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

2019

• Chen, Rongda & Xu, Jianjun, 2019, "Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model," Energy Economics, Elsevier, volume 78, issue C, pages 379-391, DOI: 10.1016/j.eneco.2018.11.011.
• Nusair, Salah A. & Olson, Dennis, 2019, "The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis," Energy Economics, Elsevier, volume 78, issue C, pages 44-63, DOI: 10.1016/j.eneco.2018.11.009.
• Christensen, Troels Sønderby & Pircalabu, Anca & Høg, Esben, 2019, "A seasonal copula mixture for hedging the clean spark spread with wind power futures," Energy Economics, Elsevier, volume 78, issue C, pages 64-80, DOI: 10.1016/j.eneco.2018.11.002.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, volume 79, issue C, pages 171-182, DOI: 10.1016/j.eneco.2018.02.007.
• Møller, Niels Framroze & Andersen, Laura Mørch & Hansen, Lars Gårn & Jensen, Carsten Lynge, 2019, "Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?," Energy Economics, Elsevier, volume 80, issue C, pages 1050-1058, DOI: 10.1016/j.eneco.2019.01.023.
• Chuffart, Thomas & Hooper, Emma, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, volume 80, issue C, pages 904-916, DOI: 10.1016/j.eneco.2019.02.003.
• Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019, "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, volume 81, issue C, pages 1132-1147, DOI: 10.1016/j.eneco.2019.06.002.
• Jiménez-Rodríguez, Rebeca, 2019, "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, volume 81, issue C, pages 13-24, DOI: 10.1016/j.eneco.2019.03.002.
• Lingohr, Daniel & Müller, Gernot, 2019, "Stochastic modeling of intraday photovoltaic power generation," Energy Economics, Elsevier, volume 81, issue C, pages 175-186, DOI: 10.1016/j.eneco.2019.03.007.
• Haug, Alfred A. & Ucal, Meltem, 2019, "The role of trade and FDI for CO2 emissions in Turkey: Nonlinear relationships," Energy Economics, Elsevier, volume 81, issue C, pages 297-307, DOI: 10.1016/j.eneco.2019.04.006.
• Wadström, Christoffer & Wittberg, Emanuel & Uddin, Gazi Salah & Jayasekera, Ranadeva, 2019, "Role of renewable energy on industrial output in Canada," Energy Economics, Elsevier, volume 81, issue C, pages 626-638, DOI: 10.1016/j.eneco.2019.04.028.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George, 2019, "Futures-based forecasts: How useful are they for oil price volatility forecasting?," Energy Economics, Elsevier, volume 81, issue C, pages 639-649, DOI: 10.1016/j.eneco.2019.04.030.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2019, "Volatility forecasting in commodity markets using macro uncertainty," Energy Economics, Elsevier, volume 81, issue C, pages 79-94, DOI: 10.1016/j.eneco.2019.03.016.
• Bastianin, Andrea & Galeotti, Marzio & Polo, Michele, 2019, "Convergence of European natural gas prices," Energy Economics, Elsevier, volume 81, issue C, pages 793-811, DOI: 10.1016/j.eneco.2019.05.017.
• Kim, Jae H. & Rahman, Md Lutfur & Shamsuddin, Abul, 2019, "Can energy prices predict stock returns? An extreme bounds analysis," Energy Economics, Elsevier, volume 81, issue C, pages 822-834, DOI: 10.1016/j.eneco.2019.05.029.
• Wa̧torek, Marcin & Drożdż, Stanisław & Oświȩcimka, Paweł & Stanuszek, Marek, 2019, "Multifractal cross-correlations between the world oil and other financial markets in 2012–2017," Energy Economics, Elsevier, volume 81, issue C, pages 874-885, DOI: 10.1016/j.eneco.2019.05.015.
• Cook, Steven & Fosten, Jack, 2019, "Replicating rockets and feathers," Energy Economics, Elsevier, volume 82, issue C, pages 139-151, DOI: 10.1016/j.eneco.2017.12.021.
• Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019, "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, volume 82, issue C, pages 211-223, DOI: 10.1016/j.eneco.2018.05.022.
• Carnero, M. Angeles & Pérez, Ana, 2019, "Leverage effect in energy futures revisited," Energy Economics, Elsevier, volume 82, issue C, pages 237-252, DOI: 10.1016/j.eneco.2017.12.029.
• Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019, "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, volume 82, issue C, pages 26-41, DOI: 10.1016/j.eneco.2018.03.009.
