Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2021

• Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
• Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021, "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/06, Apr.
• Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/07, Apr.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/12, Jul.
• Murat Yıldırım & Hüseyin Utku Demir, 2021, "Kredi̇ Karti Harcamalarini Etki̇leyen Makroekonomi̇k Faktörler Ve Covid-19 Pandemi̇ Dönemi̇ Üzeri̇ne Bi̇r İnceleme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 1, pages 159-180, DOI: 10.30784/epfad.830559.
• Arzu Özmerdivanlı, 2021, "Covid-19 Pandemisi İle Çeşitli Finansal Göstergeler Arasındaki Nedensellik İlişkisi: Türkiye Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 172-191, DOI: 10.30784/epfad.1022647.
• Ousama Ben-Salha & Mourad Zmami, 2021, "The Effect of Economic Growth on Employment in GCC Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 1, pages 25-41, March, DOI: 10.47743/saeb-2021-0004.
• Joel Hinaunye Eita & Zitsile Zamantungwa Khumalo & Ireen Choga, 2021, "Productivity and Real Exchange Rate: Investigating the Balassa-Samuelson Effect and misalignment in Five African Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 2, pages 177-194, June, DOI: 10.47743/saeb-2021-0011.
• Mariam Camarero & Gilles Dufrénot & Cecilio Tamarit, 2021, "How do inequalities affect the natural interest rate, and how do they impact monetary policy? Comparing Germany, Japan and the US," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2123, Apr.
• Gilles Dufrénot & William Ginn & Marc Pourroy, 2021, "The Effect of ENSO Shocks on Commodity Prices: A Multi-Time Scale Approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2130, May.
• Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin, 2021, "Predicting recessions with a frontier measure of output gap: an application to Italian economy," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021010, Jan, DOI: https://doi.org/10.1007/s00181-021-.
• Aloy, Marcel & Laly, Floris & Laurent, Sébastien & Lecourt, Christelle, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021021, Jan, DOI: https://doi.org/10.1007/978-3-030-5.
• Gabriel Montes-Rojas & Fernando Toledo, 2021, "Shocks externos y tensiones inflacionarias en argentina: una aproximación empírica poskeynesiana-estructuralista," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2021-64, Jun.
• Игсатов О.Р. // Igsatov О.R., 2021, "Анализ эффективности процентного канала в Казахстане // Analyzing effectiveness of the interest rate channel in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 4-14.
• Константин Орлов // Konstantin Orlov, 2021, "Построение большой байесовской авторегрессионной модели для Казахстана // Building a Large Bayesian Vector Autoregression Model for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2021-1.
• Тулеуов Олжас // Tuleuov Olzhas & Багжанов Бекжан // Bagzhanov Bekzhan & Жузбаев Адам // Zhuzbayev Adam, 2021, "Роль фискальной политики в ценовой (не)стабильности в Казахстане: эмпирическая оценка и механизм макроэкономической балансировки // Role of the Fiscal Policy in the Price (In) Stability in Kazakhstan: Empiric Assessment and Macroeconomic Equilibratin," Working Papers, National Bank of Kazakhstan, number #2021-3.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2021, "The real effects of financial uncertainty shocks: A daily identification approach," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 61, Apr.
• Bibiana Lanzilotta & Juan Gabriel Brida & Lucía Rosich, 2021, "Common trends in producers’ expectations, the nonlinear linkage with Uruguayan GDP and its implications in economic growth forecasting," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 62, Apr.
• Luciano Campos & Jesús Ruiz Andújar, 2021, "Common and Idiosyncratic Components of Latin American Business Cycles Connectedness," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 91, Nov.
• Petar Soric & Oscar Claveria, 2021, "“Employment uncertainty a year after the irruption of the covid-19 pandemic”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202104, May, revised May 2021.
• Ani Asoyan & Vahagn Davtyan & Haykaz Igityan & Hasmik Kartashyan & Hovhannes Manukyan, 2020, "Modelling the Effects of a Health Shock on the Armenian Economy," Working Papers, Central Bank of Armenia, number 15, Dec, revised Dec 2020.
• Irina E. Kalabikhina & Evgeny P. Banin, 2021, "Database "Childfree (antinatalist) communities in the social network VKontakte"," Population and Economics, ARPHA Platform, volume 5, issue 2, pages 92-96, July, DOI: 10.3897/popecon.5.e70786.
