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

• Jiranyakul, Komain, 2020, "The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression," MPRA Paper, University Library of Munich, Germany, number 99868, Apr.
• Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
• Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020, "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 2020104, Nov.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
• Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020, "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202022, Mar.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
• Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020, "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202031, Apr.
• Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202049, May.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
• Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
• Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020, "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers, University of Pretoria, Department of Economics, number 202063, Jul.
• Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
• Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
• Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
• Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
• J.A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the Determinants of Electricity Demand by South African Households per Income Level," Working Papers, University of Pretoria, Department of Economics, number 202081, Sep.
• Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Sowmya Subramaniam, 2020, "High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202085, Sep.
• Elie Bouri & Riza Demirer & Rangan Gupta & Jacobus Nel, 2020, "COVID-19 Pandemic and Investor Herding in International Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202089, Sep.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "The Behavior of Real Interest Rates: New Evidence from a ``Suprasecular" Perspective," Working Papers, University of Pretoria, Department of Economics, number 202093, Oct.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020, "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 202094, Oct.
• Rangan Gupta & Christian Pierdzioch & Afees A. Salisu, 2020, "Oil-Price Uncertainty and the U.K. Unemployment Rate: A Forecasting Experiment with Random Forests Using 150 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202095, Oct.
• Shixuan Wang & Rangan Gupta & Yue-Jun Zhang, 2020, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Working Papers, University of Pretoria, Department of Economics, number 202097, Oct.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2020, "Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note," Working Papers, University of Pretoria, Department of Economics, number 202099, Oct.
• Tomáš Jeøábek, 2020, "The Efficiency of GARCH Models in Realizing Value at Risk Estimates," ACTA VSFS, University of Finance and Administration, volume 14, issue 1, pages 32-50.
• António Rua & Nuno Lourenço, 2020, "The DEI: tracking economic activity daily during the lockdown," Working Papers, Banco de Portugal, Economics and Research Department, number w202013.
• Nuttanan Wichitaksorn, 2020, "Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 146, Dec.
• Morten Ørregaard Nielsen & Antoine L. Noël, 2020, "To infinity and beyond: Efficient computation of ARCH(\infty) models," Working Paper, Economics Department, Queen's University, number 1425, Nov.
• Samuel Brien & Michael Jansson & Morten Ørregaard Nielsen, 2022, "Nearly Efficient Likelihood Ratio Tests of a Unit Root in an Autoregressive Model of Arbitrary Order," Working Paper, Economics Department, Queen's University, number 1429, Mar.
• Fabrizio Iacone & Morten Ørregaard Nielsen & A.M. Robert Taylor, 2020, "Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks," Working Paper, Economics Department, Queen's University, number 1431, Nov.
• Yiannis Dendramis & Luidas Giraitis & George Kapetanios, 2020, "Estimation of time-varying covariance matrices for large datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 916, Nov.
• Ramona Serrano Bautista & Leovardo Mata Mata, 2020, "A conditional heteroscedastic VaR approach with alternative distributions," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 17, issue 2, pages 81-98, Julio-Dic.
• Alberto Coco & Nicola Viegi, 2020, "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers, South African Reserve Bank, number 10024, Jun.
• Ruqayya Aljifri, 2020, "The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-27, Dec.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2020, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 96, issue 4, pages 545-566.
• Abouzar Taheri & Shahriyar Nessabian & Reza Moghaddasi & Farzin Arbabi & Marjan Damankeshideh, 2020, "Business Cycles in Some Selected Oil Producing Countries: Iran versus Three OECD Members," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 27, issue 1, pages 52-74.
• Adamu Braimah Abille & Desmond Mbe-Nyire Mpuure, 2020, "Effect of Monetary Policy on Economic Growth in Ghana," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 27, issue 2, pages 110-124.
• Yuri Balagula, 2020, "Forecasting daily spot prices in the Russian electricity market with the ARFIMA model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 57, pages 89-101.
