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

• Harun Terzi & Ugur Korkut Pata, 2020, "Is the Pollution Haven Hypothesis (PHH) Valid for Turkey?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 1, pages 93-109.
• José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2020, "The Role of Eonia in the Dynamics of Short-Term Interbank Rates," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 2, pages 225-240.
• Grzegorz Waszkiewicz, 2020, "Defence Spending and Economic Growth in the Visegrad Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 67, issue 4, pages 539-556.
• Margarita Shopova & Evgeni Ovchinnikov, 2020, "Dynamics Of The Indicators For Assessing The Progress Of Bulgaria In The Context Of The European Pillar Of Social Rights," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 198-209.
• Rasaki O. KAREEM & Rukayat A. ARIJE & Yusuf H. Avovome, 2020, "Value Added Tax and Economic Growth in Nigeria (1994 – 2017)," Business & Management Compass, University of Economics Varna, issue 2, pages 137-152.
• Žmuk Berislav & Kovač Matej, 2020, "Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 6, issue 1, pages 27-42, May, DOI: 10.2478/crebss-2020-0003.
• Gürsakal Necmi & Yilmaz Fırat Melih & Uğurlu Erginbay, 2020, "Finding Opportunity Windows in Time Series Data Using the Sliding Window Technique: the Case of Stock Exchanges," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 3, pages 1-19, September, DOI: 10.15611/eada.2020.3.01.
• Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2020, "Re-Evaluation of World Population Figures: Politics and Forecasting Mechanics," Economics and Business, Paradigm, volume 34, issue 1, pages 104-125, February, DOI: 10.2478/eb-2020-0008.
• Shobande Olatunji Abdul & Shodipe Oladimeji Tomiwa, 2020, "Re-Evaluation of World Population Figures: Politics and Forecasting Mechanics," Economics and Business, Paradigm, volume 34, issue 1, pages 104-125, February, DOI: 10.2478/eb-2020-0008.
• Dada James Temitope & Olomola Philip Akanni & Ajide Folorunsho Monsur, 2020, "Productivity Bias Hypothesis: New Evidence from Parallel Market Exchange Rate," Economics, Paradigm, volume 8, issue 1, pages 31-40, June, DOI: 10.2478/eoik-2020-0003.
• Longe Adedayo Emmanuel & Adebayo Emmanuel Olajide & Muhammad Shehu & Adelokun Oluwole Oluniyi, 2020, "Energy Consumption and Foreign Direct Investment in Nigeria: A Structural Break Analysis," Economic Themes, Paradigm, volume 58, issue 2, pages 187-201, June, DOI: 10.2478/ethemes-2020-0011.
• Frenkel Michael & Zimmermann Lilli, 2020, "What Drives Germany's Exports?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 2, pages 99-108, June, DOI: 10.2478/ijme-2020-0013.
• Frenkel Michael & Zimmermann Lilli, 2020, "What Drives Germany's Exports?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 2, pages 99-108, June, DOI: 10.2478/ijme-2020-0013.
• Hegerty Scott W., 2020, "Housing loans and domestic credit in the Baltic States and Poland: Structural breaks and macroeconomic determinants," Journal of Economics and Management, Paradigm, volume 42, issue 4, pages 48-69, December, DOI: 10.22367/jem.2020.42.03.
• Ozdemir Dicle, 2020, "Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market," Real Estate Management and Valuation, Paradigm, volume 28, issue 2, pages 89-99, June, DOI: 10.1515/remav-2020-0018.
• Hicham Ayad, 2020, "Money Supply, Inflation and Economic Growth: Co-Integration and Causality Analysis," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 65, issue 2, pages 29-45, August, DOI: 10.2478/subboec-2020-0008.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
• Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
• Paweł Sakowski & Anna Turovtseva, 2020, "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-41.
• Paweł Sakowski & Daria Turovtseva, 2020, "Does Bitcoin Improve Investment Portfolio Efficiency?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-42.
• Dinghai Xu, 2020, "Canadian Stock Market Volatility under COVID-19," Working Papers, University of Waterloo, Department of Economics, number 2001, May, revised May 2020.
• Christian Glocker & Serguei Kaniovski, 2020, "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers, WIFO, number 614, Oct.
