Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

• Beyer, Robert & Milivojevic, Lazar, 2021, "Dynamics and synchronization of global equilibrium interest rates," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 146.
• Gegenfurtner, Dennis Andreas, 2021, "The causes of Original Sin: An empirical investigation of emerging market and developing countries," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 174/2021.
• Chang, Yoosoon & Kwak, Boreum & Qiu, Shi, 2021, "U.S. monetary and fiscal policy regime changes and their interactions," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 12/2021.
• Camehl, Annika & Rieth, Malte, 2021, "Disentangling Covid-19, economic mobility, and containment policy shocks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 2/2021.
• Quaas, Georg, 2021, "The measurement of the reproduction number," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 171.
• Arce-Alfaro, Gabriel & Blagov, Boris, 2021, "Monetary policy uncertainty and inflation expectations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 899, DOI: 10.4419/96973039.
• Caporina, Massimiliano & Costola, Michele, 2021, "Time-varying granger causality tests for applications in global crude oil markets: A study on the DCC-MGARCH Hong test," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 324, DOI: 10.2139/ssrn.3941778.
• Pagenhardt, Laura & Große Steffen, Christoph & Rieth, Malte, 2021, "Commited to Flexible Fiscal Rules," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242330.
• Lütkepohl, Helmut & Schlaak, Thore, 2021, "Heteroskedastic Proxy Vector Autoregressions," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242399.
• Hiroshi Morita & Hidekazu Niwa, 2021, "An Effect of Population Aging on the Effectiveness of Fiscal Policy: Analysis using a panel VAR model," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 17, issue 3, pages 1-20, November.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global Uncertainty," Monash Economics Working Papers, Monash University, Department of Economics, number 2021-12, Oct.
• Jiti Gao & Bin Peng & Yayi Yan, 2021, "Parameter Stability Testing for Multivariate Dynamic Time-Varying Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/21.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/21.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "Asymptotics for Time-Varying Vector MA(∞) Processes," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/21.
• Andres Algaba & Samuel Borms & Kris Boudt & Brecht Verbeken, 2021, "Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence," Working Paper Research, National Bank of Belgium, number 396, Feb.
• Anna Sznajderska, 2021, "Should we recalculate the level of spillover effects if the alternative GDP measures for China are correct?," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 5, pages 437-456.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 28853, May.
• Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021, "Tracking Weekly State-Level Economic Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29003, Jul.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2021, "Instrumental Variable Identification of Dynamic Variance Decompositions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29044, Jul.
• Thorsten Drautzburg & Jonathan H. Wright, 2021, "Refining Set-Identification in VARs through Independence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29316, Oct.
• Frank Schorfheide & Dongho Song, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," NBER Working Papers, National Bureau of Economic Research, Inc, number 29535, Dec.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Bhattacharya, Rudrani & Chowdhury, Sabarni, 2021, "How effective is e-NAM in integrating food commodity prices in India? Evidence from Onion Market," Working Papers, National Institute of Public Finance and Policy, number 21/336, Apr.
• Aleksandar Lagator, 2021, "Global development trends in payment card industry," Working Papers Bulletin, National Bank of Serbia, number 1, Sep.
• Darko Kovacevic, 2021, "Assessment of the Republic of Serbia's Systemic Risk and the Likelihood of a Systemic Crisis," Working Papers Bulletin, National Bank of Serbia, number 2, Sep.
• George Kapetanios & Fotis Papailias, 2021, "UK Economic Conditions during the Pandemic: Assessing the Economy using ONS Faster Indicators," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2021-10, Aug.
• Kanya Paramaguru, 2021, "A Comparison of Business Cycle Extraction Methods: Application to the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2021-19, Dec.
• Pierre-Alain Pionnier & Johannes Schuffels, 2021, "Estimating regional house price levels: Methodology and results of a pilot project with Spain," OECD Statistics Working Papers, OECD Publishing, number 2021/03, Dec, DOI: 10.1787/b9fec1b2-en.
