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

2021

• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021, "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 88-106, DOI: 10.1016/j.jeconom.2020.12.004.
• Han, Sukjin, 2021, "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 132-147, DOI: 10.1016/j.jeconom.2019.08.014.
• Faryna, Oleksandr & Simola, Heli, 2021, "The transmission of international shocks to CIS economies: A global VAR approach," Economic Systems, Elsevier, volume 45, issue 2, DOI: 10.1016/j.ecosys.2020.100769.
• Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021, "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103750.
• Maffei-Faccioli, Nicolò & Vella, Eugenia, 2021, "Does immigration grow the pie? Asymmetric evidence from Germany," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103846.
• Berge, Travis & De Ridder, Maarten & Pfajfar, Damjan, 2021, "When is the fiscal multiplier high? A comparison of four business cycle phases," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103852.
• Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021, "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, volume 291, issue 2, pages 693-710, DOI: 10.1016/j.ejor.2020.09.046.
• Chen, Yu-Lun & Yang, J. Jimmy, 2021, "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2020.12.003.
• Hwang, Inwook & Kim, Jaebeom, 2021, "Oil price shocks and the US stock market: A nonlinear approach," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 23-36, DOI: 10.1016/j.jempfin.2021.08.004.
• García-Albán, Freddy & González-Astudillo, Manuel & Vera-Avellán, Cristhian, 2021, "Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105321.
• Seiler, Volker, 2021, "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105485.
• Guo, Bowei & Castagneto Gissey, Giorgio, 2021, "Cost pass-through in the British wholesale electricity market," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105497.
• Deschatre, Thomas & Féron, Olivier & Gruet, Pierre, 2021, "A survey of electricity spot and futures price models for risk management applications," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105504.
• Boufateh, Talel & Saadaoui, Zied, 2021, "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105535.
• Lingohr, Daniel & Müller, Gernot, 2021, "Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105244.
• Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021, "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105526.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105686.
• Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021, "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.03.001.
• Alizadeh, Amir H. & Huang, Chih-Yueh & Marsh, Ian W., 2021, "Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.019.
• Ahmed, Abdullahi D. & Huo, Rui, 2021, "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.104741.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105006.
• Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David, 2021, "A closer look into the global determinants of oil price volatility," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105092.
• Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021, "On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee ," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105119.
• Uniejewski, Bartosz & Weron, Rafał, 2021, "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105121.
• Knotek, Edward S. & Zaman, Saeed, 2021, "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105127.
• Lyu, Yifei, 2021, "Accounting for the declining economic effects of oil price shocks," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2020.105015.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021, "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105118.
• Pretis, Felix, 2021, "Exogeneity in climate econometrics," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105122.
• Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021, "Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105158.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2021, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105171.
• Xiao, Jihong & Wang, Yudong, 2021, "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105180.
• He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong, 2021, "Forecasting crude oil prices: A scaled PCA approach," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105189.
• Shioji, Etsuro, 2021, "Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105214.
• Elder, John, 2021, "Canadian industry level production and energy prices," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105280.
• Mahalik, Mantu Kumar & Villanthenkodath, Muhammed Ashiq & Mallick, Hrushikesh & Gupta, Monika, 2021, "Assessing the effectiveness of total foreign aid and foreign energy aid inflows on environmental quality in India," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112015.
• Kolesnikova, Anna & Fantazzini, Dean, 2021, "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, volume 157, issue C, DOI: 10.1016/j.enpol.2021.112466.
• Shahzad, Umer & Doğan, Buhari & Sinha, Avik & Fareed, Zeeshan, 2021, "Does Export product diversification help to reduce energy demand: Exploring the contextual evidences from the newly industrialized countries," Energy, Elsevier, volume 214, issue C, DOI: 10.1016/j.energy.2020.118881.
• Yildirim, Zekeriya & Arifli, Arif, 2021, "Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119527.
