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

• Acereda, Beatriz & Leon, Angel & Mora, Juan, 2020, "Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.04.037.
• Park, Jong Jun & Jang, Hyun Jin & Jang, Jiwook, 2020, "Pricing arithmetic Asian options under jump diffusion CIR processes," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.017.
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2020, "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.016.
• Goswami, Samrat & Gupta, Rangan & Wohar, Mark E., 2020, "Historical volatility of advanced equity markets: The role of local and global crises," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.013.
• Gerritsen, Dirk F. & Bouri, Elie & Ramezanifar, Ehsan & Roubaud, David, 2020, "The profitability of technical trading rules in the Bitcoin market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.011.
• Turattia, Douglas Eduardo & Mendes, Fernando Henrique P.S. & Caldeira, João Frois, 2020, "Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.025.
• Cheng, Hui-Pei & Yen, Kuang-Chieh, 2020, "The relationship between the economic policy uncertainty and the cryptocurrency market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101308.
• Ballinari, Daniele & Behrendt, Simon, 2020, "Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101479.
• 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.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020, "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101197.
• Rehman, Faheem Ur & Khan, Muhammad Asif & Khan, Muhammad Atif & Pervaiz, Khansa & Liaqat, Idrees, 2020, "The causal, linear and nonlinear nexus between sectoral FDI and infrastructure in Pakistan: Using a new global infrastructure index," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101129.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "High and low prices and the range in the European stock markets: A long-memory approach," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101126.
• Fontanari, Claudia & Palumbo, Antonella & Salvatori, Chiara, 2020, "Potential Output in Theory and Practice: A Revision and Update of Okun's Original Method," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 247-266, DOI: 10.1016/j.strueco.2020.04.008.
• Bunea, Anita M. & Della Posta, Pompeo & Guidolin, Mariangela & Manfredi, Piero, 2020, "What do adoption patterns of solar panels observed so far tell about governments’ incentive? Insights from diffusion models," Technological Forecasting and Social Change, Elsevier, volume 160, issue C, DOI: 10.1016/j.techfore.2020.120240.
• Shahbaz, Muhammad & Nasir, Muhammad Ali & Hille, Erik & Mahalik, Mantu Kumar, 2020, "UK's net-zero carbon emissions target: Investigating the potential role of economic growth, financial development, and R&D expenditures based on historical data (1870–2017)," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120255.
• Melser, Daniel, 2020, "Estimating the housing capitalization effects of new infrastructure: Should we be using rents instead of prices?," Transportation Research Part A: Policy and Practice, Elsevier, volume 138, issue C, pages 402-421, DOI: 10.1016/j.tra.2020.04.016.
• Kaila, Heidi & Singhal, Saurabh & Tuteja, Divya, 2020, "Development programs, security, and violence reduction: Evidence from an insurgency in India," World Development, Elsevier, volume 130, issue C, DOI: 10.1016/j.worlddev.2020.104911.
• Bronnmann, Julia & Smith, Martin D. & Abbott, James & Hay, Clinton J. & Næsje, Tor F., 2020, "Integration of a local fish market in Namibia with the global seafood trade: Implications for fish traders and sustainability," World Development, Elsevier, volume 135, issue C, DOI: 10.1016/j.worlddev.2020.105048.
• Younes Gholizadeh, 2020, "Causality Relationship between Energy Consumption and Economic Growth in the European Union Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/12, Oct.
• Laurent Ferrara & Joseph Yapi, 2020, "Measuring Exchange Rate Risks During Periods of Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-60, Jun.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2020, "Uncertainty and Monetary Policy During Extreme Events," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-80, Sep.
• Joshua C.C. Chan & Rodney W. Strachan, 2020, "Bayesian State Space Models in Macroeconometrics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-90, Oct.
• Christiane Baumeister & Pierre Guerin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-93, Oct.
• Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020, "High-Frequency Monitoring of Growth-at-Risk," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-97, Nov.
• Christian Huanto & Cesar Ramos, 2020, "Efectos de Movimientos del Tipo de Cambio Real en un Modelo Teórico para Bolivia," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 3, issue 2, pages 85-114, Diciembre.
• Frédérique Bec & Alain Guay, 2020, "A simple unit root test consistent against any stationary alternative," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-10.
• Frédérique Bec & Mélika Ben Salem, 2020, "An asymmetrical overshooting correction model for G20 nominal effective exchange rates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2020-11.
• Cindy S. H. Wang & Shui Ki Wan, 2020, "A VAR Approach to Forecasting Multivariate Long Memory Processes Subject to Structural Breaks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041004.
