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

2022

• Jondeau, Eric & Khalilzadeh, Amir, 2022, "Predicting the stressed expected loss of large U.S. banks," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106321.
• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022, "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106331.
• Golosnoy, Vasyl & Gribisch, Bastian, 2022, "Modeling and forecasting realized portfolio weights," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106404.
• Afonso, António & Reimers, Max, 2022, "Does the introduction of stock exchange markets boost economic growth in African countries?," Journal of Comparative Economics, Elsevier, volume 50, issue 2, pages 627-640, DOI: 10.1016/j.jce.2022.01.006.
• Casalis, André & Krustev, Georgi, 2022, "Cyclical drivers of euro area consumption: What can we learn from durable goods?," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2020.102241.
• Ductor, Lorenzo & Leiva-León, Danilo, 2022, "Fluctuations in global output volatility," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102533.
• Biswas, Amit K. & von Hagen, Jürgen & Sarkar, Sandip, 2022, "FDI Mismatch, trade Mis-reporting, and hidden capital Movements: The USA - China case," Journal of International Money and Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jimonfin.2021.102534.
• Hristov, Nikolay & Roth, Markus, 2022, "Uncertainty shocks and systemic-risk indicators," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102573.
• Campos-Martins, Susana & Amado, Cristina, 2022, "Financial market linkages and the sovereign debt crisis," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102596.
• Anderegg, Benjamin & Ulmann, Florian & Sornette, Didier, 2022, "The impact of option hedging on the spot market volatility," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102627.
• Dufrénot, Gilles & Rhouzlane, Meryem & Vaccaro-Grange, Etienne, 2022, "Potential growth and natural yield curve in Japan," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102628.
• Shibamoto, Masahiko & Hayaki, Shoka & Ogisu, Yoshitaka, 2022, "COVID-19 infection spread and human mobility," Journal of the Japanese and International Economies, Elsevier, volume 64, issue C, DOI: 10.1016/j.jjie.2022.101195.
• Koeda, Junko & Sekine, Atsushi, 2022, "Nelson–Siegel decay factor and term premia in Japan," Journal of the Japanese and International Economies, Elsevier, volume 64, issue C, DOI: 10.1016/j.jjie.2022.101204.
• Corrado, Luisa & Silgado-Gómez, Edgar & Yoo, Donghoon & Waldmann, Robert, 2022, "Ambiguous economic news and heterogeneity: What explains asymmetric consumption responses?," Journal of Macroeconomics, Elsevier, volume 72, issue C, DOI: 10.1016/j.jmacro.2022.103412.
• Kang, Jihye & Kim, Soyoung, 2022, "Government spending news and surprise shocks: It’s the timing and persistence," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103446.
• Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind, 2022, "Multi-commodity price risk hedging in the Atlantic salmon farming industry," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100182.
• Nguyen, Bao H. & Okimoto, Tatsuyoshi & Tran, Trung Duc, 2022, "Uncertainty-dependent and sign-dependent effects of oil market shocks," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100207.
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2022, "Common factors and the dynamics of cereal prices. A forecasting perspective," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2021.100240.
• Palazzi, Rafael Baptista & Meira, Erick & Klotzle, Marcelo Cabus, 2022, "The sugar-ethanol-oil nexus in Brazil: Exploring the pass-through of international commodity prices to national fuel prices," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100257.
• Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022, "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00239.
• Mandler, Martin & Scharnagl, Michael, 2022, "Financial cycles across G7 economies: A view from wavelet analysis," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00277.
• Dou, Yue & Li, Yiying & Dong, Kangyin & Ren, Xiaohang, 2022, "Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102455.
• Owusu Junior, Peterson & Tiwari, Aviral Kumar & Tweneboah, George & Asafo-Adjei, Emmanuel, 2022, "GAS and GARCH based value-at-risk modeling of precious metals," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102456.
• Mishra, Aswini Kumar & Ghate, Kshitish & Renganathan, Jayashree & Kennet, Joushita J. & Rajderkar, Nilay Pradeep, 2022, "Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102474.
• Chen, Xiangyu & Tongurai, Jittima, 2022, "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102479.
• Umechukwu, Chisom & Olayungbo, D.O., 2022, "US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource Analysis," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102480.
• Korkmaz, Özge, 2022, "What is the role of the rents in energy connection with economic growth for China and the United States?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102517.
