Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

---

This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2022

• Morita, Hiroshi & Yuasa, Shiro, 2022, "Nonlinear Effects of Uncertainty Shocks : State-dependency and Asymmetry," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP22-6, Dec.
• Tihana Škrinjarić, 2022, "Uvođenje kompozitnog indikatora cikličkog sistemskog rizika u Hrvatskoj: mogućnosti i ograničenja," Istraživanja, Hrvatska narodna banka, Hrvatska, number 70, Jul.
• Tihana Škrinjarić, 2022, "Introduction of the composite indicator of cyclical systemic risk in Croatia: possibilities and limitations," Working Papers, The Croatian National Bank, Croatia, number 68, Nov.
• Stefán Thórarinsson, 2022, "Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model," Economics, Department of Economics, Central bank of Iceland, number wp88, Jan.
• Siong Hook Law & Masagus M. Ridhwan, 2022, "Effect Of Islamic Financial System Stability On Economic Performance In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 3, pages 371-406, August, DOI: https://doi.org/10.21098/jimf.v8i3..
• Aris Setiyanto, 2022, "Foreign and Private Domestic Investments in Indonesia: Crowding-In or Crowding-Out?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 623-646, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega, 2022, "Exchange Rate Shocks and Inflation Co-movement in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 1, pages 239-275, March.
• Sriya Anbil & Zeynep Senyuz, 2022, "How Has Monetary and Regulatory Policy Affected Trading Relationships in the U.S. Repo Market?," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 4, pages 1-52, October.
• Helmut Herwartz & Simone Maxand & Hannes Rohloff, 2022, "The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 5, pages 1-53, December.
• Emilio Colombo & Davide Furceri & Pietro Pizzuto & Patrizio Tirelli, 2022, "Fiscal Multipliers and Informality," IMF Working Papers, International Monetary Fund, number 2022/082, May.
• Mahir Binici & Samuele Centorrino & Mr. Serhan Cevik & Gyowon Gwon, 2022, "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," IMF Working Papers, International Monetary Fund, number 2022/241, Dec.
• Adriana María Berrocal González & Lili Domínguez Ortíz & Fernando José Mariné Osorio & Liliana Raquel Ruiz Fuentes, 2022, "El desempeño financiero de la empresa y la composición del consejo de administración," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 2, pages 1-26, Abril - J.
• Judith Jazmin Castro Pérez & Salvador Cruz Aké & Mario Alejandro Durán Saldívar, 2022, "Relaciones de largo plazo entre la política monetaria, el tipo de cambio y el premio al riesgo en México (2003-2018)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 2, pages 1-25, Abril - J.
• Prashant Parab, 2022, "Exchange rate pass-through in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2022-012, Aug.
• Tihana Skrinjaric, 2022, "Macroeconomic effects of systemic stress: a rolling spillover index approach," Public Sector Economics, Institute of Public Finance, volume 46, issue 1, pages 109-140, DOI: 10.3326/pse.46.1.4.
• Andrea Albanese & Bart Cockx & Muriel Dejemeppe, 2022, "Long-Term Effects of Hiring Subsidies for Unemployed Youths - Beware of Spillovers," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2022-09, Oct.
• Manuel Ennes Ferreira & Jelson Serafim & João Dias, 2022, "Finance-Growth Nexus: Evidence from Angola," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0227, May.
• Tacinur Akca, 2022, "The Effect of Sectoral Bank Loans on Economic Growth in Turkey," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-1, pages 157-173, June, DOI: 10.26650/ISTJECON2021-1021608.
• Mustafa Orhan Özer, 2022, "The Relationship between Economic Growth and Unemployment Rate: Fractional Frequency Fourier ARDL Bounds Test Approach," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-1, pages 269-292, June, DOI: 10.26650/ISTJECON2022-1020006.
• Murat Eren & Selim Basar & Bengu Tosun, 2022, "Dollarization and Risk Premium in a Risky Country: An Investigation on Turkiye," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 625-651, December, DOI: 10.26650/ISTJECON2021-1191952.