• Rachel R. Cheti & Bahati Ilembo, 2021, "Vector Autoregressive Approach After First Differencing: A Time Series Analysis Of Inflation And Its Determinants In Tanzania," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 6, issue 2, pages 43-56, September, DOI: http://doi.org/10.47535/1991ojbe128.
• Helmut Lütkepohl & Mika Meitz & Aleksei Netšunajev & Pentti Saikkonen, 2021, "Testing identification via heteroskedasticity in structural vector autoregressive models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 1-22.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2021, "Online estimation of DSGE models," The Econometrics Journal, Royal Economic Society, volume 24, issue 1, pages 33-58.
• Katarina Juselius, 2021, "Disequilibrium macroeconometrics
  [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 2, pages 357-376.
• Stoyan V Stoyanov & Francesco A Fabozzi, 2021, "Dynamics of Equity Factor Returns and Asset Pricing
  [Dynamic Conditional Correlation: On Properties and Estimation]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 178-201.
• Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021, "Dynamic Global Currency Hedging
  [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 97-127.
• Joel Hasbrouck, 2021, "Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 395-430.
• Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo, 2021, "Comment on: Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 439-451.
• Jeremias Bekierman & Bastian Gribisch, 2021, "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 496-530.
• Maddalena Cavicchioli, 2021, "Fourth Moment Structure of Markov Switching Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 565-582.
• John M Maheu & Azam Shamsi Zamenjani, 2021, "Nonparametric Dynamic Conditional Beta," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 583-613.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021, "Price Discovery in a Continuous-Time Setting
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 985-1008.
• Daniel J Lewis, 2021, "Identifying Shocks via Time-Varying Volatility," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 6, pages 3086-3124.
• Irina Zviadadze, 2021, "Term Structure of Risk in Expected Returns
  [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6032-6086.
• Alina Barbulescu & Cristian Stefan Dumitriu, 2021, "Markov Switching Model for Financial Time Series," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 193-198, August.
• Alina Barbulescu & Cristian Stefan Dumitriu, 2021, "Artificial Intelligence Models for Financial Time Series," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 685-690, August.
• Susana Campos-Martins & Cristina Amado, 2021, "Financial Market Linkages and the Sovereign Debt Crisis," Economics Series Working Papers, University of Oxford, Department of Economics, number 946 JEL classification: C, Sep.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Fuentes Vélez, Mariana & Pinilla Barrera, Alejandro, 2021, "Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidence of the degree of integration," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 301-328, June, DOI: https://doi.org/10.46661/revmetodos.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global Uncertainty," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0269, Feb.
• Christian Calmès & Raymond Théoret, 2021, "Portfolio analysis of big US banks’ performance: the fee business lines factor," Journal of Banking Regulation, Palgrave Macmillan, volume 22, issue 2, pages 112-132, June, DOI: 10.1057/s41261-020-00131-3.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-06, May.
• Reinhold Heinlein & Scott M. R. Mahadeo, 2021, "Oil and US stock market shocks: implications for Canadian equities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-07, Jul.
• Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer, 2021, "The Evolution of Monetary Policy Focal Points," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-10, Dec.
• Joanna Landmesser, 2021, "The use of the dynamic time warping (DTW) method to describe the COVID-19 dynamics in Poland," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 3, pages 539-556, September, DOI: 10.24136/oc.2021.018.
• Emilio Congregado & Ewa Galecka-Burdziak & Antonio A. Golpe & Robert Pater, 2021, "Separating aggregate discouraged and added worker effects: the case of a former transition country," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 3, pages 729-760, September, DOI: 10.24136/oc.2021.024.
• Andrea Kolková & Aleksandr Kljuènikov, 2021, "Demand forecasting: an alternative approach based on technical indicator Pbands," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 4, pages 1063-1094, December, DOI: 10.24136/oc.2021.035.
• Serkan, Samut & Yamak, Rahmi, 2021, "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 4, pages 517-534, DOI: https://doi.org/10.35551/PFQ_2021_4.
• Kaninda, Aristote, 2021, "Coordination des Politiques Monétaires et Croissance Economique en RDC: Rôle de la Gouvernance
  [Coordination of Monetary Policies and Economic Growth in the DRC: Role of Governance]," MPRA Paper, University Library of Munich, Germany, number 105264, Jan.
