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

• Liu, Zhenhua & Zhang, Huiying & Ding, Zhihua & Lv, Tao & Wang, Xu & Wang, Deqing, 2022, "When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105941.
• Büyükbaşaran, Tayyar & Karasoy-Can, Gökçe & Küçük, Hande, 2022, "Macroeconomic effects of bank lending in an emerging economy: Evidence from Turkey," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105946.
• Sungurtekin Hallam, Bahar, 2022, "Emerging market responses to external shocks: A cross-country analysis," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105948.
• Jia, Yanyan & Fang, Yi & Jing, Zhongbo & Lin, Faqin, 2022, "Price connectedness and input–output linkages: Evidence from China," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.105997.
• Barbieri Góes, Maria Cristina & Deleidi, Matteo, 2022, "Output determination and autonomous demand multipliers: An empirical investigation for the US economy," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106004.
• Song, Feng & Cui, Jian & Yu, Yihua, 2022, "Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106036.
• Yildirim, Zekeriya, 2022, "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106042.
• Jiang, Kunliang & Ye, Wuyi, 2022, "Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106046.
• Alomari, Mohammad & Al Rababa'a, Abdel Razzaq & Ur Rehman, Mobeen & Power, David M., 2022, "Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101584.
• Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022, "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101632.
• Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
• Wu, Xinyu & Xie, Haibin & Zhang, Huanming, 2022, "Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101703.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022, "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101735.
• Yang, Cai & Wang, Xinyi & Gao, Wang, 2022, "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101747.
• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022, "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101799.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101801.
• Chen, Ji & Yang, Xinglin & Liu, Xiliang, 2022, "Learning, disagreement and inflation forecasting," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101834.
• Qi, Xiaohong & Zhang, Guofu, 2022, "Dynamic connectedness of China’s green bonds and asset classes," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101842.
• Qiao, Xingzhi & Zhu, Huiming & Zhang, Zhongqingyang & Mao, Weifang, 2022, "Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101843.
• Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022, "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110245.
• Kerssenfischer, Mark, 2022, "Information effects of euro area monetary policy," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110570.
• Just, Małgorzata & Echaust, Krzysztof, 2022, "Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110671.
• Bandi, Federico M. & Renò, Roberto, 2022, "β in the tails," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 134-150, DOI: 10.1016/j.jeconom.2020.06.006.
• Hafner, Christian M. & Herwartz, Helmut & Maxand, Simone, 2022, "Identification of structural multivariate GARCH models," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 212-227, DOI: 10.1016/j.jeconom.2020.07.019.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2022, "Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 285-304, DOI: 10.1016/j.jeconom.2021.06.008.
• Bognanni, Mark, 2022, "Comment on “Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors”," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 498-505, DOI: 10.1016/j.jeconom.2021.10.008.
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2022, "Robust Bayesian inference in proxy SVARs," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 107-126, DOI: 10.1016/j.jeconom.2021.02.003.
• Gallant, A. Ronald, 2022, "Nonparametric Bayes subject to overidentified moment conditions," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 27-38, DOI: 10.1016/j.jeconom.2021.02.005.
• Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening, 2022, "Bayesian estimation of long-run risk models using sequential Monte Carlo," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 62-84, DOI: 10.1016/j.jeconom.2020.12.008.
• Jin, Xin & Maheu, John M. & Yang, Qiao, 2022, "Infinite Markov pooling of predictive distributions," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 302-321, DOI: 10.1016/j.jeconom.2021.10.010.
• Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022, "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 510-534, DOI: 10.1016/j.jeconom.2021.06.006.
• Zhu, Yinchu & Timmermann, Allan, 2022, "Conditional rotation between forecasting models," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 329-347, DOI: 10.1016/j.jeconom.2021.10.006.
• Andersen, Torben G. & Varneskov, Rasmus T., 2022, "Testing for parameter instability and structural change in persistent predictive regressions," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 361-386, DOI: 10.1016/j.jeconom.2021.05.011.
• Christensen, Jens H.E. & Spiegel, Mark M., 2022, "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 410-431, DOI: 10.1016/j.jeconom.2021.10.007.
• Inoue, Atsushi & Kilian, Lutz, 2022, "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 457-476, DOI: 10.1016/j.jeconom.2021.05.010.
• Kleppe, Tore Selland & Liesenfeld, Roman & Moura, Guilherme Valle & Oglend, Atle, 2022, "Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 105-127, DOI: 10.1016/j.ecosta.2021.03.008.
• Senra Hodelin, Reynaldo, 2022, "Public banking and economic growth: The experiences of 10 countries since the 1950s until 2017," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100938.
• Canetg, Fabio & Kaufmann, Daniel, 2022, "Overnight rate and signalling effects of central bank bills," European Economic Review, Elsevier, volume 143, issue C, DOI: 10.1016/j.euroecorev.2022.104060.