• Anton Skrobotov, 2020, "Survey on structural breaks and unit root tests," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 96-141.
• Dean Fantazzini, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 59, pages 33-54.
• Viacheslav Kramkov & Andrey Maksimov, 2020, "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 60, pages 48-69.
• Ümit BULUT, 2020, "The Credibility Problem of the Central Bank of the Republic of Turkey: An Empirical Investigation," Bulletin of Economic Theory and Analysis, BETA Journals, volume 5, issue 2, pages 1-15.
• Kamal Lahlou & Hicham Doghmi & Friedrich Schneider, 2020, "The Size and Development of the Shadow Economy in Morocco," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2020-3, Dec.
• Wasiu Bello, 2020, "Public health financing and health outcomes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 13, pages 23-47.
• M. M. Tuncer Caliskan & Hale Kirer Silva Lecuna, 2020, "The Determinants of Banking Sector Profitability in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 1, pages 161-167.
• Fela Ozbey & Semin Paksoy, 2020, "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 385-396.
• Dilek Tandogan & Murat Can Genc, 2020, "Türkiye’de Demokrasinin Doğrudan Yabancı Yatırımlar Üzerindeki Etkisi: ARDL Yaklaşımı (The Effects of Democracy on Foreign Direct Investment in Turkey: ARDL Approach)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 635-646.
• Oktay Ozkan, 2020, "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 703-712.
• Deniz Ikizlerli & Haluk Yener & Burak Alparslan Eroglu, 2020, "The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 939-952.
• Gulcin Tapsin, 2020, "The Role of Share Prices on Monetary Policy: The Case of OECD Countries (Hisse Senedi Fiyatlarının Para Politikasındaki Rolü: OECD Ülkeleri Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 953-968.
• Yann Bilodeau, 2020, "Deep limit order book events dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 20-4, Dec.
• Seungmoon Choi & Jaebum Lee, 2020, "Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 1, pages 61-87, DOI: 10.11644/KIEP.EAER.2020.24.1.372.
• Cândida Ferreira, 2020, "Globalisation and Economic Growth: A Panel Data Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 73, issue 2, pages 187-236.
• James Temitope DADA & Oyinkansola FANOWOPO, 2020, "Economic Growth And Poverty Reduction In Nigeria: The Role Of Institutions," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 7, issue 7, pages 1-15.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long-Run Stability of Money in the ProposedE ast AfricanMonetary Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 3, pages 457-478.
• Hooshmand Hashemi & Teimor Mohamadi & Farzeneh Khalili & Farid Asgari, 2020, "Estimating gasoline product demand in Iran during the period from 1995 to 2017 using the state-space model and relevant guidelines for price liberalizations," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 1-28.
• Yalda Mostafapour & Amir mansour Tehranchian & Ahmad Jafari Samimi & Saeed Rasekhi, 2020, "The Study of Threshold Effects of Exchange Rate Fluctuations on Private Investment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 91-116.
• Zahra Mohamadi Ahmadabadi & Bagher Darvishi, 2020, "Investigating the Iran Tax System Efficiency, Focusing Tax Buoyancy and Elasticity Indexes," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 1-26.
• Moslem Ansarinasab & Vahid Farzam & Azam Asghari Nejad, 2020, "Examining the Balassa-Samuelson hypothesis, with an emphasis on the relative abundance of skilled and unskilled labor: A Markov-Switching approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 27-52.
• Ali Salmanpour Zonouz, 2020, "Evaluating Optimal Path to Economic Growth, Pollution and Capital Accumulation: A Dynamic System Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 53-76.
• Arash Ketabforoush Badri & Akbar Mirzapour Babajan & Beitollah Akbari Moghadam, 2020, "The effect of monetary policy shocks on the price dynamics of industrial commodities selected group in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 129-154.
• Maryam Ghadimi & Mahnaz Rabiei & Abdolah Davani & Abolfazl Shahabadi, 2020, "Investigating the effect of institutional quality (corruption) and lack of financial dominance (central bank independence) on optimal monetary policy using DSGE and STAR approaches," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 241-280.
