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

• Eduardo Loría Díaz & Emmanuel Gerardo Salas, 2019, "La relación entre robo y desempleo de varones jóvenes en México, 2005-2017," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 433-446, Julio - S.
• Taniya Ghosh & Prashant Mehul Parab, 2019, "Testing the Friedman-Schwartz hypothesis using time varying correlation," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-001, Jan.
• Dilip M. Nachane & Amlendu Dubey, 2019, "The Spectral envelope: An Application to the decoupling problem in economics," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-022, Jun.
• Espinoza-Licona, David R. & Pérez-Sosa, Felipe A., 2019, "El bitcoin, ¿una burbuja especulativa? Análisis de la estabilidad paramétrica de series de tiempo para el periodo 2009-2018," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 14, issue 51, pages 45-60, Segundo s.
• van der Wielen, Wouter, 2019, "The Macroeconomic Effects of Tax Reform: Evidence from the EU," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2019-04, Jun.
• Helena Chuliá & Christoph Koser & Jorge M. Uribe, 2019, "“Uncovering the time-varying relationship between commonality in liquidity and volatility”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201916, Sep, revised Sep 2019.
• Fabio Canetg & Daniel Kaufmann, 2019, "Shocking Interest Rate Floors," IRENE Working Papers, IRENE Institute of Economic Research, number 19-02, May.
• Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019, "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/68, Feb.
• Burcu Kuzören & Hamza Çeştepe & Hüseyin İçen, 2019, "The Effect of Institutions and Human Capital on Economic Growth: The Case of Turkey," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 30, issue 0, pages 65-81, June, DOI: 10.26650/ekoist.2018.30.0010.
• Belke, Ansgar H. & Frenzel Baudisch, Coletta & Göcke, Matthias, 2019, "Interest Rate Bands of Inaction and Play-Hysteresis in Domestic Investment: Evidence for the Euro Area," IZA Discussion Papers, IZA Network @ LISER, number 12567, Aug.
• Sikiru Jimoh Babalola & Saidatulakmal Mohd & Kizito Uyi Ehigiamusoe & Hammed Onikola, 2019, "Impact Of Foreign Direct Investment, Aid And Trade On Economic Growth In Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 4, pages 15-31, Fall.
• Hangyong Lee and Jin Lee, 2019, "Inflation Co-Movement in the ASEAN Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 44, issue 4, pages 135-152, December.
• Martin Geiger & Jochen Güntner, 2019, "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2019-13, May.
• Ferraresi Tommaso & Roventini Andrea & Semmler Willi, 2019, "Macroeconomic Regimes, Technological Shocks and Employment Dynamics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 239, issue 4, pages 599-625, August, DOI: 10.1515/jbnst-2018-0003.
• Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019, "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 343-366, January, DOI: 10.1007/s10614-017-9743-z.
• Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina, 2019, "Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 2, pages 647-667, August, DOI: 10.1007/s10614-018-9842-5.
• Panagiotis Palaios & Evangelia Papapetrou, 2019, "Asymmetric dynamics in the social contributions and social benefits nexus in Greece," Economic Change and Restructuring, Springer, volume 52, issue 4, pages 327-349, November, DOI: 10.1007/s10644-018-9234-9.
• Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
• Leon Podkaminer, 2019, "The decline in investment shares is not caused by falling relative prices of capital: a note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 369-380, May, DOI: 10.1007/s10663-018-9401-2.
• Anna Louisa Merkel & Johannes Lohse, 2019, "Is fairness intuitive? An experiment accounting for subjective utility differences under time pressure," Experimental Economics, Springer;Economic Science Association, volume 22, issue 1, pages 24-50, March, DOI: 10.1007/s10683-018-9566-3.
• Xiaojie Xu, 2019, "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 2, pages 155-181, June, DOI: 10.1007/s11408-019-00330-7.
• Samir Kadiric & Arthur Korus, 2019, "The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets," International Economics and Economic Policy, Springer, volume 16, issue 1, pages 65-102, March, DOI: 10.1007/s10368-018-00424-z.
• Riadh Abed & Amna Zardoub, 2019, "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 701-719, October, DOI: 10.1007/s10368-019-00444-3.
• Kyriaki Begiazi & Paraskevi Katsiampa, 2019, "Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 2, pages 290-309, February, DOI: 10.1007/s11146-018-9652-5.
