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

2020

• Graziano Moramarco, 2020, "Measuring Global Macroeconomic Uncertainty," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1148, Jun.
• Pierre Perron & Yohei Yamamoto, 2020, "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-008, Feb.
• Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E., 2020, "Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates," Journal of Time Series Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, January, DOI: 10.1515/jtse-2018-0024.
• Lovcha Yuliya & Perez-Laborda Alejandro, 2020, "Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-18, February, DOI: 10.1515/snde-2018-0030.
• Fisher Lance A. & Huh Hyeon-seung, 2020, "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• Fisher Lance A. & Huh Hyeon-seung, 2020, "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• Czudaj Robert L., 2020, "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-39, June, DOI: 10.1515/snde-2018-0054.
• Czudaj Robert L., 2020, "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-39, June, DOI: 10.1515/snde-2018-0054.
• Avdoulas Christos & Bekiros Stelios & Lucey Brian, 2020, "The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-23, September, DOI: 10.1515/snde-2018-0105.
• Liu Jinan & Serletis Apostolos, 2020, "Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-11, December, DOI: 10.1515/snde-2019-0106.
• Chaubal Aditi, 2020, "Exchange rates in India: current account monetarism in a nonlinear context," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-27, December, DOI: 10.1515/snde-2019-0072.
• Patricia Amalia MERCEA (HANDRO), 2020, "ANALYSIS OF THE MONETARY POLICY TRANSMISSION INTO CEEs COUNTRIES. A VAR APPROACH," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 3, pages 90-102.
• Kugler, Peter, 2020, "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers, Faculty of Business and Economics - University of Basel, number 2020/01.
• Kugler, Peter, 2020, "The Short-Run Impact of SNB Sight Deposits on Exchange Rates: Results from Weekly Data 2015 - 2018," Working papers, Faculty of Business and Economics - University of Basel, number 2020/04.
• F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2020, "Analysing the relationship between district heating demand and weather conditions through conditional mixture copula," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS68, Feb.
• Ding, Y., 2020, "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20112, Nov.
• Berge, T. & De Ridder, M. & Pfajfar, D., 2020, "When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2041, May.
• Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A., 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2088, Sep.
• O'Brien, Martin & Velasco, Sofia, 2020, "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers, Central Bank of Ireland, number 09/RT/20, Dec.
• Nana Kwame Akosah & Paul Alagidede & Eric Schaling, 2020, "Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 135-167.
• Jithin P & Suresh Babu M, 2020, "Testing for the Effectiveness of Inflation Targeting in India: A Factor Augmented Vector Autoregression (FAVAR) Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 163-182.
• Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020, "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue special i, pages 55-73.
• Bratsiotis, George & Theodoridis, Konstantinos, 2020, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/15, Dec.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
• Mauro Sayar Ferreira & André Cordeiro Valério, 2020, "Global shocks and emerging economies: disentangling the commodity roller coaster," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 623, Jun.
• Amina Baba & Anna Cretti & Olivier Massol, 2020, "What can be learned from the free destination option in the LNG imbroglio?," Working Papers, Chaire Economie du climat, number 2004.
• Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2020, "Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus," CESifo Working Paper Series, CESifo, number 8178.
• Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020, "The Global Effects of Covid-19-Induced Uncertainty," CESifo Working Paper Series, CESifo, number 8280.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," CESifo Working Paper Series, CESifo, number 8282.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series, CESifo, number 8324.
• Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020, "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," CESifo Working Paper Series, CESifo, number 8426.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020, "Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)," CESifo Working Paper Series, CESifo, number 8497.
• Fabio Milani, 2020, "Covid-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies," CESifo Working Paper Series, CESifo, number 8518.
• Harald Badinger & Stefan Schiman, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," CESifo Working Paper Series, CESifo, number 8558.
• Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CESifo Working Paper Series, CESifo, number 8588.
• Pratiti Chatterjee & Fabio Milani, 2020, "Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle," CESifo Working Paper Series, CESifo, number 8608.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
• Steffen Elstner & Christian Grimme & Valentin Kecht & Robert Lehmann, 2020, "The Diffusion of Technological Progress in ICT," CESifo Working Paper Series, CESifo, number 8790.
• Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-10, Mar.
• Walter Farkas & Ludovic Mathys, 2020, "Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-11, Mar.
