Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2020

• Fajar, Muhammad & Hartini, Sri, 2020, "Comparison of ARIMA, SSA, and ARIMA – SSA hybrid model performance in Indonesian economic growth forecasting," MPRA Paper, University Library of Munich, Germany, number 105045, Jun, revised 16 Jun 2020.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020, "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 105342, revised Dec 2020.
• Trofimov, Ivan D., 2020, "The J-curve Effect in Agricultural Commodity Trade: An Empirical Study of South East Asian Economies," MPRA Paper, University Library of Munich, Germany, number 106701, Dec.
• Trofimov, Ivan D., 2020, "Real Exchange Rate and the Dynamics of Services Trade Balance in the UK: A Linear and Non-linear ARDL Analysis," MPRA Paper, University Library of Munich, Germany, number 106703, Nov.
• Anderson Roselló, Ray & Villarreal Zan, Ricardo, 2020, "Economic impact of the 2016 Red Tide over the exporting sector of Chile's Tenth Region," MPRA Paper, University Library of Munich, Germany, number 106764, Oct.
• Trofimov, Ivan D., 2020, "The optimum size of public education spending: panel data evidence," MPRA Paper, University Library of Munich, Germany, number 106847, May.
• Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2020, "The Long Run Stability of Money in the Proposed East African Monetary Union," MPRA Paper, University Library of Munich, Germany, number 107089, Jan.
• Vîntu, Denis, 2020, "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper, University Library of Munich, Germany, number 112857, Oct, revised 30 Sep 2020.
• Desogus, Marco, 2020, "The stochastic dynamics of business evaluations using Markov models," MPRA Paper, University Library of Munich, Germany, number 114361.
• Pourghorban, Mojtaba & Mamipour, Siab, 2020, "Modeling and Forecasting the Electricity Price in Iran Using Wavelet-Based GARCH Model," MPRA Paper, University Library of Munich, Germany, number 115042, Aug.
• Ghosh, Prabir Kumar, 2020, "Nexus between Infrastructure and Economic Growth: An Empirical Study in the Post-Reform period in India," MPRA Paper, University Library of Munich, Germany, number 117709, Nov, revised May 2021.
• Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2020, "أثیر سرمایه اجتماعی بر مطالبات بانکی از بخش خصوصی و دولتی با تأکید بر کارآیی مخارج دول
  [The Impact of Social Capital on Bank Claims on the Private and Public Sectors with an Emphasis on Government Expenditure Efficiency]," MPRA Paper, University Library of Munich, Germany, number 127012, Jun, revised 29 Oct 2020.
• Roudari, Soheil & Zarei, Pegah & Tehranchian, Amirmansour, 2020, "بررسی رفتار غیرخطی بی ثباتی مالی در ایران: رهیافت خودرگرسیون برداری ساختاری آستانه ای
  [Examining the Nonlinear Behavior of Financial Instability in Iran: A Threshold Structural Vector Autoregression Approach]," MPRA Paper, University Library of Munich, Germany, number 127021, Aug, revised 30 Jan 2021.
• Roudari, Soheil, 2020, "تاثیر رشد قیمت نفت بر کارایی تسهیلات اعطایی به بخش صنعت: کاربردی از الگوهای Bdea و Str
  [The effect of oil price growth on the efficiency of facilities granted to the industrial sector: Application of BDEA and STR Models]," MPRA Paper, University Library of Munich, Germany, number 127023, Mar.
• Ho, Sy-Hoa & Nguyen, Trung-Thanh & To-The, Nguyen, 2020, "Asymmetry and Symmetry of real exchange rate effect on the bilateral trade balance between Vietnam and the United States: aggregated and disaggregated levels of investigation," MPRA Paper, University Library of Munich, Germany, number 98416, Jan.
• Zanetti Chini, Emilio, 2020, "Dynamic Asymmetry and Fiscal Policy," MPRA Paper, University Library of Munich, Germany, number 98499, Jan.
• Ho, Sy-Hoa & Hafrad, Idir, 2020, "Asymmetric exchange rates pass-through: New evidence from Vietnam," MPRA Paper, University Library of Munich, Germany, number 98651, Feb.
