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

• Botshekan, Mohammad Hashem & Takaloo, Amir & H. soureh, Reza & Abdollahi Poor, Mohammad Sadegh, 2021, "Global Economic Policy Uncertainty (GEPU) and Non-Performing Loans (NPL) in Iran's Banking System: Dynamic Correlation using the DCC-GARCH Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 2, pages 187-212, June.
• Zohor, Ahmad Kanishka & Ebad, Ebadullah & rashid, Nabila, 2021, "A Study on the Contribution of Foreign Direct Investment to Economic Growth in Afghanistan," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 4, pages 555-568, December.
• Stilianos Fountas & Paraskevi Tzika, 2021, "Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_09, Jun, revised Jun 2021.
• Paraskevi Tzika & Theologos Pantelidis, 2021, "The contribution of Economic Policy Uncertainty to the persistence of shocks to stock market volatility," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_11, Sep, revised Sep 2021.
• Veronika Varvařovská & Michaela Staňková, 2021, "Does the Involvement of "Green Energy" Increase the Productivity of Companies in the Production of the Electricity Sector?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 2, pages 152-164, DOI: 10.11118/ejobsat.2021.012.
• Balazs Vonnak, 2021, "Estimating the Effect of Monetary Policy with Dissenting Votes as Instrument," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2021/4.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2021, "A tale of three cities: climate heterogeneity (special issue of SERIES in homage to Juan J. Dolado)," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 32200, Mar.
• Zea Bermúdez, Patricia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Veiga, Helena, 2021, "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31804, Jan.
• González Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2021, "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 32148, Mar.
• Miranda Gualdrón, Karen Alejandra & Poncela, Pilar & Ruiz Ortega, Esther, 2021, "Dynamic factor models: does the specification matter?," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 32210, Mar.
• Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_008, Apr.
• Harvey, Andrew, 2021, "Time Series Modelling Of Epidemics: Leading Indicators, Control Groups And Policy Assessment," National Institute Economic Review, National Institute of Economic and Social Research, volume 257, issue , pages 83-100, August.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2289, May.
• Andreas Bley & Martin Micheli, 2021, "Genossenschaftsbanken – Solides Kreditwachstum während der Coronapandemie," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 90, issue 2, pages 67-80, DOI: 10.3790/vjh.90.2.67.
• Konstantin A. Kholodilin & Claus Michelsen, 2021, "Immobilienpreisblasen: Gefahr steigt regional – Korrekturen in nächsten Jahren möglich," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 51/52, pages 823-833.
• Anja M. Hahn & Konstantin A. Kholodilin & Sofie R. Waltl, 2021, "Die unmittelbaren Auswirkungen des Berliner Mietendeckels: Wohnungen günstiger, aber schwieriger zu finden," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 8, pages 117-124.
• Lukas Boer & Helmut Lütkepohl, 2021, "Qualitative versus Quantitative External Information for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1940.
• Martin Bruns & Helmut Lütkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1949.
• Annika Camehl & Malte Rieth, 2021, "Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1954.
• Lukas Boer & Lukas Menkhoff & Malte Rieth, 2021, "The Multifaceted Impact of US Trade Policy on Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1956.
• Dawud Ansari & Mariza Montes de Oca Leon & Helen Schlüter, 2021, "What Drives Saudi Airstrikes in Yemen? An Empirical Analysis of the Dynamics of Coalition Airstrikes, Houthi Attacks, and the Oil Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1959.
• Lukas Boer & Andrea Pescatori & Martin Stuermer, 2021, "Energy Transition Metals," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1976.
• Tolga Özden, 2021, "Heterogeneous Expectations and the Business Cycle at the Effective Lower Bound," Working Papers, DNB, number 714, May.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Papers, DNB, number 733, Dec.
• Antonia Lopez Villavicencio & Mariam Camarero & Cecilio Tamarit, 2021, "Macroeconomic effects of EU value chain participation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-12.
• Capucine Nobletz, 2021, "Return spillovers between green energy indexes and financial markets: a first sectoral approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-24.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2021, "Quantifying financial stability risks for monetary policy," Research Bulletin, European Central Bank, volume 115.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2021, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Working Paper Series, European Central Bank, number 2510, Jan.
• Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2021, "Global impacts of US monetary policy uncertainty shocks," Working Paper Series, European Central Bank, number 2513, Jan.
• Tóth, Máté, 2021, "A multivariate unobserved components model to estimate potential output in the euro area: a production function based approach," Working Paper Series, European Central Bank, number 2523, Feb.
• Bańbura, Marta & Brenna, Federica & Paredes, Joan & Ravazzolo, Francesco, 2021, "Combining Bayesian VARs with survey density forecasts: does it pay off?," Working Paper Series, European Central Bank, number 2543, May.
• Brandt, Lennart & Saint Guilhem, Arthur & Schröder, Maximilian & Van Robays, Ine, 2021, "What drives euro area financial markets? The role of US spillovers and global risk," Working Paper Series, European Central Bank, number 2560, May.
• Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint Guilhem, Arthur, 2021, "Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies," Working Paper Series, European Central Bank, number 2564, Jun.
• Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2021, "The changing link between labor cost and price inflation in the United States," Working Paper Series, European Central Bank, number 2583, Aug.
• Consolo, Agostino & Foroni, Claudia & Martínez Hernández, Catalina, 2021, "A mixed frequency BVAR for the euro area labour market," Working Paper Series, European Central Bank, number 2601, Oct.
• Budrys, Žymantas & Porqueddu, Mario & Sokol, Andrej, 2021, "Striking a bargain: narrative identification of wage bargaining shocks," Working Paper Series, European Central Bank, number 2602, Oct.
• Moder, Isabella, 2021, "The transmission of euro area monetary policy to financially euroised countries," Working Paper Series, European Central Bank, number 2611, Oct.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021, "Natural rate chimera and bond pricing reality," Working Paper Series, European Central Bank, number 2612, Nov.
• Abdul Mahidud Khan & Sakib Bin Amin & Adib Ahmed & Tanzila Sultana, 2021, "Tourism Development and Economic Growth in Bangladesh: New Evidence from Nonlinear Autoregressive Distributed Lag," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 100-107.
• Abu Bakarr Tarawalie & Talatu Jalloh, 2021, "Determinants of Capital Flight in Post War Sierra Leone: An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 108-116.
• Safwat Alaa & Salah Ashraf & Elsherif Marwa, 2021, "The Impact of Foreign Direct Investment on the Economic Growth of Egypt (1980-2018)," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 5, pages 74-85.
• Santiago Gall n & Jorge Barrientos, 2021, "Forecasting the Colombian Electricity Spot Price under a Functional Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 67-74.
• Al Aali-Bujari & Francisco Venegas-Mart nez, 2021, "On the Relationship between Foreign Direct Investment and Energy Consumption: The Mexican Case," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 231-235.
• Hlalefang Khobai, 2021, "Renewable Energy Consumption and Economic Growth in Argentina: A Multivariate Co-integration Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 563-570.
• Kamaldeen Ajala & Musa Abdullahi Sakanko & Sesan Oluseyi Adeniji, 2021, "The Asymmetric Effect of Oil Price on the Exchange Rate and Stock Price in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 202-208.
• Aktolkin Abubakirova & Lyazzat Kudabayeva & Gulnar Abdulina & Aliya Zurbayeva & Indira Tazhiyeva, 2021, "Analysis of the Asymmetric Relationship between Oil Prices and Real Effective Exchange Rate in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 345-351.
• Aqila Rafiuddin & Jennifer Daffodils & Jesus Cuauhtemoc Tellez Gaytan & Gyanendra Singh Sisodia, 2021, "Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 560-572.
• Hlalefang Khobai, 2021, "Renewable Energy Consumption, Poverty Alleviation and Economic Growth Nexus in South Africa: ARDL Bounds Test Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 450-459.
• Ivan Aleksandrovich Kopytin & Nikolay Petrovich Pilnik & Ivan Pavlovich Stankevich, 2021, "Modelling Five Variables BVAR for Economic Policies and Growth in Azerbaijan, Kazakhstan and Russia: 2005 2020," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 510-518.
