Research classified by Journal of Economic Literature (JEL) codes

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

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

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

2021

• Joseph Falzon & Elaine Bonnici, 2021, "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 100-118, December, DOI: 10.1108/IES-03-2021-0012.
• Aula Ahmad Hafidh, 2021, "Responses of Islamic banking variables to monetary policy shocks in Indonesia," Islamic Economic Studies, Emerald Group Publishing Limited, volume 28, issue 2, pages 174-190, July, DOI: 10.1108/IES-11-2020-0049.
• Maria Elisabete Neves & Mário Abreu Pinto & Carla Manuela de Assunção Fernandes & Elisabete Fátima Simões Vieira, 2021, "Value and growth stock returns: international evidence (JES)," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 5, pages 698-733, October, DOI: 10.1108/IJAIM-05-2021-0097.
• Suryakanta Nayak & Dukhabandhu Sahoo, 2021, "FDI inflow, ICT and economic performance of India: an empirical investigation," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2054-2071, September, DOI: 10.1108/IJOEM-01-2021-0094.
• Sima Rani Dey & Mohammad Tareque, 2021, "Twin deficits hypothesis in Bangladesh: an empirical investigation," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 9, pages 2350-2379, March, DOI: 10.1108/IJOEM-06-2020-0628.
• Zhuoqun Zhang & Tao Zhang, 2021, "Has the dependence structure of the BRICS exchange rates changed after the financial crisis? Evidence from R-Vine copula model," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 10, pages 2490-2509, March, DOI: 10.1108/IJOEM-06-2020-0717.
• Muhammad Ahad & Zaheer Anwer & Wasim Ahmad, 2021, "Does crime-tourism nexus hold for Pakistan?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 8, pages 1815-1839, January, DOI: 10.1108/IJOEM-08-2020-0889.
• Çağlayan Aslan & Senay Acikgoz, 2021, "Analysis of global economic policy uncertainty and export flows for emerging markets with panel VAR modeling," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2790-2815, September, DOI: 10.1108/IJOEM-12-2020-1570.
• Lokman Gunduz & Hamad Mohammed Rahman Humaid Alshamsi & Mehmet Yasin Ulukus, 2021, "Closer together or further apart? Club convergence in the Organization of Islamic Cooperation (OIC) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 5, pages 1021-1042, June, DOI: 10.1108/IMEFM-05-2020-0261.
• Manu Sharma & Geetilaxmi Mohapatra & Arun Kumar Giri, 2021, "Is tourism pro-poor in India? An empirical investigation using ARDL approach," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 38, issue 4, pages 602-618, April, DOI: 10.1108/JEAS-02-2021-0031.
• Cosimo Magazzino & Marco Mele & Nicolas Schneider, 2021, "Testing the convergence and the divergence in five Asian countries: from a GMM model to a new Machine Learning algorithm," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 1002-1016, August, DOI: 10.1108/JES-01-2021-0027.
• Erhan Mugaloglu & Ali Yavuz Polat & Hasan Tekin & Edanur Kılıç, 2021, "Assessing the impact of Covid-19 pandemic in Turkey with a novel economic uncertainty index," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 5, pages 821-832, June, DOI: 10.1108/JES-02-2021-0081.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 937-959, August, DOI: 10.1108/JES-02-2021-0109.
• Ansgar Belke & Pascal Goemans, 2021, "Uncertainty and nonlinear macroeconomic effects of fiscal policy in the US: a SEIVAR-based analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 623-646, May, DOI: 10.1108/JES-07-2020-0334.
• R. Scott Hacker & Abdulnasser Hatemi-J, 2021, "Model selection in time series analysis: using information criteria as an alternative to hypothesis testing," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 1055-1075, September, DOI: 10.1108/JES-09-2020-0469.
• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021, "Stage-I Shariah compliant Macaulay’s duration model testing," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 12, issue 7, pages 941-964, August, DOI: 10.1108/JIABR-05-2020-0158.
