Research classified by Journal of Economic Literature (JEL) codes

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

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

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

2022

• Camarero, Mariam & López-Villavicencio, Antonia & Tamarit, Cecilio, 2022, "Globalisation and unemployment in the EU: new insights on the role of global value chains and workforce composition," Single Market Economics Papers, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team, number WP2022/10, Dec, DOI: 10.2873/147718.
• Nesibe DEMIR BINGOL & Murat BINGOL & Omer Selcuk EMSEN, 2022, "The Growth Effects of Deposit to Loan Conversion in Turkey; Is Consumption Drawn? Is Investment Prompted?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 16, issue 1, pages 27-61.
• Mario Alloza & Danilo Leiva-León & Alberto Urtasun, 2022, "La respuesta de la inversión privada a un incremento de la inversión pública," Boletín Económico, Banco de España, issue 2/2022.
• Fructuoso Borrallo & Lucía Cuadro-Sáez & Javier J. Pérez, 2022, "El aumento de los precios de las materias primas alimenticias y su traslación a los precios de consumo en el área del euro," Boletín Económico, Banco de España, issue 3/2022.
• Mario Alloza & Danilo Leiva-León & Alberto Urtasun, 2022, "The response of private investment to an increase in public investment," Economic Bulletin, Banco de España, issue 2/2022.
• Fructuoso Borrallo & Lucía Cuadro-Sáez & Javier J. Pérez, 2022, "Rising food commodity pricesand their pass-through to euro area consumer prices," Economic Bulletin, Banco de España, issue 3/2022.
• Corinna Ghirelli & Danilo Leiva-León & Alberto Urtasun, 2022, "Housing prices in Spain: convergence or decoupling?," Working Papers, Banco de España, number 2205, Jan.
• Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers, Banco de España, number 2208, Mar.
• Carlos Moreno Pérez & Marco Minozzo, 2022, "Monetary Policy Uncertainty in Mexico: An Unsupervised Approach," Working Papers, Banco de España, number 2229, Aug.
• Luis J. Álvarez & Florens Odendahl, 2022, "Data outliers and Bayesian VARs in the Euro Area," Working Papers, Banco de España, number 2239, Nov, DOI: https://doi.org/10.53479/23552.
• Carlos Moreno Pérez & Marco Minozzo, 2022, "“Making Text Talk”: The Minutes of the Central Bank of Brazil and the Real Economy," Working Papers, Banco de España, number 2240, Nov, DOI: https://doi.org/10.53479/23646.
• Marco Flaccadoro, 2022, "Exchange rate pass-through in small, open, commodity-exporting economies: lessons from Canada," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1368, Apr.
• Luis Fernando Melo-Velandia & Camilo Andrés Orozco-Vanegas & Daniel Parra-Amado, 2022, "Extreme weather events and high Colombian food prices: A non-stationary extreme value approach," Borradores de Economia, Banco de la Republica de Colombia, number 1189, Jan, DOI: 10.32468/be.1189.
• Andrea Salazar-Díaz & Aarón Levi Garavito-Acosta & Sergio Restrepo-Ángel & Leidy Viviana Arcila-Agudelo, 2022, "Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach," Borradores de Economia, Banco de la Republica de Colombia, number 1221, Dec, DOI: 10.32468/be.1221.
• Youssef Ulgazi & Paul Vertier, 2022, "Forecasting Inflation in France: an Update of MAPI," Working papers, Banque de France, number 869.
• Stéphane Dees & Stefan Gebauer & Thomas Goncalves & Camille Thubin, 2022, "The Financing Structure of Non-Financial Corporations and Macro-Financial Implications in France," Working papers, Banque de France, number 880.
• Adam Lee & Lukas Hoesch & Geert Mesters, 2022, "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers, Barcelona School of Economics, number 1367, Oct.
• Levent KAYA & Çiğdem ÇADIRCI, 2022, "Küreselleşme ve Ekonomik Büyüme Arasındaki İlişki Türkiye için Ampirik Bir Çalışma," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 539-560, August, DOI: https://doi.org/10.33399/biibfad.10.
