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

• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 21-08R, Mar, revised 12 Jul 2022, DOI: 10.26509/frbc-wp-202108r.
• Christian K. Tipoy & Malibongwe C. Nyati & Paul F. Muzindutsi, 2021, "Measuring and testing a modified version of the South African financial cycle," ERSA Working Paper Series, Economic Research Southern Africa, number 869, Oct.
• 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.
• Eliphas Ndou, 2021, "Exchange rate changes, price level and the income effects on trade balance in South Africa," SN Business & Economics, Springer, volume 1, issue 2, pages 1-19, February, DOI: 10.1007/s43546-021-00039-8.
• Faisal M. Awwal & Prasad V. Bidarkota, 2021, "A state space framework for the residual income valuation model of stock prices," SN Business & Economics, Springer, volume 1, issue 4, pages 1-28, April, DOI: 10.1007/s43546-021-00066-5.
• Dooruj Rambaccussing, 2021, "The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth," SN Business & Economics, Springer, volume 1, issue 9, pages 1-15, September, DOI: 10.1007/s43546-021-00116-y.
• David Gabauer & Rangan Gupta & Jacobus Nel & Woraphon Yamaka, 2021, "Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 155, issue 3, pages 771-788, June, DOI: 10.1007/s11205-021-02622-w.
• Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "A comparison of semiparametric tests for fractional cointegration," Statistical Papers, Springer, volume 62, issue 4, pages 1997-2030, August, DOI: 10.1007/s00362-020-01169-1.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021, "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-3.
• Yu-Min Lian & Chia-Hsuan Li & Yi-Hsuan Wei, 2021, "Machine Learning and Time Series Models for VNQ Market Predictions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 5, pages 1-2.
• Ä°lker Met & Levent Özbek & Himmet Aksoy & Ayfer Erkoç, 2021, "A Modeling Study on the Estimation of COVID-19 Daily and Weekly Cases and Reproduction Number Using the Adaptive Kalman Filter: The Example of Ziraat Bank, Turkey," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 3, pages 1-2.
• Buesa, Alejandro & De Quinto, Alicia & Población García, Francisco Javier, 2021, "Risky mortgages, credit shocks and cross-border spillovers," ESRB Working Paper Series, European Systemic Risk Board, number 123, Aug.
• Meglioli, Francesco & Gauci, Stephanie, 2021, "A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector," ESRB Working Paper Series, European Systemic Risk Board, number 124, Aug.
• Skouralis, Alexandros, 2021, "The role of systemic risk spillovers in the transmission of Euro Area monetary policy," ESRB Working Paper Series, European Systemic Risk Board, number 129, Dec.
• Alessandro SACCAL, 2021, "A Note On Gensys’ Minimality," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 12, issue 1, pages 57-60.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021, "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers, Statistics Norway, Research Department, number 967, Nov.
• Cavaliere, Giuseppe & Lu,Ye & Rahbek, Anders & Staerk-Ostergaard, J, 2021, "Bootstrap Inference For Hawkes And General Point Processes," Working Papers, University of Sydney, School of Economics, number 2021-05, Mar.
• Hanjo Odendaal, 2021, "A machine learning approach to domain specific dictionary generation. An economic time series framework," Working Papers, Stellenbosch University, Department of Economics, number 06/2021.
• Carmen van der Merwe & Martin de Wit, 2021, "An In-Depth Investigation into the Relationship Between Municipal Solid Waste Generation and Economic Growth in the City of Cape Town," Working Papers, Stellenbosch University, Department of Economics, number 07/2021, revised 2021.
• Afees A. Salisu & Rangan Gupta, 2021, "Dynamic effects of monetary policy shocks on macroeconomic volatility in the United Kingdom," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1594-1599, October, DOI: 10.1080/13504851.2020.1834498.
• Andrey Polbin, 2021, "Multivariate unobserved component model for an oil-exporting economy: the case of Russia," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 8, pages 681-685, May, DOI: 10.1080/13504851.2020.1770678.
• Fadia Al Hajj & Gilles Dufrénot & Benjamin Keddad, 2021, "Exchange rate policy and external vulnerabilities in Sub-Saharan Africa: nominal, real or mixed targeting?," Applied Economics, Taylor & Francis Journals, volume 53, issue 3, pages 380-399, January, DOI: 10.1080/00036846.2020.1808176.
