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

• Virginia De Jorge-Huertas & Justo De Jorge-Moreno, 2020, "Analysis of the effects of (de)regulation on housing prices in Spain 1977–2019," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 6, pages 1194-1206, November, DOI: 10.1108/JES-01-2020-0008.
• Martin B. Schmidt, 2020, "Labor demographics and productivity: all-star roster turnover and foreigners," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 1, pages 243-254, May, DOI: 10.1108/JES-01-2020-0043.
• Alessandro Bellocchi & Edgar Sanchez Carrera & Giuseppe Travaglini, 2020, "Asymmetries in the euro area and TFP growth: evidence from three major European economies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 5, pages 945-967, September, DOI: 10.1108/JES-03-2020-0134.
• Diego Ferreira & Andreza Aparecida Palma & Marcos Minoru Hasegawa, 2020, "Time-varying monetary policy reaction function under asymmetric preferences: revisiting the Brazilian inflation targeting experience," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 4, pages 893-911, September, DOI: 10.1108/JES-05-2019-0199.
• Hardik Marfatia, 2020, "Evaluating the forecasting power of foreign Country's income growth: a global analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1071-1092, April, DOI: 10.1108/JES-06-2019-0261.
• Saeed Moshiri & Arian Daneshmand, 2020, "How effective is government spending on environmental protection in a developing country?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 4, pages 789-803, February, DOI: 10.1108/JES-12-2018-0458.
• Jing Chen & David G. McMillan, 2020, "Stock returns, illiquidity and feedback trading," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 135-145, March, DOI: 10.1108/RAF-02-2017-0024.
• Noha Hesham Ghazy & Hebatallah Ghoneim & Dimitrios Paparas, 2020, "The validity of Wagner’s law in Egypt from 1960–2018," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 6, issue 2, pages 98-117, November, DOI: 10.1108/REPS-01-2020-0004.
• Satish Kumar & Riza Demirer & Aviral Kumar Tiwari, 2020, "Oil and risk premia in equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 697-723, September, DOI: 10.1108/SEF-03-2020-0059.
• David G. McMillan, 2020, "Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 561-582, June, DOI: 10.1108/SEF-08-2019-0330.
• Mark J. Holmes & Jesús Otero, 2020, "A tale of two coffees? Analysing interaction and futures market efficiency," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 89-109, February, DOI: 10.1108/SEF-09-2019-0356.
• Sercan Demiralay & Nikolaos Hourvouliades & Athanasios Fassas, 2020, "Dynamic co-movements and directional spillovers among energy futures," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 4, pages 673-696, June, DOI: 10.1108/SEF-09-2019-0374.
• Mohammed M. Elgammal & Fatma Ehab Ahmed & David G. McMillan, 2020, "The information content of US stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 2, pages 323-346, June, DOI: 10.1108/SEF-10-2019-0385.
• Franses, Ph.H.B.F., 2020, "An introduction to time-varying lag autoregression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-05, Apr.
• İsmail Kavaz, 2020, "Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey," International Econometric Review (IER), Economic Research Association, volume 12, issue 2, pages 98-111, September.
• Uzma Khan, 2020, "Does Tourism Boost Economic Growth: Evidence from Italy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 214-222.
• Antonios Adamopoulos, 2020, "Financial Development and Economic Growth: An Empirical Investigation of three European Union Member - Countries," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 10, issue 1, pages 3-24.
• Jerzy Boehlke & Marcin Faldzinski & Maciej Galecki & Magdalena Osinska, 2020, "Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 292-304.
• Antonios Adamopoulos & Eleftherios I. Thalassinos, 2020, "Tourism Development and Economic Growth: A Comparative Study for the G-6 Leaders," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 368-380.
• Mehman Karimov & Anett Paradi-Dolgos & Rita Koroseczne Pavlin, 2020, "An Empirical Analysis of the Relationship between Foreign Direct Investment and Unemployment Rate: Evidence from Turkey," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 453-464.
• Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020, "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-30.
• Bartlomiej H. Toszek, 2020, "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1024-1032.
• Grzegorz Przekota, 2020, "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 883-896.
