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

2019

• Rahimi, Azadeh, 2019, "The Endogenous or Exogenous Nature of Money Supply: Case of Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 14, issue 1, pages 27-40, January.
• Evanthia Chatzitzisi & Stilianos Fountas & Theodore Panagiotidis, 2019, "Another Look at Calendar Anomalies," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_02, Feb, revised Feb 2019.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Desperate times call for desperate measures: government spending multipliers in hard times," Department of Economics Working Papers, McMaster University, number 2019-11, Sep.
• Gábor Kutasi & Andrea Lőrincz & Eszter Szabó, 2019, "Impact of Savings on Capitalization: Case of Southeast Asian Economies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 5, issue 1, pages 30-40, DOI: 10.11118/ejobsat.v5i1.155.
• Karol Szafranek & Aleksandra Hałka, 2019, "Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 13, pages 3094-3111, October, DOI: 10.1080/1540496X.2018.1541793.
• Andrew Phiri, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Working Papers, Department of Economics, Nelson Mandela University, number 1901, Jan, revised Jan 2019.
• Lutho Mbekeni & Andrew Phiri, 2019, "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers, Department of Economics, Nelson Mandela University, number 1903, May, revised May 2019.
• Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
• Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
• Kambale Kavese & Andrew Phiri, 2019, "Fiscal cyclicality in South African public expenditures: Do asymmetries explain inconsistencies?," Working Papers, Department of Economics, Nelson Mandela University, number 1909, Sep, revised Sep 2019.
• Andrew Phiri, 2019, "Is Neo-Fisherian ‘alive’ in South Africa? A frequency domain causality approach," Working Papers, Department of Economics, Nelson Mandela University, number 1911, Nov, revised Nov 2019.
• Pietro Dallari & Antonio Ribba, 2019, "The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0143, Mar.
• Antonio Ribba, 2019, "Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0160, Dec.
• Pietro Dallari & Antonio Ribba, 2019, "The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 141, Feb.
• Antonio Ribba, 2019, "Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 143, Dec.
• Tokuo Iwaisako & Huan Li, 2019, "Effects of Financialization of Energy Markets on International Capital Flows in Emerging Economies," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 15, issue 1, pages 21-34, July.
• Bo Zhang & Jiti Gao & Guangming Pan, 2019, "A Near Unit Root Test for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/19.
• Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/19.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/19.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
• Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019, "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/19.
• Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2019, "Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 31/19.
• Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019, "An Integrated Panel Data Approach to Modelling Economic Growth," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/19.
• Mouldi Djelassi & Mdalla Omrani, 2019, "Asymmetric Effect in the Relationship between Oil Prices and Activity: An Estimate of the VECM Model for Eight Emerging Countries," Business and Economic Research, Macrothink Institute, volume 9, issue 2, pages 92-117, June.
• Shankar Ghimire & Rebecca Tomasik, 2019, "Globalization and the U.S. Economy: An Analysis of Outsourcing and Labor Market Restructuring," Journal of Economic Insight, Missouri Valley Economic Association, volume 45, issue 2, pages 69-88.
• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019, "Do SVARs with sign restrictions not identify unconventional monetary policy shocks ?," Working Paper Research, National Bank of Belgium, number 372, Jun.
• Milena Suliga & Tomasz Wójtowicz, 2019, "Expiration day effects of stock and index futures on the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 1, pages 45-82.
• Jan Przystupa, 2019, "Symmetric or asymmetric? Monetary policy and Polish economy reactions over the business cycle," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 4, pages 375-410.
• Mariusz Kapuściński & Ilona Pietryka, 2019, "The impact of the excess reserves of the banking sector on interest rates and money supply in Poland," NBP Working Papers, Narodowy Bank Polski, number 300.
• Anna Sznajderska & Mariusz Kapuściński, 2019, "The spillover effects of Chinese economy on Southeast Asia and Oceania," NBP Working Papers, Narodowy Bank Polski, number 315.
• Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers, National Bureau of Economic Research, Inc, number 26560, Dec.
• Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019, "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 26593, Dec.
• Brychykova, A., 2019, "Capital Asset Pricing Model Using Fuzzy Data and Application for the Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 43, issue 3, pages 58-77, DOI: 10.31737/2221-2264-2019-43-3-3.
• Mohammed Touitou & Yacine Laib & Ahmed Boudeghdegh, 2019, "The Impact Of Exchange Rate On Economic Growth In Algeria," CBU International Conference Proceedings, ISE Research Institute, volume 7, issue 0, pages 323-330, September, DOI: 10.12955/cbup.v7.1381.