• Mann, Janelle & Sephton, Peter, 2019, "A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000)," Energy Economics, Elsevier, volume 82, issue C, pages 78-84, DOI: 10.1016/j.eneco.2018.05.005.
• Leiva, Benjamin & Liu, Zhongyuan, 2019, "Energy and economic growth in the USA two decades later: Replication and reanalysis," Energy Economics, Elsevier, volume 82, issue C, pages 89-99, DOI: 10.1016/j.eneco.2018.02.002.
• Zerbo, Eléazar & Darné, Olivier, 2019, "On the stationarity of CO2 emissions in OECD and BRICS countries: A sequential testing approach," Energy Economics, Elsevier, volume 83, issue C, pages 319-332, DOI: 10.1016/j.eneco.2019.07.013.
• Li, Sufang & Zhang, Hu & Yuan, Di, 2019, "Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104494.
• Dahl, Christian M. & Effraimidis, Georgios & Pedersen, Mikkel H., 2019, "Nonparametric wind power forecasting under fixed and random censoring," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104520.
• Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019, "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104553.
• Kyritsis, Evangelos & Andersson, Jonas, 2019, "Causality in quantiles and dynamic relations in energy markets: (De)tails matter," Energy Policy, Elsevier, volume 133, issue C, DOI: 10.1016/j.enpol.2019.110933.
• Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.enpol.2019.110931.
• Morales-Lage, Rafael & Bengochea-Morancho, Aurelia & Camarero, Mariam & Martínez-Zarzoso, Inmaculada, 2019, "Club convergence of sectoral CO2 emissions in the European Union," Energy Policy, Elsevier, volume 135, issue C, DOI: 10.1016/j.enpol.2019.111019.
• Monge, Manuel & Gil-Alana, Luis A., 2019, "Automobile components: Lithium and cobalt. Evidence of persistence," Energy, Elsevier, volume 169, issue C, pages 489-495, DOI: 10.1016/j.energy.2018.12.068.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2019, "Another look at the energy-growth nexus: New insights from MIDAS regressions," Energy, Elsevier, volume 174, issue C, pages 69-84, DOI: 10.1016/j.energy.2019.02.138.
• Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019, "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, volume 178, issue C, pages 234-251, DOI: 10.1016/j.energy.2019.04.162.
• Ordóñez, Javier & Monfort, Mercedes & Cuestas, Juan Carlos, 2019, "Oil prices, unemployment and the financial crisis in oil-importing countries: The case of Spain," Energy, Elsevier, volume 181, issue C, pages 625-634, DOI: 10.1016/j.energy.2019.05.209.
• Nusair, Salah A., 2019, "Oil price and inflation dynamics in the Gulf Cooperation Council countries," Energy, Elsevier, volume 181, issue C, pages 997-1011, DOI: 10.1016/j.energy.2019.05.208.
• Zhang, Hanyu & Dufour, Alfonso, 2019, "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 131-146, DOI: 10.1016/j.irfa.2019.02.002.
• Bleher, Johannes & Dimpfl, Thomas, 2019, "Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 147-159, DOI: 10.1016/j.irfa.2019.03.003.
• Orlowski, Lucjan T. & Soper, Carolyne, 2019, "Market risk and market-implied inflation expectations," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101389.
• Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
• Søren Kjærgaard & Yunus Emre Ergemen & Malene Kallestrup-Lamb & Jim Oeppen & Rune Lindahl-Jacobsen, 2019, "Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-07, May.
• Søren Kjærgaard & Yunus Emre Ergemen & Marie-Pier Bergeron Boucher & Jim Oeppen & Malene Kallestrup-Lamb, 2019, "Longevity forecasting by socio-economic groups using compositional data analysis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-08, May.
• Vanessa Berenguer-Rico & Søren Johansen & Bent Nielsen, 2019, "Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-12, May.
• Daniel Borup & Erik Christian Montes Schütte, 2019, "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-13, Aug.
• Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019, "The Stability of Demand for Money in the Proposed Southern African Monetary Union," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/025, Jan.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019, "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/060, Jan.
• Andrew A. Alola & Simplice A. Asongu & Uju V. Alola, 2019, "House prices and tourism development in Cyprus: A contemporary perspective," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/067, Jan.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019, "The Stability of Demand for Money in the Proposed Southern African Monetary Union," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/025, Jan.
