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

• Chlebus Marcin & Dyczko Michał & Woźniak Michał, 2021, "Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem," Central European Economic Journal, Sciendo, volume 8, issue 55, pages 44-62, January, DOI: 10.2478/ceej-2021-0004.
• Oumarou Issoufou, 2021, "Remittance in Niger: effects on economic growth and on migrants’ left behind," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 7, issue 1, pages 60-69, May, DOI: 10.2478/crebss-2021-0005.
• Saungweme Talknice & Odhiambo Nicholas M., 2021, "Public debt and inflation dynamics: Empirical evidence from Zimbabwe," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 7, issue 2, pages 14-30, December, DOI: 10.2478/crebss-2021-0007.
• Siemaszkiewicz Karolina, 2021, "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 25, issue 4, pages 1-16, December, DOI: 10.15611/eada.2021.4.01.
• Mishra Arunendra & Kumar R Prasanth, 2021, "Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness," Economics and Business Review, Sciendo, volume 7, issue 4, pages 28-53, December, DOI: 10.18559/ebr.2021.4.3.
• Ayad Hicham, 2021, "Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 1, pages 1-17, June, DOI: 10.2478/foli-2021-0001.
• Fatih Chellai, 2021, "What Can SVAR Models Tell us About the Impact of Public Expenditure Shocks on Macroeconomic Variables in Algeria? A Slight Hint to the COVID-19 Pandemic," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 2, pages 21-37, December, DOI: 10.2478/foli-2021-0014.
• Radulović Marija & Kostić Milan, 2021, "Are EU Members’ Economies an “Engine” of the EU Candidates’ Economies?," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 2, pages 97-117, December, DOI: 10.2478/foli-2021-0018.
• Oumarou Issoufou, 2021, "Remittances and Economic Growth in Niger: An Error Correction Mechanism Approach," Journal of Social and Economic Statistics, Sciendo, volume 10, issue 1-2, pages 17-29, December, DOI: 10.2478/jses-2021-0002.
• Đidelija Irma, 2021, "The Causal Link Between Savings and Economic Growth in Bosnia and Herzegovina," South East European Journal of Economics and Business, Sciendo, volume 16, issue 2, pages 114-131, December, DOI: 10.2478/jeb-2021-0018.
• Sakanko Musa Abdullahi & Adejor Gabriel Attah & Adeniji Sesan Oluseyi, 2021, "Petroleum Pump Price Swing and Consumer Price Index Nexus in Nigeria: New Evidence from NARDL," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 31, issue 2, pages 64-79, June, DOI: 10.2478/sues-2021-0009.
• Michael Ryan, 2020, "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics, University of Waikato, number 20/11, Dec.
• Michael Landesmann & Isilda Mara, 2021, "Interrelationships between Human Capital, Migration and Labour Markets in the Western Balkans: An Econometric Investigation," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 196, Mar.
• Leopold Ringwald & Thomas O. Zörner, 2021, "The money-inflation nexus revisited," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp310, Mar.
• Georg Leitner & Teresa Hübel & Anna Wolfmayr & Manuel Zerobin, 2021, "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp312, Mar.
• Maximilian Böck, 2021, "The Identification of Non-Rational Risk Shocks," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp314, Jun.
• Ringwald, Leopold & Zörner, Thomas O., 2021, "The money-inflation nexus revisited," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 310, Mar.
• Leitner, Georg & Hübel, Teresa & Wolfmayr, Anna & Zerobin, Manuel, 2021, "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 312, Mar.
• Böck, Maximilian, 2021, "The Identification of Non-Rational Risk Shocks," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 314, Jun.
• Mikkel Plagborg‐Møller & Christian K. Wolf, 2021, "Local Projections and VARs Estimate the Same Impulse Responses," Econometrica, Econometric Society, volume 89, issue 2, pages 955-980, March, DOI: 10.3982/ECTA17813.
• Peter C. B. Phillips & Sainan Jin, 2021, "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 469-520, May, DOI: 10.1111/iere.12494.
• Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2021, "Political tension and stock markets in the Arabian Peninsula," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 679-683, January, DOI: 10.1002/ijfe.1810.
