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

• Diegel, Max & Nautz, Dieter, 2021, "Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104192.
• Chang, Yoosoon & Maih, Junior & Tan, Fei, 2021, "Origins of monetary policy shifts: A New approach to regime switching in DSGE models," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104235.
• Song, Yuegang & Huang, Ruixian & Paramati, Sudharshan Reddy & Zakari, Abdulrasheed, 2021, "Does economic integration lead to financial market integration in the Asian region?," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 366-377, DOI: 10.1016/j.eap.2020.12.003.
• Sui, Bo & Chang, Chun-Ping & Jang, Chyi-Lu & Gong, Qiang, 2021, "Analyzing causality between epidemics and oil prices: Role of the stock market," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 148-158, DOI: 10.1016/j.eap.2021.02.004.
• Oloko, Tirimisiyu F. & Ogbonna, Ahamuefula E. & Adedeji, Abdulfatai A. & Lakhani, Noman, 2021, "Oil price shocks and inflation rate persistence: A Fractional Cointegration VAR approach," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 259-275, DOI: 10.1016/j.eap.2021.02.014.
• Chiang, Shu-Hen & Lee, Chien-Chiang & Liao, Ying, 2021, "Exploring the sources of inflation dynamics: New evidence from China," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 313-332, DOI: 10.1016/j.eap.2021.03.001.
• Rahaman, Ataur & Leon-Gonzalez, Roberto, 2021, "The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 626-644, DOI: 10.1016/j.eap.2021.07.002.
• Long, Shaobo & Pei, Hongxia & Tian, Hao & Li, Fangfang, 2021, "Asymmetric impacts of economic policy uncertainty, capital cost, and raw material cost on China’s investment," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 129-144, DOI: 10.1016/j.eap.2021.08.005.
• Balke, Nathan S. & Martínez-García, Enrique & Zeng, Zheng, 2021, "In no uncertain terms: The effect of uncertainty on credit frictions and monetary policy," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.03.012.
• Constantinescu, Mihnea & Nguyen, Anh Dinh Minh, 2021, "A century of gaps: Untangling business cycles from secular trends," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105505.
• von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021, "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105545.
• Hur, Joonyoung, 2021, "Labor income share and economic fluctuations: A sign-restricted VAR approach," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105546.
• Breitenlechner, Max & Scharler, Johann, 2021, "Monetary policy announcements and bank lending: Do banks’ refinancing markets matter?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105559.
• Kim, Wongi, 2021, "Macroeconomic effects of government transfer payments: Evidence from Korea," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105571.
• Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
• Hutter, Christian & Weber, Enzo, 2021, "Labour market miracle, productivity debacle: Measuring the effects of skill-biased and skill-neutral technical change," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105584.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021, "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105614.
• Garcia-Hiernaux, Alfredo & Guerrero, David E., 2021, "Price convergence: Representation and testing," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105641.
• Casarin, Roberto & Costantini, Mauro & Paradiso, Antonio, 2021, "On the role of dependence in sticky price and sticky information Phillips curve: Modelling and forecasting," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105644.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2021, "Forecasting natural gas prices using highly flexible time-varying parameter models," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105652.
• Szafranek, Karol, 2021, "Evidence on time-varying inflation synchronization," Economic Modelling, Elsevier, volume 94, issue C, pages 1-13, DOI: 10.1016/j.econmod.2020.09.013.
• Fang, Yi & Jing, Zhongbo & Shi, Yukun & Zhao, Yang, 2021, "Financial spillovers and spillbacks: New evidence from China and G7 countries," Economic Modelling, Elsevier, volume 94, issue C, pages 184-200, DOI: 10.1016/j.econmod.2020.09.022.
• Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021, "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, volume 94, issue C, pages 401-414, DOI: 10.1016/j.econmod.2020.10.002.
• Lastrapes, William D. & Wiesen, Thomas F.P., 2021, "The joint spillover index," Economic Modelling, Elsevier, volume 94, issue C, pages 681-691, DOI: 10.1016/j.econmod.2020.02.010.
• Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021, "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, volume 94, issue C, pages 896-907, DOI: 10.1016/j.econmod.2020.02.031.
• Mara, Mirza Yuniar Isnaeni & Purwanto, Nur M.Adhi & Kurniati, Ina Nurmalia & Fauziah, Nanda Rizki & Aqmaliyah, Euis, 2021, "Capital flow and banking credit in Indonesia," Economic Modelling, Elsevier, volume 95, issue C, pages 298-310, DOI: 10.1016/j.econmod.2020.02.047.