• George Apostolakis & Athanasios P. Papadopoulos, 2019, "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, volume 30, issue 1, pages 157-178, February, DOI: 10.1007/s11079-018-9507-y.
• David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, volume 30, issue 3, pages 593-620, July, DOI: 10.1007/s11079-019-09526-w.
• Jinan Liu & Apostolos Serletis, 2019, "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, volume 30, issue 4, pages 779-811, September, DOI: 10.1007/s11079-019-09547-5.
• Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019, "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 3, pages 901-921, April, DOI: 10.1007/s11156-018-0730-9.
• Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
• Dominik Bertsche, 2019, "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-06, Dec.
• Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1907, Apr.
• Samad Sarferaz & Florian Eckert, 2019, "Agnostische Schätzung und Zerlegung von Produktionslücken," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 4, pages 27-36, December, DOI: 10.3929/ethz-b-000385527.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-457, Jul, DOI: 10.3929/ethz-b-000354388.
• Boriss Siliverstovs & Daniel Wochner, 2019, "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-463, Oct, DOI: 10.3929/ethz-b-000374306.
• Florian Eckert & Samad Sarferaz, 2019, "Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-467, Dec, DOI: 10.3929/ethz-b-000384365.
• Hortay, Olivér & Szőke, Tamás, 2019, "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon
  [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 788-804, DOI: 10.18414/KSZ.2019.7-8.788.
• Giuseppe Cavaliere & Anders Rahbek, 2019, "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers, University of Copenhagen. Department of Economics, number 19-03, Apr.
• Simon Hetland & Rasmus Søndergaard Pedersen & Anders Rahbek, 2019, "Dynamic Conditional Eigenvalue GARCH," Discussion Papers, University of Copenhagen. Department of Economics, number 19-13, Dec.
• Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019, "Speculative Bubbles in Segmented Markets," Working Papers, Lancaster University Management School, Economics Department, number 268640661.
• Ricardo Troncoso-Sepúlveda, 2019, "Price transmission of rice in Colombia and the world," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 91, pages 151-179, Julio - D, DOI: 10.17533/udea.le.n91a05.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/05, May.
• Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019, "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 28, Nov.
• Andreas Brunhart, 2019, "Der neue Konjunkturindex „KonSens“: Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein," Arbeitspapiere, Liechtenstein-Institut, number 62, Sep.
• Chivakul, Mali & Kassner, Bernhard, 2019, "Can Consumption Growth in China Keep Up as Investment Slows?," Munich Reprints in Economics, University of Munich, Department of Economics, number 78225.
• Muhamad Irzal & Kiki Verico, 2019, "The Economic Correlation between China and Southeast Asian Countries: Derivative Market and Real Sector Analysis," LPEM FEBUI Working Papers, LPEM, Faculty of Economics and Business, University of Indonesia, number 201934, Mar.
• Rahimi, Azadeh, 2019, "The Endogenous or Exogenous Nature of Money Supply: Case of Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 14, issue 1, pages 27-40, January.
• Evanthia Chatzitzisi & Stilianos Fountas & Theodore Panagiotidis, 2019, "Another Look at Calendar Anomalies," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_02, Feb, revised Feb 2019.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Desperate times call for desperate measures: government spending multipliers in hard times," Department of Economics Working Papers, McMaster University, number 2019-11, Sep.
• Gábor Kutasi & Andrea Lőrincz & Eszter Szabó, 2019, "Impact of Savings on Capitalization: Case of Southeast Asian Economies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 5, issue 1, pages 30-40, DOI: 10.11118/ejobsat.v5i1.155.
• Karol Szafranek & Aleksandra Hałka, 2019, "Determinants of Low Inflation in an Emerging, Small Open Economy through the Lens of Aggregated and Disaggregated Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 13, pages 3094-3111, October, DOI: 10.1080/1540496X.2018.1541793.
• Andrew Phiri, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Working Papers, Department of Economics, Nelson Mandela University, number 1901, Jan, revised Jan 2019.
• Lutho Mbekeni & Andrew Phiri, 2019, "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers, Department of Economics, Nelson Mandela University, number 1903, May, revised May 2019.
• Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
• Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
• Kambale Kavese & Andrew Phiri, 2019, "Fiscal cyclicality in South African public expenditures: Do asymmetries explain inconsistencies?," Working Papers, Department of Economics, Nelson Mandela University, number 1909, Sep, revised Sep 2019.