• Sofya Kolesnik & Elizaveta Dobronravova, 2022, "Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 1, pages 3-22, March, DOI: 10.31477/rjmf.202201.03.
• Andrey Zubarev & Daniil Lomonosov & Konstantin Rybak, 2022, "Estimation of the Impact of Global Shocks on the Russian Economy and GDP Nowcasting Using a Factor Model," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 2, pages 49-78, June.
• Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series, Bank of Russia, number wps104, Dec.
• Evgeny Postnikov & Dmitry Orlov, 2022, "Labour market and inflation relationship indicator," Bank of Russia Working Paper Series, Bank of Russia, number wps96, Sep.
• Santiago Etchegaray Alvarez, 2022, "Proyecciones macroeconómicas con datos en frecuencias mixtas. Modelos ADL-MIDAS, U-MIDAS y TF-MIDAS con aplicaciones para Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2022004.
• Luis Fernando Melo‐Velandia & Camilo Andrés Orozco‐Vanegas & Daniel Parra‐Amado, 2022, "Extreme weather events and high Colombian food prices: A non‐stationary extreme value approach," Agricultural Economics, International Association of Agricultural Economists, volume 53, issue S1, pages 21-40, November, DOI: 10.1111/agec.12753.
• Fulvia Pennoni & Francesco Bartolucci & Gianfranco Forte & Ferdinando Ametrano, 2022, "Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 51, issue 1, February, DOI: 10.1111/ecno.12193.
• Hakan Yilmazkuday, 2022, "Inflation convergence over time: Sector‐level evidence within Europe," International Finance, Wiley Blackwell, volume 25, issue 2, pages 183-217, August, DOI: 10.1111/infi.12407.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2022, "The financial US uncertainty spillover multiplier: Evidence from a GVAR model," International Finance, Wiley Blackwell, volume 25, issue 3, pages 313-340, December, DOI: 10.1111/infi.12414.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman, 2022, "Seasonal functional autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 2, pages 197-218, March, DOI: 10.1111/jtsa.12608.
• Tomás del Barrio Castro & Gianluca Cubadda & Denise R. Osborn, 2022, "On cointegration for processes integrated at different frequencies," Journal of Time Series Analysis, Wiley Blackwell, volume 43, issue 3, pages 412-435, May, DOI: 10.1111/jtsa.12620.
• Michael Funke & Julius Loermann & Andrew Tsang, 2022, "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," Review of International Economics, Wiley Blackwell, volume 30, issue 2, pages 606-628, May, DOI: 10.1111/roie.12577.
• Michał Brzoza‐Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2022, "International information flows, sentiments, and cross‐country business cycle fluctuations," Review of International Economics, Wiley Blackwell, volume 30, issue 4, pages 1110-1147, September, DOI: 10.1111/roie.12597.
• Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2022, "Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market," Scottish Journal of Political Economy, Scottish Economic Society, volume 69, issue 3, pages 283-300, July, DOI: 10.1111/sjpe.12291.
• Angélica Calle Sarmiento & Joab Dan Valdivia & Coria Vidal Choque Atto, 2022, "Impacto del crédito bancario en el crecimiento económico sectorial," Revista de Análisis del BCB, Banco Central de Bolivia, volume 36, issue 1, pages 75-104, January -.
• José Adolfo Pantoja Ballivián, 2022, "Evaluación de los beneficios de la aplicación de los incentivos tributarios en el fomento y apoyo de la actividad productiva en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 36, issue 1, pages 9-48, January -.
• Juan Carlos Carlo Santos, 2022, "Modelos nowcasting para la estimación del PIB: un análisis por sector económico para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 37, issue 1, pages 57-87, July - De.
• Franz Castillo Apaza & Juan Carlos Carlo Santos, 2022, "Análisis del PIB por tipo de gasto para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 37, issue 1, pages 91-130, July - De.
• Mario Forni & Luca Gambetti & Nicolò Maffei-Faccioli & Luca Sala, 2022, "Nonlinear transmission of financial shocks: Some new evidence," Working Paper, Norges Bank, number 2022/3, Mar.
