Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

2022

• Daniel J. Lewis & Karel Mertens, 2022, "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers, Federal Reserve Bank of Dallas, number 2204, Mar, revised 03 Jul 2024, DOI: 10.24149/wp2204r3.
• Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2022, "When Do State-Dependent Local Projections Work?," Working Papers, Federal Reserve Bank of Dallas, number 2205, May, DOI: 10.24149/wp2205.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Working Papers, Federal Reserve Bank of Dallas, number 2223, Nov, DOI: 10.24149/wp2223.
• Régis Barnichon & Geert Mesters, 2022, "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022, Apr, DOI: 10.24148/wp2022-15.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-034, Jun, DOI: 10.17016/FEDS.2022.034.
• Danilo Cascaldi-Garcia, 2022, "Pandemic Priors," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1352, Aug, DOI: 10.17016/IFDP.2022.1352.
• Filippo Ferroni, 2022, "How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 466, pages 1-5, March.
• Aaron Amburgey & Michael W. McCracken, 2022, "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers, Federal Reserve Bank of St. Louis, number 2022-003, Jan, revised 03 Jun 2022, DOI: 10.20955/wp.2022.003.
• Amy Y. Guisinger & Laura E. Jackson & Michael T. Owyang, 2022, "Age and Gender Differentials in Unemployment and Hysteresis," Working Papers, Federal Reserve Bank of St. Louis, number 2022-015, Jul, DOI: 10.20955/wp.2022.015.
• Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
• Dante Amengual & Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2022, "GDP Solera: The Ideal Vintage Mix," Staff Reports, Federal Reserve Bank of New York, number 1027, Aug.
• Hakan Yilmazkuday, 2022, "Inflation Convergence over Time: Sector-Level Evidence within Europe," Working Papers, Florida International University, Department of Economics, number 2201, Feb.
• Filippo Gusella, 2022, "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_02.rdf.
• Ekaterina V. Malikova & Nikita D. Fokin, 2022, "Estimation of the Long-run GDP Growth Rate Using the TVP-ARX-SV Model
  [Оценка Трендового Темпа Роста Ввп При Помощи Tvp-Arx-Sv-Модели]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 22-27, March.
• Vadim Ye. Zyamalov, 2022, "Applying the Multi Regime Models to the Modelling the Dynamics of Financial Time Series
  [Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Natalia S. Nikitina, 2022, "Forecasting the Real Estate Price Index in Russia
  [Прогнозирование Индекса Цен На Недвижимость В России]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
• Andrey V. Zubarev & Mariya A. Kirillova, 2022, "Estimating the Decline in Russia's GDP Due to the Trade Restrictions with the EU, the US, Great Britain and Japan
  [Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией Торговли С Россией]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
• Ekaterina V. Malikova & Nikita D. Fokin, 2022, "Оценка Трендового Темпа Роста Ввп При Помощи Tvp-Arx-Sv-Модели," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 3, pages 22-27, March.
• Vadim Ye. Zyamalov, 2022, "Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Natalia S. Nikitina, 2022, "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
• Andrey V. Zubarev & Mariya A. Kirillova, 2022, "Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией Торговли С Россией," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
• Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022, "A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model," Econometrics, MDPI, volume 10, issue 3, pages 1-41, August.
• Hachmi Ben Ameur & Waël Louhichi, 2022, "The Brexit impact on European market co-movements," Annals of Operations Research, Springer, volume 313, issue 2, pages 1387-1403, June, DOI: 10.1007/s10479-020-03899-9.
• Wafa Miled & Zied Ftiti & Jean-Michel Sahut, 2022, "Spatial contagion between financial markets: new evidence of asymmetric measures," Annals of Operations Research, Springer, volume 313, issue 2, pages 1183-1220, June, DOI: 10.1007/s10479-021-04223-9.
• Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022, "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, volume 315, issue 1, pages 429-461, August, DOI: 10.1007/s10479-021-04218-6.
• Faruk Balli & Hatice Ozer Balli & Mudassar Hasan & Russell Gregory-Allen, 2022, "Geopolitical risk spillovers and its determinants," The Annals of Regional Science, Springer;Western Regional Science Association, volume 68, issue 2, pages 463-500, April, DOI: 10.1007/s00168-021-01081-y.
• Hiroaki Hata & Nien-Lin Liu & Kazuhiro Yasuda, 2022, "Expressions of forward starting option price in Hull–White stochastic volatility model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 101-135, June, DOI: 10.1007/s10203-021-00343-w.