• Conti, Antonio M., 2021, "Resurrecting the Phillips Curve in Low-Inflation Times," Economic Modelling, Elsevier, volume 96, issue C, pages 172-195, DOI: 10.1016/j.econmod.2020.11.019.
• Arčabić, Vladimir & Škrinjarić, Tihana, 2021, "Sharing is caring: Spillovers and synchronization of business cycles in the European Union," Economic Modelling, Elsevier, volume 96, issue C, pages 25-39, DOI: 10.1016/j.econmod.2020.12.023.
• Dąbrowski, Marek A., 2021, "A novel approach to the estimation of an actively managed component of foreign exchange reserves," Economic Modelling, Elsevier, volume 96, issue C, pages 83-95, DOI: 10.1016/j.econmod.2020.12.019.
• Garg, Bhavesh & Prabheesh, K.P., 2021, "Testing the intertemporal sustainability of current account in the presence of endogenous structural breaks: Evidence from the top deficit countries," Economic Modelling, Elsevier, volume 97, issue C, pages 365-379, DOI: 10.1016/j.econmod.2020.04.007.
• Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021, "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101308.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
• Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang, 2021, "House price synchronization across the US states: The role of structural oil shocks," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101372.
• Balke, Nathan S. & Zeng, Zheng & Zhang, Ren, 2021, "Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101375.
• Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng, 2021, "Systemic financial risk early warning of financial market in China using Attention-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101383.
• Lin, Ling & Zhou, Zhongbao & Jiang, Yong & Ou, Yangchen, 2021, "Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101398.
• Neto, David, 2021, "Are Google searches making the Bitcoin market run amok? A tail event analysis," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101454.
• Chen, Zhang-HangJian & Li, Sai-Ping & Cai, Mei-Ling & Zhong, Li-Xin & Ren, Fei, 2021, "Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101451.
• Li, Wenqi, 2021, "COVID-19 and asymmetric volatility spillovers across global stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101474.
• Ngene, Geoffrey M., 2021, "What drives dynamic connectedness of the U.S equity sectors during different business cycles?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101493.
• Cao, Guangxi & Xie, Wenhao, 2021, "The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101514.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Li, Shaoyu & Zhang, Yuanyuan & Zhu, Chunhui, 2021, "A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101532.
• Lyu, Yifei & Nie, Jun & Yang, Shu-Kuei X., 2021, "Forecasting US economic growth in downturns using cross-country data," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109668.
• Lee, Jae Won & Park, Woong Yong, 2021, "System reduction of dynamic stochastic general equilibrium models solved by gensys," Economics Letters, Elsevier, volume 199, issue C, DOI: 10.1016/j.econlet.2020.109704.
• De Lipsis, Vincenzo, 2021, "Is time preference different across incomes and countries?," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2020.109720.
• Haque, Qazi & Magnusson, Leandro M., 2021, "Uncertainty shocks and inflation dynamics in the U.S," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109825.
• Ziegenbein, Alexander, 2021, "Macroeconomic shocks and Okun’s Law," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109826.
• Gordon, Grey, 2021, "Efficient VAR discretization," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109872.
• Chudik, Alexander & Mohaddes, Kamiar & Raissi, Mehdi, 2021, "Covid-19 fiscal support and its effectiveness," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109939.
• Costola, Michele & Iacopini, Matteo & Santagiustina, Carlo R.M.A., 2021, "On the “mementum” of meme stocks," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110021.
• Rangaraju, Sandeep Kumar & Herrera, Ana María, 2021, "Tax news in good and bad times," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110031.
• Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021, "Bitcoin mining activity and volatility dynamics in the power market," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110111.
• Li, Mingyang & Niu, Linlin, 2021, "Faster fiscal stimulus and a higher government spending multiplier in China: Mixed-frequency identification with SVAR," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110135.
• Smeekes, Stephan & Wijler, Etienne, 2021, "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 247-276, DOI: 10.1016/j.jeconom.2020.07.021.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021, "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 616-643, DOI: 10.1016/j.jeconom.2020.06.004.
• Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer, 2021, "Time-varying general dynamic factor models and the measurement of financial connectedness," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 324-343, DOI: 10.1016/j.jeconom.2020.07.004.