• Tiwari, Aviral Kumar & Nasreen, Samia & Hammoudeh, Shawkat & Selmi, Refk, 2021, "Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching," Energy, Elsevier, volume 220, issue C, DOI: 10.1016/j.energy.2020.119590.
• Maghyereh, Aktham & Abdoh, Hussein, 2021, "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120209.
• Albulescu, Claudiu Tiberiu & Mutascu, Mihai Ioan, 2021, "Fuel price co-movements among France, Germany and Italy: A time-frequency investigation," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120236.
• Balcilar, Mehmet & Usman, Ojonugwa, 2021, "Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis," Energy, Elsevier, volume 229, issue C, DOI: 10.1016/j.energy.2021.120666.
• Villanthenkodath, Muhammed Ashiq & Mahalik, Mantu Kumar, 2021, "Does economic growth respond to electricity consumption asymmetrically in Bangladesh? The implication for environmental sustainability," Energy, Elsevier, volume 233, issue C, DOI: 10.1016/j.energy.2021.121142.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
• Breitenlechner, Max & Mathy, Gabriel P. & Scharler, Johann, 2021, "Decomposing the U.S. Great Depression: How important were loan supply shocks?," Explorations in Economic History, Elsevier, volume 79, issue C, DOI: 10.1016/j.eeh.2020.101379.
• Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Junttila, Juha & Perttunen, Jukka & Raatikainen, Juhani, 2021, "Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101724.
• Vigo Pereira, Caio, 2021, "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101811.
• Sobti, Neharika & Sehgal, Sanjay & Ilango, Balakrishnan, 2021, "How do macroeconomic news surprises affect round-the-clock price discovery of gold?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101893.
• Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
• Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
• Wu, Xinyu & Xie, Haibin, 2021, "A realized EGARCH-MIDAS model with higher moments," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101392.
• Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021, "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101526.
• Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled, 2021, "The unprecedented reaction of equity and commodity markets to COVID-19," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101853.
• Xu, Libo, 2021, "Stock Return and the COVID-19 pandemic: Evidence from Canada and the US," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101872.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2021, "Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101877.
• Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021, "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101754.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.
• Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021, "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101823.
• Costola, Michele & Iacopini, Matteo & Santagiustina, Carlo R.M.A., 2021, "Google search volumes and the financial markets during the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101884.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2021, "Forecasting oil price volatility using spillover effects from uncertainty indices," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101885.
• André, Christophe & Gabauer, David & Gupta, Rangan, 2021, "Time-varying spillovers between housing sentiment and housing market in the United States☆," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101925.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
• Sha, Yezhou & Song, Weijia, 2021, "Can Bitcoin hedge Belt and Road equity markets?," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102129.
• Yang, Yang & Zhang, Jiqiang, 2021, "Effects of monetary policy on the exchange rates: A Time-varying analysis," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102114.
• Dimpfl, Thomas & Peter, Franziska J., 2021, "Nothing but noise? Price discovery across cryptocurrency exchanges," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100584.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2021.100634.
• Delis, Manthos D. & Savva, Christos S. & Theodossiou, Panayiotis, 2021, "The impact of the coronavirus crisis on the market price of risk," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100840.
• Bressan, Giacomo Maria & Romagnoli, Silvia, 2021, "Climate risks and weather derivatives: A copula-based pricing model," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100877.
• Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
• Flavin, Thomas J. & Lagoa-Varela, Dolores, 2021, "On the stability of stock-bond comovements across market conditions in the Eurozone periphery," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2019.100491.
• Chen, Xiangyu & Tongurai, Jittima, 2021, "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100652.
• Maciak, Matúš & Okhrin, Ostap & Pešta, Michal, 2021, "Infinitely stochastic micro reserving," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 30-58, DOI: 10.1016/j.insmatheco.2021.04.007.
• Selmi, Refk & Bouoiyour, Jamal & Hammoudeh, Shawkat & Errami, Youssef & Wohar, Mark E., 2021, "The energy transition, Trump energy agenda and COVID-19," International Economics, Elsevier, volume 165, issue C, pages 140-153, DOI: 10.1016/j.inteco.2020.12.010.
