Research classified by Journal of Economic Literature (JEL) codes

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

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

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

2020

• Akaki Liqokeli, 2020, "Measuring Credit Gaps for Macroprudential Policy Guidance: An Application to Georgia," NBG Working Papers, National Bank of Georgia, number 05/2020, Dec.
• Marianna Epicoco & Magali Jaoul-Grammare & Anne Plunket, 2020, "Technological novelty and productivity growth: a cliometric approach," Working Papers, Association Française de Cliométrie (AFC), number 04-20.
• Ulisses Monteiro Ruiz de Gamboa & Vladimir Fernandes Maciel & Bruno Dale Vendruscolo & Haroldo Silva, 2020, "The Potential Effects Of The Competitive Tax Regime For Clothing And Apparel: An Application Of Vector Autoregression (Var)," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 17, issue 1, pages 146-164, January-J, DOI: 105935/1808-2785/rem.v17n1p.146-164.
• 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," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 20/010, Jan.
• Abril-Salcedo, Davinson Stev & Melo-Velandia, Luis Fernando & Parra-Amado, Daniel, 2020, "Nonlinear relationship between the weather phenomenon El ni~no and Colombian food prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 64, issue 04, January, DOI: 10.22004/ag.econ.342934.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2020, "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, volume 69, issue 01, DOI: 10.22004/ag.econ.334161.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020, "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/01, Feb.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/02, Feb.
• Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020, "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/17, Dec.
• Nursena Küçüksoy & Uğur Akkoç, 2020, "Türkiye İle Çin İkili Ticaretinde J Eğrisi: NARDL Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 190-209, DOI: 10.30784/epfad.732614.
• Gürcan Aygün, 2020, "Parasal Değişkenler ve Çıktı İlişkisinin Türkiye İçin Tarihsel Ayrıştırma Yöntemi İle Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 228-241, DOI: 10.30784/epfad.737602.
• Emine Kılavuz & Buket Altınöz, 2020, "Türkiye’de Para Arzı İle Enflasyon Arasındaki İlişki: ARDL Sınır Testi Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 242-260, DOI: 10.30784/epfad.708223.
• Ali İlhan & Coşkun Akdeniz, 2020, "The Impact of Macroeconomic Variables on The Stock Market in The Time of Covid-19: The Case of Turkey," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 3, pages 893-912, DOI: 10.30784/epfad.810630.
• Türker Şimşek & Oktay Özkan, 2020, "The Time-Varying Impact of Covid-19 on Stock Returns: Evidence on Developed Countries from a Bootstrap Rolling Window Causality Method," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue SI, pages 1-12, DOI: 10.30784/epfad.781992.
• Subrata Roy, 2020, "Gold & Stock Relation: Investors’ Reaction During Covid-19 Outbreak," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 26, pages 29-52, December, DOI: 10.47743/rebs-2020-2-0002.
• Mounir El-Karimi & Ahmed El-Ghini, 2020, "The Transmission of Global Commodity Prices to Consumer Prices in a Commodity Import-Dependent Country: Evidence from Morocco," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 1, pages 15-32, March.
• Larysa Yakymova, 2020, "General Patterns and Drivers of Changes in Employment Structure: Evidence from Five European Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 3, pages 333-362, September.
• A.F. Shorikov & A.S. Filippova & V.A. Tyulyukin, 2020, "Optimal Adaptive Control of Employees Number and Sales System of the Bank," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 19, issue 3, pages 348-369, DOI: http://dx.doi.org/10.15826/vestnik..
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2020, "Time-varying general dynamic factor models and the measurement of financial connectedness," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020015, Aug, DOI: https://doi.org/10.1016/j.jeconom.2.
• Hafner, Christian & Herwartz, Helmut & Maxand, Simone, 2020, "Identification of structural multivariate GARCH models," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020032, Jul, DOI: https://doi.org/10.1016/j.jeconom.2.
• Candelon, Bertrand & Luisi, Angelo, 2020, "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020009, Jan.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2020005, Jan.
• Konstantinos Spinthiropoulos & Christos Nikas & Eleni Zafeiriou, 2020, "Tourism and Economic Growth in Greece: Αn ARDL Bounds Testing Approach in a Kaldorian Framework," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 70, issue 2, pages 215-227, June, DOI: 10.1556/032.2020.00011.
