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

• Woroniuk, D. & Karam, A. & Jamasb, T., 2019, "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1964, Jul.
• Guo, B. & Castagneto Gissey, G., 2019, "Cost Pass-through in the British Wholesale Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1997, Dec.
• Miroslav Klucik, 2019, "Tracking the Course of the Economy (Nowcasting of basic macroeconomic indicators of Slovakia)," Working Papers, Council for Budget Responsibility, number Working Paper No. 1/2019, Jan.
• Zakipour-Saber, Shayan, 2019, "State-dependent Monetary Policy Regimes," Research Technical Papers, Central Bank of Ireland, number 4/RT/19, Apr.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 39-50.
• Bauwens, Luc & Xu, Yongdeng, 2019, "DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/5, Feb, revised Aug 2021.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019, "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6qk200q8, Mar.
• Germán Coloma, 2019, "The Effect of Horizontal Mergers on Efficiency and Market Power: An Application to the Argentine Hamburger Market," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 705, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
• Bernd Süssmuth, 2019, "Bitcoin and web search query dynamics: is the price driving the hype or is the hype driving the price?," CESifo Working Paper Series, CESifo, number 7675.
• Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2019, "Financial integration in the GCC region: market size versus national effects," CESifo Working Paper Series, CESifo, number 7686.
• Nikolay Hristov & Markus Roth, 2019, "Uncertainty Shocks and Financial Crisis Indicators," CESifo Working Paper Series, CESifo, number 7839.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019, "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series, CESifo, number 7881.
• Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2019, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," CESifo Working Paper Series, CESifo, number 7891.
• Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2019, "Tracing the Genesis of Contagion in the Oil-Finance Nexus," CESifo Working Paper Series, CESifo, number 7925.
• Kuhelika De & Ryan A. Compton & Daniel C. Giedeman & Gary A. Hoover, 2019, "Macroeconomic Shocks and Racial Labour Market Differences in the U.S," CESifo Working Paper Series, CESifo, number 8004.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019, "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," CESifo Working Paper Series, CESifo, number 8035.
• Elena Bobeica & Matteo Ciccarelli & Isabel Vansteenkiste, 2019, "The link between labor cost and price inflation in the euro area," Working Papers Central Bank of Chile, Central Bank of Chile, number 848, Oct.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
• Jean-Christophe Delfim & Martin Hoesli, 2019, "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-32, Jun.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-51, Sep.
• Walter Farkas & Ludovic Mathys & Nikola Vasiljevic, 2019, "Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-76, Dec.
• Mikhail Stolbov, 2019, "Is a more financially open world riskier?," International Economics, CEPII research center, issue 157, pages 99-116.
• Guglielmo Maria Caporale & Luis Gil-Alaña, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, CEPII research center, issue 159, pages 140-150.
• Sebastian D. TOCAR, 2019, "Religiosity And Foreign Direct Investment: The Case Of Romania," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 57-66, July.
• Jan Filacek & Ivan Sutoris, 2019, "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2019/02, Nov.
• Jaromir Baxa & Tomas Sestorad, 2019, "The Czech Exchange Rate Floor: Depreciation without Inflation?," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/1, Feb.
• Dominika Ehrenbergerova & Simona Malovana, 2019, "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/6, Dec.
• Jorge H. Maldonado & Viviana LeÔøΩn-Jurado & John GÔøΩmez & Daniel RodrÔøΩguez & Laura Villa, 2019, "The Graduation approach for the reduction of extreme poverty: impact evaluation of Sembrando Oportunidades Familia por Familia in Paraguay," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17317, May.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019, "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 76, pages 23-50.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17281, Apr.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17401, Apr.
• Elvis Aparco & Alex Flores, 2019, "La hipótesis Keynesiana del gasto público frente a la Ley de Wagner: un análisis de cointegración y causalidad para Perú," Revista de Economía del Rosario, Universidad del Rosario, volume 22, issue 1, pages 53-73.
• Ricardo Troncoso Sepúlveda, 2019, "Transmisión de los precios del arroz en Colombia y el mundo," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 151-179.