• Rangan Gupta & Mark E. Wohar, 2019, "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 151-163, June.
• Goodness C. Aye & Rangan Gupta, 2019, "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 3, pages 93-121, September.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-18, Nov.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-19, Nov.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019, "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.
• Andrzej JARYNOWSKI, 2019, "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 50-64.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/040, Jan.
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019, "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/093, Jan.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/040, Jan.
• Sibel Yılmaz Türkmen & Yakup Söylemez, 2019, "Impact of Working Capital Components On Firm’s Profitability: The Case of Iron, Steel Metal Industry Sector in Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 11-32, April, DOI: https://doi.org/10.33203/mfy.431831.
• Christiane Baumeister & James D. Hamilton, 2019, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, volume 109, issue 5, pages 1873-1910, May.
• Dario Caldara & Edward Herbst, 2019, "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 1, pages 157-192, January.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2019, "Gender Equality as an Enforcer of Individuals’ Choice between Education and Fertility: Evidence from 19th Century France," Working Papers, Association Française de Cliométrie (AFC), number 12-19.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/040, Jan.
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019, "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/093, Jan.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, , "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," 165th Seminar, April 4-5, 2019, Berlin, Germany, European Association of Agricultural Economists, number 288444, DOI: 10.22004/ag.econ.288444.
• Phiri, Andrew, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 15, issue 3, DOI: 10.22004/ag.econ.301158.
• Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019, "Potential Growth and Natural Yield Curve in Japan," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1912, Apr.
• Nooman Rebei & Rashid Sbia, 2019, "Transitory and Permanent Shocks in the Global Market for Crude Oil," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1918, May.
• Etienne Vaccaro-Grange, 2019, "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1932, Nov.
• Mastromarco, Camilla & Simar, Leopold & Wilson, Paul, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019023, Jan.
• Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019, "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019024, Jan.
• Alisher Tolepbergen, 2019, "The Importance of Terms of Trade Shocks: Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 4, Dec, revised Jul 2020.
• Grace Ofori-Abebrese & Samuel Tawiah Baidoo & Peter Yaw Osei, 2019, "The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana," Economics Literature, WERI-World Economic Research Institute, volume 1, issue 2, pages 117-132, December, DOI: 10.22440/elit.1.2.3.
• Riccardo (Jack) Lucchetti & Ioannis A. Venetis, 2019, "Dynamic Factor Models in gretl. The DFM package," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 7, Jan.
• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019, "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 440, Oct.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2019, "Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2019, May.
• Жузбаев А.М. // Zhuzbayev A.M. & Орлов К.В. // Orlov K.V., 2019, "Использование квартальной прогностической модели и сателлитных моделей в системе анализа и прогнозирования НБ РК // Use of the quarterly predictive model and satellite models in the analysis and forecasting system of the NBK," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue special, pages 3-14.
• Жузбаев Адам // Zhuzbayev Adam & Сейдахметова Баян // Seidakhmetova Bayan, 2019, "Влияние факторов на потребительский спрос в Казахстане: эмпирическая оценка // Factors of the consumer demand: an empirical assessment," Working Papers, National Bank of Kazakhstan, number #2019-2.
• Жузбаев Адам // Zhuzbayev Adam, 2019, "Система прогнозирования и оценивания параметров бюджетной политики Казахстана на основе международного опыта // The system for forecasting and evaluating the parameters of the budgetary policy of Kazakhstan based on international experience," Working Papers, National Bank of Kazakhstan, number #2019-1.
• Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," Working Papers, Central Bank of Armenia, number 8, Nov.
• Ali Alichi & Hayk Avetisyan & Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang & Armen Nurbekyan & Lusine Torosyan, 2019, "Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis," Working Papers, Central Bank of Armenia, number 9, Feb, revised Aug 2019.
• Haykaz Igityan, 2019, "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers, Central Bank of Armenia, number 11, Sep.
• Hayk Karapetyan, 2019, "Estimating Potential Output at the Central Bank of Armenia," Working Papers, Central Bank of Armenia, number 12, Oct.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019, "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers, arXiv.org, number 1902.10991, Feb, revised Dec 2020.
• Kyungsub Lee & Byoung Ki Seo, 2019, "Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data," Papers, arXiv.org, number 1908.05089, Aug.