• Zarei, Samira, 2020, "Analyzing the Asymmetric Effects of Inflation and Exchange Rate Misalignments on the Petrochemical Stock index: The Case of Iran," MPRA Paper, University Library of Munich, Germany, number 99101, Feb.
• Neifar, Malika, 2020, "Stock Market Volatility Analysis: A Case Study of TUNindex," MPRA Paper, University Library of Munich, Germany, number 99140, Mar.
• Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Adesiyan, Femi, 2020, "The Persistence of Stock Market Returns during the Presidential elections in Nigeria," MPRA Paper, University Library of Munich, Germany, number 99390, Mar.
• Neifar, Malika, 2020, "Islamic vs Conventional Canadian stock markets : what difference ?," MPRA Paper, University Library of Munich, Germany, number 99608, Apr.
• Bhandari, Avishek, 2020, "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper, University Library of Munich, Germany, number 99653, Apr.
• Jiranyakul, Komain, 2020, "The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression," MPRA Paper, University Library of Munich, Germany, number 99868, Apr.
• Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020, "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers, University of Pretoria, Department of Economics, number 202008, Jan.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2020, "Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?," Working Papers, University of Pretoria, Department of Economics, number 2020100, Nov.
• Riza Demirer & Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2020, "Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 2020104, Nov.
• Giorgio Canarella & Luis A. Gil-Alana & Rangan Gupta & Stephen M. Miller, 2020, "Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective," Working Papers, University of Pretoria, Department of Economics, number 2020106, Dec.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020, "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers, University of Pretoria, Department of Economics, number 202012, Jan.
• Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020, "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202022, Mar.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2020, "The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 45 Countries," Working Papers, University of Pretoria, Department of Economics, number 202024, Mar.
• Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020, "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 202031, Apr.
• Rangan Gupta & Xin Sheng & Qiang Ji, 2020, "Movements in Real Estate Uncertainty in the United States: The Role of Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202035, May.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note," Working Papers, University of Pretoria, Department of Economics, number 202044, May.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Power of Infectious Diseases-Related Uncertainty for Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202049, May.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2020, "A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202050, May.
• Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon, 2020, "OPEC News and Jumps in the Oil Market," Working Papers, University of Pretoria, Department of Economics, number 202053, Jun.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
• Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
• Rangan Gupta & Syed Jawad Hussain Shahzad & Xin Sheng & Sowmya Subramaniam, 2020, "The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States," Working Papers, University of Pretoria, Department of Economics, number 202063, Jul.
• Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Oil Price and Exchange Rate Behaviour of the BRICS for Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202064, Jul.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202066, Jul.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
• Elie Bouri & Rangan Gupta & Clement Kweku Kyei & Rinsuna Shivambu, 2020, "Uncertainty and Daily Predictability of Housing Returns and Volatility of the United States: Evidence from a Higher-Order Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202071, Aug.
• Xin Sheng & Hardik A. Marfatia & Rangan Gupta & Qiang Ji, 2020, "House Price Synchronization across the US States: The Role of Structural Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202076, Aug.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2020, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202077, Aug.
• Rangan Gupta & Sowmya Subramaniam & Elie Bouri & Qiang Ji, 2020, "Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities," Working Papers, University of Pretoria, Department of Economics, number 202078, Aug.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Tahir Suleman & Rangan Gupta, 2020, "Structure Dependence between Oil and Agricultural Commodities Returns: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202079, Aug.
• 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 Jerábek, 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 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 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 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 Academy of National Economy and Public Administration (RANEPA), volume 60, pages 48-69.
• Ümit BULUT, 2020, "The Credibility Problem of the Central Bank of the Republic of Turkey: An Empirical Investigation," Bulletin of Economic Theory and Analysis, BETA Journals, volume 5, issue 2, pages 1-15.
• Kamal Lahlou & Hicham Doghmi & Friedrich Schneider, 2020, "The Size and Development of the Shadow Economy in Morocco," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2020-3, Dec.
• Wasiu Bello, 2020, "Public health financing and health outcomes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 13, pages 23-47.
• M. M. Tuncer Caliskan & Hale Kirer Silva Lecuna, 2020, "The Determinants of Banking Sector Profitability in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 1, pages 161-167.
• Fela Ozbey & Semin Paksoy, 2020, "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 385-396.
