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

• Sevgi Coskun, 2020, "Technology Shocks and Non-stationary Hours in Emerging Countries and DSVAR," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 2, pages 129-163, May, DOI: 10.1177/0973801020911587.
• Chor Foon Tang & Salah Abosedra, 2020, "Does Financial Development Moderate the Effects on Growth Volatility? The Experience of Malaysia," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 14, issue 4, pages 361-381, November, DOI: 10.1177/0973801020953400.
• Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020, "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , volume 48, issue 3, pages 303-339, May, DOI: 10.1177/1091142120916032.
• Biswajit Maitra, 2020, "Exploring Import-led Growth in India: Evidence from the Post-reform Period," South Asian Journal of Macroeconomics and Public Finance, , volume 9, issue 1, pages 87-113, June, DOI: 10.1177/2277978720906068.
• Nusrat Akber & Megha Gupta & Kirtti Ranjan Paltasingh, 2020, "The Crowding-in/ out Debate in Investments in India: Fresh Evidence from NARDL Application," South Asian Journal of Macroeconomics and Public Finance, , volume 9, issue 2, pages 167-189, December, DOI: 10.1177/2277978720942676.
• Victor Pontines & Davaajargal Luvsannyam & Enkhjin Atarbaatar & Ulziikhutag Munkhtsetseg, 2020, "The Effectiveness of Currency Intervention in a Commodity-Exporter: Evidence from Mongolia," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp41, Mar.
• Wasanth Madurapperuma & Ruwan Higgoda, 2020, "Air-Transportation, Tourism And Economic Growth Interactions In Sri Lanka: Cointegration And Causality Analysis," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 8, issue 1, pages 85-107, May.
• Medina Reyes, José Eduardo & Castro Pérez, Judith Jazmin & Cabrera Llanos, Agustín Ignacio & Cruz Aké, Salvador, 2020, "Red neuronal autorregresiva difusa tipo Sugeno con funciones de membresía triangular y trapezoidal: una aplicación al pronóstico de índices del mercado bursátil / Sugeno Type Fuzzy Nonlinear Autoregressive Neural Networks with Triangular and Trapezoi," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 1, pages 77-101, enero-jun.
• Martínez Escobar, Juan Andrés & González Brambila, Silvia Beatriz & Mora Gutiérrez, Román Anselmo & Caudillo Félix, Rubén, 2020, "Desarrollo de una metodología para el análisis y el pronóstico de acciones de la Bolsa Mexicana de Valores basada en optimización / Development of a methodology for the analysis and forecasting for stocks of the Mexican Stock Exchange," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 2, pages 129-162, julio-dic.
• Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020, "International information flows, sentiments and cross-country business cycle fluctuations," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-047, Mar, DOI: 10.33119/kaewps2020047.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2020, "International confidence spillovers and business cycles in small open economies," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-049, May, DOI: 10.33119/kaewps2020049.
• Qamarullah Bin Tariq Islam, 2020, "Causal Analysis Between Liquidity and Profitability: Is There Any Difference Between Public and Private Commercial Banks in Bangladesh?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 14, pages 38-46, December.
• Joonyoung Hur, 2020, "Labor Income Share and Economic Fluctuations: A Sign-restricted VAR Approach," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2002.
• Nicolo Maffei Faccioli & Eugenia Vella, 2020, "The Asymmetric Unemployment Response of Natives and Foreigners to Migration Shocks," Working Papers, The University of Sheffield, Department of Economics, number 2020008, Aug.
• Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020, "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers, Swiss National Bank, number 2020-01.
• Christian Grisse, 2020, "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers, Swiss National Bank, number 2020-02.
• Jae Won Lee & Woong Yong Park, 2020, "Solving Reduced-form Linear Rational Expectations," Working Paper Series, Institute of Economic Research, Seoul National University, number no132, May.