• Semih Emre Çekin & Rangan Gupta & Eric Olson, 2021, "The Taylor curve: international evidence," Applied Economics, Taylor & Francis Journals, volume 53, issue 40, pages 4680-4691, August, DOI: 10.1080/00036846.2021.1907284.
• Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 18, pages 1804-1833, December, DOI: 10.1080/1351847X.2021.1917442.
• Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021, "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
• Haroon Mumtaz & Alberto Musso, 2021, "The Evolving Impact of Global, Region-Specific, and Country-Specific Uncertainty," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 466-481, March, DOI: 10.1080/07350015.2019.1668798.
• Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021, "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 3, pages 652-668, July, DOI: 10.1080/07350015.2020.1713795.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021, "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1054-1065, October, DOI: 10.1080/07350015.2020.1763805.
• Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021, "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1066-1079, October, DOI: 10.1080/07350015.2020.1763806.
• Andrew Phiri, 2021, "Is Neo-Fisherism ‘alive’ in South Africa? A frequency domain causality approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 14, issue 2, pages 142-156, May, DOI: 10.1080/17520843.2020.1796732.
• Akingbade U. Aimola & Nicholas M. Odhiambo & Christian Nsiah, 2021, "Public debt and inflation nexus in Nigeria: An ARDL bounds test approach," Cogent Economics & Finance, Taylor & Francis Journals, volume 9, issue 1, pages 1921905-192, January, DOI: 10.1080/23322039.2021.1921905.
• Andrey Polbin & Sergey Sinelnikov-Murylev, 2021, "A simple macro-econometric simultaneous equation model for the Russian economy," Post-Communist Economies, Taylor & Francis Journals, volume 33, issue 5, pages 587-613, July, DOI: 10.1080/14631377.2020.1793607.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzon, 2021, "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 20-28, January, DOI: 10.1080/10835547.2021.1981569.
• Ranjan Kumar Mohanty & N. R. Bhanumurthy, 2021, "Revisiting the role of fiscal policy in determining interest rate in India," Journal of the Asia Pacific Economy, Taylor & Francis Journals, volume 26, issue 2, pages 293-318, April, DOI: 10.1080/13547860.2021.1913811.
• Aljabri, Salwa & Raghavan, Mala & Vespignani, Joaquin, 2021, "Oil prices and fiscal policy in an oil-exporter country: empirical evidence from Oman," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2021-04.
• Umit Koc & Fethi Ogunc & Mustafa Utku Ozmen, 2021, "The Role of Expectations in the Inflation Process in Turkey: Have the Dynamics Changed Recently?," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2102.
• Hande Kucuk Yesil & Pinar Ozlu & Caglar Yunculer, 2021, "Decomposition of Bank Loans and Economic Activity in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2103.
• Gulnihal Tuzun, 2021, "The Importance of External Shocks and Global Monetary Conditions for A Small-Open Economy," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2109.
• Kazim Azim Ozdemir & Ahmet Adnan Eken & Didem Yazici, 2021, "Direct Investments and Current Account Balance: A Sectoral Overview," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2137.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021, "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-006/III, Jan.
• Quint Wiersma & Siem Jan Koopman & Julia Schaumburg & Etienne Wijler, 2021, "Regularized estimation for panel time series models with dynamic factors and local cross-sectional dependence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-008/III, Jan, revised 10 Mar 2026.
• Andre Lucas & Anne Opschoor & Luca Rossini, 2021, "Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-010/III, Jan, revised 11 Jul 2023.
• Annika Camehl & Malte Rieth, 2021, "Disentangling Covid-19, Economic Mobility, and Containment Policy Shocks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-018/VI, Feb.
• Caterina Schiavoni & Siem Jan Koopman & Franz Palm & Stephan Smeekes & Jan van den Brakel, 2021, "Time-varying state correlations in state space models and their estimation via indirect inference," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-020/III, Feb.
• Knut Are Aastveit & Jamie Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-053/III, Jun.
• Paolo Gorgi & Siem Jan Koopman & Julia Schaumburg, 2021, "Vector Autoregressions with Dynamic Factor Coefficients and Conditionally Heteroskedastic Errors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-056/III, Jun.
• Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021, "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-057/III, Jun.
• Jacques Minlend & Isabelle Cadoret & Tovonony Razafindrabe, 2021, "Uncertainty diffusion across commodity markets," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2021-02, Jul.
• Lateef Adewale Yunusa & Mayowa Ebenezer Ariyibi & Kehinde Isiaq Olaiya & Tolulope Oyakhilome Williams, 2021, "Lending Rate and Commercial Bank Lending in Nigeria," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 19, issue 2, pages 65-76, November.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202101, Jan.
• Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021, "Expecting the unexpected: economic growth under stress," Working Papers, University of California at Riverside, Department of Economics, number 202106, Mar.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202107, May.
• Jinyong Hahn & Zhipeng Liao & Geert Ridder & Ruoyao Shi, 2021, "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables," Working Papers, University of California at Riverside, Department of Economics, number 202202, Nov.
• Tomás Caravello & Turalay Kenc & Martín Sola, 2021, "Risk Aversion and Changes in Regime," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2021_08, Dec.
• Martin Bruns & Helmut Luetkepohl, 2021, "Comparison of Local Projection Estimators for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-04, May.
• Martin Bruns & Michele Piffer, 2021, "Monetary policy shocks over the business cycle: Extending the Smooth Transition framework," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2021-07, Aug.
• Nadiia Shapovalenko, 2021, "A Suite of Models for CPI Forecasting," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 252, pages 4-36, DOI: 10.26531/vnbu2021.252.01.
• Alfred Duncan, 2021, "Reverse mode differentiation for DSGE models," Studies in Economics, School of Economics, University of Kent, number 2108, Jul.
• Rambeli, Norimah & Awang Marikan, Dayang Affizah & Hashim, Emilda & Mohd. Ariffin, Siti Zubaidah & Hashim, Asmawi & M. Podivinsky, Jan, 2021, "The Determinants of Carbon Dioxide Emissions in Malaysia and Singapore," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 2, pages 107-119, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Zalina Zainal, Zalina & Aziz, Mukhriz Izraf Azman & Md. Salleh, Mohd Faisol, 2021, "The Effect of Asymmetrical Relationship of Oil Price Shocks on Gross Domestic Product," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 2, pages 121-135, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-14.
• J. Isaac Miller & Kyungsik Nam, 2021, "Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions," Working Papers, Department of Economics, University of Missouri, number 2112.
• Régis Barnichon & Geert Mesters, 2021, "Fiscal targeting," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1793, Jul.
• Fengler, Matthias & Polivka, Jeannine, 2021, "Proxy-identification of a structural MGARCH model for asset returns," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2103, Apr, revised Oct 2024.
• Aimola, Akingbade U & Odhiambo, Nicholas M, 2021, "Public debt and inflation: Empirical evidence from Ghana," Working Papers, University of South Africa, Department of Economics, number 27063, Jan.
• Aimola, Akingbade U & Odhiambo, Nicholas M, 2021, "Public debt and inflation nexus in Nigeria: An ARDL bounds test approach," Working Papers, University of South Africa, Department of Economics, number 27738, Jul.
• Saungweme, Talknice & Odhiambo, Nicholas M, 2021, "Public debt and inflation dynamics: Empirical evidence from Zimbabwe," Working Papers, University of South Africa, Department of Economics, number 28343, Nov.
• Filippo Beltrami & Fulvio Fontini & Monica Giulietti & Luigi Grossi, 2021, "The zonal and seasonal CO2 marginal emissions factors for the Italian power market," Working Papers, University of Verona, Department of Economics, number 01/2021, Jan.
• Davide Bernardi & Roberto Ricciuti, 2021, "An Economic Analysis of ‘Quota 90’," Working Papers, University of Verona, Department of Economics, number 09/2021, Jun.
• Resul Aydemir & Bulent Guloglu & Ercan Saridogan, 2021, "Volatility Spillovers and Dynamic Correlations among Foreign Exchange Rates and Bond Markets of Emerging Economies," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 1, pages 99-127.
• Gokhan Cinar & Adnan Hushmat, 2021, "The Analysis of Wheat Prices Using Multiple Structural Breakpoint Co-Integration Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 3, pages 359-374.
• Soliu Bidemi Adegboyega & Temidayo Oladiran Akinbobola & Felix O. Ajayi, 2021, "Capital Flows and Economic Growth: What Roles Does Trade Liberialisation Play?," Business & Management Compass, University of Economics Varna, issue 1, pages 26-44.
• Chlebus Marcin & Dyczko Michał & Woźniak Michał, 2021, "Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem," Central European Economic Journal, Paradigm, volume 8, issue 55, pages 44-62, January, DOI: 10.2478/ceej-2021-0004.
• Oumarou Issoufou, 2021, "Remittance in Niger: effects on economic growth and on migrants’ left behind," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 7, issue 1, pages 60-69, May, DOI: 10.2478/crebss-2021-0005.