• Tomader Elhassan, 2021, "Impact of Oil Price Fluctuations on Economic Growth in Saudi Arabia: Evidence from a Nonlinear ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 579-585.
• Manat Rahim & Pasrun Adam & Heppi Millia & La Ode Suriadi & La Ode Ode Saidi, 2021, "The Causal Relationship between Fuel Consumption, Exchange Rates and Economic Growth in South East Sulawesi, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 1-6.
• Kamaruddin Kamaruddin & Yusri Hazmi & Raja Masbar & Sofyan Syahnur & M. Shabri Abd. Majid, 2021, "Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 212-220.
• Felix Ghislain Yem Souhe & Camille Franklin Mbey & Alexandre Teplaira Boum & Pierre Ele, 2021, "Forecasting of Electrical Energy Consumption of Households in a Smart Grid," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 221-233.
• Afia Fahmida Daizy & Mobasshir Anjum & Md. Raied Arman & Tanzina Nazia & Nadir Shah, 2021, "Long-run Impact of Globalization, Agriculture, Industrialization and Electricity Consumption on the Environmental Quality of Bangladesh," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 438-453.
• S. K. Purwanto & Obsatar Sinaga & Morni Hayati Jaafar Sidik, 2021, "Culprits of Increased Non-Renewable Energy Consumption in Indonesia: Role of Inflation, Poverty and Debts," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 560-566.
• Kamil Sertoglu & Lucy Davou Philip & F rat Emir, 2021, "Assessing the Role of Agriculture and Energy Use on Environmental Sustainability: Evidence from RALS Cointegration Technique," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 50-59.
• Ayþe ERGÝN ÜNAL, 2021, "Ham Petrol Fiyatlarýndaki Deðiþim, Parasal Göstergeler, Enflasyon ve Büyüme Ýliþkisi: Türkiye Örneði," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 9, issue 1, pages 1-11.
• Rafael Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021, "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2105, Apr.
• Spodniak, Petr & Ollikka, Kimmo & Honkapuro, Samuli, 2021, "The impact of wind power and electricity demand on the relevance of different short-term electricity markets: The Nordic case," Applied Energy, Elsevier, volume 283, issue C, DOI: 10.1016/j.apenergy.2020.116063.
• Nong, Huifu, 2021, "Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?," Journal of Asian Economics, Elsevier, volume 74, issue C, DOI: 10.1016/j.asieco.2021.101312.
• Chen, Xiaohong & Wohlfarth, Paul & Smith, Ron P., 2021, "China's money demand in a cointegrating vector error correction model," Journal of Asian Economics, Elsevier, volume 75, issue C, DOI: 10.1016/j.asieco.2021.101338.
• Tsang, Andrew & Yiu, Matthew S. & Nguyen, Huy Toan, 2021, "Spillover across sovereign bond markets between the US and ASEAN4 economies," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101343.
• Lee, Eun Kyung & Park, Kwangyong, 2021, "Identifying government spending shocks and multipliers in Korea," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101366.
• Deluna, Roperto S. & Loanzon, Jeanette Isabelle V. & Tatlonghari, Virgilio M., 2021, "A nonlinear ARDL model of inflation dynamics in the Philippine economy," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101372.
• Bouri, Elie & Gabauer, David & Gupta, Rangan & Tiwari, Aviral Kumar, 2021, "Volatility connectedness of major cryptocurrencies: The role of investor happiness," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100463.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M. M, 2021, "The expected time to cross a threshold and its determinants: a simple and flexible framework," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104047.
• Clements, Michael P. & Galvão, Ana Beatriz, 2021, "Measuring the effects of expectations shocks," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104075.
• Wan, Xiangwei & Yang, Nian, 2021, "Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104083.
• Chung, Hess & Fuentes-Albero, Cristina & Paustian, Matthias & Pfajfar, Damjan, 2021, "Latent variables analysis in structural models: A New decomposition of the kalman smoother," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104097.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul, 2021, "Impulse response analysis in conditional quantile models with an application to monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104102.
