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

• Qi, Xiaohong & Zhang, Guofu, 2022, "Dynamic connectedness of China’s green bonds and asset classes," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101842.
• Qiao, Xingzhi & Zhu, Huiming & Zhang, Zhongqingyang & Mao, Weifang, 2022, "Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101843.
• Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022, "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110245.
• Kerssenfischer, Mark, 2022, "Information effects of euro area monetary policy," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110570.
• Just, Małgorzata & Echaust, Krzysztof, 2022, "Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110671.
• Bandi, Federico M. & Renò, Roberto, 2022, "β in the tails," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 134-150, DOI: 10.1016/j.jeconom.2020.06.006.
• Hafner, Christian M. & Herwartz, Helmut & Maxand, Simone, 2022, "Identification of structural multivariate GARCH models," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 212-227, DOI: 10.1016/j.jeconom.2020.07.019.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2022, "Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 285-304, DOI: 10.1016/j.jeconom.2021.06.008.
• Bognanni, Mark, 2022, "Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 498-505, DOI: 10.1016/j.jeconom.2021.10.008.
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2022, "Robust Bayesian inference in proxy SVARs," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 107-126, DOI: 10.1016/j.jeconom.2021.02.003.
• Gallant, A. Ronald, 2022, "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 27-38, DOI: 10.1016/j.jeconom.2021.02.005.
• Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening, 2022, "Bayesian estimation of long-run risk models using sequential Monte Carlo," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 62-84, DOI: 10.1016/j.jeconom.2020.12.008.
• Jin, Xin & Maheu, John M. & Yang, Qiao, 2022, "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 302-321, DOI: 10.1016/j.jeconom.2021.10.010.
• Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022, "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 510-534, DOI: 10.1016/j.jeconom.2021.06.006.
• Zhu, Yinchu & Timmermann, Allan, 2022, "Conditional rotation between forecasting models," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 329-347, DOI: 10.1016/j.jeconom.2021.10.006.
• Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
• Christensen, Jens H.E. & Spiegel, Mark M., 2022, "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 410-431, DOI: 10.1016/j.jeconom.2021.10.007.
• Inoue, Atsushi & Kilian, Lutz, 2022, "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 457-476, DOI: 10.1016/j.jeconom.2021.05.010.
• Kleppe, Tore Selland & Liesenfeld, Roman & Moura, Guilherme Valle & Oglend, Atle, 2022, "Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 105-127, DOI: 10.1016/j.ecosta.2021.03.008.
• Senra Hodelin, Reynaldo, 2022, "Public banking and economic growth: The experiences of 10 countries since the 1950s until 2017," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100938.
• Canetg, Fabio & Kaufmann, Daniel, 2022, "Overnight rate and signalling effects of central bank bills," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2022.104060.
• Elstner, Steffen & Grimme, Christian & Kecht, Valentin & Lehmann, Robert, 2022, "The diffusion of technological progress in ICT," European Economic Review, Elsevier, volume 149, issue C, DOI: 10.1016/j.euroecorev.2022.104277.
• Fanelli, Luca & Marsi, Antonio, 2022, "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104281.
• Prakash, Navendu & Srivastava, Bhavya & Singh, Shveta & Sharma, Seema & Jain, Sonali, 2022, "Effectiveness of social distancing interventions in containing COVID-19 incidence: International evidence using Kalman filter," Economics & Human Biology, Elsevier, volume 44, issue C, DOI: 10.1016/j.ehb.2021.101091.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
• Azad, Nahiyan Faisal & Serletis, Apostolos, 2022, "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100875.
• Rahman, Sajjadur, 2022, "The asymmetric effects of oil price shocks on the U.S. stock market," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105694.
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Sardar, Naafey & Sharma, Shahil, 2022, "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105814.
• Kim, Jaeho & Linn, Scott C., 2022, "Price discovery under model uncertainty," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105833.
• Xu, Qinhua & Fu, Buben & Wang, Bin, 2022, "The effects of oil price uncertainty on China’s economy," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105840.