• Nicolás Rivera Garzón, 2019, "Impactos y canales de transmisión de la política monetaria en Colombia: 2008-2019," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 17580, Nov.
• John J. García-Rendón & Alejandro Guti�rrez G�mez & Luisa Vargas Tob�n & Hermilson Vel�squez Ceballos, 2019, "Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-10.
• Juan Pablo Herrera Saavedra & Ginette Sof�a Lozano Maturana & Jacobo Campo Robledo & Alejandra Catalina Parra Ochoa, 2019, "Competition policy and Industrial property: relationship through panel data approach 2007 – 2015," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 17720, Dec.
• Leobaldo Enrique Molero Oliva & Salcedo Muñoz Virgilio Eduardo & John Alexander Campuzano Vásquez & Holger Fabrizzio Bejarano Copo, 2019, "Análisis econométrico del comportamiento del desempleo en el Ecuador (segundo trimestre 2007 a cuarto trimestre 2017)," Revista Tendencias, Universidad de Narino, volume 20, issue 2, pages 22-48, DOI: 10.22267/rtend.192002.119.
• Santiago Marín-Ardila, 2019, "Asymmetric exchange rate pass-through: evidence from Colombia based in a TVAR model," Revista Intercambio, Universidad Nacional de Colombia Sede Medellín, volume 0, issue 0, pages 1-228.
• BAUWENS Luc, & XU Yongdeng,, 2019, "DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019025, Dec.
• Adam Elbourne & Kan Ji, 2019, "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 391, Feb.
• Adam Elbourne, 2019, "SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 407, Dec.
• Bianchi, Francesco & Kung, Howard & Tirskikh, Mikhail, 2019, "The Origins and Effects of Macroeconomic Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13450, Jan.
• Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019, "The Global Component of Inflation Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13470, Jan.
• Barnichon, Regis & Mesters, Geert, 2019, "The Phillips Multiplier," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13480, Jan.
• Wickens, Michael R., 2019, "Idiosyncratic shocks: a new procedure for identifying shocks in a VAR with application to the New Keynesian model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13613, Mar.
• Melosi, Leonardo & Faccini, Renato, 2019, "Bad Jobs and Low Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13628, Mar.
• Barnichon, Regis & Mesters, Geert, 2019, "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13765, May.
• Ricco, Giovanni & ,, 2019, "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13853, Jul.
• Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019, "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14107, Nov.
• Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14201, Dec.
• Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28451, May.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29030, Oct.
• Alloza, Mario & Gonzalo, Jesús & Sanz, Carlos, 2019, "Dynamic Effects of Persistent Shocks," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29187, Nov.
• Li, Zhuo & Panza, Laura & Song, Yong, 2019, "The evolution of ottoman–European market linkages, 1469–1914: Evidence from dynamic factor models," Explorations in Economic History, Elsevier, volume 71, issue C, pages 112-134, DOI: 10.1016/j.eeh.2018.10.002.
• Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng, 2019, "Economic constraints and stock return predictability: A new approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 1-9, DOI: 10.1016/j.irfa.2019.02.007.
• Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019, "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101381.
• Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101382.
• Liu, Guo-Dong & Su, Chi-Wei, 2019, "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 101-106, DOI: 10.1016/j.frl.2018.04.007.
• Chang, Chia-Lin & McAleer, Michael, 2019, "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, volume 28, issue C, pages 11-19, DOI: 10.1016/j.frl.2018.03.008.
• Arnerić, Josip & Matković, Mario & Sorić, Petar, 2019, "Comparison of range-based volatility estimators against integrated volatility in European emerging markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 118-124, DOI: 10.1016/j.frl.2018.04.013.
• Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019, "Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis," Finance Research Letters, Elsevier, volume 29, issue C, pages 68-74, DOI: 10.1016/j.frl.2019.03.009.
• Chen, Jiun-Lin (Alex) & Hwang, Hyoseok (David), 2019, "Business cycle, expected return and momentum payoffs," Finance Research Letters, Elsevier, volume 29, issue C, pages 83-89, DOI: 10.1016/j.frl.2019.03.021.
