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

• 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.
• Goodness C. Aye, 2021, "Effects of Fiscal and Monetary Policy Uncertainty on Economic Activity in South Africa," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 167-187, March.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 188-215, March.
• Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021, "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 4, pages 89-114, December.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Sep.
• Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021, "Expecting the unexpected: economic growth under stress," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-06, Mar.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021, "Economic vulnerability is state dependent," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-09, Jun.
• Søren Johansen & Anders Ryghn Swensen, 2021, "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-10, Jul.
• Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021, "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-13, Sep.
• Salman Huseynov, 2021, "Long and short memory in dynamic term structure models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-15, Dec.
• Yuehao Bai & Hung Ho & Guillaume A. Pouliot & Joshua Shea, 2021, "Inference for Support Vector Regression under ℓ1 Regularization," AEA Papers and Proceedings, American Economic Association, volume 111, pages 611-615, May, DOI: 10.1257/pandp.20211035.
• Alberto Abadie, 2021, "Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects," Journal of Economic Literature, American Economic Association, volume 59, issue 2, pages 391-425, June, DOI: 10.1257/jel.20191450.
• Rabindra Nepal, Muhammad Indra al Irsyad, and Tooraj Jamasb, 2021, "Sectoral Electricity Demand and Direct Rebound Effects in New Zealand," The Energy Journal, International Association for Energy Economics, volume 0, issue Number 4.
• María Lorena Garegnani & Javier García Cicco & Mauricio Maximiliano Gómez Aguirre & Luis María Libonatti & Ariel David Krysa, 2021, "Regularidades Empíricas de la Inflación en Latinoamérica," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4479, Nov.
• Akingbade U. Aimola & Nicholas M. Odhiambo, 2021, "Public Debt and Inflation: Empirical Evidence from Ghana," Working Papers, African Economic and Social Research Institute (AESRI), number 2106, Jan.
• Talknice Saungweme & Nicholas M. Odhiambo, 2021, "Public Debt and Inflation Dynamics: Empirical Evidence from Zimbabwe," Working Papers, African Economic and Social Research Institute (AESRI), number 2107, Oct.
• Akingbade U. Aimola & Nicholas M. Odhiambo, 2021, "Public Debt and Inflation Nexus in Nigeria: An ARDL Bounds Test Approach," Working Papers, African Economic and Social Research Institute (AESRI), number 2109, May.
• Talknice Saungweme & Nicholas M. Odhiambo, 2021, "Does Public Debt Granger-Cause Inflation in Tanzania? A Multivariate Analysis," Working Papers, African Economic and Social Research Institute (AESRI), number 2120, Nov.
• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers, Association Française de Cliométrie (AFC), number 05-21.
• Sara Rosa dos Santos & Aniela Fagundes Carrara, 2021, "The Interaction Between Food Prices And The Future Expectation Of Inflation: A Dynamic Analysis," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 18, issue 2, pages 135-158, July-Dece, DOI: -.
• Flávio Vilela Vieira & Valdecy Caetano de Sousa Junior, 2021, "Exchange Rate Pass-Through To Inflation For The Brazilian Economy (2003-2019): Ardl Models," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 18, issue spe, pages 39-66, special i, DOI: 10.5935/1808-2785/rem.v18nespp.39-6.
• Casoli, Chiara & Lucchetti, Riccardo (Jack), , "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 312367, DOI: 10.22004/ag.econ.312367.
• Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021, "Measuring Liquidity in Agricultural Land Markets," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315234, Aug, DOI: 10.22004/ag.econ.315234.
• Sznajderska, Anna, None, "The Impact of Foreign Shocks on the Polish Economy," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2021, issue 1, DOI: 10.22004/ag.econ.310284.
• Adebayo, Tomiwa Sunday, 2021, "Testing the EKC Hypothesis in Indonesia: Empirical Evidence from the ARDL-Based Bounds and Wavelet Coherence Approaches," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, volume 28, issue 01, DOI: 10.22004/ag.econ.334394.
• Alexander Urrego-Mesa, 2021, "Food Security, trade specialization, and violence in Colombia (1916-2016)," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, volume 17, issue 04, pages 01-15.
• Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
• Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021, "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/06, Apr.
• Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/07, Apr.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/12, Jul.
• Murat Yıldırım & Hüseyin Utku Demir, 2021, "Kredi̇ Karti Harcamalarini Etki̇leyen Makroekonomi̇k Faktörler Ve Covid-19 Pandemi̇ Dönemi̇ Üzeri̇ne Bi̇r İnceleme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 1, pages 159-180, DOI: 10.30784/epfad.830559.
• Arzu Özmerdivanlı, 2021, "Covid-19 Pandemisi İle Çeşitli Finansal Göstergeler Arasındaki Nedensellik İlişkisi: Türkiye Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 172-191, DOI: 10.30784/epfad.1022647.
• Ousama Ben-Salha & Mourad Zmami, 2021, "The Effect of Economic Growth on Employment in GCC Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 1, pages 25-41, March, DOI: 10.47743/saeb-2021-0004.
• Joel Hinaunye Eita & Zitsile Zamantungwa Khumalo & Ireen Choga, 2021, "Productivity and Real Exchange Rate: Investigating the Balassa-Samuelson Effect and misalignment in Five African Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 2, pages 177-194, June, DOI: 10.47743/saeb-2021-0011.
• Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021, "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2123, Apr.
• Gilles Dufrénot & William Ginn & Marc Pourroy, 2021, "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2130, May.
• Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021010, Jan, DOI: https://doi.org/10.1007/s00181-021-.
• Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021021, Jan, DOI: https://doi.org/10.1007/978-3-030-5.
• Gabriel Montes-Rojas & Fernando Toledo, 2021, "Shocks externos y tensiones inflacionarias en argentina: una aproximación empírica poskeynesiana-estructuralista," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2021-64, Jun.
• Игсатов О.Р. // Igsatov О.R., 2021, "Анализ эффективности процентного канала в Казахстане // Analyzing effectiveness of the interest rate channel in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 4-14.
• Константин Орлов // Konstantin Orlov, 2021, "Построение большой байесовской авторегрессионной модели для Казахстана // Building a Large Bayesian Vector Autoregression Model for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2021-1.
• Тулеуов Олжас // Tuleuov Olzhas & Багжанов Бекжан // Bagzhanov Bekzhan & Жузбаев Адам // Zhuzbayev Adam, 2021, "Роль фискальной политики в ценовой (не)стабильности в Казахстане: эмпирическая оценка и механизм макроэкономической балансировки // Role of the Fiscal Policy in the Price (In) Stability in Kazakhstan: Empiric Assessment and Macroeconomic Equilibratin," Working Papers, National Bank of Kazakhstan, number #2021-3.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021, "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 61, Apr.
• Bibiana Lanzilotta & Juan Gabriel Brida & Lucía Rosich, 2021, "Common trends in producers’ expectations, the nonlinear linkage with Uruguayan GDP and its implications in economic growth forecasting," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 62, Apr.
• Luciano Campos & Jesús Ruiz Andújar, 2021, "Common and Idiosyncratic Components of Latin American Business Cycles Connectedness," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 91, Nov.
• Petar Soric & Oscar Claveria, 2021, "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202104, May, revised May 2021.
• Ani Asoyan & Vahagn Davtyan & Haykaz Igityan & Hasmik Kartashyan & Hovhannes Manukyan, 2020, "Modelling the Effects of a Health Shock on the Armenian Economy," Working Papers, Central Bank of Armenia, number 15, Dec, revised Dec 2020.
• Irina E. Kalabikhina & Evgeny P. Banin, 2021, "Database "Childfree (antinatalist) communities in the social network VKontakte"," Population and Economics, ARPHA Platform, volume 5, issue 2, pages 92-96, July, DOI: 10.3897/popecon.5.e70786.
• H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev, 2021, "Bootstrapping Non-Stationary Stochastic Volatility," Papers, arXiv.org, number 2101.03562, Jan.
• Laura Liu & Mikkel Plagborg-M{o}ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers, arXiv.org, number 2101.04771, Jan, revised Jun 2022.
• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Identification and Inference Under Narrative Restrictions," Papers, arXiv.org, number 2102.06456, Feb.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021, "Local Projections vs. VARs: Lessons From Thousands of DGPs," Papers, arXiv.org, number 2104.00655, Apr, revised Jan 2024.
• Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob St{ae}rk-{O}stergaard, 2021, "Bootstrap Inference for Hawkes and General Point Processes," Papers, arXiv.org, number 2104.03122, Apr, revised Sep 2021.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina, 2021, "On the "mementum" of Meme Stocks," Papers, arXiv.org, number 2106.03691, Jun.
• Piergiorgio Alessandri & Haroon Mumtaz, 2021, "The macroeconomic cost of climate volatility," Papers, arXiv.org, number 2108.01617, Jul, revised Feb 2022.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers, arXiv.org, number 2110.03411, Oct.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers, arXiv.org, number 2111.00450, Oct.
• Minseog Oh & Donggyu Kim, 2021, "Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective," Papers, arXiv.org, number 2111.09655, Nov.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
• Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo, 2021, "Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies," Papers, arXiv.org, number 2112.04218, Dec.
• Nicolo Maffei-Faccioli & Eugenia Vella, 2021, "Does Immigration Grow the Pie? Asymmetric Evidence from Germany," DEOS Working Papers, Athens University of Economics and Business, number 2105, May.
• Jaqueson Galimberti, 2021, "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers, Auckland University of Technology, Department of Economics, number 2021-01, Feb.
• Moridian, Ali & Yarmohammadian, Nasser & Motalebi, Masoumeh & Shadmehr, Afsaneh, 2021, "The Role of Economic Complexity in the Ecological Footprint: A Review of the EKC Hypothesis for Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 2, pages 153-179, September.
• Bastanzad, Hossein & Davoudi, Pedram, 2021, "The Impact of Macro Systematic Shocks on the Non-Performing Loans: Multivariate Stochastic Volatility Model (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 3, pages 49-74, December.
• Vusal Gasimli & Vusala Jafarova, 2021, "The Equilibrium Real Exchange Rate in a Commodity-Exporting Country: Azerbaijan's Experience," The Scientific-Analytical Journal "Economic Reforms", Center for Analysis of Economic Reforms and Communication of the Republic of Azerbaijan, volume 2021, issue 1, pages 7-26, December, DOI: 10.30546/2790-2196.2.11.2025.1001.
• Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
• Dariia Vasylieva, 2021, "Corporate Bond Markets In Eastern Europe: Trends And Prospects," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 7, issue 1, DOI: 10.30525/2256-0742/2021-7-1-10-18.
• Sonya Georgieva, 2021, "Fiscal Multipliers in Bulgaria and Central and Eastern Europe Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 131-167.
• Kashif Munir & Mehwish Iftikhar, 2021, "Impact of Transport and Technological Infrastructure in Attracting FDI in Pakistan," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 93-106.
• Alain Guay & Florian Pelgrin, 2021, "SVARs in the Frequency Domain using a Continuum of Restrictions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 21-07, Aug.
• Saide Aránzazu Salazar & Jaime Oliver Huidobro & Alvaro Ortiz & Tomasa Rodrigo & Ignacio Tamarit, 2021, "México | Patrones de consumo de efectivo vs. tarjeta: una aproximación Big Data
  [Mexico | Cash vs. Card Consumption Patterns: A Machine Learning Approach]," Working Papers, BBVA Bank, Economic Research Department, number 21/05, May.
• Rodolfo Méndez-Marcano, 2021, "Global | Modelo vectorial autorregresivo para los tests de estrés de la banca
  [Global | A vector autoregressive model for banking stress testing]," Working Papers, BBVA Bank, Economic Research Department, number 21/08, Jul.
• Robert Ialenti, 2021, "Rising US LNG Exports and Global Natural Gas Price Convergence," Discussion Papers, Bank of Canada, number 2021-14, Sep, DOI: 10.34989/sdp-2021-14.
• Eduardo Bandrés & María-Dolores Gadea & Ana Gómez-Loscos, 2021, "Datado y sincronía del ciclo regional en España," Occasional Papers, Banco de España, number 2107, Feb.
• Eduardo Bandrés & María-Dolores Gadea & Ana Gómez-Loscos, 2021, "Dating and synchronisation of regional business cycles in Spain," Occasional Papers, Banco de España, number 2107, Feb.