• Haroon Mumtaz & Laura Sunder‐Plassmann, 2021, "Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 1, pages 86-97, January, DOI: 10.1002/jae.2800.
• Jörg Breitung & Malte Knüppel, 2021, "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 4, pages 369-392, June, DOI: 10.1002/jae.2817.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021, "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 495-516, August, DOI: 10.1002/jae.2828.
• Arnoud Stevens & Joris Wauters, 2021, "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 566-586, August, DOI: 10.1002/jae.2813.
• Nooman Rebei & Rashid Sbia, 2021, "Transitory and permanent shocks in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 1047-1064, November, DOI: 10.1002/jae.2863.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021, "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 3, pages 458-480, April, DOI: 10.1002/for.2725.
• Till Weigt & Bernd Wilfling, 2021, "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 686-699, July, DOI: 10.1002/for.2733.
• Benjamin K. Johannsen & Elmar Mertens, 2021, "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 5, pages 1005-1046, August, DOI: 10.1111/jmcb.12771.
• Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
• Stéphane Lhuissier & Fabien Tripier, 2021, "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, volume 12, issue 4, pages 1139-1170, November, DOI: 10.3982/QE1298.
• Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021, "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021, "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1348.
• Soumya Bhadury & Saurabh Ghosh & Pankaj Kumar, 2021, "Constructing a Coincident Economic Indicator for India: How Well Does It Track Gross Domestic Product?," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 38, issue 02, pages 237-277, September, DOI: 10.1142/S0116110521500104.
• Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2021, "Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-29, December, DOI: 10.1142/S2010495221500160.
• James Dean & Scott Schuh, 2021, "Is the Taylor Rule Still an Adequate Representation of Monetary Policy in Macroeconomic Models?," Working Papers, Department of Economics, West Virginia University, number 21-05, Dec.
• Mingyang Li & Linlin Niu, 2021, "Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-10-19, Oct.
• Laura Coroneo & Fabrizio Iacone, 2021, "Testing for equal predictive accuracy with strong dependence," Discussion Papers, Department of Economics, University of York, number 21/03, May.
• Petar Sorić & Ivana Lolić & Marija Logarušić, 2021, "On the behavioral antecedents of business cycle coherence in the euro area," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2104, Mar.
• Nelimarkka, Jaakko & Laine, Olli-Matti, 2021, "The effects of the ECB's pandemic-related monetary policy measures," BoF Economics Review, Bank of Finland, number 4/2021.
• Caggiano, Giovanni & Castelnuovo, Efrem, 2021, "Global uncertainty," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2021.
• Hauber, Philipp & Schumacher, Christian, 2021, "Precision-based sampling with missing observations: A factor model application," Discussion Papers, Deutsche Bundesbank, number 11/2021.
• Bettendorf, Timo & Jochem, Axel, 2021, "What drives the German TARGET balances? Evidence from a BVAR approach," Discussion Papers, Deutsche Bundesbank, number 12/2021.
• Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021, "Economic theories and macroeconomic reality," Discussion Papers, Deutsche Bundesbank, number 56/2021.
• Inoue, Atsushi & Kilian, Lutz, 2021, "The role of the prior in estimating VAR models with sign restrictions," CFS Working Paper Series, Center for Financial Studies (CFS), number 660.
• Lütkepohl, Helmut & Meitz, Mika & Netšunajev, Aleksei & Saikkonen, Pentti, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 24, issue 1, pages 1-22, DOI: 10.1093/ectj/utaa008.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 117, pages 1-1.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 191, pages 1011-1024.
• Espoir, Delphin Kamanda & Mudiangombe, Benjamin & Bannor, Frank & Sunge, Regret & Mubenga Tshitaka, Jean-Luc, 2021, "CO₂ emissions and economic growth: Assessing the heterogeneous effects across climate regimes in Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235479.
• Bratsiotis, George J. & Theodoridis, Konstantinos, 2021, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 243121.
• Kolev, Stefan, 2021, "Ein Baltendeutscher bei den Preußen des Balkans: Oskar Anderson und das Sofioter Institut für Wirtschaftsforschung (SWIFO)," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 198.