• Sisay Demissew Beyene & Balázs Kotosz, 2020, "Macroeconomic determinants of external indebtedness of Ethiopia: ARDL approach to co-integration," Society and Economy, Akadémiai Kiadó, Hungary, volume 42, issue 3, pages 313-332, September, DOI: 10.1556/204.2020.00013.
• Mariano Beltrani, 2020, "Var Analysis Of Monetary Policy In The Post-Convertibility: A Non-Recursive Approach," Revista de Economía Política de Buenos Aires, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), issue 20, pages 9-39, June.
• Fernando Toledo & Leonardo Caravaggio, 2020, "Noticias y tensiones cambiariasen Argentina," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 66, pages 57-81, January-D.
• Miguel St.Aubyn, 2020, "Covid 19 and loss of production – an estimate for Portugal from electricity consumption," CFP Working Papers, Portuguese Public Finance Council, number 01/2020, May.
• Nuno Goncalves & Tiago Martins, 2020, "Qualitative survey data and the perceived ‘normal’ growth: evidence for Portugal and the Euro-area," CFP Working Papers, Portuguese Public Finance Council, number 02/2020, Dec.
• Ranjan Kumar Mohanty & N R Bhanumurthy, 2020, "Asymmetric Monetary Policy Transmission in India:Does Financial Friction Matter?," BASE University Working Papers, BASE University, Bengaluru, India, number 03/2020, Nov.
• Oludayo Elijah Adekunle, 2020, "The Short and Long Run Determinants of Foreign Direct Investment in Nigeria," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 2, issue 4, pages 45-65, September, DOI: 10.48100/merj.v2i4.124.
• Mustapha Djaballah, , "The Impact Of Fdi And Exchange Rate On Gdp In Mena Countries : Evidence From The Panel Approach," Review of Socio - Economic Perspectives, Reviewsep, number 202073, DOI: https://doi.org/10.19275/RSEP099.
• Zhantleuova A.K., 2020, "Modeling the Real Effective Exchange Rate of UK on the basis of theory of BEER(behavioral equilibrium exchange rate) using VECM," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 37-47.
• Орлов К.В. // Orlov K.V. & Жузбаев А.М. // Zhuzbayev A.M. & Мекенбаева К.Б. // Mekenbayeva K.B. & Самат М.Н. // Samat M.N. & Букенов А.Е. // Bukenov A.E. & Сейдахметов А.Н. // Seidakhmetov A.N., 2020, "Обзорная статья по Динамическим стохастическим моделям общего равновесия (DSGE) // Review on DSGE models," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 4, pages 4-40.
• Luciano Campos & Agustín Casas, 2020, "Rara Avis: Latin American populism in the 21st century," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 13, Jun.
• Valerie Lankester-Campos & Kerry Loaiza-Marín, 2020, "Dynamic Fiscal Multipliers for a Small and Open Economy," Documentos de Trabajo, Banco Central de Costa Rica, number 2004, Nov.
• Oscar Claveria, 2020, "“Measuring and assessing economic uncertainty”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 2012003, Jul, revised Jul 2020.
• Haykaz Igityan, 2016, "Migration in the Estimated New Keynesian DSGE Model for Armenia and Russia," Working Papers, Central Bank of Armenia, number 6, Sep.
• Haykaz Igityan & Hovhannes Manukyan, 2020, "Fitting Armenian Data to the Simple DSGE Model with Permanent Productivity Growth," Working Papers, Central Bank of Armenia, number 14, Jan.
• Irina E. Kalabikhina & Evgeny P. Banin, 2020, "Database "Pro-family (pronatalist) communities in the social network VKontakte"," Population and Economics, ARPHA Platform, volume 4, issue 3, pages 98-103, December, DOI: 10.3897/popecon.4.e60915.
• Daniel Buncic, 2020, "Econometric issues with Laubach and Williams' estimates of the natural rate of interest," Papers, arXiv.org, number 2002.11583, Feb, revised Aug 2020.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2020, "A dynamic conditional approach to portfolio weights forecasting," Papers, arXiv.org, number 2004.12400, Apr.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020, "Diffusion Copulas: Identification and Estimation," Papers, arXiv.org, number 2005.03513, May.
• Mario Alloza & Jesus Gonzalo & Carlos Sanz, 2020, "Dynamic Effects of Persistent Shocks," Papers, arXiv.org, number 2006.14047, Jun.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2020, "A Model of the Fed's View on Inflation," Papers, arXiv.org, number 2006.14110, Jun.