• Boer, Lukas & Lütkepohl, Helmut, 2021, "Qualitative versus quantitative external information for proxy vector autoregressive analysis," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104118.
• Magnus, Jan R. & Pijls, Henk G.J. & Sentana, Enrique, 2021, "The Jacobian of the exponential function," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104122.
• Liu, Xiaochun, 2021, "On fiscal and monetary policy-induced macroeconomic volatility dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104123.
• Berger, Tino & Everaert, Gerdie & Pozzi, Lorenzo, 2021, "Testing for international business cycles: A multilevel factor model with stochastic factor selection," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104134.
• Da Fonseca, José & Malevergne, Yannick, 2021, "A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104137.
• Khalaf, Lynda & Lin, Zhenjiang, 2021, "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104138.
• Castle, Jennifer L. & Kurita, Takamitsu, 2021, "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104139.
• Serletis, Apostolos & Xu, Libo, 2021, "The welfare cost of inflation," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104144.
• Prüser, Jan, 2021, "The horseshoe prior for time-varying parameter VARs and Monetary Policy," Journal of Economic Dynamics and Control, Elsevier, volume 129, issue C, DOI: 10.1016/j.jedc.2021.104188.
• Diegel, Max & Nautz, Dieter, 2021, "Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104192.
• Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021, "Origins of monetary policy shifts: A New approach to regime switching in DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104235.
• Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021, "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 366-377, DOI: 10.1016/j.eap.2020.12.003.
• Sui, Bo & Chang, Chun-Ping & Jang, Chyi-Lu & Gong, Qiang, 2021, "Analyzing causality between epidemics and oil prices: Role of the stock market," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 148-158, DOI: 10.1016/j.eap.2021.02.004.
• Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021, "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 259-275, DOI: 10.1016/j.eap.2021.02.014.
• Chiang, Shu-Hen & Lee, Chien-Chiang & Liao, Ying, 2021, "Exploring the sources of inflation dynamics: New evidence from China," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 313-332, DOI: 10.1016/j.eap.2021.03.001.
• Rahaman, Ataur & Leon-Gonzalez, Roberto, 2021, "The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 626-644, DOI: 10.1016/j.eap.2021.07.002.
• Long, Shaobo & Pei, Hongxia & Tian, Hao & Li, Fangfang, 2021, "Asymmetric impacts of economic policy uncertainty, capital cost, and raw material cost on China’s investment," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 129-144, DOI: 10.1016/j.eap.2021.08.005.
• Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021, "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.03.012.
• Constantinescu, Mihnea & Nguyen, Anh Dinh Minh, 2021, "A century of gaps: Untangling business cycles from secular trends," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105505.
• von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021, "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105545.
• Hur, Joonyoung, 2021, "Labor income share and economic fluctuations: A sign-restricted VAR approach," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105546.
• Breitenlechner, Max & Scharler, Johann, 2021, "Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105559.
• Kim, Wongi, 2021, "Macroeconomic effects of government transfer payments: Evidence from Korea," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105571.
• Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
• Hutter, Christian & Weber, Enzo, 2021, "Labour market miracle, productivity debacle: Measuring the effects of skill-biased and skill-neutral technical change," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105584.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021, "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105614.
• Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021, "Price convergence: Representation and testing," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105641.
• Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021, "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105644.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2021, "Forecasting natural gas prices using highly flexible time-varying parameter models," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105652.
• Szafranek, Karol, 2021, "Evidence on time-varying inflation synchronization," Economic Modelling, Elsevier, volume 94, issue C, pages 1-13, DOI: 10.1016/j.econmod.2020.09.013.
• Fang, Yi & Jing, Zhongbo & Shi, Yukun & Zhao, Yang, 2021, "Financial spillovers and spillbacks: New evidence from China and G7 countries," Economic Modelling, Elsevier, volume 94, issue C, pages 184-200, DOI: 10.1016/j.econmod.2020.09.022.
• Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021, "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, volume 94, issue C, pages 401-414, DOI: 10.1016/j.econmod.2020.10.002.