• Christian Francq & Jean-Michel Zakoian, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers, arXiv.org, number 1909.04661, Sep.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Desperate times call for desperate measures: government spending multipliers in hard times," Papers, arXiv.org, number 1909.09824, Sep, revised May 2020.
• Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers, arXiv.org, number 1910.01044, Oct.
• Matteo Barigozzi & Matteo Luciani, 2019, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Papers, arXiv.org, number 1910.03821, Oct, revised Sep 2024.
• Niko Hauzenberger & Michael Pfarrhofer, 2019, "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers, arXiv.org, number 1911.06206, Nov, revised Sep 2020.
• Dinu AIRINEI & Daniel HOMOCIANU, 2019, "Using the GiPlot Online Interactive Tool to Explore Business and Financial Data in the Context of the Ex Post Component of the Audit," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 17, issue 156, pages 628-628.
• Domagoj Sajter, 2019, "Time-Series Analysis Of The Most Common Cryptocurrencies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 267-282, june.
• Matteo Deleidi, 2019, "Endogenous money theory: horizontalists, structuralists and the credit market," Bulletin of Political Economy, Bulletin of Political Economy, volume 13, issue 1, pages 21-53, June.
• Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
• Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019, "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19120.
• Terrance Grieb & Nam Hoang, 2019, "The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets," Review of Economics & Finance, Better Advances Press, Canada, volume 17, pages 1-15, August.
• Petar Peshev & Statty Stattev & Kristina Stefanova & Meglena Lazarova, 2019, "Financial Wealth Inequality Drivers in a Small EU Member Country: An Example from Bulgaria during the Period 2005-2017," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 41-72.
• Abdulrasheed Zakari & Vincent Tawiah, 2019, "Impact of Electricity Consumption, Financial Development, Trade Openness on CO2 Emissions: Evidence from Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 143-157.
• Hartl, Tobias & Weigand, Roland, 2019, "Multivariate Fractional Components Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 38283.
• Xiaohong Chen & Paul Wohlfarth, 2019, "Drivers of bank loan growth in China: government or market?," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1909, Nov.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019, "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1910, Dec.
• Patrick Fève & Alban Moura & Olivier Pierrard, 2019, "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers, Central Bank of Luxembourg, number 125, Mar.
• Paolo Guarda & Alban Moura, 2019, "Measuring real and financial cycles in Luxembourg: An unobserved components approach," BCL working papers, Central Bank of Luxembourg, number 126, Mar.
• Luis Lanteri, 2019, "External Prices Shocks and the Real Exchange Rate. The Dutch Disease in the Argentine Case," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201984, Jan.
• Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun, 2019, "Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión," Boletín Económico, Banco de España, issue JUN.
• Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun, 2019, "Real-time regional GDP forecasting: statistical aspects and a forecasting model," Economic Bulletin, Banco de España, issue JUN.
• María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun, 2019, "An application of dynamic factor models to nowcast regional economic activity in Spain," Occasional Papers, Banco de España, number 1904, Mar.
• María Dolores Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2019, "Ciclos económicos y clusters regionales en Europa," Occasional Papers, Banco de España, number 1914, Jul.
• Federico Lubello & Abdelaziz Rouabah, 2019, "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Financial Stability Review, Banco de España, issue Autumn.
• Federico Lubello & Abdelaziz Rouabah, 2019, "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
• Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019, "Measuring retail trade using card transactional data," Working Papers, Banco de España, number 1921, Jul.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019, "Fluctuations in Global Macro Volatility," Working Papers, Banco de España, number 1925, Jul.
• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019, "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," Working Papers, Banco de España, number 1926, Jul.
• Michael Funke & Danilo Leiva-Leon & Andrew Tsang, 2019, "Mapping China’s time-varying house price landscape," Working Papers, Banco de España, number 1930, Sep.
• Stéphane Dées & Alessandro Galesi, 2019, "The global financial cycle and us monetary policy in an interconnected world," Working Papers, Banco de España, number 1942, Dec.
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019, "Dynamic effects of persistent shocks," Working Papers, Banco de España, number 1944, Dec.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019, "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers, Banco de España, number 1947, Dec.
• Gergely Ganics & Florens Odendahl, 2019, "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers, Banco de España, number 1948, Dec.
• Marcello Pericoli, 2019, "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 542, Dec.
• Andrea Colabella, 2019, "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1207, Feb.