• Hakan Eryüzlü & Tayfur Bayat & İzzet Taşar, 2019, "In Turkey, the Monetary Policy, Exchange Rate Importance: Conditions Index (MCI) Analysis," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 51-78, April, DOI: https://doi.org/10.33203/mfy.455835.
• T. Bazhenov & D. Fantazzini, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, volume 12, issue 1, DOI: 10.17073/2072-1633-2019-1-79-88.
• Ali Babikir & Mohammed Elamin Hassan & Henry Mwambi, 2019, "Asymmetry, Fat-tail and Autoregressive Conditional Density in Daily Stocks Return Data," Annals of Economics and Statistics, GENES, issue 135, pages 57-68, DOI: 10.15609/annaeconstat2009.135.0057.
• José Luis Maia & Matías Fernández Piana, 2019, "Prociclicidad en la Recaudación del IVA," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4168, Nov.
• Mohamed Chikhi & Claude Diebolt, 2019, "Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors," Working Papers, Association Française de Cliométrie (AFC), number 03-19.
• Mohamed CHIKHI & Claude DIEBOLT & Tapas MISHRA, 2019, "Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model," Working Papers, Association Française de Cliométrie (AFC), number 07-19.
• 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, Association Française de Cliométrie (AFC), number 12-19.
• Olalekan Bashir Aworinde & Ishola Rufus Akintoye, 2019, "Do Exchange Rate Changes have Symmetric or Asymmetric Effects on Money Demand in Nigeria?," The African Finance Journal, Africagrowth Institute, volume 21, issue 1, pages 50-66.
• Simplice A. Asongu & Oludele E. Folarin & Nicholas Biekpe, 2019, "The Stability of Demand for Money in the Proposed Southern African Monetary Union," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/025, Jan.
• Perekunah B. Eregha & Arcade Ndoricimpa, 2019, "Inflation, Output Growth and their Uncertainties: A Multivariate GARCH-M Modeling Evidence for Nigeria," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/060, Jan.
• Andrew A. Alola & Simplice A. Asongu & Uju V. Alola, 2019, "House prices and tourism development in Cyprus: A contemporary perspective," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/067, Jan.
• Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019, "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/08, Jun, revised 06 Jul 2019.
• Özcan Karahan & Olcay Çolak, 2019, "Examining the Validity of Wagner's Law versus Keynesian Hypothesis: Evidence from Turkey's Economy," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 1, pages 117-130, March.
• Octavian Mihai PERPELEA & Tatiana PÄ‚UN ZAMFIROIU, 2019, "Financial Investment Optimisation," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 127-134, November.
• Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2019, "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019014, Jan.
• Rabeh Menacer & Amrane Becherair, 2019, "The Impact of the Tourism Sector on Economic Growth in Algeria: An Analytical and Econometric Study (1990-2014)," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 1, issue 1, pages 174-189, March, DOI: 174-189.
• Trabelsi Ramzi, , "Effectiveness Of Public Policies Design And The Road To Sustainable Growth In Tunisia," Review of Socio - Economic Perspectives, Reviewsep, number 201943, DOI: https://doi.org/10.19275/RSEP069.
• Samuel Tawiah Baidoo & Hadrat Yusif, 2019, "Does Interest Rate Influence Demand for Money? An Empirical Evidence from Ghana," Economics Literature, WERI-World Economic Research Institute, volume 1, issue 1, pages 24-36, June, DOI: 10.22440/elit.1.1.2.
• Emmanuel Buabeng & Enock Kojo Ayesu & Opoku Adabor, 2019, "The Effect of Exchange Rate Fluctuation on the Performance of Manufacturing Firms: An Empirical Evidence from Ghana," Economics Literature, WERI-World Economic Research Institute, volume 1, issue 2, pages 133-147, December, DOI: 10.22440/elit.1.1.4.
• Esra N. Kılcı & Burcu Kıran Baygın, 2019, "Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 2, pages 319-332, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Самат Мөлдір // Samat Moldir, 2019, "Эмпирическая оценка влияния инвестиций на экономический рост в Казахстане // An empirical assessment of the impact of investment on economic growth in Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2019-3.
• Xiaohong Chen & Demian Pouzo & James L. Powell, 2019, "Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions," Papers, arXiv.org, number 1902.10100, Feb.
• Matteo Mogliani & Anna Simoni, 2019, "Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction," Papers, arXiv.org, number 1903.08025, Mar, revised Jun 2020.