• Beyer, Robert & Milivojevic, Lazar, 2021, "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 146.
• Gegenfurtner, Dennis Andreas, 2021, "The causes of Original Sin: An empirical investigation of emerging market and developing countries," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 174/2021.
• Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021, "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2021.
• Camehl, Annika & Rieth, Malte, 2021, "Disentangling Covid-19, economic mobility, and containment policy shocks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 2/2021.
• Quaas, Georg, 2021, "The measurement of the reproduction number," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 171.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 899, DOI: 10.4419/96973039.
• Caporina, Massimiliano & Costola, Michele, 2021, "Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 324, DOI: 10.2139/ssrn.3941778.
• Pagenhardt, Laura & Große Steffen, Christoph & Rieth, Malte, 2021, "Commited to Flexible Fiscal Rules," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242330.
• Lütkepohl, Helmut & Schlaak, Thore, 2021, "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242399.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Bhattacharya, Rudrani & Chowdhury, Sabarni, 2021, "How effective is e-NAM in integrating food commodity prices in India? Evidence from Onion Market," Working Papers, National Institute of Public Finance and Policy, number 21/336, Apr.
• Aleksandar Lagator, 2021, "Global development trends in payment card industry," Working Papers Bulletin, National Bank of Serbia, number 1, Sep.
• Darko Kovacevic, 2021, "Assessment of the Republic of Serbia's Systemic Risk and the Likelihood of a Systemic Crisis," Working Papers Bulletin, National Bank of Serbia, number 2, Sep.
• George Kapetanios & Fotis Papailias, 2021, "UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2021-10, Aug.
• Kanya Paramaguru, 2021, "A Comparison of Business Cycle Extraction Methods: Application to the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2021-19, Dec.
• Pierre-Alain Pionnier & Johannes Schuffels, 2021, "Estimating regional house price levels: Methodology and results of a pilot project with Spain," OECD Statistics Working Papers, OECD Publishing, number 2021/03, Dec, DOI: 10.1787/b9fec1b2-en.
• Rachel R. Cheti & Bahati Ilembo, 2021, "Vector Autoregressive Approach After First Differencing: A Time Series Analysis Of Inflation And Its Determinants In Tanzania," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 6, issue 2, pages 43-56, September, DOI: http://doi.org/10.47535/1991ojbe128.
• Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 1-22.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021, "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 33-58.
• Katarina Juselius, 2021, "Disequilibrium macroeconometrics
  [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 2, pages 357-376.
• Stoyan V Stoyanov & Francesco A Fabozzi, 2021, "Dynamics of Equity Factor Returns and Asset Pricing
  [Dynamic Conditional Correlation: On Properties and Estimation]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 178-201.
• Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021, "Dynamic Global Currency Hedging
  [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 97-127.
• Joel Hasbrouck, 2021, "Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 395-430.
• Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo, 2021, "Comment on: Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 439-451.
• Jeremias Bekierman & Bastian Gribisch, 2021, "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 496-530.
• Maddalena Cavicchioli, 2021, "Fourth Moment Structure of Markov Switching Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 565-582.
• John M Maheu & Azam Shamsi Zamenjani, 2021, "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 583-613.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021, "Price Discovery in a Continuous-Time Setting
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 985-1008.
• Daniel J Lewis, 2021, "Identifying Shocks via Time-Varying Volatility
  [First Order Autoregressive Processes and Strong Mixing]," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 6, pages 3086-3124.
• Irina Zviadadze, 2021, "Term Structure of Risk in Expected Returns
  [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6032-6086.
• Alina Barbulescu & Cristian Stefan Dumitriu, 2021, "Markov Switching Model for Financial Time Series," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 193-198, August.
• Alina Barbulescu & Cristian Stefan Dumitriu, 2021, "Artificial Intelligence Models for Financial Time Series," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 685-690, August.
• Susana Campos-Martins & Cristina Amado, 2021, "Financial Market Linkages and the Sovereign Debt Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 946 JEL classification: C, Sep.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Fuentes Vélez, Mariana & Pinilla Barrera, Alejandro, 2021, "Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidence of the degree of integration," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 301-328, June, DOI: https://doi.org/10.46661/revmetodos.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global Uncertainty," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0269, Feb.