• Ren, Xiaohang & Duan, Kun & Tao, Lizhu & Shi, Yukun & Yan, Cheng, 2022, "Carbon prices forecasting in quantiles," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105862.
• Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
• Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022, "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105936.
• Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022, "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105913.
• Wang, Quan-Jing & Wang, Hai-Jie & Chang, Chun-Ping, 2022, "Environmental performance, green finance and green innovation: What's the long-run relationships among variables?," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106004.
• Chatziantoniou, Ioannis & Gabauer, David & Perez de Gracia, Fernando, 2022, "Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106051.
• Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022, "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106068.
• Chanatásig-Niza, Evelyn & Ciarreta, Aitor & Zarraga, Ainhoa, 2022, "A volatility spillover analysis with realized semi(co)variances in Australian electricity markets," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106076.
• Caporin, Massimiliano & Costola, Michele, 2022, "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106088.
• Al Jabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2022, "Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106103.
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022, "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106125.
• Zhang, Xiang & Baek, Jungho, 2022, "The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106178.
• Čech, František & Zítek, Michal, 2022, "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106204.
• Cai, Yifei & Mignon, Valérie & Saadaoui, Jamel, 2022, "Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106199.
• Herrera, Gabriel Paes & Constantino, Michel & Su, Jen-Je & Naranpanawa, Athula, 2022, "Renewable energy stocks forecast using Twitter investor sentiment and deep learning," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106285.
• Miller, J. Isaac & Nam, Kyungsik, 2022, "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106291.
• Będowska-Sójka, Barbara & Kliber, Agata, 2022, "Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106360.
• Jiménez-Rodríguez, Rebeca, 2022, "Oil shocks and global economy," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106373.
• Das, Debojyoti & Maitra, Debasish & Dutta, Anupam & Basu, Sankarshan, 2022, "Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106388.
• Nonejad, Nima, 2022, "Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106395.
• Guo, Jin & Tanaka, Tetsuji, 2022, "Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106422.
• Costanza Torricelli & Beatrice Bertelli, 2022, "ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0087, Jun.
• Heather M. Anderson & Jiti Gao & Guido Turnip & Farshid Vahid & Wei Wei, 2022, "Estimating the Effect of an EU-ETS Type Scheme in Australia Using a Synthetic Treatment Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/22.
• Jiti Gao & Bin Peng & Yayi Yan, 2022, "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/22.
• Guohua Feng & Jiti Gao & Bin Peng, 2022, "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/22.
• Jiti Gao & Bin Peng & Wei Biao Wu & Yayi Yan, 2022, "Time-Varying Multivariate Causal Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/22.
• Kamila Kuziemska-Pawlak & Jakub Mućk, 2022, "Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies," NBP Working Papers, Narodowy Bank Polski, number 354.
• Erkmen G. Aslim & Shin-Yi Chou & Kuhelika De, 2022, "Business Cycles and Healthcare Employment," NBER Working Papers, National Bureau of Economic Research, Inc, number 29799, Feb.
• David Lucca & Jonathan H. Wright, 2022, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers, National Bureau of Economic Research, Inc, number 29971, Apr.
• Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2022, "Local Projections vs. VARs: Lessons From Thousands of DGPs," NBER Working Papers, National Bureau of Economic Research, Inc, number 30207, Jul.
• Orlov, D. & Postnikov, E., 2022, "Phillips curve: Inflation and NAIRU in the Russian regions," Journal of the New Economic Association, New Economic Association, volume 55, issue 3, pages 61-80, DOI: 10.31737/2221-2264-2022-55-3-4.
• Zubarev, A. & Rybak, K., 2022, "The impact of global shocks on the Russian economy: FAVAR approach," Journal of the New Economic Association, New Economic Association, volume 56, issue 4, pages 48-68, DOI: 10.31737/2221-2264-2022-56-4-3.
• Cristina Amado, 2022, "Outlier robust specification of multiplicative time-varying volatility models," NIPE Working Papers, NIPE - Universidade do Minho, number 11/2022.
• Yam Lal Bhoosal & Rohan Byanjankar, 2022, "An Empirical Study on the Determinants of Government Revenue in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 34, issue 2, pages 30-49, October.