• Peter C. B. Phillips & Zhentao Shi, 2019, "Boosting: Why You Can Use the HP Filter," Papers, arXiv.org, number 1905.00175, Apr, revised Nov 2020.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "On the Evolution of U.S. Temperature Dynamics," Papers, arXiv.org, number 1907.06303, Jul, revised Jan 2021.
• Christian Francq & Jean-Michel Zakoian, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers, arXiv.org, number 1909.04661, Sep.
• Alain Hecq & Elisa Voisin, 2019, "Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models," Papers, arXiv.org, number 1911.10916, Nov, revised May 2022.
• Andrii Babii & Eric Ghysels & Jonas Striaukas, 2019, "High-Dimensional Granger Causality Tests with an Application to VIX and News," Papers, arXiv.org, number 1912.06307, Dec, revised Feb 2021.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers, arXiv.org, number 1912.10774, Dec, revised Jul 2021.
• Mohamed Ali Trabelsi & Salma Hmida, 2019, "Impact of the Credit Rating Revision on the Eurozone Stock Markets," Journal Transition Studies Review, Transition Academia Press, volume 26, issue 1, pages 3-14.
• Ana Skrlec & Tihana Skrinjaric, 2019, "Dynamic Timing Of Investment Funds Market In Croatia: Rolling Regression Approach," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 127-155, june.
• Jungseok Park & Jungho Baek, 2019, "The Asymmetric Response of Mergers and Acquisitions in the North American Oil and Gas Industry to Oil Price Changes," Review of Economics & Finance, Better Advances Press, Canada, volume 15, pages 23-30, February.
• Xiao-Lin Li & Yi-Na Li & Lu Bai, 2019, "Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 17, pages 35-50, August.
• Iglika Vassileva, 2019, "Labour Intensiveness of Economic Growth in Bulgaria: Estimates, Impact of the Global Crisis and Drivers," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 18-41.
• Olivier Gervais, 2019, "How Oil Supply Shocks Affect the Global Economy: Evidence from Local Projections," Discussion Papers, Bank of Canada, number 2019-6, Jul, DOI: 10.34989/sdp-2019-6.
• Mikael Khan & Taylor Webley, 2019, "Disentangling the Factors Driving Housing Resales," Staff Analytical Notes, Bank of Canada, number 2019-12, DOI: 10.34989/san-2019-12.
• Mikael Khan & Taylor Webley, 2019, "Démêler les facteurs qui influencent les reventes de logements," Staff Analytical Notes, Bank of Canada, number 2019-12fr, DOI: 10.34989/san-2019-12.
• Paolo Guarda & Alban Moura, 2019, "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers, Central Bank of Luxembourg, number 126, Mar.
• Matías Pacce & Gabriel Pérez-Quirós, 2019, "Predicción en tiempo real del PIB en el área del euro: recientes mejoras en el modelo Euro-STING," Boletín Económico, Banco de España, issue MAR.
• Máximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2019, "A new approach to dating the reference cycle," Working Papers, Banco de España, number 1914, May.
• Valter Di Giacinto & Libero Monteforte & Andrea Filippone & Francesco Montaruli & Tiziano Ropele, 2019, "ITER A quarterly indicator of regional economic activity in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 489, Apr.
• Luca Metelli & Filippo Natoli, 2019, "The international transmission of US tax shocks: a proxy-SVAR approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1223, Jun.
• Angeles Galvan Daniel & Cortés Espada Josué Fernando & Sámano Daniel, 2019, "Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico," Working Papers, Banco de México, number 2019-10, Jul.
• Aaron Levi Garavito-Acosta & Maria Mercedes Collazos-Gaitan & Manuel Dario Hernandez-Bejarano & Enrique Montes-Uribe, 2019, "Migración internacional y determinantes de las remesas de trabajadores en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1066, Mar, DOI: 10.32468/be.1066.
• Carlos David Ardila-Dueñas & Hernán Rincón-Castro, 2019, "¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?," Borradores de Economia, Banco de la Republica de Colombia, number 1077, Jun, DOI: 10.32468/be.1077.
• Pamela Cardozo & Fredy Gamboa-Estrada & Jesahel Higuera-Barajas, 2019, "El rol del sector real en el mercado de derivados y su impacto sobre la tasa de cambio," Borradores de Economia, Banco de la Republica de Colombia, number 1079, Jul, DOI: 10.32468/be.1079.