• Yan, Xiang & Bai, Jiancheng & Li, Xiafei & Chen, Zhonglu, 2022, "Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102521.
• Mighri, Zouheir & Ragoubi, Hanen & Sarwar, Suleman & Wang, Yihan, 2022, "Quantile Granger causality between US stock market indices and precious metal prices," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102595.
• Zeinedini, Sh & Karimi, M. Sh & Khanzadi, A., 2022, "Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102602.
• Hong, Yanran & Wang, Lu & Liang, Chao & Umar, Muhammad, 2022, "Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102667.
• Li, Dongxin & Hong, Yanran & Wang, Lu & Xu, Pengfei & Pan, Zhigang, 2022, "Extreme risk transmission among bitcoin and crude oil markets," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102761.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102789.
• Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022, "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102877.
• Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022, "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102897.
• Ha, Le Thanh, 2022, "Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102921.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022, "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102926.
• Zhao, Jing, 2022, "Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103031.
• Wang, Zuyi & Kim, Man-Keun, 2022, "Price bubbles in oil & gas markets and their transfer," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103059.
• Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022, "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103108.
• Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022, "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 3, DOI: 10.1016/j.latcb.2022.100070.
• Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2022, "Economic theories and macroeconomic reality," Journal of Monetary Economics, Elsevier, volume 126, issue C, pages 105-117, DOI: 10.1016/j.jmoneco.2021.12.001.
• Doh, Taeyoung & Smith, A. Lee, 2022, "A new approach to integrating expectations into VAR models," Journal of Monetary Economics, Elsevier, volume 132, issue C, pages 24-43, DOI: 10.1016/j.jmoneco.2022.08.001.
• Hassan, M. Kabir & Kamran, Muhammad & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy, 2022, "Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101768.
• Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022, "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101810.
• Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022, "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127860.
• Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022, "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 604, issue C, DOI: 10.1016/j.physa.2022.127885.
• Alsamara, Mouyad, 2022, "Do labor remittance outflows retard economic growth in Qatar? Evidence from nonlinear cointegration," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 1-9, DOI: 10.1016/j.qref.2021.11.002.
• Ahmed, Walid M.A., 2022, "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 135-151, DOI: 10.1016/j.qref.2021.12.003.
• Aggarwal, Divya & Kalia, Deepali, 2022, "Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices: Wavelet and non-parametric quantile causality approach," Research in Economics, Elsevier, volume 76, issue 2, pages 141-148, DOI: 10.1016/j.rie.2022.07.003.
• Cui, Lianbiao & Weng, Shimei & Nadeem, Abdul Majeed & Rafique, Muhammad Zahid & Shahzad, Umer, 2022, "Exploring the role of renewable energy, urbanization and structural change for environmental sustainability: Comparative analysis for practical implications," Renewable Energy, Elsevier, volume 184, issue C, pages 215-224, DOI: 10.1016/j.renene.2021.11.075.
• Kartal, Mustafa Tevfik, 2022, "The role of consumption of energy, fossil sources, nuclear energy, and renewable energy on environmental degradation in top-five carbon producing countries," Renewable Energy, Elsevier, volume 184, issue C, pages 871-880, DOI: 10.1016/j.renene.2021.12.022.
• Hong, Yanran & Wang, Lu & Ye, Xiaoqing & Zhang, Yaojie, 2022, "Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis," Renewable Energy, Elsevier, volume 196, issue C, pages 535-546, DOI: 10.1016/j.renene.2022.07.027.
• Yahya, Muhammad & Dutta, Anupam & Bouri, Elie & Wadström, Christoffer & Uddin, Gazi Salah, 2022, "Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil," Renewable Energy, Elsevier, volume 197, issue C, pages 594-605, DOI: 10.1016/j.renene.2022.07.112.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022, "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 341-358, DOI: 10.1016/j.iref.2021.10.003.
• Yépez, Carlos & Dzikpe, Francis, 2022, "Accounting for real exchange rates in emerging economies: The role of commodity prices," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 476-492, DOI: 10.1016/j.iref.2022.02.019.
• Buesa, Alejandro & De Quinto, Alicia & Población, Javier, 2022, "Risky mortgages, credit shocks and cross-border spillovers," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 717-733, DOI: 10.1016/j.iref.2022.02.076.
• Shen, Jiancheng & Selover, David D. & Li, Chao & Yousefi, Hamed, 2022, "An ocean apart? The effects of US business cycles on Chinese business cycles," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 677-698, DOI: 10.1016/j.iref.2022.07.014.