• Juan Carlos Cuestas, 2020, "Changes in sovereign debt dynamics in Central and Eastern Europe," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 63-71, January, DOI: 10.1002/ijfe.1728.
• Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020, "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 373-390, June, DOI: 10.1002/jae.2754.
• Adam Clements & Mark Bernard Doolan, 2020, "Combining multivariate volatility forecasts using weighted losses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 4, pages 628-641, July, DOI: 10.1002/for.2647.
• Andrea Bucci, 2020, "Cholesky–ANN models for predicting multivariate realized volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 865-876, September, DOI: 10.1002/for.2664.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
• Pierre Perron & Yohei Yamamoto & Jing Zhou, 2020, "Testing jointly for structural changes in the error variance and coefficients of a linear regression model," Quantitative Economics, Econometric Society, volume 11, issue 3, pages 1019-1057, July, DOI: 10.3982/QE1332.
• Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020, "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 02, pages 257-273, March, DOI: 10.1142/S0217590817500096.
• Mustafa Utku Özmen, 2020, "In Pursuit Of Understanding Markups In Restaurant Services Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 06, pages 1423-1437, December, DOI: 10.1142/S0217590818500091.
• Gaetano Perone, 2020, "An ARIMA model to forecast the spread and the final size of COVID-2019 epidemic in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/07, Apr.
• Perone, G., 2020, "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/18, Nov.
• Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020, "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers, Department of Economics, University of York, number 20/09, Aug.
• Masoud Shirazi Abdolrasoul Ghasemi Teymour Mohammadi Jurica Šimurina Ali Faridzad Atefeh Taklif, 2020, "A Dynamic Network Comparison Analysis of Crude Oil Trade: Evidence from Eastern Europe and Eurasia," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 1, pages 95-119, May, DOI: 10.2478/zireb-2020-0007.
• Ollech, Daniel & Webel, Karsten, 2020, "A random forest-based approach to identifying the most informative seasonality tests," Discussion Papers, Deutsche Bundesbank, number 55/2020.
• Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
• Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020, "The Impact of Exchange Rate volatility on Banking Performance (case of Iran)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 12, issue 1, pages 39-56, DOI: 10.22111/ijbds.2020.5436.
• Keshtgar, Nafiseh & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2020, "The Impact of Macroprudential Policies on the Vulnerability of the Banking System: Dynamic Panel Model," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 15, issue 4, pages 357-379, DOI: 10.29252/jme.15.4.357.
• Dautel, Alexander Jakob & Härdle, Wolfgang Karl & Lessmann, Stefan & Seow, Hsin-Vonn, 2020, "Forex exchange rate forecasting using deep recurrent neural networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-006.

2019

• Giuseppina Albano & Michele La Rocca & Cira Perna, 2019, "Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 5-19, June, DOI: 10.1007/s10203-019-00237-y.
• Giuseppe Giordano & Steven Haberman & Maria Russolillo, 2019, "Coherent modeling of mortality patterns for age-specific subgroups," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 189-204, June, DOI: 10.1007/s10203-019-00245-y.
• Gianna Figá-Talamanca & Marco Patacca, 2019, "Does market attention affect Bitcoin returns and volatility?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 135-155, June, DOI: 10.1007/s10203-019-00258-7.
• Jonathan Haynes & Daniel Schmitt & Lukas Grimm, 2019, "Estimating stochastic volatility: the rough side to equity returns," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 449-469, December, DOI: 10.1007/s10203-019-00261-y.
• Vishal Sharma & Ashok Mittal, 2019, "Fiscal deficit, capital formation, and economic growth in India: a nonlinear ARDL model," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 46, issue 4, pages 353-363, December, DOI: 10.1007/s40622-019-00223-8.
• Ergin Akalpler & Yohanna Panshak, 2019, "Dynamic relationship between budget deficit and current account deficit in the light of Nigerian empirical application," Evolutionary and Institutional Economics Review, Springer, volume 16, issue 1, pages 159-179, June, DOI: 10.1007/s40844-019-00122-8.
• Kevin S. Nell & Maria M. De Mello, 2019, "The interdependence between the saving rate and technology across regimes: evidence from South Africa," Empirical Economics, Springer, volume 56, issue 1, pages 269-300, January, DOI: 10.1007/s00181-017-1354-y.