• Su, Thanh Dinh & Nguyen, Canh Phuc, 2021, "Twin balances, public governance and private investment: Quantile estimation for OECD countries," International Economics, Elsevier, volume 165, issue C, pages 85-93, DOI: 10.1016/j.inteco.2020.12.004.
• Couharde, Cécile & Grekou, Carl & Mignon, Valérie, 2021, "MULTIPRIL, a new database on multilateral price levels and currency misalignments," International Economics, Elsevier, volume 165, issue C, pages 94-117, DOI: 10.1016/j.inteco.2020.12.003.
• Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2021, "Oil price volatility in the context of Covid-19," International Economics, Elsevier, volume 167, issue C, pages 39-49, DOI: 10.1016/j.inteco.2021.05.001.
• Rizi, Majid Haghani, 2021, "What moves housing markets: A state-space approach of the price-income ratio," International Economics, Elsevier, volume 167, issue C, pages 96-107, DOI: 10.1016/j.inteco.2021.06.003.
• Cho, Dooyeon & Han, Heejoon, 2021, "The tail behavior of safe haven currencies: A cross-quantilogram analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101257.
• Karanasos, M. & Yfanti, S., 2021, "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101292.
• Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola, 2021, "Cyber-attacks, spillovers and contagion in the cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101298.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Political uncertainty, COVID-19 pandemic and stock market volatility transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101383.
• Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021, "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101439.
• Hillebrand, Eric & Lukas, Manuel & Wei, Wei, 2021, "Bagging weak predictors," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 237-254, DOI: 10.1016/j.ijforecast.2020.05.002.
• Rubaszek, Michał, 2021, "Forecasting crude oil prices with DSGE models," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 531-546, DOI: 10.1016/j.ijforecast.2020.07.004.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2021, "Measuring the Connectedness of the Global Economy," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 899-919, DOI: 10.1016/j.ijforecast.2020.10.003.
• Ganics, Gergely & Odendahl, Florens, 2021, "Bayesian VAR forecasts, survey information, and structural change in the euro area," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 971-999, DOI: 10.1016/j.ijforecast.2020.11.001.
• Galvão, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2021, "Does judgment improve macroeconomic density forecasts?," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1247-1260, DOI: 10.1016/j.ijforecast.2021.02.007.
• Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021, "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1376-1398, DOI: 10.1016/j.ijforecast.2021.04.003.
• Liu, Xueying & Madlener, Reinhard, 2021, "The sky is the limit: Assessing aircraft market diffusion with agent-based modeling," Journal of Air Transport Management, Elsevier, volume 96, issue C, DOI: 10.1016/j.jairtraman.2021.102104.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021, "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106046.
• Kanungo, Rama Prasad, 2021, "Uncertainty of M&As under asymmetric estimation," Journal of Business Research, Elsevier, volume 122, issue C, pages 774-793, DOI: 10.1016/j.jbusres.2020.07.029.
• Muscillo, Alessio & Pin, Paolo & Razzolini, Tiziano, 2021, "Spreading of an infectious disease between different locations," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 508-532, DOI: 10.1016/j.jebo.2021.01.004.
• Diebolt, Claude & Mishra, Tapas & Perrin, Faustine, 2021, "Gender empowerment as an enforcer of individuals’ choice between education and fertility: Evidence from 19th century France," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 408-438, DOI: 10.1016/j.jebo.2021.05.011.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1011-1024, DOI: 10.1016/j.jebo.2021.09.031.
• Philippas, Dionisis & Dragomirescu-Gaina, Catalin & Goutte, Stéphane & Nguyen, Duc Khuong, 2021, "Investors’ attention and information losses under market stress," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1112-1127, DOI: 10.1016/j.jebo.2021.09.040.