• Montiel Olea, José Luis & Nesbit, James, 2021, "(Machine) learning parameter regions," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 716-744, DOI: 10.1016/j.jeconom.2020.06.008.
• Dong, Chaohua & Linton, Oliver & Peng, Bin, 2021, "A weighted sieve estimator for nonparametric time series models with nonstationary variables," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 909-932, DOI: 10.1016/j.jeconom.2020.03.024.
• Guay, François & Schwenkler, Gustavo, 2021, "Efficient estimation and filtering for multivariate jump–diffusions," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2020.09.004.
• Boswijk, H. Peter & Cavaliere, Giuseppe & Georgiev, Iliyan & Rahbek, Anders, 2021, "Bootstrapping non-stationary stochastic volatility," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 161-180, DOI: 10.1016/j.jeconom.2021.01.005.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
• Carrion-i-Silvestre, Josep Lluís & Kim, Dukpa, 2021, "Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 22-38, DOI: 10.1016/j.jeconom.2020.09.005.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021, "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 107-130, DOI: 10.1016/j.jeconom.2021.06.009.
• Guðmundsson, Guðmundur Stefán & Brownlees, Christian, 2021, "Detecting groups in large vector autoregressions," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 2-26, DOI: 10.1016/j.jeconom.2021.03.012.
• Guay, Alain, 2021, "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 27-46, DOI: 10.1016/j.jeconom.2020.10.006.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2021, "Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 47-73, DOI: 10.1016/j.jeconom.2021.07.001.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Waggoner, Daniel F., 2021, "Inference in Bayesian Proxy-SVARs," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 88-106, DOI: 10.1016/j.jeconom.2020.12.004.
• Han, Sukjin, 2021, "Identification in nonparametric models for dynamic treatment effects," Journal of Econometrics, Elsevier, volume 225, issue 2, pages 132-147, DOI: 10.1016/j.jeconom.2019.08.014.
• Faryna, Oleksandr & Simola, Heli, 2021, "The transmission of international shocks to CIS economies: A global VAR approach," Economic Systems, Elsevier, volume 45, issue 2, DOI: 10.1016/j.ecosys.2020.100769.
• Caggiano, Giovanni & Castelnuovo, Efrem & Delrio, Silvia & Kima, Richard, 2021, "Financial uncertainty and real activity: The good, the bad, and the ugly," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103750.
• Maffei-Faccioli, Nicolò & Vella, Eugenia, 2021, "Does immigration grow the pie? Asymmetric evidence from Germany," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103846.
• Berge, Travis & De Ridder, Maarten & Pfajfar, Damjan, 2021, "When is the fiscal multiplier high? A comparison of four business cycle phases," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103852.
• Eckert, Florian & Hyndman, Rob J. & Panagiotelis, Anastasios, 2021, "Forecasting Swiss exports using Bayesian forecast reconciliation," European Journal of Operational Research, Elsevier, volume 291, issue 2, pages 693-710, DOI: 10.1016/j.ejor.2020.09.046.
• Chen, Yu-Lun & Yang, J. Jimmy, 2021, "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 1-17, DOI: 10.1016/j.jempfin.2020.12.003.
• Hwang, Inwook & Kim, Jaebeom, 2021, "Oil price shocks and the US stock market: A nonlinear approach," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 23-36, DOI: 10.1016/j.jempfin.2021.08.004.
• García-Albán, Freddy & González-Astudillo, Manuel & Vera-Avellán, Cristhian, 2021, "Good policy or good luck? Analyzing the effects of fiscal policy and oil revenue shocks in Ecuador," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105321.
• Seiler, Volker, 2021, "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105485.
• Guo, Bowei & Castagneto Gissey, Giorgio, 2021, "Cost pass-through in the British wholesale electricity market," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105497.
• Deschatre, Thomas & Féron, Olivier & Gruet, Pierre, 2021, "A survey of electricity spot and futures price models for risk management applications," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105504.
• Boufateh, Talel & Saadaoui, Zied, 2021, "The time-varying responses of financial intermediation and inflation to oil supply and demand shocks in the US: Evidence from Bayesian TVP-SVAR-SV approach," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105535.
• Lingohr, Daniel & Müller, Gernot, 2021, "Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105244.
• Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2021, "The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105526.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Financial stress, economic policy uncertainty, and oil price uncertainty," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105686.