• Elstner, Steffen & Grimme, Christian & Kecht, Valentin & Lehmann, Robert, 2022, "The diffusion of technological progress in ICT," European Economic Review, Elsevier, volume 149, issue C, DOI: 10.1016/j.euroecorev.2022.104277.
• Fanelli, Luca & Marsi, Antonio, 2022, "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104281.
• Prakash, Navendu & Srivastava, Bhavya & Singh, Shveta & Sharma, Seema & Jain, Sonali, 2022, "Effectiveness of social distancing interventions in containing COVID-19 incidence: International evidence using Kalman filter," Economics & Human Biology, Elsevier, volume 44, issue C, DOI: 10.1016/j.ehb.2021.101091.
• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
• Azad, Nahiyan Faisal & Serletis, Apostolos, 2022, "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100875.
• Rahman, Sajjadur, 2022, "The asymmetric effects of oil price shocks on the U.S. stock market," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105694.
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Sardar, Naafey & Sharma, Shahil, 2022, "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105814.
• Kim, Jaeho & Linn, Scott C., 2022, "Price discovery under model uncertainty," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105833.
• Xu, Qinhua & Fu, Buben & Wang, Bin, 2022, "The effects of oil price uncertainty on China’s economy," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105840.
• Ren, Xiaohang & Duan, Kun & Tao, Lizhu & Shi, Yukun & Yan, Cheng, 2022, "Carbon prices forecasting in quantiles," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105862.
• Salisu, Afees A. & Gupta, Rangan & Demirer, Riza, 2022, "Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105934.
• Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022, "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105936.
• Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022, "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105913.
• Wang, Quan-Jing & Wang, Hai-Jie & Chang, Chun-Ping, 2022, "Environmental performance, green finance and green innovation: What's the long-run relationships among variables?," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106004.
• Chatziantoniou, Ioannis & Gabauer, David & Perez de Gracia, Fernando, 2022, "Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106051.
• Sohag, Kazi & Hammoudeh, Shawkat & Elsayed, Ahmed H. & Mariev, Oleg & Safonova, Yulia, 2022, "Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106068.
• Chanatásig-Niza, Evelyn & Ciarreta, Aitor & Zarraga, Ainhoa, 2022, "A volatility spillover analysis with realized semi(co)variances in Australian electricity markets," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106076.
• Caporin, Massimiliano & Costola, Michele, 2022, "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106088.
• Al Jabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2022, "Oil prices and fiscal policy in an oil-exporter country: Empirical evidence from Oman," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106103.
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022, "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106125.
• Zhang, Xiang & Baek, Jungho, 2022, "The role of oil price shocks on exchange rates for the selected Asian countries: Asymmetric evidence from nonlinear ARDL and generalized IRFs approaches," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106178.
• Čech, František & Zítek, Michal, 2022, "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106204.
• Cai, Yifei & Mignon, Valérie & Saadaoui, Jamel, 2022, "Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106199.
• Herrera, Gabriel Paes & Constantino, Michel & Su, Jen-Je & Naranpanawa, Athula, 2022, "Renewable energy stocks forecast using Twitter investor sentiment and deep learning," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106285.
• Miller, J. Isaac & Nam, Kyungsik, 2022, "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106291.
• Będowska-Sójka, Barbara & Kliber, Agata, 2022, "Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106360.
• Jiménez-Rodríguez, Rebeca, 2022, "Oil shocks and global economy," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106373.
• Das, Debojyoti & Maitra, Debasish & Dutta, Anupam & Basu, Sankarshan, 2022, "Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106388.
• Nonejad, Nima, 2022, "Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106395.
• Guo, Jin & Tanaka, Tetsuji, 2022, "Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106422.
• Kundan Kumar & Rajendra Narayan Paramanik, 2022, "Dynamic Connectedness among Business Cycle, Financial Cycle, and Policy Uncertainty Index in India," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 4, pages 127-146, December.
• Iqbal Jebril & P. Dhanaraj & Ghaida Muttashar Abdulsahib & SatheeshKumar Palanisamy & T.Prabhu & Osamah Ibrahim Khalaf, 2022, "Analysis of Electrically Couple SRR EBG Structure for Sub 6 GHz Wireless Applications," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 102-123, December.
• Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022, "A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-01, Jan.
• Javier Haulde & Morten Ørregaard Nielsen, 2022, "Fractional integration and cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-02, Jan.
• Morten Ørregaard Nielsen & Wonk-ki Seo & Dakyung Seong, 2022, "Inference on the dimension of the nonstationary subspace in functional time series," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-04, Jan.
• Bent Jesper Christensen & Luca Neri & Juan Carlos Parra-Alvarez, 2022, "Estimation of continuous-time linear DSGE models from discrete-time measurements," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-12, Dec.