• Cécile Couharde & Carl Grekou & Valérie Mignon, 2020, "MULTIPRIL, a new database on multilateral price levels and currency misalignments," Working Papers, CEPII research center, number 2020-12, Oct.
• Thomas Chuffart & Cyril Dell'Eva, 2020, "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, CEPII research center, issue 161, pages 30-40.
• Aktham I. Maghyereh & Osama D. Sweidan, 2020, "Do structural shocks in the crude oil market affect biofuel prices?," International Economics, CEPII research center, issue 164, pages 183-193.
• Jan R. Magnus & Henk G. J. Pijls & Enrique Sentana, 2020, "The Jacobian of the Exponential Function," Working Papers, CEMFI, number wp2020_2005, Jun.
• Jan R. Magnus & Enrique Sentana, 2020, "Zero-Diagonality as a Linear Structure," Working Papers, CEMFI, number wp2020_2016, Jun.
• Gabriele Fiorentini & Enrique Sentana, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers, CEMFI, number wp2020_2023, Oct.
• L. Bauwens & E. Otranto, 2020, "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202007.
• Juan M. Lozada & Lina M. Cort�s & Daniel Velasquez Gaviria, 2020, "The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17936, Feb.
• Francisco José Pérez Torres, 2020, "Ocupación en la economía informal, mercado laboral urbano y crecimiento económico, 2001–2019: un análisis vectorial de corrección de errores," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 18356, Aug.
• María Isabel Rojas-Triana & Jeisson Gabriel Parra-Mari�o & Jhancarlos Gutierrez-Ayala, 2020, "Teoría y empírica de los espíritus animales e incidencia en la inversión: caso Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 2, pages 523-552.
• Paola Mariell Brens Ortega, 2020, "An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18253, Jul.
• Don Harding, 2020, "Econometric Foundations of the Great Ratios of Economics," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-300, Mar.
• Bauwens, Luc & Otranto, Edoardo, 2020, "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020034, Nov.
• Bauwens, Luc & Otranto, Edoardo, 2020, "Nonlinearities and regimes in conditional correlations with different dynamics," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3128, Jan, DOI: https://doi.org/10.1016/j.jeconom.2.
• Marente Vlekke & Martin Mellens & Siem Jan Koopmans, 2020, "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 416, Sep, DOI: 10.34932/9sxf-1876.
• Umba, Gilles Bertrand, 2020, "Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)," Dynare Working Papers, CEPREMAP, number 63, Jul.
• Thibaut Duprey, 2020, "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, volume 46, issue S3, pages 236-260, October, DOI: 10.3138/cpp.2020-047.
• Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020, "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14267, Jan.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020, "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14322, Jan.
• Benhima, Kenza & Poilly, Céline, 2020, "Does demand noise matter? Identification and implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14365, Jan.
• Fafchamps, Marcel & Caeyers, Bet, 2020, "Exclusion bias and the estimation of peer effects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14386, Feb.
• Kose, M. Ayhan & Ha, Jongrim & Otrok, Christopher & Prasad, Eswar, 2020, "Global Macro-Financial Cycles and Spillovers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14404, Feb.
• Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020, "Energy Markets and Global Economic Conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14580, Apr.
• Baumeister, Christiane & Hamilton, James, 2020, "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14603, Apr.
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2020, "Robust Bayesian Inference in Proxy SVARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14626, Apr.
• Forni, Mario & Debortoli, Davide & Gambetti, Luca & Sala, Luca, 2020, "Asymmetric Effects of Monetary Policy Easing and Tightening," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15005, Jul.
• Primiceri, Giorgio & Lenza, Michele, 2020, "How to Estimate a VAR after March 2020," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15245, Sep.
• Rebucci, Alessandro & Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15312, Sep.
• Ravenna, Federico & Pellegrino, Giovanni & Züllig, Gabriel, 2020, "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15321, Sep.
• Sentana, Enrique & Fiorentini, Gabriele, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15411, Oct.
• Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020, "Common Component Structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15529, Dec.
• Kilian, Lutz & Inoue, Atsushi, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15545, Dec.
• Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2020, "The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15605, Dec.
• Frédéric BEC & Alain GUAY, 2020, "A simple unit root test consistent against any stationary alternative," Working Papers, Center for Research in Economics and Statistics, number 2020-28, Nov.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30346, May.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31554, Dec.