• Neifar, Malika, 2021, "Multivariate Causality between Stock price index and Macro variables: ‎evidence from Canadian stock market," MPRA Paper, University Library of Munich, Germany, number 105715, Jan.
• Neifar, Malika, 2021, "Suisse stock return, Macro Factors, and Efficient Market ‎Hypothesis: evidence from ARDL model," MPRA Paper, University Library of Munich, Germany, number 105717, Jan.
• NEIFAR, MALIKA & Dhouib, Salma ‎ & Bouhamed, Jihen ‎ & Ben Abdallah, Fatma ‎ & Arous, Islem ‎ & Ben Braiek, Fatma ‎ & Mrabet, Donia ‎, 2021, "The impact of macroeconomic variables on Stock ‎market in United Kingdom," MPRA Paper, University Library of Munich, Germany, number 106246, Feb.
• del Barrio Castro, Tomás, 2021, "Testing for the cointegration rank between Periodically Integrated processes," MPRA Paper, University Library of Munich, Germany, number 106603, revised 2021.
• Kuikeu, Oscar, 2021, "L’impact économique du Covid-19 au Cameroun : une approche par la modélisation VAR ― Nouveaux Résultats
  [Economic impact of Covid-19 in Cameroon: an assessment with VAR methodology - New Insights]," MPRA Paper, University Library of Munich, Germany, number 106686, Mar.
• PINSHI, Christian P., 2021, "Repenser le modèle à correction d’erreurs dans l’analyse macroéconométrique : Une revue
  [Rethinking the Error Correction Model in Macroeconometric Analysis: A Review]," MPRA Paper, University Library of Munich, Germany, number 106694, Mar.
• Kuikeu, Oscar, 2021, "Robustesse du modèle d’évaluation d’impact de la Covid-19 au Cameroun: une approche par la modélisation VAR
  [Robustness of economic impact assessment of Covid-19 in Cameroon: a Methodological VAR approach]," MPRA Paper, University Library of Munich, Germany, number 106749, Mar.
• Kuikeu, Oscar, 2021, "Ré-appréhension de la relation Ouverture ― Croissance : le rôle du facteur travail, du facteur capital et de la position extérieure de la nation. Cas de l’économie camerounaise
  [Reassessment of the relation Openess - economic growth; role of labor," MPRA Paper, University Library of Munich, Germany, number 106836, Mar.
• Kuikeu, Oscar, 2021, "Pertinence de la dévaluation du franc cfa de Janvier 1994: une approche par le taux de change réel d’équilibre. Cas de l’économie camerounaise ― Nouveaux Résultats
  [Relevance of the cfa franc devaluation of 1994: an assessment with the equilibruim," MPRA Paper, University Library of Munich, Germany, number 106993, Apr.
• Kuikeu, Oscar, 2021, "Le Change: Résultat des Compétitions continentales Africaines. Le cas du CHAN 2021
  [Exchange rate: issue of continental African competition. The case of AFCON 2021]," MPRA Paper, University Library of Munich, Germany, number 107025, Apr.
• Santeramo, Fabio, 2021, "Price dynamics, LOP and quantile regressions," MPRA Paper, University Library of Munich, Germany, number 107454.
• Jong, Meng-Chang & Soh, Ann-Ni, 2021, "Responsible Recovery from COVID-19: An Empirical Overview of Tourism Industry," MPRA Paper, University Library of Munich, Germany, number 107661, May.
• Kuikeu, Oscar, 2021, "A Bird eye from covid-19 crisis on the Relevance of the cfa franc devaluation of January 1994 and the honeymoon effect: an assessment with the equilibrium real exchange rate. Cases of Cameroonian and Gabonese economies," MPRA Paper, University Library of Munich, Germany, number 107719, May.
• Kuikeu, Oscar, 2021, "Real Exchange Rate Misalignment : concepts and measurement in the context of coronavirus crisis for developing countries as central African Republic knowing civil war," MPRA Paper, University Library of Munich, Germany, number 107778, May.