• Hauzenberger, Niko & Pfarrhofer, Michael & Stelzer, Anna, 2021, "On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 822-845, DOI: 10.1016/j.jebo.2021.09.041.
• Boeck, Maximilian & Feldkircher, Martin, 2021, "The Impact of Monetary Policy on Yield Curve Expectations," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 887-901, DOI: 10.1016/j.jebo.2021.09.044.
• Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea, 2021, "Spectral factor models," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 214-238, DOI: 10.1016/j.jfineco.2021.04.024.
• Bhattarai, Keshab & Mallick, Sushanta K. & Yang, Bo, 2021, "Are global spillovers complementary or competitive? Need for international policy coordination," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102291.
• Wang, Bin & Kwan, Yum K., 2021, "Measuring the natural rates of interest of OECD and BRICS economies: A time varying perspective," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102326.
• Dées, Stéphane & Galesi, Alessandro, 2021, "The Global Financial Cycle and US monetary policy in an interconnected world," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102395.
• He, Xie & Hamori, Shigeyuki, 2021, "Is volatility spillover enough for investor decisions? A new viewpoint from higher moments," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102412.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102454.
• Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi & Rebucci, Alessandro, 2021, "A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102477.
• Di Serio, Mario & Fragetta, Matteo & Melina, Giovanni, 2021, "The impact of r-g on Euro-Area government spending multipliers," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102493.
• Nalban, Valeriu & Smădu, Andra, 2021, "Asymmetric effects of uncertainty shocks: Normal times and financial disruptions are different," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103331.
• Rossi, Lorenza & Zanetti Chini, Emilio, 2021, "Temporal disaggregation of business dynamics: New evidence for U.S. economy," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103337.
• Pozo, Veronica F. & Bachmeier, Lance J. & Schroeder, Ted C., 2021, "Are there price asymmetries in the U.S. beef market?," Journal of Commodity Markets, Elsevier, volume 21, issue C, DOI: 10.1016/j.jcomm.2020.100127.
• Echaust, Krzysztof, 2021, "Asymmetric tail dependence between stock market returns and implied volatility," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00190.
• Vides, José Carlos & Golpe, Antonio A. & Iglesias, Jesús, 2021, "The impact of the term spread in US monetary policy from 1870 to 2013," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 230-251, DOI: 10.1016/j.jpolmod.2020.07.002.
• Uduji, Joseph Ikechukwu & Okolo-Obasi, Elda Nduka & Asongu, Simplice A., 2021, "Oil extraction in Nigeria's Ogoniland: The role of corporate social responsibility in averting a resurgence of violence," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101927.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Olayinka, Hammed A., 2021, "Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102045.
• Alqahtani, Abdullah & Selmi, Refk & Hongbing, Ouyang, 2021, "The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102075.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal & Wohar, Mark E., 2021, "Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102143.
• Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021, "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102219.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021, "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102311.
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021, "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102319.
• Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021, "Fractional cointegration between gold price and inflation rate: Implication for inflation rate persistence," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102369.
• Agboola, Mary Oluwatoyin & Bekun, Festus Victor & Joshua, Udi, 2021, "Pathway to environmental sustainability: Nexus between economic growth, energy consumption, CO2 emission, oil rent and total natural resources rent in Saudi Arabia," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102380.
• Liu, Zhenhua & Shi, Xunpeng & Zhai, Pengxiang & Wu, Shan & Ding, Zhihua & Zhou, Yuqin, 2021, "Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102381.
• Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021, "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102407.
• Civcir, Irfan & Akkoc, Ugur, 2021, "Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102424.
• Landaud, Fanny, 2021, "From employment to engagement? Stable jobs, temporary jobs, and cohabiting relationships," Labour Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.labeco.2021.102077.
• Benhima, Kenza & Poilly, Céline, 2021, "Does demand noise matter? Identification and implications," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 278-295, DOI: 10.1016/j.jmoneco.2020.01.006.
