- Ollech, Daniel & Webel, Karsten, 2020, "A random forest-based approach to identifying the most informative seasonality tests," Discussion Papers, Deutsche Bundesbank, number 55/2020.
- Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
- Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020, "The Impact of Exchange Rate volatility on Banking Performance (case of Iran)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 12, issue 1, pages 39-56, DOI: 10.22111/ijbds.2020.5436.
- Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020, "The Impact of Macroprudential Policies on the Vulnerability of the Banking System: Dynamic Panel Model," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 4, pages 357-379, DOI: 10.29252/jme.15.4.357.
- Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-006.
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2020, "Unconventional monetary policy and inflation expectations in the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 837, DOI: 10.4419/86788970.
- Broll, Udo & Förster, Andreas, 2020, "Market risk: Exponential weighting in the value-at-risk calculation," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 04/20.
- Pasch, Sandra & Dany-Knedlik, Geraldine, 2020, "On the cyclicity of the income distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224654.
- Petar Soric & Mateo Zokalj & Marija Logarusic, 2020, "Economic determinants of Croatian consumer confidence: real estate prices vs. macroeconomy," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 18, issue 2B, pages 240-257.
- David Carl & Christian Ewerhart, 2020, "Ethereum gas price statistics," ECON - Working Papers, Department of Economics - University of Zurich, number 373, Dec.
- Pedro Albuquerque, 2020, "Optimal Time Interval Selection in Long-Run Correlation Estimation," Post-Print, HAL, number hal-02482675, Mar, DOI: 10.1007/s40953-019-00175-x.
- Valérie Mignon & Antonia Lopez Villavicencio, 2020, "Exchange rate pass-through to import prices: Accounting for changes in the Eurozone trade structure," Post-Print, HAL, number hal-02652299, Jul, DOI: 10.1007/s10290-020-00382-2.
- Taoufik Bouraoui, 2020, "The drivers of Bitcoin trading volume in selected emerging countries," Post-Print, HAL, number hal-03004413, May, DOI: 10.1016/j.qref.2019.07.003.
- Valérie Mignon & Antonia Lopez Villavicencio, 2020, "On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?," Post-Print, HAL, number hal-03027209.
- George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2020, "Business-Cycle Anatomy," Post-Print, HAL, number hal-03039252, Oct, DOI: 10.1257/aer.20181174.
- Matteo Mogliani & Anna Simoni, 2020, "Bayesian MIDAS penalized regressions: Estimation, selection, and prediction," Post-Print, HAL, number hal-03089878, Aug, DOI: 10.1016/j.jeconom.2020.07.022.
- Faheem Aslam & Yasir Tariq Mohmand & Saqib Aziz & Jamal Ouenniche, 2020, "A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market," Post-Print, HAL, number hal-03160685, Dec, DOI: 10.1016/j.jbef.2020.100418.
- Tunç Durmaz & Aude Pommeret & Hüseyin Tastan, 2020, "Estimation of residential electricity demand in Hong Kong under electricity charge subsidies," Post-Print, HAL, number hal-03969145, Jul, DOI: 10.1016/j.eneco.2020.104742.
- Christian Francq & Jean-Michel Zakoïan, 2020, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Post-Print, HAL, number hal-05417259, Aug, DOI: 10.1016/j.jeconom.2019.12.008.
- Antonia López-Villavicencio & Valérie Mignon, 2020, "Exchange rate pass-through to import prices: accounting for changes in the eurozone trade structure," Post-Print, HAL, number hal-05455964, Jun, DOI: 10.1007/s10290-020-00382-2.
- Frédérique Bec & Mélika Ben Salem, 2020, "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Post-Print, HAL, number halshs-03954158.
- Frédérique Bec & Mélika Ben Salem, 2020, "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03954158.
- Frédérique Bec & Mélika Ben Salem, 2020, "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," PSE Working Papers, HAL, number hal-02908680, Jul.
- Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2026, "Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model," PSE Working Papers, HAL, number halshs-02443364, Mar.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Inference on time-invariant variables using panel data: a pretest estimator," PSE Working Papers, HAL, number halshs-03059883, Dec, DOI: 10.2139/ssrn.3165633.
- Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Qiang Ji, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Working Papers, HAL, number hal-02501815, Apr.
- Frédérique Bec & Mélika Ben Salem, 2020, "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Working Papers, HAL, number hal-02908680, Jul.
- Sophie Panel & Antoine Pietri, 2020, "God did not save the kings: Environmental consequences of the 1982 Falklands War," Working Papers, HAL, number hal-03009238, Nov.
- Olivier Damette & Claude Diebolt & Stephane Goutte & Umberto Triacca, 2020, "Cliometrics of Climate Change," Working Papers, HAL, number hal-03215675, Apr.
- Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2026, "Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model," Working Papers, HAL, number halshs-02443364, Mar.
- Frédérique Bec & Alain Guay, 2020, "A simple unit root test consistent against any stationary alternative," Working Papers, HAL, number halshs-03010256, Nov.
- Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Inference on time-invariant variables using panel data: a pretest estimator," Working Papers, HAL, number halshs-03059883, Dec, DOI: 10.2139/ssrn.3165633.
- Sophie Panel & Antoine Pietri, 2020, "God did not save the kings: Environmental consequences of the 1982 Falklands War," CEE-M Working Papers, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro, number hal-03009238, Nov.
- Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The Long Memory of Equity Volatility and the Macroeconomy: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-667, Feb.
- Sibbertsen, Philipp & Wenger, Kai & Wingert, Simon, 2020, "Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-676, Nov.
- Mile Bošnjak & Vlatka Bilas & Ivan Novak, 2020, "Re-Examining Purchasing Power Parity In Croatia: Quantile Autoregression Approach," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 71, issue 3, pages 203-214, DOI: 10.32910/ep.71.3.1.
- Ivana Pavić, 2020, "Analysis Of Changes In International Financial Reporting Standards And Its Effects On Comparability And Consistency Of Financial Statements," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 71, issue 4, pages 331-357, DOI: 10.32910/ep.71.4.2.
- Nicola Rubino, 2020, "Oil Volatility Pass Through And Real Exchange Misalignment In Leading Commodity Exporting Countries," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 71, issue 6, pages 579-606, DOI: 10.32910/ep.71.6.2.
- Ahmed, Ali & Granberg, Mark & Troster, Victor & Uddin, Gazi Salah, 2020, "Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States," LiU Working Papers in Economics, Linköping University, Division of Economics, Department of Management and Engineering, number 7, May.
- Kiss, Tamás & Österholm, Pär, 2020, "Corona, Crisis and Conditional Heteroscedasticity," Working Papers, Örebro University, School of Business, number 2020:2, Mar.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020, "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers, Örebro University, School of Business, number 2020:13, Oct.
- Schwaab, Bernd & Zhang, Xin & Lucas, André & D’Innocenzo, Enzo, 2020, "Modeling extreme events:time-varying extreme tail shape," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 399, Dec, revised 01 Jun 2023.
- Lundström, Christian, 2020, "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies, Umeå University, Department of Economics, number 974, May.
- Yuri Polunin & Andrei Yudanov, 2020, "Method for Analyzing Economic Processes in Conditions of Instability (on the Example of Analyzing the Dynamics of Revenue of Russian Companies)," HSE Economic Journal, National Research University Higher School of Economics, volume 24, issue 4, pages 622-649.
- Inna S. Lola & Anton Manukov, 2020, "Forecasting Employment In Small Businesses In Russia: The Relevance Of Business Tendency Surveys," HSE Working papers, National Research University Higher School of Economics, number WP BRP 113/STI/2020.
- Parewangi, Andi M. Alfian & Iskandar, Azwar, 2020, "The Nexus of Islamic Finance and Poverty," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 61, issue 2, pages 111-139, December, DOI: 10.15057/hje.2020006.
- Chiu, Eric M.P., 2020, "Reexamining the Macroeconomic Policy Cycle in Taiwan: Evidence from the Central Bank’s Monetary Reaction Function," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 61, issue 2, pages 89-110, December, DOI: 10.15057/hje.2020005.
- Lankester Campos, Valerie & Loaiza Marín, Kerry & Monge Badilla, Carlos, 2020, "Primary Balance: Sustainability Analysis under Uncertainty," IDB Publications (Working Papers), Inter-American Development Bank, number 10780, Oct, DOI: http://dx.doi.org/10.18235/0002800.
- Tasiu Tijjani Sabiu & Muhamad Abduh, 2020, "Islamic Financial Development And Economic Growth In Nigeria: A Bounds Testing Approach," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 3, pages 597-620, August, DOI: https://doi.org/10.21098/jimf.v6i3..
- Burhanuddin, 2020, "Investigating Volatility Behaviour: Empirical Evidence From Islamic Stock Indices," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 4, pages 729-746, November, DOI: https://doi.org/10.21098/jimf.v6i4..
- K.P. Prabheesh & Nisful Laila, 2020, "Asymmetric Effect of Crude Oil and Palm Oil Prices on Economic Growth: Evidence from Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue 2, pages 253-268, July, DOI: https://doi.org/10.21098/bemp.v23i1.
- 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.
Printed from https://ideas.repec.org/j/C22-24.html