• H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & Iliyan Georgiev, 2021, "Bootstrapping Non-Stationary Stochastic Volatility," Papers, arXiv.org, number 2101.03562, Jan.
• Laura Liu & Mikkel Plagborg-M{o}ller, 2021, "Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data," Papers, arXiv.org, number 2101.04771, Jan, revised Jun 2022.
• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Identification and Inference Under Narrative Restrictions," Papers, arXiv.org, number 2102.06456, Feb.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Dake Li & Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2021, "Local Projections vs. VARs: Lessons From Thousands of DGPs," Papers, arXiv.org, number 2104.00655, Apr, revised Jan 2024.
• Giuseppe Cavaliere & Ye Lu & Anders Rahbek & Jacob St{ae}rk-{O}stergaard, 2021, "Bootstrap Inference for Hawkes and General Point Processes," Papers, arXiv.org, number 2104.03122, Apr, revised Sep 2021.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina, 2021, "On the "mementum" of Meme Stocks," Papers, arXiv.org, number 2106.03691, Jun.
• Piergiorgio Alessandri & Haroon Mumtaz, 2021, "The macroeconomic cost of climate volatility," Papers, arXiv.org, number 2108.01617, Jul, revised Feb 2022.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Papers, arXiv.org, number 2110.03411, Oct.
• Yayi Yan & Jiti Gao & Bin Peng, 2021, "On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis," Papers, arXiv.org, number 2111.00450, Oct.
• Minseog Oh & Donggyu Kim, 2021, "Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective," Papers, arXiv.org, number 2111.09655, Nov.
• Niko Hauzenberger & Florian Huber & Massimiliano Marcellino & Nico Petz, 2021, "Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty," Papers, arXiv.org, number 2112.01995, Dec, revised Nov 2022.
• Jorge Carrera & Gabriel Montes-Rojas & Fernando Toledo, 2021, "Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies," Papers, arXiv.org, number 2112.04218, Dec.
• Nicolo Maffei-Faccioli & Eugenia Vella, 2021, "Does Immigration Grow the Pie? Asymmetric Evidence from Germany," DEOS Working Papers, Athens University of Economics and Business, number 2105, May.
• Jaqueson Galimberti, 2021, "Initial Beliefs Uncertainty and Information Weighting in the Estimation of Models with Adaptive Learning," Working Papers, Auckland University of Technology, Department of Economics, number 2021-01, Feb.
• Moridian, Ali & Yarmohammadian, Nasser & Motalebi, Masoumeh & Shadmehr, Afsaneh, 2021, "The Role of Economic Complexity in the Ecological Footprint: A Review of the EKC Hypothesis for Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 2, pages 153-179, September.
• Bastanzad, Hossein & Davoudi, Pedram, 2021, "The Impact of Macro Systematic Shocks on the Non-Performing Loans: Multivariate Stochastic Volatility Model (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 3, pages 49-74, December.
• Vusal Gasimli & Vusala Jafarova, 2021, "The Equilibrium Real Exchange Rate in a Commodity-Exporting Country: Azerbaijan's Experience," The Scientific-Analytical Journal "Economic Reforms", Center for Analysis of Economic Reforms and Communication of the Republic of Azerbaijan, volume 2021, issue 1, pages 7-26, December, DOI: 10.30546/2790-2196.2.11.2025.1001.
• Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
• Dariia Vasylieva, 2021, "Corporate Bond Markets In Eastern Europe: Trends And Prospects," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 7, issue 1, DOI: 10.30525/2256-0742/2021-7-1-10-18.
• Sonya Georgieva, 2021, "Fiscal Multipliers in Bulgaria and Central and Eastern Europe Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 131-167.
• Kashif Munir & Mehwish Iftikhar, 2021, "Impact of Transport and Technological Infrastructure in Attracting FDI in Pakistan," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 93-106.
• Alain Guay & Florian Pelgrin, 2021, "SVARs in the Frequency Domain using a Continuum of Restrictions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 21-07, Aug.
• Saide Aránzazu Salazar & Jaime Oliver Huidobro & Alvaro Ortiz & Tomasa Rodrigo & Ignacio Tamarit, 2021, "México | Patrones de consumo de efectivo vs. tarjeta: una aproximación Big Data
  [Mexico | Cash vs. Card Consumption Patterns: A Machine Learning Approach]," Working Papers, BBVA Bank, Economic Research Department, number 21/05, May.