• Ayben Koy & Mehmet Yusuf Güngör & Oğuz Şimşek, 2022, "Analysis of Intraday Non-linear Asymmetrical Relationship in Us Stock Exchanges With Momentum Threshold Models," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 63-76, April, DOI: https://doi.org/10.33203/mfy.103813.
• Mduduzi Biyase & Mathias Manguzvane & Thomas Udiman, 2022, "Remittances And Economic Growth In South Africa: Applying Ardl Bounds Testing Analysis In The Presence Of Structural Breaks," Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa, number edwrg-07-2022, revised 2022.
• Christiane Baumeister & James D. Hamilton, 2022, "Structural Vector Autoregressions with Imperfect Identifying Information," AEA Papers and Proceedings, American Economic Association, volume 112, pages 466-470, May, DOI: 10.1257/pandp.20221044.
• Christian K. Wolf, 2022, "What Can We Learn from Sign-Restricted VARs?," AEA Papers and Proceedings, American Economic Association, volume 112, pages 471-475, May, DOI: 10.1257/pandp.20221045.
• Neville Francis & Gene Kindberg-Hanlon, 2022, "Signing Out Confounding Shocks in Variance-Maximizing Identification Methods," AEA Papers and Proceedings, American Economic Association, volume 112, pages 476-480, May, DOI: 10.1257/pandp.20221046.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian, 2022, "SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?," AEA Papers and Proceedings, American Economic Association, volume 112, pages 481-485, May, DOI: 10.1257/pandp.20221047.
• Mercy T. Musakwa & Nicholas M Odhiambo, 2022, "Does Tourism Influence Financial Development In Kenya," Working Papers, African Economic and Social Research Institute (AESRI), number 2202, Jun.
• A.U. Aimola & N.M. Odhiambo, 2022, "Is the Effect of Public Debt on Inflation Symmetric or Asymmetric? Evidence from the Gambia," Working Papers, African Economic and Social Research Institute (AESRI), number 2210, Dec.
• A.U. Aimola & N.M. Odhiambo, 2022, "External Debt, Domestic Debt and Inflation in Nigeria: A Multivariate Granger-Causality Test," Working Papers, African Economic and Social Research Institute (AESRI), number 2214, Dec.
• M.T. Musakwa & N.M. Odhiambo, 2022, "Financial Development and Economic Growth in Botswana: New Evidence from Disaggregated Data," Working Papers, African Economic and Social Research Institute (AESRI), number 2229, Dec.
• Felipe Vieira Passos & Roberto Meurer, 2022, "Mecanismo de transmissão da política monetária: Canal do crédito na economia brasileira – Uma abordagem com VAR clássico e bayesiano," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 19, issue 2, pages 188-229, july-dece, DOI: 10.5935/1808-2785/rem.v19n2p.188-22.
• Yuri Cesar de Lima e Silva & João Henrique do Carmo Camelo, 2022, "Desenvolvimento do Mercado Financeiro e Crescimento Econômico: Evidências sobre Causalidade no Brasil," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 19, issue 2, pages 230-251, july-dece, DOI: 10.5935/1808-2785/rem.v19n2p.230-25.
• Festus F. Adedoyin & Olawumi A. Osundina & Festus V. Bekun & Simplice A. Asongu, 2022, "Toward achieving sustainable development agenda: Nexus between Agriculture, Trade Openness, and Oil rents in Nigeria," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/031, Jan.
• Simplice A. Asongu & Beatrice D. Simo-Kengne, 2022, "Demographic Change and Wealth Inequality: Global Evidence," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/085, Jan.
• Beverly, Joshua P. & Neill, Clinton L. & Stewart, Shamar, 2022, "The Dynamics of Labor Force Participation: All Quiet on the Appalachian Front?," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322258, Aug, DOI: 10.22004/ag.econ.322258.
• Ahmadi, Maryam & Casoli, Chiara & Manera, Matteo & Valenti, Daniele, undated, "Modelling the effects of climate change on economic growth: a Bayesian Structural Global Vector Autoregressive approach," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 329740, DOI: 10.22004/ag.econ.329740.
• R. Can Akkay, 2022, "Income Convergence Among Turkish Provinces: An Income Inequality Approach," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 274-300, DOI: 10.30784/epfad.1062258.
• Erkan Ustaoğlu, 2022, "Analysis of Relations between CDS, Stock Market, and Exchange Rate: Evidence from Covid-19," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 301-315, DOI: 10.30784/epfad.1085420.
• Tuncer Yılmaz & Bülent Yıldız, 2022, "Yatırımcıların Risk İştahı Endeksi İle Korku Endeksleri Arasındaki İlişki: Türkiye’de ARDL İle Ampirik Bir Uygulama," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 646-676, DOI: 10.30784/epfad.1121939.