• Anna Warchlewska & Krzysztof Waliszewski, 2020, "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 97-114.
• Alexandros Pasiouras & Theodoros Daglis, 2020, "The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 352-361.
• Katarzyna Witczynska, 2020, "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 648-658.
• Krzysztof Waliszewski & Anna Warchlewska, 2020, "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 893-904.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020, "Stock market volatility and jumps in times of uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29200, Nov.
• Violaine Faubert, 2020, "Is the Irish Phillips Curve broken?," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 133, Oct.
• Ibrahim A. Adekunle & Ayomide O. Ogunade & Toluwanimi G. Kalejaiye & Adewale M. Balogun, 2020, "Capital Inflow and Industrial Performance in Nigeria: Including the Excluded," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/021, Jan.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2020, "The Long Run Stability of Money in the Proposed East African Monetary Union," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/034, Jan.
• Gerard Bikorimana & Charles Rutikanga & Didier Mwizerwa, 2020, "Linking energy consumption with economic growth: Rwanda as a case study," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2020, issue 2, pages 181-200.
• Xin Jin, 2020, "A Bayesian Nonparametric Investigation of the Predictive Effect of Exchange Rates on Commodity Prices," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 179-210, June.
• Harri Pönkä & Markku Stenborg, 2020, "Forecasting the state of the Finnish business cycle," Finnish Economic Papers, Finnish Economic Association, volume 29, issue 1, pages 81-99, Spring.
• Bo Zhao, 2020, "Forecasting the New England States’ Tax Revenues in the Time of the COVID-19 Pandemic," Current Policy Perspectives, Federal Reserve Bank of Boston, number 88356, Jul.
• Enrique Martínez García & Efthymios Pavlidis & Kostas Vasilopoulos, 2020, "exuber: Recursive Right-Tailed Unit Root Testing with R," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 383, May, revised 19 Oct 2021, DOI: 10.24149/gwp383r1.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 394, Aug, revised 05 Aug 2024, DOI: 10.24149/gwp394r3.
• Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020, "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers, Federal Reserve Bank of Dallas, number 2019, Jun, DOI: 10.24149/wp2019.
• Atsushi Inoue & Lutz Kilian, 2020, "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers, Federal Reserve Bank of Dallas, number 2022, Jul, DOI: 10.24149/wp2022.
• Atsushi Inoue & Lutz Kilian, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2030, Dec, DOI: 10.24149/wp2030.
• Francis X. Diebold & Glenn D. Rudebusch, 2020, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-02, Jan, DOI: 10.24148/wp2020-02.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-08, Feb, DOI: 10.24148/wp2020-08.
• Jan J. J. Groen & Michael Nattinger, 2020, "Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 4, pages 39-68, October.
• Gianluca Benigno & Jan J. J. Groen, 2020, "Uncertainty about Trade Policy Uncertainty," Staff Reports, Federal Reserve Bank of New York, number 919, Mar.
• Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2020, "Bank Capital and Real GDP Growth," Staff Reports, Federal Reserve Bank of New York, number 950, Nov.
• Turuntseva Marina & Astafieva Ekaterina & Bozhechkova Alexandra & Baeva Marina & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 1, pages 1-28, January.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 10, pages 1-29, October.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 11, pages 1-29, November.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 12, pages 1-29, December.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 2, pages 1-28, February.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 3, pages 1-28, March.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 4, pages 1-28, April.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 5, pages 1-28, May.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 6, pages 1-29, June.
• Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 7, pages 1-29, July.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 8, pages 1-29, August.
• Turuntseva Marina & Astafieva Ekaterina & Baeva Marina & Bozhechkova Alexandra & Buzaev A. & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton, 2020, "Model Calculations of Short-Run Forecasts of Russian Economic Time Series," Model Calculations of Short-Term Forecasts of Russian Economic Time Series, Gaidar Institute for Economic Policy, issue 9, pages 1-29, September.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2020, "Maximum Likelihood Estimation for the Fractional Vasicek Model," Econometrics, MDPI, volume 8, issue 3, pages 1-28, August.