• Charl Maree & Christian W. Omlin, 2022, "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, volume 4, issue 2, pages 241-262, September, DOI: 10.1007/s42521-022-00068-4.
• Lixiong Yang, 2022, "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, volume 62, issue 2, pages 533-551, February, DOI: 10.1007/s00181-021-02028-0.
• Atanu Ghoshray & Issam Malki & Javier Ordóñez, 2022, "On the long-run dynamics of income and wealth inequality," Empirical Economics, Springer, volume 62, issue 2, pages 375-408, February, DOI: 10.1007/s00181-021-02043-1.
• Pierre Perron & Yohei Yamamoto, 2022, "The great moderation: updated evidence with joint tests for multiple structural changes in variance and persistence," Empirical Economics, Springer, volume 62, issue 3, pages 1193-1218, March, DOI: 10.1007/s00181-021-02047-x.
• Binh Thai Pham & Hector Sala, 2022, "Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences," Empirical Economics, Springer, volume 62, issue 3, pages 1123-1146, March, DOI: 10.1007/s00181-021-02052-0.
• Khyati Kathuria & Nand Kumar, 2022, "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, volume 62, issue 3, pages 1177-1191, March, DOI: 10.1007/s00181-021-02061-z.
• Hiroyuki Kawakatsu, 2022, "Local projection variance impulse response," Empirical Economics, Springer, volume 62, issue 3, pages 1219-1244, March, DOI: 10.1007/s00181-021-02063-x.
• Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2022, "Revisions in the Norwegian National Accounts: accuracy, unbiasedness and efficiency in preliminary figures," Empirical Economics, Springer, volume 62, issue 3, pages 1079-1121, March, DOI: 10.1007/s00181-021-02065-9.
• Tomoo Inoue & Tatsuyoshi Okimoto, 2022, "How does unconventional monetary policy affect the global financial markets?," Empirical Economics, Springer, volume 62, issue 3, pages 1013-1036, March, DOI: 10.1007/s00181-021-02067-7.
• Guillermo Avellán & Manuel González-Astudillo & Juan José Salcedo Cruz, 2022, "Measuring uncertainty: A streamlined application for the Ecuadorian economy," Empirical Economics, Springer, volume 62, issue 4, pages 1517-1542, April, DOI: 10.1007/s00181-021-02069-5.
• Julia Kielmann & Hans Manner & Aleksey Min, 2022, "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, volume 62, issue 4, pages 1543-1574, April, DOI: 10.1007/s00181-021-02073-9.
• Yimiao Gu & Zhenxi Chen & Qingyang Gu, 2022, "Determinants and international influences of the Chinese freight market," Empirical Economics, Springer, volume 62, issue 5, pages 2601-2618, May, DOI: 10.1007/s00181-021-02089-1.
• Dooyeon Cho & Seunghwa Rho, 2022, "On asymmetric volatility effects in currency markets," Empirical Economics, Springer, volume 62, issue 5, pages 2149-2177, May, DOI: 10.1007/s00181-021-02091-7.
• Manuel González-Astudillo & John M. Roberts, 2022, "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, volume 62, issue 5, pages 2417-2460, May, DOI: 10.1007/s00181-021-02105-4.
• Francesca Di Iorio & Stefano Fachin, 2022, "Fiscal reaction functions for the advanced economies revisited," Empirical Economics, Springer, volume 62, issue 6, pages 2865-2891, June, DOI: 10.1007/s00181-021-02119-y.
• Rabeya Khatoon & Md Emran Hasan & Md Wahid Ferdous Ibon & Shahidul Islam & Jeenat Mehareen & Rubaiya Murshed & Md Nahid Ferdous Pabon & Md. Jillur Rahman & Musharrat Shabnam Shuchi, 2022, "Aggregation, asymmetry, and common factors for Bangladesh’s exchange rate–trade balance relation," Empirical Economics, Springer, volume 62, issue 6, pages 2739-2770, June, DOI: 10.1007/s00181-021-02127-y.
• Ata Assaf & Luis Alberiko Gil-Alana & Khaled Mokni, 2022, "True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods," Empirical Economics, Springer, volume 63, issue 3, pages 1543-1570, September, DOI: 10.1007/s00181-021-02165-6.
• Raisul Islam & Vladimir Volkov, 2022, "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, volume 63, issue 3, pages 1403-1455, September, DOI: 10.1007/s00181-021-02169-2.
• Christina Anderl & Guglielmo Maria Caporale, 2022, "Exchange rate parities and Taylor rule deviations," Empirical Economics, Springer, volume 63, issue 4, pages 1809-1835, October, DOI: 10.1007/s00181-021-02192-3.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022, "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, volume 63, issue 4, pages 1741-1769, October, DOI: 10.1007/s00181-021-02198-x.