• Dilek Tandogan & Murat Can Genc, 2020, "Türkiye’de Demokrasinin Doğrudan Yabancı Yatırımlar Üzerindeki Etkisi: ARDL Yaklaşımı (The Effects of Democracy on Foreign Direct Investment in Turkey: ARDL Approach)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 635-646.
• Oktay Ozkan, 2020, "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 703-712.
• Deniz Ikizlerli & Haluk Yener & Burak Alparslan Eroglu, 2020, "The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 939-952.
• Gulcin Tapsin, 2020, "The Role of Share Prices on Monetary Policy: The Case of OECD Countries (Hisse Senedi Fiyatlarının Para Politikasındaki Rolü: OECD Ülkeleri Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 953-968.
• Yann Bilodeau, 2020, "Deep limit order book events dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 20-4, Dec.
• Seungmoon Choi & Jaebum Lee, 2020, "Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 1, pages 61-87, DOI: 10.11644/KIEP.EAER.2020.24.1.372.
• Cândida Ferreira, 2020, "Globalisation and Economic Growth: A Panel Data Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 73, issue 2, pages 187-236.
• James Temitope DADA & Oyinkansola FANOWOPO, 2020, "Economic Growth And Poverty Reduction In Nigeria: The Role Of Institutions," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 7, issue 7, pages 1-15.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long-Run Stability of Money in the ProposedE ast AfricanMonetary Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 3, pages 457-478.
• Hooshmand Hashemi & Teimor Mohamadi & Farzeneh Khalili & Farid Asgari, 2020, "Estimating gasoline product demand in Iran during the period from 1995 to 2017 using the state-space model and relevant guidelines for price liberalizations," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 1-28.
• Yalda Mostafapour & Amir mansour Tehranchian & Ahmad Jafari Samimi & Saeed Rasekhi, 2020, "The Study of Threshold Effects of Exchange Rate Fluctuations on Private Investment in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 91-116.
• Zahra Mohamadi Ahmadabadi & Bagher Darvishi, 2020, "Investigating the Iran Tax System Efficiency, Focusing Tax Buoyancy and Elasticity Indexes," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 1-26.
• Moslem Ansarinasab & Vahid Farzam & Azam Asghari Nejad, 2020, "Examining the Balassa-Samuelson hypothesis, with an emphasis on the relative abundance of skilled and unskilled labor: A Markov-Switching approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 27-52.
• Ali Salmanpour Zonouz, 2020, "Evaluating Optimal Path to Economic Growth, Pollution and Capital Accumulation: A Dynamic System Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 53-76.
• Arash Ketabforoush Badri & Akbar Mirzapour Babajan & Beitollah Akbari Moghadam, 2020, "The effect of monetary policy shocks on the price dynamics of industrial commodities selected group in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 129-154.
• Maryam Ghadimi & Mahnaz Rabiei & Abdolah Davani & Abolfazl Shahabadi, 2020, "Investigating the effect of institutional quality (corruption) and lack of financial dominance (central bank independence) on optimal monetary policy using DSGE and STAR approaches," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 241-280.
• Claudia Mabel Bohórquez Coro & Benigno Caballero Claure & Rolando Caballero Martínez, 2020, "Análisis de la inflación en Bolivia. Un enfoque Markov- Switching con tres estados," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 33, pages 213-235.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Local Powers of Least-Squares-Based Test for Panel Fractional Ornstein-Uhlenbeck Process," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 6-2020, Feb.
• Xiaobin Liu & Shuping Shi & Jun Yu, 2020, "Persistent and Rough Volatility," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 23-2020, Nov.
• Xiaohu Wang & Weilin Xiao & Jun Yu, 2020, "Asymptotic Properties of Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noises," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 27-2020, Dec.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Cristina Georgiana ZELDEA & Sun QIANG & Duan WENQI, 2020, "Is the Relationship between Remittances and Economic Growth Influenced by the Governance and Development of the Financial Sector? New Evidence from the Developing Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 37-56, March.
• Nikola RADIVOJEVIĆ & Luka FILIPOVI & Тomislav D. BRZAKOVIĆ, 2020, "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-21, March.
• Ömer YALÇINKAYA & Muhammet DAŞTAN, 2020, "Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 97-116, March.