• Bahar Şen Doğan & Murat Midiliç, 2019, "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, volume 56, issue 1, pages 367-395, January, DOI: 10.1007/s00181-017-1357-8.
• Giorgio Canarella & Rangan Gupta & Stephen M. Miller & Stephen K. Pollard, 2019, "Unemployment rate hysteresis and the great recession: exploring the metropolitan evidence," Empirical Economics, Springer, volume 56, issue 1, pages 61-79, January, DOI: 10.1007/s00181-017-1361-z.
• Karsten Schweikert, 2019, "Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach," Empirical Economics, Springer, volume 56, issue 3, pages 1071-1095, March, DOI: 10.1007/s00181-017-1376-5.
• Marco Haase & Yvonne Seiler Zimmermann & Heinz Zimmermann, 2019, "Permanent and transitory price shocks in commodity futures markets and their relation to speculation," Empirical Economics, Springer, volume 56, issue 4, pages 1359-1382, April, DOI: 10.1007/s00181-017-1387-2.
• Themba G. Chirwa & Nicholas M. Odhiambo, 2019, "The nexus between key macroeconomic determinants and economic growth in Zambia: a dynamic multivariate Granger causality linkage," Empirical Economics, Springer, volume 57, issue 1, pages 301-327, July, DOI: 10.1007/s00181-018-1439-2.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2019, "Volatility-dependent correlations: further evidence of when, where and how," Empirical Economics, Springer, volume 57, issue 2, pages 505-540, August, DOI: 10.1007/s00181-018-1473-0.
• Olesia Kozlova & Jose Noguera-Santaella, 2019, "Are Asian Dragons and Tigers catching up?," Empirical Economics, Springer, volume 57, issue 2, pages 589-601, August, DOI: 10.1007/s00181-018-1517-5.
• Hyejin Lee & Dong-Yop Oh & Ming Meng, 2019, "Stationarity and cointegration of health care expenditure and GDP: evidence from tests with smooth structural shifts," Empirical Economics, Springer, volume 57, issue 2, pages 631-652, August, DOI: 10.1007/s00181-018-1561-1.
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2019, "Statistical and economic evaluation of time series models for forecasting arrivals at call centers," Empirical Economics, Springer, volume 57, issue 3, pages 923-955, September, DOI: 10.1007/s00181-018-1475-y.
• Anthony N. Rezitis, 2019, "Investigating price transmission in the Finnish dairy sector: an asymmetric NARDL approach," Empirical Economics, Springer, volume 57, issue 3, pages 861-900, September, DOI: 10.1007/s00181-018-1482-z.
• Jonathan E. Ogbuabor & Anthony Orji & Gladys C. Aneke & Manasseh O. Charles, 2019, "Did the global financial crisis alter the oil–gasoline price relationship?," Empirical Economics, Springer, volume 57, issue 4, pages 1171-1200, October, DOI: 10.1007/s00181-018-1490-z.
• Markku Lanne & Jani Luoto, 2019, "A comment on ‘on inflation expectations in the NKPC model’," Empirical Economics, Springer, volume 57, issue 6, pages 1865-1867, December, DOI: 10.1007/s00181-018-1582-9.
• Lucia Parisio & Matteo Pelagatti, 2019, "Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 36, issue 2, pages 527-548, July, DOI: 10.1007/s40888-018-0126-2.
• Damien Bricard & Zeynep Or, 2019, "Impact of early primary care follow-up after discharge on hospital readmissions," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 4, pages 611-623, June, DOI: 10.1007/s10198-018-1022-y.
• Muhammad Kamran Khan & Jian-Zhou Teng & Muhammad Imran Khan, 2019, "Cointegration between macroeconomic factors and the exchange rate USD/CNY," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 5, issue 1, pages 1-15, December, DOI: 10.1186/s40854-018-0117-x.
• Mario Hefter & Arnulf Jentzen, 2019, "On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes," Finance and Stochastics, Springer, volume 23, issue 1, pages 139-172, January, DOI: 10.1007/s00780-018-0375-5.