2020

• Frédéric BEC & Alain GUAY, 2020, "A simple unit root test consistent against any stationary alternative," Working Papers, Center for Research in Economics and Statistics, number 2020-28, Nov.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30346, May.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31554, Dec.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30899, Sep.
• Vincent Bodart & Jean-François Carpantier, 2020, "Currency Crises In Emerging Countries: The Commodity Factor," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2021003, Oct.
• Delbianco, Fernando & Dabús, Carlos, 2020, "Is there Convergence in Emerging Countries? Evidence from Latin America," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 79-90, Enero.
• Alex Flores & Víctor Chang, 2020, "Relación entre la demanda de transporte y el crecimiento económico: Análisis dinámico mediante el uso del modelo ARDL," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 145-163, Mayo.
• William J. Crowder, 2020, "Does the Fed Control Trend Inflation?," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 241-261, November.
• Beylunioğlu, Fuat C. & Yazgan, M. Ege & Stengos, Thanasis, 2020, "Detecting Convergence Clubs," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 3, pages 629-669, April.
• Huber, Florian & Punzi, Maria Teresa, 2020, "International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 4, pages 774-806, June.
• Drygalla, Andrej & Holtemöller, Oliver & Kiesel, Konstantin, 2020, "The Effects Of Fiscal Policy In An Estimated Dsge Model—The Case Of The German Stimulus Packages During The Great Recession," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1315-1345, September.
• Serletis, Apostolos & Xu, Libo, 2020, "Money Supply Volatility And The Macroeconomy," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1392-1402, September.
• Mangalani P.MAKANANISA & Cathrine T.KOLOANE & Friedrich SCHNEIDER, 2020, "Modelling the shadow economy of South Africa: Using the currency demand and MIMIC approach," Journal of Economics and Political Economy, EconSciences Journals, volume 7, issue 1, pages 27-46, March.
• Laetitia P.SOKENG DONGFACK & Hongbing OUYANG, 2020, "Dynamic risk sharing in the Central African Economic and monetary community," Journal of Economics and Political Economy, EconSciences Journals, volume 7, issue 2, pages 80-100, June.
• Maria Chinecherem UZONWANNE, 2020, "Non-oil export and economic growth in Nigeria: A disaggregated analysis," Turkish Economic Review, EconSciences Journals, volume 7, issue 1, pages 1-15, March.
• Ahmed Adefemi ADESETE & Fatima Abiodun BANKOLE, 2020, "Oil price shock and macroeconomic aggregates: Empirical evidence from Nigeria using the structural vector autoregressive (SVAR) approach," Journal of Economics Library, EconSciences Journals, volume 7, issue 2, pages 69-80, June.
• Petros Golitsis & Sotirios K. Bellos & Anastasios Alexandridis, 2020, "The EMU-REER Spillovers on Southeastern European Economies: A G-VAR Model," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 66, issue 4, pages 259-290, DOI: 10.3790/aeq.66.4.259.
• Jmaes McNeil, 2020, "Monetary policy and the term structure of Inflation expectations with information frictions," Working Papers, Dalhousie University, Department of Economics, number daleconwp2020-07, Dec.
• Стефан Симеонов & Теодор Тодоров & Даниел Николаев, 2020, "Детерминанти На Борсовата Активност В Условията На Българския Фондов Пазар," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 1-15.
• Alexander Kriwoluzky & Laura Pagenhardt & Malte Rieth, 2020, "Fiscal Rules Mitigate Economic Setbacks during Crises," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 52/53, pages 495-503.
• Max Hanisch, 2020, "From Iran to Russia to Hong Kong: Geopolitical Risks Are Weighing on the German Economy," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 6/7, pages 53-58.
• Konstantin A. Kholodilin & Claus Michelsen, 2020, "Wohnungsmarkt in Deutschland: Trotz Krise steigende Immobilienpreise, Gefahr einer flächendeckenden Preisblase aber gering," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 37, pages 642-652.
• Alexander Kriwoluzky & Laura Pagenhardt & Malte Rieth, 2020, "Fiskalregeln mildern wirtschaftliche Rückschläge in Krisenzeiten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 52/53, pages 989-997.
• Max Hanisch, 2020, "Iran, Russland, Hongkong: Geopolitische Risiken belasten deutsche Wirtschaft," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 6, pages 79-85.
• Konstantin A. Kholodilin & Malte Rieth, 2020, "Viral Shocks to the World Economy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1861.
