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

• Luciano Campos & Jesús Ruiz Andújar, 2022, "Common and idiosyncratic components of Latin American business cycles connectedness," Journal of Applied Economics, Taylor & Francis Journals, volume 25, issue 1, pages 691-722, December, DOI: 10.1080/15140326.2022.2044979.
• Arianna Agosto & Daniel Felix Ahelegbey, 2022, "Default count-based network models for credit contagion," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 1, pages 139-152, January, DOI: 10.1080/01605682.2020.1776169.
• Nguyen, BH & Zhang, Bo, 2022, "Forecasting oil Prices: can large BVARs help?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2022-04.
• Erik Kole & Dick van Dijk, 2022, "Moments, Shocks and Spillovers in Markov-switching VAR Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-080/III, Apr, revised 11 Jan 2022.
• Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022, "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-066/III, Sep, revised 23 Apr 2026.
• Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph, 2022, "Solving penalised American options for jump diffusions using the POST algorithm," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-007/IV, Jan.
• H. Peter Boswijk & Roger J. A. Laeven & Evgenii Vladimirov, 2022, "Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-000/III, Nov.
• Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022, "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-008/II, Jan.
• Yicong Lin & Hanno Reuvers, 2022, "Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-092/III, Dec.
• Yicong Lin & Hanno Reuvers, 2022, "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-093/III, Dec.
• Daniel J. Lewis, 2022, "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, volume 104, issue 3, pages 510-524, May, DOI: 10.1162/rest_a_00963.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 686-704, October, DOI: 10.1162/rest_a_00974.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022, "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 828-844, October, DOI: 10.1162/rest_a_00977.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2022, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2022-02.
• Alexander Georges Gretener & Matthias Neuenkirch & Dennis Umlandt, 2022, "Dynamic Mixture Vector Autoregressions with Score-Driven Weights," Research Papers in Economics, University of Trier, Department of Economics, number 2022-02.
• Higgins, Ayden & Jochmans, Koen, 2022, "Learning Markov Processes with Latent Variables," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1366, Oct.
• Fève, Patrick & Beaudry, Paul & Collard, Fabrice & Guay, Alain & Portier, Franck, 2022, "Dynamic Identification in VARs," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1384, Nov.
• Rasaki Olufemi Kareem & Rukayat Adebunmi Arije & Zakariah Olayiwola Amoo & Hassan Yusuf Avovome, 2022, "Federal Government Agricultural Financing And Economic Growth In Nigeria," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 20, issue 1, pages 31-40, May.
• Goran Mojanoski, 2022, "Long-Run And Short-Run Causality Between Stock Price Indices And Macroeconomic Variables: Evidence Of Panel Vecm Analysis From Bosnia And Herzegovina, Croatia, North Macedonia And Serbia," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 20, issue 2, pages 3-14, November.
• Laurentiu Guinea & Luis A. Puch & Jesús Ruiz Andújar, 2022, "Online Appendix to News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2022-04.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2022, "Instrumental Variable Identification of Dynamic Variance Decompositions," Journal of Political Economy, University of Chicago Press, volume 130, issue 8, pages 2164-2202, DOI: 10.1086/720141.
• Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022, "Aggregate Implications of Changing Sectoral Trends," Journal of Political Economy, University of Chicago Press, volume 130, issue 12, pages 3286-3333, DOI: 10.1086/720763.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202208, Feb.
• Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022, "Bootstrap Inference Under Cross Sectional Dependence," Working papers, University of Connecticut, Department of Economics, number 2022-14, Jul.
• Martin Bruns & Helmut Luetkepohl, 2022, "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2022-02, May.
• Michael Brock & Lucia Milena Murgia & Stefania Sitzia & Jiwei Zheng, 2022, "The Can Challenge: Understanding the best ways to incentive recycling through a diffusion approach," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2022-06, Sep.
• Diana Balioz, 2022, "Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 15-28, DOI: 10.26531/vnbu2022.254.02.
• Yifei Cai & Valérie Mignon & Jamel Saadaoui, 2022, "Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-20.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2022, "The Political Relation and Trade - The Case of US, China and Australia," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2022-22.
• Lukas Hoesch & Adam Lee & Geert Mesters, 2022, "Robust inference for non-Gaussian SVAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1847, Oct.
• Fengler, Matthias & Polivka, Jeannine, 2022, "Structural Volatility Impulse Response Analysis," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2211, Oct, revised Nov 2022.