• Michele Costola & Michael Donadelli & Luca Gerotto & Ivan Gufler, 2022, "Global risks, the macroeconomy, and asset prices," Empirical Economics, Springer, volume 63, issue 5, pages 2357-2388, November, DOI: 10.1007/s00181-022-02205-9.
• Bright Akwasi Gyamfi & Festus Victor Bekun & Daniel Balsalobre-Lorente & Stephen Taiwo ONIFADE & Asiedu Benjamin Ampomah, 2022, "Beyond the environmental Kuznets curve: Do combined impacts of air transport and rail transport matter for environmental sustainability amidst energy use in E7 economies?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 10, pages 11852-11870, October, DOI: 10.1007/s10668-021-01944-6.
• Muhammad Zahid Rafique & Abdul Majeed Nadeem & Wanjun Xia & Majid Ikram & Hafiz Muhammad Shoaib & Umer Shahzad, 2022, "Does economic complexity matter for environmental sustainability? Using ecological footprint as an indicator," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 4, pages 4623-4640, April, DOI: 10.1007/s10668-021-01625-4.
• Resul Aydemir & Huzeyfe Zahit Atan & Bulent Guloglu, 2022, "How do the global equity and bond markets affect Islamic and conventional banks? A comparative cross-country analysis using multivariate regression quantiles," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 95-114, March, DOI: 10.1007/s40822-022-00198-5.
• Amine Ben Amar, 2022, "On the role of Islamic banks in the monetary policy transmission in Saudi Arabia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 55-94, March, DOI: 10.1007/s40822-022-00200-0.
• Walid Chkili, 2022, "The links between gold, oil prices and Islamic stock markets in a regime switching environment," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 169-186, March, DOI: 10.1007/s40822-022-00202-y.
• Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Xuan Vinh Vo, 2022, "Liquidity connectedness in cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00308-3.
• Aktham Maghyereh & Hussein Abdoh, 2022, "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00341-w.
• Heni Boubaker & Bassem Saidane & Mouna Ben Saad Zorgati, 2022, "Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-22, December, DOI: 10.1186/s40854-022-00348-3.
• Bakhtiar Javaheri & Fateh habibi & Ramin Amani, 2022, "Economic policy uncertainty and the US stock market trading: non-ARDL evidence," Future Business Journal, Springer, volume 8, issue 1, pages 1-10, December, DOI: 10.1186/s43093-022-00150-8.
• Linus Nyiwul & Niraj P. Koirala, 2022, "Role of foreign direct investments in agriculture, forestry and fishing in developing countries," Future Business Journal, Springer, volume 8, issue 1, pages 1-12, December, DOI: 10.1186/s43093-022-00164-2.
• Merve Osmanbeyoglu & Nukhet Dogan & M. Hakan Berument, 2022, "Exchange rate regime, world oil prices and the Mexican economy," International Journal of Economic Policy Studies, Springer, volume 16, issue 1, pages 159-178, February, DOI: 10.1007/s42495-021-00072-3.
• Archana Kulkarni, 2022, "An Assessment of India’s Current Account Sustainability and Adjustment: A Nonlinear Framework," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_18.
• Avishek Bhandari & Ata Assaf & Rajendra N. Paramanik, 2022, "Long Memory and Correlation Structures of Select Stock Returns Using Novel Wavelet and Fractal Connectivity Networks," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_30.
• Moumita Paul & Kalluru Siva Reddy, 2022, "Impact of US UMP on Indian Stock Market," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_33.
• João Martins, 2022, "Bond Yields Movement Similarities and Synchronization in the G7: A Time–Frequency Analysis," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 2, pages 189-214, July, DOI: 10.1007/s41549-022-00068-8.
• Siab Mamipour & Sanaz Yazdani & Elmira Sepehri, 2022, "Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 785-801, October, DOI: 10.1007/s12197-022-09587-7.
• Abdullahi Musa & Afees A. Salisu & Saleh Abulbashar & Chinecherem D. Okoronkwo, 2022, "Oil price uncertainty and real exchange rate in a global VAR framework: a note," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 704-712, October, DOI: 10.1007/s12197-022-09592-w.
• Seyed Alireza Athari & Ngo Thai Hung, 2022, "Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 736-756, October, DOI: 10.1007/s12197-022-09594-8.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2022, "Asymmetric volatility transmission in Japanese stock market in the presence of structural breaks," The Japanese Economic Review, Springer, volume 73, issue 4, pages 647-677, October, DOI: 10.1007/s42973-020-00051-x.