• Iwatsubo, Kentaro & Watkins, Clinton, 2020, "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101404.
• Gupta, Rangan & Huber, Florian & Piribauer, Philipp, 2020, "Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2020.101456.
• Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2020, "Uncovering the time-varying relationship between commonality in liquidity and volatility," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101466.
• de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina, 2020, "On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101505.
• Lv, Fei & Yang, Chen & Fang, Libing, 2020, "Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101537.
• Li, Jianping & Li, Jingyu & Zhu, Xiaoqian & Yao, Yinhong & Casu, Barbara, 2020, "Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101544.
• Maghyereh, Aktham & Abdoh, Hussein, 2020, "Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101545.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101557.
• Gkillas, Konstantinos & Boako, Gideon & Vortelinos, Dimitrios & Vasiliadis, Lavrentios, 2020, "Non-parametric quantile dependencies between volatility discontinuities and political risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.022.
• Chen, Liming & Du, Ziqing & Hu, Zhihao, 2020, "Impact of economic policy uncertainty on exchange rate volatility of China," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.08.014.
• Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020, "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.003.
• Shi, Guangping & Liu, Xiaoxing, 2020, "Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.021.
• Kannadhasan, M. & Das, Debojyoti, 2020, "Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.024.
• He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020, "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.011.
• Wu, Xinyu & Wang, Xiaona, 2020, "Forecasting volatility using realized stochastic volatility model with time-varying leverage effect," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.019.
• Hong, Yun & Li, Yi, 2020, "Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.015.
• Kim, Jae H. & Shamsuddin, Abul, 2020, "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.004.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Christou, Christina & Gabauer, David & Gupta, Rangan, 2020, "Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101363.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2020, "Systemic risk and financial stability dynamics during the Eurozone debt crisis," Journal of Financial Stability, Elsevier, volume 47, issue C, DOI: 10.1016/j.jfs.2020.100723.
• Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Helmi, Mohamad Husam & Menla Ali, Faek & Tajik, Mohammad, 2020, "The bank lending channel in the Malaysian Islamic and conventional banking system," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100478.
• Kamber, Güneş & Wong, Benjamin, 2020, "Global factors and trend inflation," Journal of International Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jinteco.2019.103265.
• Jarner, Søren F. & Jallbjørn, Snorre, 2020, "Pitfalls and merits of cointegration-based mortality models," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 80-93, DOI: 10.1016/j.insmatheco.2019.10.005.
• de Jong, Piet & Tickle, Leonie & Xu, Jianhui, 2020, "A more meaningful parameterization of the Lee–Carter model," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 1-8, DOI: 10.1016/j.insmatheco.2020.05.009.
• Doojav, Gan-Ochir & Gantumur, Munkhbayar, 2020, "Measuring the natural rate of interest in a commodity exporting economy: Evidence from Mongolia," International Economics, Elsevier, volume 161, issue C, pages 199-218, DOI: 10.1016/j.inteco.2019.12.001.
• Chuffart, Thomas & Dell'Eva, Cyril, 2020, "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, Elsevier, volume 161, issue C, pages 30-40, DOI: 10.1016/j.inteco.2019.11.001.
• Maghyereh, Aktham I. & Sweidan, Osama D., 2020, "Do structural shocks in the crude oil market affect biofuel prices?," International Economics, Elsevier, volume 164, issue C, pages 183-193, DOI: 10.1016/j.inteco.2020.09.002.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020, "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101245.
• Tallman, Ellis W. & Zaman, Saeed, 2020, "Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 373-398, DOI: 10.1016/j.ijforecast.2019.04.024.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020, "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 570-587, DOI: 10.1016/j.ijforecast.2019.07.008.
• Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020, "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 933-948, DOI: 10.1016/j.ijforecast.2019.10.003.
• Lee, Dong Jin & Hahm, Joon-Ho & Park, Hail & Park, Ki Young, 2020, "Measuring the Natural Rate of Interest with Financial Gaps: The Cases of Japan and South Korea," Japan and the World Economy, Elsevier, volume 54, issue C, DOI: 10.1016/j.japwor.2020.101009.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105727.
• Dungey, Mardi & Flavin, Thomas J. & Lagoa-Varela, Dolores, 2020, "Are banking shocks contagious? Evidence from the eurozone," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.07.010.
