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

• Hajamini, Mehdi, 2020, "Analyzing the Causal Relationships between Economic Growth, Income Inequality, and Transmission Channels: New Empirical Evidences from Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 3, pages 313-342, July.
• Stavros Malkidis & Stilianos Fountas, 2020, "Liquid fuel price adjustment in Greece:a two-stage, threshold cointegration approach," Discussion Paper Series, Department of Economics, University of Macedonia, number 2020_04, May, revised May 2020.
• Alexander Glas & Matthias Hartmann, 2020, "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers, University of Milano-Bicocca, Department of Economics, number 427, Jan, revised Jan 2020.
• Tiziana Marie Gauci & Noel Rapa, 2020, "An analysis of the shadow economy in Malta: A Currency Demand and MIMIC model approach," CBM Working Papers, Central Bank of Malta, number WP/02/2020.
• Germano Ruisi, 2020, "An Assessment of the Macroeconomic Implications of Foreign and Domestic Labour Supply Shocks in Malta," CBM Working Papers, Central Bank of Malta, number WP/06/2020.
• William Gatt & Germano Ruisi, 2020, "Housing demand shocks, foreign labour inflows and consumption," CBM Working Papers, Central Bank of Malta, number WP/07/2020.
• Anna Boldizsár & Zalán Kocsis & Zsuzsa Nagy-Kékesi & Gábor Sztanó, 2020, "FX Forward Market in Hungary: General Characteristics and Impact of the COVID Crisis," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 19, issue 3, pages 5-51.
• Andrew Phiri, 2020, "Creative industries and economic performance: Should South Africa go to the movies?," Working Papers, Department of Economics, Nelson Mandela University, number 2002, Jan, revised Jan 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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, Econjournals, 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.
• Broto, Carmen & Lamas, Matías, 2020, "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, volume 93, issue C, pages 217-229, DOI: 10.1016/j.econmod.2020.08.001.
• Calmès, Christian & Théoret, Raymond, 2020, "Bank fee-based shocks and the U.S. business cycle," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.002.
• Lee, Chia-Hao & Chou, Pei-I, 2020, "Structural breaks in the correlations between Asian and US stock markets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101087.
• Gil-Alana, Luis A. & Carcel, Hector, 2020, "A fractional cointegration var analysis of exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.006.
• Kirikkaleli, Dervis, 2020, "The effect of domestic and foreign risks on an emerging stock market: A time series analysis," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.11.005.
• Chang, Kuang-Liang, 2020, "An investigation on mixed housing-cycle structures and asymmetric tail dependences," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.012.
• Kim, Jong-Min & Tabacu, Lucia & Jung, Hojin, 2020, "A quantile-copula approach to dependence between financial assets," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101066.
• Wu, Xinyu & Hou, Xinmeng, 2020, "Forecasting volatility with component conditional autoregressive range model," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101078.
• Dey, Shubhasis & Sampath, Aravind, 2020, "Returns, volatility and spillover – A paradigm shift in India?," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101110.
• Guevara, Carlos & Rodríguez, Gabriel, 2020, "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101140.
• Dai, Zhifeng & Zhou, Huiting & Wen, Fenghua & He, Shaoyi, 2020, "Efficient predictability of stock return volatility: The role of stock market implied volatility," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101174.
• Tang, Zhenpeng & Ran, Meng & Zhao, Yongxiang, 2020, "Stock trading dynamics and pedestrian counterflows: Analogies and differences," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101015.
• Wang, Peiwan & Zong, Lu, 2020, "Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101113.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
• Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya, 2020, "Time-varying beta in functional factor models: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101283.
• Nonejad, Nima, 2020, "Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108527.
• Gupta, Rangan & Sun, Xiaojin, 2020, "Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108677.
• Campos, Luciano & Casas, Agustín, 2020, "Populism and income redistribution," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108773.
• Karlsson, Sune & Österholm, Pär, 2020, "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108883.