• Ayşegül Ertuğrul & Gizem Arı, 2022, "Examination of the Relationship between Stock Management and Profitability in Businesses: An Application on Borsa Istanbul Manufacturing Companies," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 839-854, DOI: 10.30784/epfad.1145818.
• Hasan Kazak, 2022, "İslami Bankacılık Konvansiyonel Bankacılık Üzerinde Etkili mi? Türkiye Örneği Üzerinden Bir Nedensellik Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 982-998, DOI: 10.30784/epfad.1196986.
• Ebru Z. Boyacıoğlu & M. Kenan Terzioğlu, 2022, "Do Health Spending and Economic Growth Matter in Development? Evidence from Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 19-32, DOI: 10.30784/epfad.1147618.
• Hafner, Christian & Herwartz, Helmut, 2022, "Asymmetric volatility impulse response functions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022037, Nov.
• Candelon, Bertrand & Hasse, Jean-Baptiste, 2022, "Testing for Causality between Climate Policies and Carbon Emissions Reduction," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022005, Jun.
• Juan Cuattromo, 2022, "Tipo de Cambio Real y Paridad de Poder Adquisitivo: Una aproximación no lineal," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), volume 16, issue 24, pages 7-75, July, DOI: https://doi.org/10.56503/repba.Nro..
• Roberto Esposti, 2022, "Dating Common Commodity Price And Inflation Shocks With Alternative Approaches," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 469, Jul.
• Roberto Esposti, 2022, "Who Moves First? Commodity Price Interdependence Through Time-Varying Granger Causality," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 471, Oct.
• Alexander David & Pietro Veronesi, 2022, "A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 439-463, November, DOI: 10.1146/annurev-financial-111720-09.
• Fatima Zahra LAGHMAM, 2022, "Evaluation de l’impact de la dette publique intérieure sur le crédit bancaire au secteur privé," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 1-2, pages 458-470.
• Somia GHRARA & Brahim ELMORCHID, 2022, "Congés fiscaux et afflux des IDE dans les pays de la CEDEAO : Une application à l’aide de l’approche PMG," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 4-1, pages 21-42.
• Serges Delon YOPA DJENGA & Simplice Gael TONMO & Laurent NDJANYOU, 2022, "A Semi-Strong Form Test of Emerging Market Efficiency: Evidence to An African Stock Market," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 4-3, pages 21-41.
• Mohamed ER-RAHMANY & Fouad BEN ELHAJ, 2022, "Evaluation des chocs de la politique monétaire sur l’inflation : Cas du Maroc," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 6-2, pages 130-145.
• Oussama RITAHI & Abdellah ECHAOUI, 2022, "Modélisation de l’impact des chocs externes sur l’économie Marocaine," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 6-2, pages 219-230.
• Дускалиева Сауле // Duskaliyeva Saule & Галимова Агия // Galimova Agiya & Жанабеков Сарсен // Zhanabekov Sarsen, 2022, "Влияние конкурентной среды на ценообразование // The impact of the competitive environment on pricing," Working Papers, National Bank of Kazakhstan, number #2022-8.
• Kerry Loaiza-Marín, 2022, "Nowcasting the Costa Rican Quarterly Output Growth," Documentos de Trabajo, Banco Central de Costa Rica, number 2107, Feb.
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• Catalina Sandoval-Alvarado & Alonso Alfaro-Ureña, 2022, "The relationship between commodity prices and inflation in Costa Rica," Notas Técnicas, Banco Central de Costa Rica, number 2209, Dec.
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• Ramis Khabibullin & Sergei Seleznev, 2022, "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Papers, arXiv.org, number 2210.07154, Oct.
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• Hassanudin Mohd Thas Thaker, 2023, "COVID-19, Mobility, and Stock Markets Performance - Evidence From ASEAN-5," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 3, issue 4, pages 1-6, DOI: 2023/03/09.
• Selçuk Akçay, 2022, "Investor Sentiment and Oil Prices in the United States - Evidence From a Time-Varying Causality Test," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 3, issue 2, pages 1-7, DOI: 2022/06/16.
• Ilkin Huseynov & Nazrin Ramazanova & Hikmat Valirzayev, 2022, "Using National Payment System Data to Nowcast Economic Activity in Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 2201, May.
• Tural Yusifzada, 2022, "Response of Inflation to the Climate Stress: Evidence from Azerbaijan," Working Papers, Central Bank of Azerbaijan Republic, number 2202, Sep.
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• Javier Garcia-Cicco & Lorena Garegnani & Maximiliano Gomez Aguirre & Ariel Krysa & Luis Libonatti, 2022, "Empirical Regularities of Inflation in Latin America," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 2022101, May.
• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• Congressional Budget Office, 2022, "Quantifying the Uncertainty of Long-Term Economic Projections: Working Paper 2022-07," Working Papers, Congressional Budget Office, number 57711, Apr.
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• 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.