• Salih ÖZTÜRK & Selin SAYGIN, 2020, "The Relationship between Real Per Capita Income, Foreign Direct Investment, Trade Openness and Carbon Emissions Under Structural Break in Turkey for the Period of 1974-2016," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
• Naib ALAKBAROV & Utku UTKULU, 2020, "Asymmetries and Macroeconomic Shocks: The Pre-Crisis Period and Evidence for Europe," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
• Saffet AKDAĞ & Ali DERAN & Ömer İSKENDEROĞLU, 2020, "Is PMI a Leading Indicator: Case of TurkeyAbstract: In this study, the causal relationships of the Purchasing Managers Index (PMI) with various financial factors are examined. As a result of the analysis, it is determined that the change in the Istan," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Gürkan BOZMA & Sinan KUL, 2020, "Can Twitter Forecast Uncertainty of Stocks?Abstract: Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock prices can be estimated using this relationship. In t," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
• Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2020, "Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 1, pages 5-32, March, DOI: 10.1007/s10182-018-00347-9.
• Shinichi Taniguchi, 2020, "Examining the causality structures of electricity interchange and variable renewable energy: a comparison between Japan and Denmark," Asia-Pacific Journal of Regional Science, Springer, volume 4, issue 1, pages 159-191, February, DOI: 10.1007/s41685-019-00120-z.
• Henryk Gurgul & Milena Suliga, 2020, "Impact of futures expiration on underlying stocks: intraday analysis for Warsaw Stock Exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 28, issue 3, pages 869-904, September, DOI: 10.1007/s10100-018-00606-9.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020, "Adaptive weights clustering of research papers," Digital Finance, Springer, volume 2, issue 3, pages 169-187, December, DOI: 10.1007/s42521-020-00017-z.
• Yong Jiang & Gang-Jin Wang & Dan-Yan Wen & Xiao-guang Yang, 2020, "Business conditions, uncertainty shocks and Bitcoin returns," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 415-424, July, DOI: 10.1007/s40844-020-00172-3.
• Christian Glocker & Philipp Wegmueller, 2020, "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, volume 58, issue 1, pages 73-105, January, DOI: 10.1007/s00181-019-01666-9.
• Marcus P. A. Cobb, 2020, "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, volume 58, issue 1, pages 287-312, January, DOI: 10.1007/s00181-019-01720-6.
• Carsten Trenkler & Enzo Weber, 2020, "Identifying shocks to business cycles with asynchronous propagation," Empirical Economics, Springer, volume 58, issue 4, pages 1815-1836, April, DOI: 10.1007/s00181-018-1563-z.
• Adian McFarlane & Young Cheol Jung & Anupam Das, 2020, "The dynamics among domestic saving, investment, and the current account balance in the USA: a long-run perspective," Empirical Economics, Springer, volume 58, issue 4, pages 1659-1680, April, DOI: 10.1007/s00181-018-1566-9.
• Apostolos Serletis & Libo Xu, 2020, "Demand systems with heteroscedastic disturbances," Empirical Economics, Springer, volume 58, issue 4, pages 1913-1921, April, DOI: 10.1007/s00181-018-1599-0.
• Rodrigo Herrera & Adam Clements, 2020, "A marked point process model for intraday financial returns: modeling extreme risk," Empirical Economics, Springer, volume 58, issue 4, pages 1575-1601, April, DOI: 10.1007/s00181-018-1600-y.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020, "Expiration day effects on European trading volumes," Empirical Economics, Springer, volume 58, issue 4, pages 1603-1638, April, DOI: 10.1007/s00181-019-01627-2.
• Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020, "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, volume 58, issue 5, pages 2333-2351, May, DOI: 10.1007/s00181-018-1580-y.
• Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020, "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, volume 58, issue 5, pages 2249-2285, May, DOI: 10.1007/s00181-018-1581-x.
• Jan Prüser & Alexander Schlösser, 2020, "The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR," Empirical Economics, Springer, volume 58, issue 6, pages 2889-2910, June, DOI: 10.1007/s00181-018-01619-8.
• Smita Roy Trivedi, 2020, "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, volume 58, issue 6, pages 2837-2865, June, DOI: 10.1007/s00181-019-01671-y.
• László Kónya, 2020, "Did the unemployment rates converge in the EU?," Empirical Economics, Springer, volume 59, issue 2, pages 627-657, August, DOI: 10.1007/s00181-019-01678-5.
• Jana Riedel, 2020, "On real interest rate convergence among G7 countries," Empirical Economics, Springer, volume 59, issue 2, pages 599-626, August, DOI: 10.1007/s00181-019-01681-w.