• Lastrapes, William D. & Wiesen, Thomas F.P., 2021, "The joint spillover index," Economic Modelling, Elsevier, volume 94, issue C, pages 681-691, DOI: 10.1016/j.econmod.2020.02.010.
• Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021, "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, volume 94, issue C, pages 896-907, DOI: 10.1016/j.econmod.2020.02.031.
• Mara, Mirza Yuniar Isnaeni & Purwanto, Nur M.Adhi & Kurniati, Ina Nurmalia & Fauziah, Nanda Rizki & Aqmaliyah, Euis, 2021, "Capital flow and banking credit in Indonesia," Economic Modelling, Elsevier, volume 95, issue C, pages 298-310, DOI: 10.1016/j.econmod.2020.02.047.
• Conti, Antonio M., 2021, "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, volume 96, issue C, pages 172-195, DOI: 10.1016/j.econmod.2020.11.019.
• Arčabić, Vladimir & Škrinjarić, Tihana, 2021, "Sharing is caring: Spillovers and synchronization of business cycles in the European Union," Economic Modelling, Elsevier, volume 96, issue C, pages 25-39, DOI: 10.1016/j.econmod.2020.12.023.
• Dąbrowski, Marek A., 2021, "A novel approach to the estimation of an actively managed component of foreign exchange reserves," Economic Modelling, Elsevier, volume 96, issue C, pages 83-95, DOI: 10.1016/j.econmod.2020.12.019.
• Garg, Bhavesh & Prabheesh, K.P., 2021, "Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks: Evidence from the top deficit countries," Economic Modelling, Elsevier, volume 97, issue C, pages 365-379, DOI: 10.1016/j.econmod.2020.04.007.
• Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021, "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101308.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
• Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
• Balke, Nathan S. & Zeng, Zheng & Zhang, Ren, 2021, "Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101375.
• Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng, 2021, "Systemic financial risk early warning of financial market in China using Attention-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101383.
• Lin, Ling & Zhou, Zhongbao & Jiang, Yong & Ou, Yangchen, 2021, "Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101398.
• Neto, David, 2021, "Are Google searches making the Bitcoin market run amok? A tail event analysis," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101454.
• Chen, Zhang-HangJian & Li, Sai-Ping & Cai, Mei-Ling & Zhong, Li-Xin & Ren, Fei, 2021, "Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101451.
• Li, Wenqi, 2021, "COVID-19 and asymmetric volatility spillovers across global stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101474.
• Ngene, Geoffrey M., 2021, "What drives dynamic connectedness of the U.S equity sectors during different business cycles?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101493.
• Cao, Guangxi & Xie, Wenhao, 2021, "The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101514.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Li, Shaoyu & Zhang, Yuanyuan & Zhu, Chunhui, 2021, "A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101532.
• Lyu, Yifei & Nie, Jun & Yang, Shu-Kuei X., 2021, "Forecasting US economic growth in downturns using cross-country data," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109668.
• Lee, Jae Won & Park, Woong Yong, 2021, "System reduction of dynamic stochastic general equilibrium models solved by gensys," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2020.109704.
• De Lipsis, Vincenzo, 2021, "Is time preference different across incomes and countries?," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2020.109720.
• Haque, Qazi & Magnusson, Leandro M., 2021, "Uncertainty shocks and inflation dynamics in the U.S," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109825.
• Ziegenbein, Alexander, 2021, "Macroeconomic shocks and Okun’s Law," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109826.
• Gordon, Grey, 2021, "Efficient VAR discretization," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109872.
• Chudik, Alexander & Mohaddes, Kamiar & Raissi, Mehdi, 2021, "Covid-19 fiscal support and its effectiveness," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109939.
• Costola, Michele & Iacopini, Matteo & Santagiustina, Carlo R.M.A., 2021, "On the “mementum” of meme stocks," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110021.
• Rangaraju, Sandeep Kumar & Herrera, Ana María, 2021, "Tax news in good and bad times," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110031.
• Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
• Li, Mingyang & Niu, Linlin, 2021, "Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110135.