• Erik Andres-Escayola & Juan Carlos Berganza & Rodolfo Campos & Luis Molina, 2021, "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Occasional Papers, Banco de España, number 2114, Jun.
• Danilo Leiva-Leon & Luis Uzeda, 2021, "Endogenous time variation in vector autoregressions," Working Papers, Banco de España, number 2108, Feb.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021, "Tracking weekly state-level economic conditions," Working Papers, Banco de España, number 2134, Aug.
• Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2021, "Forecasting corporate capital accumulation in Italy: the role of survey-based information," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 596, Feb.
• Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021, "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1321, Mar.
• Carrillo Julio A. & García Ana Laura, 2021, "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers, Banco de México, number 2021-23, Dec.
• Andrea Carolina Vargas-Páez & Carlos David Ardila-Dueñas, 2021, "Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1165, Aug, DOI: 10.32468/be.1165.
• Antonio José Orozco-Gallo & Pavel Vidal-Alejandro & Johana Sanabria-Domínguez & Jaime Andrés Collazos-Rodríguez, 2021, "Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 298, Jun, DOI: https://doi.org/10.32468/dtseru.298.
• Baoline Chen & Tucker McElroy & Osbert Pang, 2021, "Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates," BEA Working Papers, Bureau of Economic Analysis, number 0186, Jan.
• Ismail O. Fasanya & Ayinke Fajobi & Abiodun Adetokunbo, 2021, "Are Fiscal Deficits Inflationary In Nigeria? New Evidence From Bounds Testing To Cointegration With Structural Breaks," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 228, pages 123-148, January –.
• Özge Barış-Tüzemen & Samet Tüzemen, 2021, "Revisiting The Role Of Exchange Rate Volatility In Turkey’S Exports: Evidence From The Structural Var Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 231, pages 127-150, October –.
• Pratibha Saini & Krishna Muniyoor, 2021, "Revisiting The Debt–Growth Nexus: Evidence From India," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 231, pages 151-172, October –.
• Maria Sole Pagliari, 2021, "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers, Banque de France, number 829.
• Cyril Couaillier & Valerio Scalone, 2021, "Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress Tests," Working papers, Banque de France, number 830.
• Chistoph Grosse-Steffen & Laura Pagenhardt & Malte Rieth, 2021, "Committed to Flexible Fiscal Rules," Working papers, Banque de France, number 854.
• Geert Mesters & Régis Barnichon, 2021, "Reconciling Fiscal Ceilings with Macro Stabilization," Working Papers, Barcelona School of Economics, number 1277, Jul.
• Uğur Korkut Pata & Mehmet Ela, 2021, "Türkiye’de Beseri Sermaye ve Küresellesmenin Kayıt Dısı Ekonomi Üzerindeki Etkileri: Fourier-ADL Yaklasımı," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 125-152, December, DOI: https://doi.org/10.33399/biibfad.86.
• Yasemin Karatas Elcicek, 2021, "Pay Vadeli Islem Sözlesmeleri ile Finansal Oranlar Arasındaki Iliski," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 13-39, December, DOI: https://doi.org/10.33399/biibfad.83.
• Yasar Alptürk & Mert Baran Tunçel & Emin Hüseyin Çetenak & Ismail Bekçi, 2021, "Finansal Hizmetler Güven Endeksi ile BIST Sehir Endeksleri Arasındaki İliskinin Tespitine Yönelik Bir Arastırma," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 271-293, December, DOI: https://doi.org/10.33399/biibfad.88.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2021, "Short-term inflation projections model and its assessment in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 21, issue 2, pages 184-204.
• Haykaz Igityan, 2021, "Asymmetric Effects of Monetary Policy on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 1, pages 46-103, March, DOI: 10.31477/rjmf.202101.46.
• Evgenia Grigoryeva, 2021, "Determinants of Russia's Sovereign Risk," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 4, pages 74-97, December, DOI: 10.31477/rjmf.202104.74.
• Mariia Kudaeva & Ivan Redozubov, 2021, "Impact of migration flows on the economic activity and labor market of Russia as a whole and regionally," Bank of Russia Working Paper Series, Bank of Russia, number wps86, Dec.
• Giovanni Pellegrino, 2021, "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, volume 59, issue 3, pages 1106-1128, July, DOI: 10.1111/ecin.12986.