• Helmut Lütkepohl, 2020, "Structural Vector Autoregressive Models with More Shocks than Variables Identified via Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1871.
• Helmut Lütkepohl & Thore Schlaak, 2020, "Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1876.
• Jan Philipp Fritsche & Mathias Klein & Malte Rieth, 2020, "Government Spending Multipliers in (Un)certain Times," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1901.
• Lukas Boer & Helmut Lütkepohl, 2020, "A Simple Instrument for Proxy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1905.
• Jan Philipp Fritsche & Patrick Christian Harms, 2020, "Better off without the Euro? A Structural VAR Assessment of European Monetary Policy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1907.
• Martin Bruns & Helmut Lütkepohl, 2020, "An Alternative Bootstrap for Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1913.
• Valeriu Nalban & Andra Smadu, 2020, "Financial disruptions and heightened uncertainty: a case for timely policy action," Working Papers, DNB, number 687, Jun.
• RAMIREZ-FRANCO, Luz Dary, 2020, "Determinantes De Las Preferencias De Política Neoliberal En Diez Países Occidentales (Argentina, Alemania, Brasil, Chile, España, Estados Unidos, Francia, México, Reino Unido Y Suecia) 1980-2015," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 20, issue 1, pages 95-110.
• Sangram Keshari JENA & Aruna Kumar DASH, 2020, "Does Exchange Rate Volatility Affect Tourist Arrival In India: A Quantile Regression Approach," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 20, issue 2, pages 65-78.
• Marc Hallin & Carlos Trucíos, 2020, "Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2020-50, Dec.
• Gieseck, Arne & Rujin, Svetlana, 2020, "The impact of the recent spike in uncertainty on economic activity in the euro area," Economic Bulletin Boxes, European Central Bank, volume 6.
• Bańbura, Marta & Bobeica, Elena, 2020, "PCCI – a data-rich measure of underlying inflation in the euro area," Statistics Paper Series, European Central Bank, number 38, Oct.
• Budnik, Katarzyna & Rünstler, Gerhard, 2020, "Identifying structural VARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series, European Central Bank, number 2353, Jan.
• Assenmacher, Katrin & Beyer, Andreas, 2020, "A cointegration model of money and wealth," Working Paper Series, European Central Bank, number 2365, Jan.
• Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series, European Central Bank, number 2369, Feb.
• McAdam, Peter & Warne, Anders, 2020, "Density forecast combinations: the real-time dimension," Working Paper Series, European Central Bank, number 2378, Feb.
• Leiva-Leon, Danilo & Martínez-Martin, Jaime & Ortega, Eva, 2020, "Exchange rate shocks and inflation comovement in the euro area," Working Paper Series, European Central Bank, number 2383, Mar.
• de Groot, Oliver & Hauptmeier, Sebastian & Holm-Hadulla, Fédéric & Nikalexi, Katerina, 2020, "Monetary policy and regional inequality," Working Paper Series, European Central Bank, number 2385, Mar.
• Krustev, Georgi & Casalis, André, 2020, "Cyclical drivers of euro area consumption: what can we learn from durable goods?," Working Paper Series, European Central Bank, number 2386, Mar.
• Huljak, Ivan & Martin, Reiner & Moccero, Diego & Pancaro, Cosimo, 2020, "Do non-performing loans matter for bank lending and the business cycle in euro area countries?," Working Paper Series, European Central Bank, number 2411, May.
• Geis, André & Moder, Isabella & Schuler, Tobias, 2020, "Who’s afraid of euro area monetary tightening? CESEE shouldn’t," Working Paper Series, European Central Bank, number 2416, May.
• Rünstler, Gerhard & Bräuer, Leonie, 2020, "Monetary policy transmission over the leverage cycle: evidence for the euro area," Working Paper Series, European Central Bank, number 2421, Jun.
• Camba-Méndez, Gonzalo, 2020, "On the inflation risks embedded in sovereign bond yields," Working Paper Series, European Central Bank, number 2423, Jun.
• Ioannou, Demosthenes & Stracca, Livio & Pagliari, Maria Sole, 2020, "The international dimension of an incomplete EMU," Working Paper Series, European Central Bank, number 2459, Aug.
• Lenza, Michele & Primiceri, Giorgio E., 2020, "How to estimate a VAR after March 2020," Working Paper Series, European Central Bank, number 2461, Aug.