• Panagiotis Palaios & Evangelia Papapetrou, 2022, "Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 11, issue 1, pages 1-21, December, DOI: 10.1186/s40008-022-00291-7.
• Kamel Helali, 2022, "Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 13, issue 1, pages 656-686, March, DOI: 10.1007/s13132-021-00740-x.
• Marianna Epicoco & Magali Jaoul-Grammare & Anne Plunket, 2022, "Radical technologies, recombinant novelty and productivity growth: a cliometric approach," Journal of Evolutionary Economics, Springer, volume 32, issue 2, pages 673-711, April, DOI: 10.1007/s00191-022-00768-5.
• Dilip Nachane & Aditi Chaubal, 2022, "A Comparative Evaluation of Some DSP Filters vis-à-vis Commonly Used Economic Filters," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 1, pages 161-190, September, DOI: 10.1007/s40953-022-00310-1.
• Dennis Wesselbaum, 2022, "Cheap Talk in a New Keynesian Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 3, pages 661-691, September, DOI: 10.1007/s40953-022-00299-7.
• Abdurrahman Nazif Çatik & Mehmet Karaçuka & A. Özlem Önder, 2022, "The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 4, pages 781-807, December, DOI: 10.1007/s40953-022-00317-8.
• Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022, "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 85, issue 8, pages 977-1022, November, DOI: 10.1007/s00184-021-00857-8.
• Martin Stuermer, 2022, "Non-renewable resource extraction over the long term: empirical evidence from global copper production," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 35, issue 3, pages 617-625, December, DOI: 10.1007/s13563-022-00352-0.
• Stavros Degiannakis & Christos Floros & Enrique Salvador & Dimitrios Vougas, 2022, "On the stationarity of futures hedge ratios," Operational Research, Springer, volume 22, issue 3, pages 2281-2303, July, DOI: 10.1007/s12351-020-00607-0.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 1, pages 429-474, May, DOI: 10.1007/s13209-021-00247-3.
• Karen Miranda & Pilar Poncela & Esther Ruiz, 2022, "Dynamic factor models: Does the specification matter?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 1, pages 397-428, May, DOI: 10.1007/s13209-021-00248-2.
• María Dolores Gadea Rivas & Jesús Gonzalo, 2022, "A tale of three cities: climate heterogeneity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 1, pages 475-511, May, DOI: 10.1007/s13209-021-00254-4.
• Ana González-Urteaga & Belén Nieto & Gonzalo Rubio, 2022, "Spillover dynamics effects between risk-neutral equity and Treasury volatilities," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 4, pages 663-708, December, DOI: 10.1007/s13209-022-00264-w.
• Eliphas Ndou, 2022, "The exchange rate passthrough to consumer price inflation in South Africa: has the inflation target band induced a structural change in the size of passthrough?," SN Business & Economics, Springer, volume 2, issue 6, pages 1-32, June, DOI: 10.1007/s43546-022-00216-3.
• Eliphas Ndou, 2022, "Exchange rate changes on export volumes in South Africa under the inflation targeting period," SN Business & Economics, Springer, volume 2, issue 6, pages 1-25, June, DOI: 10.1007/s43546-022-00217-2.
• Mehmet Balcilar & Ojonugwa Usman & David Roubaud, 2022, "How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions?," Springer Books, Springer, chapter 0, in: Christos Floros & Ioannis Chatziantoniou, "Applications in Energy Finance", DOI: 10.1007/978-3-030-92957-2_4.
• Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella D. Legrenzi, 2022, "Tracing the Sources of Contagion in the Oil-Finance Nexus," Springer Books, Springer, chapter 0, in: Christos Floros & Ioannis Chatziantoniou, "Applications in Energy Finance", DOI: 10.1007/978-3-030-92957-2_5.
• W. Erwin Diewert, 2022, "Duality in Production," Springer Books, Springer, chapter 3, in: Subhash C. Ray & Robert G. Chambers & Subal C. Kumbhakar, "Handbook of Production Economics", DOI: 10.1007/978-981-10-3455-8_21.
• Helmut Herwartz, 2022, "Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 31, issue 1, pages 63-85, March, DOI: 10.1007/s10260-021-00564-8.
• Yu-Min Lian & Jia-Ling Chen & Hsueh-Chien Cheng, 2022, "Predicting Bitcoin Prices via Machine Learning and Time Series Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-2.