• Suriani Suriani & M. Shabri Abd. Majid & Raja Masbar & Nazaruddin A. Wahid & Abdul Ghafar Ismail, 2021, "Sukuk and monetary policy transmission in Indonesia: the role of asset price and exchange rate channels," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 12, issue 7, pages 1015-1035, August, DOI: 10.1108/JIABR-09-2019-0177.
• Muhammad Abubakr Naeem & Saba Sehrish & Mabel D. Costa, 2021, "COVID-19 pandemic and connectedness across financial markets," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 2, pages 165-178, February, DOI: 10.1108/PAR-08-2020-0114.
• Antonio Focacci, 2021, "Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 1007-1039, June, DOI: 10.1108/SEF-02-2021-0062.
• Hardik Marfatia, 2021, "What do foreign flows tell us about stock market movements in the presence of permanent and transitory shocks?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 219-238, November, DOI: 10.1108/SEF-05-2021-0213.
• Bhavesh Garg & K.P. Prabheesh, 2021, "The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 469-486, February, DOI: 10.1108/SEF-09-2020-0387.
• Alexander Chudik & Kamiar Mohaddes & Mehdi Raissi, 2021, "COVID-19 Fiscal Support and Its Effectiveness," Working Papers, Economic Research Forum, number 1465, Mar, revised 20 Mar 2021.
• Ahmed H. Elsayed & Nader Naifar & Ahmed H. Elsayed, 2021, "Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries," Working Papers, Economic Research Forum, number 1474, Aug, revised 20 Aug 2021.
• Mohamed A.M. Sallam, 2021, "Determinants of Growth in Manufacturing Industries: Empirical Evidence from Egypt Using the ARDL Approach," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 137-153.
• Trakakis Anastasios & Nektarios Miltiadis & Tziaferi Styliani & Prezerakos Panagiotis, 2021, "Measuring Technical Efficiency of Health Centers in Greece: A Data Envelopment Analysis Application for the Primary Health System of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1333-1353.
• Radoslaw Sobko & Maria Klonowska-Matynia, 2021, "The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 198-219.
• Vítor Martins & Alessandro Turrini & Bořek Vašíček & Madalina Zamfir, 2021, "Euro Area Housing Markets: Trends, Challenges and Policy Responses," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 147, Sep.
• Fabio Canova & Evi Pappa, 2021, "Costly Disasters and the Role of Fiscal Policy: Evidence from US States," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 151, Nov.
• Michal Kuchta, 2021, "Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/10, Apr, revised Apr 2021.
• Barbora Malinska, 2021, "Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/19, Jun, revised Jun 2021.
• Jiri Witzany & Martin Divis, 2021, "Interest Rate Risk of Savings Accounts," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/21, Jun, revised Jun 2021.
• Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2021, "Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/29, Sep, revised Sep 2021.
• Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan Rubio-Ramírez & Pal Ulvedal, 2021, "Estimating Hysteresis Effects," Working Papers, FEDEA, number 2021-11, Jun.
• Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers, FEDEA, number 2021-14, Nov.
• Chiara Casoli & Riccardo (Jack) Lucchetti, 2021, "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," Working Papers, Fondazione Eni Enrico Mattei, number 2021.19, Jul.
• Francesco Furlanetto & Antoine Lepetit & Ørjan Robstad & Juan F. Rubio-Ramirez & Pål Ulvedal, 2021, "Estimating Hysteresis Effects," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-24, Nov, DOI: 10.29338/wp2021-24.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 21-08R, Mar, revised 12 Jul 2022, DOI: 10.26509/frbc-wp-202108r.
• 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.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021, "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, volume 66, issue 2, pages 279-307, April, DOI: 10.1007/s00168-020-01021-2.
• G. Rigatos & P. Siano & M. Abbaszadeh & T. Ghosh, 2021, "Nonlinear optimal control of coupled time-delayed models of economic growth," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 375-399, June, DOI: 10.1007/s10203-021-00327-w.
• Gianna Figá-Talamanca & Sergio Focardi & Marco Patacca, 2021, "Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 863-882, December, DOI: 10.1007/s10203-021-00318-x.
• Davide Provenzano & Rodolfo Baggio, 2021, "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 941-955, December, DOI: 10.1007/s10203-021-00319-w.
• Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva, 2021, "Betting on bitcoin: a profitable trading between directional and shielding strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 883-903, December, DOI: 10.1007/s10203-021-00324-z.
• Georg Keilbar & Yanfen Zhang, 2021, "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, volume 3, issue 1, pages 1-23, March, DOI: 10.1007/s42521-021-00027-5.
• Stéphane Goutte & Benjamin Keddad, 2021, "A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_12.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_9.
• Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2021, "Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis," Empirical Economics, Springer, volume 60, issue 2, pages 539-555, February, DOI: 10.1007/s00181-019-01783-5.
• Youssef Akil & Hendrik Sonnabend, 2021, "The common-interest game between terrorists and the media: replication and extension," Empirical Economics, Springer, volume 60, issue 3, pages 1593-1606, March, DOI: 10.1007/s00181-019-01799-x.
• Tim Kutzker & Florian Stark & Dominik Wied, 2021, "Testing for relevant dependence change in financial data: a CUSUM copula approach," Empirical Economics, Springer, volume 60, issue 4, pages 1875-1894, April, DOI: 10.1007/s00181-019-01811-4.
• Chak Hung Jack Cheng & Nopphol Witvorapong, 2021, "Health care policy uncertainty, real health expenditures and health care inflation in the USA," Empirical Economics, Springer, volume 60, issue 4, pages 2083-2103, April, DOI: 10.1007/s00181-019-01818-x.
• Jean-Paul Chavas, 2021, "The dynamics and volatility of prices in multiple markets: a quantile approach," Empirical Economics, Springer, volume 60, issue 4, pages 1607-1628, April, DOI: 10.1007/s00181-020-01821-7.
• Demetris Koursaros & Nektarios Michail & Christos Savva, 2021, "Tell me where to stop: thresholds in the bank lending and output growth relationship," Empirical Economics, Springer, volume 60, issue 4, pages 1845-1873, April, DOI: 10.1007/s00181-020-01823-5.
• Lealand Morin & Ying Shang, 2021, "Federal Reserve policy after the zero lower bound: an indirect inference approach," Empirical Economics, Springer, volume 60, issue 4, pages 2105-2124, April, DOI: 10.1007/s00181-020-01824-4.
• Alain Kabundi & Asithandile Mbelu, 2021, "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, volume 60, issue 4, pages 1817-1844, April, DOI: 10.1007/s00181-020-01844-0.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," Empirical Economics, Springer, volume 60, issue 6, pages 2701-2740, June, DOI: 10.1007/s00181-021-02029-z.
• Verena Monschang & Bernd Wilfling, 2021, "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, volume 61, issue 1, pages 145-172, July, DOI: 10.1007/s00181-020-01859-7.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2021, "International confidence spillovers and business cycles in small open economies," Empirical Economics, Springer, volume 61, issue 2, pages 773-798, August, DOI: 10.1007/s00181-020-01887-3.
• Andrea Cipollini & Ieva Mikaliunaite, 2021, "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, volume 61, issue 2, pages 855-881, August, DOI: 10.1007/s00181-020-01888-2.
• Yan Qian & Zijun Wang, 2021, "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, volume 61, issue 2, pages 799-825, August, DOI: 10.1007/s00181-020-01916-1.
• Zeina Alsalman, 2021, "Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment?," Empirical Economics, Springer, volume 61, issue 3, pages 1491-1518, September, DOI: 10.1007/s00181-020-01900-9.
• Yi-Ting Chen, 2021, "A mixed-frequency smooth measure for business conditions," Empirical Economics, Springer, volume 61, issue 4, pages 1699-1724, October, DOI: 10.1007/s00181-020-01937-w.
• António Rua, 2021, "Modelling currency demand: the case of the euro," Empirical Economics, Springer, volume 61, issue 4, pages 1865-1881, October, DOI: 10.1007/s00181-020-01939-8.
• Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
• Angela Capolongo & Claudia Pacella, 2021, "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, volume 61, issue 5, pages 2477-2499, November, DOI: 10.1007/s00181-020-01959-4.