• Ivan Mendieta-Muñoz, Daniel Ossa, 2022, "Financial and nonfinancial profitability across time and frequencies," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2022_02.
• Huthaifa Alqaralleh & Canepa, Alessandra & Gazi Salah Uddin, 2022, "Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202213, Sep.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2022, "The Political Relation and Trade - The Case of US, China and Australia," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 22-06.
• Musakwa, Mercy T & Odhiambo, Nicholas M, 2022, "Does tourism influence financial development in Kenya?," Working Papers, University of South Africa, Department of Economics, number 29228, Jul.
• Musakwa, Mercy T & Odhiambo, Nicholas M, 2022, "Financial development and economic growth in Botswana: new evidence from disaggregated data," Working Papers, University of South Africa, Department of Economics, number 29799, Dec.
• Aimola, Akingbade U & Odhiambo, Nicholas M, 2022, "Is the effect of public debt on inflation symmetric or asymmetric? Evidence from the Gambia," Working Papers, University of South Africa, Department of Economics, number 29827, Dec.
• Aimola, Akingbade U & Odhiambo, Nicholas M, 2022, "External debt, domestic debt and inflation in Nigeria: A multivariate granger-causality test," Working Papers, University of South Africa, Department of Economics, number 29828, Dec.
• Dimitria Karadimova, 2022, "The Labour Market In The Construction Sector," INTERNATIONAL SCIENTIFIC AND PRACTICAL CONFERENCE "CONSTRUCTION ENTREPRENEURSHIP AND REAL PROPERTY", University of Economics - Varna, issue 1, pages 129-136.
• Aimola Akingbade U. & Odhiambo Nicholas M., 2022, "Is the effect of public debt on inflation symmetric or asymmetric? Evidence from the Gambia," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 8, issue 1, pages 41-57, June, DOI: 10.2478/crebss-2022-0004.
• Musakwa Mercy Tsitsi & Odhiambo Nicholas Mbaya, 2022, "Financial development and economic growth in Botswana: New evidence from disaggregated data," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 8, issue 2, pages 1-17, December, DOI: 10.2478/crebss-2022-0006.
• Fatih Chellai, 2022, "Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 26, issue 4, pages 1-16, December, DOI: 10.15611/eada.2022.4.01.
• Kropiński Paweł & Anholcer Marcin, 2022, "How Google Trends can improve market predictions— the case of the Warsaw Stock Exchange," Economics and Business Review, Paradigm, volume 8, issue 2, pages 7-28, July, DOI: 10.18559/ebr.2022.2.2.
• Vasyltsiv Taras & Mulska Olha & Osinska Oksana & Makhonyuk Oleksandr, 2022, "Social and economic development of Ukraine: Modelling the migration factor impact," Economics and Business Review, Paradigm, volume 8, issue 3, pages 27-58, October, DOI: 10.18559/ebr.2022.3.3.
• Angosto-Fernández Pedro Luis & Ferrández-Serrano Victoria, 2022, "World capital markets facing the first wave of COVID-19: Traditional event study versus sensitivity to new cases," Economics and Business Review, Paradigm, volume 8, issue 4, pages 5-38, December, DOI: 10.18559/ebr.2022.4.2.
• Dekkiche Djamal, 2022, "Impact of Money Supply on Inflation Rate in Egypt: A VECM Approach," Economics and Business, Paradigm, volume 36, issue 1, pages 134-148, January, DOI: 10.2478/eb-2022-0009.
• Djamal Dekkiche & Yassine Mimouni & Soufyane Bouguetaia, 2022, "The Impact of the Exchange Rate on Balance of Payments in Algeria: An ARDL Model Approach," Economic Themes, Paradigm, volume 60, issue 1, pages 95-117, March, DOI: 10.2478/ethemes-2022-0006.
• Szarowska Irena, 2022, "Relationship between government expenditure and economic growth in Visegrad Group," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 18, issue 4, pages 12-22, December, DOI: 10.2478/fiqf-2022-0024.
• Koloane Cathrine Thato & Bodhlyera Oliver, 2022, "A statistical approach to modeling the underground economy in South Africa," Journal of Economics and Management, Paradigm, volume 44, issue 1, pages 64-95, January, DOI: 10.22367/jem.2022.44.04.
• Chen Baoline & McElroy Tucker S. & Pang Osbert C., 2022, "Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates," Journal of Official Statistics, Paradigm, volume 38, issue 2, pages 399-428, June, DOI: 10.2478/jos-2022-0020.