• Claudia Mabel Bohórquez Coro & Benigno Caballero Claure & Rolando Caballero Martínez, 2020, "Análisis de la inflación en Bolivia. Un enfoque Markov- Switching con tres estados," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 33, pages 213-235.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2020, Feb.
• Xiaobin Liu & Shuping Shi & Jun Yu, 2020, "Persistent and Rough Volatility," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 23-2020, Nov.
• Xiaohu Wang & Weilin Xiao & Jun Yu, 2020, "Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 27-2020, Dec.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Cristina Georgiana ZELDEA & Sun QIANG & Duan WENQI, 2020, "Is the Relationship between Remittances and Economic Growth Influenced by the Governance and Development of the Financial Sector? New Evidence from the Developing Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 37-56, March.
• Nikola RADIVOJEVIĆ & Luka FILIPOVI & Тomislav D. BRZAKOVIĆ, 2020, "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-21, March.
• Ömer YALÇINKAYA & Muhammet DAŞTAN, 2020, "Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 97-116, March.
• Veli YILANCI & Yilmaz OZKAN & Abdulkadir ALTINSOY, 2020, "Testing the Unemployment Hysteresis in G7 Countries: A Fresh Evidence from Fourier Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 49-59, September.
• Zura Kakushadze, 2020, "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 25-33.
• Miguel D. Ramirez, 2020, "Public and Foreign Investment Spending in the Argentine Case. A Cointegration Analysis with Structural Breaks, 1960-2015," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 49-76.
• Tommaso Proietti, 2020, "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 492, Jun, revised 17 Jun 2020.
• Umberto Triacca & Olivier Damette & Alessandro Giovannelli, 2020, "A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process," CEIS Research Paper, Tor Vergata University, CEIS, number 496, Jun, revised 18 Jun 2020.
• Jessika A. Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the determinants of electricity demand by South African households per income level," ERSA Working Paper Series, Economic Research Southern Africa, number 833, Sep.
• Adeola Oyenubi & Umakrishnan Kollamparambil, 2020, "Does Child Support Grant incentivise childbirth in South Africa?," ERSA Working Paper Series, Economic Research Southern Africa, number 836, Sep.
• Sylvester Ohiomu, 2020, "External Debt and Economic Growth Nexus: Empirical Evidence From Nigeria," The American Economist, Sage Publications, volume 65, issue 2, pages 330-343, October, DOI: 10.1177/0569434520914862.
• Sin-Yu Ho & Bernard Njindan Iyke, 2020, "The Determinants of Economic Growth in Ghana: New Empirical Evidence," Global Business Review, International Management Institute, volume 21, issue 3, pages 626-644, June, DOI: 10.1177/0972150918779282.
• Soo Khoon Goh & Tuck Cheong Tang & Chung Yan Sam, 2020, "Are Major US Trading Partners’ Exports and Imports Cointegrated? Evidence from Bootstrap ARDL," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 1, pages 7-27, February, DOI: 10.1177/0973801019886481.
• Sushil K. Rai & Akhilesh K. Sharma, 2020, "Causal Nexus Between FDI Inflows and Its Determinants in SAARC Countries," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 21, issue 2, pages 193-215, September, DOI: 10.1177/1391561420940838.
• Marcella D'Uva & Mariangela Bonasia & Oreste Napolitano & Elina De Simone, 2020, "Does a better protected environment enhance happiness in European countries?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012458, Feb.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• Rahman Olanrewaju Raji, 2020, "Nutrition Intake, Health Status, Education and Economic Growth: A Causality Investigation," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 79-102, December, DOI: 10.2478/erfin-2020-0005.
• Karolina Konopczak, 2020, "Kwantyfikacja zmian luki VAT: podejście ekonometryczne," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 25-42.
