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

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• Hrushikesh Mallick & Mantu Kumar Mahalik & Hemachandra Padhan, 0, "Does globalization exacerbate income inequality in two largest emerging economies? The role of FDI and remittances inflows," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 0, issue , pages 1-38, DOI: 10.1007/s12232-020-00350-0.
• Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 2307, Oct.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020, "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers, University of Strathclyde Business School, Department of Economics, number 2308, Feb, revised Aug 2023.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers, University of Strathclyde Business School, Department of Economics, number 2309, May.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon & Ping Wu, 2023, "Incorporating Short Data into Large Mixed-Frequency VARs for Regional Nowcasting," Working Papers, University of Strathclyde Business School, Department of Economics, number 2311, Apr.
• Cem Cebi & K. Azim Ozdemir, undated, "Non-linear effects of fiscal stimulus on fiscal sustainability Indicators in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2128.
• Mattia Guerini & Alessio Moneta, 2016, "A Method for Agent-Based Models Validation," Working Papers Series, Institute for New Economic Thinking, number 42, Apr, DOI: 10.2139/ssrn.2772133.
• Borus Jungbacker & Siem Jan Koopman & Michel van der Wel, 0, "Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-041/4, 00, revised 17 Sep 2010.
• Malin Gardberg & Lorenzo (L.C.G.) Pozzi, 2018, "Consumption and wealth in the long run: an integrated unobserved component approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-046/VI, May, revised 13 Sep 2018.
• Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019, "Modelling the relationship between crude oil and agricultural commodity prices," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-11, Mar.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-12, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-17, Mar.
• Michael McAleer, 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-18, Mar.
• Domenico Giannone & Michèle Lenza & Lucrezia Reichlin, 2008, "Explaining the great moderation: it is not the shocks," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/6413.
• Luis A. Gil-Alana & Guglielmo M. Caporale, 2006, "Nonlinearities and fractional integration in the US unemployment rate," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 18/06, Dec.
• Marta Lachowska, undated, "Expenditure and Confidence: Using Daily Data to Identify Shocks to Consumer Confidence," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number ml16-oep.
• Mengheng Li & Ivan Mendieta-Muñoz, 2025, "RUnpacking trend inflation: Evidence from a factor correlated unobserved components model of sticky and flexible prices    ," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2025-04.
• Tzu-Yi Yang & Eddy Lie & Chien-Chung Lu, 0, "The Influences of the US Stock Market on Virtual Currency Price under US Monetary Policy Threshold," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-19.
• Rumeysa Erkan, 0, "The Asymmetric Effect of Oil Prices on Consumer Prices: Asymmetric ARDL (NARDL) Method," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-20.
• Demet Beton Kalmaz & Tomiwa Sunday Adebayo & Nuru Giritli, 0, "Investigating the Determinants of the Trade Balance: The Case of the UK," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-22.
• Wajih Khallouli, 0, "On the Robustness of Portfolio Diversification Benefits within MENA Stock Markets," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-31.
• Mehmet Özcan, 0, "Defence Spending and Economic Performance Under Sanctions: Some Sign Restricted VAR Evidence for Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-31.

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• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, undated, "Modeling conditional correlations for risk diversification in crude oil markets," Journal of Energy Markets, Journal of Energy Markets.
• 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.
• 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.