• Kuikeu, Oscar, 2021, "The main attempts of the making of an special economic area in Cameroon: lessons from the covid-19 crisis," MPRA Paper, University Library of Munich, Germany, number 107978, May.
• Kuikeu, Oscar, 2021, "The living standard determinants from lessons of covid-19 crisis ― New Insights: case of Cameroonian economy," MPRA Paper, University Library of Munich, Germany, number 108029, May.
• Kuikeu, Oscar, 2021, "The Relevance on assessing Real Exchange Rate Misalignment under lessons from covid-19 crisis," MPRA Paper, University Library of Munich, Germany, number 108047, May.
• Bodha Hannadige, Sium & Gao, Jiti & Silvapulle, Mervyn & Silvapulle, Param, 2021, "Time Series Forecasting using a Mixture of Stationary and Nonstationary Predictors," MPRA Paper, University Library of Munich, Germany, number 108669, Jan, revised 30 Apr 2021.
• Gluschenko, Konstantin, 2021, "Regional inequality in Russia: Anatomy of convergence," MPRA Paper, University Library of Munich, Germany, number 108756, Jul.
• Saccal, Alessandro, 2021, "Confidence and economic activity in Europe," MPRA Paper, University Library of Munich, Germany, number 108812, Jul.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021, "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper, University Library of Munich, Germany, number 109231, Aug.
• Fantazzini, Dean & Kolesnikova, Anna, 2021, "Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports," MPRA Paper, University Library of Munich, Germany, number 109297.
• Lomonosov, Daniil, 2021, "Роль Коронавирусной Пандемии И Развала Сделки Опек+ В Динамике Цены На Нефть В 2020 Году
  [The role of the coronavirus pandemic and the collapse of the OPEC + deal in the dynamics of oil prices in 2020]," MPRA Paper, University Library of Munich, Germany, number 109319, Jul.
• Yaya, OlaOluwa S & Vo, Xuan Vinh & Olayinka, Hammed Abiola, 2021, "Gold and Silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," MPRA Paper, University Library of Munich, Germany, number 109830, May.
• Olubusoye, Olusanya E & Yaya, OlaOluwa S. & Ogbonna, Ahamuefula, 2021, "An Information-Based Index of Uncertainty and the predictability of Energy Prices," MPRA Paper, University Library of Munich, Germany, number 109839, Feb.
• Yildirim, Yusuf & Sanyal, Anirban, 2021, "Financial Stress and Effect on Real Economy: The Turkish Experience," MPRA Paper, University Library of Munich, Germany, number 109845, Sep.
• Duque Garcia, Carlos Alberto, 2021, "Economic Growth and the Rate of Profit in Colombia 1967-2019: A VAR Time-Series Analysis," MPRA Paper, University Library of Munich, Germany, number 109890, Sep.
• Lenarčič, Črt, 2021, "Estimating business and financial cycles in Slovenia," MPRA Paper, University Library of Munich, Germany, number 109977, Oct.
• Adekunle, Wasiu & Bekoe, William & Badmus, Sheriff & Anagun, Michael & Alimi, Wasiu, 2021, "Nexus Between Fiscal Discipline And The Budget Process In Africa: Evidence From Nigeria," MPRA Paper, University Library of Munich, Germany, number 110061, Oct.
• Barnett, William & Park, Sohee, 2021, "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper, University Library of Munich, Germany, number 110298, Oct.
• Asaduzzaman, Md, 2021, "Relationship between threshold level of inflation and economic growth in Bangladesh- a multivariate quadratic regression analysis," MPRA Paper, University Library of Munich, Germany, number 110333, Feb, revised 02 Feb 2021.
• Boer, Lukas & Pescatori, Andrea & Stuermer, Martin, 2021, "Energy Transition Metals," MPRA Paper, University Library of Munich, Germany, number 110364, Oct.
• Zubarev, Andrey & Kirillova, Maria, 2021, "Эконометрическая Оценка Влияния Шоков На Рынке Нефти На Макроэкономические Показатели Российской Федерации С Помощью Gvar Моделирования
  [The Impact of Oil Market Shocks on the Macroeconomic Indicators of the Russian Federation: GVAR Approach]," MPRA Paper, University Library of Munich, Germany, number 110410, Oct, revised 01 Nov 2021.
• Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021, "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper, University Library of Munich, Germany, number 110452.
• amri amamou, souhir, 2021, "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper, University Library of Munich, Germany, number 110843, Nov.
• Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021, "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper, University Library of Munich, Germany, number 110905, Dec.
• Hlongwane, Nyiko Worship & Daw, Olebogeng David, 2021, "An increase of electricity generation can lead to economic growth in South Africa," MPRA Paper, University Library of Munich, Germany, number 111018, Dec.
• Upreti, Priyanka & Handa, Akanksha & Chaudhari, Dipak & Ghosh, Saurabh, 2021, "A Composite Indicator of Realty Sector Activity in India," MPRA Paper, University Library of Munich, Germany, number 111059, Dec.
• Doojav, Gan-Ochir, 2021, "Socio-economic recovery from the Covid-19 pandemic: Macroeconomic impacts and policy issues in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111197, Aug.
• Doojav, Gan-Ochir, 2021, "Macroeconomic modeling for optimal stabilization policy in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111206, Sep.
• Ben Youssef, Slim, 2021, "Symmetric and asymmetric relationships between renewable energy, oil imports, arms exports, military spending, and economic growth in China," MPRA Paper, University Library of Munich, Germany, number 111413, Jul.
• Osti, Davide, 2021, "Returns to scale with a Cobb-Douglas production function for a small italian mechanical firm," MPRA Paper, University Library of Munich, Germany, number 115629, Nov, revised 02 Dec 2022.
• KCHIKECHE, Ahmed & KHALLOUK, Ouafaà, 2021, "On the Nexus Between Economic Growth and Bank-based Financial Development: Evidence from Morocco," MPRA Paper, University Library of Munich, Germany, number 118294, May.
• Xin Sheng & Rangan Gupta & Afees A. Salisu & Elie Bouri, 2021, "OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning," Working Papers, University of Pretoria, Department of Economics, number 202101, Jan.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna & Mark E. Wohar, 2021, "Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis," Working Papers, University of Pretoria, Department of Economics, number 202102, Jan.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
• Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021, "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202113, Feb.
• Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
• Afees A. Salisu & Rangan Gupta & Riza Demirer, 2021, "Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202121, Mar.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta, 2021, "Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 202122, Mar.
• Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021, "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers, University of Pretoria, Department of Economics, number 202126, Apr.
• Afees A. Salisu & Rangan Gupta & Christian Pierdzioch, 2021, "Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks," Working Papers, University of Pretoria, Department of Economics, number 202127, Apr.
• Afees A. Salisu & Rangan Gupta & Siphesihle Ntyikwe & Riza Demirer, 2021, "Gold and the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202129, Apr.
• Renee van Eyden & Rangan Gupta & Christophe Andre & Xin Sheng, 2021, "The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data," Working Papers, University of Pretoria, Department of Economics, number 202131, Apr.
• Afees A. Salisu & Rangan Gupta & Idris A. Adediran, 2021, "The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle," Working Papers, University of Pretoria, Department of Economics, number 202136, May.
• Ioannis Chatziantoniou & David Gabauer & Rangan Gupta, 2021, "Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202147, Jun.
• Christiane Baumeister & Danilo Leiva-Leon & Eric Sims, 2021, "Tracking Weekly State-Level Economic Conditions," Working Papers, University of Pretoria, Department of Economics, number 202151, Jul.
• Keagile Lesame & Elie Bouri & David Gabauer & Rangan Gupta, 2021, "On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures," Working Papers, University of Pretoria, Department of Economics, number 202152, Jul.
• Afees A. Salisu & Rangan Gupta & Abeeb Olaniran, 2021, "The Effect of Oil Uncertainty Shock on Real GDP of 33 Countries: A Global VAR Approach," Working Papers, University of Pretoria, Department of Economics, number 202153, Jul.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2021, "Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202162, Sep.
• Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021, "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers, University of Pretoria, Department of Economics, number 202166, Sep.
• Oguzhan Cepni & Hardik A. Marfatia & Rangan Gupta, 2021, "The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom," Working Papers, University of Pretoria, Department of Economics, number 202168, Oct.