• Martínez-Cañete, Ana R. & Márquez-de-la-Cruz, Elena & Pérez-Soba, Inés, 2022, "Non-linear cointegration between oil and stock prices: The role of interest rates," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101513.
• Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022, "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101610.
• Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022, "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101614.
• Neaime, Simon & Gaysset, Isabelle, 2022, "Macroeconomic and monetary policy responses in selected highly indebted MENA countries post Covid 19: A structural VAR approach," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101674.
• González-Urteaga, Ana & Rubio, Gonzalo, 2022, "Guarantee requirements by European central counterparties and international volatility spillovers," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101629.
• Long, Shaobo & Guo, Jiaqi, 2022, "Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101689.
• Bastías, Jaime & Ruiz, José L., 2022, "Equity fire sales and herding behavior in pension funds," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101708.
• Soytas, Ugur & Magazzino, Cosimo & Mele, Marco & Schneider, Nicolas, 2022, "Economic and environmental implications of the nuclear power phase-out in Belgium: Insights from time-series models and a partial differential equations algorithm," Structural Change and Economic Dynamics, Elsevier, volume 63, issue C, pages 241-256, DOI: 10.1016/j.strueco.2022.10.001.
• Shahzad, Umer & Ferraz, Diogo & Nguyen, Huu-Huan & Cui, Lianbiao, 2022, "Investigating the spill overs and connectedness between financial globalization, high-tech industries and environmental footprints: Fresh evidence in context of China," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121205.
• Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022, "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, volume 183, issue C, DOI: 10.1016/j.techfore.2022.121909.
• Edson Z. Monte & Lucas B. Defanti, 2022, "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 65, issue 1, pages 52-73.
• James Morley & Trung Duc Tran & Benjamin Wong, 2022, "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-02, Jan, revised Mar 2023.
• Firmin Doko Tchatoka & Qazi Haque & Madison Terrell, 2022, "Monetary Policy Shocks and Exchange Rate Dynamics in Small Open Economies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-15, Feb.
• Lin Qi, 2022, "Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics: A Threshold Vector Autoregression Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-24, Mar.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2022, "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-28, Apr.
• Kevin Lee & Kalvinder Shields & Guido Turnip, 2022, "Shock Persistence, Uncertainty and News-Driven Business Cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-34, May.
• Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2022, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-53, Sep.
• Bao H. Nguyen & Bo Zhang, 2022, "Forecasting Oil Prices: Can Large BVARs Help?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-65, Oct.
• Efrem Castelnuovo & Lorenzo Mori, 2022, "Uncertainty, Skewness and the Business Cycle - Through the MIDAS Lens," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-69, Oct.
• Christian Huanto, 2022, "Efecto del Cambio Climático en la Producción Agrícola: Evidencia para Bolivia," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 5, issue 1, pages 45-72, Junio.
• Elsayed, Ahmed H. & Sousa, Ricardo M., 2024, "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115305, Dec.
• Reneé van Eyden & Rangan Gupta & Christophe André & Xin Sheng, 2022, "The effect of macroeconomic uncertainty on housing returns and volatility: evidence from US state-level data," Chapters, Edward Elgar Publishing, chapter 8, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".
• Jérôme Trinh, 2022, "Testing for cointegration with structural changes in very small sample," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-01.
• Jérôme Trinh, 2022, "Disaggregation of very small time series with multiple endogenous partial structural breaks," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-10.
• Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2022, "Power of unit root tests against nonlinear and noncausal alternatives," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2022-14.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A007.
• Povilas Lastauskas & Julius Stakėnas, 2022, "Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A011.
• Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022, "On Identification Issues in Business Cycle Accounting Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A004.
• Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A007.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044B001.
• Pierre Guérin & Danilo Leiva-León, 2022, "Heterogeneous Switching in FAVAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044B003.
• Mosab I. Tabash & Fatima Muhammad Abdulkarim & Mustapha Ishaq Akinlaso & Raj S. Dhankar, 2022, "Islamic banking and economic growth: fresh insights from Nigeria using autoregressive distributed lags (ARDL) approach," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 13, issue 4, pages 582-597, April, DOI: 10.1108/AJEMS-03-2021-0138.
• Niharika Mehta & Seema Gupta & Shipra Maitra, 2022, "House prices and COVID-19 pandemic shocks in India: a nonlinear ARDL analysis," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 3, pages 513-534, June, DOI: 10.1108/IJHMA-02-2022-0026.