• Juan Manuel Julio-Román & Fredy Gamboa-Estrada, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1091, Sep, DOI: 10.32468/be.1091.
• Juan Manuel Julio-Román, 2019, "Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach," Borradores de Economia, Banco de la Republica de Colombia, number 1093, Oct, DOI: 10.32468/be.1093.pdf?sequence=11&is.
• Adolfo Meisel-Roca & María Teresa Ramírez-Giraldo & Daniela Santos-Cárdenas, 2019, "Long run relationship between biological well being, and economic development in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1096, Nov, DOI: https://doi.org/10.32468/be.1096.
• Matteo Mogliani, 2019, "Bayesian MIDAS penalized regressions: estimation, selection, and prediction," Working papers, Banque de France, number 713.
• Yiru Wang & Barbara Rossi, 2019, "VAR-Based Granger-Causality Test in the Presence of Instabilities," Working Papers, Barcelona School of Economics, number 1083, Apr.
• Piotr Zwiernik & Majid M. Al-Sadoon, 2019, "The Identification Problem for Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 1114, Sep.
• Cavid Suleymanli, 2019, "Turkiye’de Yabancilarin Konut Edinimi ile Doviz Kuru Arasindaki Iliski: Esbutunlesme Analizi (2013-2019)," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 3, issue 2, pages 117-136, December, DOI: https://dx.doi.org/10.33399/biibfad.
• Mpho Raboloko, 2019, "The Impact of Infrastructure on Economic Growth in Botswana," Working Papers, Botswana Institute for Development Policy Analysis, number 66, Mar.
• Raghbendra Jha, 2019, "Modinomics: Design, Implementation, Outcomes, and Prospects," Asian Economic Policy Review, Japan Center for Economic Research, volume 14, issue 1, pages 24-41, January, DOI: 10.1111/aepr.12236.
• Efrem Castelnuovo, 2019, "Yield Curve and Financial Uncertainty: Evidence Based on US Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 52, issue 3, pages 323-335, September, DOI: 10.1111/1467-8462.12341.
• 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, Japanese Economic Association, volume 70, issue 2, pages 258-274, June, DOI: 10.1111/jere.12185.
• Yunus Emre Ergemen & Carlos Velasco, 2019, "Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 4, pages 573-589, July, DOI: 10.1111/jtsa.12436.
• Fabrizio Iacone & Štěpána Lazarová, 2019, "Semiparametric Detection of Changes in Long Range Dependence," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 5, pages 693-706, September, DOI: 10.1111/jtsa.12448.
• Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor, 2019, "Temporal Aggregation of Seasonally Near‐Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 872-886, November, DOI: 10.1111/jtsa.12453.
• J. Isaac Miller, 2019, "Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 936-950, November, DOI: 10.1111/jtsa.12469.
• Luis Alberiko Gil‐Alana & Rangan Gupta, 2019, "Persistence, Mean Reversion and Nonlinearities in Inflation Rates of Developed and Developing Countries Using Over One Century of Data," Manchester School, University of Manchester, volume 87, issue 1, pages 24-36, January, DOI: 10.1111/manc.12213.
• Michael Donadelli & Antonio Paradiso & Max Riedel, 2019, "A Quasi Real‐Time Leading Indicator for the EU Industrial Production," Manchester School, University of Manchester, volume 87, issue 4, pages 510-542, July, DOI: 10.1111/manc.12233.
• Marlon Fritz & Thomas Gries & Yuanhua Feng, 2019, "Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 62-78, February, DOI: 10.1111/obes.12267.
• Boris Blagov, 2019, "Exchange rate uncertainty and import prices in the euro area," Review of International Economics, Wiley Blackwell, volume 27, issue 5, pages 1537-1572, November, DOI: 10.1111/roie.12434.
• Alain Galli, 2019, "Sticky Consumption and Wealth Effects in Switzerland," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 65, issue 4, pages 930-952, December, DOI: 10.1111/roiw.12378.
• André K. Anundsen, 2019, "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 4, pages 1587-1619, October, DOI: 10.1111/sjoe.12349.
• Stavros Degiannakis & George Filis, 2019, "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 94-114, February, DOI: 10.1111/sjpe.12174.
• António Afonso & Florence Huart & João Tovar Jalles & Piotr Stanek, 2019, "Assessing the sustainability of external imbalances in the European Union," The World Economy, Wiley Blackwell, volume 42, issue 2, pages 320-348, February, DOI: 10.1111/twec.12709.