• Rodolfo Méndez-Marcano, 2021, "Global | Modelo vectorial autorregresivo para los tests de estrés de la banca
  [Global | A vector autoregressive model for banking stress testing]," Working Papers, BBVA Bank, Economic Research Department, number 21/08, Jul.
• Robert Ialenti, 2021, "Rising US LNG Exports and Global Natural Gas Price Convergence," Discussion Papers, Bank of Canada, number 2021-14, Sep, DOI: 10.34989/sdp-2021-14.
• Eduardo Bandrés & María-Dolores Gadea & Ana Gómez-Loscos, 2021, "Datado y sincronía del ciclo regional en España," Occasional Papers, Banco de España, number 2107, Feb.
• Eduardo Bandrés & María-Dolores Gadea & Ana Gómez-Loscos, 2021, "Dating and synchronisation of regional business cycles in Spain," Occasional Papers, Banco de España, number 2107, Feb.
• Erik Andres-Escayola & Juan Carlos Berganza & Rodolfo Campos & Luis Molina, 2021, "A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico," Occasional Papers, Banco de España, number 2114, Jun.
• Danilo Leiva-Leon & Luis Uzeda, 2021, "Endogenous time variation in vector autoregressions," Working Papers, Banco de España, number 2108, Feb.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021, "Tracking weekly state-level economic conditions," Working Papers, Banco de España, number 2134, Aug.
• Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2021, "Forecasting corporate capital accumulation in Italy: the role of survey-based information," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 596, Feb.
• Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021, "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1321, Mar.
• Carrillo Julio A. & García Ana Laura, 2021, "The COVID-19 Economic Crisis in Mexico through the Lens of a Financial Conditions Index," Working Papers, Banco de México, number 2021-23, Dec.
• Andrea Carolina Vargas-Páez & Carlos David Ardila-Dueñas, 2021, "Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1165, Aug, DOI: 10.32468/be.1165.
• Antonio José Orozco-Gallo & Pavel Vidal-Alejandro & Johana Sanabria-Domínguez & Jaime Andrés Collazos-Rodríguez, 2021, "Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano," Documentos de trabajo sobre Economía Regional y Urbana, Banco de la Republica de Colombia, number 298, Jun, DOI: https://doi.org/10.32468/dtseru.298.
• Baoline Chen & Tucker McElroy & Osbert Pang, 2021, "Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates," BEA Working Papers, Bureau of Economic Analysis, number 0186, Jan.
• Ismail O. Fasanya & Ayinke Fajobi & Abiodun Adetokunbo, 2021, "Are Fiscal Deficits Inflationary In Nigeria? New Evidence From Bounds Testing To Cointegration With Structural Breaks," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 228, pages 123-148, January –.
• Özge Barış-Tüzemen & Samet Tüzemen, 2021, "Revisiting The Role Of Exchange Rate Volatility In Turkey’S Exports: Evidence From The Structural Var Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 231, pages 127-150, October –.
• Pratibha Saini & Krishna Muniyoor, 2021, "Revisiting The Debt–Growth Nexus: Evidence From India," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 231, pages 151-172, October –.
• Maria Sole Pagliari, 2021, "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers, Banque de France, number 829.
• Cyril Couaillier & Valerio Scalone, 2021, "Risk-to-Buffer: Setting Cyclical and Structural Capital Buffers through Banks Stress Tests," Working papers, Banque de France, number 830.
• Chistoph Grosse-Steffen & Laura Pagenhardt & Malte Rieth, 2021, "Committed to Flexible Fiscal Rules," Working papers, Banque de France, number 854.
• Geert Mesters & Régis Barnichon, 2021, "Reconciling Fiscal Ceilings with Macro Stabilization," Working Papers, Barcelona School of Economics, number 1277, Jul.
• Uğur Korkut Pata & Mehmet Ela, 2021, "Türkiye’de Beseri Sermaye ve Küresellesmenin Kayıt Dısı Ekonomi Üzerindeki Etkileri: Fourier-ADL Yaklasımı," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 125-152, December, DOI: https://doi.org/10.33399/biibfad.86.
• Yasemin Karatas Elcicek, 2021, "Pay Vadeli Islem Sözlesmeleri ile Finansal Oranlar Arasındaki Iliski," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 13-39, December, DOI: https://doi.org/10.33399/biibfad.83.