• Colombo, Valentina & Paccagnini, Alessia, 2020, "Does the credit supply shock have asymmetric effects on macroeconomic variables?," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108958.
• Milunovich, George, 2020, "Mapping out network connections between residential property markets," Economics Letters, Elsevier, volume 189, issue C, DOI: 10.1016/j.econlet.2020.109006.
• Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020, "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108831.
• Damianov, Damian S. & Elsayed, Ahmed H., 2020, "Does Bitcoin add value to global industry portfolios?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108935.
• Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020, "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109120.
• Kurita, Takamitsu, 2020, "Normalising cointegrating relationships subject to long-run exclusion," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109161.
• Bakas, Dimitrios & Triantafyllou, Athanasios, 2020, "Commodity price volatility and the economic uncertainty of pandemics," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109283.
• Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020, "The global effects of Covid-19-induced uncertainty," Economics Letters, Elsevier, volume 194, issue C, DOI: 10.1016/j.econlet.2020.109392.
• de Castro, Luciano & Galvao, Antonio F. & Montes-Rojas, Gabriel, 2020, "Quantile selection in non-linear GMM quantile models," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109402.
• Lütkepohl, Helmut, 2020, "Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109458.
• Magnus, Jan R. & Sentana, Enrique, 2020, "Zero-diagonality as a linear structure," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109513.
• Chang, Seong Yeon, 2020, "A new test of asset return predictability with an unstable predictor," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109529.
• Cheng, Kai & Yang, Yang, 2020, "Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109598.
• Karlsson, Sune & Österholm, Pär, 2020, "A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109622.
• Ruge-Murcia, Francisco, 2020, "Estimating nonlinear dynamic equilibrium models by matching impulse responses," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109624.
• Kim, Dukpa & Oka, Tatsushi & Estrada, Francisco & Perron, Pierre, 2020, "Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 130-152, DOI: 10.1016/j.jeconom.2019.05.008.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020, "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 153-174, DOI: 10.1016/j.jeconom.2019.05.009.
• Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020, "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 175-197, DOI: 10.1016/j.jeconom.2019.05.010.
• Holt, Matthew T. & Teräsvirta, Timo, 2020, "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 198-215, DOI: 10.1016/j.jeconom.2019.05.011.
• Wagner, Martin & Grabarczyk, Peter & Hong, Seung Hyun, 2020, "Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 216-255, DOI: 10.1016/j.jeconom.2019.05.012.
• Pretis, Felix, 2020, "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 256-273, DOI: 10.1016/j.jeconom.2019.05.013.
• Li, Mengheng & Koopman, Siem Jan & Lit, Rutger & Petrova, Desislava, 2020, "Long-term forecasting of El Niño events via dynamic factor simulations," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 46-66, DOI: 10.1016/j.jeconom.2019.05.004.
• Phillips, Peter C.B. & Leirvik, Thomas & Storelvmo, Trude, 2020, "Econometric estimates of Earth’s transient climate sensitivity," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 6-32, DOI: 10.1016/j.jeconom.2019.05.002.
• She, Rui & Ling, Shiqing, 2020, "Inference in heavy-tailed vector error correction models," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 433-450, DOI: 10.1016/j.jeconom.2019.03.008.
• Lu, Xiaohui & Zheng, Xu, 2020, "A goodness-of-fit test for copulas based on martingale transformation," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 84-117, DOI: 10.1016/j.jeconom.2019.08.007.
• Akashi, Fumiya & Taniguchi, Masanobu & Monti, Anna Clara, 2020, "Robust causality test of infinite variance processes," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 235-245, DOI: 10.1016/j.jeconom.2020.01.016.
• Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel, 2020, "A robust procedure to build dynamic factor models with cluster structure," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 35-52, DOI: 10.1016/j.jeconom.2020.01.004.
• Barigozzi, Matteo & Hallin, Marc, 2020, "Generalized dynamic factor models and volatilities: Consistency, rates, and prediction intervals," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 4-34, DOI: 10.1016/j.jeconom.2020.01.003.