• Olowookere Johnson Kolawole & Olanipekun Wahid Damilola & Sokunbi Gbenro Matthew & Aderemi Timothy Ayomitunde, 2022, "Human Capital Development and Sustainable Development: Evidence from Nigeria," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 67, issue 1, pages 63-76, April, DOI: 10.2478/subboec-2022-0005.
• Oloke Emmanuel & Olanipekun Wahid Damilola & Mabinuori Oladotun Toriola & Ojo Lucas B. & Aderemi Timothy Ayomitunde, 2022, "Government Educational Spending and Human Capital Development in ECOWAS Sub-Region: Implication For Sustainable Development," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 67, issue 3, pages 37-52, December, DOI: 10.2478/subboec-2022-0014.
• Orji Anthony & Nwodo Ikenna Paulinus & Ogbuabor Jonathan E. & Anthony-Orji Onyinye I., 2022, "Where do real output shocks to Nigeria mainly emanate from? Empirical analysis of Nigeria-China-India-USA economic interactions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 32, issue 1, pages 58-77, March, DOI: 10.2478/sues-2022-0004.
• Tore Dubbert, 2022, "Stochastic debt sustainability analysis using time-varying fiscal reaction functions. An agnostic approach to fiscal forecasting," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10422, Dec.
• Verena Monschang & Bernd Wilfling, 2022, "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9722, Mar.
• Mario Forni & Luca Gambetti & Giovanni Ricco, 2023, "External Instrument SVAR Analysis forNoninvertible Shocks," Working Papers, Center for Research in Economics and Statistics, number 2023-03, Jan.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers, Center for Research in Economics and Statistics, number 2023-06, Mar.
• Blazsek, Szabolcs & Escribano, Álvaro, 2022, "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 34757, May.
• Guinea, Laurentiu & Puch, Luis A. & Ruiz, Jesús, 2022, "News-driven housing booms: Spain vs. Germany," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 35430, Jul.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2022, "Climate change heterogeneity: a new quantitative approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 35442, Jul.
• Fresoli, Diego Eduardo & Poncela, Pilar & Ruiz Ortega, Esther, 2022, "Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36251, Dec.
• Chryso Aristidou & George Thucydides, 2022, "Historical decomposition of the Cyprus Residential Property Prices," Working Papers, Central Bank of Cyprus, number 2022-3, Oct.
• Athar Elnagger & Christian Richter, 2022, "Exchange Rate Pass-Through, Inflation, and Monetary Policy in Egypt," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 68, issue 1, pages 1-36, DOI: 10.3790/aeq.68.1.1.
• Festus F. Adedoyin & Olawumi A. Osundina & Festus V. Bekun & Simplice A. Asongu, 2022, "Toward achieving Sustainable Development Agenda: Nexus between Agriculture, Trade Openness, and Oil Rents in Nigeria," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 22/007, Jan.
• Emilio Colombo & Davide Furceri & Pietro Pizzuto & Patrizio Tirelli, 2022, "Fiscal Multipliers and Informality," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS), number dis2201.
• Konstantin A. Kholodilin & Sebastian Kohl, 2022, "Rent Control Reduces Economic Inequality at a Price," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 12, issue 12, pages 87-95.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2022, "Brüning’s Austerity Policies of the Early 1930s Intensified the Economic Slump and Increased Unemployment," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 12, issue 24/25, pages 163-168.
• Konstantin A. Kholodilin & Sebastian Kohl, 2022, "Mietpreisregulierung kann ökonomische Ungleichheit senken, hat aber einen Preis," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 12, pages 187-196.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2022, "Austeritätspolitik der Ära Brüning hat den Wirtschaftseinbruch verstärkt und die Arbeitslosigkeit erhöht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 24, pages 345-350.
• Lukas Boer, 2022, "Steigende Metallpreise als mögliches Hindernis der Energiewende," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 4, pages 47-55.
• Konstantin A. Kholodilin & Malte Rieth, 2022, "Immobilienmarkt bisher stabil – aber Risiko für Preiskorrekturen hat zugenommen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 89, issue 47, pages 611-620.
• Martin Bruns & Helmut Lütkepohl, 2022, "Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2005.
• Stephanie Ettmeier, 2022, "No Taxation without Reallocation: The Distributional Effects of Tax Changes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2022.
• Dennis Kant & Andreas Pick & Jasper de Winter, 2022, "Nowcasting GDP using machine learning methods," Working Papers, DNB, number 754, Nov.