• Falconio, Andrea & Manganelli, Simone, 2020, "Financial conditions, business cycle fluctuations and growth at risk," Working Paper Series, European Central Bank, number 2470, Sep.
• Venditti, Fabrizio & Veronese, Giovanni, 2020, "Global financial markets and oil price shocks in real time," Working Paper Series, European Central Bank, number 2472, Sep.
• Hahn, Elke, 2020, "The wage-price pass-through in the euro area: does the growth regime matter?," Working Paper Series, European Central Bank, number 2485, Oct.
• Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020, "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 2501, Dec.
• Issam Ayyash & Yousef Abdel Latif Abdel Jawad, 2020, "The Competitiveness in the Banking Industry in Palestine," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 1, pages 201-208.
• Elwasila Saeed Elamin Mohamed, 2020, "Velocity of Money Income and Economic Growth in Sudan: Cointegration and Error Correction Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 2, pages 87-98.
• Rosa Ferrentino & Luca Vota, 2020, "A Mathematical Model for the Study of the Effects of the Economic Cycle on the Real GDP Growth Rate through the Expectations-Adjusted Phillips Curve," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 2, pages 222-234.
• Mohammad Alsharif, 2020, "The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 4, pages 1-8.
• Shih-Yung Wei & Li-Wei Lin & Su-Rong Yan & Yun-Han Zhang, 2020, "The Influence of Company-specific Assets on Corporate Performance Interaction," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 10, issue 5, pages 49-69.
• La Ode Saidi & Hasan Aedy & Fajar Saranani & Rosnawintang Rosnawintang & Pasrun Adam & La Ode Arsad Sani, 2020, "Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in Mean Models," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 104-108.
• Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2020, "Assessing the Effects of Solar and Wind Prices on the Australia Electricity Spot and Options Markets Using a Vector Autoregression Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 120-133.
• Tersoo Shimonkabir Shitile & Nuruddeen Usman, 2020, "Disaggregated Inflation and Asymmetric Oil Price Pass-Through in Nigeria," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 255-264.
• Abdullah Algarini, 2020, "The Relationship among GDP, Carbon Dioxide Emissions, Energy Consumption, and Energy Production from Oil and Gas in Saudi Arabia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 1, pages 280-285.
• Christopher Koch & Philipp Maskos, 2020, "Passive Balancing Through Intraday Trading: Whether Interactions Between Short-term Trading and Balancing Stabilize Germany s Electricity System," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 101-112.
• Yasir Alsaedi & Gurudeo Anand Tularam & Victor Wong, 2020, "Impact of Solar and Wind Prices on the Integrated Global Electricity Spot and Options Markets: A Time Series Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 337-353.
• Warsono Warsono & Edwin Russel & Almira Rizka Putri & Wamiliana Wamiliana & Widiarti Widiarti & Mustofa Usman, 2020, "Dynamic Modeling Using Vector Error-correction Model: Studying the Relationship among Data Share Price of Energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 360-373.
• Giovanna Morelli & Marco Mele, 2020, "Energy Consumption, CO2 and Economic Growth Nexus in Vietnam," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 443-449.
• Patterson C. Ekeocha & Dinci J. Penzin & Jonathan Emenike Ogbuabor, 2020, "Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 3, pages 369-379.
• Athanasia Stylianou Kalaitzi & Trevor William Chamberlain, 2020, "Fuel-Mining Exports and Growth in a Developing State: The Case of the UAE," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 4, pages 300-308.
• Ngo Thai Hung, 2020, "Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 4, pages 51-59.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2020, "Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 5, pages 164-182.
• S. M. Shafie & Z. Othman & N. Hami & S. Omar & A. H. Nu'man & N. N.A.N. Yusoff & A. Shaf, 2020, "Biogas Fed-fuel Cell Based Electricity Generation: A Life Cycle Assessment Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 5, pages 498-502.
• Nairobi Nairobi & Edwin Russel & Ambya Ambya & Arif Darmawan & Mustofa Usman & Wamiliana Wamiliana, 2020, "Dynamic Modeling Data Export Oil and Gas and Non-Oil and Gas by ARMA(2,1)-GARCH(1,1) Model: Study of Indonesian s Export over the Years 2008-2019," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 175-184.
• Benjamin Ighodalo Ehikioya & Alexander Ehimare Omankhanlen & Ayopo Abiola Babajide & Godswill Osagie Osuma & Cordelia Onyinyechi Omodero, 2020, "Oil Price Fluctuations and Exchange Rate in Selected Sub-Saharan Africa countries: A Vector Error Correction Model Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 242-249.