• Wali Ullah, 2020, "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, volume 59, issue 3, pages 1243-1284, September, DOI: 10.1007/s00181-019-01710-8.
• Hashmat Khan & Santosh Upadhayaya, 2020, "Does business confidence matter for investment?," Empirical Economics, Springer, volume 59, issue 4, pages 1633-1665, October, DOI: 10.1007/s00181-019-01694-5.
• Andrew E. Evans, 2020, "Average labour productivity dynamics over the business cycle," Empirical Economics, Springer, volume 59, issue 4, pages 1833-1863, October, DOI: 10.1007/s00181-019-01699-0.
• Juan S. Holguín & Jorge M. Uribe, 2020, "The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions," Empirical Economics, Springer, volume 59, issue 5, pages 2443-2472, November, DOI: 10.1007/s00181-019-01759-5.
• Ana Gómez-Loscos & M. Dolores Gadea & Eduardo Bandres, 2020, "Business cycle patterns in European regions," Empirical Economics, Springer, volume 59, issue 6, pages 2639-2661, December, DOI: 10.1007/s00181-019-01743-z.
• Sune Karlsson & Pär Österholm, 2020, "A note on the stability of the Swedish Phillips curve," Empirical Economics, Springer, volume 59, issue 6, pages 2573-2612, December, DOI: 10.1007/s00181-019-01746-w.
• Amélie Charles & Chew Lian Chua & Olivier Darné & Sandy Suardi, 2020, "On the pernicious effects of oil price uncertainty on US real economic activities," Empirical Economics, Springer, volume 59, issue 6, pages 2689-2715, December, DOI: 10.1007/s00181-019-01801-6.
• Gianna Figà-Talamanca & Marco Patacca, 2020, "Disentangling the relationship between Bitcoin and market attention measures," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 71-91, March, DOI: 10.1007/s40812-019-00133-x.
• Dean Fantazzini & Stephan Zimin, 2020, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 19-69, March, DOI: 10.1007/s40812-019-00136-8.
• Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020, "Integration and convergence in European electricity markets," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 37, issue 2, pages 463-492, July, DOI: 10.1007/s40888-019-00163-7.
• Ayesha Sayed & Christo Auret, 2020, "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 71-88, March, DOI: 10.1007/s40822-019-00128-y.
• Yonghong Jiang & Gengyu Tian & Bin Mo, 2020, "Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-26, December, DOI: 10.1186/s40854-020-00208-y.
• Ben Hambly & Nikolaos Kolliopoulos, 2020, "Fast mean-reversion asymptotics for large portfolios of stochastic volatility models," Finance and Stochastics, Springer, volume 24, issue 3, pages 757-794, July, DOI: 10.1007/s00780-020-00422-7.
• Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglböck & Manu Eder, 2020, "Adapted Wasserstein distances and stability in mathematical finance," Finance and Stochastics, Springer, volume 24, issue 3, pages 601-632, July, DOI: 10.1007/s00780-020-00426-3.
• Robert Azencott & Peng Ren & Ilya Timofeyev, 2020, "Realised volatility and parametric estimation of Heston SDEs," Finance and Stochastics, Springer, volume 24, issue 3, pages 723-755, July, DOI: 10.1007/s00780-020-00427-2.
• Maryjane Chigbo & Oluwatosin Adeniyi & Samuel Orekoya, 2020, "Econometric analysis of the deficit financing options-growth inclusiveness nexus in India and Nigeria," Indian Economic Review, Springer, volume 55, issue 2, pages 313-338, December, DOI: 10.1007/s41775-020-00102-5.
• Anupam Das & Adian McFarlane, 2020, "Remittances and disaggregated energy consumption in Bangladesh," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 67, issue 2, pages 251-268, June, DOI: 10.1007/s12232-019-00339-4.
• Hrushikesh Mallick & Mantu Kumar Mahalik & Hemachandra Padhan, 2020, "Does globalization exacerbate income inequality in two largest emerging economies? The role of FDI and remittances inflows," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 67, issue 4, pages 443-480, December, DOI: 10.1007/s12232-020-00350-0.