• Saungweme Talknice & Odhiambo Nicholas M., 2021, "Public debt and inflation dynamics: Empirical evidence from Zimbabwe," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 7, issue 2, pages 14-30, December, DOI: 10.2478/crebss-2021-0007.
• Siemaszkiewicz Karolina, 2021, "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 25, issue 4, pages 1-16, December, DOI: 10.15611/eada.2021.4.01.
• Mishra Arunendra & Kumar R Prasanth, 2021, "Agricultural commodities: An integrated approach to assess the volatility spillover and dynamic connectedness," Economics and Business Review, Paradigm, volume 7, issue 4, pages 28-53, December, DOI: 10.18559/ebr.2021.4.3.
• Ayad Hicham, 2021, "Oil Prices and the Algerian Exchange Rate: Is there any Difference with Hidden Co-Integration?," Folia Oeconomica Stetinensia, Paradigm, volume 21, issue 1, pages 1-17, June, DOI: 10.2478/foli-2021-0001.
• Fatih Chellai, 2021, "What Can SVAR Models Tell us About the Impact of Public Expenditure Shocks on Macroeconomic Variables in Algeria? A Slight Hint to the COVID-19 Pandemic," Folia Oeconomica Stetinensia, Paradigm, volume 21, issue 2, pages 21-37, December, DOI: 10.2478/foli-2021-0014.
• Radulović Marija & Kostić Milan, 2021, "Are EU Members’ Economies an “Engine” of the EU Candidates’ Economies?," Folia Oeconomica Stetinensia, Paradigm, volume 21, issue 2, pages 97-117, December, DOI: 10.2478/foli-2021-0018.
• Oumarou Issoufou, 2021, "Remittances and Economic Growth in Niger: An Error Correction Mechanism Approach," Journal of Social and Economic Statistics, Paradigm, volume 10, issue 1-2, pages 17-29, December, DOI: 10.2478/jses-2021-0002.
• Đidelija Irma, 2021, "The Causal Link Between Savings and Economic Growth in Bosnia and Herzegovina," South East European Journal of Economics and Business, Paradigm, volume 16, issue 2, pages 114-131, December, DOI: 10.2478/jeb-2021-0018.
• Sakanko Musa Abdullahi & Adejor Gabriel Attah & Adeniji Sesan Oluseyi, 2021, "Petroleum Pump Price Swing and Consumer Price Index Nexus in Nigeria: New Evidence from NARDL," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 31, issue 2, pages 64-79, June, DOI: 10.2478/sues-2021-0009.
• Michael Ryan, 2020, "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics, University of Waikato, number 20/11, Dec.
• Michael Landesmann & Isilda Mara, 2021, "Interrelationships between Human Capital, Migration and Labour Markets in the Western Balkans: An Econometric Investigation," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 196, Mar.
• Leopold Ringwald & Thomas O. Zörner, 2021, "The money-inflation nexus revisited," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp310, Mar.
• Georg Leitner & Teresa Hübel & Anna Wolfmayr & Manuel Zerobin, 2021, "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp312, Mar.
• Maximilian Böck, 2021, "The Identification of Non-Rational Risk Shocks," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp314, Jun.
• Ringwald, Leopold & Zörner, Thomas O., 2021, "The money-inflation nexus revisited," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 310, Mar.
• Leitner, Georg & Hübel, Teresa & Wolfmayr, Anna & Zerobin, Manuel, 2021, "How risky is Monetary Policy? The Effect of Monetary Policy on Systemic Risk in the Euro Area," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 312, Mar.
• Böck, Maximilian, 2021, "The Identification of Non-Rational Risk Shocks," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 314, Jun.
• Mikkel Plagborg‐Møller & Christian K. Wolf, 2021, "Local Projections and VARs Estimate the Same Impulse Responses," Econometrica, Econometric Society, volume 89, issue 2, pages 955-980, March, DOI: 10.3982/ECTA17813.
• Peter C. B. Phillips & Sainan Jin, 2021, "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 62, issue 2, pages 469-520, May, DOI: 10.1111/iere.12494.
• Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2021, "Political tension and stock markets in the Arabian Peninsula," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 679-683, January, DOI: 10.1002/ijfe.1810.
• Haroon Mumtaz & Laura Sunder‐Plassmann, 2021, "Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 1, pages 86-97, January, DOI: 10.1002/jae.2800.