• Liu, Junbin & Liu, Xiaoxing & Shi, Guangping, 2019, "What influences portfolio contagion among open-end mutual funds?," Finance Research Letters, Elsevier, volume 30, issue C, pages 145-152, DOI: 10.1016/j.frl.2018.06.011.
• Katsiampa, Paraskevi, 2019, "Volatility co-movement between Bitcoin and Ether," Finance Research Letters, Elsevier, volume 30, issue C, pages 221-227, DOI: 10.1016/j.frl.2018.10.005.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Hedging bitcoin with other financial assets," Finance Research Letters, Elsevier, volume 30, issue C, pages 30-36, DOI: 10.1016/j.frl.2019.03.034.
• Karlsson, Sune & Österholm, Pär, 2019, "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, volume 30, issue C, pages 378-384, DOI: 10.1016/j.frl.2018.11.003.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 119-129, DOI: 10.1016/j.frl.2019.04.022.
• Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019, "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.028.
• Jiang, Yonghong & Zhu, Zixuan & Tian, Gengyu & Nie, He, 2019, "Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2019.08.004.
• BenSaïda, Ahmed, 2019, "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 78-95, DOI: 10.1016/j.finmar.2018.12.005.
• Jiang, Chunxia & Liu, Hong & Molyneux, Philip, 2019, "Do different forms of government ownership matter for bank capital behavior? Evidence from China," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 38-49, DOI: 10.1016/j.jfs.2018.11.005.
• Keating, John W. & Smith, A. Lee, 2019, "The optimal monetary instrument and the (mis)use of causality tests," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 90-99, DOI: 10.1016/j.jfs.2019.05.011.
• Lewis, Vivien & Roth, Markus, 2019, "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 40-52, DOI: 10.1016/j.jfs.2019.05.001.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019, "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.02.003.
• Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019, "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 255-272, DOI: 10.1016/j.insmatheco.2019.07.004.
• Stolbov, Mikhail, 2019, "Is a more financially open world riskier?," International Economics, Elsevier, volume 157, issue C, pages 99-116, DOI: 10.1016/j.inteco.2018.09.002.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, volume 159, issue C, pages 140-150, DOI: 10.1016/j.inteco.2019.07.002.
• Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong, 2019, "Carry trades and endogenous regime switches in exchange rate volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 255-268, DOI: 10.1016/j.intfin.2018.11.001.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019, "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 37-51, DOI: 10.1016/j.intfin.2019.02.003.
• Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 25-44, DOI: 10.1016/j.ijforecast.2018.07.010.
• Götz, Thomas B. & Knetsch, Thomas A., 2019, "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 45-66, DOI: 10.1016/j.ijforecast.2018.08.001.
• Cubadda, Gianluca & Guardabascio, Barbara, 2019, "Representation, estimation and forecasting of the multivariate index-augmented autoregressive model," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 67-79, DOI: 10.1016/j.ijforecast.2018.08.002.
• McAdam, Peter & Warne, Anders, 2019, "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 580-600, DOI: 10.1016/j.ijforecast.2018.10.013.
• Koopman, Siem Jan & Lit, Rutger, 2019, "Forecasting football match results in national league competitions using score-driven time series models," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 797-809, DOI: 10.1016/j.ijforecast.2018.10.011.
• Knotek, Edward S. & Zaman, Saeed, 2019, "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1708-1724, DOI: 10.1016/j.ijforecast.2018.10.012.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2019, "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1748-1769, DOI: 10.1016/j.ijforecast.2019.03.014.
• Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019, "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1770-1789, DOI: 10.1016/j.ijforecast.2018.12.001.
• Park, Ki Young & Kim, Soohyon, 2019, "Detecting currency manipulation: An application of a state-space model with Markov switching," Japan and the World Economy, Elsevier, volume 49, issue C, pages 50-60, DOI: 10.1016/j.japwor.2018.10.003.
• Hanisch, Max, 2019, "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 77-96, DOI: 10.1016/j.jbankfin.2019.01.005.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019, "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 500-513, DOI: 10.1016/j.jbankfin.2019.07.018.