• Aloisio Campelo & Viviane Seda Bittencourt & Marco Malgarini, 2020, "Consumers Confidence and Households Consumption in Brazil: Evidence from the FGV Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 1, pages 19-34, April, DOI: 10.1007/s41549-020-00042-2.
• Faruk Balli & Hatice O. Balli & Mudassar Hasan & Russell Gregory-Allen, 2020, "Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 670-686, October, DOI: 10.1007/s12197-020-09508-6.
• Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020, "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-30, December, DOI: 10.1186/s40008-020-00219-z.
• Mehmet Balcilar & Festus Victor Bekun, 2020, "Spillover dynamics across price inflation and selected agricultural commodity prices," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-17, December, DOI: 10.1186/s40008-020-0180-0.
• Qingru Sun & Xiangyun Gao & Ze Wang & Siyao Liu & Sui Guo & Yang Li, 2020, "Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 4, pages 821-844, October, DOI: 10.1007/s11403-019-00273-2.
• Ayhan Tecel & Salih Katircioğlu & Elham Taheri & Festus Victor Bekun, 2020, "Causal interactions among tourism, foreign direct investment, domestic credits, and economic growth: evidence from selected Mediterranean countries," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 3, pages 195-212, September, DOI: 10.1007/s10258-020-00181-5.
• Mustafa Şit & Ahmet Şit & Haydar Karadağ, 2020, "The Impact of Tourism Demand on Tax Revenues and Bank Loans in Turkey," Springer Proceedings in Business and Economics, Springer, chapter 45, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Cross-Section Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-38253-7_45.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2020, "Correction to: Exponent of Cross-sectional Dependence for Residuals," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 82, issue 2, pages 380-380, November, DOI: 10.1007/s13571-019-00220-y.
• Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020, "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 147, issue 3, pages 747-762, February, DOI: 10.1007/s11205-019-02180-2.
• Jose Maria Fernandez-Crehuet & Luis Alberiko Gil-Alana & Cristina Martí Barco, 2020, "Unemployment and Fertility: A Long Run Relationship," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 152, issue 3, pages 1177-1196, December, DOI: 10.1007/s11205-020-02468-8.
• F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2020, "Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 29, issue 2, pages 373-395, June, DOI: 10.1007/s10260-019-00488-4.
• F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2020, "Correction to: Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 29, issue 2, pages 397-397, June, DOI: 10.1007/s10260-019-00489-3.
• Lingxiang Zhang, 2020, "Linearity tests and stochastic trend under the STAR framework," Statistical Papers, Springer, volume 61, issue 6, pages 2271-2282, December, DOI: 10.1007/s00362-018-1047-4.
• Alain MALATA & Christian PINSHI, 2020, "Fading The Effects Of Coronavirus With Monetary Policy," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 11, issue 2, pages 105-110.
• Alessio Moneta & Gianluca Pallante, 2020, "Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/24, Sep.
• Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020, "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers, Statistics Norway, Research Department, number 924, Mar.
• Thomas von Brasch & Ådne Cappelen & Håvard Hungnes & Terje Skjerpen, 2020, "Modeling R&D spillovers to productivity. The effects of tax policy," Discussion Papers, Statistics Norway, Research Department, number 927, Apr.
• Håvard Hungnes, 2020, "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers, Statistics Norway, Research Department, number 931, May.
• Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2020, "Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 16, pages 1305-1311, September, DOI: 10.1080/13504851.2019.1677846.
• Yanele Nyamela & Vasilios Plakandaras & Rangan Gupta, 2020, "Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 19, pages 1562-1566, November, DOI: 10.1080/13504851.2019.1697419.
• M. Billio & M. Donadelli & G. Livieri & A. Paradiso, 2020, "On the role of domestic and international financial cyclical factors in driving economic growth," Applied Economics, Taylor & Francis Journals, volume 52, issue 11, pages 1272-1297, March, DOI: 10.1080/00036846.2019.1659934.
• Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
• António Afonso & Yasfir Ibraimo, 2020, "The macroeconomic effects of public debt: an empirical analysis of Mozambique," Applied Economics, Taylor & Francis Journals, volume 52, issue 2, pages 212-226, January, DOI: 10.1080/00036846.2019.1644445.