• Andrew Phiri, 2019, "Is Neo-Fisherian ‘alive’ in South Africa? A frequency domain causality approach," Working Papers, Department of Economics, Nelson Mandela University, number 1911, Nov, revised Nov 2019.
• Pietro Dallari & Antonio Ribba, 2019, "The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0143, Mar.
• Antonio Ribba, 2019, "Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0160, Dec.
• Pietro Dallari & Antonio Ribba, 2019, "The Dynamic Effects of Monetary Policy and Government Spending Shocks on Unemployment in the Peripheral Euro Area Countries," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 141, Feb.
• Antonio Ribba, 2019, "Is the unemployment inflation trade-off still alive in the Euro Area and its member countries? It seems so," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 143, Dec.
• Tokuo Iwaisako & Huan Li, 2019, "Effects of Financialization of Energy Markets on International Capital Flows in Emerging Economies," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 15, issue 1, pages 21-34, July.
• Bo Zhang & Jiti Gao & Guangming Pan, 2019, "A Near Unit Root Test for High-Dimensional Nonstationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/19.
• Earo Wang & Dianne Cook & Rob J Hyndman, 2019, "A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/19.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/19.
• Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
• Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019, "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/19.
• Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2019, "Spiked Eigenvalues of High-Dimensional Separable Sample Covariance Matrices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 31/19.
• Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang, 2019, "An Integrated Panel Data Approach to Modelling Economic Growth," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/19.
• Mouldi Djelassi & Mdalla Omrani, 2019, "Asymmetric Effect in the Relationship between Oil Prices and Activity: An Estimate of the VECM Model for Eight Emerging Countries," Business and Economic Research, Macrothink Institute, volume 9, issue 2, pages 92-117, June.
• Shankar Ghimire & Rebecca Tomasik, 2019, "Globalization and the U.S. Economy: An Analysis of Outsourcing and Labor Market Restructuring," Journal of Economic Insight, Missouri Valley Economic Association, volume 45, issue 2, pages 69-88.
• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019, "Do SVARs with sign restrictions not identify unconventional monetary policy shocks ?," Working Paper Research, National Bank of Belgium, number 372, Jun.
• Milena Suliga & Tomasz Wójtowicz, 2019, "Expiration day effects of stock and index futures on the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 1, pages 45-82.
• Jan Przystupa, 2019, "Symmetric or asymmetric? Monetary policy and Polish economy reactions over the business cycle," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 4, pages 375-410.
• Mariusz Kapuściński & Ilona Pietryka, 2019, "The impact of the excess reserves of the banking sector on interest rates and money supply in Poland," NBP Working Papers, Narodowy Bank Polski, number 300.
• Anna Sznajderska & Mariusz Kapuściński, 2019, "The spillover effects of Chinese economy on Southeast Asia and Oceania," NBP Working Papers, Narodowy Bank Polski, number 315.
• Mohammed Touitou & Yacine Laib & Ahmed Boudeghdegh, 2019, "The Impact Of Exchange Rate On Economic Growth In Algeria," CBU International Conference Proceedings, ISE Research Institute, volume 7, issue 0, pages 323-330, September, DOI: 10.12955/cbup.v7.1381.
• Rangan Gupta & Mark E. Wohar, 2019, "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 151-163, June.
• Goodness C. Aye & Rangan Gupta, 2019, "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 3, pages 93-121, September.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-18, Nov.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-19, Nov.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019, "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.
• Andrzej JARYNOWSKI, 2019, "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 50-64.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/040, Jan.
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019, "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/093, Jan.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/040, Jan.
• Sibel Yılmaz Türkmen & Yakup Söylemez, 2019, "Impact of Working Capital Components On Firm’s Profitability: The Case of Iron, Steel Metal Industry Sector in Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 11-32, April, DOI: https://doi.org/10.33203/mfy.431831.
• Christiane Baumeister & James D. Hamilton, 2019, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, volume 109, issue 5, pages 1873-1910, May.
• Dario Caldara & Edward Herbst, 2019, "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 1, pages 157-192, January.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2019, "Gender Equality as an Enforcer of Individuals’ Choice between Education and Fertility: Evidence from 19th Century France," Working Papers, Association Française de Cliométrie (AFC), number 12-19.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/040, Jan.