• Christian Calmès & Raymond Théoret, 2021, "Portfolio analysis of big US banks’ performance: the fee business lines factor," Journal of Banking Regulation, Palgrave Macmillan, volume 22, issue 2, pages 112-132, June, DOI: 10.1057/s41261-020-00131-3.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-06, May.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2021, "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-07, Jul.
• Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021, "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-10, Dec.
• Joanna Landmesser, 2021, "The use of the dynamic time warping (DTW) method to describe the COVID-19 dynamics in Poland," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 3, pages 539-556, September, DOI: 10.24136/oc.2021.018.
• Emilio Congregado & Ewa Galecka-Burdziak & Antonio A. Golpe & Robert Pater, 2021, "Separating aggregate discouraged and added worker effects: the case of a former transition country," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 3, pages 729-760, September, DOI: 10.24136/oc.2021.024.
• Andrea Kolková & Aleksandr Kljuènikov, 2021, "Demand forecasting: an alternative approach based on technical indicator Pbands," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 4, pages 1063-1094, December, DOI: 10.24136/oc.2021.035.
• Serkan, Samut & Yamak, Rahmi, 2021, "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 4, pages 517-534, DOI: https://doi.org/10.35551/PFQ_2021_4.
• Kaninda, Aristote, 2021, "Coordination des Politiques Monétaires et Croissance Economique en RDC: Rôle de la Gouvernance
  [Coordination of Monetary Policies and Economic Growth in the DRC: Role of Governance]," MPRA Paper, University Library of Munich, Germany, number 105264, Jan.
• Neifar, Malika, 2021, "Multivariate Causality between Stock price index and Macro variables: ‎evidence from Canadian stock market," MPRA Paper, University Library of Munich, Germany, number 105715, Jan.
• Neifar, Malika, 2021, "Suisse stock return, Macro Factors, and Efficient Market ‎Hypothesis: evidence from ARDL model," MPRA Paper, University Library of Munich, Germany, number 105717, Jan.
• NEIFAR, MALIKA & Dhouib, Salma ‎ & Bouhamed, Jihen ‎ & Ben Abdallah, Fatma ‎ & Arous, Islem ‎ & Ben Braiek, Fatma ‎ & Mrabet, Donia ‎, 2021, "The impact of macroeconomic variables on Stock ‎market in United Kingdom," MPRA Paper, University Library of Munich, Germany, number 106246, Feb.
• del Barrio Castro, Tomás, 2021, "Testing for the cointegration rank between Periodically Integrated processes," MPRA Paper, University Library of Munich, Germany, number 106603, revised 2021.
• Kuikeu, Oscar, 2021, "L’impact économique du Covid-19 au Cameroun : une approche par la modélisation VAR ― Nouveaux Résultats
  [Economic impact of Covid-19 in Cameroon: an assessment with VAR methodology - New Insights]," MPRA Paper, University Library of Munich, Germany, number 106686, Mar.
• PINSHI, Christian P., 2021, "Repenser le modèle à correction d’erreurs dans l’analyse macroéconométrique : Une revue
  [Rethinking the Error Correction Model in Macroeconometric Analysis: A Review]," MPRA Paper, University Library of Munich, Germany, number 106694, Mar.
• Kuikeu, Oscar, 2021, "Robustesse du modèle d’évaluation d’impact de la Covid-19 au Cameroun: une approche par la modélisation VAR
  [Robustness of economic impact assessment of Covid-19 in Cameroon: a Methodological VAR approach]," MPRA Paper, University Library of Munich, Germany, number 106749, Mar.
• Kuikeu, Oscar, 2021, "Ré-appréhension de la relation Ouverture ― Croissance : le rôle du facteur travail, du facteur capital et de la position extérieure de la nation. Cas de l’économie camerounaise
  [Reassessment of the relation Openess - economic growth; role of labor," MPRA Paper, University Library of Munich, Germany, number 106836, Mar.