• Jaebeom Kim & Jung-Min Kim, 2020, "Stock returns and mutual fund flows in the korean financial markets: a system approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 33, pages 3588-3599, June, DOI: 10.1080/00036846.2020.1713986.
• Viktors Ajevskis, 2020, "The natural rate of interest: information derived from a shadow rate model," Applied Economics, Taylor & Francis Journals, volume 52, issue 47, pages 5129-5138, October, DOI: 10.1080/00036846.2020.1757029.
• Juncal Cunado & Rangan Gupta & Chi Keung Marco Lau & Xin Sheng, 2020, "Time-Varying Impact of Geopolitical Risks on Oil Prices," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 6, pages 692-706, August, DOI: 10.1080/10242694.2018.1563854.
• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020, "A multifactor transformed diffusion model with applications to VIX and VIX futures," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 1, pages 27-53, January, DOI: 10.1080/07474938.2019.1690195.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 272-284, April, DOI: 10.1080/07350015.2018.1497507.
• Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020, "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 340-349, April, DOI: 10.1080/07350015.2018.1505630.
• Minchul Shin & Molin Zhong, 2020, "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 367-379, April, DOI: 10.1080/07350015.2018.1506342.
• Leif Anders Thorsrud, 2020, "Words are the New Numbers: A Newsy Coincident Index of the Business Cycle," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 393-409, April, DOI: 10.1080/07350015.2018.1506344.
• Jérôme Lahaye & Christopher Neely, 2020, "The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 410-427, April, DOI: 10.1080/07350015.2018.1512865.
• S. Borağan Aruoba, 2020, "Term Structures of Inflation Expectations and Real Interest Rates," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 542-553, July, DOI: 10.1080/07350015.2018.1529599.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020, "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-01.
• Cross, James L. & Nguyen, Bao H. & Tran, Trung Duc, 2020, "The role of precautionary and speculative demand in the global market for crude oil," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-02.
• Islam, Raisul & Volkov, Vladimir, 2020, "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-05.
• Islam, Raisul & Volkov, Vladimir, 2020, "Calm before the storm: an early warning approach before and during the COVID-19 crisis," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-09.
• Zhang, Bo & Nguyen, Bao H., 2020, "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-12.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2020, "Interaction of monetary and fiscal policies in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 20, issue 4, pages 193-203.
• Bahar Sungurtekin Hallam, 2020, "An Analysis of International Shock Transmission: A Multi-level Factor Augmented TVP GVAR Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2012.
• Paolo Gorgi & Siem Jan Koopman, 2020, "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-004/III, Jan.
• Dieter Wang & Julia Schaumburg, 2020, "Smooth marginalized particle filters for dynamic network effect models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-023/III, May.
• Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020, "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-035/III, Jun.
• Jan R. Magnus & Enrique Sentana, 2020, "Zero-diagonality as a linear structure," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-039/III, Jun.
• Rutger Jan Lange, 2020, "Bellman filtering for state-space models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-052/III, Aug, revised 19 May 2021.
• Bram van Os & Dick van Dijk, 2020, "Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-057/VI, Sep, revised 14 Dec 2020.
• Paolo Gorgi & Siem Jan Koopman & Rutger Lit, 2020, "Estimation of final standings in football competitions with premature ending: the case of COVID-19," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-070/III, Oct.
• Kohei Maehashi & Mototsugu Shintani, 2020, "Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1146, Mar.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, volume 102, issue 1, pages 17-33, March.
• Benjamin Born & Gernot J. Müller & Johannes Pfeifer, 2020, "Does Austerity Pay Off?," The Review of Economics and Statistics, MIT Press, volume 102, issue 2, pages 323-338, May.
• Irma Ðidelija, 2020, "Analysis Of Household Saving Factors In Bosnia And Herzegovina - Application Of Ardl Methodology," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 18, issue 2, pages 73-83, November.
• Luca Benati & Robert E. Lucas Jr. & Juan Pablo Nicolini & Warren Weber, 2020, "International Evidence on Long-Run Money Demand," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2021, Dec.
• John Cotter & Mark Hallam & Kamil Yilmaz, 2020, "Macro-Financial Spillovers," Working Papers, Geary Institute, University College Dublin, number 202005, Jul.