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019, "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/093, Jan.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, , "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," 165th Seminar, April 4-5, 2019, Berlin, Germany, European Association of Agricultural Economists, number 288444, DOI: 10.22004/ag.econ.288444.
• Phiri, Andrew, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 15, issue 3, DOI: 10.22004/ag.econ.301158.
• Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019, "Potential Growth and Natural Yield Curve in Japan," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1912, Apr.
• Nooman Rebei & Rashid Sbia, 2019, "Transitory and Permanent Shocks in the Global Market for Crude Oil," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1918, May.
• Etienne Vaccaro-Grange, 2019, "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1932, Nov.
• Mastromarco, Camilla & Simar, Leopold & Wilson, Paul, 2019, "Predicting Recessions: A New Measure of Output Gap as Predictor," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019023, Jan.
• Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R., 2019, "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2019024, Jan.
• Alisher Tolepbergen, 2019, "The Importance of Terms of Trade Shocks: Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 4, Dec, revised Jul 2020.
• Grace Ofori-Abebrese & Samuel Tawiah Baidoo & Peter Yaw Osei, 2019, "The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana," Economics Literature, WERI-World Economic Research Institute, volume 1, issue 2, pages 117-132, December, DOI: 10.22440/elit.1.2.3.
• Riccardo (Jack) Lucchetti & Ioannis A. Venetis, 2019, "Dynamic Factor Models in gretl. The DFM package," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 7, Jan.
• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019, "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 440, Oct.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2019, "Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 1/2019, May.
• Жузбаев А.М. // Zhuzbayev A.M. & Орлов К.В. // Orlov K.V., 2019, "Использование квартальной прогностической модели и сателлитных моделей в системе анализа и прогнозирования НБ РК // Use of the quarterly predictive model and satellite models in the analysis and forecasting system of the NBK," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue special, pages 3-14.
• Жузбаев Адам // Zhuzbayev Adam & Сейдахметова Баян // Seidakhmetova Bayan, 2019, "Влияние факторов на потребительский спрос в Казахстане: эмпирическая оценка // Factors of the consumer demand: an empirical assessment," Working Papers, National Bank of Kazakhstan, number #2019-2.
• Жузбаев Адам // Zhuzbayev Adam, 2019, "Система прогнозирования и оценивания параметров бюджетной политики Казахстана на основе международного опыта // The system for forecasting and evaluating the parameters of the budgetary policy of Kazakhstan based on international experience," Working Papers, National Bank of Kazakhstan, number #2019-1.
• Evzen Kocenda & Karen Poghosyan, 2017, "Export sophistication: A dynamic panel data approach," Working Papers, Central Bank of Armenia, number 8, Nov.
• Ali Alichi & Hayk Avetisyan & Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang & Armen Nurbekyan & Lusine Torosyan, 2019, "Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis," Working Papers, Central Bank of Armenia, number 9, Feb, revised Aug 2019.
• Haykaz Igityan, 2019, "Asymmetric Effects of Monetary Policy in Different Phases of Armenia's Business Cycle," Working Papers, Central Bank of Armenia, number 11, Sep.
• Hayk Karapetyan, 2019, "Estimating Potential Output at the Central Bank of Armenia," Working Papers, Central Bank of Armenia, number 12, Oct.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019, "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers, arXiv.org, number 1902.10991, Feb, revised Dec 2020.
• Kyungsub Lee & Byoung Ki Seo, 2019, "Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data," Papers, arXiv.org, number 1908.05089, Aug.
• Christian Francq & Jean-Michel Zakoian, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," Papers, arXiv.org, number 1909.04661, Sep.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019, "Desperate times call for desperate measures: government spending multipliers in hard times," Papers, arXiv.org, number 1909.09824, Sep, revised May 2020.
• Marco Piccirilli & Maren Diane Schmeck & Tiziano Vargiolu, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Papers, arXiv.org, number 1910.01044, Oct.
• Matteo Barigozzi & Matteo Luciani, 2019, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Papers, arXiv.org, number 1910.03821, Oct, revised Sep 2024.
• Niko Hauzenberger & Michael Pfarrhofer, 2019, "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers, arXiv.org, number 1911.06206, Nov, revised Sep 2020.