• Bostanci, Gorkem & Yilmaz, Kamil, 2020, "How connected is the global sovereign credit risk network?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105761.
• Das, Prashant & Füss, Roland & Hanle, Benjamin & Russ, Isabel Nina, 2020, "The cross-over effect of irrational sentiments in housing, commercial property, and stock markets," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105799.
• Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020, "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105875.
• Lloyd, Simon P., 2020, "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105915.
• Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020, "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105949.
• Škare, Marinko & Porada-Rochoń, Małgorzata, 2020, "Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018," Journal of Business Research, Elsevier, volume 112, issue C, pages 567-575, DOI: 10.1016/j.jbusres.2019.10.047.
• Frijns, Bart & Zwinkels, Remco C.J., 2020, "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 245-265, DOI: 10.1016/j.jebo.2019.11.017.
• Belke, Ansgar & Frenzel Baudisch, Coletta & Göcke, Matthias, 2020, "Interest rate bands of inaction and play-hysteresis in domestic investment – Evidence for the Euro Area," Journal of Economic Behavior & Organization, Elsevier, volume 175, issue C, pages 19-39, DOI: 10.1016/j.jebo.2020.03.030.
• Chatterjee, Pratiti & Milani, Fabio, 2020, "Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle," Journal of Economic Behavior & Organization, Elsevier, volume 179, issue C, pages 342-360, DOI: 10.1016/j.jebo.2020.09.007.
• Cipollini, Andrea & Parla, Fabio, 2020, "Housing market shocks in italy: A GVAR approach," Journal of Housing Economics, Elsevier, volume 50, issue C, DOI: 10.1016/j.jhe.2020.101707.
• Zorzi, Michele Ca’ & Rubaszek, Michał, 2020, "Exchange rate forecasting on a napkin," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102168.
• Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020, "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102148.
• Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020, "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102222.
• Papell, David H. & Prodan, Ruxandra, 2020, "Long-run purchasing power parity redux," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102260.
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• Caraiani, Petre & Gupta, Rangan, 2020, "Is the response of the bank of England to exchange rate movements frequency-dependent?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103187.
• Kwon, Dohyoung, 2020, "Risk Shocks and Credit Spreads," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2020.103208.
• Ouerk, Salima & Boucher, Christophe & Lubochinsky, Catherine, 2020, "Unconventional monetary policy in the Euro Area: Shadow rate and light effets," Journal of Macroeconomics, Elsevier, volume 65, issue C, DOI: 10.1016/j.jmacro.2020.103219.
• Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa, 2020, "Spillovers, integration and causality in LME non-ferrous metal markets," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2018.10.001.
• Cifarelli, Giulio & Paladino, Giovanna, 2020, "A non-linear analysis of the sovereign bank nexus in the EU," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00135.
• Ogbuabor, Jonathan E. & Anthony-Orji, Onyinye I. & Manasseh, Charles O. & Orji, Anthony, 2020, "Measuring the dynamics of COMESA output connectedness with the global economy," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00138.
• Klose, Jens, 2020, "Equilibrium real interest rates for the BRICS countries," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00155.
• Elder, John, 2020, "Employment and energy uncertainty," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2020.e00159.
• Hossain, A. K. M. Nurul & Serletis, Apostolos, 2020, "Biofuel substitution in the U.S. transportation sector," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00161.
• Malkidis, Stavros & Fountas, Stilianos, 2020, "Liquid fuel price adjustment in Greece: A two-stage, threshold cointegration approach," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00171.
• Akosah, Nana Kwame & Alagidede, Imhotep Paul & Schaling, Eric, 2020, "Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00182.
• Benecká, Soňa & Fadejeva, Ludmila & Feldkircher, Martin, 2020, "The impact of euro Area monetary policy on Central and Eastern Europe," Journal of Policy Modeling, Elsevier, volume 42, issue 6, pages 1310-1333, DOI: 10.1016/j.jpolmod.2020.05.004.
• Jiang, Yong & Ren, Yi-Shuai & Ma, Chao-Qun & Liu, Jiang-Long & Sharp, Basil, 2020, "Does the price of strategic commodities respond to U.S. partisan conflict?," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101617.
• Reboredo, Juan C. & Ugolini, Andrea, 2020, "Price spillovers between rare earth stocks and financial markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101647.