• Riza Demirer & Rangan Gupta & Hossein Hassani & Xu Huang, 2020, "Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram," Economies, MDPI, volume 8, issue 1, pages 1-12, March.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, volume 13, issue 14, pages 1-19, July.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020, "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, volume 13, issue 7, pages 1-16, April.
• Dean Fantazzini & Nikita Kolodin, 2020, "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, volume 13, issue 11, pages 1-29, October.
• Juan Ángel Lafuente & Amparo Marco & Mercedes Monfort & Javier Ordóñez, 2020, "Social Exclusion and Convergence in the EU: An Assessment of the Europe 2020 Strategy," Sustainability, MDPI, volume 12, issue 5, pages 1-22, February.
• Dimitris Korobilis, 2020, "Sign restrictions in high-dimensional vector autoregressions," Working Papers, Business School - Economics, University of Glasgow, number 2020_21, Sep.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020, "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:129395.
• Constantin Bürgi & Tara M. Sinclair, 2020, "What Does Forecaster Disagreement Tell Us about the State of the Economy?," Working Papers, The George Washington University, The Center for Economic Research, number 2020-001, Feb.
• Philip ME Garboden, 2019, "Sources and Types of Big Data for Macroeconomic Forecasting," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-3, Jul.
• Peter Fuleky, 2020, "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2020-3, Sep.
• Peter Fuleky, 2020, "Nowcasting the Trajectory of the COVID-19 Recovery," Working Papers, University of Hawaii at Manoa, Department of Economics, number 202022, Sep.

2019

• Chang, Chia-Lin & McAleer, Michael, 2019, "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, volume 28, issue C, pages 11-19, DOI: 10.1016/j.frl.2018.03.008.
• Dastgir, Shabbir & Demir, Ender & Downing, Gareth & Gozgor, Giray & Lau, Chi Keung Marco, 2019, "The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test," Finance Research Letters, Elsevier, volume 28, issue C, pages 160-164, DOI: 10.1016/j.frl.2018.04.019.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Xie, Haibin & Qi, Nan & Wang, Shouyang, 2019, "A new variant of RealGARCH for volatility modeling," Finance Research Letters, Elsevier, volume 28, issue C, pages 438-443, DOI: 10.1016/j.frl.2018.06.015.
• Phillip, Andrew & Chan, Jennifer & Peiris, Shelton, 2019, "On long memory effects in the volatility measure of Cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 95-100, DOI: 10.1016/j.frl.2018.04.003.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David, 2019, "Co-explosivity in the cryptocurrency market," Finance Research Letters, Elsevier, volume 29, issue C, pages 178-183, DOI: 10.1016/j.frl.2018.07.005.
• Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019, "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, volume 29, issue C, pages 193-199, DOI: 10.1016/j.frl.2018.07.007.
• Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Herding behaviour in cryptocurrencies," Finance Research Letters, Elsevier, volume 29, issue C, pages 216-221, DOI: 10.1016/j.frl.2018.07.008.
• Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019, "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, volume 29, issue C, pages 266-271, DOI: 10.1016/j.frl.2018.08.009.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019, "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, volume 29, issue C, pages 280-284, DOI: 10.1016/j.frl.2018.08.007.
• Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David, 2019, "Trading volume and the predictability of return and volatility in the cryptocurrency market," Finance Research Letters, Elsevier, volume 29, issue C, pages 340-346, DOI: 10.1016/j.frl.2018.08.015.
• Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim, 2019, "Is anti-herding behavior spurious?," Finance Research Letters, Elsevier, volume 29, issue C, pages 379-383, DOI: 10.1016/j.frl.2018.09.003.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019, "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, volume 30, issue C, pages 160-169, DOI: 10.1016/j.frl.2018.09.010.
• Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019, "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, volume 30, issue C, pages 187-193, DOI: 10.1016/j.frl.2018.09.014.
• Wei, Yu & Qin, Songkun & Li, Xiafei & Zhu, Sha & Wei, Guiwu, 2019, "Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis," Finance Research Letters, Elsevier, volume 30, issue C, pages 23-29, DOI: 10.1016/j.frl.2019.03.028.