• Ozge Kandemir Kocaaslan, 2021, "Are the responses of output and investment to oil price shocks asymmetric?: The case of an oil-importing small open economy," Empirical Economics, Springer, volume 61, issue 5, pages 2501-2516, November, DOI: 10.1007/s00181-020-01983-4.
• Jorge E. Galán & Javier Mencía, 2021, "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, volume 61, issue 6, pages 3179-3211, December, DOI: 10.1007/s00181-020-01993-2.
• Ivan Hajdukovic, 2021, "Interactions among macroeconomic policies, the energy market and environmental quality," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 23, issue 4, pages 861-913, October, DOI: 10.1007/s10018-021-00305-x.
• Andrew Adewale Alola & Festus Victor Bekun, 2021, "Obesity Kuznets curve and the reality of eco-income ellipsoids (EIE)," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 22, issue 7, pages 1095-1101, September, DOI: 10.1007/s10198-021-01308-x.
• Abdul Majid & Muhammad Yasir & Muhammad Yasir & Zahid Yousaf, 2021, "Network capability and strategic performance in SMEs: the role of strategic flexibility and organizational ambidexterity," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 11, issue 4, pages 587-610, December, DOI: 10.1007/s40821-020-00165-7.
• Veli Yilanci & Onder Ozgur & Muhammed Sehid Gorus, 2021, "Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-22, December, DOI: 10.1186/s40854-020-00221-1.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-37, December, DOI: 10.1186/s40854-021-00239-z.
• Mikhail I. Stolbov & Maria A. Shchepeleva & Alexander M. Karminsky, 2021, "A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00257-x.
• Kuan-Min Wang & Thanh-Binh Nguyen Thi & Yuan-Ming Lee, 2021, "Is gold a safe haven for the dynamic risk of foreign exchange?," Future Business Journal, Springer, volume 7, issue 1, pages 1-17, December, DOI: 10.1186/s43093-021-00101-9.
• Oscar Claveria, 2021, "On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 1-26, April, DOI: 10.1007/s41549-020-00050-2.
• Takashi Oga, 2021, "Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 27-53, April, DOI: 10.1007/s41549-021-00052-8.
• Max Soloschenko & Enzo Weber, 2021, "Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 2, pages 109-128, November, DOI: 10.1007/s41549-021-00058-2.
• Kenneth A. Tah & Geoffrey Ngene, 2021, "Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 200-210, January, DOI: 10.1007/s12197-020-09533-5.
• Laleh Samarbakhsh & Meet Shah, 2021, "Fixed income mutual fund performance during and after a crisis: a Canadian case," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 654-676, October, DOI: 10.1007/s12197-021-09541-z.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
• Fabio Milani, 2021, "COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies," Journal of Population Economics, Springer;European Society for Population Economics, volume 34, issue 1, pages 223-252, January, DOI: 10.1007/s00148-020-00792-4.
• Charles Olivier Mao Takongmo & Laetitia Lebihan, 2021, "Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 139-160, March, DOI: 10.1007/s40953-020-00213-z.
• Avishek Bhandari & Bandi Kamaiah, 2021, "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 23-37, March, DOI: 10.1007/s40953-020-00220-0.
• Dilip M. Nachane & Amlendu Dubey, 2021, "The Spectral Envelope: An Application to the Decoupling Problem in Economics," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 287-308, December, DOI: 10.1007/s40953-021-00272-w.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• Philip Hans Franses, 2021, "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 401-417, December, DOI: 10.1007/s40953-021-00277-5.
• Pami Dua & Deepika Goel, 2021, "Inflation Persistence in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 525-553, September, DOI: 10.1007/s40953-021-00237-z.
• Pavlos Stamatiou & Chaido Dritsaki & Dimitrios Niklis, 2021, "CO2 Emissions, Energy Consumption, Economic Growth, Trade, and Urbanization in Greece," Springer Proceedings in Business and Economics, Springer, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Longitudinal Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-63970-9_26.
• Philip Hans Franses, 2021, "Estimating persistence for irregularly spaced historical data," Quality & Quantity: International Journal of Methodology, Springer, volume 55, issue 6, pages 2177-2187, December, DOI: 10.1007/s11135-021-01099-6.