• Valérie Mignon & Yifei Cai & Jamel Saadaoui, 2022, "Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2022-19.
• Battistini, Niccolò & Di Nino, Virginia & Dossche, Maarten & Kolndrekaj, Aleksandra, 2022, "Energy prices and private consumption: what are the channels?," Economic Bulletin Articles, European Central Bank, volume 3.
• Attinasi, Maria Grazia & Balatti, Mirco & Mancini, Michele & Metelli, Luca, 2022, "Supply chain disruptions and the effects on the global economy," Economic Bulletin Boxes, European Central Bank, volume 8.
• Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2022, "Striking a bargain: narrative identification of wage bargaining shocks," Research Bulletin, European Central Bank, volume 98.
• Barauskaitė Griškevičienė, Kristina & Nguyen, Anh D.M. & Rousová, Linda & Cappiello, Lorenzo, 2022, "The impact of credit supply shocks in the euro area: market-based financing versus loans," Working Paper Series, European Central Bank, number 2673, Jun.
• Foroni, Claudia & Furlanetto, Francesco, 2022, "Explaining deviations from Okun’s law," Working Paper Series, European Central Bank, number 2699, Aug.
• Bandera, Nicolò & Bodnár, Katalin & Le Roux, Julien & Szörfi, Béla, 2022, "The impact of the COVID-19 shock on euro area potential output: a sectoral approach," Working Paper Series, European Central Bank, number 2717, Sep.
• De Santis, Roberto A. & Van der Veken, Wouter, 2022, "Deflationary financial shocks and inflationary uncertainty shocks: an SVAR Investigation," Working Paper Series, European Central Bank, number 2727, Sep.
• Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Renault, Théodore, 2022, "Risk sharing and monetary policy transmission," Working Paper Series, European Central Bank, number 2746, Nov.
• Glenn Abela & Tiziana Gauci & Noel Rapa, 2022, "An Analysis of The Shadow Economy in Malta: A Currency Demand and MIMIC Model Approach," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 1, pages 41-50.
• Lamia Kalai, 2022, "Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 2, pages 37-51, March.
• Betchani H. M. Tchereni & Ahmad Makawa & Fredrick Banda, 2022, "Effectiveness of the Asset Price Channel as a Monetary Policy Transmission Mechanism in Malawi: Evidence from Time Series Data," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 5, pages 160-168, September.
• Philly Ramoroka & Chiedza L. Muchopa, 2022, "Inter-commodity Price Transmission between Maize and Wheat in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 5, pages 57-63, September.
• Albert Mbulaheni Dagume, 2022, "Exchange Rate Volatility and Macroeconomic Variables in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 1-14, November.
• Festus Victor Bekun, 2022, "Mitigating Emissions in India: Accounting for the Role of Real Income, Renewable Energy Consumption and Investment in Energy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 188-192.
• Nyiko Worship Hlongwane & Olebogeng David Daw, 2022, "Carbon Dioxide Emissions from Electricity Power Generation and Economic Growth in South Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 250-257.
• Kashif Munir & Sana Nadeem, 2022, "Disaggregate Energy Consumption and Economic Growth in Pakistan: A Sectoral Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 296-306.
• Lewis-Landry Gakpa & Hugues Kouassi Kouadio, 2022, "Effect of Foreign Direct Investment on Energy consumption: Does Institutional Quality matter? Evidence from Cote d Ivoire," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 453-459.
• Pavlos Stamatiou, 2022, "Modeling Electricity Consumption for Growth in an Open Economy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 154-163, March.
• Aubakirova Damira & Jaxybekova Galiya Narimanovna & Yespergenova Lyazzat & Bezhan Rustamov & Alimshan Faizulayev & Festus Victor Bekun, 2022, "Competition Determinants of Eurasian Economic Union Oil and Gas Companies," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 336-341, March.
• Hlalefang Khobai & Katlego Sithole, 2022, "The Relationship between Economic Growth and Carbon Emissions in South Africa," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 516-525, March.
• M. Tamilselvan & Srinivasan Palamalai & Magesh Kumar & Bipasha Maity & Nidhi Agrawal, 2022, "Electricity Demand and CO Emissions during the COVID-19 Pandemic: The Case of India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 161-169, May.
• Ivan Aleksandrovich Kopytin & Alexander Oskarovich Maslennikov & Stanislav Vyacheslavovich Zhukov, 2022, "Europe in World Natural Gas Market: International Transmission of European Price Shocks," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 8-15, May.