• Diána Ivett Furész & Pongrác Ács, 2020, "The Relation Between National Competition and International Competitiveness," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 87, pages 11-26.
• Sophie Altermatt & Simon Beyeler, 2020, "Shall we twist?," Working Papers, Swiss National Bank, number 2020-11.
• Enzo Rossi & Vincent Wolff, 2020, "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers, Swiss National Bank, number 2020-18.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series, Institute of Economic Research, Seoul National University, number no136, Jun.
• Asiye TÜTÜNCÜ & Burak ŞAHİNGÖZ, 2020, "Arms Race Between Turkey and Greece: Time-Varying Causality Analysis Abstract: An arms race is the dynamic process followed by states in the acquisition of weapons. An arms race requires mutual military expenditures during this process to support the," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Musa BAYIR, 2020, "The Role of House Prices in the Monetary Transmission MechanismAbstract: Housing markets have an essential role in the process leading up to the 2008 financial crisis. The problems in the housing markets started with monetary tightening. These develo," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Mesut Alper GEZER & Ramazan KILIÇ, 2020, "The Impact of Financial Stability on Real Economy in Turkey: Based on Linear and Non-Linear ARDL ModelsAbstract: The stability situation of financial system and its impact on real economy is a discussion subject. The aim of the study is to investigat," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Ali YILDIRIM & Ayten Ayşen KAYA, 2020, "Regional Housing Market in Turkey: Convergence Analysis for NUTS-2 Abstract: Economic impact of price bubbles that may occur in housing market and risks they pose for the housing market make it necessary to observe the course housing prices. Therefor," Sosyoekonomi Journal, Sosyoekonomi Society.
• Yakup SÖYLEMEZ, 2020, "Prediction of Gold Prices Using Multilayer Artificial Neural Networks Method," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Georgios Garafas & Ioannis Sotiropoulos & Georgios Georgakopoulos, 2020, "Human Capital and Economic Growth in Greece: Evidence from the Toda–Yamamoto Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 3-4, pages 6-11, July-Dece.
• Qiang Liu & Shengxia Xu & Xiaoli Lu, 2020, "Imbalance measurement of regional economic quality development: evidence from China," The Annals of Regional Science, Springer;Western Regional Science Association, volume 65, issue 2, pages 527-556, October, DOI: 10.1007/s00168-020-00994-4.
• Joanna Bruzda, 2020, "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 1, pages 309-336, March, DOI: 10.1007/s10100-018-0591-2.
• Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2020, "Market attention and Bitcoin price modeling: theory, estimation and option pricing," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 187-228, June, DOI: 10.1007/s10203-019-00262-x.
• Megha Chhabra & Qamar Alam, 2020, "An empirical study of trade openness and inflation in India," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 47, issue 1, pages 79-90, March, DOI: 10.1007/s40622-020-00237-7.
• Alexander Jakob Dautel & Wolfgang Karl Härdle & Stefan Lessmann & Hsin-Vonn Seow, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," Digital Finance, Springer, volume 2, issue 1, pages 69-96, September, DOI: 10.1007/s42521-020-00019-x.
• Gkillas, Konstantinos & Boako, Gideon & Vortelinos, Dimitrios & Vasiliadis, Lavrentios, 2020, "Non-parametric quantile dependencies between volatility discontinuities and political risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.022.
• Hammami, Yacine & Zhu, Jie, 2020, "Understanding time-varying short-horizon predictability✰," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.009.
• Tan, Shay-Kee & Chan, Jennifer So-Kuen & Ng, Kok-Haur, 2020, "On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.023.
• Sobreira, Nuno & Louro, Rui, 2020, "Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.010.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
• Kim, Jan R. & Chung, Keunsuk, 2020, "Regime switching in the present value models: A backward-solving method," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.001.
• Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "Non-linearities, cyber attacks and cryptocurrencies," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.09.012.
• Kim, Wonse & Lee, Junseok & Kang, Kyungwon, 2020, "The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.002.
• 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.