• Kuikeu, Oscar, 2021, "Pertinence de la dévaluation du franc cfa de Janvier 1994: une approche par le taux de change réel d’équilibre. Cas de l’économie camerounaise ― Nouveaux Résultats
  [Relevance of the cfa franc devaluation of 1994: an assessment with the equilibruim," MPRA Paper, University Library of Munich, Germany, number 106993, Apr.
• Kuikeu, Oscar, 2021, "Le Change: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021
  [Exchange rate: issue of continental African competition. The case of AFCON 2021]," MPRA Paper, University Library of Munich, Germany, number 107025, Apr.
• Santeramo, Fabio, 2021, "Price dynamics, LOP and quantile regressions," MPRA Paper, University Library of Munich, Germany, number 107454.
• Jong, Meng-Chang & Soh, Ann-Ni, 2021, "Responsible Recovery from COVID-19: An Empirical Overview of Tourism Industry," MPRA Paper, University Library of Munich, Germany, number 107661, May.
• Kuikeu, Oscar, 2021, "A Bird eye from covid-19 crisis on the Relevance of the cfa franc devaluation of January 1994 and the honeymoon effect: an assessment with the equilibrium real exchange rate. Cases of Cameroonian and Gabonese economies," MPRA Paper, University Library of Munich, Germany, number 107719, May.
• Kuikeu, Oscar, 2021, "Real Exchange Rate Misalignment : concepts and measurement in the context of coronavirus crisis for developing countries as central African Republic knowing civil war," MPRA Paper, University Library of Munich, Germany, number 107778, May.
• Kuikeu, Oscar, 2021, "The main attempts of the making of an special economic area in Cameroon: lessons from the covid-19 crisis," MPRA Paper, University Library of Munich, Germany, number 107978, May.
• Kuikeu, Oscar, 2021, "The living standard determinants from lessons of covid-19 crisis ― New Insights: case of Cameroonian economy," MPRA Paper, University Library of Munich, Germany, number 108029, May.
• Kuikeu, Oscar, 2021, "The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis," MPRA Paper, University Library of Munich, Germany, number 108047, May.
• Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param, 2021, "Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors," MPRA Paper, University Library of Munich, Germany, number 108669, Jan, revised 30 Apr 2021.
• Gluschenko, Konstantin, 2021, "Regional inequality in Russia: Anatomy of convergence," MPRA Paper, University Library of Munich, Germany, number 108756, Jul.
• Saccal, Alessandro, 2021, "Confidence and economic activity in Europe," MPRA Paper, University Library of Munich, Germany, number 108812, Jul.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021, "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper, University Library of Munich, Germany, number 109231, Aug.
• Fantazzini, Dean & Kolesnikova, Anna, 2021, "Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports," MPRA Paper, University Library of Munich, Germany, number 109297.
• Lomonosov, Daniil, 2021, "Роль Коронавирусной Пандемии И Развала Сделки Опек+ В Динамике Цены На Нефть В 2020 Году
  [The role of the coronavirus pandemic and the collapse of the OPEC + deal in the dynamics of oil prices in 2020]," MPRA Paper, University Library of Munich, Germany, number 109319, Jul.
• Yaya, OlaOluwa S & Vo, Xuan Vinh & Olayinka, Hammed Abiola, 2021, "Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," MPRA Paper, University Library of Munich, Germany, number 109830, May.
• Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula, 2021, "An Information-Based Index of Uncertainty and the predictability of Energy Prices," MPRA Paper, University Library of Munich, Germany, number 109839, Feb.
• Yildirim, Yusuf & Sanyal, Anirban, 2021, "Financial Stress and Effect on Real Economy: The Turkish Experience," MPRA Paper, University Library of Munich, Germany, number 109845, Sep.
• Duque Garcia, Carlos Alberto, 2021, "Economic Growth and the Rate of Profit in Colombia 1967-2019: A VAR Time-Series Analysis," MPRA Paper, University Library of Munich, Germany, number 109890, Sep.
• Lenarčič, Črt, 2021, "Estimating business and financial cycles in Slovenia," MPRA Paper, University Library of Munich, Germany, number 109977, Oct.