• Yasar Alptürk & Mert Baran Tunçel & Emin Hüseyin Çetenak & Ismail Bekçi, 2021, "Finansal Hizmetler Güven Endeksi ile BIST Sehir Endeksleri Arasındaki İliskinin Tespitine Yönelik Bir Arastırma," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 271-293, December, DOI: https://doi.org/10.33399/biibfad.88.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2021, "Short-term inflation projections model and its assessment in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 21, issue 2, pages 184-204.
• Haykaz Igityan, 2021, "Asymmetric Effects of Monetary Policy on the Armenian Economy," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 1, pages 46-103, March, DOI: 10.31477/rjmf.202101.46.
• Evgenia Grigoryeva, 2021, "Determinants of Russia's Sovereign Risk," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 4, pages 74-97, December, DOI: 10.31477/rjmf.202104.74.
• Mariia Kudaeva & Ivan Redozubov, 2021, "Impact of migration flows on the economic activity and labor market of Russia as a whole and regionally," Bank of Russia Working Paper Series, Bank of Russia, number wps86, Dec.
• Giovanni Pellegrino, 2021, "Uncertainty and monetary policy in the US: A journey into nonlinear territory," Economic Inquiry, Western Economic Association International, volume 59, issue 3, pages 1106-1128, July, DOI: 10.1111/ecin.12986.
• David Knezevic & Martin Nordström & Pär Österholm, 2021, "The relation between municipal and government bond yields in an era of unconventional monetary policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 50, issue 1, February, DOI: 10.1111/ecno.12176.
• Hamish Burrell & Joaquin Vespignani, 2021, "The Industrial Impact of Economic Uncertainty Shocks in Australia," Economic Papers, The Economic Society of Australia, volume 40, issue 3, pages 248-271, September, DOI: 10.1111/1759-3441.12324.
• Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2021, "Identifying oil price shocks and their consequences: The role of expectations in the crude oil market," International Finance, Wiley Blackwell, volume 24, issue 1, pages 53-76, April, DOI: 10.1111/infi.12384.
• Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2021, "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," International Review of Finance, International Review of Finance Ltd., volume 21, issue 1, pages 324-335, March, DOI: 10.1111/irfi.12258.
• Tommaso Proietti & Alessandro Giovannelli, 2021, "Nowcasting monthly GDP with big data: A model averaging approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 184, issue 2, pages 683-706, April, DOI: 10.1111/rssa.12645.
• Paraskevi Tzika & Stilianos Fountas, 2021, "Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis," Manchester School, University of Manchester, volume 89, issue 4, pages 330-352, July, DOI: 10.1111/manc.12367.
• Filippo Gusella & Engelbert Stockhammer, 2021, "Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter," Metroeconomica, Wiley Blackwell, volume 72, issue 4, pages 758-797, November, DOI: 10.1111/meca.12347.
• Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2021, "The Impact of Pessimistic Expectations on the Effects of COVID‐19‐Induced Uncertainty in the Euro Area," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 841-869, August, DOI: 10.1111/obes.12431.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2021, "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the U.S," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 5, pages 1193-1217, October, DOI: 10.1111/obes.12420.
• Jean‐Christophe Delfim & Martin Hoesli, 2021, "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 1, pages 75-105, March, DOI: 10.1111/1540-6229.12313.
• Manfred M. Fischer & Florian Huber & Michael Pfarrhofer & Petra Staufer‐Steinnocher, 2021, "The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 4, pages 1039-1068, December, DOI: 10.1111/1540-6229.12274.
• Damian S. Damianov & Diego Escobari, 2021, "Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 4, pages 1201-1237, December, DOI: 10.1111/1540-6229.12276.
• Britta Gehrke & Brigitte Hochmuth, 2021, "Counteracting Unemployment in Crises: Non‐Linear Effects of Short‐Time Work Policy," Scandinavian Journal of Economics, Wiley Blackwell, volume 123, issue 1, pages 144-183, January, DOI: 10.1111/sjoe.12395.
• Niko Hauzenberger & Michael Pfarrhofer, 2021, "Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy," Scandinavian Journal of Economics, Wiley Blackwell, volume 123, issue 4, pages 1261-1291, October, DOI: 10.1111/sjoe.12436.