• Le Thanh Ha & Nguyen Thi Thanh Huyen, 2022, "Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 361-372, May.
• Nyiko Worship Hlongwane & Olebogeng David Daw, 2022, "Testing Environmental Kuznets Curve Hold in South Africa: An Econometric Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 385-394, May.
• Dinmukhamed Kelesbayev & Kundyz Myrzabekkyzy & Artur Bolganbayev & Sabit Baimaganbetov, 2022, "The Effects of the Oil Price Shock on Inflation: The Case of Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 477-481, May.
• Tayyab Raza Fraz, 2022, "Exploring the Relationship between Energy Consumption and Economic Growth in Lower Middle and High Income Economies using Panel data Techniques," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 3, pages 50-56, May.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Santosh Kumar & Abhishek Kumar Gupta, 2022, "Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 4, pages 122-130, July.
• Teles Huo & Miguel St. Aubyn, 2022, "Electricity, Exergy and Economic Growth in Mozambique," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 4, pages 439-446, July.
• Koushik Mandal & Radhika Prosad Datta, 2022, "Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 192-201, September.
• Erdal Dursun, 2022, "The Nexus among Civil Aviation, Energy Performance Efficiency and GDP in terms of Ecological Footprint: Evidence from France and Finland," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 243-251, September.
• Shahi Md. Tanvir Alam, 2022, "Renewable Energy (Solar and Wind) Generation and its Effect on some Variables for Selected EU Countries with Panel VAR Model," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 303-310, September.
• Evelyn Nwamaka Ogbeide-Osaretin & Bright Orhewere & Oseremen Ebhote & Sadiq Oshoke Akhor & Israel. O. Imide, 2022, "Climate Change, Poverty and Income Inequality Linkage: Empirical Evidence from Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 332-341, September.
• Abdimalik Ali Warsame, 2022, "Does Oil Price Affect the Economic Growth in Somalia Asymmetrically?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 47-54, September.
• Erman Arif & Dodi Devianto & Mutia Yollanda & Afrimayani Afrimayani, 2022, "Analysis of Precious Metal Price Movements Using Long Memory Model and Fuzzy Time Series Markov Chain," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 202-214, November.
• Tumelo Mmutle & Olebogeng David Daw & Hlalefang Khobai, 2022, "Effects of Energy Pricing on the Mining Sector Performance in South Africa: An Econometric Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 283-292, November.
• Javid Suleymanli & Ilkin Mammadov & Fariz Ahmadov & Tabriz Aliyev, 2022, "Investigation of the Relationship Between Fuel Prices and Fuel Consumption in Turkey," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 473-480, November.
• Manivannan Babu & A. Antony Lourdesraj & C. Hariharan & Gayathri Jayapal & G. Indhumathi & J. Sathya & Chinnadurai Kathiravan, 2022, "Dynamics of Volatility Spillover between Energy and Environmental, Social and Sustainable Indices," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 6, pages 50-55, November.
• Mohammad Khajehzadeh & Farhad Pazhuheian & Farima Seifi & Rassoul Noorossana & Ali Asli & Niloufar Saeedi, 2022, "Analysis of Factors Affecting Product Sales with an Outlook toward Sale Forecasting in Cosmetic Industry using Statistical Methods," International Review of Management and Marketing, International Review of Management and Marketing, volume 12, issue 6, pages 55-63, November.
• Wichitaksorn, Nuttanan, 2022, "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.asieco.2021.101421.
• Guo, Junjie & Li, Youshu & Shao, Qinglong, 2022, "Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101462.
• Narayan, Paresh Kumar & Rath, Badri Narayan & Syarifuddin, Ferry, 2022, "Understanding the role of trade agreements in Indonesia’s FDI," Journal of Asian Economics, Elsevier, volume 82, issue C, DOI: 10.1016/j.asieco.2022.101532.
• Renzhi, Nuobu, 2022, "Do house prices play a role in unconventional monetary policy transmission in Japan?," Journal of Asian Economics, Elsevier, volume 83, issue C, DOI: 10.1016/j.asieco.2022.101547.
• Liu, Dandan & Wang, Qiaoyu & Yan, Karen Xueqing, 2022, "Oil supply news shock and Chinese economy," China Economic Review, Elsevier, volume 73, issue C, DOI: 10.1016/j.chieco.2022.101796.
• Bruns, Martin & Lütkepohl, Helmut, 2022, "Comparison of local projection estimators for proxy vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104277.