• Benati, Luca & Lucas, Robert E. & Nicolini, Juan Pablo & Weber, Warren, 2021, "International evidence on long-run money demand," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 43-63, DOI: 10.1016/j.jmoneco.2020.07.003.
• Barnichon, Regis & Mesters, Geert, 2021, "The Phillips multiplier," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 689-705, DOI: 10.1016/j.jmoneco.2020.04.005.
• Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021, "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 798-815, DOI: 10.1016/j.jmoneco.2020.06.001.
• Gabauer, David, 2021, "Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system," Journal of Multinational Financial Management, Elsevier, volume 60, issue C, DOI: 10.1016/j.mulfin.2021.100680.
• Alqahtani, Faisal & Hamdi, Besma & Hammoudeh, Shawkat, 2021, "The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality," Journal of Multinational Financial Management, Elsevier, volume 61, issue C, DOI: 10.1016/j.mulfin.2020.100665.
• Iwatsubo, Kentaro & Watkins, Clinton, 2021, "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101548.
• Yin, Xiao-Cui & Li, Xin & Wang, Min-Hui & Qin, Meng & Shao, Xue-Feng, 2021, "Do economic policy uncertainty and its components predict China's housing returns?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101575.
• Campos, Luciano & Casas, Agustín, 2021, "Rara Avis: Latin American populism in the 21st century," European Journal of Political Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.ejpoleco.2021.102042.
• Fritsche, Jan Philipp & Klein, Mathias & Rieth, Malte, 2021, "Government spending multipliers in (un)certain times," Journal of Public Economics, Elsevier, volume 203, issue C, DOI: 10.1016/j.jpubeco.2021.104513.
• Chatziantoniou, Ioannis & Gabauer, David, 2021, "EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 1-14, DOI: 10.1016/j.qref.2020.12.003.
• Zakamulin, Valeriy & Hunnes, John A., 2021, "Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 182-197, DOI: 10.1016/j.qref.2020.05.013.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
• Demiralay, Sercan & Golitsis, Petros, 2021, "On the dynamic equicorrelations in cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 524-533, DOI: 10.1016/j.qref.2021.04.002.
• Churm, Rohan & Joyce, Michael & Kapetanios, George & Theodoridis, Konstantinos, 2021, "Unconventional monetary policies and the macroeconomy: The impact of the UK's QE2 and funding for lending scheme," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 721-736, DOI: 10.1016/j.qref.2018.10.004.
• Chatzitzisi, Evanthia & Fountas, Stilianos & Panagiotidis, Theodore, 2021, "Another look at calendar anomalies," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 823-840, DOI: 10.1016/j.qref.2019.04.001.
• Desli, Evangelia & Gkoulgkoutsika, Alexandra, 2021, "Economic convergence among the world’s top-income economies," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 841-853, DOI: 10.1016/j.qref.2019.03.001.
• Atems, Bebonchu & Sardar, Naafey, 2021, "Exploring asymmetries in the effects of El Niño-Southern Oscillation on U.S. food and agricultural stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 1-14, DOI: 10.1016/j.qref.2021.04.013.
• Zhang, Yulian & Hamori, Shigeyuki, 2021, "Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 145-162, DOI: 10.1016/j.qref.2021.08.003.
• Bouri, Elie & Gupta, Rangan & Kyei, Clement Kweku & Shivambu, Rinsuna, 2021, "Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 200-206, DOI: 10.1016/j.qref.2021.09.004.
• Prüser, Jan & Schmidt, Torsten, 2021, "Regional composition of national house price cycles in the US," Regional Science and Urban Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.regsciurbeco.2021.103645.
• Shahzad, Umer & Lv, Yulan & Doğan, Buhari & Xia, Wanjun, 2021, "Unveiling the heterogeneous impacts of export product diversification on renewable energy consumption: New evidence from G-7 and E-7 countries," Renewable Energy, Elsevier, volume 164, issue C, pages 1457-1470, DOI: 10.1016/j.renene.2020.10.143.