• Altavilla, Carlo & Pariès, Matthieu Darracq & Nicoletti, Giulio, 2019, "Loan supply, credit markets and the euro area financial crisis," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105658.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Krustev, Georgi, 2019, "The natural rate of interest and the financial cycle," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 193-210, DOI: 10.1016/j.jebo.2018.12.024.
• Li, Jing & Stock, James H., 2019, "Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data," Journal of Environmental Economics and Management, Elsevier, volume 93, issue C, pages 1-19, DOI: 10.1016/j.jeem.2018.08.003.
• Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K. & Johansson, Robert, 2019, "Are USDA reports still news to changing crop markets?," Food Policy, Elsevier, volume 84, issue C, pages 66-76, DOI: 10.1016/j.foodpol.2019.02.005.
• Lee, Hahn Shik & Lee, Woo Suk, 2019, "Cross-regional connectedness in the Korean housing market," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101654.
• Rosenberg, Signe, 2019, "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101659.
• Jin, Xin, 2019, "The role of market expectations in commodity price dynamics: Evidence from oil data," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 1-18, DOI: 10.1016/j.jimonfin.2018.09.002.
• Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P., 2019, "Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 142-160, DOI: 10.1016/j.jimonfin.2018.09.006.
• Leroy, Aurélien & Pop, Adrian, 2019, "Macro-financial linkages: The role of the institutional framework," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2018.12.002.
• Koeda, Junko, 2019, "Macroeconomic effects of quantitative and qualitative monetary easing measures," Journal of the Japanese and International Economies, Elsevier, volume 52, issue C, pages 121-141, DOI: 10.1016/j.jjie.2018.12.006.
• Glocker, Christian & Sestieri, Giulia & Towbin, Pascal, 2019, "Time-varying government spending multipliers in the UK," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 180-197, DOI: 10.1016/j.jmacro.2019.02.003.
• Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019, "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 396-407, DOI: 10.1016/j.jmacro.2019.03.003.
• Xuan, Chunji & Kim, Chang-Jin & Kim, Dong Heon, 2019, "New dynamics of consumption and output," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 50-59, DOI: 10.1016/j.jmacro.2018.12.008.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019, "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103133.
• Dées, Stephane & Zimic, Srečko, 2019, "Animal spirits, fundamental factors and business cycle fluctuations," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103123.
• Wesselbaum, Dennis, 2019, "Jobless recoveries: The interaction between financial and search frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103126.
• Fisher, Lance A. & Huh, Hyeon-seung, 2019, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103125.
• Alloza, Mario & Burriel, Pablo & Pérez, Javier J., 2019, "Fiscal policies in the euro area: Revisiting the size of spillovers," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103132.
• Kim, Wongi, 2019, "Government spending policy uncertainty and economic activity: US time series evidence," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103124.
• Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, volume 173, issue C, pages 181-203, DOI: 10.1016/j.jmva.2019.02.015.
• Serletis, Apostolos & Xu, Libo, 2019, "The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics," Journal of Commodity Markets, Elsevier, volume 15, issue C, pages 1-1, DOI: 10.1016/j.jcomm.2018.07.001.
• Jahan, Sayeeda & Serletis, Apostolos, 2019, "Business cycles and hydrocarbon gas liquids prices," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00115.
• Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019, "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
• Polat, Onur & Ozkan, Ibrahim, 2019, "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, volume 41, issue 2, pages 395-415, DOI: 10.1016/j.jpolmod.2019.02.010.
• Belasen, Ariel R. & Demirer, Rıza, 2019, "Commodity-currencies or currency-commodities: Evidence from causality tests," Resources Policy, Elsevier, volume 60, issue C, pages 162-168, DOI: 10.1016/j.resourpol.2018.12.015.
• Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019, "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, volume 60, issue C, pages 255-261, DOI: 10.1016/j.resourpol.2019.01.004.
• Akkoc, Ugur & Civcir, Irfan, 2019, "Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model," Resources Policy, Elsevier, volume 62, issue C, pages 231-239, DOI: 10.1016/j.resourpol.2019.03.017.