• Mitch Kunce, 2022, "A 'Natural' Suicide Rate, Hysteresis or Suicide Persistence? Evidence from U.S. State-Level Panel Data, 1980-2020," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 2, pages 1-2.
• Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022, "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/33, Oct.
• Andreas Benedictow & Roger Hammersland, 2022, "Why has the Norwegian krone exchange rate been persistently weak?. A fully simultaneous VAR approach," Discussion Papers, Statistics Norway, Research Department, number 981, May.
• Håvard Hungnes & Terje Skjerpen & Jørn Ivar Hamre & Xiaoming Chen Jansen & Dinh Quang Pham & Ole Sandvik, 2022, "Structural break in the Norwegian LFS due to the 2021 redesign," Discussion Papers, Statistics Norway, Research Department, number 987, Aug.
• Andrea Tkacova & Beata Gavurova & Katarina Melasova & Peter Snopko, 2022, "Unemployment in the Context of Minimum Wage Concept in Slovakia," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 395-407, September, DOI: 10.9770/jesi.2022.10.1(21).
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022, "Expectations and term premia in EFSF bond yields," Working Papers, European Stability Mechanism, number 54, Jul.
• Andrea Carriero & Alessio Volpicella, 2022, "Generalizing the Max Share Identification to multiple shocks identification: an Application to Uncertainty," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0322, Mar.
• Paul Levine & Joseph Pearlman & Alessio Volpicella & Bo Yang, 2022, "The Use and Mis-Use of SVARs for Validating DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0522, Jun.
• Nataliia Ostapenko, 2022, "Do output gap estimates improve inflation forecasts in Slovakia?," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2022, Oct.
• Hande Küçük & Pınar Özlü & Çağlar Yüncüler, 2022, "Decomposition of bank loans and economic activity in TURKEY," Applied Economics, Taylor & Francis Journals, volume 54, issue 3, pages 249-279, January, DOI: 10.1080/00036846.2021.1950906.
• Burak Alparslan Eroğlu & J. Isaac Miller & Taner Yiğit, 2022, "Time-varying cointegration and the Kalman filter," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 1, pages 1-21, January, DOI: 10.1080/07474938.2020.1861776.
• Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2022, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 3, pages 241-261, July, DOI: 10.1080/15427560.2020.1865963.
• Mengheng Li & Marcel Scharth, 2022, "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 285-301, January, DOI: 10.1080/07350015.2020.1806853.
• Dominik Bertsche & Robin Braun, 2022, "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 328-341, January, DOI: 10.1080/07350015.2020.1813588.
• H. Peter Boswijk & Yang Zu, 2022, "Adaptive Testing for Cointegration With Nonstationary Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 2, pages 744-755, April, DOI: 10.1080/07350015.2020.1867558.
• Helmut Lütkepohl & Thore Schlaak, 2022, "Heteroscedastic Proxy Vector Autoregressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1268-1281, June, DOI: 10.1080/07350015.2021.1920962.
• Alessio Volpicella, 2022, "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1291-1301, June, DOI: 10.1080/07350015.2021.1927742.
• Lutz Kilian, 2022, "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1429-1433, October, DOI: 10.1080/07350015.2022.2102022.
• Carsten Jentsch & Kurt G. Lunsford, 2022, "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1876-1891, October, DOI: 10.1080/07350015.2021.1990770.
• Ivan Huljak & Reiner Martin & Diego Moccero & Cosimo Pancaro, 2022, "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Journal of Applied Economics, Taylor & Francis Journals, volume 25, issue 1, pages 1050-1080, December, DOI: 10.1080/15140326.2022.2094668.
• Luciano Campos & Jesús Ruiz Andújar, 2022, "Common and idiosyncratic components of Latin American business cycles connectedness," Journal of Applied Economics, Taylor & Francis Journals, volume 25, issue 1, pages 691-722, December, DOI: 10.1080/15140326.2022.2044979.
• Arianna Agosto & Daniel Felix Ahelegbey, 2022, "Default count-based network models for credit contagion," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 1, pages 139-152, January, DOI: 10.1080/01605682.2020.1776169.
• Nguyen, BH & Zhang, Bo, 2022, "Forecasting oil Prices: can large BVARs help?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2022-04.
• Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
• Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022, "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-066/III, Sep, revised 21 Nov 2024.
• Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022, "This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penalised optimal-stopping problems. In this setup, the," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-007/IV, Jan.
• H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022, "Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-000/III, Nov.
• Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022, "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-008/II, Jan.
• Yicong Lin & Hanno Reuvers, 2022, "Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-092/III, Dec.