• Hossein Hassani & Mohammad Reza Yeganegi & Rangan Gupta, 2021, "The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses," Working Papers, University of Pretoria, Department of Economics, number 202169, Oct.
• Ruipeng Liu & Mawuli Segnon & Rangan Gupta & Elie Bouri, 2021, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Working Papers, University of Pretoria, Department of Economics, number 202178, Nov.
• Juncal Cunado & David Gabauer & Rangan Gupta, 2021, "Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach," Working Papers, University of Pretoria, Department of Economics, number 202180, Nov.
• Steven F. Koch, 2021, "Equivalence Scales with Endogeneity and Base Independence," Working Papers, University of Pretoria, Department of Economics, number 202185, Dec.
• Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
• Xin Sheng & Rangan Gupta, 2021, "A Note on State-Level Nonlinear Effects of Government Spending Shocks in the US: The Role of Partisan Conflict," Working Papers, University of Pretoria, Department of Economics, number 202187, Dec.
• Jiří Šindelář & Michal Erben, 2021, "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 20-36, DOI: 10.18267/j.pep.752.
• Katerina Gawthorpe, 2021, "Random Forest as a Model for Czech Forecasting," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 3, pages 336-357, DOI: 10.18267/j.pep.765.
• Milan Fičura & Jiří Witzany, 2021, "Determinants of NMD Pass-Through Rates in Eurozone Countries," FFA Working Papers, Prague University of Economics and Business, number 4.004, Nov, revised 11 Mar 2022.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2021, "Instrumental Variable Identification of Dynamic Variance Decompositions," Working Papers, Princeton University. Economics Department., number 2021-40, Jul.
• Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2021, "Aggregate Implications of Changing Sectoral Trends," Working Papers, Princeton University. Economics Department., number 2021-54, Apr.
• Dake Li & Mikkel Plagborg-Møller & Christian K. Wolf, 2021, "Local Projections vs. VARs: Lessons From Thousands of DGPs," Working Papers, Princeton University. Economics Department., number 2021-55, Mar.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Nikolay Iskrev, 2021, "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w202105.
• Alexandre Carvalho & João Valle e Azevedo & Pedro Pires Ribeiro, 2021, "Permanent and temporary monetary policy shocks and the dynamics of exchange rates," Working Papers, Banco de Portugal, Economics and Research Department, number w202117.
• Pongpitch Amatyakul & Tosapol Apaitan & Savaphol Hiruntiaranakul & Nuwat Nookhwun, 2021, "Revisiting Thailand's Monetary Policy Model for an Integrated Policy Analysis," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 164, Sep.
• Piergiorgio Alessandri & Haroon Mumtaz, 2021, "The Macroeconomic Cost of Climate Volatility," Working Papers, Queen Mary University of London, School of Economics and Finance, number 928, Jul.
• Giorgia De Nora, 2021, "Factor Augmented Vector-Autoregression with narrative identification. An application to monetary policy in the US," Working Papers, Queen Mary University of London, School of Economics and Finance, number 934, Dec.
• Eliud Silva & Corey Sparks, 2021, "Hierarchical forecasts of Diabetes mortality in Mexico by marginalization and sex to establish resource allocation," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 18, issue 2, pages 82-98, Julio-Dic.
• Luke Hartigan & Michelle Wright, 2021, "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2021-03, Mar, DOI: 10.47688/rdp2021-03.
• Pérez Forero, Fernando, 2021, "Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo," Working Papers, Banco Central de Reserva del Perú, number 2021-001, Mar.
• Morán, Marthín & Nivín, Rafael & Quintana, Derry, 2021, "Financial Stress and macroeconomic fluctuations in Peru," Working Papers, Banco Central de Reserva del Perú, number 2022-002, Dec.
• Sinem Koçak, 2021, "Is Exchange Rate Volatility An Important Determinant Of Tax Revenues? Evidence From Turkey," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 24, issue 81, pages 33-49, September.
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Roselle Dime & Edimon Ginting & Juzhong Zhuang, 2021, "Estimating Fiscal Multipliers in Selected Asian Economies," ADB Economics Working Paper Series, Asian Development Bank, number 638, Aug.