• Gloria Gonzalez-Rivera & Yun Luo, 2020, "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers, University of California at Riverside, Department of Economics, number 202005, Mar.
• Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
• Jungbin Hwang & Gonzalo Valdés, 2020, "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers, University of Connecticut, Department of Economics, number 2020-02, Jan.
• Jungbin Hwang & Gonzalo Valdés, 2020, "Low Frequency Cointegrating Regression in the Presence of Local to Unity Regressors and Unknown Form of Serial Dependence," Working papers, University of Connecticut, Department of Economics, number 2020-03, Jan, revised Aug 2020.
• David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers, University of Connecticut, Department of Economics, number 2020-08, Aug.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers, University of Connecticut, Department of Economics, number 2020-12, Aug.
• Luciano Campos, 2020, "Potential output, output gap and high inflation in Argentina (2007-2015)," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 1 Year 20, pages 5-29, June.
• Martin Bruns & Helmut Luetkepohl, 2020, "An Alternative Bootstrap for Proxy Vector Autoregressions," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2020-06, Nov.
• Marianna Epicoco & Magali Jaoul-Grammare & Anne Plunket, 2020, "Technological novelty and productivity growth: a cliometric approach," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-37.
• Marcelo Dianessi & Bibiana Lanzilotta & Gabriela Mordecki & Maximiliano Presa & Silvia Rodríguez-Collazo, 2020, "El crecimiento reciente de Uruguay y desacople de la región: ¿adiós a la semisuma?," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 20-01, Feb.
• Régis Barnichon & Geert Mesters, 2020, "Optimal policy perturbations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1716, Apr.
• Mohammad Ghaderi, 2020, "Public health interventions in the face of pandemics: network structure, social distancing, and heterogeneity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1732, Jun.
• Davide Debortoli & Mario Forni & Luca Gambetti & Luca Sala, 2020, "Asymmetric monetary policy tradeoffs," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1742, Jun, revised Dec 2025.
• Federico Bassi, 2020, "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2020-02, Mar.
• Firmin Doko Tchatoka & Qazi Haque, 2020, "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-06.
• Qazi Haque & Leandro M. Magnusson, 2020, "Uncertainty shocks and inflation dynamics in the U.S," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-25.
• Chetan Dave & Scott J. Dressler & Lei Zhang, 2020, "Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: a FAVAR Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 44, May.
• KANSEL,Zubeyir Can & BARI,Bilgin, 2020, "Testing J-Curve Effect On Trade Balance In Turkish Economy," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 1, pages 53-69, March.
• POSTOLACHE, Victoria & BRANASCO, Natalia, 2020, "Optimizing Inflation Policies In The Republic Of Moldova," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", volume 8, issue 1, pages 129-136, October.
• Arnerić Josip, 2020, "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 6, issue 1, pages 1-9, May, DOI: 10.2478/crebss-2020-0001.
• Oesterreich Maciej, 2020, "On the Method of Identification of Atypical Observations in Time Series," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 2, pages 1-16, June, DOI: 10.15611/eada.2020.2.01.
• Jaworski Stanisław, 2020, "A Few Remarks on the Stochastic Structure of the Unemployment Rate in Poland by Gender," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 2, pages 41-52, June, DOI: 10.15611/eada.2020.2.04.
• Oumarou Issoufou, 2020, "External Debt and Economic Growth in Niger: a Vector Autoregression and Variance Decomposition Analysis," Economics and Business, Paradigm, volume 35, issue 1, pages 1-13, February, DOI: 10.2478/eb-2021-0001.
• Mbekeni Lutho & Phiri Andrew, 2020, "South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 2, pages 230-248, December, DOI: 10.2478/foli-2020-0046.
• Akçay Selçuk & Karasoy Alper, 2020, "Determinants of private investments in Turkey: Examining the role of democracy," Review of Economic Perspectives, Paradigm, volume 20, issue 1, pages 23-49, March, DOI: 10.2478/revecp-2020-0002.