• Roozbeh Balounejad Nouri, 2022, "Investigating the asymmetric relationship between housing prices and the stock market in Iran: quantile-on-quantile approach," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 17, issue 2, pages 436-452, October, DOI: 10.1108/IJHMA-07-2022-0104.
• İsmail Cem Özgüler & Z. Göknur Büyükkara & C. Coskun Küçüközmen, 2022, "Discovering the fundamentals of Turkish housing market: a price convergence framework," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 1, pages 116-145, January, DOI: 10.1108/IJHMA-09-2021-0103.
• S. Belgin Akçay & Cagin Karul & Mert Akyuz, 2022, "Mortgage credit and house prices: the Turkish case," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 2, pages 318-335, March, DOI: 10.1108/IJHMA-11-2021-0127.
• Seema Saini & Utkarsh Kumar & Wasim Ahmad, 2022, "Are emerging economies’ credit cycles synchronized? Fresh evidence from time–frequency analysis," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 3, pages 561-581, July, DOI: 10.1108/IJOEM-12-2021-1927.
• Gurleen Kaur, 2022, "Nexus between inflation and fiscal deficit: a comparative study of India and China," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 15, issue 2, pages 193-216, March, DOI: 10.1108/JCEFTS-07-2021-0028.
• Manu Sharma & Geetilaxmi Mohapatra & Arun Kumar Giri, 2022, "Assessing the role of ICT, governance, and infrastructure on inbound tourism demand in India," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 41, issue 1, pages 320-335, August, DOI: 10.1108/JEAS-03-2022-0064.
• Aswini Kumar Mishra & Saksham Agrawal & Jash Ashish Patwa, 2022, "Return and volatility spillover between India and leading Asian and global equity markets: an empirical analysis," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 294-312, May, DOI: 10.1108/JEFAS-06-2021-0082.
• Le Thanh Ha, 2022, "Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 407-428, March, DOI: 10.1108/JES-01-2022-0055.
• Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
• Honoré Sèwanoundé Houngbédji & Nassibou Bassongui, 2022, "Financial stability and monetary policy of the Central Bank of West African Countries: a Markov-Switching model," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 525-543, April, DOI: 10.1108/JES-03-2022-0154.
• Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022, "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 4, pages 790-805, June, DOI: 10.1108/JES-04-2022-0214.
• Puneet Vatsa & Frank G. Mixon, 2022, "Energy prices and the macroeconomy: new evidence from Hodrick–Prescott and Hamilton filters," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 5, pages 694-712, April, DOI: 10.1108/JFEP-02-2022-0039.
• Pragati Priya & Chandan Sharma, 2022, "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 1, pages 16-34, December, DOI: 10.1108/JFEP-05-2022-0136.
• Shoaib Ali & Imran Yousaf & Zaghum Umar, 2022, "Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 477-487, February, DOI: 10.1108/RBF-04-2021-0069.
• Unggul Heriqbaldi & Miguel Angel Esquivias & Rossanto Dwi Handoyo & Alfira Cahyaning Rifami & Hilda Rohmawati, 2022, "Exchange rate volatility and trade flows in Indonesia and ten main trade partners: asymmetric effects," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 4, pages 708-739, October, DOI: 10.1108/SEF-10-2021-0451.
• Fehmi Özsoy & Nükhet Doğan, 2022, "Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey," International Econometric Review (IER), Economic Research Association, volume 14, issue 1, pages 1-20, March.
• 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," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 22/031, Jan.
• Simplice A. Asongu & Beatrice D. Simo-Kengne, 2022, "Demographic Change and Wealth Inequality: Global Evidence," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 22/085, Jan.
• Kamel Malik Bensafta, 2022, "The impact of oil price shocks on economic growth in Algeria," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2022, issue 2, pages 63-82.
• Oktay Özkan & Godwin Olasehinde-Williams & Ifedola Olanipekun, 2022, "Predicting Stock Returns and Volatility in BRICS Countries during a Pandemic: Evidence from the Novel Wild Bootstrap Likelihood Ratio Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 72, issue 2, pages 124-149, June.
• Lorena Skufi & Adam Gersl, 2022, "Using Macro-Financial Models to Simulate Macroeconomic Developments During the Covid-19 Pandemic: The Case of Albania," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/24, Sep, revised Sep 2022.
