Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

• Guna Raj Bhatta, 2013, "Remittanceand Trade Deficit Nexus in Nepal: A VECM Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 25, issue 1, pages 37-50, April.
• Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019, "When is Nonfundamentalness in SVARs a Real Problem?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 34, pages 221-243, October, DOI: 10.1016/j.red.2019.03.011.
• Stefan Schiman, 2021, "Labor Supply Shocks and the Beveridge Curve: Empirical Evidence from EU Enlargement," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 40, pages 108-127, April, DOI: 10.1016/j.red.2020.09.005.
• Thomas Lubik & Christian Matthes & Elmar Mertens, 2023, "Indeterminacy and Imperfect Information," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 49, pages 37-57, July, DOI: 10.1016/j.red.2022.09.003.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, None, "Modeling conditional correlations for risk diversification in crude oil markets," Journal of Energy Markets, Journal of Energy Markets.
• Timotheos Angelidis & Stavros Degiannakis, None, "Backtesting VaR models:a two-stage procedure," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Arabinda Basistha & Alexander Kurov & Marketa Halova Wolfe, None, "Volatility forecasting: the role of internet search activity and implied volatility," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Hossein Mirshojaeian Hosseini & Shinji Kaneko, 2013, "Fuel Conservation Effect of Energy Subsidy Reform in Iran," Working Papers, Faculty of Economics,University of Tehran.Tehran,Iran, number 3-1, Jan.
• Marina Tkalec, 2012, "The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 3, pages 278-296, July.