• Cem Cakmakli & Yasin Simsek, 2020, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Papers, arXiv.org, number 2007.02726, Jul, revised Feb 2021.
• Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers, arXiv.org, number 2008.12706, Aug, revised Dec 2020.
• Yicong Lin & Hanno Reuvers, 2020, "Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Papers, arXiv.org, number 2009.02262, Sep, revised Dec 2021.
• Ai Jun Hou & Weining Wang & Cathy Y. H. Chen & Wolfgang Karl Hardle, 2020, "Pricing Cryptocurrency Options," Papers, arXiv.org, number 2009.11007, Sep.
• Sukjin Han & Shenshen Yang, 2020, "A Computational Approach to Identification of Treatment Effects for Policy Evaluation," Papers, arXiv.org, number 2009.13861, Sep, revised Aug 2023.
• Mikkel Plagborg-M{o}ller & Christian K. Wolf, 2020, "Instrumental Variable Identification of Dynamic Variance Decompositions," Papers, arXiv.org, number 2011.01380, Nov, revised Jul 2021.
• Niko Hauzenberger & Michael Pfarrhofer & Anna Stelzer, 2020, "On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty," Papers, arXiv.org, number 2011.14424, Nov.
• Sla{dj}ana Babi'c & Christophe Ley & Lorenzo Ricci & David Veredas, 2020, "TailCoR," Papers, arXiv.org, number 2011.14817, Nov.
• John M. Maheu & Thomas H. McCurdy & Yong Song, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," Papers, arXiv.org, number 2012.01623, Dec.
• Ilya Archakov & Peter Reinhard Hansen & Asger Lunde, 2020, "A Multivariate Realized GARCH Model," Papers, arXiv.org, number 2012.02708, Dec, revised Feb 2025.
• Fabian J. Baier, 2020, "Foreign Direct Investment and Tax: OECD Gravity Modelling in a World with International Financial Institutions," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), volume 6, issue 1, pages 45-72, October, DOI: 10.30958/ajbe.6-1-3.
• Federico Mario Accursi, 2020, "Green-bricks: An empirical approach of shocks in soybean prices to residential building in Rosario, Argentina," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 3, issue 2, pages 101-128, Octubre, DOI: 10.46553/ensayos.3.2.2020.p101-128.
• Daniel Fehrle & Johannes Huber, 2020, "Business cycle accounting for the German fiscal stimulus program during the Great Recession," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 339, Jun.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 341, Dec.
• Jaqueson K. Galimberti, 2020, "Information weighting under least squares adaptive learning," Working Papers, Auckland University of Technology, Department of Economics, number 2020-04, Apr.
• Fatemi Ardestani, Seyed Farshad & Barakchian, Seyed Mahdi & Shokoohian, Hamideh, 2020, "Short-term Forecast of Hourly Electricity Demand in Iran Using a Forecast Combination Method (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 24, issue 4, pages 57-73, February.
• Amiri, Hossein & Samadian, Farzaneh, 2020, "The Impact of Electoral Cycle Occurrence on Macroeconomic Environment: Case Study of Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 25, issue 2, pages 3-24, August.
• Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
• Daniel Fehrle & Johannes Huber, 2020, "Business cycle accounting for the German fiscal stimulus program during the Great Recession," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 197, Jun.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2020, "Polynomial chaos expansion: Efficient evaluation and estimation of computational models," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 202, Dec.
• Alain Guay, 2020, "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-19, Oct.
• Frederique Bec & Alain Guay, 2020, "A Simple Unit Root Test Consistent Against Any Stationary Alternative," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-20, Oct.
• Jinyue Dong, 2020, "Modelo de predicción de la inflación en China
  [China | Forecasting modeling for China\'s inflation]," Working Papers, BBVA Bank, Economic Research Department, number 20/05, Mar.
• Thibaut Duprey, 2020, "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers, Bank of Canada, number 2020-4, Jun, DOI: 10.34989/sdp-2020-4.
• Danilo Leiva-Leon & Luis Uzeda, 2020, "Endogenous Time Variation in Vector Autoregressions," Staff Working Papers, Bank of Canada, number 20-16, May, DOI: 10.34989/swp-2020-16.
• Barbara Sadaba & Sunčica Vujič & Sofia Maier, 2020, "Cyclicality of Schooling: New Evidence from Unobserved Components Models," Staff Working Papers, Bank of Canada, number 20-38, Sep, DOI: 10.34989/swp-2020-38.