• Rashid Khan, Haroon Ur & Islam, Talat & Yousaf, Sheikh Usman & Zaman, Khalid & Shoukry, Alaa Mohamd & Sharkawy, Mohamed A. & Gani, Showkat & Aamir, Alamzeb & Hishan, Sanil S., 2019, "The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator," Resources Policy, Elsevier, volume 62, issue C, pages 240-255, DOI: 10.1016/j.resourpol.2019.04.002.
• Husain, Shaiara & Tiwari, Aviral Kumar & Sohag, Kazi & Shahbaz, Muhammad, 2019, "Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA," Resources Policy, Elsevier, volume 62, issue C, pages 57-65, DOI: 10.1016/j.resourpol.2019.03.011.
• Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
• Balsalobre-Lorente, Daniel & Bekun, Festus Victor & Etokakpan, Mfonobong Udom & Driha, Oana M., 2019, "A road to enhancements in natural gas use in Iran: A multivariate modelling approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101485.
• Eissa, Mohamad Abdelaziz & Al Refai, Hisham, 2019, "Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101511.
• Alessandri, Piergiorgio & Mumtaz, Haroon, 2019, "Financial regimes and uncertainty shocks," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 31-46, DOI: 10.1016/j.jmoneco.2018.05.001.
• Bianchi, Francesco & Kung, Howard & Morales, Gonzalo, 2019, "Growth, slowdowns, and recoveries," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 47-63, DOI: 10.1016/j.jmoneco.2018.07.001.
• Caldara, Dario & Cavallo, Michele & Iacoviello, Matteo, 2019, "Oil price elasticities and oil price fluctuations," Journal of Monetary Economics, Elsevier, volume 103, issue C, pages 1-20, DOI: 10.1016/j.jmoneco.2018.08.004.
• Li, Nan & Martin, Vance L., 2019, "Real sectoral spillovers: A dynamic factor analysis of the great recession," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 77-95, DOI: 10.1016/j.jmoneco.2018.10.002.
• Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
• Tsai, Li-Ju & Shu, Pei-Gi & Chiang, Sue-Jane, 2019, "Foreign investors’ trading behavior and market conditions: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100591.
• Maghyereh, Aktham I. & Abdoh, Hussein & Awartani, Basel, 2019, "Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 13-28, DOI: 10.1016/j.pacfin.2019.01.008.
• Jiang, Yonghong & He, Luli & Meng, Juan & Nie, He, 2019, "Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 626-634, DOI: 10.1016/j.physa.2019.01.100.
• Demos, G. & Sornette, D., 2019, "Comparing nested data sets and objectively determining financial bubbles’ inceptions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 524, issue C, pages 661-675, DOI: 10.1016/j.physa.2019.04.050.
• Cai, Guixin & Zhang, Hao & Chen, Ziyue, 2019, "Comovement between commodity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 1247-1258, DOI: 10.1016/j.physa.2019.04.116.
• Jiang, Yonghong & Fu, Yuyuan & Ruan, Weihua, 2019, "Risk spillovers and portfolio management between precious metal and BRICS stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.04.229.
• Xu, Qifa & Li, Mengting & Jiang, Cuixia & He, Yaoyao, 2019, "Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122173.
• Karmous, Aida & Boubaker, Heni & Belkacem, Lotfi, 2019, "A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122191.
• Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122280.
• Ivo da Rocha Lima Filho, Roberto, 2019, "Does PPI lead CPI IN Brazil?," International Journal of Production Economics, Elsevier, volume 214, issue C, pages 73-79, DOI: 10.1016/j.ijpe.2019.03.007.
• Ahmed, Walid M.A., 2019, "Islamic and conventional equity markets: Two sides of the same coin, or not?," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 191-205, DOI: 10.1016/j.qref.2018.12.010.
• Kumar, Satish, 2019, "Asymmetric impact of oil prices on exchange rate and stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 41-51, DOI: 10.1016/j.qref.2018.12.009.