• Andrew Phiri, 2020, "Endogenous monetary approach to optimal inflation–growth nexus in Swaziland," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 11, issue 4, pages 559-571, March, DOI: 10.1108/AJEMS-07-2018-0217.
• Clement Moyo & Pierre Le Roux, 2020, "Financial development and economic growth in SADC countries: a panel study," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 12, issue 1, pages 71-89, October, DOI: 10.1108/AJEMS-10-2018-0329.
• Yan Li & Lian Luo & Chao Liang & Feng Ma, 2020, "The role of model bias in predicting volatility: evidence from the US equity markets," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 1, pages 140-155, October, DOI: 10.1108/CFRI-04-2020-0037.
• Ayşegül Kirkpınar, 2020, "Volatility spillover from oil prices to precious metals under different regimes," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Business Economics and Finance", DOI: 10.1108/S1569-375920200000104005.
• Roseline Tapuwa Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2020, "The human capital–economic growth nexus in SSA countries: what can strengthen the relationship?," International Journal of Social Economics, Emerald Group Publishing Limited, volume 47, issue 9, pages 1143-1159, July, DOI: 10.1108/IJSE-08-2019-0515.
• Virginia De Jorge-Huertas & Justo De Jorge-Moreno, 2020, "Analysis of the effects of (de)regulation on housing prices in Spain 1977–2019," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 6, pages 1194-1206, November, DOI: 10.1108/JES-01-2020-0008.
• Martin B. Schmidt, 2020, "Labor demographics and productivity: all-star roster turnover and foreigners," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 1, pages 243-254, May, DOI: 10.1108/JES-01-2020-0043.
• Alessandro Bellocchi & Edgar Sanchez Carrera & Giuseppe Travaglini, 2020, "Asymmetries in the euro area and TFP growth: evidence from three major European economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 5, pages 945-967, September, DOI: 10.1108/JES-03-2020-0134.
• Diego Ferreira & Andreza Aparecida Palma & Marcos Minoru Hasegawa, 2020, "Time-varying monetary policy reaction function under asymmetric preferences: revisiting the Brazilian inflation targeting experience," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 4, pages 893-911, September, DOI: 10.1108/JES-05-2019-0199.
• Hardik Marfatia, 2020, "Evaluating the forecasting power of foreign Country's income growth: a global analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1071-1092, April, DOI: 10.1108/JES-06-2019-0261.
• Saeed Moshiri & Arian Daneshmand, 2020, "How effective is government spending on environmental protection in a developing country?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 4, pages 789-803, February, DOI: 10.1108/JES-12-2018-0458.
• Jing Chen & David G. McMillan, 2020, "Stock returns, illiquidity and feedback trading," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 135-145, March, DOI: 10.1108/RAF-02-2017-0024.
• Noha Hesham Ghazy & Hebatallah Ghoneim & Dimitrios Paparas, 2020, "The validity of Wagner’s law in Egypt from 1960–2018," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 6, issue 2, pages 98-117, November, DOI: 10.1108/REPS-01-2020-0004.
• Satish Kumar & Riza Demirer & Aviral Kumar Tiwari, 2020, "Oil and risk premia in equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 697-723, September, DOI: 10.1108/SEF-03-2020-0059.
• David G. McMillan, 2020, "Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 561-582, June, DOI: 10.1108/SEF-08-2019-0330.
• Mark J. Holmes & Jesús Otero, 2020, "A tale of two coffees? Analysing interaction and futures market efficiency," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 89-109, February, DOI: 10.1108/SEF-09-2019-0356.
• Sercan Demiralay & Nikolaos Hourvouliades & Athanasios Fassas, 2020, "Dynamic co-movements and directional spillovers among energy futures," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 673-696, June, DOI: 10.1108/SEF-09-2019-0374.
• Mohammed M. Elgammal & Fatma Ehab Ahmed & David G. McMillan, 2020, "The information content of US stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 2, pages 323-346, June, DOI: 10.1108/SEF-10-2019-0385.
• Franses, Ph.H.B.F., 2020, "An introduction to time-varying lag autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-05, Apr.
• İsmail Kavaz, 2020, "Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey," International Econometric Review (IER), Economic Research Association, volume 12, issue 2, pages 98-111, September.
• Uzma Khan, 2020, "Does Tourism Boost Economic Growth: Evidence from Italy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 214-222.
• Antonios Adamopoulos, 2020, "Financial Development and Economic Growth: An Empirical Investigation of three European Union Member - Countries," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 10, issue 1, pages 3-24.