• Ruben Hipp, 2020, "On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity," Staff Working Papers, Bank of Canada, number 20-42, Oct, DOI: 10.34989/swp-2020-42.
• Yunjong Eo & Luis Uzeda & Benjamin Wong, 2020, "Understanding Trend Inflation Through the Lens of the Goods and Services Sectors," Staff Working Papers, Bank of Canada, number 20-45, Nov, DOI: 10.34989/swp-2020-45.
• Alban Moura, 2020, "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers, Central Bank of Luxembourg, number 147, Aug.
• Necmettin Alpay KOCAK, 2020, "Are CBRT’s Monetary Policy Statements Affected by ECB and FED Statements?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 14, issue 2, pages 205-226.
• Jorge E. Galán, 2020, "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers, Banco de España, number 2007, Mar.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020, "Eurozone prices: a tale of convergence and divergence," Working Papers, Banco de España, number 2010, May.
• Eddie Gerba & Danilo Leiva-Leon, 2020, "Macro-financial interactions in a changing world," Working Papers, Banco de España, number 2018, Jul.
• Alberto Di Iorio & Marco Fanari, 2020, "Break-even inflation rates: the Italian case," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 578, Sep.
• Cristina Conflitti, 2020, "Alternative measures of underlying inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 593, Dec.
• Alex Tagliabracci, 2020, "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1270, Mar.
• Andrea Gazzani & Alejandro Vicondoa, 2020, "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1274, Apr.
• Alessio Anzuini, 2020, "The non-linear effects of the Fed's asset purchases," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1280, Jun.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020, "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1284, Jun.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2020, "The economic drivers of volatility and uncertainty," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1285, Jul.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1296, Sep.
• Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
• Garcés Díaz Daniel, 2020, "On the Drivers of Inflation in Different Monetary Regimes," Working Papers, Banco de México, number 2020-16, Dec.
• Julián Alonso Cárdenas-Cárdenas & Edgar Caicedo-García & Eliana R. González Molano, 2020, "Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas," Borradores de Economia, Banco de la Republica de Colombia, number 1109, Mar, DOI: https://doi.org/10.32468/be.1109.
• Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020, "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia, Banco de la Republica de Colombia, number 1114, Apr, DOI: https://doi.org/10.32468/be.1114.
• Fatih Kaplan & Ayşe E. Ünal, 2020, "Industrial Production Index - Crude Oil Price Nexus: Russia, Kazakhstan And Azerbaijan," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 227, pages 119-142, October –.
• Cyril Couaillier & Valerio Scalone, 2020, "How does Financial Vulnerability amplify Housing and Credit Shocks?," Working papers, Banque de France, number 763.
• Gabor Katay & Lisa Kerdelhu & Matthieu Lequien, 2020, "Semi-Structural VAR and Unobserved Components Models to Estimate Finance-Neutral Output Gap," Working papers, Banque de France, number 791.
• Demosthenes Ioannou & Maria Sole Pagliari & Livio Stracca, 2020, "The international dimension of a fragile EMU," Working papers, Banque de France, number 795.
• Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020, "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers, Barcelona School of Economics, number 1142, Jan.
• Christian Matthes & Davide Debortoli & Régis Barnichon, 2020, "Understanding the Size of the Government Spending Multiplier: It's in the Sign," Working Papers, Barcelona School of Economics, number 1145, Jan.
• Geert Mesters & Régis Barnichon, 2020, "A Sufficient Statistics Approach for Macro Policy Evaluation," Working Papers, Barcelona School of Economics, number 1171, Apr.
• Mohammad Ghaderi, 2020, "Public Health Interventions in the Face of Pandemics: Network Structure, Social Distancing, and Heterogeneity," Working Papers, Barcelona School of Economics, number 1193, Jul.
• Mario Forni & Luca Sala & Luca Gambetti & Davide Debortoli, 2020, "Asymmetric Effects of Monetary Policy Easing and Tightening," Working Papers, Barcelona School of Economics, number 1205, Oct.
• Yavuz TÜRKAN & Yunus DOÐAN, 2020, "Katýlým Bankalarýnýn Tasarruf Fonlarý ile Makroekonomik Degiskenler Arasýndaki Iliski, Bir Zaman Serisi Analizi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 1, pages 227-250, August, DOI: https://doi.org/10.33399/biibfad.74.