• Angela Capolongo & Claudia Pacella, 2019, "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1224, Jun.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019, "News and consumer card payments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1233, Oct.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
• Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019, "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1257, Dec.
• Angeles Galvan Daniel & Cortés Espada Josué Fernando & Sámano Daniel, 2019, "Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico," Working Papers, Banco de México, number 2019-10, Jul.
• Jaramillo Rodríguez Jorge & Pech Moreno Luis Alberto & Ramírez Claudia & Sanchez-Amador David, 2019, "Nonlinear Exchange Rate Pass-Through in Mexico," Working Papers, Banco de México, number 2019-16, Nov.
• Hernández Vega Marco A., 2019, "How Relevant are Capital Flows for House Prices in Emerging Economies?," Working Papers, Banco de México, number 2019-19, Dec.
• Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019, "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1063, Feb, DOI: 10.32468/be.1063.pdf?sequence=11&is.
• Carlos David Ardila-Dueñas & Hernán Rincón-Castro, 2019, "¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?," Borradores de Economia, Banco de la Republica de Colombia, number 1077, Jun, DOI: 10.32468/be.1077.
• Davinson Stev Abril Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2019, "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Borradores de Economia, Banco de la Republica de Colombia, number 1085, Jul, DOI: 10.32468/be.1085.
• Mustafa Ozan Yıldırım & Özge Filiz Yağcıbaşı, 2019, "The Dynamics Of House Prices And Fiscal Policy Shocks In Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 39-60, January –.
• M. Kemal Biçerli & Merve Kocaman, 2019, "The Impact Of Minimum Wage On Unemployment, Prices, And Growth: A Multivariate Analysis For Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 65-84, April – J.
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• Stéphane Dees & Alessandro Galesi, 2019, "The Global Financial Cycle and US Monetary Policy in an Interconnected World," Working papers, Banque de France, number 744.
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• Karolina Konopczak, 2019, "Can inaction account for the incomplete exchange rate pass-through? Evidence from threshold ARDL model," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 19, issue 2, pages 276-295, DOI: 10.1080/1406099X.2019.1654223.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 625, Oct.
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• María Gil & Javier J. Pérez & Alberto Urtasun, 2019, "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019, "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," BIS Working Papers, Bank for International Settlements, number 788, Jun.
• Pavković Ana & Anđelinović Mihovil & Pavković Ivan, 2019, "Achieving Portfolio Diversification through Cryptocurrencies in European Markets," Business Systems Research, Sciendo, volume 10, issue 2, pages 85-107, September, DOI: 10.2478/bsrj-2019-020.
• Marina Tiunova, 2019, "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, volume 78, issue 3, pages 38-70, September, DOI: 10.31477/rjmf.201903.38.
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• Ranjan K. Mohanty & N. R. Bhanumurthy, 2019, "Analyzing the Dynamic Relationships between Physical Infrastructure, Financial Development and Economic Growth in India," Asian Economic Journal, East Asian Economic Association, volume 33, issue 4, pages 381-403, December, DOI: 10.1111/asej.12190.
• Nektarios A. Michail, 2019, "Examining The Stability Of Okun'S Coefficient," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 3, pages 240-256, July, DOI: 10.1111/boer.12157.
• Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019, "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 616-640, October, DOI: 10.1111/boer.12199.
• Ansgar Belke & Thomas Osowski, 2019, "International Effects Of Euro Area Versus U.S. Policy Uncertainty: A Favar Approach," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 453-481, January, DOI: 10.1111/ecin.12701.
• Leonardo Gambacorta & Adrian van Rixtel & Stefano Schiaffi, 2019, "Changing Business Models In International Bank Funding," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1038-1055, April, DOI: 10.1111/ecin.12738.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019, "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1302-1323, July, DOI: 10.1111/ecin.12791.
• Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019, "On secular stagnation and low interest rates: Demography matters," International Finance, Wiley Blackwell, volume 22, issue 3, pages 262-278, December, DOI: 10.1111/infi.12342.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
• Yasuo Hirose & Takeki Sunakawa, 2019, "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Japanese Economic Association, volume 70, issue 1, pages 51-104, March, DOI: 10.1111/jere.12217.
• Søren Johansen & Morten Ørregaard Nielsen, 2019, "Nonstationary Cointegration in the Fractionally Cointegrated VAR Model," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 4, pages 519-543, July, DOI: 10.1111/jtsa.12438.