• TOACA Zinovia, 2021, "Economic Development Of The Republic Of Moldova Based On Remittances," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue 3, pages 186-199, October.
• Mauricio Mora Barrenechea & Paola Yujra Tonconi, 2021, "Evaluación de los Indicadores de Tendencia Inflacionaria en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 34, issue 1, pages 87-113, January -.
• David Esteban Zeballos Coria, 2021, "Vulnerabilidad financiera: Propuesta para la estimación de un Índice de Condiciones Financieras para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 34, issue 1, pages 9-32, January -.
• Mauricio Mora Barrenechea & Juan Carlos Heredia Gómez & David Esteban Zeballos Coria, 2021, "COVID-19, incertidumbre y demanda de dinero," Revista de Análisis del BCB, Banco Central de Bolivia, volume 35, issue 1, pages 75-104, July - De.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Working Paper, Norges Bank, number 2021/17, Dec.
• Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Paper, Norges Bank, number 2021/3, Jun.
• Nicolò Maffei-Faccioli, 2021, "Identifying the sources of the slowdown in growth: Demand vs. supply," Working Paper, Norges Bank, number 2021/9, Sep.
• Knut Are Aastveit & Jamie Cross & Herman K. Djik, 2021, "Quantifying time-varying forecast uncertainty and risk for the real price of oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 03/2021, Jun.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021, "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2021, Nov.
• Andreas Joseph & Eleni Kalamara & George Kapetanios & Galina Potjagailo & Chiranjit Chakraborty, 2021, "Forecasting UK inflation bottom up," Bank of England Staff Working Paper series, Bank of England, number 915, Mar.
• Ambrogio Cesa-Bianchi & Andrea Ferrero, 2021, "The transmission of Keynesian supply shocks," Bank of England Staff Working Paper series, Bank of England, number 934, Aug.
• Robin Braun, 2021, "The importance of supply and demand for oil prices: evidence from non-Gaussianity," Bank of England Staff Working Paper series, Bank of England, number 957, Dec.
• Divya Jain & Meghna Chhabra, 2021, "A Bibliometric Mapping of Utilization of Google Trends for Examining Stock Market Dynamics," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 24, issue 3, pages 57-76, DOI: 10.32725/acta.2021.012.
• Ko Adachi & Kazuhiro Hiraki, 2021, "Recent Developments in Measuring Inflation Expectations: With a Focus on Market-based Inflation Expectations and the Term Structure of Inflation Expectations," Bank of Japan Research Laboratory Series, Bank of Japan, number 21-E-1, Jun.
• Kawakatsu Hiroyuki, 2021, "Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 33-52, January, DOI: 10.1515/jem-2020-0004.
• Blazsek Szabolcs & Escribano Alvaro & Licht Adrian, 2021, "Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 53-66, January, DOI: 10.1515/jem-2020-0003.
• Marfatia Hardik A., 2021, "Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 1, pages 73-117, January, DOI: 10.1515/jtse-2017-0014.
• Roy Debasish, 2021, "Sales – Response Model in Marketing Revisited in the Times of Uncertainty and Global Turmoil," Review of Marketing Science, De Gruyter, volume 19, issue 1, pages 139-165, September, DOI: 10.1515/roms-2020-0050.
• Hauzenberger Niko & Huber Florian & Pfarrhofer Michael & Zörner Thomas O., 2021, "Stochastic model specification in Markov switching vector error correction models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-17, April, DOI: 10.1515/snde-2018-0069.
• Manner Hans & Stark Florian & Wied Dominik, 2021, "A monitoring procedure for detecting structural breaks in factor copula models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 171-192, September, DOI: 10.1515/snde-2019-0081.
• Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
• Fazzari Steven M. & Morley James & Panovska Irina, 2021, "When is discretionary fiscal policy effective?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 229-254, September, DOI: 10.1515/snde-2018-0113.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
• Josué Diwambuena & Francesco Ravazzolo, 2022, "What are the drivers of Labor Productivity?," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS86, Aug.
• Roman Matkovskyy & Akanksha Jalan, 2021, "Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model," Revue économique, Presses de Sciences-Po, volume 72, issue 5, pages 785-797.
• Ding, Y., 2021, "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2112, Feb.
• Harvey, A. C., 2021, "Time series modeling of epidemics: leading indicators, control groups and policy assessment," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2114, Feb.