• Bener GÜNGÖR & Ahmet POLAT, 2020, "Geleneksel Yatýrým Araçlarýnýn Hisse Senedi Fiyatlarýna Etkisi: BIST'te Sektörel Bazda Karsýlastýrmalý Bir Analiz," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 4, issue 1, pages 79-105, August, DOI: https://doi.org/10.33399/biibfad.70.
• Emilia Gosińska & Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2020, "Who is responsible for asymmetric fuel price adjustments? An application of the threshold cointegrated VAR model," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 20, issue 1, pages 59-73.
• Signe Rosenberg, 2020, "Conventional and unconventional monetary policies: effects on the Finnish housing market," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 20, issue 2, pages 170-186.
• Daniel Rees, 2020, "What Comes Next?," BIS Working Papers, Bank for International Settlements, number 898, Nov.
• Ramis Khbaibullin & Sergei Seleznev, 2020, "Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models," Bank of Russia Working Paper Series, Bank of Russia, number wps61, Oct.
• Conrado Brum Civelli & Alfredo García-Hiernaux, 2020, "An indicator of monetary bias for emerging and dollarized economies The case of Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2020007.
• Davinson Stev Abril‐Salcedo & Luis Fernando Melo‐Velandia & Daniel Parra‐Amado, 2020, "Nonlinear relationship between the weather phenomenon El niño and Colombian food prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 64, issue 4, pages 1059-1086, October, DOI: 10.1111/1467-8489.12394.
• R. Andrew Butters & Daniel F. Spulber, 2020, "The Extent Of The Market And Integration Through Factor Markets: Evidence From Wholesale Electricity," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1076-1108, July, DOI: 10.1111/ecin.12879.
• Chia‐Yi Yen & Yu‐Hsi Chou, 2020, "Understanding The Macroeconomic Impact Of Illiquidity Shocks In The United States," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1245-1278, July, DOI: 10.1111/ecin.12890.
• Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020, "The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1279-1296, July, DOI: 10.1111/ecin.12883.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1949-1957, October, DOI: 10.1111/ecin.12919.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020, "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 225-251, September, DOI: 10.1111/1475-4932.12531.
• Hung Do & Rabindra Nepal & Russell Smyth, 2020, "Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis," The Economic Record, The Economic Society of Australia, volume 96, issue 315, pages 450-469, December, DOI: 10.1111/1475-4932.12563.
• Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel, 2020, "Electoral Externalities in Federations – Evidence from German Opinion Polls," Kyklos, Wiley Blackwell, volume 73, issue 2, pages 227-252, May, DOI: 10.1111/kykl.12222.
• Martin Mandler & Michael Scharnagl, 2020, "Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area," Manchester School, University of Manchester, volume 88, issue S1, pages 126-150, September, DOI: 10.1111/manc.12336.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020, "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 1, pages 125-155, February, DOI: 10.1111/obes.12323.
• Jan Čapek & Jesús Crespo Cuaresma, 2020, "We just estimated twenty million fiscal multipliers," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 3, pages 483-502, June, DOI: 10.1111/obes.12351.
• Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger, 2020, "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1262-1294, December, DOI: 10.1111/obes.12382.
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• Antonio Ribba, 2020, "Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so," The World Economy, Wiley Blackwell, volume 43, issue 9, pages 2393-2410, September, DOI: 10.1111/twec.13004.
• ROY Subrata, 2020, "Gold & Stock Relation: Investors Reaction During Covid-19 Outbreak," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 103-126, November.
• Mauricio Mora Barrenechea, 2020, "Cambios en el tiempo de los efectos de los precios de las materias primas en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 32, issue 1, pages 123-168, January -.
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• Fisher Lance A. & Huh Hyeon-seung, 2020, "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• Czudaj Robert L., 2020, "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-39, June, DOI: 10.1515/snde-2018-0054.
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• Chaubal Aditi, 2020, "Exchange rates in India: current account monetarism in a nonlinear context," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-27, December, DOI: 10.1515/snde-2019-0072.
• Patricia Amalia MERCEA (HANDRO), 2020, "ANALYSIS OF THE MONETARY POLICY TRANSMISSION INTO CEEs COUNTRIES. A VAR APPROACH," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 3, pages 90-102.
• Kugler, Peter, 2020, "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers, Faculty of Business and Economics - University of Basel, number 2020/01.
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• Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A., 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2088, Sep.
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• Francisco José Pérez Torres, 2020, "Ocupación en la economía informal, mercado laboral urbano y crecimiento económico, 2001–2019: un análisis vectorial de corrección de errores," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 18356, Aug.
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