• Puneet Vatsa, 2021, "Have Business Cycles Become More Synchronous After NAFTA?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 1, pages 54-66.
• Tomiwa Sunday Adebayo, 2021, "Testing the EKC Hypothesis in Indonesia: Empirical Evidence from the ARDL-Based Bounds and Wavelet Coherence Approaches," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 28, issue 1, pages 78-100.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the applicability of dynamic factor models for forecasting real GDP growth in Armenia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 61, pages 28-46.
• Nikita Fokin, 2021, "The importance of modeling structural breaks in forecasting Russian GDP," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 5-29.
• Necmettin Alpay Kocak, 2021, "Analysis of Relationship between the Consumer and Producer Prices in Turkey using Alternative Estimation Methods (Türkiye'de Tüketici ve Üretici Fiyatları Arasındaki İlişkinin Alternatif Tahmin Yöntem," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 33-47.
• Faruk Mike & Ali Eren Alper, 2021, "The Effect of Financial Development on Economic Growth in Fragile Economics (Kırılgan Ekonomilerde Finansal Gelişme Düzeyinin Ekonomik Büyüme Üzerindeki Etkisi)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 49-64.
• Ugur Akkoc & Onder Ozgur, 2021, "Türkiye’de Para Politikasının Risk Alma Kanalı: T-FAVAR Yönteminden Yeni Asimetrik Bulgular (Risk-Taking Channel of Monetary Policy in Turkey: New Asymmetric Evidences from Threshold FAVAR)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 287-305.
• Kaveh A. Adli & Ugur Sener, 2021, "Forecasting of the U.S. Steel Prices with LVAR and VEC Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 509-522.
• Sangil Bae & Minsoo Jeong, 2021, "Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 4, pages 403-424, DOI: 10.11644/KIEP.EAER.2021.25.4.402.
• Goodness C. Aye, 2021, "Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 1, pages 83-96.
• Abdulnasser Hatemi-J & Per-Ola MANESCHIÖLD, 2021, "Testing for the Tourism Led Economic Growth Hypothesis in Sweden with Structural Breaks," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 3, pages 293-310.
• Aula Ahmad Hafidh, 2021, "Responses of Islamic banking variables to monetary policy shocks in Indonesia," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 28, pages 174-190.
• Priscila Méndez, 2021, "Urbanización y crecimiento económico: un análisis de cointegración y causalidad para el caso ecuatoriano," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 9, issue 1, pages 109-117.
• Masoud Saadatmehr, 2021, "Testing the Endogenous Hypothesis of Post-Keynesian Money Supply in the Iranian Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 2, pages 187-206.
• Óscar Martínez, 2021, "Rational Bubbles and the S&P 500. An empirical approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 35, pages 135-158.
• Mauricio Mora Barrenechea, 2021, "Una revisión a la Curva de Phillips en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 35, pages 159-185.
• Shuping Shi & Jun Yu, 2021, "Different Strokes for Different Folks: Long Memory and Roughness," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2021, Aug.
• Hüseyin ŞEN & Zeynep Burcu BULUT-ÇEVIK, 2021, "The Revenue-Maximizing Corporate Income Tax Rate for Turkey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-142, December.
• Vladimir MIHAJLOVIĆ & Aleksandra FEDAJEV, 2021, "Okun’s Law (A)Symmetry in SEE Countries: Evidence from Nonlinear ARDL Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 140-157, June.
• Emilian DOBRESCU, 2021, "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-38, December.
• Daniela Fantozzi & Alessio Muscarnera, 2021, "A News-based Policy Index for Italy: Expectations and Fiscal Policy," CEIS Research Paper, Tor Vergata University, CEIS, number 509, Mar, revised 11 Mar 2021.
• Goodness C. Aye, 2021, "Effects of Fiscal and Monetary Policy Uncertainty on Economic Activity in South Africa," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 167-187, March.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2021, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 1, pages 188-215, March.