• David Knezevic & Martin Nordström & Pär Österholm, 2021, "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 50, issue 1, February, DOI: 10.1111/ecno.12176.
• Hamish Burrell & Joaquin Vespignani, 2021, "The Industrial Impact of Economic Uncertainty Shocks in Australia," Economic Papers, The Economic Society of Australia, volume 40, issue 3, pages 248-271, September, DOI: 10.1111/1759-3441.12324.
• Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2021, "Identifying oil price shocks and their consequences: The role of expectations in the crude oil market," International Finance, Wiley Blackwell, volume 24, issue 1, pages 53-76, April, DOI: 10.1111/infi.12384.
• Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
• Tommaso Proietti & Alessandro Giovannelli, 2021, "Nowcasting monthly GDP with big data: A model averaging approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 184, issue 2, pages 683-706, April, DOI: 10.1111/rssa.12645.
• Paraskevi Tzika & Stilianos Fountas, 2021, "Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis," Manchester School, University of Manchester, volume 89, issue 4, pages 330-352, July, DOI: 10.1111/manc.12367.
• Filippo Gusella & Engelbert Stockhammer, 2021, "Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter," Metroeconomica, Wiley Blackwell, volume 72, issue 4, pages 758-797, November, DOI: 10.1111/meca.12347.
• Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2021, "The Impact of Pessimistic Expectations on the Effects of COVID‐19‐Induced Uncertainty in the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 841-869, August, DOI: 10.1111/obes.12431.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021, "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 5, pages 1193-1217, October, DOI: 10.1111/obes.12420.
• Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
• Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher, 2021, "The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 4, pages 1039-1068, December, DOI: 10.1111/1540-6229.12274.
• Damian S. Damianov & Diego Escobari, 2021, "Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 4, pages 1201-1237, December, DOI: 10.1111/1540-6229.12276.
• Britta Gehrke & Brigitte Hochmuth, 2021, "Counteracting Unemployment in Crises: Non‐Linear Effects of Short‐Time Work Policy," Scandinavian Journal of Economics, Wiley Blackwell, volume 123, issue 1, pages 144-183, January, DOI: 10.1111/sjoe.12395.
• Niko Hauzenberger & Michael Pfarrhofer, 2021, "Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy," Scandinavian Journal of Economics, Wiley Blackwell, volume 123, issue 4, pages 1261-1291, October, DOI: 10.1111/sjoe.12436.
• TOACA Zinovia, 2021, "Economic Development Of The Republic Of Moldova Based On Remittances," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue 3, pages 186-199, October.
• Mauricio Mora Barrenechea & Paola Yujra Tonconi, 2021, "Evaluación de los Indicadores de Tendencia Inflacionaria en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 34, issue 1, pages 87-113, January -.
• David Esteban Zeballos Coria, 2021, "Vulnerabilidad financiera: Propuesta para la estimación de un Índice de Condiciones Financieras para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 34, issue 1, pages 9-32, January -.
• Mauricio Mora Barrenechea & Juan Carlos Heredia Gómez & David Esteban Zeballos Coria, 2021, "COVID-19, incertidumbre y demanda de dinero," Revista de Análisis del BCB, Banco Central de Bolivia, volume 35, issue 1, pages 75-104, July - De.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Paper, Norges Bank, number 2021/17, Dec.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper, Norges Bank, number 2021/3, Jun.
• Nicolò Maffei-Faccioli, 2021, "Identifying the sources of the slowdown in growth: Demand vs. supply," Working Paper, Norges Bank, number 2021/9, Sep.
• Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2021, Jun.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021, "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2021, Nov.
• Andreas Joseph & Eleni Kalamara & George Kapetanios & Galina Potjagailo & Chiranjit Chakraborty, 2021, "Forecasting UK inflation bottom up," Bank of England working papers, Bank of England, number 915, Mar.
• Ambrogio Cesa-Bianchi & Andrea Ferrero, 2021, "The transmission of Keynesian supply shocks," Bank of England working papers, Bank of England, number 934, Aug.
• Robin Braun, 2021, "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England working papers, Bank of England, number 957, Dec.