• Ole Martin & Mathias Vetter, 2019, "Laws of large numbers for Hayashi–Yoshida-type functionals," Finance and Stochastics, Springer, volume 23, issue 3, pages 451-500, July, DOI: 10.1007/s00780-019-00390-7.
• Paolo Pigato, 2019, "Extreme at-the-money skew in a local volatility model," Finance and Stochastics, Springer, volume 23, issue 4, pages 827-859, October, DOI: 10.1007/s00780-019-00406-2.
• Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2019, "Debt sustainability, structural breaks and nonlinear fiscal adjustment: empirical evidence from Algeria," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 4, pages 369-397, December, DOI: 10.1007/s12232-019-00327-8.
• G. Bruno & L. Crosilla & P. Margani, 2019, "Inspecting the Relationship Between Business Confidence and Industrial Production: Evidence on Italian Survey Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 1, pages 1-24, April, DOI: 10.1007/s41549-018-00033-4.
• Barend Abeln & Jan P. A. M. Jacobs & Pim Ouwehand, 2019, "CAMPLET: Seasonal Adjustment Without Revisions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 1, pages 73-95, April, DOI: 10.1007/s41549-018-0031-3.
• Ana Rodríguez-Santiago, 2019, "What has Changed After the Great Recession on the European Cyclical Patterns?," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 2, pages 121-146, December, DOI: 10.1007/s41549-019-00038-7.
• Payal Jain & Sanjay Sehgal, 2019, "An examination of return and volatility spillovers between mature equity markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 180-210, January, DOI: 10.1007/s12197-018-9442-1.
• Yung-Ho Chang, 2019, "Cross-market information spillover and the performance of technical trading in the foreign exchange market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 211-227, April, DOI: 10.1007/s12197-018-9440-3.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
• Luis A. Gil-Alana & Yadollah Dadgar & Rouhollah Nazari, 2019, "Iranian inflation: peristence and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 398-408, April, DOI: 10.1007/s12197-018-9446-x.
• E. N. Gyamfi & E. F. Appiah, 2019, "Further evidence on the validity of purchasing power parity in selected African countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 330-343, April, DOI: 10.1007/s12197-018-9449-7.
• Hugo Ferrer-Pérez & María-Isabel Ayuda & Antonio Aznar, 2019, "Improving the Performance of a Long-Run Variance Ratio Test for a Unit Root," The Japanese Economic Review, Springer, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Cosimo Magazzino & Mihai Mutascu, 2019, "A wavelet analysis of Italian fiscal sustainability," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 8, issue 1, pages 1-13, December, DOI: 10.1186/s40008-019-0151-5.
• Abderrahim Chibi & Sidi Mohamed Chekouri & Mohamed Benbouziane, 2019, "The dynamics of fiscal policy in Algeria: sustainability and structural change," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 8, issue 1, pages 1-27, December, DOI: 10.1186/s40008-019-0161-3.
• Suchan Chae & Seho Kim, 2019, "The effects of third-party transfers in sequential anchored bargaining," International Journal of Game Theory, Springer;Game Theory Society, volume 48, issue 1, pages 143-155, March, DOI: 10.1007/s00182-018-00657-x.
• Andrew Adewale Alola & Uju Violet Alola, 2019, "The Dynamics of Tourism—Refugeeism on House Prices in Cyprus and Malta," Journal of International Migration and Integration, Springer, volume 20, issue 2, pages 521-536, May, DOI: 10.1007/s12134-018-0621-x.
• Gordon L. Brady & Cosimo Magazzino, 2019, "Government Expenditures and Revenues in Italy in a Long-run Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 361-375, June, DOI: 10.1007/s40953-019-00157-z.
• Mehdi Hajamini, 2019, "Asymmetric Causality Between Inflation and Uncertainty: Evidences from 33 Developed and Developing Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 287-309, June, DOI: 10.1007/s40953-019-00165-z.
• Akhil Sharma & Tarun Vashishat & Abdul Rishad, 2019, "The consequences of exchange rate trends on international tourism demand: evidence from India," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 21, issue 2, pages 270-287, December, DOI: 10.1007/s40847-019-00080-2.
• Gabriel Rodríguez & Junior A. Ojeda Cunya & José Carlos Gonzáles Tanaka, 2019, "An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 2, pages 107-123, June, DOI: 10.1007/s10258-019-00156-1.