• Raymond L. Aor & Afees A. Salisu & Isah J. Okpe, 2021, "A Comparative Assessment of the Global Effects of US Monetary and Fiscal Policy Uncertainty Shocks," Advances in Decision Sciences, Asia University, Taiwan, volume 25, issue 4, pages 89-114, December.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Sep.
• Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021, "Expecting the unexpected: economic growth under stress," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-06, Mar.
• Leopoldo Catania & Alessandra Luati & Pierluigi Vallarino, 2021, "Economic vulnerability is state dependent," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-09, Jun.
• Søren Johansen & Anders Ryghn Swensen, 2021, "Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-10, Jul.
• Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021, "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-13, Sep.
• Salman Huseynov, 2021, "Long and short memory in dynamic term structure models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-15, Dec.
• Yuehao Bai & Hung Ho & Guillaume A. Pouliot & Joshua Shea, 2021, "Inference for Support Vector Regression under ℓ1 Regularization," AEA Papers and Proceedings, American Economic Association, volume 111, pages 611-615, May, DOI: 10.1257/pandp.20211035.
• Alberto Abadie, 2021, "Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects," Journal of Economic Literature, American Economic Association, volume 59, issue 2, pages 391-425, June, DOI: 10.1257/jel.20191450.
• María Lorena Garegnani & Javier García Cicco & Mauricio Maximiliano Gómez Aguirre & Luis María Libonatti & Ariel David Krysa, 2021, "Regularidades Empíricas de la Inflación en Latinoamérica," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4479, Nov.
• Akingbade U. Aimola & Nicholas M. Odhiambo, 2021, "Public Debt and Inflation: Empirical Evidence from Ghana," Working Papers, African Economic and Social Research Institute (AESRI), number 2106, Jan.
• Talknice Saungweme & Nicholas M. Odhiambo, 2021, "Public Debt and Inflation Dynamics: Empirical Evidence from Zimbabwe," Working Papers, African Economic and Social Research Institute (AESRI), number 2107, Oct.
• Akingbade U. Aimola & Nicholas M. Odhiambo, 2021, "Public Debt and Inflation Nexus in Nigeria: An ARDL Bounds Test Approach," Working Papers, African Economic and Social Research Institute (AESRI), number 2109, May.
• Talknice Saungweme & Nicholas M. Odhiambo, 2021, "Does Public Debt Granger-Cause Inflation in Tanzania? A Multivariate Analysis," Working Papers, African Economic and Social Research Institute (AESRI), number 2120, Nov.
• Claude Diebolt, 2021, "Trend, Cycles and Chance," Working Papers, Association Française de Cliométrie (AFC), number 05-21.
• Sara Rosa dos Santos & Aniela Fagundes Carrara, 2021, "The Interaction Between Food Prices And The Future Expectation Of Inflation: A Dynamic Analysis," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 18, issue 2, pages 135-158, July-Dece, DOI: -.
• Flávio Vilela Vieira & Valdecy Caetano de Sousa Junior, 2021, "Exchange Rate Pass-Through To Inflation For The Brazilian Economy (2003-2019): Ardl Models," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 18, issue spe, pages 39-66, special i, DOI: 10.5935/1808-2785/rem.v18nespp.39-6.
• Casoli, Chiara & Lucchetti, Riccardo (Jack), , "Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 312367, DOI: 10.22004/ag.econ.312367.
• Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2021, "Measuring Liquidity in Agricultural Land Markets," 2021 Conference, August 17-31, 2021, Virtual, International Association of Agricultural Economists, number 315234, Aug, DOI: 10.22004/ag.econ.315234.
• Sznajderska, Anna, None, "The Impact of Foreign Shocks on the Polish Economy," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2021, issue 1, DOI: 10.22004/ag.econ.310284.
• Adebayo, Tomiwa Sunday, 2021, "Testing the EKC Hypothesis in Indonesia: Empirical Evidence from the ARDL-Based Bounds and Wavelet Coherence Approaches," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, volume 28, issue 01, DOI: 10.22004/ag.econ.334394.
• Alexander Urrego-Mesa, 2021, "Food Security, trade specialization, and violence in Colombia (1916-2016)," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, volume 17, issue 04, pages 01-15.