• Veli YILANCI & Yilmaz OZKAN & Abdulkadir ALTINSOY, 2020, "Testing the Unemployment Hysteresis in G7 Countries: A Fresh Evidence from Fourier Threshold Unit Root Test," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 49-59, September.
• Zura Kakushadze, 2020, "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 25-33.
• Miguel D. Ramirez, 2020, "Public and Foreign Investment Spending in the Argentine Case. A Cointegration Analysis with Structural Breaks, 1960-2015," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 49-76.
• Tommaso Proietti, 2020, "Peaks, Gaps, and Time Reversibility of Economic Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 492, Jun, revised 17 Jun 2020.
• Umberto Triacca & Olivier Damette & Alessandro Giovannelli, 2020, "A Test of Sufficient Condition for Infinite-step Granger Noncausality in Infinite Order Vector Autoregressive Process," CEIS Research Paper, Tor Vergata University, CEIS, number 496, Jun, revised 18 Jun 2020.
• Sylvester Ohiomu, 2020, "External Debt and Economic Growth Nexus: Empirical Evidence From Nigeria," The American Economist, Sage Publications, volume 65, issue 2, pages 330-343, October, DOI: 10.1177/0569434520914862.
• Sin-Yu Ho & Bernard Njindan Iyke, 2020, "The Determinants of Economic Growth in Ghana: New Empirical Evidence," Global Business Review, International Management Institute, volume 21, issue 3, pages 626-644, June, DOI: 10.1177/0972150918779282.
• Soo Khoon Goh & Tuck Cheong Tang & Chung Yan Sam, 2020, "Are Major US Trading Partners’ Exports and Imports Cointegrated? Evidence from Bootstrap ARDL," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 1, pages 7-27, February, DOI: 10.1177/0973801019886481.
• Sushil K. Rai & Akhilesh K. Sharma, 2020, "Causal Nexus Between FDI Inflows and Its Determinants in SAARC Countries," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 21, issue 2, pages 193-215, September, DOI: 10.1177/1391561420940838.
• Marcella D'Uva & Mariangela Bonasia & Oreste Napolitano & Elina De Simone, 2020, "Does a better protected environment enhance happiness in European countries?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 10012458, Feb.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• Rahman Olanrewaju Raji, 2020, "Nutrition Intake, Health Status, Education and Economic Growth: A Causality Investigation," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 79-102, December, DOI: 10.2478/erfin-2020-0005.
• Karolina Konopczak, 2020, "Kwantyfikacja zmian luki VAT: podejście ekonometryczne," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 25-42.
• Diána Ivett Furész & Pongrác Ács, 2020, "The Relation Between National Competition and International Competitiveness," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 87, pages 11-26.
• Sophie Altermatt & Simon Beyeler, 2020, "Shall we twist?," Working Papers, Swiss National Bank, number 2020-11.
• Enzo Rossi & Vincent Wolff, 2020, "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers, Swiss National Bank, number 2020-18.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series, Institute of Economic Research, Seoul National University, number no136, Jun.
• Asiye TÜTÜNCÜ & Burak ŞAHİNGÖZ, 2020, "Arms Race Between Turkey and Greece: Time-Varying Causality Analysis Abstract: An arms race is the dynamic process followed by states in the acquisition of weapons. An arms race requires mutual military expenditures during this process to support the," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Musa BAYIR, 2020, "The Role of House Prices in the Monetary Transmission MechanismAbstract: Housing markets have an essential role in the process leading up to the 2008 financial crisis. The problems in the housing markets started with monetary tightening. These develo," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Mesut Alper GEZER & Ramazan KILIÇ, 2020, "The Impact of Financial Stability on Real Economy in Turkey: Based on Linear and Non-Linear ARDL ModelsAbstract: The stability situation of financial system and its impact on real economy is a discussion subject. The aim of the study is to investigat," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Ali YILDIRIM & Ayten Ayşen KAYA, 2020, "Regional Housing Market in Turkey: Convergence Analysis for NUTS-2 Abstract: Economic impact of price bubbles that may occur in housing market and risks they pose for the housing market make it necessary to observe the course housing prices. Therefor," Sosyoekonomi Journal, Sosyoekonomi Society.