• Adekunle, Wasiu & Bekoe, William & Badmus, Sheriff & Anagun, Michael & Alimi, Wasiu, 2021, "Nexus Between Fiscal Discipline And The Budget Process In Africa: Evidence From Nigeria," MPRA Paper, University Library of Munich, Germany, number 110061, Oct.
• Barnett, William & Park, Sohee, 2021, "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper, University Library of Munich, Germany, number 110298, Oct.
• Asaduzzaman, Md, 2021, "Relationship between threshold level of inflation and economic growth in Bangladesh- a multivariate quadratic regression analysis," MPRA Paper, University Library of Munich, Germany, number 110333, Feb, revised 02 Feb 2021.
• Boer, Lukas & Pescatori, Andrea & Stuermer, Martin, 2021, "Energy Transition Metals," MPRA Paper, University Library of Munich, Germany, number 110364, Oct.
• Zubarev, Andrey & Kirillova, Maria, 2021, "Эконометрическая Оценка Влияния Шоков На Рынке Нефти На Макроэкономические Показатели Российской Федерации С Помощью Gvar Моделирования
  [The Impact of Oil Market Shocks on the Macroeconomic Indicators of the Russian Federation: GVAR Approach]," MPRA Paper, University Library of Munich, Germany, number 110410, Oct, revised 01 Nov 2021.
• Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021, "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper, University Library of Munich, Germany, number 110452.
• amri amamou, souhir, 2021, "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper, University Library of Munich, Germany, number 110843, Nov.
• Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021, "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper, University Library of Munich, Germany, number 110905, Dec.
• Hlongwane, Nyiko Worship & Daw, Olebogeng David, 2021, "An increase of electricity generation can lead to economic growth in South Africa," MPRA Paper, University Library of Munich, Germany, number 111018, Dec.
• Upreti, Priyanka & Handa, Akanksha & Chaudhari, Dipak & Ghosh, Saurabh, 2021, "A Composite Indicator of Realty Sector Activity in India," MPRA Paper, University Library of Munich, Germany, number 111059, Dec.
• Doojav, Gan-Ochir, 2021, "Socio-economic recovery from the Covid-19 pandemic: Macroeconomic impacts and policy issues in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111197, Aug.
• Doojav, Gan-Ochir, 2021, "Macroeconomic modeling for optimal stabilization policy in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111206, Sep.
• Ben Youssef, Slim, 2021, "Symmetric and asymmetric relationships between renewable energy, oil imports, arms exports, military spending, and economic growth in China," MPRA Paper, University Library of Munich, Germany, number 111413, Jul.
• Osti, Davide, 2021, "Returns to scale with a Cobb-Douglas production function for a small italian mechanical firm," MPRA Paper, University Library of Munich, Germany, number 115629, Nov, revised 02 Dec 2022.
• KCHIKECHE, Ahmed & KHALLOUK, Ouafaà, 2021, "On the Nexus Between Economic Growth and Bank-based Financial Development: Evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 118294, May.
• Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
• Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
• Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
• Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
• 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," Working Papers, University of Pretoria, Department of Economics, number 202131, Apr.
• Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
• Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021, "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202147, Jun.
• Christiane Baumeister & Danilo Leiva-Leon & Eric Sims, 2021, "Tracking Weekly State-Level Economic Conditions," Working Papers, University of Pretoria, Department of Economics, number 202151, Jul.
• Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021, "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers, University of Pretoria, Department of Economics, number 202152, Jul.
• Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
• Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
• Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
• Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
• Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
• Steven F. Koch, 2021, "Equivalence Scales with Endogeneity and Base Independence," Working Papers, University of Pretoria, Department of Economics, number 202185, Dec.
• Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
• Xin Sheng & Rangan Gupta, 2021, "A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 202187, Dec.
• Jiří Šindelář & Michal Erben, 2021, "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 20-36, DOI: 10.18267/j.pep.752.
• Katerina Gawthorpe, 2021, "Random Forest as a Model for Czech Forecasting," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 3, pages 336-357, DOI: 10.18267/j.pep.765.