• Lei, Likun & Shang, Yue & Chen, Yongfei & Wei, Yu, 2019, "Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 341-351, DOI: 10.1016/j.frl.2018.10.016.
• Kumar, S.S.S. & Sampath, Aravind, 2019, "What drives the off-shore futures market? Evidence from India and China," Finance Research Letters, Elsevier, volume 30, issue C, pages 394-402, DOI: 10.1016/j.frl.2018.11.001.
• Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader, 2019, "Does gold or Bitcoin hedge economic policy uncertainty?," Finance Research Letters, Elsevier, volume 31, issue C, pages 171-178, DOI: 10.1016/j.frl.2019.04.001.
• Tu, Zhiyong & Xue, Changyong, 2019, "Effect of bifurcation on the interaction between Bitcoin and Litecoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.010.
• Geuder, Julian & Kinateder, Harald & Wagner, Niklas F., 2019, "Cryptocurrencies as financial bubbles: The case of Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.011.
• Bissoondeeal, Rakesh K. & Karoglou, Michail & Binner, Jane M., 2019, "Structural changes and the role of monetary aggregates in the UK," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 100-107, DOI: 10.1016/j.jfs.2019.05.007.
• Zhao, Xiaobing & Du, Ding & Xiong, Jun & Springer, Abraham & Masek Lopez, Sharon R. & Winkler, Blake & Hubler, Kenedy, 2019, "The impact of forest restoration on agriculture in the Verde River watershed, Arizona, USA," Forest Policy and Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.forpol.2019.101999.
• McMillan, David G., 2019, "Cross-asset relations, correlations and economic implications," Global Finance Journal, Elsevier, volume 41, issue C, pages 60-78, DOI: 10.1016/j.gfj.2019.02.003.
• Clemente, Jesús & Lázaro-Alquézar, Angelina & Montañés, Antonio, 2019, "Convergence in Spanish Public health expenditure: Has the decentralization process generated disparities?," Health Policy, Elsevier, volume 123, issue 5, pages 503-507, DOI: 10.1016/j.healthpol.2019.03.003.
• Inoue, Atsushi & Rossi, Barbara, 2019, "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, volume 118, issue C, pages 419-447, DOI: 10.1016/j.jinteco.2019.01.015.
• Delsing, G.A. & Mandjes, M.R.H. & Spreij, P.J.C. & Winands, E.M.M., 2019, "An optimization approach to adaptive multi-dimensional capital management," Insurance: Mathematics and Economics, Elsevier, volume 84, issue C, pages 87-97, DOI: 10.1016/j.insmatheco.2018.10.001.
• Charles, Amélie & Darné, Olivier, 2019, "The accuracy of asymmetric GARCH model estimation," International Economics, Elsevier, volume 157, issue C, pages 179-202, DOI: 10.1016/j.inteco.2018.11.001.
• Charles, Amélie & Darné, Olivier, 2019, "Volatility estimation for Bitcoin: Replication and robustness," International Economics, Elsevier, volume 157, issue C, pages 23-32, DOI: 10.1016/j.inteco.2018.06.004.
• Yaya, OlaOluwa S. & Ling, Pui Kiew & Furuoka, Fumitaka & Rose Ezeoke, Chinyere Mary & Jacob, Ray Ikechukwu, 2019, "Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework," International Economics, Elsevier, volume 158, issue C, pages 51-63, DOI: 10.1016/j.inteco.2019.02.004.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, volume 159, issue C, pages 140-150, DOI: 10.1016/j.inteco.2019.07.002.
• Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019, "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 117-135, DOI: 10.1016/j.intfin.2018.09.010.
• Cho, Dooyeon & Chun, Sungju, 2019, "Can structural changes in the persistence of the forward premium explain the forward premium anomaly?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 225-235, DOI: 10.1016/j.intfin.2018.11.003.
• Götz, Thomas B. & Knetsch, Thomas A., 2019, "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 45-66, DOI: 10.1016/j.ijforecast.2018.08.001.
• Szafranek, Karol, 2019, "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 1042-1059, DOI: 10.1016/j.ijforecast.2019.04.007.