• Panovska, Irina & Ramamurthy, Srikanth, 2022, "Decomposing the output gap with inflation learning," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104327.
• Karamysheva, Madina & Skrobotov, Anton, 2022, "Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations," Journal of Economic Dynamics and Control, Elsevier, volume 138, issue C, DOI: 10.1016/j.jedc.2022.104358.
• Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2022, "The fall in shadow banking and the slow U.S. recovery," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104404.
• Zema, Sebastiano Michele, 2022, "Directed acyclic graph based information shares for price discovery," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104434.
• Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2022, "Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104457.
• Chan, Joshua C.C. & Yu, Xuewen, 2022, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104505.
• Güntner, Jochen & Öhlinger, Peter, 2022, "Oil price shocks and the hedging benefit of airline investments," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104507.
• Moneta, Alessio & Pallante, Gianluca, 2022, "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104530.
• Lee, Chi-Chuan & Tang, Huayun & Li, Ding, 2022, "The roles of oil shocks and geopolitical uncertainties on China’s green bond returns," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 494-505, DOI: 10.1016/j.eap.2022.03.008.
• Baek, Jungho, 2022, "Does COVID-19 play any role in the asymmetric relationship between oil prices and exchange rates? Evidence from South Korea," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 553-559, DOI: 10.1016/j.eap.2022.03.015.
• Long, Shaobo & Zhang, Rui, 2022, "The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 789-805, DOI: 10.1016/j.eap.2022.04.008.
• Balakumar, Suganya & Dash, Saumya Ranjan & Maitra, Debasish & Kang, Sang Hoon, 2022, "Do oil price shocks have any implications for stock return momentum?," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 637-663, DOI: 10.1016/j.eap.2022.06.016.
• Zhang, Yulian & Hamori, Shigeyuki, 2022, "A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 182-203, DOI: 10.1016/j.eap.2022.08.004.
• Rosenkranz, Peter & Melchor, Monica, 2022, "Asia’s financial interconnectedness: Evolution, implications, and insights from past crises," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 685-707, DOI: 10.1016/j.eap.2022.08.024.
• Baek, Jungho & Yoon, Jee Hee, 2022, "Do macroeconomic activities respond differently to oil price shocks? New evidence from Indonesia," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 852-862, DOI: 10.1016/j.eap.2022.09.023.
• Demetrescu, Matei & Kusin, Vladimir & Salish, Nazarii, 2022, "Testing for no cointegration in vector autoregressions with estimated degree of fractional integration," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105694.
• De, Kuhelika & Compton, Ryan A. & Giedeman, Daniel C., 2022, "Oil shocks and the U.S. economy in a data-rich model," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105755.
• Houari, Oussama, 2022, "Uncertainty shocks and business cycles in the US: New insights from the last three decades," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105762.
• André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
• Eksi, Ozan & Onur Tas, Bedri Kamil, 2022, "Time-varying effect of uncertainty shocks on unemployment," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105810.
• Liu, Zhenhua & Zhang, Huiying & Ding, Zhihua & Lv, Tao & Wang, Xu & Wang, Deqing, 2022, "When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105941.
• Büyükbaşaran, Tayyar & Karasoy-Can, Gökçe & Küçük, Hande, 2022, "Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105946.
• Sungurtekin Hallam, Bahar, 2022, "Emerging market responses to external shocks: A cross-country analysis," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105948.
• Jia, Yanyan & Fang, Yi & Jing, Zhongbo & Lin, Faqin, 2022, "Price connectedness and input–output linkages: Evidence from China," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.105997.
• Barbieri Góes, Maria Cristina & Deleidi, Matteo, 2022, "Output determination and autonomous demand multipliers: An empirical investigation for the US economy," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106004.
• Song, Feng & Cui, Jian & Yu, Yihua, 2022, "Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106036.
• Yildirim, Zekeriya, 2022, "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106042.
• Jiang, Kunliang & Ye, Wuyi, 2022, "Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106046.
• Alomari, Mohammad & Al Rababa'a, Abdel Razzaq & Ur Rehman, Mobeen & Power, David M., 2022, "Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101584.
• Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022, "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101632.
• Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
• Wu, Xinyu & Xie, Haibin & Zhang, Huanming, 2022, "Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101703.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022, "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101735.
• Yang, Cai & Wang, Xinyi & Gao, Wang, 2022, "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101747.
• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022, "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101799.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101801.
• Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022, "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101834.
• 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.