• Yicong Lin & Hanno Reuvers, 2022, "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-093/III, Dec.
• Daniel J. Lewis, 2022, "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, volume 104, issue 3, pages 510-524, May, DOI: 10.1162/rest_a_00963.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 686-704, October, DOI: 10.1162/rest_a_00974.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022, "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 828-844, October, DOI: 10.1162/rest_a_00977.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2022, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2022-02.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2022, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," Research Papers in Economics, University of Trier, Department of Economics, number 2022-02.
• Jochmans, Koen & Higgins, Ayden, 2022, "Learning Markov Processes with Latent Variables," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1366, Oct.
• Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022, "Dynamic Identification in VARs," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1384, Nov.
• Rasaki Olufemi Kareem & Rukayat Adebunmi Arije & Zakariah Olayiwola Amoo & Hassan Yusuf Avovome, 2022, "Federal Government Agricultural Financing And Economic Growth In Nigeria," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 20, issue 1, pages 31-40, May.
• Goran Mojanoski, 2022, "Long-Run And Short-Run Causality Between Stock Price Indices And Macroeconomic Variables: Evidence Of Panel Vecm Analysis From Bosnia And Herzegovina, Croatia, North Macedonia And Serbia," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 20, issue 2, pages 3-14, November.
• Laurentiu Guinea & Luis A. Puch & Jesús Ruiz Andújar, 2022, "Online Appendix to News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2022-04.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2022, "Instrumental Variable Identification of Dynamic Variance Decompositions," Journal of Political Economy, University of Chicago Press, volume 130, issue 8, pages 2164-2202, DOI: 10.1086/720141.
• Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022, "Aggregate Implications of Changing Sectoral Trends," Journal of Political Economy, University of Chicago Press, volume 130, issue 12, pages 3286-3333, DOI: 10.1086/720763.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202208, Feb.
• Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022, "Bootstrap Inference Under Cross Sectional Dependence," Working papers, University of Connecticut, Department of Economics, number 2022-14, Jul.
• Martin Bruns & Helmut Luetkepohl, 2022, "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2022-02, May.
• Michael Brock & Lucia Milena Murgia & Stefania Sitzia & Jiwei Zheng, 2022, "The Can Challenge: Understanding the best ways to incentive recycling through a diffusion approach," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2022-06, Sep.
• Diana Balioz, 2022, "Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 15-28, DOI: 10.26531/vnbu2022.254.02.
• Yifei Cai & Valérie Mignon & Jamel Saadaoui, 2022, "Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-20.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2022, "The Political Relation and Trade - The Case of US, China and Australia," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-22.
• Lukas Hoesch & Adam Lee & Geert Mesters, 2022, "Robust inference for non-Gaussian SVAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1847, Oct.
• Fengler, Matthias & Polivka, Jeannine, 2022, "Structural Volatility Impulse Response Analysis," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2211, Oct, revised Nov 2022.
• Ivan Mendieta-Muñoz, Daniel Ossa, 2022, "Financial and nonfinancial profitability across time and frequencies," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2022_02.
• Huthaifa Alqaralleh & Canepa, Alessandra & Gazi Salah Uddin, 2022, "Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202213, Sep.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2022, "The Political Relation and Trade - The Case of US, China and Australia," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 22-06.
• Musakwa, Mercy T & Odhiambo, Nicholas M, 2022, "Does tourism influence financial development in Kenya?," Working Papers, University of South Africa, Department of Economics, number 29228, Jul.
• Musakwa, Mercy T & Odhiambo, Nicholas M, 2022, "Financial development and economic growth in Botswana: new evidence from disaggregated data," Working Papers, University of South Africa, Department of Economics, number 29799, Dec.
• Aimola, Akingbade U & Odhiambo, Nicholas M, 2022, "Is the effect of public debt on inflation symmetric or asymmetric? Evidence from the Gambia," Working Papers, University of South Africa, Department of Economics, number 29827, Dec.
• Dimitria Karadimova, 2022, "The Labour Market In The Construction Sector," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 129-136.
• Aimola Akingbade U. & Odhiambo Nicholas M., 2022, "Is the effect of public debt on inflation symmetric or asymmetric? Evidence from the Gambia," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 1, pages 41-57, June, DOI: 10.2478/crebss-2022-0004.
• Musakwa Mercy Tsitsi & Odhiambo Nicholas Mbaya, 2022, "Financial development and economic growth in Botswana: New evidence from disaggregated data," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 2, pages 1-17, December, DOI: 10.2478/crebss-2022-0006.