• Tesařová Žaneta, 2020, "The Wagner’s law testing in the Visegrád Four countries," Review of Economic Perspectives, Paradigm, volume 20, issue 4, pages 409-430, December, DOI: 10.2478/revecp-2020-0020.
• İskenderoglu Ömer & Akdag Saffet, 2020, "Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case," South East European Journal of Economics and Business, Paradigm, volume 15, issue 1, pages 105-121, June, DOI: 10.2478/jeb-2020-0009.
• Kavese Kambale & Phiri Andrew, 2020, "A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 30, issue 3, pages 59-76, September, DOI: 10.2478/sues-2020-0017.
• Cosma Ioana Gabriela & David Katalin Gabriela & Antonescu Daniela & Dumiter Florin Cornel & Jimon Ștefania Amalia, 2020, "The Correlation Between CO2 Emissions and GDP in a Sustainable Development Framework Using Kuznets Environment Curve," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 30, issue 4, pages 1-23, December, DOI: 10.2478/sues-2020-0022.
• Michael Ryan, 2020, "A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty," Working Papers in Economics, University of Waikato, number 20/10, Nov.
• Gilbert Mbara, 2020, "Price Transmission across Commodity Markets: Physical to Futures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-07.
• Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
• Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
• Janusz Gajda & Rafał Walasek, 2020, "Fractional differentiation and its use in machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-32.
• Beyer,Robert Carl Michael & Milivojevic,Lazar, 2020, "Dynamics and Synchronization of Global Equilibrium Interest Rates," Policy Research Working Paper Series, The World Bank, number 9489, Dec.
• Khalifa Amene, 2020, "The Learning by Doing Dimension of Extensive and Intensive Margins of Exports: the Case of Tunisia," Economic Research Guardian, Mutascu Publishing, volume 10, issue 1, pages 12-32, June.
• Stefan Schiman-Vukan, 2020, "Labor Supply Shocks and the Beveridge Curve. Empirical Evidence from EU Enlargement," WIFO Working Papers, WIFO, number 606, Aug.
• Stefan Schiman-Vukan & Harald Badinger, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," WIFO Working Papers, WIFO, number 608, Sep.
• Harald Badinger & Stefan Schiman, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp300, Jul.
• Maximilian Böck & Martin Feldkircher, 2020, "The impact of monetary policy on expectations along the yield curve," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp306, Dec.
• Badinger, Harald & Schiman, Stefan, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 300, Jul.
• Böck, Maximilian & Feldkircher, Martin, 2020, "The impact of monetary policy on expectations along the yield curve," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 306, Dec.
• Scott H. Irwin & Kristen McCormack & James H. Stock, 2020, "The Price of Biodiesel RINs and Economic Fundamentals," American Journal of Agricultural Economics, John Wiley & Sons, volume 102, issue 3, pages 734-752, May, DOI: 10.1002/ajae.12014.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020, "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, volume 28, issue 4, pages 581-620, October, DOI: 10.1111/ecot.12251.
• Xiaoqing Zhou, 2020, "Refining the workhorse oil market model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 130-140, January, DOI: 10.1002/jae.2743.
• Christian Gross & Pierre L. Siklos, 2020, "Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 61-81, January, DOI: 10.1002/jae.2726.
• Jonas Dovern & Hans Manner, 2020, "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 440-456, June, DOI: 10.1002/jae.2755.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020, "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 692-711, September, DOI: 10.1002/jae.2793.
• Benedikt Maas, 2020, "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 394-411, April, DOI: 10.1002/for.2630.
• Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang, 2020, "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 1, pages 205-228, February, DOI: 10.1111/jmcb.12590.
• Francesco Corsello & Valerio Nispi Landi, 2020, "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 4, pages 777-801, June, DOI: 10.1111/jmcb.12638.
• Thorsten Drautzburg, 2020, "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, volume 11, issue 2, pages 801-837, May, DOI: 10.3982/QE1083.
• Elmar Mertens & James M. Nason, 2020, "Inflation and professional forecast dynamics: An evaluation of stickiness, persistence, and volatility," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1485-1520, November, DOI: 10.3982/QE980.
• Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020, "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/16, Aug.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2020, "Makroekonomski učinci diskrecijskih izmjena u sustavu poreza na dodanu vrijednost (PDV) u Hrvatskoj: narativni pristup," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2002, Feb.