• Jerzy Boehlke & Marcin Faldzinski & Maciej Galecki & Magdalena Osinska, 2020, "Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 292-304.
• Antonios Adamopoulos & Eleftherios I. Thalassinos, 2020, "Tourism Development and Economic Growth: A Comparative Study for the G-6 Leaders," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 368-380.
• Mehman Karimov & Anett Paradi-Dolgos & Rita Koroseczne Pavlin, 2020, "An Empirical Analysis of the Relationship between Foreign Direct Investment and Unemployment Rate: Evidence from Turkey," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 453-464.
• Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020, "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-30.
• Bartlomiej H. Toszek, 2020, "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1024-1032.
• Grzegorz Przekota, 2020, "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 883-896.
• Anna Warchlewska & Krzysztof Waliszewski, 2020, "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 97-114.
• Alexandros Pasiouras & Theodoros Daglis, 2020, "The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 352-361.
• Katarzyna Witczynska, 2020, "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 648-658.
• Krzysztof Waliszewski & Anna Warchlewska, 2020, "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 893-904.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020, "Stock market volatility and jumps in times of uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29200, Nov.
• Violaine Faubert, 2020, "Is the Irish Phillips Curve broken?," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 133, Oct.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020, "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/021, Jan.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long Run Stability of Money in the Proposed East African Monetary Union," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/034, Jan.
• Gerard Bikorimana & Charles Rutikanga & Didier Mwizerwa, 2020, "Linking energy consumption with economic growth: Rwanda as a case study," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2020, issue 2, pages 181-200.
• Xin Jin, 2020, "A Bayesian Nonparametric Investigation of the Predictive Effect of Exchange Rates on Commodity Prices," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 179-210, June.
• Harri Pönkä & Markku Stenborg, 2020, "Forecasting the state of the Finnish business cycle," Finnish Economic Papers, Finnish Economic Association, volume 29, issue 1, pages 81-99, Spring.
• Bo Zhao, 2020, "Forecasting the New England States’ Tax Revenues in the Time of the COVID-19 Pandemic," Current Policy Perspectives, Federal Reserve Bank of Boston, number 88356, Jul.
• Enrique Martínez García & Efthymios Pavlidis & Kostas Vasilopoulos, 2020, "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 383, May, revised 19 Oct 2021, DOI: 10.24149/gwp383r1.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 394, Aug, revised 05 Aug 2024, DOI: 10.24149/gwp394r3.
• Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020, "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers, Federal Reserve Bank of Dallas, number 2019, Jun, DOI: 10.24149/wp2019.
• Atsushi Inoue & Lutz Kilian, 2020, "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers, Federal Reserve Bank of Dallas, number 2022, Jul, DOI: 10.24149/wp2022.
• Atsushi Inoue & Lutz Kilian, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2030, Dec, DOI: 10.24149/wp2030.
• Francis X. Diebold & Glenn D. Rudebusch, 2020, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-02, Jan, DOI: 10.24148/wp2020-02.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-08, Feb, DOI: 10.24148/wp2020-08.
• Jan J. J. Groen & Michael Nattinger, 2020, "Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 4, pages 39-68, October.
• Gianluca Benigno & Jan J. J. Groen, 2020, "Uncertainty about Trade Policy Uncertainty," Staff Reports, Federal Reserve Bank of New York, number 919, Mar.
• Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2020, "Bank Capital and Real GDP Growth," Staff Reports, Federal Reserve Bank of New York, number 950, Nov.
• Onur SUNAL, 2020, "The Behaviour of Interest Rates in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.2020.01.011.
• Bilgin BARÄ° & Zafer ADALI, 2020, "How Oil Prices Drive Inflation in Turkish Economy: Two Different Channels," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.786956.
• Turuntseva Marina & Astafieva Ekaterina & Bozhechkova Alexandra & Baeva Marina & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Maximum Likelihood Estimation for the Fractional Vasicek Model," Econometrics, MDPI, volume 8, issue 3, pages 1-28, August.
• Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, volume 13, issue 14, pages 1-19, July.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020, "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, volume 13, issue 7, pages 1-16, April.
• Dean Fantazzini & Nikita Kolodin, 2020, "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, volume 13, issue 11, pages 1-29, October.
• Juan Ángel Lafuente & Amparo Marco & Mercedes Monfort & Javier Ordóñez, 2020, "Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy," Sustainability, MDPI, volume 12, issue 5, pages 1-22, February.
• Dimitris Korobilis, 2020, "Sign restrictions in high-dimensional vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2020_21, Sep.