• Sadaba, Barbara & Vujic, Suncica & Maier, Sofia, 2022, "Characterizing the Schooling Cycle," IZA Discussion Papers, IZA Network @ LISER, number 15237, Apr.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?," IZA Discussion Papers, IZA Network @ LISER, number 15296, May.
• Gavin Ooft & Nancy Fraser & Janice Harangi-Narain, 2022, "Determinants of Inflation in Suriname: An Analysis for 1971 to 2018," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 1, pages 31-46, January–M.
• Abubakar Lawan Ngoma, 2022, "Does Real Exchange Rate Respond Asymmetrically to Changes in Real Oil Price?," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 2, pages 91-106, April–Jun.
• Zewdie Habte Shikur, 2022, "Transport Policy and Agricultural Productivity and Production in Ethiopia," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 231-246, July–Sept.
• Ahlam Makhlouf & Mohamed Driouche Dahmani, 2022, "On The Estimation of Tax-Spend Debate In Algeria: Evidence From NARDL Modelling and Asymmetric Causality Test," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 169-192, October–D.
• Jaya Jha, 2022, "Crowding-in or Crowding-Out? Complementarity and Substitutability Between Public and Private Investment in Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 4, pages 247-261, October–D.
• Moenke Anna & Welfe Aleksander, 2022, "A Tripolar Model of Gas Price Formation in Germany. Does the Shale Revolution in the US Matter?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 242, issue 4, pages 501-520, August, DOI: 10.1515/jbnst-2022-0002.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2022, "The impact of climate transition risks on financial stability. A systemic risk approach," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-01, Jan.
• Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022, "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-10, Jul.
• Zongwu Cai & Seong Yeon Chang, 2022, "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202206, Feb, revised Feb 2202.
• William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
• Tsvetan Tsvetanov, 2022, "Tax Holidays and the Heterogeneous Pass-Through of Gasoline Taxes," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202219, Dec.
• Manabu Asai & Michael McAleer, 2022, "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 103-123, January, DOI: 10.1007/s10614-020-10074-6.
• Luca Brugnolini & Giuseppe Ragusa, 2022, "Euro Area Deflationary Pressure Index," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 3, pages 883-900, October, DOI: 10.1007/s10614-021-10170-1.
• P. Jijin & Alok Kumar Mishra & M. Nithin, 2022, "Macroeconomic determinants of remittances to India," Economic Change and Restructuring, Springer, volume 55, issue 2, pages 1229-1248, May, DOI: 10.1007/s10644-021-09347-3.
• Patricks Ogiji & Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2022, "Estimating asymmetries in monetary policy reaction function: an oil price augmented Taylor type rule for Nigeria under unconventional regime," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1655-1672, August, DOI: 10.1007/s10644-021-09362-4.
• Alexander Boca Saravia & Gabriel Rodríguez, 2022, "Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1973-2010, August, DOI: 10.1007/s10644-021-09374-0.
• Petar Sorić, 2022, "Ability to consume versus willingness to consume: the role of nonlinearities," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 3, pages 663-689, August, DOI: 10.1007/s10663-022-09535-y.
• Kira Lancker & Julia Bronnmann, 2022, "Substitution Preferences for Fish in Senegal," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 82, issue 4, pages 1015-1045, August, DOI: 10.1007/s10640-022-00701-1.
• Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2022, "The Zonal and Seasonal CO2 Marginal Emissions Factors for the Italian Power Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 83, issue 2, pages 381-411, October, DOI: 10.1007/s10640-021-00567-9.
• Ivan Hajdukovic, 2022, "Transmission mechanisms of conventional and unconventional monetary policies in open economies," International Economics and Economic Policy, Springer, volume 19, issue 3, pages 491-536, July, DOI: 10.1007/s10368-021-00527-0.
• Dorinth W. Dijk & David M. Geltner & Alex M. Minne, 2022, "The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 3, pages 327-360, April, DOI: 10.1007/s11146-020-09782-5.
• Rangan Gupta & Hardik A. Marfatia & Christian Pierdzioch & Afees A. Salisu, 2022, "Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 523-545, May, DOI: 10.1007/s11146-020-09813-1.
• Jinan Liu & Apostolos Serletis, 2022, "World Commodity Prices and Economic Activity in Advanced and Emerging Economies," Open Economies Review, Springer, volume 33, issue 2, pages 347-374, April, DOI: 10.1007/s11079-021-09632-8.