• Andrea Lučić, 2020, "Utjecaj perciprianog pritiska interesno-utjecajnih skupina na elemente održive marketinške orijentacije hrvatskih poduzeća," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2004, Jun.
• Funke, Michael & Loermann, Julius & Tsang, Andrew, 2020, "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 22/2020.
• Kortela, Tomi & Nelimarkka, Jaakko, 2020, "The effects of conventional and unconventional monetary policy: Identification through the yield curve," Bank of Finland Research Discussion Papers, Bank of Finland, number 3/2020.
• Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020, "The global effects of Covid-19-induced uncertainty," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2020.
• Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar, 2020, "Indeterminacy and imperfect information," Discussion Papers, Deutsche Bundesbank, number 01/2020.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020, "Financial variables as predictors of real growth vulnerability," Discussion Papers, Deutsche Bundesbank, number 05/2020.
• Schüler, Yves S., 2020, "The impact of uncertainty and certainty shocks," Discussion Papers, Deutsche Bundesbank, number 14/2020.
• Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann, 2020, "Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus," Discussion Papers, Deutsche Bundesbank, number 19/2020.
• Mandler, Martin & Scharnagl, Michael, 2020, "Estimating the effects of the Eurosystem's asset purchase programme at the country level," Discussion Papers, Deutsche Bundesbank, number 29/2020.
• Hartwig, Benny, 2020, "Robust inference intime-varying structural VAR models: The DC-Cholesky multivariate stochasticvolatility model," Discussion Papers, Deutsche Bundesbank, number 34/2020.
• Gareis, Johannes & Mayer, Eric, 2020, "Financial shocks and the relative dynamics of tangible and intangible investment: Evidence from the euro area," Discussion Papers, Deutsche Bundesbank, number 39/2020.
• Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020, "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 404.
• Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2020, "The credit composition of global liquidity," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 409.
• Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
• Jianu, Ionut, 2020, "Examining the drivers of business cycle divergence between Euro Area and Romania," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 27, issue 2, pages 19-32.
• Gießler, Stefan & Heinisch, Katja & Holtemöller, Oliver, 2020, "(Since When) Are East and West German Business Cycles Synchronised?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Ahead of , pages 1-28, DOI: 10.1515/jbnst-2019-0026.
• Heinrich, Markus, 2020, "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219312.
• Kionka, Marlene & Odening, Martin & Plogmann, Jana & Ritter, Matthias, 2020, "Measuring liquidity in agricultural land markets," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 25 (2020), DOI: 10.18452/22244.
• Winkelmann, Lars & Yao, Wenying, 2020, "Cojump anchoring," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/17, DOI: 10.17169/refubium-28418.
• Martínez-Hernández, Catalina, 2020, "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/18, DOI: 10.17169/refubium-28493.
• Diegel, Max & Nautz, Dieter, 2020, "The role of long-term inflation expectations for the transmission of monetary policy shocks," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/19, DOI: 10.17169/refubium-28578.
• Milani, Fabio, 2020, "COVID-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies," GLO Discussion Paper Series, Global Labor Organization (GLO), number 626.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-5.
• Poncela, Pilar & Ruiz, Esther, 2020, "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-7.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-14, DOI: 10.5018/economics-ejournal.ja.2020-.
• Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2020, "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries?," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-29, DOI: 10.5018/economics-ejournal.ja.2020-.
• de Jesús Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel, 2020, "Public investment and economic activity in Mexico, 1925-1981," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-24, DOI: 10.5018/economics-ejournal.ja.2020-.
• Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020, "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-024.
• Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2023, "Financial technologies and the effectiveness of monetary policy transmission," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 26/2020, revised 2023.
• Gießler, Stefan, 2020, "The evolution of monetary policy in Latin American economies: Responsiveness to inflation under different degrees of credibility," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 9/2020.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Quaas, Georg, 2020, "The reproduction number in the classical epidemiological model," Working Papers, University of Leipzig, Faculty of Economics and Management Science, number 167.
• Prüser, Jan & Schmidt, Torsten, 2020, "Regional composition of national house price cycles in the US," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 853, DOI: 10.4419/86788989.