• Ariel Bernardo Ibañez Choque, 2019, "Economic growth, international trade and debt: A model to understand developed and non-developed countries," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 53-83, January -.
• Akram, Q. Farooq, 2019, "Oil price drivers, geopolitical uncertainty and oil exporters’ currencies," Working Paper, Norges Bank, number 2019/15, Sep.
• Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2019, "Identification of Dynamic Panel Binary Response Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 979, Mar.
• Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019, "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 980, May.
• Zacharias Bragoudakis & Stavros Degiannakis & George Filis, 2019, "Oil and pump prices: is there any asymmetry in the Greek oil downstream sector?," Working Papers, Bank of Greece, number 268, Sep.
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• Pierre Perron & Yohei Yamamoto & Jing Zhou, 2019, "Testing jointly for structural changes in the error variance and coe¢ cients of a linear regression model," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-010, Apr, revised Feb 2020.
• Otrok Christopher & Pourpourides Panayiotis M., 2019, "On the cyclicality of real wages and wage differentials," The B.E. Journal of Macroeconomics, De Gruyter, volume 19, issue 1, pages 1-18, January, DOI: 10.1515/bejm-2017-0047.
• Demos Antonis & Kyriakopoulou Dimitra, 2019, "Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," Journal of Time Series Econometrics, De Gruyter, volume 11, issue 1, pages 1-20, January, DOI: 10.1515/jtse-2018-0010.
• Kalaitzi Athanasia S. & Chamberlain Trevor W., 2019, "Further Evidence on Export-Led Growth in the United Arab Emirates: Are Non-Oil Exports or Re-Exports the Key to Economic Growth?," Review of Middle East Economics and Finance, De Gruyter, volume 15, issue 2, pages 1-15, August, DOI: 10.1515/rmeef-2019-0007.
• Tsong Ching-Chuan & Lee Cheng-Feng & Tsai Li Ju, 2019, "A parametric stationarity test with smooth breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2015-0091.
• Kurosaki Tetsuo & Kim Young Shin, 2019, "Foster-Hart optimization for currency portfolios," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-15, April, DOI: 10.1515/snde-2017-0119.
• Yamada Hiroshi & Jahra Fatima Tuj, 2019, "An explicit formula for the smoother weights of the Hodrick–Prescott filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 5, pages 1-10, December, DOI: 10.1515/snde-2018-0035.
• Chiara Limongi Concetto & Francesco Ravazzolo, 2019, "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS56, Jan.
• Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
• Harvey, A. & Liao, Y., 2019, "Dynamic Tobit models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1913, Feb.
• Koo, B. & La Vecchia, D. & Linton, O., 2019, "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1916, Feb.
• Ahmed, M. F. & Satchell, S, 2019, "Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1923, Mar.
• Cheng, T. & Gao, J. & Linton, O., 2019, "Nonparametric Predictive Regressions for Stock Return Prediction," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1932, Mar.
• Harvey, A. & Hurn, S. & Thiele, S., 2019, "Modeling directional (circular) time series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1971, Aug.
• Ahmed, M. F. & Satchell, S., 2019, "Emerging Markets and the Conditional CAPM," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1980, Sep.
• Miroslav Klucik, 2019, "Tracking the Course of the Economy (Nowcasting of basic macroeconomic indicators of Slovakia)," Working Papers, Council for Budget Responsibility, number Working Paper No. 1/2019, Jan.
• Danica Unevska Andonova & Magdalena Petrovska, 2019, "Disaggregating Okun’s Law: A Case-Study for Macedonia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 1, pages 183-207.
• Khalil Ullah Mohammad & Shin-Ichi Nishiyama, 2019, "An Empirical Investigation into the Effect of Explicit Deposit Insurance and Design on the Liability Structure of Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 179-206.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Manuel Monge, 2019, "Energy Consumption in the GCC Countries: Evidence on Persistence," CESifo Working Paper Series, CESifo, number 7470.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
• Guglielmo Maria Caporale & Daria Teterkina, 2019, "Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods," CESifo Working Paper Series, CESifo, number 7612.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "High and low prices and the range in the European stock markets: a long-memory approach," CESifo Working Paper Series, CESifo, number 7652.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2019, "Persistence, non-linearities and structural breaks in European stock market indices," CESifo Working Paper Series, CESifo, number 7667.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2019, "Non-Linearities, Cyber Attacks and Cryptocurrencies," CESifo Working Paper Series, CESifo, number 7692.