• Fatih Chellai, 2022, "Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 4, pages 1-16, December, DOI: 10.15611/eada.2022.4.01.
• Kropiński Paweł & Anholcer Marcin, 2022, "How Google Trends can improve market predictions— the case of the Warsaw Stock Exchange," Economics and Business Review, Sciendo, volume 8, issue 2, pages 7-28, July, DOI: 10.18559/ebr.2022.2.2.
• Vasyltsiv Taras & Mulska Olha & Osinska Oksana & Makhonyuk Oleksandr, 2022, "Social and economic development of Ukraine: Modelling the migration factor impact," Economics and Business Review, Sciendo, volume 8, issue 3, pages 27-58, October, DOI: 10.18559/ebr.2022.3.3.
• Angosto-Fernández Pedro Luis & Ferrández-Serrano Victoria, 2022, "World capital markets facing the first wave of COVID-19: Traditional event study versus sensitivity to new cases," Economics and Business Review, Sciendo, volume 8, issue 4, pages 5-38, December, DOI: 10.18559/ebr.2022.4.2.
• Dekkiche Djamal, 2022, "Impact of Money Supply on Inflation Rate in Egypt: A VECM Approach," Economics and Business, Sciendo, volume 36, issue 1, pages 134-148, January, DOI: 10.2478/eb-2022-0009.
• Djamal Dekkiche & Yassine Mimouni & Soufyane Bouguetaia, 2022, "The Impact of the Exchange Rate on Balance of Payments in Algeria: An ARDL Model Approach," Economic Themes, Sciendo, volume 60, issue 1, pages 95-117, March, DOI: 10.2478/ethemes-2022-0006.
• Szarowska Irena, 2022, "Relationship between government expenditure and economic growth in Visegrad Group," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 4, pages 12-22, December, DOI: 10.2478/fiqf-2022-0024.
• Koloane Cathrine Thato & Bodhlyera Oliver, 2022, "A statistical approach to modeling the underground economy in South Africa," Journal of Economics and Management, Sciendo, volume 44, issue 1, pages 64-95, January, DOI: 10.22367/jem.2022.44.04.
• Chen Baoline & McElroy Tucker S. & Pang Osbert C., 2022, "Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates," Journal of Official Statistics, Sciendo, volume 38, issue 2, pages 399-428, June, DOI: 10.2478/jos-2022-0020.
• Olowookere Johnson Kolawole & Olanipekun Wahid Damilola & Sokunbi Gbenro Matthew & Aderemi Timothy Ayomitunde, 2022, "Human Capital Development and Sustainable Development: Evidence from Nigeria," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 67, issue 1, pages 63-76, April, DOI: 10.2478/subboec-2022-0005.
• Oloke Emmanuel & Olanipekun Wahid Damilola & Mabinuori Oladotun Toriola & Ojo Lucas B. & Aderemi Timothy Ayomitunde, 2022, "Government Educational Spending and Human Capital Development in ECOWAS Sub-Region: Implication For Sustainable Development," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 67, issue 3, pages 37-52, December, DOI: 10.2478/subboec-2022-0014.
• Orji Anthony & Nwodo Ikenna Paulinus & Ogbuabor Jonathan E. & Anthony-Orji Onyinye I., 2022, "Where do real output shocks to Nigeria mainly emanate from? Empirical analysis of Nigeria-China-India-USA economic interactions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 32, issue 1, pages 58-77, March, DOI: 10.2478/sues-2022-0004.
• Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022, "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, volume 90, issue 2, pages 685-713, March, DOI: 10.3982/ECTA18506.
• David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
• Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
• Malin Gardberg & Lorenzo Pozzi, 2022, "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 161-186, January, DOI: 10.1002/jae.2870.
• Malte Knüppel & Fabian Krüger, 2022, "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 23-41, January, DOI: 10.1002/jae.2834.
• Jo Reynaerts & Jakob Vanschoonbeek, 2022, "The economics of state fragmentation: Assessing the economic impact of secession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 82-115, January, DOI: 10.1002/jae.2857.
• Jorge Rodríguez & Fernando Saltiel & Sergio Urzúa, 2022, "Dynamic treatment effects of job training," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 242-269, March, DOI: 10.1002/jae.2877.
• Anthony Garratt & Ivan Petrella, 2022, "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 392-414, March, DOI: 10.1002/jae.2868.
• Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022, "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 415-432, March, DOI: 10.1002/jae.2874.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022, "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 700-721, June, DOI: 10.1002/jae.2896.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022, "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 882-895, August, DOI: 10.1002/jae.2905.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 965-987, August, DOI: 10.1002/jae.2908.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2022, "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 921-952, June, DOI: 10.1111/jmcb.12860.