• Marko Bajic, 2022, "Balance sheet data of the National Bank of the Kingdom of Serbia, Kingdom of Serbs, Croats and Slovenes and Kingdom of Yugoslavia in 1884–1940," Working Papers Bulletin, National Bank of Serbia, number 6, Mar.
• Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-04, Mar.
• Martin Weale & Paul Labonne, 2022, "Nowcasting in the presence of large measurement errors and revisions," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-05, Mar.
• Paul Labonne, 2022, "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-23, Oct.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022, "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 541, Sep.
• Sonia Chipeva, 2022, "Bulgarian Economy on the Way of Ecological Transformation," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 18-27, December.
• Jhonatan Portilla & Gabriel Rodríguez & Paul Castillo B., 2022, "Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model
  [Metas de Inflación en Una Economía Dolarizada: La Experencia Del Perú]," CESifo Economic Studies, CESifo Group, volume 68, issue 1, pages 98-126.
• Chiara Casoli & Riccardo (Jack) Lucchetti, 2022, "Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices
  [Commodity-price comovement and global economic activity]," The Econometrics Journal, Royal Economic Society, volume 25, issue 2, pages 494-514.
• Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou, 2022, "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
  [Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 160-186.
• Diaa Noureldin, 2022, "Volatility Prediction Using a Realized-Measure-Based Component Model
  [Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 76-104.
• Genaro Sucarrat & Steffen Grønneberg, 2022, "Risk Estimation with a Time-Varying Probability of Zero Returns
  [On the Coherence of Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 278-309.
• Sebastian Bayer & Timo Dimitriadis, 2022, "Regression-Based Expected Shortfall Backtesting
  [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 437-471.
• Rogier Quaedvlieg & Peter Schotman, 2022, "Hedging Long-Term Liabilities
  [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 505-538.
• Simona Boffelli & Jan Novotny & Giovanni Urga, 2022, "A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
  [Systemic Risk and Stability in Financial Networks]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 681-715.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805.
• Yannick Hoga, 2022, "Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 1007-1037.
• Marcello Pericoli & Marco Taboga, 2022, "Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models
  [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 807-838.
• Matteo Deleidi, 2022, "Quantifying multipliers in Italy: does fiscal policy composition matter?
  [The macroeconomic effects of public investment: Evidence from advanced economies]," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 359-381.
• Jan Čapek & Jesús Crespo Cuaresma & Johannes Holler & Philip Schuster, 2022, "Fiscal multipliers in a small open economy: the case of Austria
  [The macroeconomic effects of fiscal policy in Portugal: a bayesian SVAR analysis]," Oxford Economic Papers, Oxford University Press, volume 74, issue 2, pages 412-430.
• Juan Angel Garcia & Aubrey Poon, 2022, "Inflation trends in Asia: implications for central banks
  [Are Phillips curves useful for forecasting inflation?]," Oxford Economic Papers, Oxford University Press, volume 74, issue 3, pages 671-700.
• Regis Barnichon & Davide Debortoli & Christian Matthes, 2022, "Understanding the Size of the Government Spending Multiplier: It’s in the Sign," The Review of Economic Studies, Review of Economic Studies Ltd, volume 89, issue 1, pages 87-117.
• Efrem Castelnuovo & Giovanni Pellegrino & Giacomo Ranzato, 2022, "Delayed Overshooting Puzzle: Does Systematic Monetary Policy Matter?," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0280, Jun.
• Daouda Lawa tan Toe & Salifou Ouedraogo, 2022, "Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 5, pages 429-444, September, DOI: 10.1057/s41260-022-00274-0.
• Georgios Magkonis & Eun Young Oh & Shuonan Zhang, 2022, "On the Macroeconomic Effects of Shadow Banking Development," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-06, Jul.
• John W. Keating, 2022, "Implications of Endogenous Money Growth for Some Tests of Superneutrality and the Fisher Effect," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 24-51.
• Junior A. Ojeda Cunya & Gabriel Rodríguez, 2022, "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-507, DOI: 10.18800/2079-8474.0507.