• Smeekes, Stephan & Wijler, Etienne, 2021, "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 247-276, DOI: 10.1016/j.jeconom.2020.07.021.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021, "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 616-643, DOI: 10.1016/j.jeconom.2020.06.004.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021, "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 324-343, DOI: 10.1016/j.jeconom.2020.07.004.
• Montiel Olea, José Luis & Nesbit, James, 2021, "(Machine) learning parameter regions," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 716-744, DOI: 10.1016/j.jeconom.2020.06.008.
• Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021, "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 909-932, DOI: 10.1016/j.jeconom.2020.03.024.
• Guay, François & Schwenkler, Gustavo, 2021, "Efficient estimation and filtering for multivariate jump–diffusions," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2020.09.004.
• Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders, 2021, "Bootstrapping non-stationary stochastic volatility," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 161-180, DOI: 10.1016/j.jeconom.2021.01.005.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
• Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa, 2021, "Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 22-38, DOI: 10.1016/j.jeconom.2020.09.005.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021, "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 107-130, DOI: 10.1016/j.jeconom.2021.06.009.
• Guðmundsson, Guðmundur Stefán & Brownlees, Christian, 2021, "Detecting groups in large vector autoregressions," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 2-26, DOI: 10.1016/j.jeconom.2021.03.012.
• Guay, Alain, 2021, "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 27-46, DOI: 10.1016/j.jeconom.2020.10.006.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021, "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 47-73, DOI: 10.1016/j.jeconom.2021.07.001.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021, "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 88-106, DOI: 10.1016/j.jeconom.2020.12.004.
• Han, Sukjin, 2021, "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 132-147, DOI: 10.1016/j.jeconom.2019.08.014.
• Faryna, Oleksandr & Simola, Heli, 2021, "The transmission of international shocks to CIS economies: A global VAR approach," Economic Systems, Elsevier, volume 45, issue 2, DOI: 10.1016/j.ecosys.2020.100769.
• Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021, "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103750.
• Maffei-Faccioli, Nicolò & Vella, Eugenia, 2021, "Does immigration grow the pie? Asymmetric evidence from Germany," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103846.
• Berge, Travis & De Ridder, Maarten & Pfajfar, Damjan, 2021, "When is the fiscal multiplier high? A comparison of four business cycle phases," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103852.
• Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021, "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, volume 291, issue 2, pages 693-710, DOI: 10.1016/j.ejor.2020.09.046.
• Chen, Yu-Lun & Yang, J. Jimmy, 2021, "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2020.12.003.
• Hwang, Inwook & Kim, Jaebeom, 2021, "Oil price shocks and the US stock market: A nonlinear approach," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 23-36, DOI: 10.1016/j.jempfin.2021.08.004.
• García-Albán, Freddy & González-Astudillo, Manuel & Vera-Avellán, Cristhian, 2021, "Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105321.
• Seiler, Volker, 2021, "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105485.
• Guo, Bowei & Castagneto Gissey, Giorgio, 2021, "Cost pass-through in the British wholesale electricity market," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105497.
• Deschatre, Thomas & Féron, Olivier & Gruet, Pierre, 2021, "A survey of electricity spot and futures price models for risk management applications," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105504.
• Boufateh, Talel & Saadaoui, Zied, 2021, "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105535.
• Lingohr, Daniel & Müller, Gernot, 2021, "Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105244.
• Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021, "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105526.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105686.
• Feng, Gen-Fu & Wang, Quan-Jing & Chu, Yin & Wen, Jun & Chang, Chun-Ping, 2021, "Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.03.001.
• Alizadeh, Amir H. & Huang, Chih-Yueh & Marsh, Ian W., 2021, "Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.019.
• Ahmed, Abdullahi D. & Huo, Rui, 2021, "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.104741.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2021, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105006.
• Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David, 2021, "A closer look into the global determinants of oil price volatility," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2020.105092.
• Cross, Jamie L. & Hou, Chenghan & Nguyen, Bao H., 2021, "On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee Fry-McKibbin, Warwick McKibbin and members of the ," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105119.