• Claudia Foroni & Francesco Furlanetto, 2022, "Explaining Deviations from Okun’s Law," Working Paper, Norges Bank, number 2022/4, May.
• Luca Gambetti & Nicolò Maffei-Faccioli & Sarah Zoi, 2022, "Bad News, Good News: Coverage and Response Asymmetries," Working Paper, Norges Bank, number 2022/8, Oct.
• Barbara Rossi, 2022, "Local projections in unstable environments: How effective is fiscal policy?," Economics Virtual Symposium 2022, Stata Users Group, number 02, Nov.
• Robin Braun & Ralf Brüggemann, 2022, "Identification of SVAR models by combining sign restrictions with external instruments," Bank of England Staff Working Paper series, Bank of England, number 961, Feb.
• Silvia Miranda Agrippino & Giovanni Ricco, 2022, "Identification with external instruments in structural VARs," Bank of England Staff Working Paper series, Bank of England, number 973, Apr.
• Sophocles N. Brissimis & Michalis-Panayiotis Papafilis, 2022, "The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?," Working Papers, Bank of Greece, number 300, Jul, DOI: 10.52903/wp2022300.
• Asai Manabu & McAleer Michael, 2022, "Multivariate Hyper-Rotated GARCH-BEKK," Journal of Time Series Econometrics, De Gruyter, volume 14, issue 2, pages 175-198, July, DOI: 10.1515/jtse-2021-0006.
• Saba Charles Shaaba, 2022, "Defence Spending and Economic Growth in South Africa: Evidence from Cointegration and Co-Feature Analysis," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 28, issue 1, pages 51-100, February, DOI: 10.1515/peps-2021-0017.
• Anzuini Alessio, 2022, "The non-linear effects of the Fed asset purchases," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 205-218, April, DOI: 10.1515/snde-2020-0022.
• Li Mengheng & Mendieta-Muñoz Ivan, 2022, "Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 337-359, June, DOI: 10.1515/snde-2020-0027.
• Murasawa Yasutomo, 2022, "Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 3, pages 387-415, June, DOI: 10.1515/snde-2020-0049.
• Neto Alberto Ronchi & Candido Osvaldo, 2022, "What does Google say about credit developments in Brazil?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 499-527, September, DOI: 10.1515/snde-2019-0122.
• Chen, J. & Li, D. & Li, Y. & Linton, O. B., 2022, "Estimating Time-Varying Networks for High-Dimensional Time Series," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2273, Dec.
• Silgado-Gómez, Edgar, 2022, "Sovereign Uncertainty," Research Technical Papers, Central Bank of Ireland, number 10/RT/22, Dec.
• Elena Deryugina & Maria Guseva & Alexey Ponomarenko, 2022, "The Credit Cycle and Measurement of the Natural Rate of Interest," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 11, issue 1, pages 87-104.
• Congressional Budget Office, 2022, "Quantifying the Uncertainty of Long-Term Economic Projections: Working Paper 2022-07," Working Papers, Congressional Budget Office, number 57711, Apr.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022, "Why does Indirect Inference estimation produce less small sample bias than maximum likelihood? A note," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/10, May.
• Meenagh, David & Minford, Patrick & Xu, Yongdeng, 2022, "Targeting moments for calibration compared with indirect inference," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/12, Jul.
• Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
• Gregory Boadu-Sebbe, 2022, "Effect of Exchange-Traded Funds Arbitrage Transactions on their Underlying Holdings," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp738, Oct.
• Peter A. Zadrozny, 2022, "Linear Identification of Linear Rational-Expectations Models by Exogenous Variables Reconciles Lucas and Sims," CESifo Working Paper Series, CESifo, number 10078.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis," CESifo Working Paper Series, CESifo, number 10084.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CESifo Working Paper Series, CESifo, number 10121.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2022, "Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 9624.
• Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger & Giovanni Melina, 2022, "The Euro Area Government Spending Multiplier in Demand- and Supply-Driven Recessions," CESifo Working Paper Series, CESifo, number 9678.
• Andrea Nocera & M. Hashem Pesaran, 2022, "Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure," CESifo Working Paper Series, CESifo, number 9695.
• Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali, 2022, "Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings," CESifo Working Paper Series, CESifo, number 9824.
• Robert Lehmann & Ida Wikman, 2022, "Quarterly GDP Estimates for the German States," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 370.
• Martin Indergand & Eric Jondeau & Andreas Fuster, 2022, "Measuring and Stress-Testing Market-Implied Bank Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-11, Jan.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022, "Momentum Without Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-87, Nov.
• Yifei Cai & Valérie Mignon & Jamel Saadaoui, 2022, "Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market," Working Papers, CEPII research center, number 2022-07, Aug.
• Dan Zhang & Arash Farnoosh & Frédéric Lantz, 2022, "Does something change in the oil market with the COVID-19 crisis?," International Economics, CEPII research center, issue 169, pages 252-268.
• Jihene Jebeniani & Jamel Trabelsi, 2022, "Effects of the business cycle on real exchange rate misalignments with respect to exchange rate regimes," International Economics, CEPII research center, issue 170, pages 92-102.
• Martín Almuzara & Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "GDP Solera. The Ideal Vintage Mix," Working Papers, CEMFI, number wp2022_2204, Apr.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Specification tests for non-Gaussian structural vector autoregressions," Working Papers, CEMFI, number wp2022_2212, Dec.
• Jaromir Baxa & Jan Zacek, 2022, "Monetary Policy and the Financial Cycle: International Evidence," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/4, Apr.
• John Cajas-Guijarro & Anthony Pozo-Barrera & Dom�nica C�rdenas-L�pez, 2022, "Neutralidad monetaria y deuda externa en dolarización: el caso ecuatoriano desde un enfoque de cointegración," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 92, issue 9, pages 317-377.
• John Cajas Guijarro & Hugo J�come Estrella & Bryan P�rez Almeida, 2022, "Mercado laboral y shocks petroleros: un análisis de cohorte y PVAR para Ecuador," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 86, pages 243-276.
• Daniele Covri Rivera, 2022, "Función consumo final de hogares para Ecuador, periodo 2000-2017," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 545-568, DOI: 10.15446/cuad.econ.v41n87.92260.
• Julián Camilo Galvis Niño & Juan Felipe Acevedo Estrella, 2022, "Determinantes de las brechas de género para Colombia 2016-2020," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022648, Sep.
• Francisco Jose Perez Torres, 2022, "Ocupación informal y formal en Colombia, equilibrios de largo plazo y principales causas históricas (2001-2019). Un análisis vectorial de corrección de errores," Tiempo y Economía, Universidad de Bogotá Jorge Tadeo Lozano, volume 9, issue 1, pages 41-103, DOI: 10.21789/24222704.1690.
• Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2022, "We modeled long memory with just one lag!," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2022016, Apr.
• Bauwens, Luc & Otranto, Edoardo, 2022, "Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3202, Mar, DOI: https://doi.org/10.1093/jjfinec/nba.
• Mlikota, Marko & Schorfheide, Frank, 2022, "Sequential Monte Carlo With Model Tempering," CEPR Discussion Papers, Centre for Economic Policy Research, number 17035, Feb.
• Chang, Minsu & Schorfheide, Frank, 2022, "On the Effects of Monetary Policy Shocks on Earnings and Consumption Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 17049, Feb.
• Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 17111, Mar.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2022, "Local Projections in Unstable Environments: How Effective is Fiscal Policy?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17134, Mar.
• Lewis, Daniel & Mertens, Karel, 2022, "Dynamic Identification Using System Projections and Instrumental Variables," CEPR Discussion Papers, Centre for Economic Policy Research, number 17153, Mar.
• Almuzara, Martin & Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2022, "GDP Solera: The Ideal Vintage Mix," CEPR Discussion Papers, Centre for Economic Policy Research, number 17196, Apr.
• Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022, "When do state-dependent local projections work?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17265, Apr.
• Foroni, Claudia & Furlanetto, Francesco, 2022, "Explaining Deviations from Okun's Law," CEPR Discussion Papers, Centre for Economic Policy Research, number 17369, Jun.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2022, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," CEPR Discussion Papers, Centre for Economic Policy Research, number 17461, Jul.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2022, "Blended Identification in Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 17640, Nov.
• Hauzenberger, Niko & Huber, Florian & Marcellino, Massimiliano & Petz, Nico, 2022, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 17646, Nov.
• Canova, Fabio & Pappa, Evi, 2022, "Costly disasters, energy consumption, and the role of fiscal policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 17655, Nov.
• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2022, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CEPR Discussion Papers, Centre for Economic Policy Research, number 17698, Nov.
• Beaudry, Paul & Collard, Fabrice & Feve, Patrick & Guay, Alain & Portier, Franck, 2022, "Dynamic Identification in VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 17726, Dec.
• Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022, "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, volume 90, issue 2, pages 685-713, March, DOI: 10.3982/ECTA18506.
• David Gabauer & Sowmya Subramaniam & Rangan Gupta, 2022, "On the transmission mechanism of Asia‐Pacific yield curve characteristics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 1, pages 473-488, January, DOI: 10.1002/ijfe.2163.
• Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022, "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
• Malin Gardberg & Lorenzo Pozzi, 2022, "Aggregate consumption and wealth in the long run: The impact of financial liberalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 161-186, January, DOI: 10.1002/jae.2870.
• Malte Knüppel & Fabian Krüger, 2022, "Forecast uncertainty, disagreement, and the linear pool," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 23-41, January, DOI: 10.1002/jae.2834.
• Jo Reynaerts & Jakob Vanschoonbeek, 2022, "The economics of state fragmentation: Assessing the economic impact of secession," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 1, pages 82-115, January, DOI: 10.1002/jae.2857.
• Jorge Rodríguez & Fernando Saltiel & Sergio Urzúa, 2022, "Dynamic treatment effects of job training," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 242-269, March, DOI: 10.1002/jae.2877.
• Anthony Garratt & Ivan Petrella, 2022, "Commodity prices and inflation risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 392-414, March, DOI: 10.1002/jae.2868.
• Michael T. Owyang & Jeremy Piger & Daniel Soques, 2022, "Contagious switching," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 2, pages 415-432, March, DOI: 10.1002/jae.2874.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2022, "The global component of inflation volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 700-721, June, DOI: 10.1002/jae.2896.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022, "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 882-895, August, DOI: 10.1002/jae.2905.
• Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 965-987, August, DOI: 10.1002/jae.2908.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2022, "Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1525-1556, November, DOI: 10.1002/for.2878.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2022, "Business Cycles across Space and Time," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 4, pages 921-952, June, DOI: 10.1111/jmcb.12860.
• Alexander Glas & Matthias Hartmann, 2022, "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, volume 13, issue 3, pages 979-1022, July, DOI: 10.3982/QE1703.
• Gomes, Pedro & Kurter, Zeynep O. & Morita, Rubens, 2022, "European Sovereign Bond and Stock Market Granger Causality Dynamics," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1405.
• Forni, Mario & Gambetti, Luca & Ricco, Giovanni, 2022, "External Instrument SVAR Analysis for Noninvertible Shocks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1444.
• Filippo Gusella, 2022, "Detecting And Measuring Financial Cycles In Heterogeneous Agents Models: An Empirical Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 02n03, pages 1-22, March, DOI: 10.1142/S0219525922400021.
• Hua Chen & Domenico Tarzia & Giovanni Vittorino & Andros Gregoriou, 2022, "Volatility Spillovers During the Chinese Stock Market Crisis: A MEM-Based Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 25, issue 04, pages 1-30, December, DOI: 10.1142/S021909152250031X.
• Patrik Barišić & Tibor Kovač & Vladimir Arčabić, 2022, "Identifying aggregate supply and demand shocks in small open economies," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2202, Mar.