• Chudik, A. & Mohaddes, K. & Raissi, M., 2021, "Covid-19 Fiscal Support and its Effectiveness," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2116, Feb.
• Harvey, A. & Palumbo, D., 2021, "Regime switching models for directional and linear observations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2123, Mar.
• Harvey, A., 2021, "Score-driven time series models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2133, Apr.
• Ding, Y., 2021, "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2179, Nov.
• Ba Chu & Shafiullah Qureshi, 2021, "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers, Carleton University, Department of Economics, number 21-12, Oct.
• Goodhead, Robert, 2021, "The Economic Impact of Yield Curve Compression: Evidence from Euro Area Forward Guidance and Unconventional Monetary Policy," Research Technical Papers, Central Bank of Ireland, number 1/RT/21, Jan.
• Parla, Fabio, 2021, "Financial Market Turbulence and Macro-Financial Developments in Ireland: a Mixed Data Sampling (MIDAS) Approach," Research Technical Papers, Central Bank of Ireland, number 7/RT/21, Sep.
• Ibrahim A. Onour & Bruno S. Sergi, 2021, "The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 137-152.
• Amogh Prakasha Kumar & Richard Watt & Laura Meriluoto, 2021, "New Evidence on Using Expert Ratings to Proxy for Wine Quality in Climate Change Research," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/10, Nov.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021, "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/35, Dec.
• Giovanni Caggiano & Efrem Castelnuovo, 2021, "Global Uncertainty," CESifo Working Paper Series, CESifo, number 8885.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations," CESifo Working Paper Series, CESifo, number 8921.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Exchange Rate Parities and Taylor Rule Deviations," CESifo Working Paper Series, CESifo, number 8961.
• Louisa Grimm & Sven Steinkamp & Frank Westermann, 2021, "On Optimal Currency Areas and Common Cycles: Are the Acceding Countries Ready to Join the Euro?," CESifo Working Paper Series, CESifo, number 9016.
• Christina Anderl & Guglielmo Maria Caporale, 2021, "Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations," CESifo Working Paper Series, CESifo, number 9027.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
• Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021, "Tracking Weekly State-Level Economic Conditions," CESifo Working Paper Series, CESifo, number 9165.
• Sania Wadud & Robert D. Durand & Marc Gronwald, 2021, "Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras," CESifo Working Paper Series, CESifo, number 9202.
• Martin M. Andreasen & Giovanni Caggiano & Efrem Castelnuovo & Giovanni Pellegrino, 2021, "Why Does Risk Matter More in Recessions than in Expansions?," CESifo Working Paper Series, CESifo, number 9328.
• Kajal Lahiri & Cheng Yang, 2021, "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series, CESifo, number 9365.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
• António Afonso & José Carlos Coelho, 2021, "60%, -4% And 6%, a Tale of Thresholds for EU Fiscal and Current Account Developments," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 69.
• António Afonso & José Carlos Coelho, 2021, "Fiscal and Current Account Imbalances: The Cases of Germany and Portugal," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72.
• Guido Ascari & Luca Fosso, 2021, "The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve," Discussion Papers, Centre for Macroeconomics (CFM), number 2113, Apr.
• Ambrogio Cesa-Bianchi & Andrea Ferrero, 2021, "The Transmission of Keynesian Supply Shocks," Discussion Papers, Centre for Macroeconomics (CFM), number 2116, Aug.
• Rodrigo Alfaro & Marco Piña, 2021, "Estimates of the US Shadow-Rate," Working Papers Central Bank of Chile, Central Bank of Chile, number 923, Sep.
• Marc-Aurèle Divernois & Damir Filipović, 2021, "Event studies on investor sentiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-33, Apr.
• Cécile Couharde & Carl Grekou & Valérie Mignon, 2021, "MULTIPRIL, a New Database on Multilateral Price Levels and Currency Misalignments," International Economics, CEPII research center, issue 165, pages 94-117.
• Thanh Dinh Su & Canh Phuc Nguyen, 2021, "Twin balances, public governance and private investment: Quantile estimation for OECD countries," International Economics, CEPII research center, issue 165, pages 85-93.
• Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021, "The energy transition, Trump energy agenda and COVID-19," International Economics, CEPII research center, issue 165, pages 140-153.
