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

• 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 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 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.
• Goodness C. Aye, 2021, "Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 1, pages 83-96.
• Abdulnasser Hatemi-J & Per-Ola MANESCHIÖLD, 2021, "Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 3, pages 293-310.
• Aula Ahmad Hafidh, 2021, "Responses of Islamic banking variables to monetary policy shocks in Indonesia," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 28, pages 174-190.
• Priscila Méndez, 2021, "Urbanización y crecimiento económico: un análisis de cointegración y causalidad para el caso ecuatoriano," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 9, issue 1, pages 109-117.
• Masoud Saadatmehr, 2021, "Testing the Endogenous Hypothesis of Post-Keynesian Money Supply in the Iranian Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 2, pages 187-206.
• Óscar Martínez, 2021, "Rational Bubbles and the S&P 500. An empirical approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 35, pages 135-158.
• Mauricio Mora Barrenechea, 2021, "Una revisión a la Curva de Phillips en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 35, pages 159-185.
• Shuping Shi & Jun Yu, 2021, "Different Strokes for Different Folks: Long Memory and Roughness," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2021, Aug.
• Hüseyin ŞEN & Zeynep Burcu BULUT-ÇEVIK, 2021, "The Revenue-Maximizing Corporate Income Tax Rate for Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-142, December.
• Vladimir MIHAJLOVIĆ & Aleksandra FEDAJEV, 2021, "Okun’s Law (A)Symmetry in SEE Countries: Evidence from Nonlinear ARDL Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 140-157, June.
• Emilian DOBRESCU, 2021, "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-38, December.
• Daniela Fantozzi & Alessio Muscarnera, 2021, "A News-based Policy Index for Italy: Expectations and Fiscal Policy," CEIS Research Paper, Tor Vergata University, CEIS, number 509, Mar, revised 11 Mar 2021.
• Rabindra Nepal & Muhammad Indra al Irsyad & Tooraj Jamasb, 2021, "Sectoral Electricity Demand and Direct Rebound Effects inNew Zealand," The Energy Journal, , volume 42, issue 4, pages 153-174, July, DOI: 10.5547/01956574.42.4.rnep.
• Sampriti Das & Amiya Sarma, 2021, "Growth Behaviour of India’s Export of Services, 1975–2018," Foreign Trade Review, , volume 56, issue 3, pages 301-321, August, DOI: 10.1177/0015732520982187.
• Rahul Sarania, 2021, "Interactions among Infrastructure, Trade Openness, Foreign Direct Investments and Economic Growth in India," Journal of Infrastructure Development, India Development Foundation, volume 13, issue 1, pages 21-43, June, DOI: 10.1177/09749306211023621.
• Hiluf Techane Gidey & Naser Yenus Nuru, 2021, "Exchange Rate Uncertainty Effects on Domestic Investment in South Africa," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 15, issue 3, pages 338-352, August, DOI: 10.1177/09738010211010516.
• Ayesh Ariyasinghe & N. S. Cooray, 2021, "The Nexus Of Foreign Reserves, Exchange Rate And Inflation: Recent Empirical Evidence From Sri Lanka," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 22, issue 1, pages 29-72, March, DOI: 10.1177/1391561420987106.
• Sidra Feroz & Bushra Yasmin, 2021, "Terrorism and Brain Drain in Pakistan: Is There a Connection?," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 22, issue 1, pages 73-87, March, DOI: 10.1177/1391561421997216.
• Anu Keshiro Toriola & Emmanuel Oladapo George & Walid Gbadebo Adebosin, 2021, "The Nexus Between Commodity Terms and National Terms of Trade of Sub-Sahara African Countries: Implication for Intersectoral Linkage," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 1, pages 79-98.
• Konstantinos Bakri, 2021, "The Economics of New Enterprises, The Number of Businesses and Economic Growth Across the EU during 2008-2017," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 2, pages 201-210.
• Reyes García, Nallely Jacqueline & Venegas Martínez, Francisco & Martínez Palacios, María Teresa Verónica, 2021, "Análisis comparativo entre el modelo ARMA y su versión continua CARMA sobre la dinámica del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores / Comparative analysis between the ARMA model and Its continuous version CARMA on the Dynamic," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 33-57, enero-jun.
• Anna Sznajderska, 2021, "The Impact of Foreign Shocks on the Polish Economy," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 33-52.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The safety premium of safe assets," Working Papers, Swiss National Bank, number 2021-02.