• Gabriel Rodríguez & Renato Vassallo, 2022, "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-508, DOI: 10.18800/2079-8474.0508.
• Gabriel Rodríguez & Paulo Chávez, 2022, "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-509, DOI: 10.18800/2079-8474.0509.
• Roberto Calero & Gabriel Rodríguez & Rodrigo Salcedo Cisneros, 2022, "Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-510, DOI: 10.18800/2079-8474.0510.
• Aysegul Corakci & Tolga Omay & Mübariz Hasanov, 2022, "Hysteresis and stochastic convergence in Eurozone unemployment rates: evidence from panel unit roots with smooth breaks and asymmetric dynamics," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 1, pages 11-55, March, DOI: 10.24136/oc.2022.001.
• Karsten Kohler & Engelbert Stockhammer, 2022, "Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2205, Feb.
• Xu, Jack, 2022, "Beyond Merton: Multi-Dimensional Balance Sheet in Default Modeling," MPRA Paper, University Library of Munich, Germany, number 112022, Feb.
• Van, Germinal, 2022, "An Empirical Analysis of the Socioeconomic Status of Blacks on Police Treatment and Arrests: A Granger Causality Approach," MPRA Paper, University Library of Munich, Germany, number 112214, Mar.
• Pedini, Luca & Severini, Sabrina, 2022, "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 112339.
• Natoli, Filippo, 2022, "Temperature surprise shocks," MPRA Paper, University Library of Munich, Germany, number 112568, Mar.
• Lehmann, Robert & Wikman, Ida, 2022, "Quarterly GDP Estimates for the German States," MPRA Paper, University Library of Munich, Germany, number 112642, Mar.
• del Barrio Castro, Tomás, 2022, "Testing for the cointegration rank between Periodically Integrated processes," MPRA Paper, University Library of Munich, Germany, number 112730, revised 2022.
• Li, Chenxing, 2022, "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper, University Library of Munich, Germany, number 112792, Mar.
• Duque Garcia, Carlos Alberto, 2022, "Ciclos económicos, inversión y rentabilidad del capital en Colombia: un análisis de series de tiempo
  [Economic cycles, investment and profits in Colombia: a time-series analysis]," MPRA Paper, University Library of Munich, Germany, number 113272, Jun.
• Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
• Zubarev, Andrey & Kirillova, Maria, 2022, "Оценивание Влияния Внешних Шоков На Российскую Экономику С Помощью Модели Gvar
  [Estimating the impact of external shocks on Russian economy: GVAR approach]," MPRA Paper, University Library of Munich, Germany, number 113762, May, revised 01 Jul 2022.
• Kuikeu, Oscar, 2022, "Etude empirique de l’impact des formes traditionnelles de protectionnisme : cas de l’économie camerounaise
  [Empirical study of Old form of protection: case of cameroonian economy]," MPRA Paper, University Library of Munich, Germany, number 113854, Jul.
• Bigerna, Simona & D'Errico, Maria Chiara & Polinori, Paolo & Simshauer, Paul, 2022, "Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries," MPRA Paper, University Library of Munich, Germany, number 114164, Aug.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022, "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," MPRA Paper, University Library of Munich, Germany, number 114325, Aug.
• Tonni, Lorenzo, 2022, "Business cycle and factor income shares: a VAR sign restriction approach," MPRA Paper, University Library of Munich, Germany, number 114586, Sep.
• Stuermer, Martin, 2022, "Non-Renewable Resource Extraction over the Long Term: Empirical Evidence from Global Copper Production," MPRA Paper, University Library of Munich, Germany, number 114767, Sep.
• Hlongwane, Nyiko Worship & Daw, Olebogeng David, 2022, "Renewable electricity consumption and economic growth: A comparative study of South Africa and Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 115154, Oct, revised 24 Oct 2022.
• Storti, Giuseppe & Wang, Chao, 2022, "A multivariate semi-parametric portfolio risk optimization and forecasting framework," MPRA Paper, University Library of Munich, Germany, number 115266, Aug.
• Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
• Hoffmaister, Alexander W., 2022, "Two's not company: mis-aggregation and "supply-induced" unemployment increases," MPRA Paper, University Library of Munich, Germany, number 115513, Nov.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022, "Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts," MPRA Paper, University Library of Munich, Germany, number 115559, Aug.
• Yusifzada, Tural, 2022, "Response of Inflation to the Climate Stress: Evidence from Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 116522, Apr, revised 20 Sep 2022.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
• Sergey Ivashchenko & Semih Emre Cekin & Rangan Gupta & Chien-Chiang Lee, 2022, "Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form," Working Papers, University of Pretoria, Department of Economics, number 202204, Jan.
• Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022, "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202212, Feb.
• Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni, 2022, "The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks," Working Papers, University of Pretoria, Department of Economics, number 202219, Apr.
• Imran Yousaf & Vasilios Plakandaras & Elie Bouri & Rangan Gupta, 2022, "Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500," Working Papers, University of Pretoria, Department of Economics, number 202227, May.
• Petre Caraiani & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2022, "Monetary Policy and Bubbles in G7 Economies: Evidence from a Panel VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202230, Jun.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
• Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
• Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2022, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202240, Sep.
• Vasilios Plakandaras & Rangan Gupta & Sayar Karmakar & Mark E. Wohar, 2022, "Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202245, Sep.
• Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
• Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
• Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
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• Emilia Gosińska & Aleksander Welfe, 2022, "The Cointegrated VAR Model with Deterministic Structural Breaks," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 14, issue 3, pages 335-350, September.
• Pongsak Luangaram & Nipit Wongpunya, 2022, "Exploring the Role of Exchange Rate in Inflation Targeting: Evidence from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 179, May.
• James McNeil & Gregor W. Smith, 2022, "The All-Gap Phillips Curve," Working Paper, Economics Department, Queen's University, number 1488, Jul.
• Haroon Mumtaz & Michele Piffer, 2022, "Impulse response estimation via fexible local projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 938, Apr.
• Matthew Read, 2022, "The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2022-04, Oct, DOI: 10.47688/rdp2022-04.
• Matthew Read, 2022, "Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2022-09, Dec, DOI: 10.47688/rdp2022-09.
• Castillo, Teresa & Lahura, Erick, 2022, "Los Efectos de la Política Fiscal sobre la Actividad Económica en el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 40, pages 9-34.
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• Thomas Lubik & Christian Matthes & Elmar Mertens, 2022, "Online Appendix to "Indeterminacy and Imperfect Information"," Online Appendices, Review of Economic Dynamics, number 20-377.
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• Kijin Kim & Soyoung Kim & Donghyun Lee & Cyn-Young Park, 2022, "Impacts of Social Distancing Policy and Vaccination During the COVID-19 Pandemic in the Republic of Korea," ADB Economics Working Paper Series, Asian Development Bank, number 658, May.
• Gan-Ochir Doojav, 2022, "Macroeconomic Effects of COVID-19 in a Commodity-Exporting Economy: Evidence from Mongolia," ADBI Working Papers, Asian Development Bank Institute, number 1337, Aug.
• Vyacheslav Manevich & Anatoly Peresetsky & Polina Pogorelova, 2022, "Stock market and cryptocurrency market volatility," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 65, pages 65-76.
• Andrei Zubarev & Maria Kirillova, 2022, "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 65, pages 117-138.
• Irina Kalabikhina & Zarina Kazbekova & German Klimenko & Anton Kolotusha, 2022, "Demographic regional rankings by media activity on maternal (family) capital," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 67, pages 46-73.
• Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
• Ahmet Kardaslar, 2022, "The Impact of Economic Growth, Energy Consumption and Globalization on Ecological Footprint: The Case of Turkey (Ekonomik Büyüme, Enerji Tüketimi ve Küreselleşme Sürecinin Ekolojik Ayak İzi Üzerindeki," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 385-401.
• Ahmet Kardaslar, 2022, "The Impact of Economic Growth, Energy Consumption and Globalization on Ecological Footprint: The Case of Turkey (Ekonomik Büyüme, Enerji Tüketimi ve Küreselleşme Sürecinin Ekolojik Ayak İzi Üzerindeki," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 3, pages 385-401.