• Yakup SÖYLEMEZ, 2020, "Prediction of Gold Prices Using Multilayer Artificial Neural Networks Method," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Georgios Garafas & Ioannis Sotiropoulos & Georgios Georgakopoulos, 2020, "Human Capital and Economic Growth in Greece: Evidence from the Toda–Yamamoto Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 3-4, pages 6-11, July-Dece.
• Qiang Liu & Shengxia Xu & Xiaoli Lu, 2020, "Imbalance measurement of regional economic quality development: evidence from China," The Annals of Regional Science, Springer;Western Regional Science Association, volume 65, issue 2, pages 527-556, October, DOI: 10.1007/s00168-020-00994-4.
• Joanna Bruzda, 2020, "Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 1, pages 309-336, March, DOI: 10.1007/s10100-018-0591-2.
• Berenguer-Rico, Vanessa & Nielsen, Bent, 2020, "Cumulated Sum Of Squares Statistics For Nonlinear And Nonstationary Regressions," Econometric Theory, Cambridge University Press, volume 36, issue 1, pages 1-47, February.
• Gao, Jiti & Linton, Oliver & Peng, Bin, 2020, "Inference On A Semiparametric Model With Global Power Law And Local Nonparametric Trends," Econometric Theory, Cambridge University Press, volume 36, issue 2, pages 223-249, April.
• Lee, Ji Hyung & Linton, Oliver & Whang, Yoon-Jae, 2020, "Quantilograms Under Strong Dependence," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 457-487, June.
• Hualde, Javier & Nielsen, Morten Ørregaard, 2020, "Truncated Sum Of Squares Estimation Of Fractional Time Series Models With Deterministic Trends," Econometric Theory, Cambridge University Press, volume 36, issue 4, pages 751-772, August.
• Crafts, Nicholas & Mills, Terence C., 2020, "Is The Uk Productivity Slowdown Unprecedented?," National Institute Economic Review, National Institute of Economic and Social Research, volume 251, issue , pages 47-53, February.
• Sensier, Marianne & Devine, Fiona, 2020, "Understanding Regional Economic Performance And Resilience In The Uk: Trends Since The Global Financial Crisis," National Institute Economic Review, National Institute of Economic and Social Research, volume 253, issue , pages 18-28, August.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020, "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2242, Jul.
• Xiaohong Chen & Zhijie Xiao & Bo Wang, 2020, "Copula-Based Time Series With Filtered Nonstationarity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2242R, Jul, revised Oct 2020.
• Peter C.B. Phillips & Ying Wang, 2020, "When Bias Contributes to Variance: True Limit Theory in Functional Coefficient Cointegrating Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2250, Aug.
• Christian Richter & Shampa Roy-Mukherjee, 2020, "On the Uncertainty Caused by the Referendum on Brexit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 66, issue 2, pages 145-164, DOI: 10.3790/aeq.66.2.145.
• Dennis Wesselbaum, 2020, "How Large Are Firing Costs? A Cross-Country Study," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 66, issue 4, pages 319-328, DOI: 10.3790/aeq.66.4.319.
• Julio G. Fournier Gabela & Luis Sarmiento, 2020, "Kurzarbeit and Natural Disasters: How Effective Are Short-Time Working Allowances in Avoiding Unemployment?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1909.
• Chouaib Jouf, 2020, "Asymmetric price transmission along the food marketing chain: A focus on the recent price war," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-1.
• Niango Ange Joseph Yapi, 2020, "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-16.
• Borsuk, Marcin & Budnik, Katarzyna & Volk, Matjaz, 2020, "Buffer use and lending impact," Macroprudential Bulletin, European Central Bank, volume 11.
• Pérez Quirós, Gabriel, 2020, "Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis," Research Bulletin, European Central Bank, volume 72.
• Assenmacher, Katrin & Beyer, Andreas, 2020, "A cointegration model of money and wealth," Working Paper Series, European Central Bank, number 2365, Jan.
• Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series, European Central Bank, number 2369, Feb.
• Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo, 2020, "Real-time weakness of the global economy: a first assessment of the coronavirus crisis," Working Paper Series, European Central Bank, number 2381, Mar.
• Laeven, Luc & Perez-Quiros, Gabriel & Rivas, María Dolores Gadea, 2020, "Growth-and-risk trade-off," Working Paper Series, European Central Bank, number 2397, Apr.