• Zeyneb Hafsa ORHAN & Nurullah TIRMAN, 2021, "An Empirical Analysis Regarding the Effect of Sukuk Outstanding on Growth in Turkey: 2010-2019Abstract: What is called Islamic finance today focuses on providing financial services in line with Islamic rules and ethos. Within the scope of Islamic fin," Sosyoekonomi Journal, Sosyoekonomi Society.
• Andre M. Marques & Gilberto Tadeu Lima, 2021, "Testing for Granger Causality in Quantiles Between the Wage Share and Capacity Utilization," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2021_03, Mar.
• Maddalena Cavicchioli, 2021, "OLS Estimation of Markov switching VAR models: asymptotics and application to energy use," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 105, issue 3, pages 431-449, September, DOI: 10.1007/s10182-020-00383-4.
• Brian M. Lucey & Maurice Peat & Aleksandar Šević & Samuel A. Vigne, 2021, "What is the optimal weight for gold in a portfolio?," Annals of Operations Research, Springer, volume 297, issue 1, pages 277-291, February, DOI: 10.1007/s10479-019-03496-5.
• Alessia Naccarato & Andrea Pierini & Giovanna Ferraro, 2021, "Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment," Annals of Operations Research, Springer, volume 299, issue 1, pages 81-99, April, DOI: 10.1007/s10479-019-03225-y.
• Alessandra Cretarola & Gianna Figà-Talamanca, 2021, "Detecting bubbles in Bitcoin price dynamics via market exuberance," Annals of Operations Research, Springer, volume 299, issue 1, pages 459-479, April, DOI: 10.1007/s10479-019-03321-z.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021, "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, volume 66, issue 2, pages 279-307, April, DOI: 10.1007/s00168-020-01021-2.
• G. Rigatos & P. Siano & M. Abbaszadeh & T. Ghosh, 2021, "Nonlinear optimal control of coupled time-delayed models of economic growth," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 375-399, June, DOI: 10.1007/s10203-021-00327-w.
• Gianna Figá-Talamanca & Sergio Focardi & Marco Patacca, 2021, "Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 863-882, December, DOI: 10.1007/s10203-021-00318-x.
• Davide Provenzano & Rodolfo Baggio, 2021, "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 941-955, December, DOI: 10.1007/s10203-021-00319-w.
• Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva, 2021, "Betting on bitcoin: a profitable trading between directional and shielding strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 883-903, December, DOI: 10.1007/s10203-021-00324-z.
• Georg Keilbar & Yanfen Zhang, 2021, "On cointegration and cryptocurrency dynamics," Digital Finance, Springer, volume 3, issue 1, pages 1-23, March, DOI: 10.1007/s42521-021-00027-5.
• Stéphane Goutte & Benjamin Keddad, 2021, "A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_12.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_9.
• Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2021, "Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis," Empirical Economics, Springer, volume 60, issue 2, pages 539-555, February, DOI: 10.1007/s00181-019-01783-5.
• Youssef Akil & Hendrik Sonnabend, 2021, "The common-interest game between terrorists and the media: replication and extension," Empirical Economics, Springer, volume 60, issue 3, pages 1593-1606, March, DOI: 10.1007/s00181-019-01799-x.
• Tim Kutzker & Florian Stark & Dominik Wied, 2021, "Testing for relevant dependence change in financial data: a CUSUM copula approach," Empirical Economics, Springer, volume 60, issue 4, pages 1875-1894, April, DOI: 10.1007/s00181-019-01811-4.
• Chak Hung Jack Cheng & Nopphol Witvorapong, 2021, "Health care policy uncertainty, real health expenditures and health care inflation in the USA," Empirical Economics, Springer, volume 60, issue 4, pages 2083-2103, April, DOI: 10.1007/s00181-019-01818-x.
• Jean-Paul Chavas, 2021, "The dynamics and volatility of prices in multiple markets: a quantile approach," Empirical Economics, Springer, volume 60, issue 4, pages 1607-1628, April, DOI: 10.1007/s00181-020-01821-7.
• Demetris Koursaros & Nektarios Michail & Christos Savva, 2021, "Tell me where to stop: thresholds in the bank lending and output growth relationship," Empirical Economics, Springer, volume 60, issue 4, pages 1845-1873, April, DOI: 10.1007/s00181-020-01823-5.