• Kilishi A. Abdulhakeem, 2022, "Modeling with Time Series: Issues and Common Errors," Working Papers, Department of Economics, University of Ilorin, number 24, Mar.
• Talknice Saungweme & Nicholas M. Odhiambo, 2022, "Does Public Debt Granger-Cause Inflation in Tanzania? A Multivariate Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 75, issue 1, pages 75-100.
• Camila Miriam Santander Quino, 2022, "Ciclos económicos y financieros: Una aproximación empírica para Bolivia," Documentos de trabajo, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, number 1/2022, Mar.
• Domingo Rodríguez Benavides & Owen Eli Ceballos Minare, 2022, "Clubes de convergencia regional en Colombia 2000-2016: un análisis flexible por departamentos," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 53, pages 47-65.
• Domingo Rodríguez Benavides & Miguel Ángel Mendoza González & Nancy Ivonne Muller Durán, 2022, "Convergencia regional sigma débil en México: 1970-2019," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 54, pages 29-49.
• Joseph Falzon & Elaine Bonnici, 2022, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 100-118.
• Roghayeh Taifeh Jabbari & Teymour Mohammadi & Javid Bahrami, 2022, "The Implications of Fiscal Policy with Rule-of-thumb Consumers in the New keynesian Framework in Iran: A DSGE Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 1, pages 27-56.
• Zoran Ivanovski & Nadica Ivanovska & Vesna Korunovska, 2022, "Engle & Granger Cointegration Test For Gdp And Public Consumption In The Republic Of North Macedonia," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 13, issue 2, pages 221-235.
• Abdul RASHID & Aamir JAVED & Zainab JEHAN & Uzma IQBAL, 2022, "Time-Varying Impacts of Macroeconomic Variables on Stock Market Returns and Volatility : Evidence from Pakistan," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 144-166, October.
• Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022, "Factor models of cryptocurrency return within homogeneous groups
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• Dobronravova, Elizaveta (Добронравова, Елизавета) & Kolesnik, Sofiya (Колесник, София) & Orekhov, Mikhail (Орехов, Михаил) & Chembulatova, Mariya (Чембулатова, Мария), 2022, "Analysis On Monetary Policy Coordination In Eurasian Economic Union
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• Dalia Ibrahim Mustafa & Ghazi Ibrahim Al-Assaf, 2022, "The Asymmetric Effects of the Determinants of Real Exchange Rate in Jordan: ‎The Role of Price Index Selection," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 24, issue 2, pages 121-139, December.
• Giuseppe Ciccarone & Francesco Giuli, 2022, "Undesired monetary policy effects in a bubbly economy," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0270, Jul.
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• Kundan Kumar & Rajendra Narayan Paramanik, 2022, "Dynamic Connectedness among Business Cycle, Financial Cycle, and Policy Uncertainty Index in India," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 127-146, December.
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• 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," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-01, Jan.
• Javier Haulde & Morten Ørregaard Nielsen, 2022, "Fractional integration and cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-02, Jan.
• Morten Ørregaard Nielsen & Wonk-ki Seo & Dakyung Seong, 2022, "Inference on the dimension of the nonstationary subspace in functional time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-04, Jan.
• Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022, "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-12, Dec.
• Ayben Koy & Mehmet Yusuf Güngör & Oğuz Şimşek, 2022, "Analysis of Intraday Non-linear Asymmetrical Relationship in Us Stock Exchanges With Momentum Threshold Models," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 63-76, April, DOI: https://doi.org/10.33203/mfy.103813.
• Mduduzi Biyase & Mathias Manguzvane & Thomas Udiman, 2022, "Remittances And Economic Growth In South Africa: Applying Ardl Bounds Testing Analysis In The Presence Of Structural Breaks," Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa, number edwrg-07-2022, revised 2022.
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• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2022, "SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?," AEA Papers and Proceedings, American Economic Association, volume 112, pages 481-485, May, DOI: 10.1257/pandp.20221047.