• Alexander Glas & Matthias Hartmann, 2022, "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, volume 13, issue 3, pages 979-1022, July, DOI: 10.3982/QE1703.
• Gomes, Pedro & Kurter, Zeynep O. & Morita, Rubens, 2022, "European Sovereign Bond and Stock Market Granger Causality Dynamics," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1405.
• Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2022, "External Instrument SVAR Analysis for Noninvertible Shocks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1444.
• Filippo Gusella, 2022, "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 02n03, pages 1-22, March, DOI: 10.1142/S0219525922400021.
• Hua Chen & Domenico Tarzia & Giovanni Vittorino & Andros Gregoriou, 2022, "Volatility Spillovers During the Chinese Stock Market Crisis: A MEM-Based Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 04, pages 1-30, December, DOI: 10.1142/S021909152250031X.
• Patrik Barišić & Tibor Kovač & Vladimir Arčabić, 2022, "Identifying aggregate supply and demand shocks in small open economies," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2202, Mar.
• Nyholm, Juho & Silvo, Aino, 2022, "A model for predicting Finnish household loan stocks," BoF Economics Review, Bank of Finland, number 4/2022.
• Bettendorf, Timo & Karadimitropoulou, Aikaterini, 2022, "Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model," Discussion Papers, Deutsche Bundesbank, number 05/2022.
• Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022, "The global financial cycle and macroeconomic tail risks," Discussion Papers, Deutsche Bundesbank, number 43/2022.
• Kilian, Lutz & Plante, Michael & Richter, Alexander W., 2022, "Macroeconomic responses to uncertainty shocks: The perils of recursive orderings," CFS Working Paper Series, Center for Financial Studies (CFS), number 687, DOI: 10.2139/ssrn.4361693.
• Zadrozny, Peter A., 2022, "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series, Center for Financial Studies (CFS), number 682.
• Niftiyev, Ibrahim, 2022, "The Dutch Disease Syndrome Side Effects in Manufacturing Employment: A VAR Analysis of the Azerbaijan Economy," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 266654.
• Diegel, Max, 2022, "Time-varying credibility, anchoring and the Fed's inflation target," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/9, DOI: 10.17169/refubium-36967.
• Fresoli, Diego Eduardo & Poncela, Pilar & Ruiz Ortega, Esther, 2022, "Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36251, Dec.
• Chryso Aristidou & George Thucydides, 2022, "Historical decomposition of the Cyprus Residential Property Prices," Working Papers, Central Bank of Cyprus, number 2022-3, Oct.
• Athar Elnagger & Christian Richter, 2022, "Exchange Rate Pass-Through, Inflation, and Monetary Policy in Egypt," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 68, issue 1, pages 1-36, DOI: 10.3790/aeq.68.1.1.
• Festus F. Adedoyin & Olawumi A. Osundina & Festus V. Bekun & Simplice A. Asongu, 2022, "Toward achieving Sustainable Development Agenda: Nexus between Agriculture, Trade Openness, and Oil Rents in Nigeria," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 22/007, Jan.
• Emilio Colombo & Davide Furceri & Pietro Pizzuto & Patrizio Tirelli, 2022, "Fiscal Multipliers and Informality," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS), number dis2201.
• Konstantin A. Kholodilin & Sebastian Kohl, 2022, "Rent Control Reduces Economic Inequality at a Price," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 12, issue 12, pages 87-95.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2022, "Brüning’s Austerity Policies of the Early 1930s Intensified the Economic Slump and Increased Unemployment," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 12, issue 24/25, pages 163-168.
• Konstantin A. Kholodilin & Sebastian Kohl, 2022, "Mietpreisregulierung kann ökonomische Ungleichheit senken, hat aber einen Preis," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 12, pages 187-196.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2022, "Austeritätspolitik der Ära Brüning hat den Wirtschaftseinbruch verstärkt und die Arbeitslosigkeit erhöht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 24, pages 345-350.
• Lukas Boer, 2022, "Steigende Metallpreise als mögliches Hindernis der Energiewende," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 4, pages 47-55.
• Konstantin A. Kholodilin & Malte Rieth, 2022, "Immobilienmarkt bisher stabil – aber Risiko für Preiskorrekturen hat zugenommen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 47, pages 611-620.
• Martin Bruns & Helmut Lütkepohl, 2022, "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2005.
• Stephanie Ettmeier, 2022, "No Taxation without Reallocation: The Distributional Effects of Tax Changes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2022.