• Dinu AIRINEI & Daniel HOMOCIANU, 2019, "Using the GiPlot Online Interactive Tool to Explore Business and Financial Data in the Context of the Ex Post Component of the Audit," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 17, issue 156, pages 628-628.
• Domagoj Sajter, 2019, "Time-Series Analysis Of The Most Common Cryptocurrencies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 267-282, june.
• Matteo Deleidi, 2019, "Endogenous money theory: horizontalists, structuralists and the credit market," Bulletin of Political Economy, Bulletin of Political Economy, volume 13, issue 1, pages 21-53, June.
• Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
• Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019, "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19120.
• Terrance Grieb & Nam Hoang, 2019, "The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets," Review of Economics & Finance, Better Advances Press, Canada, volume 17, pages 1-15, August.
• Petar Peshev & Statty Stattev & Kristina Stefanova & Meglena Lazarova, 2019, "Financial Wealth Inequality Drivers in a Small EU Member Country: An Example from Bulgaria during the Period 2005-2017," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 41-72.
• Abdulrasheed Zakari & Vincent Tawiah, 2019, "Impact of Electricity Consumption, Financial Development, Trade Openness on CO2 Emissions: Evidence from Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 143-157.
• Hartl, Tobias & Weigand, Roland, 2019, "Multivariate Fractional Components Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 38283.
• Xiaohong Chen & Paul Wohlfarth, 2019, "Drivers of bank loan growth in China: government or market?," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1909, Nov.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019, "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1910, Dec.
• Patrick Fève & Alban Moura & Olivier Pierrard, 2019, "Shadow banking and the Great Recession: Evidence from an estimated DSGE model," BCL working papers, Central Bank of Luxembourg, number 125, Mar.
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• Luis Lanteri, 2019, "External Prices Shocks and the Real Exchange Rate. The Dutch Disease in the Argentine Case," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201984, Jan.
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• Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun, 2019, "Real-time regional GDP forecasting: statistical aspects and a forecasting model," Economic Bulletin, Banco de España, issue JUN.
• María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun, 2019, "An application of dynamic factor models to nowcast regional economic activity in Spain," Occasional Papers, Banco de España, number 1904, Mar.
• María Dolores Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2019, "Ciclos económicos y clusters regionales en Europa," Occasional Papers, Banco de España, number 1914, Jul.
• Federico Lubello & Abdelaziz Rouabah, 2019, "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Financial Stability Review, Banco de España, issue Autumn.
• Federico Lubello & Abdelaziz Rouabah, 2019, "Capturing macroprudential regulation effectiveness: a DSGE approach with shadow intermediaries," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
• Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019, "Measuring retail trade using card transactional data," Working Papers, Banco de España, number 1921, Jul.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019, "Fluctuations in Global Macro Volatility," Working Papers, Banco de España, number 1925, Jul.
• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019, "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," Working Papers, Banco de España, number 1926, Jul.
• Michael Funke & Danilo Leiva-Leon & Andrew Tsang, 2019, "Mapping China’s time-varying house price landscape," Working Papers, Banco de España, number 1930, Sep.
• Stéphane Dées & Alessandro Galesi, 2019, "The global financial cycle and us monetary policy in an interconnected world," Working Papers, Banco de España, number 1942, Dec.
• Mario Alloza & Jesús Gonzalo & Carlos Sanz, 2019, "Dynamic effects of persistent shocks," Working Papers, Banco de España, number 1944, Dec.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019, "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers, Banco de España, number 1947, Dec.
• Gergely Ganics & Florens Odendahl, 2019, "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers, Banco de España, number 1948, Dec.
• Marcello Pericoli, 2019, "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 542, Dec.
• Andrea Colabella, 2019, "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1207, Feb.
• Angela Capolongo & Claudia Pacella, 2019, "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1224, Jun.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019, "News and consumer card payments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1233, Oct.
• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
• Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019, "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1257, Dec.
• Angeles Galvan Daniel & Cortés Espada Josué Fernando & Sámano Daniel, 2019, "Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico," Working Papers, Banco de México, number 2019-10, Jul.
• Jaramillo Rodríguez Jorge & Pech Moreno Luis Alberto & Ramírez Claudia & Sanchez-Amador David, 2019, "Nonlinear Exchange Rate Pass-Through in Mexico," Working Papers, Banco de México, number 2019-16, Nov.