• Maksim Isakin & Phuong V. Ngo, 2022, "Multiplicity in New Keynesian Models," Open Economies Review, Springer, volume 33, issue 3, pages 505-521, July, DOI: 10.1007/s11079-021-09643-5.
• Christina Anderl & Guglielmo Maria Caporale, 2022, "Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations," Open Economies Review, Springer, volume 33, issue 4, pages 705-749, September, DOI: 10.1007/s11079-021-09640-8.
• Sina Streicher, 2022, "RGAP: Output Gap Estimation in R," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 22-503, Jun, DOI: 10.3929/ethz-b-000552089.
• Mirela Miescu, 2022, "Forward guidance shocks," Working Papers, Lancaster University Management School, Economics Department, number 352591340.
• Ludmila Fadejeva & Boriss Siliverstovs & Karlis Vilerts & Anete Brinke, 2022, "Consumer Spending in the Covid-19 Pandemic: Evidence from Card Transactions in Latvia," Discussion Papers, Latvijas Banka, number 2022/01, Feb.
• Tanja Jakimova & Milan Eliskovski & Artina Bedzeti Baftijari, 2022, "Households' euroization in the Republic of North Macedonia: Is it close or far from the optimal levels?," Working Papers, National Bank of the Republic of North Macedonia, number 2022-02.
• Nico Peter Benjamin Wehrle, 2022, "The Cost of Renewable Electricity and Energy Storage in Germany," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 1, pages 19-41, DOI: 10.11118/ejobsat.2022.005.
• Klara Zalesakova, 2022, "Stock market development as a leading indicator of future economic growth in the BRICS countries," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2022-82, Sep.
• Mehmet Balcilar & George Ike & Rangan Gupta, 2022, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 4, pages 1008-1026, March, DOI: 10.1080/1540496X.2020.1860747.
• Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2022, "The Evolution of Monetary Policy Focal Points," Journal of Economic Issues, Taylor & Francis Journals, volume 56, issue 2, pages 348-355, April, DOI: 10.1080/00213624.2022.2050149.
• Vikram Mohite & Vibha Bhandari, 2022, "An Empirical Study on Co-Integration and Causality Among GCC Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 51-64.
• Godfred Aawaar & Eric Nkansah & Irrshad Kaseeram, 2022, "Currency Carry Trades and Stock Market Returns in Africa Abstract: Research Question: Is there a causal link between African currency targeted carry trades and the returns of their stock market indices? What is the nature of return volatility in carr," Capital Markets Review, Malaysian Finance Association, volume 30, issue 1, pages 65-83.
• Giorgio Massari & Patrizio Tirelli, 2022, "Whither Liquidity Shocks?," Working Papers, University of Milano-Bicocca, Department of Economics, number 502, Aug.
• William Gatt & Germano Ruisi, 2022, "The spillover of euro area shocks to the Maltese economy," CBM Working Papers, Central Bank of Malta, number WP/03/2022.
• William Gatt, 2022, "MEDSEA-FIN: an estimated DSGE model with housing and financial frictions for Malta," CBM Working Papers, Central Bank of Malta, number WP/05/2022.
• Andras Viktor Szabo, 2022, "Credit Risk Modelling of Mortgage Loans in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 1, pages 56-94.
• Laszlo Szepesvary, 2022, "Effect of the Yield Level, the Inflation Environment and the Pandemic on the Lapse Rates of Life Insurances," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 3, pages 44-72.

2021

• Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021, "COVID-19 Fiscal Support and Its Effectiveness," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 408, Apr, DOI: 10.24149/gwp408.
• Lutz Kilian, 2021, "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers, Federal Reserve Bank of Dallas, number 2117, Dec, DOI: 10.24149/wp2117.
• Jens H. E. Christensen & Mark M. Spiegel, 2022, "Central Bank Credibility During COVID-19: Evidence from Japan," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-24, Aug, DOI: 10.24148/wp2021-24.
• Dong Hwan Oh & Andrew J. Patton, 2021, "Dynamic Factor Copula Models with Estimated Cluster Assignments," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-029r1, Apr, revised 06 May 2022, DOI: 10.17016/FEDS.2021.029r1.
• Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal, 2021, "Estimating Hysteresis Effects," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-059, Sep, DOI: 10.17016/FEDS.2021.059.
• Hie Joo Ahn & Matteo Luciani, 2021, "Relative prices and pure inflation since the mid-1990s," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-069, Oct, DOI: 10.17016/FEDS.2021.069.
• Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021, "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-05, Mar, revised 18 Jun 2021, DOI: 10.21033/wp-2021-05.
• Amaze Lusompa, 2021, "Local Projections, Autocorrelation, and Efficiency," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-01, Mar, DOI: 10.18651/RWP2021-01.
• Julie Bennett & Michael T. Owyang & E. Katarina Vermann, 2021, "Regional Gasoline Price Dynamics," Review, Federal Reserve Bank of St. Louis, volume 103, issue 3, pages 289-314, July, DOI: 10.20955/r.103.289-314.
• Gabriele Fiorentini & Martín Almuzara & Enrique Sentana, 2021, "Aggregate Output Measurements: A Common Trend Approach," Staff Reports, Federal Reserve Bank of New York, number 962, Mar.
• Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021, "A Large Bayesian VAR of the United States Economy," Staff Reports, Federal Reserve Bank of New York, number 976, Aug.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2021, "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Working Papers, Federal Reserve Bank of Philadelphia, number 21-02, Jan, DOI: 10.21799/frbp.wp.2021.02.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021, "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers, Federal Reserve Bank of Philadelphia, number 21-21, Jun, DOI: 10.21799/frbp.wp.2021.21.
• Thorsten Drautzburg & Jonathan H. Wright, 2021, "Refining Set-Identification in VARs through Independence," Working Papers, Federal Reserve Bank of Philadelphia, number 21-31, Sep, DOI: 10.21799/frbp.wp.2021.31.
• Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021, "Aggregate Output Measurements: a Common Trend Approach," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_03, Feb.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_18, Oct.
• Hakan Yilmazkuday, 2021, "Profit Margins in U.S. Domestic Airline Routes," Working Papers, Florida International University, Department of Economics, number 2125, Nov.
• Lomonosov Daniil, 2021, "Role of the Coronavirus Pandemic and the Collapse of the OPEC+ Deal in the Dynamics of Oil Prices in 2020
  [Роль Пандемии Коронавируса И Развала Сделки Опек+ В Динамике Цены На Нефть В 2020 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 23-28, August.
• Lomonosov Daniil, 2021, "Роль Пандемии Коронавируса И Развала Сделки Опек+ В Динамике Цены На Нефть В 2020 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 23-28, August.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, volume 9, issue 1, pages 1-17, March.
• Katarina Juselius, 2021, "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, volume 9, issue 1, pages 1-27, February.
• David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, volume 9, issue 4, pages 1-14, December.
• Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021, "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, volume 14, issue 11, pages 1-17, June.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021, "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, volume 3, issue 4, pages 1-30, October.
• Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2021, "Dynamic Impact of Unconventional Monetary Policy on International REITs," JRFM, MDPI, volume 14, issue 9, pages 1-19, September.
• Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
• Ahmed Derbali, 2021, "The misalignment of real effective exchange rate: Evidence from Tunisia," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 04-2021, Mar.
• Diego Chicana & Rafael Nivin, 2021, "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2021, Apr.
• Saim Ayas & Işıl Ayas, 2021, "The Relationship Between Social Expenditures And Economic Growth In Turkey: Ardl Bounds Test Approach," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 4, issue 2, pages 134-144, December, DOI: 10.46737/emid.1035325.
• Koutchogna Kokou Edem ASSOGBAVI & Stéphane Dées, 2021, "Environmental policy and the CO2 emissions embodied in international trade," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-07.
• Maëlle VAILLE, 2021, "Central bank balance sheet and systemic risk," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-15.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021, "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers, University of Graz, Department of Economics, number 2021-01, Jan.
• Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021, "Spillover in the UK Housing Market," Graz Economics Papers, University of Graz, Department of Economics, number 2021-13, Oct.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers, University of Graz, Department of Economics, number 2021-14, Dec.