• Gil-Alana, Luis A. & Škare, Marinko & Pržiklas-Družeta, Romina, 2019, "Measuring inequality persistence in OECD 1963–2008 using fractional integration and cointegration," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 65-72, DOI: 10.1016/j.qref.2018.12.006.
• Harb, Nermeen & Hall, Stephen G., 2019, "Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 73, issue C, pages 192-204, DOI: 10.1016/j.qref.2018.12.002.
• Molterer, Manuel, 2019, "Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 163-174, DOI: 10.1016/j.qref.2019.01.018.
• Nechi, Salem & Smaoui, Houcem Eddine, 2019, "Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 75-84, DOI: 10.1016/j.qref.2018.05.003.
• Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2019, "Mapping China’s time-varying house price landscape," Regional Science and Urban Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.regsciurbeco.2019.103464.
• Andini, Corrado & Cabral, Ricardo & Santos, José Eusébio, 2019, "The macroeconomic impact of renewable electricity power generation projects," Renewable Energy, Elsevier, volume 131, issue C, pages 1047-1059, DOI: 10.1016/j.renene.2018.07.097.
• Mohamed, Hassen & Ben Jebli, Mehdi & Ben Youssef, Slim, 2019, "Renewable and fossil energy, terrorism, economic growth, and trade: Evidence from France," Renewable Energy, Elsevier, volume 139, issue C, pages 459-467, DOI: 10.1016/j.renene.2019.02.096.
• Tang, Chor Foon & Abosedra, Salah, 2019, "Logistics performance, exports, and growth: Evidence from Asian economies," Research in Transportation Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.retrec.2019.100743.
• Ignacio, Escañuela Romana, 2019, "The elasticities of passenger transport demand in the Northeast Corridor," Research in Transportation Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.retrec.2019.100759.
• Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019, "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 137-149, DOI: 10.1016/j.iref.2018.08.014.
• Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019, "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 150-163, DOI: 10.1016/j.iref.2018.08.016.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2019, "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 333-346, DOI: 10.1016/j.iref.2018.09.008.
• Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019, "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 170-178, DOI: 10.1016/j.iref.2019.02.004.
• Huang, Yu-Fan, 2019, "Dynamic responses of real output to financial spreads," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 153-159, DOI: 10.1016/j.iref.2019.03.007.
• Cheng, Dong & Shi, Xunpeng & Yu, Jian & Zhang, Dayong, 2019, "How does the Chinese economy react to uncertainty in international crude oil prices?," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 147-164, DOI: 10.1016/j.iref.2019.05.008.
• Lee, Eunhee, 2019, "Asset prices with stochastic volatilities and a UIP puzzle," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 41-61, DOI: 10.1016/j.iref.2019.05.004.
• Vácha, Lukáš & Šmolík, Filip & Baxa, Jaromír, 2019, "Comovement and disintegration of EU sovereign bond markets during the crisis," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 541-556, DOI: 10.1016/j.iref.2019.09.004.
• Ibhagui, Oyakhilome W., 2019, "Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 279-303, DOI: 10.1016/j.ribaf.2018.08.004.
• Donadelli, Michael & Gerotto, Luca, 2019, "Non-macro-based Google searches, uncertainty, and real economic activity," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 111-142, DOI: 10.1016/j.ribaf.2018.12.007.
• Razek, Noha H.A. & Michieka, Nyakundi M., 2019, "OPEC and non-OPEC production, global demand, and the financialization of oil," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 201-225, DOI: 10.1016/j.ribaf.2019.05.009.
• Katsiampa, Paraskevi, 2019, "An empirical investigation of volatility dynamics in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 322-335, DOI: 10.1016/j.ribaf.2019.06.004.
• Białowolski, Piotr, 2019, "Economic sentiment as a driver for household financial behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 80, issue C, pages 59-66, DOI: 10.1016/j.socec.2019.03.006.
• Behera, Deepak Kumar & Dash, Umakant, 2019, "Prioritization of government expenditure on health in India: A fiscal space perspective," Socio-Economic Planning Sciences, Elsevier, volume 68, issue C, DOI: 10.1016/j.seps.2018.11.004.