• Nyholm, Juho & Silvo, Aino, 2022, "A model for predicting Finnish household loan stocks," BoF Economics Review, Bank of Finland, number 4/2022.
• Bettendorf, Timo & Karadimitropoulou, Aikaterini, 2022, "Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model," Discussion Papers, Deutsche Bundesbank, number 05/2022.
• Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022, "The global financial cycle and macroeconomic tail risks," Discussion Papers, Deutsche Bundesbank, number 43/2022.
• Kilian, Lutz & Plante, Michael & Richter, Alexander W., 2022, "Macroeconomic responses to uncertainty shocks: The perils of recursive orderings," CFS Working Paper Series, Center for Financial Studies (CFS), number 687, DOI: 10.2139/ssrn.4361693.
• Zadrozny, Peter A., 2022, "Linear identification of linear rational-expectations models by exogenous variables reconciles Lucas and Sims," CFS Working Paper Series, Center for Financial Studies (CFS), number 682.
• Niftiyev, Ibrahim, 2022, "The Dutch Disease Syndrome Side Effects in Manufacturing Employment: A VAR Analysis of the Azerbaijan Economy," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 266654.
• Diegel, Max, 2022, "Time-varying credibility, anchoring and the Fed's inflation target," Discussion Papers, Free University Berlin, School of Business & Economics, number 2022/9, DOI: 10.17169/refubium-36967.
• Langenbucher, Katja, 2022, "Consumer credit in the age of AI: Beyond anti-discrimination law," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 42.
• Duan, Fang, 2022, "Forecasting risk measures based on structural breaks in the correlation matrix," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 945, DOI: 10.4419/96973106.
• Prüser, Jan & Blagov, Boris, 2022, "Improving inference and forecasting in VAR models using cross-sectional information," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 960, DOI: 10.4419/96973124.
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• du Plessis, Emile & Fritsche, Ulrich, 2022, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 67.
• Fengler, Matthias & Polivka, Jeanine, 2022, "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264010.
• Härtl, Tilmann, 2022, "Identifying Proxy VARs with Restrictions on the Forecast Error Variance," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264071.
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• Maryam Ahmadi & Chiara Casoli & Matteo Manera & Daniele Valenti, 2022, "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," Working Papers, Fondazione Eni Enrico Mattei, number 2022.46, Dec.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.
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• Vadim Ye. Zyamalov, 2022, "Applying the Multi Regime Models to the Modelling the Dynamics of Financial Time Series
  [Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Natalia S. Nikitina, 2022, "Forecasting the Real Estate Price Index in Russia
  [Прогнозирование Индекса Цен На Недвижимость В России]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
• Andrey V. Zubarev & Mariya A. Kirillova, 2022, "Estimating the Decline in Russia's GDP Due to the Trade Restrictions with the EU, the US, Great Britain and Japan
  [Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией Торговли С Россией]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
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• Vadim Ye. Zyamalov, 2022, "Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
• Natalia S. Nikitina, 2022, "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
• Andrey V. Zubarev & Mariya A. Kirillova, 2022, "Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией Торговли С Россией," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
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• William A. Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," JRFM, MDPI, volume 15, issue 10, pages 1-17, October.
• Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
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• Oussama Houari, 2022, "Uncertainty shocks and business cycles in the US: New insights from the last three decades," Post-Print, HAL, number hal-03723972, Apr, DOI: 10.1016/j.econmod.2022.105762.
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• Marianna Epicoco & Magali Jaoul-Grammare & Anne Plunket, 2022, "Radical technologies, recombinant novelty and productivity growth: a cliometric approach," Post-Print, HAL, number halshs-03765637, DOI: 10.1007/s00191-022-00768-5.
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• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2022, "Makroekonomski Učinci Diskrecijskih Izmjena U Sustavu Poreza Na Dodanu Vrijednost (Pdv) U Hrvatskoj: Narativni Pristup," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 6, pages 881-904, DOI: 10.32910/ep.73.6.3.
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• 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.
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