• Milan Fičura & Jiří Witzany, 2021, "Determinants of NMD Pass-Through Rates in Eurozone Countries," FFA Working Papers, Prague University of Economics and Business, number 4.004, Nov, revised 11 Mar 2022.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2021, "Instrumental Variable Identification of Dynamic Variance Decompositions," Working Papers, Princeton University. Economics Department., number 2021-40, Jul.
• Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2021, "Aggregate Implications of Changing Sectoral Trends," Working Papers, Princeton University. Economics Department., number 2021-54, Apr.
• Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021, "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers, Princeton University. Economics Department., number 2021-55, Mar.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Nikolay Iskrev, 2021, "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w202105.
• Alexandre Carvalho & João Valle e Azevedo & Pedro Pires Ribeiro, 2021, "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Working Papers, Banco de Portugal, Economics and Research Department, number w202117.
• Pongpitch Amatyakul & Tosapol Apaitan & Savaphol Hiruntiaranakul & Nuwat Nookhwun, 2021, "Revisiting Thailand's Monetary Policy Model for an Integrated Policy Analysis," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 164, Sep.
• Piergiorgio Alessandri & Haroon Mumtaz, 2021, "The Macroeconomic Cost of Climate Volatility," Working Papers, Queen Mary University of London, School of Economics and Finance, number 928, Jul.
• Giorgia De Nora, 2021, "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers, Queen Mary University of London, School of Economics and Finance, number 934, Dec.
• Eliud Silva & Corey Sparks, 2021, "Hierarchical forecasts of Diabetes mortality in Mexico by marginalization and sex to establish resource allocation," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 18, issue 2, pages 82-98, Julio-Dic.
• Luke Hartigan & Michelle Wright, 2021, "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2021-03, Mar, DOI: 10.47688/rdp2021-03.
• Pérez Forero, Fernando, 2021, "Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo," Working Papers, Banco Central de Reserva del Perú, number 2021-001, Mar.
• Morán, Marthín & Nivín, Rafael & Quintana, Derry, 2021, "Financial Stress and macroeconomic fluctuations in Peru," Working Papers, Banco Central de Reserva del Perú, number 2022-002, Dec.
• Sinem Koçak, 2021, "Is Exchange Rate Volatility An Important Determinant Of Tax Revenues? Evidence From Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 24, issue 81, pages 33-49, September.
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Roselle Dime & Edimon Ginting & Juzhong Zhuang, 2021, "Estimating Fiscal Multipliers in Selected Asian Economies," ADB Economics Working Paper Series, Asian Development Bank, number 638, Aug.
• Puneet Vatsa, 2021, "Have Business Cycles Become More Synchronous After NAFTA?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 1, pages 54-66.
• Tomiwa Sunday Adebayo, 2021, "Testing the EKC Hypothesis in Indonesia: Empirical Evidence from the ARDL-Based Bounds and Wavelet Coherence Approaches," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 28, issue 1, pages 78-100.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 61, pages 28-46.
• Nikita Fokin, 2021, "The importance of modeling structural breaks in forecasting Russian GDP," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 5-29.
• Necmettin Alpay Kocak, 2021, "Analysis of Relationship between the Consumer and Producer Prices in Turkey using Alternative Estimation Methods (Türkiye'de Tüketici ve Üretici Fiyatları Arasındaki İlişkinin Alternatif Tahmin Yöntem," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 33-47.
• Faruk Mike & Ali Eren Alper, 2021, "The Effect of Financial Development on Economic Growth in Fragile Economics (Kırılgan Ekonomilerde Finansal Gelişme Düzeyinin Ekonomik Büyüme Üzerindeki Etkisi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 49-64.
• Ugur Akkoc & Onder Ozgur, 2021, "Türkiye’de Para Politikasının Risk Alma Kanalı: T-FAVAR Yönteminden Yeni Asimetrik Bulgular (Risk-Taking Channel of Monetary Policy in Turkey: New Asymmetric Evidences from Threshold FAVAR)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 287-305.
• Kaveh A. Adli & Ugur Sener, 2021, "Forecasting of the U.S. Steel Prices with LVAR and VEC Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 509-522.
• Sangil Bae & Minsoo Jeong, 2021, "Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 4, pages 403-424, DOI: 10.11644/KIEP.EAER.2021.25.4.402.