• Divya Jain & Meghna Chhabra, 2021, "A Bibliometric Mapping of Utilization of Google Trends for Examining Stock Market Dynamics," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 24, issue 3, pages 57-76, DOI: 10.32725/acta.2021.012.
• Ko Adachi & Kazuhiro Hiraki, 2021, "Recent Developments in Measuring Inflation Expectations: With a Focus on Market-based Inflation Expectations and the Term Structure of Inflation Expectations," Bank of Japan Research Laboratory Series, Bank of Japan, number 21-E-1, Jun.
• Kawakatsu Hiroyuki, 2021, "Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 33-52, January, DOI: 10.1515/jem-2020-0004.
• Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2021, "Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 53-66, January, DOI: 10.1515/jem-2020-0003.
• Marfatia Hardik A., 2021, "Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 1, pages 73-117, January, DOI: 10.1515/jtse-2017-0014.
• Roy Debasish, 2021, "Sales – Response Model in Marketing Revisited in the Times of Uncertainty and Global Turmoil," Review of Marketing Science, De Gruyter, volume 19, issue 1, pages 139-165, September, DOI: 10.1515/roms-2020-0050.
• Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021, "Stochastic model specification in Markov switching vector error correction models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-17, April, DOI: 10.1515/snde-2018-0069.
• Manner Hans & Stark Florian & Wied Dominik, 2021, "A monitoring procedure for detecting structural breaks in factor copula models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 171-192, September, DOI: 10.1515/snde-2019-0081.
• Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
• Fazzari Steven M. & Morley James & Panovska Irina, 2021, "When is discretionary fiscal policy effective?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 229-254, September, DOI: 10.1515/snde-2018-0113.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
• Josué Diwambuena & Francesco Ravazzolo, 2022, "What are the drivers of Labor Productivity?," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS86, Aug.
• Roman Matkovskyy & Akanksha Jalan, 2021, "Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model," Revue économique, Presses de Sciences-Po, volume 72, issue 5, pages 785-797.
• Ding, Y., 2021, "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2112, Feb.
• Harvey, A. C., 2021, "Time series modeling of epidemics: leading indicators, control groups and policy assessment," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2114, Feb.
• Chudik, A. & Mohaddes, K. & Raissi, M., 2021, "Covid-19 Fiscal Support and its Effectiveness," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2116, Feb.
• Harvey, A. & Palumbo, D., 2021, "Regime switching models for directional and linear observations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2123, Mar.
• Harvey, A., 2021, "Score-driven time series models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2133, Apr.
• Ding, Y., 2021, "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2179, Nov.
• Ba Chu & Shafiullah Qureshi, 2021, "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers, Carleton University, Department of Economics, number 21-12, Oct.
• Goodhead, Robert, 2021, "The Economic Impact of Yield Curve Compression: Evidence from Euro Area Forward Guidance and Unconventional Monetary Policy," Research Technical Papers, Central Bank of Ireland, number 1/RT/21, Jan.
• Parla, Fabio, 2021, "Financial Market Turbulence and Macro-Financial Developments in Ireland: a Mixed Data Sampling (MIDAS) Approach," Research Technical Papers, Central Bank of Ireland, number 7/RT/21, Sep.
• Ibrahim A. Onour & Bruno S. Sergi, 2021, "The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 137-152.
• Amogh Prakasha Kumar & Richard Watt & Laura Meriluoto, 2021, "New Evidence on Using Expert Ratings to Proxy for Wine Quality in Climate Change Research," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/10, Nov.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021, "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/35, Dec.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global Uncertainty," CESifo Working Paper Series, CESifo, number 8885.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series, CESifo, number 8921.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Exchange Rate Parities and Taylor Rule Deviations," CESifo Working Paper Series, CESifo, number 8961.
• Louisa Grimm & Sven Steinkamp & Frank Westermann, 2021, "On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?," CESifo Working Paper Series, CESifo, number 9016.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series, CESifo, number 9027.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
• Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021, "Tracking Weekly State-Level Economic Conditions," CESifo Working Paper Series, CESifo, number 9165.
• Sania Wadud & Robert D. Durand & Marc Gronwald, 2021, "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series, CESifo, number 9202.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series, CESifo, number 9328.
• Kajal Lahiri & Cheng Yang, 2021, "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series, CESifo, number 9365.