• Hernández Vega Marco A., 2019, "How Relevant are Capital Flows for House Prices in Emerging Economies?," Working Papers, Banco de México, number 2019-19, Dec.
• Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019, "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1063, Feb, DOI: 10.32468/be.1063.pdf?sequence=11&is.
• Carlos David Ardila-Dueñas & Hernán Rincón-Castro, 2019, "¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?," Borradores de Economia, Banco de la Republica de Colombia, number 1077, Jun, DOI: 10.32468/be.1077.
• Davinson Stev Abril Salcedo & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2019, "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Borradores de Economia, Banco de la Republica de Colombia, number 1085, Jul, DOI: 10.32468/be.1085.
• Mustafa Ozan Yıldırım & Özge Filiz Yağcıbaşı, 2019, "The Dynamics Of House Prices And Fiscal Policy Shocks In Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 39-60, January –.
• M. Kemal Biçerli & Merve Kocaman, 2019, "The Impact Of Minimum Wage On Unemployment, Prices, And Growth: A Multivariate Analysis For Turkey," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 65-84, April – J.
• Stéphane Lhuissier & Fabien Tripier, 2019, "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers, Banque de France, number 714.
• Sanvi Avouyi-Dovi & Christian Pfister & Franck Sédillot, 2019, "French Households Portfolio: The Financial Almost Ideal Demand System Appraisal," Working papers, Banque de France, number 728.
• Gergely Ganics & Florens Odendahl, 2019, "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers, Banque de France, number 733.
• Stéphane Dees & Alessandro Galesi, 2019, "The Global Financial Cycle and US Monetary Policy in an Interconnected World," Working papers, Banque de France, number 744.
• Geert Mesters & Régis Barnichon, 2019, "The Phillips Multiplier," Working Papers, Barcelona School of Economics, number 1070, Jan.
• Geert Mesters & Régis Barnichon, 2019, "Identifying Modern Macro Equations with Old Shocks," Working Papers, Barcelona School of Economics, number 1097, May.
• Piotr Zwiernik & Majid M. Al-Sadoon, 2019, "The Identification Problem for Linear Rational Expectations Models," Working Papers, Barcelona School of Economics, number 1114, Sep.
• Konstantin A. Kholodilin & Aleksei Netsunajev, 2019, "Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 19, issue 1, pages 39-51, DOI: 10.1080/1406099X.2018.1547566.
• Karolina Konopczak, 2019, "Can inaction account for the incomplete exchange rate pass-through? Evidence from threshold ARDL model," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 19, issue 2, pages 276-295, DOI: 10.1080/1406099X.2019.1654223.
• Piccirilli, Marco & Schmeck, Maren Diane & Vargiolu, Tiziano, 2019, "Capturing the power options smile by an additive two-factor model for overlapping futures prices," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 625, Oct.
• Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Discussion Papers, Department of Economics, University of Birmingham, number 19-09, Sep.
• María Gil & Javier J. Pérez & Alberto Urtasun, 2019, "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019, "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," BIS Working Papers, Bank for International Settlements, number 788, Jun.
• Pavković Ana & Anđelinović Mihovil & Pavković Ivan, 2019, "Achieving Portfolio Diversification through Cryptocurrencies in European Markets," Business Systems Research, Sciendo, volume 10, issue 2, pages 85-107, September, DOI: 10.2478/bsrj-2019-020.
• Marina Tiunova, 2019, "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, volume 78, issue 3, pages 38-70, September, DOI: 10.31477/rjmf.201903.38.
• Elena Deryugina & Alexey Ponomarenko, 2019, "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series, Bank of Russia, number wps44, Sep.
• Sergei Seleznev, 2019, "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series, Bank of Russia, number wps47, Oct.
• Ramis Khabibullin, 2019, "What measures of real economic activity slack are helpful for forecasting Russian inflation?," Bank of Russia Working Paper Series, Bank of Russia, number wps50, Oct.
• Ranjan K. Mohanty & N. R. Bhanumurthy, 2019, "Analyzing the Dynamic Relationships between Physical Infrastructure, Financial Development and Economic Growth in India," Asian Economic Journal, East Asian Economic Association, volume 33, issue 4, pages 381-403, December, DOI: 10.1111/asej.12190.
• Nektarios A. Michail, 2019, "Examining The Stability Of Okun'S Coefficient," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 3, pages 240-256, July, DOI: 10.1111/boer.12157.