• Efrem Castelnuovo, 2019, "Yield Curve and Financial Uncertainty: Evidence Based on US Data," CESifo Working Paper Series, CESifo, number 7697.
• Marc Gronwald, 2019, "Another Look at Cryptocurrency Bubbles," CESifo Working Paper Series, CESifo, number 7743.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019, "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series, CESifo, number 7881.
• Efrem Castelnuovo, 2019, "Domestic and Global Uncertainty: A Survey and Some New Results," CESifo Working Paper Series, CESifo, number 7900.
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• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019, "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series, CESifo, number 8000.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2019, "How Large is the Demand for Money at the ZLB? Evidence from Japan," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-465, Sep.
• Crafts, Nicholas & Mills, Terence C., 2019, "Is the UK Productivity Slowdown Unprecedented?," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 429.
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• Amélie Charles & Olivier Darné, 2019, "The accuracy of asymmetric GARCH model estimation," International Economics, CEPII research center, issue 157, pages 179-202.
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• OlaOluwa S.Yaya & Pui Kiew Ling & Fumitaka Furuoka & Chinyere Mary Rose Ezeoke & Ray Ikechukwu Jacob, 2019, "Can West African countries catch up with Nigeria? Evidence from smooth nonlinearity method in fractional unit root framework," International Economics, CEPII research center, issue 158, pages 51-63.
• Guglielmo Maria Caporale & Luis Gil-Alaña, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, CEPII research center, issue 159, pages 140-150.
• Dominika Kolcunova & Simona Malovana, 2019, "The Effect of Higher Capital Requirements on Bank Lending: The Capital Surplus Matters," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/2, Apr.
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• Fernando Sánchez López & Jos� Nabor Cruz Marcelo, 2019, "Kidnapping as a long-term factor for cruise tourism demand: Evidence from Mexico (El secuestro como factor de largo plazo para la demanda de turismo de cruceros: evidencia de México)," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 83, issue 5, pages 185-217.
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• José Manuel Leguizamón Tiusabá, 2019, "Estímulos tributarios y hotelería en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 1, pages 177-198.
• Raúl de Jesús-Gutiérrez, 2019, "Integración entre mercados de petróleo de diferente calidad con base en las correlaciones condicionales dinámicas," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 2, pages 353-374.
• Johnen, Johannes, 2020, "Dynamic Competition in Deceptive Markets," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3098, Jan.
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• González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther, 2019, "Prediction regions for interval-valued time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 29054, Oct.
• Xiao, Weilin & Yu, Jun, 2019, "Asymptotic Theory For Estimating Drift Parameters In The Fractional Vasicek Model," Econometric Theory, Cambridge University Press, volume 35, issue 1, pages 198-231, February.
• Francq, Christian & Thieu, Le Quyen, 2019, "Qml Inference For Volatility Models With Covariates," Econometric Theory, Cambridge University Press, volume 35, issue 1, pages 37-72, February.
• Fries, Sébastien & Zakoian, Jean-Michel, 2019, "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, volume 35, issue 6, pages 1234-1270, December.
• Faye, Benoît & Le Fur, Eric, 2019, "On the Constancy of Hedonic Wine Price Coefficients over Time," Journal of Wine Economics, Cambridge University Press, volume 14, issue 2, pages 182-207, May.
• Alexandre Henry, 2019, "Monetary Union, Competitiveness and Raw Commodity Dependence: Insights from Africa," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 2, pages 285-301, June, DOI: 10.1057/s41294-018-0080-6.
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• Mauricio Zevallos, 2019, "A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 94-101.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "On the Evolution of U.S. Temperature Dynamics," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-012, Jul.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-001, Dec.
• Santiago J. Gahn & Alejandro González, 2019, "On the empirical content of the convergence debate: Cross country evidence on growth and capacity utilisation," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1922, Dec.
• Kabir, Mustafa & Masih, Mansur, 2019, "Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia," MPRA Paper, University Library of Munich, Germany, number 100574, Jul.
• Khan, Aftab & Masih, Mansur, 2019, "Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach," MPRA Paper, University Library of Munich, Germany, number 100992, Nov.
• Asongu, Simplice & Folarin, Oludele & Biekpe, Nicholas, 2019, "The Stability of Demand for Money in the Proposed Southern African Monetary Union," MPRA Paper, University Library of Munich, Germany, number 101092, Jan.
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