• David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers, The George Washington University, The Center for Economic Research, number 2021-006, Nov.
• Valérie Mignon & Cécile Couharde & Carl Grekou, 2021, "MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments," Post-Print, HAL, number hal-03089716.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print, HAL, number hal-03103717, Jan, DOI: 10.1007/978-3-030-54252-8_9.
• Kenza Benhima & Céline Poilly, 2021, "Does demand noise matter? Identification and implications," Post-Print, HAL, number hal-03173423, Jan, DOI: 10.1016/j.jmoneco.2020.01.006.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Post-Print, HAL, number hal-03195190, Apr, DOI: 10.1186/s40854-021-00239-z.
• Roman Matkovskyy & Akanksha Jalan, 2021, "Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model," Post-Print, HAL, number hal-03334215, Jan, DOI: 10.3917/reco.pr2.0173.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2021, "Gender empowerment as an enforcer of individuals’ choice between education and fertility : Evidence from 19th century France," Post-Print, HAL, number hal-03345562, Aug, DOI: 10.1016/j.jebo.2021.05.011.
• Nooman Rebei & Rashid Sbia, 2021, "Transitory and permanent shocks in the global market for crude oil," Post-Print, HAL, number hal-03355309, Nov, DOI: 10.1002/jae.2863.
• Dionisis Th Philippas & Catalin Dragomirescu-Gaina & Stéphane Goutte & Duc Khuong Nguyen, 2021, "Investors’ attention and information losses under market stress," Post-Print, HAL, number hal-03434918, DOI: 10.1016/j.jebo.2021.09.040.
• Claudiu Tiberiu Albulescu & Mihai Ioan Mutascu, 2021, "Fuel price co-movements among France, Germany and Italy: A time-frequency investigation," Post-Print, HAL, number hal-03529585, Jun, DOI: 10.1016/j.energy.2021.120236.
• Stéphane Dées & Alessandro Galesi, 2021, "The Global Financial Cycle and Us Monetary Policy in An Interconnected World," Post-Print, HAL, number hal-03777416, Jul, DOI: 10.1016/j.jimonfin.2021.102395.
• Charles Olivier Mao Takongmo & Laetitia Lebihan, 2021, "Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons," Post-Print, HAL, number hal-04288372, Mar, DOI: 10.1007/s40953-020-00213-z.
• David Bourghelle & Fredj Jawadi & Philippe Rozin, 2021, "Oil price volatility in the context of Covid-19
  [Le prix du pétrole dans le contexte du Covid 19]," Post-Print, HAL, number hal-04412020, Oct, DOI: 10.1016/j.inteco.2021.05.001.
• Michele Costola & Matteo Iacopini & Carlo Romano Marcello Alessandro Santagiustina, 2021, "On the “mementum” of meme stocks," Post-Print, HAL, number hal-04874781, Aug, DOI: 10.1016/j.econlet.2021.110021.
• Michele Costola & Matteo Iacopini & Carlo Romano Marcello Alessandro Santagiustina, 2021, "Google search volumes and the financial markets during the COVID-19 outbreak," Post-Print, HAL, number hal-05031929, Oct, DOI: 10.1016/j.frl.2020.101884.
• Amine Ben Amar & Fateh Belaid & Adel Ben Youssef & Benjamin Chiao & Khaled Guesmi, 2021, "The unprecedented reaction of equity and commodity markets to COVID-19," Post-Print, HAL, number halshs-03506813, Jan, DOI: 10.1016/j.frl.2020.101853.
• José da Fonseca & Yannick Malevergne, 2021, "A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy," Post-Print, HAL, number halshs-03590382, Jul, DOI: 10.1016/j.jedc.2021.104137.
• Gang-Jin Wang & Yang-Yang Chen & Hui-Bin Si & Chi Xie & Julien Chevallier, 2021, "Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions," Post-Print, HAL, number halshs-04250264, May, DOI: 10.1016/j.iref.2021.01.005.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "Bayesian local projections," Sciences Po Economics Publications (main), HAL, number hal-03373574, Jan.