• Mohamed, Hassen & Alimi, Mohsen & Ben Youssef, Slim, 2021, "The role of renewable energy in reducing terrorism: Evidence from Pakistan," Renewable Energy, Elsevier, volume 175, issue C, pages 1088-1100, DOI: 10.1016/j.renene.2021.05.024.
• Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021, "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, volume 177, issue C, pages 95-100, DOI: 10.1016/j.renene.2021.05.134.
• Emirmahmutoglu, Furkan & Denaux, Zulal & Topcu, Mert, 2021, "Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States," Renewable and Sustainable Energy Reviews, Elsevier, volume 149, issue C, DOI: 10.1016/j.rser.2021.111326.
• Deleidi, Matteo & Mazzucato, Mariana, 2021, "Directed innovation policies and the supermultiplier: An empirical assessment of mission-oriented policies in the US economy," Research Policy, Elsevier, volume 50, issue 2, DOI: 10.1016/j.respol.2020.104151.
• Mohmand, Yasir Tariq & Mehmood, Fahad & Mughal, Khurrum Shahzad & Aslam, Faheem, 2021, "Investigating the causal relationship between transport infrastructure, economic growth and transport emissions in Pakistan," Research in Transportation Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.retrec.2020.100972.
• Özer, Mustafa & Canbay, Şerif & Kırca, Mustafa, 2021, "The impact of container transport on economic growth in Turkey: An ARDL bounds testing approach," Research in Transportation Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.retrec.2020.101002.
• Andreana, Gianmarco & Gualini, Andrea & Martini, Gianmaria & Porta, Flavio & Scotti, Davide, 2021, "The disruptive impact of COVID-19 on air transportation: An ITS econometric analysis," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101042.
• Su, Chi-Wei & Cai, Xu-Yu & Qin, Meng & Tao, Ran & Umar, Muhammad, 2021, "Can bank credit withstand falling house price in China?," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 257-267, DOI: 10.1016/j.iref.2020.09.013.
• Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
• Hou, Keqiang & Li, Xing & Li, Zeguang & Wu, Ting, 2021, "Forecasting bond returns in a macro model," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 524-545, DOI: 10.1016/j.iref.2020.11.007.
• Li, Zhenghui & Chen, Liming & Dong, Hao, 2021, "What are bitcoin market reactions to its-related events?," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 1-10, DOI: 10.1016/j.iref.2020.12.020.
• Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021, "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 196-213, DOI: 10.1016/j.iref.2021.01.003.
• Wang, Gang-Jin & Chen, Yang-Yang & Si, Hui-Bin & Xie, Chi & Chevallier, Julien, 2021, "Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 325-347, DOI: 10.1016/j.iref.2021.01.005.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021, "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 330-365, DOI: 10.1016/j.iref.2021.04.001.
• Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021, "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1-39, DOI: 10.1016/j.iref.2021.04.034.
• Belke, Ansgar & Klose, Jens, 2021, "Safe haven flows, natural interest rates and secular stagnation—Empirical evidence for Euro area countries," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1164-1190, DOI: 10.1016/j.iref.2021.08.012.
• Szafranek, Karol, 2021, "Disentangling the sources of inflation synchronization. Evidence from a large panel dataset," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 229-245, DOI: 10.1016/j.iref.2021.05.002.
• Trabelsi, Nader & Gozgor, Giray & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2021, "Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101316.
• Apergis, Nicholas & Chatziantoniou, Ioannis, 2021, "Credit supply conditions and business cycles: New evidence from bank lending survey data," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101332.
• Demirer, Riza & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2021, "Monetary policy and speculative spillovers in financial markets," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101373.
• Cepni, Oguzhan & Dul, Wiehan & Gupta, Rangan & Wohar, Mark E., 2021, "The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101433.
• Tuna, Gulcay & Almahadin, Hamed Ahmad, 2021, "Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101436.
• Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
• Gholipour, Hassan F. & Tajaddini, Reza & Farzanegan, Mohammad Reza & Yam, Sharon, 2021, "Responses of REITs index and commercial property prices to economic uncertainties: A VAR analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101457.
• Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
• Barrales-Ruiz, Jose & Arnim, Rudiger von, 2021, "Endogenous fluctuations in demand and distribution: An empirical investigation," Structural Change and Economic Dynamics, Elsevier, volume 58, issue C, pages 204-220, DOI: 10.1016/j.strueco.2021.05.005.
• Shahbaz, Muhammad & Destek, Mehmet Akif & Dong, Kangyin & Jiao, Zhilun, 2021, "Time-varying impact of financial development on carbon emissions in G-7 countries: Evidence from the long history," Technological Forecasting and Social Change, Elsevier, volume 171, issue C, DOI: 10.1016/j.techfore.2021.120966.
• Yilmazkuday, Hakan, 2021, "Profit margins in U.S. domestic airline routes," Transport Policy, Elsevier, volume 114, issue C, pages 245-251, DOI: 10.1016/j.tranpol.2021.10.010.
• Jamil Sayeed, 2021, "Identifying Key Macroeconomic Shocks to Canadian GDP," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 64, issue 2, pages 40-63.
• Edson Z. Monte & Lucas B. Defanti, 2021, "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/09, Oct.
• Trung Duc Tran, 2021, "The macroeconomic effects of commodity price uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-09, Jan.
• Renée Fry-McKibbin & Beili Zhu, 2021, "How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-13, Jan.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-21, Feb.
• Alessia Paccagnini & Fabio Parla, 2021, "Identifying high-frequency shocks with Bayesian mixed-frequency VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-26, Feb.
• Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021, "Covid-19 fiscal support and its effectiveness," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-28, Mar.
• Renée Fry-McKibbin & Matthew Greenwood-Nimmo & Cody Yu-Ling Hsiao & Lin Qi, 2021, "Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-36, Apr.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021, "Tracking weekly state-level economic conditions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-55, Jul.
• Jaqueson K. Galimberti, 2021, "Initial beliefs uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-68, Jul.
• Melisso Boschi & Valeria Bevilacqua & Carla Di Falco, 2021, "The effect of property taxes on house prices: Evidence from the 1993 and the 2012 reforms in Italy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-82, Sep.
• Salwa Aljabri & Mala Raghavan & Joaquin Vespignan, 2021, "Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-87, Oct.
• Kalaitzi, Athanasia Stylianou & Chamberlain, Trevor William, 2021, "The validity of the export-led growth hypothesis: some evidence from the GCC," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106586, Feb.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125649, Jun.
• Florencia Médici & Agustín Mario & Alejandro Fiorito, 2021, "Questioning the effect of the real exchange rate on growth: new evidence from Mexico," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 2, pages 253-269, April.
• Julia Burle & Laura Carvalho, 2021, "Omitted-variable bias in demand-regime estimations: the role of household credit and wage inequality in Brazil," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 3, pages 368-393, July.
• Lilian N. Rolim, 2021, "A note on ‘Wage-led versus profit-led demand regimes: the long and the short of it’," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 3, pages 413-424, July.
• Marlene Kionka & Martin Odening & Jana Plogmann & Matthias Ritter, 2021, "Measuring liquidity in agricultural land markets," Agricultural Finance Review, Emerald Group Publishing Limited, volume 82, issue 4, pages 690-713, September, DOI: 10.1108/AFR-03-2021-0037.
• Gülay Çizgici Akyüz & Seval Akbulut Bekar, 2021, "The Relationship Between Credit Default Swap and Macroeconomic Indicators: An Example from Turkey," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Social Science", DOI: 10.1108/S1569-375920210000106011.
• Imlak Shaikh, 2021, "On the relation between the crude oil market and pandemic Covid-19," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 30, issue 3, pages 331-356, May, DOI: 10.1108/EJMBE-08-2020-0223.