• Goodness C. Aye & Matthew W. Clance & Rangan Gupta, 2019, "The effectiveness of monetary and fiscal policy shocks on U.S. inequality: the role of uncertainty," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 283-295, January, DOI: 10.1007/s11135-018-0752-3.
• OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida, 2019, "Hysteresis of unemployment rates in Africa: new findings from Fourier ADF test," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 6, pages 2781-2795, November, DOI: 10.1007/s11135-019-00894-6.
• Charles Shaaba Saba & Nicholas Ngepah, 2019, "A cross-regional analysis of military expenditure, state fragility and economic growth in Africa," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 6, pages 2885-2915, November, DOI: 10.1007/s11135-019-00905-6.
• Astrid Ayala & Szabolcs Blazsek, 2019, "Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 1, pages 65-92, March, DOI: 10.1007/s13209-018-0186-0.
• J. Ignacio Conde-Ruiz & Manu García & Luis A. Puch & Jesús Ruiz, 2019, "Calendar effects in daily aggregate employment creation and destruction in Spain," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 1, pages 25-63, March, DOI: 10.1007/s13209-019-0187-7.
• Daniel Kaufmann, 2019, "Nominal stability over two centuries," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 155, issue 1, pages 1-23, December, DOI: 10.1186/s41937-019-0033-7.
• Aloisio Campelo & Ataman Ozyildirim & Jing Sima-Friedman & Paulo Picchetti & Sarah Piassi Machado Lima, 2019, "Coincident and Leading Indicators for Brazilian Cycles," Societies and Political Orders in Transition, Springer, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti, "Business Cycles in BRICS", DOI: 10.1007/978-3-319-90017-9_18.
• Atish Kumar Dash & Ataman Ozyildirim & Jing Sima-Friedman, 2019, "An Application of the Indicator Approach to Developing Coincident and Leading Economic Indexes for India," Societies and Political Orders in Transition, Springer, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti, "Business Cycles in BRICS", DOI: 10.1007/978-3-319-90017-9_23.
• Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019, "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 65-82, February, DOI: 10.1007/s11205-018-1906-3.
• Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
• Yushi Jiang & Yifei Cai & Yi-Ting Peng & Tsangyao Chang, 2019, "Testing Hysteresis in Unemployment in G7 Countries Using Quantile Unit Root Test with both Sharp Shifts and Smooth Breaks," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 3, pages 1211-1229, April, DOI: 10.1007/s11205-018-1948-6.
• Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund, 2019, "Panel stationary tests against changes in persistence," Statistical Papers, Springer, volume 60, issue 4, pages 1079-1100, August, DOI: 10.1007/s00362-016-0864-6.
• Milena Lopreite & Sergio Bruni, 2019, "Layoffs and economic crisis: a time series analysis on the Italian labor market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Moussa Wajdi, 2019, "The dynamic relationship between stock index and exchange rate: Evidence for Tunis," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-4.
• Christos Katris, 2019, "Forecasting the Unemployment of Med Counties using Time Series and Neural Network models," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 2, pages 1-3.
• Adamopoulos Antonios, 2019, "An empirical analysis of simulated model of economic growth for United Kingdom," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
• W. Holmes Finch, 2019, "A Monte Carlo Simulation Study Assessing the Performance of a Bayesian Approach for Identifying Differences in Change Point Location for Two Time Series," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 8, issue 3, pages 1-4.
• Emanuele Russo & Neil Foster-McGregor & Bart Verpagen, 2019, "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/29, Aug.
• Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019, "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2019, Mar.
• Artur Silva Lopes & Gabriel Florin Zsurkis, 2019, "Are linear models really unuseful to describe business cycle data?," Applied Economics, Taylor & Francis Journals, volume 51, issue 22, pages 2355-2376, May, DOI: 10.1080/00036846.2018.1495825.
• Marcello Miccoli & Stefano Neri, 2019, "Inflation surprises and inflation expectations in the Euro area," Applied Economics, Taylor & Francis Journals, volume 51, issue 6, pages 651-662, February, DOI: 10.1080/00036846.2018.1506085.