• Naimoli, Antonio & Storti, Giuseppe, 2019, "Heterogeneous component multiplicative error models for forecasting trading volumes," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1332-1355, DOI: 10.1016/j.ijforecast.2019.06.002.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1533-1547, DOI: 10.1016/j.ijforecast.2019.02.001.
• Berge, Travis J. & Chang, Andrew C. & Sinha, Nitish R., 2019, "Evaluating the conditionality of judgmental forecasts," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1627-1635, DOI: 10.1016/j.ijforecast.2019.03.026.
• Granziera, Eleonora & Sekhposyan, Tatevik, 2019, "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1636-1657, DOI: 10.1016/j.ijforecast.2019.01.010.
• Wang, Yudong & Pan, Zhiyuan & Liu, Li & Wu, Chongfeng, 2019, "Oil price increases and the predictability of equity premium," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 43-58, DOI: 10.1016/j.jbankfin.2019.03.009.
• Lazar, Emese & Zhang, Ning, 2019, "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 74-93, DOI: 10.1016/j.jbankfin.2019.05.017.
• Strohsal, Till & Proaño, Christian R. & Wolters, Jürgen, 2019, "Characterizing the financial cycle: Evidence from a frequency domain analysis," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 568-591, DOI: 10.1016/j.jbankfin.2019.06.010.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Fan, Ying & Yang, Zan & Yavas, Abdullah, 2019, "Understanding real estate price dynamics: The case of housing prices in five major cities of China✰," Journal of Housing Economics, Elsevier, volume 43, issue C, pages 37-55, DOI: 10.1016/j.jhe.2018.09.003.
• Okimoto, Tatsuyoshi, 2019, "Trend inflation and monetary policy regimes in Japan," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 137-152, DOI: 10.1016/j.jimonfin.2018.12.008.
• Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan, 2019, "The world predictive power of U.S. equity market skewness risk," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 210-227, DOI: 10.1016/j.jimonfin.2019.05.003.
• Gronwald, Marc, 2019, "Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 86-92, DOI: 10.1016/j.jimonfin.2019.06.006.
• Nguyen, Thi-Ngoc Anh & Sato, Kiyotaka, 2019, "Firm predicted exchange rates and nonlinearities in pricing-to-market," Journal of the Japanese and International Economies, Elsevier, volume 53, issue C, pages 1-1, DOI: 10.1016/j.jjie.2019.101035.
• Liu, Xiaochun, 2019, "On tail fatness of macroeconomic dynamics," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103154.
• Ghoshray, Atanu, 2019, "Do international primary commodity prices exhibit asymmetric adjustment?," Journal of Commodity Markets, Elsevier, volume 14, issue C, pages 40-50, DOI: 10.1016/j.jcomm.2018.08.002.
• Awan, Obaid A., 2019, "Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour," Journal of Commodity Markets, Elsevier, volume 16, issue C, DOI: 10.1016/j.jcomm.2019.02.001.
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• Dissou, Yazid & Nafie, Yousra, 2019, "Sustainability of current account deficits: Evidence from Egypt using an asymmetric ARDL model," The Journal of Economic Asymmetries, Elsevier, volume 20, issue C, DOI: 10.1016/j.jeca.2019.e00126.
• Maitra, Biswajit, 2019, "Macroeconomic impact of public debt and foreign aid in Sri Lanka," Journal of Policy Modeling, Elsevier, volume 41, issue 2, pages 372-394, DOI: 10.1016/j.jpolmod.2019.03.002.
• Folarin, Oludele E. & Asongu, Simplice A., 2019, "Financial liberalization and long-run stability of money demand in Nigeria," Journal of Policy Modeling, Elsevier, volume 41, issue 5, pages 963-980, DOI: 10.1016/j.jpolmod.2019.04.005.
• Salmanzadeh-Meydani, N. & Fatemi Ghomi, S.M.T., 2019, "The causal relationship among electricity consumption, economic growth and capital stock in Iran," Journal of Policy Modeling, Elsevier, volume 41, issue 6, pages 1230-1256, DOI: 10.1016/j.jpolmod.2019.05.003.