• Mercy T. Musakwa & Nicholas M Odhiambo, 2022, "Does Tourism Influence Financial Development In Kenya," Working Papers, African Economic and Social Research Institute (AESRI), number 2202, Jun.
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• A.U. Aimola & N.M. Odhiambo, 2022, "External Debt, Domestic Debt and Inflation in Nigeria: A Multivariate Granger-Causality Test," Working Papers, African Economic and Social Research Institute (AESRI), number 2214, Dec.
• M.T. Musakwa & N.M. Odhiambo, 2022, "Financial Development and Economic Growth in Botswana: New Evidence from Disaggregated Data," Working Papers, African Economic and Social Research Institute (AESRI), number 2229, Dec.
• Felipe Vieira Passos & Roberto Meurer, 2022, "Mecanismo de transmissão da política monetária: Canal do crédito na economia brasileira – Uma abordagem com VAR clássico e bayesiano," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 19, issue 2, pages 188-229, july-dece, DOI: 10.5935/1808-2785/rem.v19n2p.188-22.
• Yuri Cesar de Lima e Silva & João Henrique do Carmo Camelo, 2022, "Desenvolvimento do Mercado Financeiro e Crescimento Econômico: Evidências sobre Causalidade no Brasil," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 19, issue 2, pages 230-251, july-dece, DOI: 10.5935/1808-2785/rem.v19n2p.230-25.
• 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 of the African Governance and Development Institute., African Governance and Development Institute., number 22/031, Jan.
• Simplice A. Asongu & Beatrice D. Simo-Kengne, 2022, "Demographic Change and Wealth Inequality: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/085, Jan.
• Beverly, Joshua P. & Neill, Clinton L. & Stewart, Shamar, 2022, "The Dynamics of Labor Force Participation: All Quiet on the Appalachian Front?," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322258, Aug, DOI: 10.22004/ag.econ.322258.
• Ahmadi, Maryam & Casoli, Chiara & Manera, Matteo & Valenti, Daniele, , "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 329740, DOI: 10.22004/ag.econ.329740.
• R. Can Akkay, 2022, "Income Convergence Among Turkish Provinces: An Income Inequality Approach," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 274-300, DOI: 10.30784/epfad.1062258.
• Erkan Ustaoğlu, 2022, "Analysis of Relations between CDS, Stock Market, and Exchange Rate: Evidence from Covid-19," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 301-315, DOI: 10.30784/epfad.1085420.
• Tuncer Yılmaz & Bülent Yıldız, 2022, "Yatırımcıların Risk İştahı Endeksi İle Korku Endeksleri Arasındaki İlişki: Türkiye’de ARDL İle Ampirik Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 646-676, DOI: 10.30784/epfad.1121939.
• Ayşegül Ertuğrul & Gizem Arı, 2022, "Examination of the Relationship between Stock Management and Profitability in Businesses: An Application on Borsa Istanbul Manufacturing Companies," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 839-854, DOI: 10.30784/epfad.1145818.
• Hasan Kazak, 2022, "İslami Bankacılık Konvansiyonel Bankacılık Üzerinde Etkili mi? Türkiye Örneği Üzerinden Bir Nedensellik Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 982-998, DOI: 10.30784/epfad.1196986.
• Ebru Z. Boyacıoğlu & M. Kenan Terzioğlu, 2022, "Do Health Spending and Economic Growth Matter in Development? Evidence from Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 19-32, DOI: 10.30784/epfad.1147618.
• Hafner, Christian & Herwartz, Helmut, 2022, "Asymmetric volatility impulse response functions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022037, Nov.
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2022, "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022005, Jun.
• Juan Cuattromo, 2022, "Tipo de Cambio Real y Paridad de Poder Adquisitivo: Una aproximación no lineal," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), volume 16, issue 24, pages 7-75, July, DOI: https://doi.org/10.56503/repba.Nro..
• Roberto Esposti, 2022, "Dating Common Commodity Price And Inflation Shocks With Alternative Approaches," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 469, Jul.
• Roberto Esposti, 2022, "Who Moves First? Commodity Price Interdependence Through Time-Varying Granger Causality," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 471, Oct.