• Bräuning, Falk & Koopman, Siem Jan, 2020, "The dynamic factor network model with an application to international trade," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 494-515, DOI: 10.1016/j.jeconom.2019.10.007.
• Chambers, Marcus J., 2020, "Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 140-160, DOI: 10.1016/j.jeconom.2019.10.010.
• Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020, "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 230-258, DOI: 10.1016/j.jeconom.2019.12.003.
• Bauwens, Luc & Otranto, Edoardo, 2020, "Nonlinearities and regimes in conditional correlations with different dynamics," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 496-522, DOI: 10.1016/j.jeconom.2019.12.014.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2020, "Asymptotic F tests under possibly weak identification," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 140-177, DOI: 10.1016/j.jeconom.2019.10.011.
• Antoine, Bertille & Renault, Eric, 2020, "Testing identification strength," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 271-293, DOI: 10.1016/j.jeconom.2020.04.017.
• Komunjer, Ivana & Zhu, Yinchu, 2020, "Likelihood ratio testing in linear state space models: An application to dynamic stochastic general equilibrium models," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 561-586, DOI: 10.1016/j.jeconom.2020.04.029.
• Gungor, Sermin & Luger, Richard, 2020, "Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 750-770, DOI: 10.1016/j.jeconom.2020.04.037.
• Lütkepohl, Helmut & Staszewska-Bystrova, Anna & Winker, Peter, 2020, "Constructing joint confidence bands for impulse response functions of VAR models – A review," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 69-83, DOI: 10.1016/j.ecosta.2018.10.002.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 1-27, DOI: 10.1016/j.ecosta.2018.12.002.
• Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020, "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100760.
• Amendola, Adalgiso & Di Serio, Mario & Fragetta, Matteo & Melina, Giovanni, 2020, "The euro-area government spending multiplier at the effective lower bound," European Economic Review, Elsevier, volume 127, issue C, DOI: 10.1016/j.euroecorev.2020.103480.
• Gambetti, Luca & Musso, Alberto, 2020, "The effects of the ECB’s expanded asset purchase programme," European Economic Review, Elsevier, volume 130, issue C, DOI: 10.1016/j.euroecorev.2020.103573.
• Gribisch, Bastian & Hartkopf, Jan Patrick & Liesenfeld, Roman, 2020, "Factor state–space models for high-dimensional realized covariance matrices of asset returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 1-20, DOI: 10.1016/j.jempfin.2019.08.003.
• Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020, "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.01.002.
• Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi, 2020, "Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 52-70, DOI: 10.1016/j.jempfin.2020.03.003.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020, "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 36-49, DOI: 10.1016/j.jempfin.2020.05.007.
• Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020, "Asymmetric Effects of Monetary Policy Easing and Tightening," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 146, Dec.
• Mario Forni & Luca Gambetti & marco Lippi & Luca Sala, 2020, "Common Components Structural VARs," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 147, Dec.
• Mario Forni & Luca Gambetti & Luca Sala, 2020, "Macroeconomic Uncertainty and Vector Autoregressions," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 148, Dec.
• Bo Zhang & Jiti Gao & Guangming Pan, 2020, "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/20.
• Harminder B. Nath & Robert D. Brooks, 2020, "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/20.
• Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020, "Global Macro-Financial Cycles and Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26798, Feb.
• Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020, "Online Estimation of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26826, Mar.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27001, Apr.
• Christiane Baumeister & James D. Hamilton, 2020, "Advances in Using Vector Autoregressions to Estimate Structural Magnitudes," NBER Working Papers, National Bureau of Economic Research, Inc, number 27014, Apr.
• Marco Stenborg Petterson & David G. Seim & Jesse M. Shapiro, 2020, "Bounds on a Slope from Size Restrictions on Economic Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 27556, Jul.
• Michele Lenza & Giorgio E. Primiceri, 2020, "How to Estimate a VAR after March 2020," NBER Working Papers, National Bureau of Economic Research, Inc, number 27771, Sep.
• Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 27855, Sep.