• David Bourghelle & Fredj Jawadi & Philippe Rozin, 2021, "Oil price volatility in the context of Covid-19," International Economics, CEPII research center, issue 167, pages 39-49.
• Majid Haghani Rizi, 2021, "What moves housing markets: A state-space approach of the price-income ratio," International Economics, CEPII research center, issue 167, pages 96-107.
• Martín Almuzara & Gabriele Fiorentini & Enrique Sentana, 2021, "Aggregate Output Measurements: A Common Trend Approach," Working Papers, CEMFI, number wp2021_2101, Jan.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Moment tests of independent components," Working Papers, CEMFI, number wp2021_2102, Feb.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Tests for random coefficient variation in vector autoregressive models," Working Papers, CEMFI, number wp2021_2108, Sep.
• Denisa Maria MELIAN, 2021, "The Evolution Of Unemployment And Inflation In Romania For 23 Years. Phillips Curve," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 27, pages 227-237, December.
• Tomas Adam & Ondrej Michalek & Ales Michl & Eva Slezakova, 2021, "The Rushin Index: A Weekly Indicator of Czech Economic Activity," Working Papers, Czech National Bank, Research and Statistics Department, number 2021/4, Sep.
• Viviana Le√≥n-Jurado & Jorge Higinio Maldonado, 2021, "The Graduation Program Effects on Armed-Conflict Victims: Results Evaluation from Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19237, Apr.
• Daniela Gracia Cabrera & Martha Misas Arango, 2021, "Relación entre el desarrollo financiero y el crecimiento económico en Colombia en el periodo 1994-2018," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 83, pages 361-382.
• Jeimy Lorena Martínez Arroyo & Nini Johana Mar�n Rodr�guez, 2021, "Relación dinámica entre los Credit Default Swaps y la deuda pública. Análisis en el contexto latinoamericano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 83, pages 583-608.
• Erik Mauricio Munoz Henríquez & Francisco A. G�lvez-Gamboa, 2021, "Efecto contagio del mercado estadounidense a los mercados financieros latinoamericanos durante la pandemia por COVID-19," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 40, issue 85, pages 1091-1111.
• Antonio José Orozco-Gallo & Pavel Vidal-Alejandro & Johana Sanabria-Dom�nguez & Jaime Andr�s Collazos-Rodr�guez, 2021, "Indicador coincidente de actividad económica en la recesión pandémica: el caso del Caribe colombiano," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 19285, Jun, DOI: 10.32468/dtseru.298.
• Ernesto Gabriel Pizarro Levi, 2021, "Tipo de cambio, nivel de precios y divergencias: un análisis regional para la República Argentina," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 40, issue 72, pages 87-114.
• Julio César Alonso-Cifuentes & Brigitte Vanessa Mueces-Bed�n, 2021, "Cointegración y causalidad entre las exportaciones y la producción en el Valle del Cauca (Colombia)," Revista Sociedad y Economía, Universidad del Valle, CIDSE, issue 45, December.
• Jhon James Mora, 2021, "Análisis del desempleo y la ocupación después de una política estricta de confinamiento por COVID-19 en Cali," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 94, pages 165-193.
• Alexander Carvajal & Oscar David Andr�s Juli�n L�pez Camargo, 2021, "An Empirical Test of the Export-Led Model in the Member Countries of the Andean Community (Comunidad Andina de Naciones-CAN)," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 94, pages 267-282.
• Ricardo Andrés Troncoso Sepúlveda, 2021, "Poder de mercado y transmisión asimétrica de precios en Chile: el caso de la carne bovina y porcina," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 95, pages 135-166.
• Luis Eduardo Castellanos Rodríguez & Juan David Diaz Ipuz & Cristian Camilo Due�as Ruiz & Andr�s Felipe Le�n Donato, 2021, "Efecto Fisher y modelo de corrección de errores en Colombia, 1991-2020," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 19244, May.
• Luis Eduardo Castellanos Rodríguez & Juan David Diaz Ipuz & Cristian Camilo Dueñas Ruiz & Andrés Felipe León Donato, 2021, "Efecto Fisher y modelo de corrección de errores en Colombia, 1991-2020
  [Fisher effect and error correction model in colombia,1991-2020]," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022665, Aug.
• Juan Manuel Candelo-Viafara & Andr�s Oviedo-G�mez, 2021, "La tasa de cambio y sus impactos en los agregados económicos colombianos: una aproximación FAVAR," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 29, issue 2, pages 121-142, DOI: 10.18359/rfce.5256.