• Lealand Morin & Ying Shang, 2021, "Federal Reserve policy after the zero lower bound: an indirect inference approach," Empirical Economics, Springer, volume 60, issue 4, pages 2105-2124, April, DOI: 10.1007/s00181-020-01824-4.
• Alain Kabundi & Asithandile Mbelu, 2021, "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, volume 60, issue 4, pages 1817-1844, April, DOI: 10.1007/s00181-020-01844-0.
• Camilla Mastromarco & Léopold Simar & Valentin Zelenyuk, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," Empirical Economics, Springer, volume 60, issue 6, pages 2701-2740, June, DOI: 10.1007/s00181-021-02029-z.
• Verena Monschang & Bernd Wilfling, 2021, "Sup-ADF-style bubble-detection methods under test," Empirical Economics, Springer, volume 61, issue 1, pages 145-172, July, DOI: 10.1007/s00181-020-01859-7.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2021, "International confidence spillovers and business cycles in small open economies," Empirical Economics, Springer, volume 61, issue 2, pages 773-798, August, DOI: 10.1007/s00181-020-01887-3.
• Andrea Cipollini & Ieva Mikaliunaite, 2021, "Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR," Empirical Economics, Springer, volume 61, issue 2, pages 855-881, August, DOI: 10.1007/s00181-020-01888-2.
• Yan Qian & Zijun Wang, 2021, "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, volume 61, issue 2, pages 799-825, August, DOI: 10.1007/s00181-020-01916-1.
• Zeina Alsalman, 2021, "Does the source of oil supply shock matter in explaining the behavior of U.S. consumer spending and sentiment?," Empirical Economics, Springer, volume 61, issue 3, pages 1491-1518, September, DOI: 10.1007/s00181-020-01900-9.
• Yi-Ting Chen, 2021, "A mixed-frequency smooth measure for business conditions," Empirical Economics, Springer, volume 61, issue 4, pages 1699-1724, October, DOI: 10.1007/s00181-020-01937-w.
• António Rua, 2021, "Modelling currency demand: the case of the euro," Empirical Economics, Springer, volume 61, issue 4, pages 1865-1881, October, DOI: 10.1007/s00181-020-01939-8.
• Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
• Angela Capolongo & Claudia Pacella, 2021, "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, volume 61, issue 5, pages 2477-2499, November, DOI: 10.1007/s00181-020-01959-4.
• Ozge Kandemir Kocaaslan, 2021, "Are the responses of output and investment to oil price shocks asymmetric?: The case of an oil-importing small open economy," Empirical Economics, Springer, volume 61, issue 5, pages 2501-2516, November, DOI: 10.1007/s00181-020-01983-4.
• Jorge E. Galán & Javier Mencía, 2021, "Model-based indicators for the identification of cyclical systemic risk," Empirical Economics, Springer, volume 61, issue 6, pages 3179-3211, December, DOI: 10.1007/s00181-020-01993-2.
• Ivan Hajdukovic, 2021, "Interactions among macroeconomic policies, the energy market and environmental quality," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 23, issue 4, pages 861-913, October, DOI: 10.1007/s10018-021-00305-x.
• Andrew Adewale Alola & Festus Victor Bekun, 2021, "Obesity Kuznets curve and the reality of eco-income ellipsoids (EIE)," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 22, issue 7, pages 1095-1101, September, DOI: 10.1007/s10198-021-01308-x.
• Abdul Majid & Muhammad Yasir & Muhammad Yasir & Zahid Yousaf, 2021, "Network capability and strategic performance in SMEs: the role of strategic flexibility and organizational ambidexterity," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 11, issue 4, pages 587-610, December, DOI: 10.1007/s40821-020-00165-7.
• Veli Yilanci & Onder Ozgur & Muhammed Sehid Gorus, 2021, "Stock prices and economic activity nexus in OECD countries: new evidence from an asymmetric panel Granger causality test in the frequency domain," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-22, December, DOI: 10.1186/s40854-020-00221-1.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-37, December, DOI: 10.1186/s40854-021-00239-z.
• Mikhail I. Stolbov & Maria A. Shchepeleva & Alexander M. Karminsky, 2021, "A global perspective on macroprudential policy interaction with systemic risk, real economic activity, and monetary intervention," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00257-x.
• Kuan-Min Wang & Thanh-Binh Nguyen Thi & Yuan-Ming Lee, 2021, "Is gold a safe haven for the dynamic risk of foreign exchange?," Future Business Journal, Springer, volume 7, issue 1, pages 1-17, December, DOI: 10.1186/s43093-021-00101-9.