• Michele Costola & Matteo Iacopini & Carlo Romano Marcello Alessandro Santagiustina, 2021, "On the “mementum” of meme stocks," Sciences Po Economics Publications (main), HAL, number hal-04874781, Aug, DOI: 10.1016/j.econlet.2021.110021.
• Michele Costola & Matteo Iacopini & Carlo Romano Marcello Alessandro Santagiustina, 2021, "Google search volumes and the financial markets during the COVID-19 outbreak," Sciences Po Economics Publications (main), HAL, number hal-05031929, Oct, DOI: 10.1016/j.frl.2020.101884.
• Christian P Pinshi, 2021, "Repenser le modèle à correction d'erreurs dans l'analyse macroéconométrique : Une revue," Working Papers, HAL, number hal-03168443, Mar.
• Koutchogna Kokou Assogbavi & Stephane Dees, 2021, "Environmental policy and the CO2 emissions embodied in international trade," Working Papers, HAL, number hal-03265178, Mar.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2021, "Bayesian local projections," Working Papers, HAL, number hal-03373574, Jan.
• Antonia Lopez Villavicencio & Mariam Camarero & Cecilio Tamarit, 2021, "Macroeconomic effects of EU value chain participation," Working Papers, HAL, number hal-04159742.
• Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021, "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," Working Papers, HAL, number halshs-03191667, Apr.
• Gilles Dufrénot & William Ginn & Marc Pourroy, 2021, "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," Working Papers, HAL, number halshs-03225070, May.
• Tihana Škrinjarić, 2021, "Return, Risk And Market Indeks Online Volume Search Interdependence: Shock Spillover Approach On Zagreb Stock Exchange," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 72, issue 1, pages 3-33, DOI: 10.32910/ep.72.1.1.
• Lyu, Chenyan, 2021, "Regional Carbon Markets in China: Cointegration and Heterogeneity," Working Papers, Copenhagen Business School, Department of Economics, number 13-2021, Aug.
• Virk, Nader & Javed, Farrukh & Awartani, Basel, 2021, "A reality check on the GARCH-MIDAS volatility models," Working Papers, Örebro University, School of Business, number 2021:2, Mar.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021, "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers, Örebro University, School of Business, number 2021:9, May.
• Nguyen, Hoang & Javed, Farrukh, 2021, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Working Papers, Örebro University, School of Business, number 2021:15, Aug.
• Andrey Polbin & Daniil Lomonosov, 2021, "The Impact of Global Economic Activity, Oil Supply and Speculative Oil Shocks on the Russian Economy," HSE Economic Journal, National Research University Higher School of Economics, volume 25, issue 2, pages 227-262.
• Ozana Nadoveza Jelić & Rafael Ravnik, 2021, "Introducing Policy Analysis Croatian MAcroecoNometric Model (PACMAN)," Surveys, The Croatian National Bank, Croatia, number 41, Feb.
• Sebastian Edwards & Luis Cabezas, 2021, "Exchange rate pass-through, monetary policy, and real exchange rates - Iceland and the 2008 crisis," Economics, Department of Economics, Central bank of Iceland, number wp85, Feb.
• Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale, 2021, "The currency that came in from the cold - Capital controls and the information content of order flow," Economics, Department of Economics, Central bank of Iceland, number wp86, Jun.
• Tasiu Tijjani Sabiu & Muhamad Abduh, 2021, "Impact Of Islamic Banking Inclusion On Sme Employment Growth In Nigeria," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 1, pages 77-106, February, DOI: https://doi.org/10.21098/jimf.v7i1..
• Cicilia Anggadewi Harun & Wishnu Mahraddika & Jati Waluyo & Pakasa Bary & Rieska Indah Astuti & Fauzan Rachman & Rizky Primayudha & Dwi Oktaviyanti & Euis Aqmaliyah, 2021, "Business And Financial Cycle In Indonesia: An Integrated Approach," Working Papers, Bank Indonesia, number WP/05/2021.
• Peng Zhou, 2021, "Separating yolk from white: a filter based on economic properties of trend and cycle," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 11, issue 1, pages 78-83.
• Cheolbeom Park & Seungyoo Shin, 2021, "Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures," Discussion Paper Series, Institute of Economic Research, Korea University, number 2102.
• Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 676.
• Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021, "International Inflation Spillovers: The Role of Different Shocks," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 1, pages 191-230, March.
• Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2021, "Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 3, pages 337-383, September.
• Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2021, "The Impact of r-g on the Euro-Area Government Spending Multiplier," IMF Working Papers, International Monetary Fund, number 2021/039, Feb.
• Lukas Boer & Mr. Andrea Pescatori & Martin Stuermer, 2021, "Energy Transition Metals," IMF Working Papers, International Monetary Fund, number 2021/243, Oct.
• Domingo Rodríguez Benavides & Nancy Muller Durán & José Antonio Climent Hernández, 2021, "Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-18, Enero - M.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021, "The Real Effects of Financial Uncertainty Shocks: A Daily Identification Approach," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 559.
• Petar Soric & Oscar Claveria, 2021, ""Employment uncertainty a year after the irruption of the covid-19 pandemic"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202112, May, revised May 2021.
• Greta Meggiorini & Fabio Milani, 2021, "Behavioral New Keynesian Models: Learning vs. Cognitive Discounting," Working Papers, University of California-Irvine, Department of Economics, number 202103, Apr.
• António Afonso & Max Reimers, 2021, "Does the Introduction of Stock Exchange Markets BoostEconomic Growth in African Countries?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0160, Jan.
• Teles Huo & Miguel St. Aubyn, 2021, "Electricity, Exergy And Economic Growth In Mozambique, 1971 – 2014," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0170, Apr.
• Carlos Alberto Piscarreta Pinto Ferreira, 2021, "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0190, Aug.
• António Afonso & José Carlos Coelho, 2021, "60%, -4% and 6%, a tale of thresholds for EU fiscal and current account developments," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0196, Sep.
• António Afonso & José Carlos Coelho, 2021, "Fiscal and current account imbalances: the cases of Germany and Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0208, Dec.
• Muhammad Akbar Farahmand, 2021, "The Relationship Between Economic Growth and Foreign Aid: The Case of Afghanistan," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 2, pages 141-154, July, DOI: 10.26650/JEPR885246.
• Fatma Kizilkaya, 2021, "Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 71, issue 71-2, pages 549-568, December, DOI: 10.26650/ISTJECON2021-1019608.
• Pham, Binh Thai & Sala, Hector, 2021, "Cross-Country Connectedness in Inflation and Unemployment: Measurement and Macroeconomic Consequences," IZA Discussion Papers, IZA Network @ LISER, number 14212, Mar.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2021, "Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies," IZA Discussion Papers, IZA Network @ LISER, number 14420, May.
• Drautzburg, Thorsten & Wright, Jonathan H, 2021, "Refining Set-Identification in VARs through Independence," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 64575, Oct.
• Jochen Güntnher & Peter Öhlinger, 2021, "Oil Price Shocks and the Hedging Benefit of Airline Investments," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2021-14, Jul.
• Gießler Stefan & Heinisch Katja & Holtemöller Oliver, 2021, "(Since When) Are East and West German Business Cycles Synchronised?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 1, pages 1-28, February, DOI: 10.1515/jbnst-2019-0026.
• Fischer Henning & Stolper Oscar, 2021, "The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of their Determinants," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 2, pages 187-238, April, DOI: 10.1515/jbnst-2020-0002.
• Prüser Jan & Hanck Christoph, 2021, "A Comparison of Approaches to Select the Informativeness of Priors in BVARs," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 4, pages 501-525, August, DOI: 10.1515/jbnst-2020-0050.
• Florian, Huber & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-01, Mar.
• Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021, "Efficient and robust inference of models with occasionally binding constraints," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-03, Apr.
• Zongwu Cai & Xiyuan Liu, 2021, "Solving the Price Puzzle Via A Functional Coefficient Factor-Augmented VAR Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202106, Jan, revised Jan 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202107, Jan.
• Jing Yuan & Yajing Dong & Weijie Zhai & Zongwu Cai, 2021, "Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202110, Feb, revised Nov 2021.
• William A. Barnett & Sohee Park, 2021, "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202120, Oct, revised Oct 2021.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202207, Jan.
• Ngo Thai Hung, 2021, "Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 429-448, September, DOI: 10.1007/s10690-020-09328-y.