• Rodrigo Mulero & Alfredo García-Hiernaux, 2021, "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 3, pages 329-349, September, DOI: 10.1007/s13209-021-00231-x.
• Daniel Albalate & Germà Bel & Ferran A. Mazaira-Font, 2021, "Decoupling synthetic control methods to ensure stability, accuracy and meaningfulness," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 549-584, December, DOI: 10.1007/s13209-021-00242-8.
• Ángel Cuevas & Ramiro Ledo & Enrique M. Quilis, 2021, "Seasonal adjustment of the Spanish sales daily data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 687-708, December, DOI: 10.1007/s13209-021-00251-7.
• João Leitão & Joaquim Ferreira, 2021, "Oil Shocks and Stock Market Performance: Evidence from the Eurozone and the USA," Studies on Entrepreneurship, Structural Change and Industrial Dynamics, Springer, in: Tessaleno Devezas & João Leitão & Askar Sarygulov, "The Economics of Digital Transformation", DOI: 10.1007/978-3-030-59959-1_7.
• Oscar Claveria, 2021, "Disagreement on expectations: firms versus consumers," SN Business & Economics, Springer, volume 1, issue 12, pages 1-23, December, DOI: 10.1007/s43546-021-00164-4.
• Eliphas Ndou, 2021, "Exchange rate changes, price level and the income effects on trade balance in South Africa," SN Business & Economics, Springer, volume 1, issue 2, pages 1-19, February, DOI: 10.1007/s43546-021-00039-8.
• Faisal M. Awwal & Prasad V. Bidarkota, 2021, "A state space framework for the residual income valuation model of stock prices," SN Business & Economics, Springer, volume 1, issue 4, pages 1-28, April, DOI: 10.1007/s43546-021-00066-5.
• Dooruj Rambaccussing, 2021, "The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth," SN Business & Economics, Springer, volume 1, issue 9, pages 1-15, September, DOI: 10.1007/s43546-021-00116-y.
• David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 3, pages 771-788, June, DOI: 10.1007/s11205-021-02622-w.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "A comparison of semiparametric tests for fractional cointegration," Statistical Papers, Springer, volume 62, issue 4, pages 1997-2030, August, DOI: 10.1007/s00362-020-01169-1.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021, "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-3.
• Yu-Min Lian & Chia-Hsuan Li & Yi-Hsuan Wei, 2021, "Machine Learning and Time Series Models for VNQ Market Predictions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 5, pages 1-2.
• Ä°lker Met & Levent Özbek & Himmet Aksoy & Ayfer Erkoç, 2021, "A Modeling Study on the Estimation of COVID-19 Daily and Weekly Cases and Reproduction Number Using the Adaptive Kalman Filter: The Example of Ziraat Bank, Turkey," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 3, pages 1-2.
• Buesa, Alejandro & De Quinto, Alicia & Población García, Francisco Javier, 2021, "Risky mortgages, credit shocks and cross-border spillovers," ESRB Working Paper Series, European Systemic Risk Board, number 123, Aug.
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• Skouralis, Alexandros, 2021, "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series, European Systemic Risk Board, number 129, Dec.
• Alessandro SACCAL, 2021, "A Note On Gensys’ Minimality," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 12, issue 1, pages 57-60.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021, "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers, Statistics Norway, Research Department, number 967, Nov.
• Cavaliere, Giuseppe & Lu,Ye & Rahbek, Anders & Staerk-Ostergaard, J, 2021, "Bootstrap Inference For Hawkes And General Point Processes," Working Papers, University of Sydney, School of Economics, number 2021-05, Mar.
• Hanjo Odendaal, 2021, "A machine learning approach to domain specific dictionary generation. An economic time series framework," Working Papers, Stellenbosch University, Department of Economics, number 06/2021.
• Carmen van der Merwe & Martin de Wit, 2021, "An In-Depth Investigation into the Relationship Between Municipal Solid Waste Generation and Economic Growth in the City of Cape Town," Working Papers, Stellenbosch University, Department of Economics, number 07/2021, revised 2021.
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• Andrey Polbin, 2021, "Multivariate unobserved component model for an oil-exporting economy: the case of Russia," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 8, pages 681-685, May, DOI: 10.1080/13504851.2020.1770678.
• Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021, "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," Applied Economics, Taylor & Francis Journals, volume 53, issue 3, pages 380-399, January, DOI: 10.1080/00036846.2020.1808176.
• Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021, "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 40, pages 4680-4691, August, DOI: 10.1080/00036846.2021.1907284.
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• Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021, "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 652-668, July, DOI: 10.1080/07350015.2020.1713795.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021, "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1054-1065, October, DOI: 10.1080/07350015.2020.1763805.
• Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021, "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1066-1079, October, DOI: 10.1080/07350015.2020.1763806.
• Andrew Phiri, 2021, "Is Neo-Fisherism ‘alive’ in South Africa? A frequency domain causality approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 14, issue 2, pages 142-156, May, DOI: 10.1080/17520843.2020.1796732.
• Akingbade U. Aimola & Nicholas M. Odhiambo & Christian Nsiah, 2021, "Public debt and inflation nexus in Nigeria: An ARDL bounds test approach," Cogent Economics & Finance, Taylor & Francis Journals, volume 9, issue 1, pages 1921905-192, January, DOI: 10.1080/23322039.2021.1921905.
• Andrey Polbin & Sergey Sinelnikov-Murylev, 2021, "A simple macro-econometric simultaneous equation model for the Russian economy," Post-Communist Economies, Taylor & Francis Journals, volume 33, issue 5, pages 587-613, July, DOI: 10.1080/14631377.2020.1793607.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon, 2021, "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 20-28, January, DOI: 10.1080/10835547.2021.1981569.
• Ranjan Kumar Mohanty & N. R. Bhanumurthy, 2021, "Revisiting the role of fiscal policy in determining interest rate in India," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 26, issue 2, pages 293-318, April, DOI: 10.1080/13547860.2021.1913811.
• Aljabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2021, "Oil prices and fiscal policy in an oil-exporter country: empirical evidence from Oman," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-04.
• Umit Koc & Fethi Ogunc & Mustafa Utku Ozmen, 2021, "The Role of Expectations in the Inflation Process in Turkey: Have the Dynamics Changed Recently?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2102.
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• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021, "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-006/III, Jan.
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• Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021, "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-057/III, Jun.
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• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202101, Jan.
• Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021, "Expecting the unexpected: economic growth under stress," Working Papers, University of California at Riverside, Department of Economics, number 202106, Mar.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202107, May.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202202, Nov.
• Tomás Caravello & Turalay Kenc & Martín Sola, 2021, "Risk Aversion and Changes in Regime," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_08, Dec.
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• Martin Bruns & Michele Piffer, 2021, "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-07, Aug.
• Nadiia Shapovalenko, 2021, "A Suite of Models for CPI Forecasting," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 252, pages 4-36, DOI: 10.26531/vnbu2021.252.01.
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• Rambeli, Norimah & Awang Marikan, Dayang Affizah & Hashim, Emilda & Mohd. Ariffin, Siti Zubaidah & Hashim, Asmawi & M. Podivinsky, Jan, 2021, "The Determinants of Carbon Dioxide Emissions in Malaysia and Singapore," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 2, pages 107-119, DOI: http://dx.doi.org/10.17576/JEM-2021.
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• Aimola, Akingbade U & Odhiambo, Nicholas M, 2021, "Public debt and inflation nexus in Nigeria: An ARDL bounds test approach," Working Papers, University of South Africa, Department of Economics, number 27738, Jul.
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• Davide Bernardi & Roberto Ricciuti, 2021, "An Economic Analysis of ‘Quota 90’," Working Papers, University of Verona, Department of Economics, number 09/2021, Jun.
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• Gokhan Cinar & Adnan Hushmat, 2021, "The Analysis of Wheat Prices Using Multiple Structural Breakpoint Co-Integration Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 3, pages 359-374.
• Soliu Bidemi Adegboyega & Temidayo Oladiran Akinbobola & Felix O. Ajayi, 2021, "Capital Flows and Economic Growth: What Roles Does Trade Liberialisation Play?," Business & Management Compass, University of Economics Varna, issue 1, pages 26-44.