• Lang, Jan Hannes & Forletta, Marco, 2020, "Cyclical systemic risk and downside risks to bank profitability," Working Paper Series, European Central Bank, number 2405, May.
• Cour-Thimann, Philippine & Jung, Alexander, 2020, "Interest rate setting and communication at the ECB," Working Paper Series, European Central Bank, number 2443, Jul.
• Camacho, Maximo & Perez-Quiros, Gabriel & Pacce, Matías, 2020, "Spillover effects in international business cycles," Working Paper Series, European Central Bank, number 2484, Oct.
• Hefrizal Handra & Budi Kurniawan, 2020, "Long-run Relationship Between Government Debt and Growth: the Case of Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 1, pages 96-100.
• Elvira da Costa Ribeiro & Bing Wang, 2020, "Tourism Led Growth Hypothesis: Has the Tourism industry an impact on The Economic Growth of Sao Tome and Principe?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 1, pages 180-185.
• Chaido Dritsaki & Melina Dritsaki, 2020, "The Long-run Money Demand Function: Empirical Evidence from Italy," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 1, pages 186-195.
• Rim Ammar Lamouchi, 2020, "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 3, pages 29-34.
• Beldi Lamia & Mouldi Djelassi, 2020, "Is the Tunisian Central Bank following a Linear or a Nonlinear Augmented Taylor Rule?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 3, pages 69-78.
• Nicolas Moumni & Salma Dasser, 2020, "Moroccan Dirham Flexibilization and Equilibrium Exchange Rate: A Quest for Grail?," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 4, pages 132-140.
• Minhaj ud-Din & Muhammad Azam Khan & Muhammad Tariq, 2020, "External Debt - Blessing or Curse: Empirical Evidence from Pakistan," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 4, pages 235-246.
• Tarek Bouazizi & Zouhaier Hadhek & Mongi Lassoued, 2020, "General Government Balance Shocks and Their Impact on Some Tunisian Macroeconomics Variables: Evidence from a VAR Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 6, pages 69-83.
• Yousef Abdel Jawad & Issam Ayyash, 2020, "Analyze the Loss of Electricity in Palestine Case Study: Ramallah and Al-Bireh Governorate," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 7-15.
• Nermin Yasar, 2020, "Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 155-159.
• Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2020, "Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 255-264.
• Priyanka Aggarwal & Manoj Kumar Manish, 2020, "Effect of Oil Fluctuation on Stock Market Return: An Empirical Study from India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 213-217.
• Manuel Cantavella, 2020, "Fluctuations of Oil Prices and Gross Domestic Product in Spain," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 57-63.
• Patterson C. Ekeocha & Dinci J. Penzin & Jonathan Emenike Ogbuabor, 2020, "Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 3, pages 369-379.
• Jerzy Rembeza, 2020, "Coal Prices in Poland: Is the Domestic Market Separated from the International Market?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 4, pages 405-410.
• Melina Dritsaki & Chaido Dritsaki, 2020, "Forecasting European Union CO2 Emissions Using Autoregressive Integrated Moving Average-autoregressive Conditional Heteroscedasticity Models," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 4, pages 411-423.
• Famil Majidli & Hasraddin Guliyev, 2020, "How Oil Price and Exchange Rate Affect Non-oil GDP of the Oil-rich Country Azerbaijan?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 5, pages 123-130.
• Agus Widarjono & Indah Susantun & Sarastri M. Ruchba & Ari Rudatin, 2020, "Oil and Food Prices for a Net Oil Importing-country: How Are Related in Indonesia?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 5, pages 255-263.
• Guntur Anjana Raju & Shripad Ramchandra Marathe, 2020, "Relationship Between Crude Oil prices and Macro-economic Variables: Evidence from BRICS Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 5, pages 264-271.
• Ngo Thai Hung, 2020, "Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 5, pages 315-326.
• Osama Alfalah & Lama Alhumaidan & Deniz Baglan, 2020, "The Demand for Electricity in Kuwait: A Cointegration Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 9-13.
• Flavian Emmanuel Sapnken & Jean Gaston Tamba & Salome Essiane Ndjakomo & Francis Djanna Koffi, 2020, "Oil Products Consumption and Economic Growth in Cameroon Households: An Assessment Using ARDL Cointegration and Granger Causality Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 510-523.