• Indranil Ghosh & Manas K. Sanyal & R. K. Jana, 2021, "Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 2, pages 503-527, February, DOI: 10.1007/s10614-019-09965-0.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021, "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 461-482, August, DOI: 10.1007/s10614-020-10041-1.
• Kuang-Liang Chang, 2021, "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 4, pages 965-999, December, DOI: 10.1007/s10614-020-09981-5.
• Uğur Akkoç & Anıl Akçağlayan & Gamze Kargın Akkoç, 2021, "The impacts of oil price shocks in Turkey: sectoral evidence from the FAVAR approach," Economic Change and Restructuring, Springer, volume 54, issue 4, pages 1147-1171, November, DOI: 10.1007/s10644-020-09295-4.
• Oscar Claveria, 2021, "Uncertainty indicators based on expectations of business and consumer surveys," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 2, pages 483-505, May, DOI: 10.1007/s10663-020-09479-1.
• Andrew Phiri & Lutho Mbekeni, 2021, "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, volume 18, issue 4, pages 825-846, October, DOI: 10.1007/s10368-021-00498-2.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Qingjing Zhang & Taufiq Choudhry & Jing-Ming Kuo & Xiaoquan Liu, 2021, "Does liquidity drive stock market returns? The role of investor risk aversion," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 929-958, October, DOI: 10.1007/s11156-021-00966-5.
• Masahiko Shibamoto & Shoka Hayaki & Yoshitaka Ogisu, 2021, "COVID-19 Infection Spread and Human Mobility," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-16, Jul, revised Feb 2022.
• Umut Akovali & Kamil Yilmaz, 2021, "Unconventional Monetary Policy and Bond Market Connectedness in the New Normal," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2101, Mar.
• Hakan Kara & Cagri Sarikaya, 2021, "Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2121, Nov.
• Kentaro Iwatsubo & Clinton Watkins, 2021, "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers, Graduate School of Economics, Kobe University, number 2106, Feb.
• Florian Eckert & Nina Mühlebach, 2021, "Global and Local Components of Output Gaps," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-497, Nov, DOI: 10.3929/ethz-b-000514977.
• Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob Stærk-Østergaard, 2021, "Bootstrap inference for Hawkes and general point processes," Discussion Papers, University of Copenhagen. Department of Economics, number 21-05, Dec.
• Maya Jalloul & Mirela Miescu, 2021, "Equity Market Connectedness across Regimes of Geopolitical Risks," Working Papers, Lancaster University Management School, Economics Department, number 324219805.
• Alexandros Skouralis, 2021, "Systemic Risk Spillovers Across the EURO Area," Working Papers, Lancaster University Management School, Economics Department, number 326919507.
• Jhon James Mora, 2021, "Analysis of Unemployment and Employment After a Strict COVID-19 Confinement Policy in Cali," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 94, pages 165-193, Enero-Jun, DOI: 10.17533/udea.le.n94a342002.
• Tomas Reichenbachas & Linas Jurkšas & Rokas Kaminskas, 2021, "Natural real rates of interest across Euro area countries: Are R-stars getting closer together?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 24, Mar.
• Povilas Lastauskas & Julius Stakenas, 2021, "Dancing Alone or Together: The Dynamic Effects of Independent and Common Monetary Policies," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 87, Mar.
• Alessia Paccagnini & Fabio Parla, 2021, "Identifying High-Frequency Shockswith Bayesian Mixed-Frequency VARs," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 97, Dec.
• Yeliz Yalcin, Cengiz Arikan, Nezir Kose, 2021, "The asymmetric impact of real exchange rate on tourism demand," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 18, issue 2, pages 251-266, December.
• Panky Tri Febiyansah & Bintang Dwitya Cahyono & Rio Novandra, 2021, "Does Uncertainty Matter for Trade - Economic Growth Nexus in Indonesia?," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 67, pages 147-162, Juni.
• Helmut Herwartz & Christian Ochsner & Hannes Rohloff, 2021, "The Credit Composition of Global Liquidity," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202115.
• Yoonseok Lee & Donggyu Sul, 2021, "Depth-Weighted Forecast Combination: Application to COVID-19 Cases," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 238, Feb.