• Oscar Claveria, 2021, "On the Aggregation of Survey-Based Economic Uncertainty Indicators Between Different Agents and Across Variables," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 1-26, April, DOI: 10.1007/s41549-020-00050-2.
• Takashi Oga, 2021, "Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 27-53, April, DOI: 10.1007/s41549-021-00052-8.
• Max Soloschenko & Enzo Weber, 2021, "Trend-Cycle Interactions and the Subprime Crisis: Analysis of US and Canadian Output," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 2, pages 109-128, November, DOI: 10.1007/s41549-021-00058-2.
• Kenneth A. Tah & Geoffrey Ngene, 2021, "Dynamic linkages between US and Eurodollar interest rates: new evidence from causality in quantiles," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 200-210, January, DOI: 10.1007/s12197-020-09533-5.
• Laleh Samarbakhsh & Meet Shah, 2021, "Fixed income mutual fund performance during and after a crisis: a Canadian case," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 654-676, October, DOI: 10.1007/s12197-021-09541-z.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach," Journal of Innovation and Entrepreneurship, Springer, volume 10, issue 1, pages 1-16, December, DOI: 10.1186/s13731-021-00173-5.
• Fabio Milani, 2021, "COVID-19 outbreak, social response, and early economic effects: a global VAR analysis of cross-country interdependencies," Journal of Population Economics, Springer;European Society for Population Economics, volume 34, issue 1, pages 223-252, January, DOI: 10.1007/s00148-020-00792-4.
• Charles Olivier Mao Takongmo & Laetitia Lebihan, 2021, "Government Spending, GDP and Exchange Rate in Zero Lower Bound: Measuring Causality at Multiple Horizons," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 139-160, March, DOI: 10.1007/s40953-020-00213-z.
• Avishek Bhandari & Bandi Kamaiah, 2021, "Long Memory and Fractality Among Global Equity Markets: a Multivariate Wavelet Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 23-37, March, DOI: 10.1007/s40953-020-00220-0.
• Dilip M. Nachane & Amlendu Dubey, 2021, "The Spectral Envelope: An Application to the Decoupling Problem in Economics," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 287-308, December, DOI: 10.1007/s40953-021-00272-w.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• Philip Hans Franses, 2021, "Modeling Judgment in Macroeconomic Forecasts," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 401-417, December, DOI: 10.1007/s40953-021-00277-5.
• Pami Dua & Deepika Goel, 2021, "Inflation Persistence in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 525-553, September, DOI: 10.1007/s40953-021-00237-z.
• Pavlos Stamatiou & Chaido Dritsaki & Dimitrios Niklis, 2021, "CO2 Emissions, Energy Consumption, Economic Growth, Trade, and Urbanization in Greece," Springer Proceedings in Business and Economics, Springer, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Longitudinal Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-63970-9_26.
• Philip Hans Franses, 2021, "Estimating persistence for irregularly spaced historical data," Quality & Quantity: International Journal of Methodology, Springer, volume 55, issue 6, pages 2177-2187, December, DOI: 10.1007/s11135-021-01099-6.
• Rodrigo Mulero & Alfredo García-Hiernaux, 2021, "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 3, pages 329-349, September, DOI: 10.1007/s13209-021-00231-x.
• Daniel Albalate & Germà Bel & Ferran A. Mazaira-Font, 2021, "Decoupling synthetic control methods to ensure stability, accuracy and meaningfulness," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 549-584, December, DOI: 10.1007/s13209-021-00242-8.
• Ángel Cuevas & Ramiro Ledo & Enrique M. Quilis, 2021, "Seasonal adjustment of the Spanish sales daily data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 687-708, December, DOI: 10.1007/s13209-021-00251-7.
• João Leitão & Joaquim Ferreira, 2021, "Oil Shocks and Stock Market Performance: Evidence from the Eurozone and the USA," Studies on Entrepreneurship, Structural Change and Industrial Dynamics, Springer, in: Tessaleno Devezas & João Leitão & Askar Sarygulov, "The Economics of Digital Transformation", DOI: 10.1007/978-3-030-59959-1_7.
• Oscar Claveria, 2021, "Disagreement on expectations: firms versus consumers," SN Business & Economics, Springer, volume 1, issue 12, pages 1-23, December, DOI: 10.1007/s43546-021-00164-4.