• Heppi Millia & Pasrun Adam & Zainuddin Saenong & Muh. Yani Balaka & Yuwanda Purnamasari Pasrun & La Ode Saidi & Wali Aya Rumbia, 2020, "The Influence of Crude Oil Prices Volatility, the Internet and Exchange Rate on the Number of Foreign Tourist Arrivals in Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 280-287.
• Nouf Bin Ayyaf Al-Mogren, 2020, "The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 310-317.
• Zaheer Abbas, 2020, "Re-assessing the Contribution of Energy Consumption to GDP Per- Capita: Evidence from Developed and Developing Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 404-410.
• Simbarashe Mhaka & Raynold Runganga & David T. Nyagweta & Nyasha Kaseke & Syden Mishi, 2020, "Impact of Rural and Urban Electricity Access on Economic Growth in Zimbabwe," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 427-434.
• Krishna Murthy Inumula & Seema Singh & Sandip Solanki, 2020, "Energy Consumption and Agricultural Economic Growth Nexus: Evidence from India," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 545-552.
• Bothwell Nyoni & Andrew Phiri, 2020, "Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 6, pages 635-644.
• Marcial López-Pastor & Jesús García-Madariaga & Joaquín Sánchez & Jose Figueiredo, 2020, "Demand Impact for Prices Ending with “9” and “0” in Online and Offline Consumer Goods Retail Trade Channels," International Review of Management and Marketing, International Review of Management and Marketing, volume 10, issue 6, pages 58-78.
• Natalia Levenko, 2020, "Elevated survey uncertainty after the Great Recession: a non-linear approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2020-2, May, revised 18 May 2020, DOI: 10.23656/25045520/022020/0175.
• Vatsa, Puneet, 2020, "Comovement amongst the demand for New Zealand tourism," Annals of Tourism Research, Elsevier, volume 83, issue C, DOI: 10.1016/j.annals.2020.102965.
• Goh, Soo Khoon & McNown, Robert & Wong, Koi Nyen, 2020, "Macroeconomic implications of population aging: Evidence from Japan," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101198.
• Chiappini, Raphaël & Lahet, Delphine, 2020, "Exchange rate movements in emerging economies - Global vs regional factors in Asia," China Economic Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.chieco.2019.101386.
• Bian, Zhicun & Ma, Jun & Ni, Jinlan & Stewart, Shamar, 2020, "Synchronization of regional growth dynamics in China," China Economic Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.chieco.2018.09.007.
• El-Shagi, Makram & Zhang, Lin, 2020, "Trade effects of silver price fluctuations in 19th-century China: A macro approach," China Economic Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.chieco.2020.101522.
• Lütkepohl, Helmut & Woźniak, Tomasz, 2020, "Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103862.
• Laumer, Sebastian, 2020, "Government spending and heterogeneous consumption dynamics," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103868.
• Giulietti, Monica & Otero, Jesús & Waterson, Michael, 2020, "Rigidities and adjustments of daily prices to costs: Evidence from supermarket data," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103927.
• Zens, Gregor & Böck, Maximilian & Zörner, Thomas O., 2020, "The heterogeneous impact of monetary policy on the US labor market," Journal of Economic Dynamics and Control, Elsevier, volume 119, issue C, DOI: 10.1016/j.jedc.2020.103989.
• He, Yunhao & Leippold, Markus, 2020, "Short-run risk, business cycle, and the value premium," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103993.
• Serletis, Apostolos & Xu, Libo, 2020, "Functional monetary aggregates, monetary policy, and business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.103994.
• Khan, Nazmus Sadat, 2020, "Revisiting the effects of NAFTA," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 1-16, DOI: 10.1016/j.eap.2020.08.001.
• Belke, Ansgar & Klose, Jens, 2020, "Equilibrium real interest rates and the financial cycle: Empirical evidence for Euro area member countries," Economic Modelling, Elsevier, volume 84, issue C, pages 357-366, DOI: 10.1016/j.econmod.2019.04.025.
• Iglesias-Casal, Ana & López-Penabad, María-Celia & López-Andión, Carmen & Maside-Sanfiz, José Manuel, 2020, "Diversification and optimal hedges for socially responsible investment in Brazil," Economic Modelling, Elsevier, volume 85, issue C, pages 106-118, DOI: 10.1016/j.econmod.2019.05.010.