• Aggarwal, Divya & Chandrasekaran, Shabana & Annamalai, Balamurugan, 2020, "A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100335.
• Aslam, Faheem & Mohmand, Yasir Tariq & Aziz, Saqib & Ouenniche, Jamal, 2020, "A complex networks based analysis of jump risk in equity returns: An evidence using intraday movements from Pakistan stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100418.
• Sun, Yuying & Bao, Qin & Zheng, Jiali & Wang, Shouyang, 2020, "Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach," China Economic Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.chieco.2020.101476.
• Yuan, Ying & Zhang, Tonghui, 2020, "Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach," Chaos, Solitons & Fractals, Elsevier, volume 140, issue C, DOI: 10.1016/j.chaos.2020.110252.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2020, "Exploiting ergodicity in forecasts of corporate profitability," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103820.
• Kukacka, Jiri & Kristoufek, Ladislav, 2020, "Do ‘complex’ financial models really lead to complex dynamics? Agent-based models and multifractality," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103855.
• Mamun, Shamsul Arifeen Khan & Rahman, Mohammad Mafizur & Khanam, Rasheda, 2020, "The relation between an ageing population and economic growth in Bangladesh: Evidence from an endogenous growth model," Economic Analysis and Policy, Elsevier, volume 66, issue C, pages 14-25, DOI: 10.1016/j.eap.2020.02.001.
• Jalles, João Tovar, 2020, "The volatility impact of social expenditure’s cyclicality in advanced economies," Economic Analysis and Policy, Elsevier, volume 66, issue C, pages 26-40, DOI: 10.1016/j.eap.2020.02.002.
• Karabulut, Gokhan & Bilgin, Mehmet Huseyin & Doker, Asli Cansin, 2020, "The relationship between commodity prices and world trade uncertainty," Economic Analysis and Policy, Elsevier, volume 66, issue C, pages 276-281, DOI: 10.1016/j.eap.2020.05.001.
• Dagoumas, Athanasios S. & Polemis, Michael L. & Soursou, Symeoni-Eleni, 2020, "Revisiting the impact of energy prices on economic growth: Lessons learned from the European Union," Economic Analysis and Policy, Elsevier, volume 66, issue C, pages 85-95, DOI: 10.1016/j.eap.2020.02.013.
• Baek, Jungho, 2020, "An asymmetric approach to the oil prices-trade balance nexus: New evidence from bilateral trade between Korea and her 14 trading partners," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 199-209, DOI: 10.1016/j.eap.2020.09.013.
• Hossain, Akhand Akhtar & Arwatchanakarn, Popkarn, 2020, "The effect of economic uncertainty on narrow money demand and its stability in New Zealand: An empirical investigation," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 88-100, DOI: 10.1016/j.eap.2020.09.002.
• Charfeddine, Lanouar & Benlagha, Noureddine & Maouchi, Youcef, 2020, "Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors," Economic Modelling, Elsevier, volume 85, issue C, pages 198-217, DOI: 10.1016/j.econmod.2019.05.016.
• Michaelides, Michael & Spanos, Aris, 2020, "On modeling heterogeneity in linear models using trend polynomials," Economic Modelling, Elsevier, volume 85, issue C, pages 74-86, DOI: 10.1016/j.econmod.2019.05.008.
• Wang, Yajing & Liang, Fang & Wang, Tianyi & Huang, Zhuo, 2020, "Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 87, issue C, pages 148-157, DOI: 10.1016/j.econmod.2019.07.014.
• Ben Ameur, Hachmi & Jawadi, Fredj & Jawadi, Nabila & Cheffou, Abdoulkarim Idi, 2020, "Assessing downside and upside risk spillovers across conventional and socially responsible stock markets," Economic Modelling, Elsevier, volume 88, issue C, pages 200-210, DOI: 10.1016/j.econmod.2019.09.023.
• Han, Jong-Suk & Hur, Joonyoung, 2020, "Macroeconomic effects of monetary policy in Korea: A time-varying coefficient VAR approach," Economic Modelling, Elsevier, volume 89, issue C, pages 142-152, DOI: 10.1016/j.econmod.2019.10.002.