• Daniele Valenti & Andrea Bastianin & Matteo Manera, 2022, "A weekly structural VAR model of the US crude oil market," Working Papers, Fondazione Eni Enrico Mattei, number 2022.11, May.
• Maryam Ahmadi & Chiara Casoli & Matteo Manera & Daniele Valenti, 2022, "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," Working Papers, Fondazione Eni Enrico Mattei, number 2022.46, Dec.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Reconciled Estimates of Monthly GDP in the US," Working Papers, Federal Reserve Bank of Cleveland, number 22-01, Jan, DOI: 10.26509/frbc-wp-202201.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers, Federal Reserve Bank of Cleveland, number 22-05, Mar, DOI: 10.26509/frbc-wp-202205.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers, Federal Reserve Bank of Cleveland, number 22-06, Mar, DOI: 10.26509/frbc-wp-202206.
• Steven F. Koch, 2022, "Equivalence scales with endogeneity and base independence," ERSA Working Paper Series, Economic Research Southern Africa, number 874, Feb.
• Sudeshna Ghosh, 2022, "Female Entrepreneurs in the Hospitality Industry: A Panel Causality Analysis of EU Countries," Arthaniti: Journal of Economic Theory and Practice, , volume 21, issue 1, pages 93-116, June, DOI: 10.1177/0976747920942486.
• Tanveer Ahmad Khan, 2022, "Current and Capital Account Dynamics in India: An Empirical Analysis of the Post-Reform Period," Foreign Trade Review, , volume 57, issue 1, pages 41-65, February, DOI: 10.1177/00157325211037101.
• Anuradha Patnaik, 2022, "Measuring Demand and Supply Shocks From COVID-19: An Industry-Level Analysis for India," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 16, issue 1, pages 76-105, February, DOI: 10.1177/09738010211067392.
• Shiv Shankar & Pushpa Trivedi, 2022, "Evaluating the Long-run Sustainability of India’s Fiscal Management with Structural Change," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 16, issue 3-4, pages 367-391, August, DOI: 10.1177/09738010231157457.
• Anita Rath & Arpit Sachan, 2022, "Emerging Issues in Fiscal Sustainability in India: A Study of Central Government Finances, 1979–1980 to 2018–2019," South Asian Journal of Macroeconomics and Public Finance, , volume 11, issue 1, pages 39-68, June, DOI: 10.1177/2277978721989929.
• Praveen Tiwari & Javaid Akhter & Saumen Chattopadhyay, 2022, "Illicit Financial Flows through Trade Mis-Invoicing in India: An Empirical Analysis of the Major Commodities Involved in Mis-Invoicing," South Asian Journal of Macroeconomics and Public Finance, , volume 11, issue 2, pages 185-216, December, DOI: 10.1177/22779787221092272.
• Jiøí Witzany & Martin Diviš, 2022, "Interest Rate Sensitivity of Savings Accounts," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 4, pages 349-367, April.
• Ishita Ghoshal, 2022, "Cost-Push and Demand-Pull Inflation in India ? A Frequency Domain Analysis," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13015641, Jul.
• Akingbade U. Aimola & Nicholas M. Odhiambo, 2022, "External Debt, Domestic Debt and Inflation in Nigeria: A Multivariate Granger-Causality Test," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 7, issue 2, pages 143-169, DOI: https://doi.org/10.2478/erfin-2022-.
• Adam Pigoń & Michał Ramsza, 2022, "A Comparison of German, Swiss, and Polish Fiscal Rules Using Monte Carlo Simulations," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 4, pages 17-41.
• Michał Rubaszek & Karol Szafranek, 2022, "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2022-078, Jun, DOI: 10.33119/kaewps2022078.
• Juin-Jen Chang & Chun-Hung Kuo & Hsieh-Yu Lin & Shu-Chun S. Yang, 2022, "Share Buybacks and Corporate Tax Cuts," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 22-A005, Nov.
• Martin Indergand & Eric Jondeau & Andreas Fuster, 2022, "Measuring and stress-testing market-implied bank capital," Working Papers, Swiss National Bank, number 2022-02.
• Jilong Chen & Christian Ewald & Ruolan Ouyang & Sjur Westgaard & Xiaoxia Xiao, 2022, "Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil," Annals of Operations Research, Springer, volume 313, issue 1, pages 29-46, June, DOI: 10.1007/s10479-021-04198-7.
• 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.