• Uniejewski, Bartosz & Weron, Rafał, 2021, "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105121.
• Knotek, Edward S. & Zaman, Saeed, 2021, "Asymmetric responses of consumer spending to energy prices: A threshold VAR approach," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105127.
• Lyu, Yifei, 2021, "Accounting for the declining economic effects of oil price shocks," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2020.105015.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021, "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105118.
• Pretis, Felix, 2021, "Exogeneity in climate econometrics," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105122.
• Bruns, Stephan B. & Moneta, Alessio & Stern, David I., 2021, "Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105158.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2021, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105171.
• Xiao, Jihong & Wang, Yudong, 2021, "Investor attention and oil market volatility: Does economic policy uncertainty matter?," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105180.
• He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong, 2021, "Forecasting crude oil prices: A scaled PCA approach," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105189.
• Shioji, Etsuro, 2021, "Pass-through of oil supply shocks to domestic gasoline prices: evidence from daily data," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105214.
• Elder, John, 2021, "Canadian industry level production and energy prices," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105280.
• Mahalik, Mantu Kumar & Villanthenkodath, Muhammed Ashiq & Mallick, Hrushikesh & Gupta, Monika, 2021, "Assessing the effectiveness of total foreign aid and foreign energy aid inflows on environmental quality in India," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112015.
• Kolesnikova, Anna & Fantazzini, Dean, 2021, "Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports," Energy Policy, Elsevier, volume 157, issue C, DOI: 10.1016/j.enpol.2021.112466.
• Shahzad, Umer & Doğan, Buhari & Sinha, Avik & Fareed, Zeeshan, 2021, "Does Export product diversification help to reduce energy demand: Exploring the contextual evidences from the newly industrialized countries," Energy, Elsevier, volume 214, issue C, DOI: 10.1016/j.energy.2020.118881.
• Yildirim, Zekeriya & Arifli, Arif, 2021, "Oil price shocks, exchange rate and macroeconomic fluctuations in a small oil-exporting economy," Energy, Elsevier, volume 219, issue C, DOI: 10.1016/j.energy.2020.119527.
• Tiwari, Aviral Kumar & Nasreen, Samia & Hammoudeh, Shawkat & Selmi, Refk, 2021, "Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching," Energy, Elsevier, volume 220, issue C, DOI: 10.1016/j.energy.2020.119590.
• Maghyereh, Aktham & Abdoh, Hussein, 2021, "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120209.
• Albulescu, Claudiu Tiberiu & Mutascu, Mihai Ioan, 2021, "Fuel price co-movements among France, Germany and Italy: A time-frequency investigation," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120236.
• Balcilar, Mehmet & Usman, Ojonugwa, 2021, "Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis," Energy, Elsevier, volume 229, issue C, DOI: 10.1016/j.energy.2021.120666.
• Villanthenkodath, Muhammed Ashiq & Mahalik, Mantu Kumar, 2021, "Does economic growth respond to electricity consumption asymmetrically in Bangladesh? The implication for environmental sustainability," Energy, Elsevier, volume 233, issue C, DOI: 10.1016/j.energy.2021.121142.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
• Breitenlechner, Max & Mathy, Gabriel P. & Scharler, Johann, 2021, "Decomposing the U.S. Great Depression: How important were loan supply shocks?," Explorations in Economic History, Elsevier, volume 79, issue C, DOI: 10.1016/j.eeh.2020.101379.
• Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Junttila, Juha & Perttunen, Jukka & Raatikainen, Juhani, 2021, "Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101724.
• Vigo Pereira, Caio, 2021, "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101811.
• Sobti, Neharika & Sehgal, Sanjay & Ilango, Balakrishnan, 2021, "How do macroeconomic news surprises affect round-the-clock price discovery of gold?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101893.
• Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
• Guidolin, Massimo & Pedio, Manuela & Tosi, Alessandra, 2021, "Time-varying price discovery in sovereign credit markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101388.
• Wu, Xinyu & Xie, Haibin, 2021, "A realized EGARCH-MIDAS model with higher moments," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101392.