• Jörg Breitung & Malte Knüppel, 2021, "How far can we forecast? Statistical tests of the predictive content," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 4, pages 369-392, June, DOI: 10.1002/jae.2817.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021, "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 495-516, August, DOI: 10.1002/jae.2828.
• Arnoud Stevens & Joris Wauters, 2021, "Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 566-586, August, DOI: 10.1002/jae.2813.
• Nooman Rebei & Rashid Sbia, 2021, "Transitory and permanent shocks in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 7, pages 1047-1064, November, DOI: 10.1002/jae.2863.
• Gregor Bäurle & Elizabeth Steiner & Gabriel Züllig, 2021, "Forecasting the production side of GDP," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 3, pages 458-480, April, DOI: 10.1002/for.2725.
• Till Weigt & Bernd Wilfling, 2021, "An approach to increasing forecast‐combination accuracy through VAR error modeling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 4, pages 686-699, July, DOI: 10.1002/for.2733.
• Benjamin K. Johannsen & Elmar Mertens, 2021, "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 5, pages 1005-1046, August, DOI: 10.1111/jmcb.12771.
• Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
• Stéphane Lhuissier & Fabien Tripier, 2021, "Regime‐dependent effects of uncertainty shocks: A structural interpretation," Quantitative Economics, Econometric Society, volume 12, issue 4, pages 1139-1170, November, DOI: 10.3982/QE1298.
• Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021, "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2021, "Bayesian Local Projections," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1348.
• Soumya Bhadury & Saurabh Ghosh & Pankaj Kumar, 2021, "Constructing a Coincident Economic Indicator for India: How Well Does It Track Gross Domestic Product?," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 38, issue 02, pages 237-277, September, DOI: 10.1142/S0116110521500104.
• Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2021, "Investor Sentiment Connectedness: Evidence From Linear And Nonlinear Causality Approaches," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 16, issue 04, pages 1-29, December, DOI: 10.1142/S2010495221500160.
• James Dean & Scott Schuh, 2021, "Is the Taylor Rule Still an Adequate Representation of Monetary Policy in Macroeconomic Models?," Working Papers, Department of Economics, West Virginia University, number 21-05, Dec.
• Mingyang Li & Linlin Niu, 2021, "Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-10-19, Oct.
• Laura Coroneo & Fabrizio Iacone, 2021, "Testing for equal predictive accuracy with strong dependence," Discussion Papers, Department of Economics, University of York, number 21/03, May.
• Petar Sorić & Ivana Lolić & Marija Logarušić, 2021, "On the behavioral antecedents of business cycle coherence in the euro area," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2104, Mar.
• Nelimarkka, Jaakko & Laine, Olli-Matti, 2021, "The effects of the ECB's pandemic-related monetary policy measures," BoF Economics Review, Bank of Finland, number 4/2021.
• Caggiano, Giovanni & Castelnuovo, Efrem, 2021, "Global uncertainty," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2021.
• Hauber, Philipp & Schumacher, Christian, 2021, "Precision-based sampling with missing observations: A factor model application," Discussion Papers, Deutsche Bundesbank, number 11/2021.
• Bettendorf, Timo & Jochem, Axel, 2021, "What drives the German TARGET balances? Evidence from a BVAR approach," Discussion Papers, Deutsche Bundesbank, number 12/2021.
• Loria, Francesca & Matthes, Christian & Wang, Mu-Chun, 2021, "Economic theories and macroeconomic reality," Discussion Papers, Deutsche Bundesbank, number 56/2021.
• Inoue, Atsushi & Kilian, Lutz, 2021, "The role of the prior in estimating VAR models with sign restrictions," CFS Working Paper Series, Center for Financial Studies (CFS), number 660.
• Lütkepohl, Helmut & Meitz, Mika & Netšunajev, Aleksei & Saikkonen, Pentti, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 24, issue 1, pages 1-22, DOI: 10.1093/ectj/utaa008.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 117, pages 1-1.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 191, pages 1011-1024.
• Espoir, Delphin Kamanda & Mudiangombe, Benjamin & Bannor, Frank & Sunge, Regret & Mubenga Tshitaka, Jean-Luc, 2021, "CO₂ emissions and economic growth: Assessing the heterogeneous effects across climate regimes in Africa," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235479.
• Bratsiotis, George J. & Theodoridis, Konstantinos, 2021, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 243121.
• Kolev, Stefan, 2021, "Ein Baltendeutscher bei den Preußen des Balkans: Oskar Anderson und das Sofioter Institut für Wirtschaftsforschung (SWIFO)," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 198.