• Elie Bouri & Riza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 3, pages 367-379, April, DOI: 10.1080/10242694.2018.1424613.
• Topher L. McDougal & Athena Kolbe & Robert Muggah & Nicholas Marsh, 2019, "Ammunition leakage from military to civilian markets: market price evidence from Haiti, 2004–2012," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 7, pages 799-812, November, DOI: 10.1080/10242694.2018.1492226.
• Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor, 2019, "Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 509-532, May, DOI: 10.1080/07474938.2017.1348684.
• Arnaud Dufays & Jeroen V. K. Rombouts, 2019, "Sparse Change-point HAR Models for Realized Variance," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 857-880, September, DOI: 10.1080/07474938.2018.1454366.
• Stephan Smeekes & Joakim Westerlund, 2019, "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1089-1107, October, DOI: 10.1080/07474938.2018.1536102.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
• Mathias Manguzvane & John Weirstrass Muteba Mwamba, 2019, "Modelling systemic risk in the South African banking sector using CoVaR," International Review of Applied Economics, Taylor & Francis Journals, volume 33, issue 5, pages 624-641, September, DOI: 10.1080/02692171.2018.1516741.
• Yacine Aït-Sahalia & Dacheng Xiu, 2019, "Principal Component Analysis of High-Frequency Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 525, pages 287-303, January, DOI: 10.1080/01621459.2017.1401542.
• Adriana Cornea-Madeira & Cars Hommes & Domenico Massaro, 2019, "Behavioral Heterogeneity in U.S. Inflation Dynamics," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 288-300, April, DOI: 10.1080/07350015.2017.1321548.
• James Mitchell & Donald Robertson & Stephen Wright, 2019, "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 681-695, October, DOI: 10.1080/07350015.2017.1415909.
• Eva Deuchert & Martin Huber & Mark Schelker, 2019, "Direct and Indirect Effects Based on Difference-in-Differences With an Application to Political Preferences Following the Vietnam Draft Lottery," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 710-720, October, DOI: 10.1080/07350015.2017.1419139.
• Nikolaos Antonakakis & Juncal Cunado & Rangan Gupta & Mawuli Segnon, 2019, "Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 117-131, January, DOI: 10.1080/15140326.2018.1550594.
• Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019, "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 19, issue 2, pages 67-82.
• Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019, "An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1919.
• Evren Erdogan Cosar & Ayse Arzu Yavuz, 2019, "Is There Asymmetry between GDP and Labor Market Variables in Turkey under Okun�s Law?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1927.
• Claudia Fontanari, & Antonella Palumbo & Chiara Salvatori, 2019, "Potential Output in Theory and Practice: A Revision and Update of Okun`s Original Method," Working Papers Series, Institute for New Economic Thinking, number 93, Mar, DOI: 10.2139/ssrn.3419280.
• Francisco Blasques & Vladimir Holy & Petra Tomanova, 2019, "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-004/III, Jan.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-030.
• Rothfelder, Mario & Boldea, Otilia, 2019, "Testing for a Threshold in Models with Endogenous Regressors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 94a7c921-f27f-43a0-82f4-4.
• Heikki Kauppi, 2019, "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers, Aboa Centre for Economics, number 125, Apr.
• Miguel D. Ramirez, 2019, "Public and Foreign Investment Spending in the Argentine Case.A Cointegration Analysis with Structural Breaks, 1960-2015," Working Papers, Trinity College, Department of Economics, number 1904, Sep, revised Sep 2019.
• Barbara Rossi & Yiru Wang, 2019, "Vector autoregressive-based Granger causality test in the presence of instabilities," Stata Journal, StataCorp LLC, volume 19, issue 4, pages 883-899, December, DOI: 10.1177/1536867X19893631.
• Gloria Gonzalez-Rivera & Yun Luo & Esther Ruiz, 2019, "Prediction Regions for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 201921, Sep.
• Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2019, "Examining spillover effect of US monetary policy to European stock markets: A Markov-Switching approach," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 89-124, June.
• Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-06.
• Mohamed Chikhi & Claude Diebolt & Tapas Mishra, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-24.
• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Does Predictive Ability of an Asset Price Rest in 'Memory'? Insights from a New Approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-43.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2019, "Gender Equality as an Enforcer of Individuals’ Choice between Education and Fertility: Evidence from 19th Century France," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-44.
• Sy-Hoa Ho & Jamel Saadaoui, 2019, "Symmetric and asymmetric effects of exchange rates on money demand: Empirical evidence from Vietnam?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-49.
• Marcelo Dianessi & Gabriela Mordecki, 2019, "Comportamiento del turismo nostálgico en Uruguay y Chile," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 19-27, Dec.
• Russo, Emanuele & Foster-McGregor, Neil & Verspagen, Bart, 2019, "Characterizing growth instability: new evidence on unit roots and structural breaks in long run time series," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2019-026, Aug.
• Yiru Wang & Barbara Rossi, 2019, "VAR-based Granger-causality test in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1642, Jan.
• Majid Al-Sadoon & Piotr Zwiernik, 2019, "The identification problem for linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1669, Sep.
• Wolfgang Schadner, 2019, "Risk-Neutral Momentum and Market Fear," Working Papers on Finance, University of St. Gallen, School of Finance, number 1915, Nov.
• Atsushi Inoue & Lutz Kilian, 2019, "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 19-00001, Mar.
• YAMAK, Nebiye & YAMAK, Rahmi & SAMUT, Serkan, 2019, "Causal Relationship Between Bitcoin Price Volatility And Trading Volume: Rolling Window Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 6-20, September.
• Guido Zack & Daniel Sotelsek, 2019, "The Asymmetric Effect of the Business Cycle on Poverty in Argentina," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 3, pages 347-364.
• Mariana Kaneva, 2019, "Broadband and e-Commerce in the Balkans - Econometric Analysis," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 8, issue 2, pages 100-109, August, DOI: 10.36997/IJUSV-ESS/2019.8.2.100.
• Nsenga Dieu & Nach Mirada & Khobai Hlalefang & Moyo Clement & Phiri Andrew, 2019, "Is It the Natural Rate Hypothesis or the Hysteresis Hypothesis for Unemployment Rates in Newly Industrialized Economies?," Comparative Economic Research, Paradigm, volume 22, issue 4, pages 39-55, December, DOI: 10.2478/cer-2019-0031.
• Gričar Sergej & Baldigara Tea, 2019, "An explorative study of tourism time series: Evidence from Slovenia and Croatia," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 5, issue 2, pages 101-116, December, DOI: 10.2478/crebss-2019-0015.
• Kojić Vedran & Škrinjarić Tihana, 2019, "A note on the turning point for the quadratic trend," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 5, issue 2, pages 39-48, December, DOI: 10.2478/crebss-2019-0010.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Pedraza Pablo de & Visintin Stefano & Tijdens Kea & Kismihók Gábor, 2019, "Survey vs Scraped Data: Comparing Time Series Properties of Web and Survey Vacancy Data," IZA Journal of Labor Economics, Paradigm & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 8, issue 1, pages 1-23, June, DOI: 10.2478/izajole-2019-0004.
• Erdas Mehmet Levent, 2019, "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Paradigm, volume 19, issue 4, pages 399-428, December, DOI: 10.2478/revecp-2019-0020.
• Shehu U.R. Aliyu, 2019, "Do Presidential Elections Affect Stock Market Returns In Nigeria?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 19, issue 1, pages 40-56, June.
• Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
• Philip Arestis & Ana Rosa Gonzalez‐Martinez, 2019, "Economic precariousness: A new channel in the housing market cycle," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 1030-1043, April, DOI: 10.1002/ijfe.1716.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2019, "On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 3, pages 1047-1065, July, DOI: 10.1002/ijfe.1704.
• H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel, 2019, "Cartel dating," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 1, pages 26-42, January, DOI: 10.1002/jae.2660.
• Yohei Yamamoto, 2019, "Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 247-267, March, DOI: 10.1002/jae.2659.
• Philip Hans Franses, 2019, "Model‐based forecast adjustment: With an illustration to inflation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 2, pages 73-80, March, DOI: 10.1002/for.2557.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
• Crafts, Nicholas & Mills, Terence C., 2019, "Is the UK Productivity Slowdown Unprecedented?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1215.
• Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
• Katarzyna Maciejowska, 2019, "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/02, Jul.
• Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.
• Xuexin Wang & Yixiao Sun, 2019, "An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-05-24, May.
• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2019, "Time-Varying Mixture Copula Models with Copula Selection," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-05, Jul.
• Bingduo Yang & Christian M. Hafner & Guannan Liu & Wei Long, 2019, "Semiparametric Estimation and Variable Selection for Single-index Copula Models," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-05, Jul.
• Li Chen & Jiti Gao & Farshid Vahid, 2019, "Global temperatures and greenhouse gases - a common features approach," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-07-15, Jul.
• Bernard Njindan Iyke & Sin-Yu Ho, 2019, "Inflation, Inflation Uncertainty, and Growth: Evidence from Ghana," Contemporary Economics, Vizja University, volume 13, issue 2, June.
• Lijuan Huo & Jin Seo Cho, 2019, "Testing for the Sandwich-Form Covariance Matrix Applied to Quasi-Maximum Likelihood Estimation Using Economic and Energy Price Growth Rates," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-152, Nov.
• Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2019, "Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-154, Dec.
• Laura Coroneo & Fabrizio Iacone & Fabio Profumo, 2019, "A Real-time Density Forecast Evaluation of the ECB Survey of Professional Forecasters," Discussion Papers, Department of Economics, University of York, number 19/14, Sep.
• Mundt, Philipp & Alfarano, Simone & Milaković, Mishael, 2019, "Exploiting ergodicity in forecasts of corporate profitability," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 147.
• Funke, Michael & Li, Xiang & Tsang, Andrew, 2019, "Monetary policy shocks and peer-to-peer lending in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 23/2019.
• Gallegati, Marco & Giri, Federico & Fratianni, Michele, 2019, "Money growth and inflation: International historical evidence on high inflation episodes for developed countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2019.
• Assenmacher-Wesche, Katrin & Beyer, Andreas, 2019, "A cointegration model of money and wealth," CFS Working Paper Series, Center for Financial Studies (CFS), number 619.
• Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2019, "Analysis of Asymmetry in Slovak Gasoline and Diesel Retail Market," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019".
• Kholodilin, Konstantin A. & Gerasymov, Tymofiy, 2019, "Coping with the Consequences of a Housing Crisis During the Great War: The Case of Right-Bank Ukraine in 1914–1918," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, issue 1, pages 1-20, DOI: 10.1080/20514530.2019.1596455.
• Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan, 2019, "Forecasting the Realized Variance in the Presence of Intraday Periodicity," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193631.
• Obst, Thomas, 2019, "A dynamic version of Okun's law in the EU15 countries - The role of delays in the unemployment-output nexus," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 411.
• Strohsal, Till & Wolf, Elias, 2019, "Data revisions to German national accounts: Are initial releases good nowcasts?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2019/11.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-16.
• Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
• Khan, Hameed & Khan, Umair, 2019, "Financial development and FDI inflows in China," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-54.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2019, "The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2019-.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Wesselhöfft, Niels & Härdle, Wolfgang Karl, 2019, "Estimating low sampling frequency risk measure by high-frequency data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-003.
• Pele, Daniel Traian & Wesselhöfft, Niels & Härdle, Wolfgang Karl & Kolossiatis, Michalis & Yatracos, Yannis, 2019, "Phenotypic convergence of cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-018.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2019, "SONIC: SOcial Network with Influencers and Communities," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-025.
• Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019, "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 24/2019.
• Klein, Tony & Todorova, Neda, 2019, "Night Trading with Futures in China: The Case of Aluminum and Copper," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/06, DOI: 10.2139/ssrn.3249598.
• Roman Matkovskyy, 2019, "Centralized and decentralized bitcoin markets: Euro vs USD vs GBP," Post-Print, HAL, number hal-02127175, Feb, DOI: 10.1016/j.qref.2018.09.005.
• Thomas Chuffart & Emma Hooper, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print, HAL, number hal-02194152, May, DOI: 10.1016/j.eneco.2019.02.003.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2019, "The economic importance of rare earth elements volatility forecasts," Post-Print, HAL, number hal-02983233, Feb, DOI: 10.1016/j.irfa.2019.01.010.