• Dallari, Pietro & Ribba, Antonio, 2020, "The dynamic effects of monetary policy and government spending shocks on unemployment in the peripheral Euro area countries," Economic Modelling, Elsevier, volume 85, issue C, pages 218-232, DOI: 10.1016/j.econmod.2019.05.018.
• Wang, Lu & Ma, Feng & Niu, Tianjiao & He, Chengting, 2020, "Crude oil and BRICS stock markets under extreme shocks: New evidence," Economic Modelling, Elsevier, volume 86, issue C, pages 54-68, DOI: 10.1016/j.econmod.2019.06.002.
• Zhang, Wen, 2020, "Political incentives and local government spending multiplier: Evidence for Chinese provinces (1978–2016)," Economic Modelling, Elsevier, volume 87, issue C, pages 59-71, DOI: 10.1016/j.econmod.2019.07.006.
• Chang, Kuang-Liang, 2020, "Are cyclical patterns of international housing markets interdependent?," Economic Modelling, Elsevier, volume 88, issue C, pages 14-24, DOI: 10.1016/j.econmod.2019.09.002.
• Fu, Bowen, 2020, "Is the slope of the Phillips curve time-varying? Evidence from unobserved components models," Economic Modelling, Elsevier, volume 88, issue C, pages 320-340, DOI: 10.1016/j.econmod.2019.09.045.
• De, Kuhelika & Sun, Wei, 2020, "Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S," Economic Modelling, Elsevier, volume 89, issue C, pages 1-9, DOI: 10.1016/j.econmod.2019.10.015.
• Fu, Buben & Wang, Bin, 2020, "The transition of China's monetary policy regime: Before and after the four trillion RMB stimulus," Economic Modelling, Elsevier, volume 89, issue C, pages 273-303, DOI: 10.1016/j.econmod.2019.10.022.
• Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2020, "Structural analysis with mixed-frequency data: A model of US capital flows," Economic Modelling, Elsevier, volume 89, issue C, pages 427-443, DOI: 10.1016/j.econmod.2019.11.010.
• Cipollini, Andrea & Mikaliunaite, Ieva, 2020, "Macro-uncertainty and financial stress spillovers in the Eurozone," Economic Modelling, Elsevier, volume 89, issue C, pages 546-558, DOI: 10.1016/j.econmod.2019.11.017.
• Abosedra, Salah & Arayssi, Mahmoud & Ben Sita, Bernard & Mutshinda, Crispin, 2020, "Exploring GDP growth volatility spillovers across countries," Economic Modelling, Elsevier, volume 89, issue C, pages 577-589, DOI: 10.1016/j.econmod.2019.11.015.
• Grabowski, Wojciech & Welfe, Aleksander, 2020, "The Tobit cointegrated vector autoregressive model: An application to the currency market," Economic Modelling, Elsevier, volume 89, issue C, pages 88-100, DOI: 10.1016/j.econmod.2019.10.008.
• Hirukawa, Junichi & Raïssi, Hamdi, 2020, "Testing linear relationships between non-constant variances of economic variables," Economic Modelling, Elsevier, volume 90, issue C, pages 182-189, DOI: 10.1016/j.econmod.2020.05.007.
• Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020, "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, volume 90, issue C, pages 209-220, DOI: 10.1016/j.econmod.2020.05.003.
• van der Wielen, Wouter, 2020, "The macroeconomic effects of tax changes: Evidence using real-time data for the European Union," Economic Modelling, Elsevier, volume 90, issue C, pages 302-321, DOI: 10.1016/j.econmod.2020.03.007.
• Caputo, Rodrigo & Pedersen, Michael, 2020, "The changing nature of the real exchange rate: The role of central bank preferences," Economic Modelling, Elsevier, volume 90, issue C, pages 445-464, DOI: 10.1016/j.econmod.2019.11.029.
• Desli, E. & Gkoulgkoutsika, A., 2020, "World economic convergence: Does the estimation methodology matter?," Economic Modelling, Elsevier, volume 91, issue C, pages 138-147, DOI: 10.1016/j.econmod.2020.05.027.
• Albonico, Alice & Tirelli, Patrizio, 2020, "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, volume 93, issue C, pages 13-26, DOI: 10.1016/j.econmod.2020.06.021.
• Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020, "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, volume 93, issue C, pages 187-204, DOI: 10.1016/j.econmod.2020.07.022.