• Plakandaras, Vasilios & Papadimitriou, Theophilos & Gogas, Periklis, 2019, "Forecasting transportation demand for the U.S. market," Transportation Research Part A: Policy and Practice, Elsevier, volume 126, issue C, pages 195-214, DOI: 10.1016/j.tra.2019.06.008.
• Lee, Guenwoo & Suzuki, Aya & Nam, Vu Hoang, 2019, "Effect of network-based targeting on the diffusion of good aquaculture practices among shrimp producers in Vietnam," World Development, Elsevier, volume 124, issue C, pages 1-1, DOI: 10.1016/j.worlddev.2019.104641.
• Leo Krippner, 2019, "Will the Real Eigensystem VAR Please Stand Up? A Univariate Primer," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-01, Jan.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-08, Jan.
• Bao H. Nguyen & Tatsuyoshi Okimoto & Trung Duc Tran, 2019, "Uncertainty and Sign-Dependent Effects of Oil Market Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-10, Feb.
• Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2019, "Measuring the Fiscal Multiplier when Plans Take Time to Implement," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-13, Feb.
• Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2019, "The Australian Real-Time Fiscal Database: An Overview and an Illustration of its Use in Analysing Planned and Realised Fiscal Policies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-14, Feb.
• Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019, "Macroeconomic Time-Series Evidence That Energy Efficiency Improvements Do Not Save Energy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-21, Feb.
• Mala Raghavan, 2019, "An Analysis of the Global Oil Market Using SVARMA Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-25, Mar.
• Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019, "New Kid on the Block? China vs the US in World Oil Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-33, May.
• Christian Gross & Pierre L. Siklos, 2019, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-43, Jun.
• Mala Raghavan & Evelyn S. Devadason, 2019, "How Resilient is ASEAN-5 to Trade Shocks? Regional and Global Shocks Compared," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-53, Aug.
• Hilde C. Bjørnland & Leif Anders Thorsrud & Ragnar Torvik, 2019, "Dutch Disease Dynamics Reconsidered," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-55, Aug.
• Gunes Kamber & Benjamin Wong, 2019, "Global Factors and Trend Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-62, Aug.
• Kalvinder Shields & Trung Duc Tran, 2019, "Uncertainty in a Disaggregate Model: a Data Rich Approach using Google Search Queries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-83, Nov.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019, "Empirical Evidence on the Dynamics of Investment Under Uncertainty in the US," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-87, Dec.
• Hamish Burrell & Joaquin Vespignani, 2019, "The Industrial Impact of Economic Uncertainty Shocks in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-89, Dec.
• Luis Escobar & Miguel Chalup, 2019, "Desempeño Económico Departamental Durante la Crisis del COVID-19 en Bolivia: Un Enfoque de VAR de Frecuencia Mixta con Volatilidad Estocástica," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 3, issue 1, pages 89-110, Diciembre.
• Jérôme TRINH, 2019, "Disaggregating the Chinese annual national accounts to quarterly series," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2019-08.
• Luciano Campos, 2019, "The 2000s commodity boom and the exchange rate in Argentina," Applied Economic Analysis, Emerald Group Publishing Limited, volume 27, issue 79, pages 46-61, August, DOI: 10.1108/AEA-06-2019-0002.
• Laura Marquez-Ramos & Estefanía Mourelle, 2019, "Education and economic growth: an empirical analysis of nonlinearities," Applied Economic Analysis, Emerald Group Publishing Limited, volume 27, issue 79, pages 21-45, August, DOI: 10.1108/AEA-06-2019-0005.
• Aymen Ben Rejeb & Mongi Arfaoui, 2019, "Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 28, issue 3, pages 301-322, February, DOI: 10.1108/EJMBE-08-2018-0088.
• Ankie Scott-Joseph & Treshauna Felecia Turner, 2018, "Does the composition of government expenditure matter for Eastern Caribbean economies’ long-run sectoral output growth?," International Journal of Development Issues, Emerald Group Publishing Limited, volume 18, issue 1, pages 2-14, November, DOI: 10.1108/IJDI-01-2018-0011.