• Qin, Meng & Su, Chi-Wei & Tao, Ran & Umar, Muhammad, 2020, "Is factionalism a push for gold price?," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101679.
• Nguyen, Quynh Nga & Bedoui, Rihab & Majdoub, Najemeddine & Guesmi, Khaled & Chevallier, Julien, 2020, "Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101766.
• Junior, Peterson Owusu & Tiwari, Aviral Kumar & Padhan, Hemachandra & Alagidede, Imhotep, 2020, "Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101731.
• Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.
• Maghyereh, Aktham & Abdoh, Hussein, 2020, "The tail dependence structure between investor sentiment and commodity markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101789.
• Vatsa, Puneet & Basnet, Hem C., 2020, "The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101791.
• Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020, "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 249-264, DOI: 10.1016/j.jmoneco.2019.06.007.
• Wen, Tiange & Wang, Gang-Jin, 2020, "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100617.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020, "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101255.
• Indriawan, Ivan, 2020, "Market quality around macroeconomic news announcements: Evidence from the Australian stock market," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2018.09.007.
• Nath, Harmindar B. & Brooks, Robert D., 2020, "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101383.
• Yin, Kedong & Liu, Zhe & Jin, Xue, 2020, "Interindustry volatility spillover effects in China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 539, issue C, DOI: 10.1016/j.physa.2019.122936.
• Dai, Zhifeng & Zhu, Huan & Dong, Xiaodi, 2020, "Forecasting Chinese industry return volatilities with RMB/USD exchange rate," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 539, issue C, DOI: 10.1016/j.physa.2019.122994.
• Gupta, Rangan & Lau, Chi-Keung (Marco) & Sheng, Xin, 2020, "Graph theory-based network analysis of regional uncertainties of the US Economy," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123064.
• Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020, "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 549, issue C, DOI: 10.1016/j.physa.2020.124331.
• Ouattara, B. & Standaert, S., 2020, "Property rights revisited," European Journal of Political Economy, Elsevier, volume 64, issue C, DOI: 10.1016/j.ejpoleco.2020.101895.
• Nguyen, Trang & Chaiechi, Taha & Eagle, Lynne & Low, David, 2020, "Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 308-324, DOI: 10.1016/j.qref.2019.02.004.
• Le Fur, Eric, 2020, "Dynamics of the global fine art market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 167-180, DOI: 10.1016/j.qref.2019.05.014.
• Jung, Young Cheol & Das, Anupam & McFarlane, Adian, 2020, "The asymmetric relationship between the oil price and the US-Canada exchange rate," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 198-206, DOI: 10.1016/j.qref.2019.06.003.
• Yunus, Nafeesa, 2020, "Time-varying linkages among gold, stocks, bonds and real estate," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 165-185, DOI: 10.1016/j.qref.2020.01.015.
• Zargar, Faisal Nazir & Kumar, Dilip, 2020, "Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 271-285, DOI: 10.1016/j.qref.2019.09.015.
• Bhuiyan, Erfan M. & Chowdhury, Murshed, 2020, "Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 62-74, DOI: 10.1016/j.qref.2019.10.005.
• Levenko, Natalia, 2020, "Rounding bias in forecast uncertainty," Research in Economics, Elsevier, volume 74, issue 4, pages 277-291, DOI: 10.1016/j.rie.2020.08.001.
• Predelus, Wilner & Amine, Samir, 2020, "How employment insurance recipients make decision about insolvency?," Research in Economics, Elsevier, volume 74, issue 4, pages 344-348, DOI: 10.1016/j.rie.2020.10.004.
• Usman, Ojonugwa & Alola, Andrew Adewale & Sarkodie, Samuel Asumadu, 2020, "Assessment of the role of renewable energy consumption and trade policy on environmental degradation using innovation accounting: Evidence from the US," Renewable Energy, Elsevier, volume 150, issue C, pages 266-277, DOI: 10.1016/j.renene.2019.12.151.
• Arvanitopoulos, T. & Agnolucci, P., 2020, "The long-term effect of renewable electricity on employment in the United Kingdom," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110322.
• Porath, Keiko & Galilea, Patricia, 2020, "Temporal analysis of fare evasion in Transantiago: A socio-political view," Research in Transportation Economics, Elsevier, volume 83, issue C, DOI: 10.1016/j.retrec.2020.100958.