• Gil-Alana, Luis A. & Monge, Manuel, 2019, "Lithium: Production and estimated consumption. Evidence of persistence," Resources Policy, Elsevier, volume 60, issue C, pages 198-202, DOI: 10.1016/j.resourpol.2019.01.006.
• Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2019, "Natural resources as blessings and finance-growth nexus: A bootstrap ARDL approach in an emerging economy," Resources Policy, Elsevier, volume 60, issue C, pages 277-287, DOI: 10.1016/j.resourpol.2019.01.007.
• Soliman, Alaa M. & Nasir, Muhammad Ali, 2019, "Association between the energy and emission prices: An analysis of EU emission trading system," Resources Policy, Elsevier, volume 61, issue C, pages 369-374, DOI: 10.1016/j.resourpol.2018.12.005.
• Singh, Jitendra & Ahmad, Wasim & Mishra, Anil, 2019, "Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds," Resources Policy, Elsevier, volume 61, issue C, pages 441-460, DOI: 10.1016/j.resourpol.2018.03.006.
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• Troster, Victor & Bouri, Elie & Roubaud, David, 2019, "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, volume 62, issue C, pages 482-495, DOI: 10.1016/j.resourpol.2018.10.004.
• Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Sohail, Asiya & Al-Yahyaee, Khamis Hamed, 2019, "Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches," Resources Policy, Elsevier, volume 62, issue C, pages 602-615, DOI: 10.1016/j.resourpol.2018.11.008.
• Pal, Debdatta & Mitra, Subrata Kumar, 2019, "Asymmetric oil price transmission to the purchasing power of the U.S. dollar: A multiple threshold NARDL modelling approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101508.
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• Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019, "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 484-496, DOI: 10.1016/j.pacfin.2017.06.006.
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• Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019, "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 345-354, DOI: 10.1016/j.physa.2018.09.081.
• Radivojević, Nikola & Cvijanović, Drago & Sekulic, Dejan & Pavlovic, Dejana & Jovic, Srdjan & Maksimović, Goran, 2019, "Econometric model of non-performing loans determinants," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 481-488, DOI: 10.1016/j.physa.2019.01.015.
• Yoon, Jong Cheol & Min, Dai Hong & Jei, Sang Young, 2019, "Empirical test of purchasing power parity using a time-varying cointegration model for China and the UK," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 41-47, DOI: 10.1016/j.physa.2019.01.072.
• Adebola, Solarin Sakiru & Gil-Alana, Luis A. & Madigu, Godfrey, 2019, "Gold prices and the cryptocurrencies: Evidence of convergence and cointegration," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 1227-1236, DOI: 10.1016/j.physa.2019.04.123.
• Liu, Jing & Ma, Feng & Zhang, Yaojie, 2019, "Forecasting the Chinese stock volatility across global stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 466-477, DOI: 10.1016/j.physa.2019.03.097.
• Han, Chenyu & Wang, Yiming & Ning, Ye, 2019, "Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121305.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Olubusoye, Olusanya E., 2019, "How persistent and dynamic inter-dependent are pricing of Bitcoin to other cryptocurrencies before and after 2017/18 crash?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 531, issue C, DOI: 10.1016/j.physa.2019.121732.
• Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019, "Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121867.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019, "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122329.
• González-Pla, Francisco & Lovreta, Lidija, 2019, "Persistence in firm’s asset and equity volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122265.
• Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Kang, Sang Hoon, 2019, "Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122295.
• Han, Chenyu & Wang, Yiming & Ning, Ye, 2019, "Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122365.
• Sbrana, Giacomo & Silvestrini, Andrea, 2019, "Random switching exponential smoothing: A new estimation approach," International Journal of Production Economics, Elsevier, volume 211, issue C, pages 211-220, DOI: 10.1016/j.ijpe.2019.01.038.
• Kuck, Konstantin & Maderitsch, Robert, 2019, "Intra-day dynamics of exchange rates: New evidence from quantile regression," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 247-257, DOI: 10.1016/j.qref.2018.09.001.
• Matkovskyy, Roman, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 270-279, DOI: 10.1016/j.qref.2018.09.005.
• Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina, 2019, "Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 65-72, DOI: 10.1016/j.qref.2018.12.006.
• Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael, 2019, "Establishing national carbon emission prices for China," Renewable and Sustainable Energy Reviews, Elsevier, volume 106, issue C, pages 1-16, DOI: 10.1016/j.rser.2019.01.063.
• Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
• Lee, Byung-Joo, 2019, "Asian financial market integration and the role of Chinese financial market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 490-499, DOI: 10.1016/j.iref.2018.10.012.
• Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
• Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio, 2019, "Choosing expected shortfall over VaR in Basel III using stochastic dominance," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 95-113, DOI: 10.1016/j.iref.2018.12.016.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
• Rahman, Md Lutfur & Shamsuddin, Abul & Lee, Doowon, 2019, "Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 267-286, DOI: 10.1016/j.iref.2019.04.010.
• Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019, "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 476-492, DOI: 10.1016/j.iref.2019.07.002.
• Ibhagui, Oyakhilome W., 2019, "Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 279-303, DOI: 10.1016/j.ribaf.2018.08.004.
• Abid, Ilyes & Dhaoui, Abderrazak & Goutte, Stéphane & Guesmi, Khaled, 2019, "Contagion and bond pricing: The case of the ASEAN region," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 371-385, DOI: 10.1016/j.ribaf.2018.08.010.
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• McMillan, David G., 2019, "Stock return predictability: Using the cyclical component of the price ratio," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 228-242, DOI: 10.1016/j.ribaf.2018.12.014.
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• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2019, "Multiresolution analysis and spillovers of major cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 191-206, DOI: 10.1016/j.ribaf.2019.03.003.
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• Pönkä, Harri & Zheng, Yi, 2019, "The role of oil prices on the Russian business cycle," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 70-78, DOI: 10.1016/j.ribaf.2019.04.011.
• Aldieri, Luigi & Bruno, Bruna & Vinci, Concetto Paolo, 2019, "Does environmental innovation make us happy? An empirical investigation," Socio-Economic Planning Sciences, Elsevier, volume 67, issue C, pages 166-172, DOI: 10.1016/j.seps.2018.10.008.
• Das, Sonali & Demirer, Riza & Gupta, Rangan & Mangisa, Siphumlile, 2019, "The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 132-147, DOI: 10.1016/j.strueco.2019.05.007.
• Steve Johnson, 2019, "Censored Quantile Regressions," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 62, issue 1, pages 30-47.
• Leo Krippner, 2019, "Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-01, Jan.
• Efrem Castelnuovo, 2019, "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-38, Jun.
• Efrem Castelnuovo, 2019, "Domestic and Global Uncertainty: A Survey and Some New Results," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-75, Oct.
• Rolando Caballero & Benigno Caballero & Claudia Bohórquez, 2019, "Análisis de la Inflación en Bolivia: Una Aproximación Markov Switching con Dos Estados," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 3, issue 1, pages 47-88, Diciembre.
• Castañeda Sabido, Alejandro I. & Martínez Quintero, Oscar & Ruiz Pérez, Daniel, 2019, "La fijación de precios de reventa únicos por los editores de libros," El Trimestre Económico, Fondo de Cultura Económica, volume 86, issue 341, pages 5-27, enero-mar, DOI: http://dx.doi.org/10.20430/ete.v86i.
• Frédérique Bec & Heino Bohn Nielsen & Sarra Saïdi, 2019, "Mixed Causal-Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-07.
• Frédérique Bec & Mélika Ben Salem, 2019, "Dornsbush revisited from an asymmetrical perspective : Evidence from G20 nominal effective exchange rates," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-12.
• Md. Nazmul Ahsan & Jean-Marie Dufour, 2019, "A Simple Efficient Moment-based Estimator for the Stochastic Volatility Model," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A008.
• Isiaka Akande Raifu & Alarudeen Aminu, 2019, "Financial development and agricultural performance in Nigeria: what role do institutions play?," Agricultural Finance Review, Emerald Group Publishing Limited, volume 80, issue 2, pages 231-254, December, DOI: 10.1108/AFR-06-2018-0045.