• Mohammed Akter Hossain & Hakan Acet & Zobayer Ahmed & Alauddin Majumder, 2021, "Revisiting inflation and growth nexus in Bangladesh: an asymmetric cointegration based on non-linear ARDL approach," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 2.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2021, "Macroeconomic Uncertainty and Vector Autoregressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 15692, Jan.
• Sentana, Enrique & Almuzara, Martin & Fiorentini, Gabriele, 2021, "Aggregate Output Measurements: A Common Trend Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 15758, Feb.
• Forni, Mario & Gambetti, Luca & Sala, Luca, 2021, "Downside and Upside Uncertainty Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 15881, Mar.
• Timmermann, Allan & Zhu, Yinchu, 2021, "Conditional Rotation Between Forecasting Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 15917, Mar.
• Petrella, Ivan & Antolin-Diaz, Juan & Drechsel, Thomas, 2021, "Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 15926, Mar.
• Schorfheide, Frank & Chang, Minsu & Chen, Xiaohong, 2021, "Heterogeneity and Aggregate Fluctuations," CEPR Discussion Papers, Centre for Economic Policy Research, number 16183, May.
• Schmidt, Christoph & Feld, Lars & Christofzik, Désirée & Elstner, Steffen, 2021, "Unraveling the Productivity Paradox: Evidence for Germany," CEPR Discussion Papers, Centre for Economic Policy Research, number 16187, May.
• Baumeister, Christiane & Leiva-León, Danilo & Sims, Eric, 2021, "Tracking Weekly State-Level Economic Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 16317, Jul.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2021, "Using Time-Varying Volatility for Identification in Vector Autoregressions: An Application to Endogenous Uncertainty," CEPR Discussion Papers, Centre for Economic Policy Research, number 16346, Jul.
• Ferrero, Andrea & Cesa-Bianchi, Ambrogio, 2021, "The Transmission of Keynesian Supply Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 16430, Aug.
• Rubio-Ramírez, Juan Francisco & Furlanetto, Francesco & Lepetit, Antoine & Robstad, Ørjan & Ulvedal, PÃ¥l, 2021, "Estimating Hysteresis Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 16558, Sep.
• Rubio-Ramírez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 16613, Oct.
• Pappa, Evi & Canova, Fabio, 2021, "What are the likely macroeconomic effects of the EU Recovery plan?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16669, Oct.
• Schorfheide, Frank & Song, Dongho, 2021, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 16760, Nov.
• Kilian, Lutz, 2021, "Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’," CEPR Discussion Papers, Centre for Economic Policy Research, number 16818, Dec.

2020

• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020, "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 2, pages 66-103, June.
• Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020, "Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 4, pages 44-76, December.
• Giovanni Pellegrino, 2020, "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2020-05, Jun.
• Giovanni Pellegrino & Federico Ravenna & Gabriel Züllig, 2020, "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2020-12, Sep.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020, "A statistical model of the global carbon budget," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-18, Dec.
• Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020, "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-19, Dec.
• Hamisu S. Ali & Solomon P. Nathaniel & Gizem Uzuner & Festus V. Bekun & Samuel A. Sarkodie, 2020, "Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests," Research Africa Network Working Papers, Research Africa Network (RAN), number 20/010, Jan.
• Güven Sevil & Tutku Ünkaracalar, 2020, "An Assessment of The Relationship Between CDS Spreads And Portfolio Investments: Turkey Case," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 113, pages 285-300, April, DOI: https://doi.org/10.33203/mfy.654360.
• Elçin Aykaç Alp & Ali Osman Gürbüz, 2020, "Foreign Exchange Rate Effect on Household Consumption Tendency: The Turkish Case," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 263-294, October, DOI: https://doi.org/10.33203/mfy.694941.
• Firmin Doko Tchatoka & Qazi Haque, 2020, "On bootstrapping tests of equal forecast accuracy for nested models," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2020-03, Feb.
• Christian K. Wolf, 2020, "SVAR (Mis)identification and the Real Effects of Monetary Policy Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 4, pages 1-32, October, DOI: 10.1257/mac.20180328.
• Luciano Campos & Agustín Casas, 2020, "Rara Avis: Latin American populism in the 21st century," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4322, Nov.