• Warshaw, Evan, 2020, "Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 1-14, DOI: 10.1016/j.iref.2020.03.001.
• Plakandaras, Vasilios & Tiwari, Aviral Kumar & Gupta, Rangan & Ji, Qiang, 2020, "Spillover of sentiment in the European Union: Evidence from time- and frequency-domains," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 105-130, DOI: 10.1016/j.iref.2020.03.014.
• Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
• Khan, Salman & Azmat, Saad, 2020, "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 152-177, DOI: 10.1016/j.iref.2020.05.004.
• Chang, Kuang-Liang & Lee, Chingnun, 2020, "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 374-388, DOI: 10.1016/j.iref.2020.06.028.
• Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020, "125 ​Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 303-320, DOI: 10.1016/j.iref.2020.07.011.
• Alsamara, Mouyad & Mrabet, Zouhair & Hatemi-J, Abdulnasser, 2020, "Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 89-101, DOI: 10.1016/j.iref.2020.07.009.
• Shanaev, Savva & Sharma, Satish & Ghimire, Binam & Shuraeva, Arina, 2020, "Taming the blockchain beast? Regulatory implications for the cryptocurrency Market," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101080.
• Kassouri, Yacouba & Altıntaş, Halil, 2020, "Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101097.
• Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "The impact of business and political news on the GCC stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101102.
• Stolbov, Mikhail & Shchepeleva, Maria, 2020, "Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101172.
• Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020, "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101116.
• González-Sánchez, Mariano & Nave, Juan & Rubio, Gonzalo, 2020, "Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101236.
• de Jesus, Diego Pitta & Lenin Souza Bezerra, Bruno Felipe & da Nóbrega Besarria, Cássio, 2020, "The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101229.
• Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020, "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101277.
• Salisu, Afees A. & Gupta, Rangan & Bouri, Elie & Ji, Qiang, 2020, "The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101308.
• Gabauer, David & Gupta, Rangan, 2020, "Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 167-173, DOI: 10.1016/j.strueco.2019.09.009.
• Klinger, Sabine & Weber, Enzo, 2020, "GDP-employment decoupling in Germany," Structural Change and Economic Dynamics, Elsevier, volume 52, issue C, pages 82-98, DOI: 10.1016/j.strueco.2019.10.003.
• Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020, "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, volume 53, issue C, pages 127-136, DOI: 10.1016/j.strueco.2020.02.001.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
• Waheed, Rida & Sarwar, Suleman & Dignah, Ashwaq, 2020, "The role of non-oil exports, tourism and renewable energy to achieve sustainable economic growth: What we learn from the experience of Saudi Arabia," Structural Change and Economic Dynamics, Elsevier, volume 55, issue C, pages 49-58, DOI: 10.1016/j.strueco.2020.06.005.
• Su, Chi-Wei & Qin, Meng & Tao, Ran & Umar, Muhammad, 2020, "Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?," Technological Forecasting and Social Change, Elsevier, volume 158, issue C, DOI: 10.1016/j.techfore.2020.120178.
• Su, Chi-Wei & Qin, Meng & Tao, Ran & Shao, Xue-Feng & Albu, Lucian Liviu & Umar, Muhammad, 2020, "Can Bitcoin hedge the risks of geopolitical events?," Technological Forecasting and Social Change, Elsevier, volume 159, issue C, DOI: 10.1016/j.techfore.2020.120182.
• Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020, "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120261.
• Gu, Yimiao & Chen, Zhenxi & Lien, Donald & Luo, Meifeng, 2020, "Quantile hedge ratio for forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.tre.2020.101931.
• Andrew Nelson, 2020, "The impact of COVID-19 on the life expectancy and mortality rates," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 63, issue 2, pages 42-65.
• Jamil Sayeed, 2020, "Identifying Key Macroeconomic Shocks to Canadian GDP," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2020/11, Nov.
• Qazi Haque & Leandro M. Magnusson, 2020, "Uncertainty Shocks and Inflation Dynamics in the US," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-100, Nov.
• Joshua C.C. Chan & Xuewen Yu, 2020, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-108, Dec.
• Joshua C.C. Chan & Edouard Wemy, 2020, "An Unobserved Components Model of Total Factor Productivity and the Relative Price of Investment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-109, Dec.
• Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020, "Global macro-financial cycles and spillovers," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-12, Feb.