• Thomas B. Götz & Alain W. Hecq, 2019, "Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 914-935, November, DOI: 10.1111/jtsa.12462.
• J. Isaac Miller, 2019, "Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 936-950, November, DOI: 10.1111/jtsa.12469.
• Jun‐Hyung Ko & Hiroshi Morita, 2019, "Regime Switches in Japan's Fiscal Policy: Markov‐Switching VAR Approach," Manchester School, University of Manchester, volume 87, issue 5, pages 724-749, September, DOI: 10.1111/manc.12261.
• Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 178-194, February, DOI: 10.1111/obes.12253.
• Gianluca Cubadda & Alain Hecq & Sean Telg, 2019, "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 697-715, June, DOI: 10.1111/obes.12281.
• Jun‐Hyung Ko & Yoshito Funashima, 2019, "On the Sources of the Feldstein–Horioka Puzzle across Time and Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 4, pages 889-910, August, DOI: 10.1111/obes.12293.
• Gary Koop & Dimitris Korobilis, 2019, "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 5, pages 937-959, October, DOI: 10.1111/obes.12303.
• André K. Anundsen, 2019, "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 4, pages 1587-1619, October, DOI: 10.1111/sjoe.12349.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019, "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 180-197, February, DOI: 10.1111/sjpe.12177.
• Julia Darby & Graeme Roy, 2019, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 2, pages 314-330, May, DOI: 10.1111/sjpe.12186.
• Ansgar Belke & Christian Dreger & Irina Dubova, 2019, "On the exposure of the BRIC countries to global economic shocks," The World Economy, Wiley Blackwell, volume 42, issue 1, pages 122-142, January, DOI: 10.1111/twec.12674.
• Juan Pablo Rowert Mariscal & Álvaro Céspedes Tapia & José A. Pantoja Ballivián, 2019, "Determinantes del desarrollo industrial y políticas de desarrollo productivo en Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2019/08, Dec.
• Juan Carlos Carlo Santos, 2019, "Pronósticos del PIB mediante modelos de factores dinámicos," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 125-174, January -.
• Álvaro Céspedes T. & Juan Carlos Carlo Santos & José A. Pantoja Ballivián, 2019, "Efectos de en los términos de intercambio de las materias primas sobre el PIB observado y potencial de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 85-123, January -.
• Roger Alejandro Banegas Rivero & Jorge Salas Vargas & Luis Fernando Escobar Caba, 2019, "Incertidumbre internacional y transmisión de shocks en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 9-51, January -.
• Pablo Cachaga Herrera, 2019, "Inversión extranjera directa e implicancias macroeconómicas: Evidencia empírica para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 31, issue 2, pages 15-64, July - De.
• Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019, "New Kid on the Block? China vs the US in World Oil Markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2019, Apr.
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• Wongi Kim, 2019, "The Effects of Government Spending in Korea: a FAVAR Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 25, issue 3, pages 100-137, September.
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• Rezitis Anthony N. & Rokopanos Andreas, 2019, "Asymmetric Price Transmission along the European Food Supply Chain and the CAP Health Check: a Panel Vector Error Correction Approach," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 17, issue 2, pages 1-20, November, DOI: 10.1515/jafio-2018-0002.
• Akçay Selçuk, 2019, "Does Oil Price Asymmetrically Impact Remittance Outflows? The Case of Oman," Review of Middle East Economics and Finance, De Gruyter, volume 15, issue 2, pages 1-9, August, DOI: 10.1515/rmeef-2019-0012.
• Chibi Abderrahim & Chekouri Sidi Mohamed & Benbouziane Mohamed, 2019, "The Impact of Fiscal Policy on Economic Activity over the Business Cycle: An Empirical Investigation in the Case of Algeria," Review of Middle East Economics and Finance, De Gruyter, volume 15, issue 3, pages 1-23, December, DOI: 10.1515/rmeef-2016-0014.
• Kim Chang-Jin & Kim Yunmi, 2019, "A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2016-0151.
• Chatterjee Pratiti, 2019, "Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-27, April, DOI: 10.1515/snde-2016-0148.
• Audrino Francesco & Huang Chen & Okhrin Ostap, 2019, "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-22, June, DOI: 10.1515/snde-2017-0080.
• Fabian J. Baier, 2019, "Foreign Direct Investment and Tax: OECD Gravity Modelling in a World with International Financial Institutions," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei261, Aug.
• Ahmed, M. F. & Satchell, S, 2019, "Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1923, Mar.