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

• Wang Li Wong & Chin Lee & Seow Shin Koong, 2019, "Housing prices in peninsular Malaysia: supported by income, foreign inflow or speculation?," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 3, pages 424-441, March, DOI: 10.1108/IJHMA-01-2018-0001.
• Charles A. Barragato, 2019, "The impact of accounting regulation on non-profit revenue recognition," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 20, issue 2, pages 190-206, May, DOI: 10.1108/JAAR-03-2017-0041.
• Van Anh Pham, 2019, "Impacts of the monetary policy on the exchange rate: case study of Vietnam," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 26, issue 2, pages 220-237, July, DOI: 10.1108/JABES-11-2018-0093.
• Alejandra Olivares Rios & Gabriel Rodríguez & Miguel Ataurima Arellano, 2019, "Estimation of Peru’s sovereign yield curve: the role of macroeconomic and latent factors," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 533-563, August, DOI: 10.1108/JES-04-2017-0089.
• Bruno Bernal & Juan Carlos Molero & Fernando Perez De Gracia, 2019, "Impact of fossil fuel prices on electricity prices in Mexico," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 356-371, March, DOI: 10.1108/JES-07-2017-0198.
• Nazneen Ahmad & Sandeep Kumar Rangaraju, 2019, "Macroeconomic effects of consumer confidence shock – evidence for state dependence," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 7, pages 1293-1308, November, DOI: 10.1108/JES-11-2017-0326.
• Alfredo M. Pereira & Rui M. Pereira & Pedro G. Rodrigues, 2019, "Health care investments and economic performance in Portugal: an industry level analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 6, pages 1174-1200, October, DOI: 10.1108/JES-12-2017-0366.
• Marco Erling, 2019, "Analyzing precious metals returns using a Kalman smoother approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 1, pages 89-111, June, DOI: 10.1108/SEF-05-2017-0136.
• McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-13, Mar.
• McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-14, Mar.
• Asai, M. & Gupta, R. & McAleer, M.J., 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-16, Mar.
• Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019, "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-29, Aug.
• Schnücker, A.M., 2019, "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI-2019-33, Nov.
• Franses, Ph.H.B.F., 2019, "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2020-03, Sep.
• Alejandro Islas & Víctor M. Guerrero, 2019, "Joint smoothing of GDP and unemployment with a bivariate HP filter/Suavizamiento conjunto del PIB y la tasa de desempleo con un filtro HP bivariado," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 34, issue 1, pages 3-24.
• David Woroniuk & Arzé Karam & Tooraj Jamasb, 2019, "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1922, Jul.
• Bowei Guo & Giorgio Castagneto Gissey, 2019, "Cost Pass-through in the British Wholesale Electricity Market: Implications of Brexit and the ETS reform," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG1937, Dec.
• Muhamet Aliu & Arbana Sahiti & Albina Kalimashi, 2019, "Risk Management of Commercial Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 197-212.
• Ioannis Katrakylidis & Michael Madas, 2019, "International Trade and Logistics: An Empirical Panel Investigation of the Dynamic Linkages between the Logistics and Trade and their Contribution to Economic Growth," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 3-21.
• Clara Inés Pardo Martínez & Alexander Cotte Poveda & Nicolas Ronderos, 2019, "An Analysis for New Institutionality in Science, Technology and Innovation in Colombia Using a Structural Vector Autoregression Model," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 218-228.
• Ranjan Kumar Mohanty & N. R. Bhanumurthy, 2019, "Analyzing the Dynamic Relationship between Physical Infrastructure, Financial Development and Economic Growth in India," Working Papers, eSocialSciences, number id:12967, Jan.
• Taniya Ghosh & Prashant Mehul Parab, 2019, "Testing the Friedman-Schwartz Hypothesis Using Time Varying Correlation," Working Papers, eSocialSciences, number id:12986, Jan.
• Bao H. NGUYEN & Tatsuyoshi OKIMOTO & Trung Duc TRAN, 2019, "Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19042, Jun.
• Gaetano D'Adamo & Nora Hesse & Julien Hartley & Nicolae Bîea, 2019, "Wage Dynamics in Romania," European Economy - Economic Briefs, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 044, May.
• Kristian Orsini & Mario Pletikosa, 2019, "Croatia's Tourism Industry – Part 2: Curse or Blessing?," European Economy - Economic Briefs, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 047, Jul.
• Sebastian Kripfganz & Daniel C. Schneider, 2019, "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers, University of Exeter, Department of Economics, number 1901.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers, European Xtramile Centre of African Studies (EXCAS), 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, European Xtramile Centre of African Studies (EXCAS), 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, European Xtramile Centre of African Studies (EXCAS), number 19/093, Jan.
• Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-11, Jul.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers, Federal Reserve Bank of Cleveland, number 18-03R, Sep, DOI: 10.26509/frbc-wp-201803r.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019, "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers, Federal Reserve Bank of Cleveland, number 18-14R, Jul, DOI: 10.26509/frbc-wp-201814r.
• Carsen Jentsch & Kurt Graden Lunsford, 2019, "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers, Federal Reserve Bank of Cleveland, number 19-08, May, DOI: 10.26509/frbc-wp-201908.
• Richard Ashley & Randal J. Verbrugge, 2019, "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers, Federal Reserve Bank of Cleveland, number 19-09R2, May, revised 14 Feb 2023, DOI: 10.26509/frbc-wp-201909r2.
• Mark Bognanni & John Zito, 2019, "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 19-29, Dec, DOI: 10.26509/frbc-wp-201929.
• Everett Grant & Julieta Yung, 2019, "Upstream, Downstream & Common Firm Shocks," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 360, Apr, DOI: 10.24149/gwp360.
• Soojin Jo & Justin J. Lee, 2019, "Uncertainty and Labor Market Fluctuations," Working Papers, Federal Reserve Bank of Dallas, number 1904, Jul, DOI: 10.24149/wp1904.
• Xiaoqing Zhou, 2019, "Refining the Workhorse Oil Market Model," Working Papers, Federal Reserve Bank of Dallas, number 1910, Sep, DOI: 10.24149/wp1910.
• Jens H. E. Christensen & Mark M. Spiegel, 2019, "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-15, Oct, DOI: 10.24148/wp2019-15.
• Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022, "Aggregate Implications of Changing Sectoral Trends," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-16, Jan, DOI: 10.24148/wp2019-16.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The Safety Premium of Safe Assets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-28, Feb, DOI: 10.24148/wp2019-28.
• Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019, "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-028, Apr, DOI: 10.17016/FEDS.2019.028.
• Cristina Conflitti & Matteo Luciani, 2019, "Oil Price Pass-Through into Core Inflation," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-04-30, Apr, DOI: 10.17016/2380-7172.2066.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2019, "Business Cycles Across Space and Time," Working Papers, Federal Reserve Bank of St. Louis, number 2019-010, Jan, revised 05 May 2021, DOI: 10.20955/wp.2019.010.
• Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019, "Contagious Switching," Working Papers, Federal Reserve Bank of St. Louis, number 2019-014, May, revised 28 Feb 2021, DOI: 10.20955/wp.2019.014.
• Laura E. Jackson & Christopher Otrok & Michael T. Owyang, 2019, "Tax Progressivity, Economic Booms, and Trickle-Up Economics," Working Papers, Federal Reserve Bank of St. Louis, number 2019-034, Nov, revised 06 Jun 2022, DOI: 10.20955/wp.2019.034.
• Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2019, "International Evidence on Long-Run Money Demand," Staff Report, Federal Reserve Bank of Minneapolis, number 587, Jun, DOI: 10.21034/sr.587.
• Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2019, "Online Appendix for: International Evidence on Long-Run Money Demand," Staff Report, Federal Reserve Bank of Minneapolis, number 588, Jun, DOI: 10.21034/sr.588.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports, Federal Reserve Bank of New York, number 885, Apr.
• Daniel J. Lewis, 2019, "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports, Federal Reserve Bank of New York, number 891, Jun.
• Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," Staff Reports, Federal Reserve Bank of New York, number 893, Aug.
• Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019, "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper, Federal Reserve Bank of Richmond, number 19-6, Feb.
• Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2019, "Aggregate Implications of Changing Sectoral Trends," Working Paper, Federal Reserve Bank of Richmond, number 19-11, May.
• Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019, "Indeterminacy and Imperfect Information," Working Paper, Federal Reserve Bank of Richmond, number 19-17, Oct.
• Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Working Paper, Federal Reserve Bank of Richmond, number 19-18, Oct.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_07, Jan.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019, "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_05, Jul.
• Fındık Özlem ALPER, 2019, "Determinants of Economic Growth: The Case of Turkey Under Structural Breaks," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Sergey M. Ivashchenko, 2019, "DSGE Models: Problem of Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 81-95, April, DOI: 10.31107/2075-1990-2019-2-81-95.
• Stefano Bistarelli & Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2019, "Model-based arbitrage in multi-exchange models for Bitcoin price dynamics," Digital Finance, Springer, volume 1, issue 1, pages 23-46, November, DOI: 10.1007/s42521-019-00001-2.
• Paolo Pagnottoni & Thomas Dimpfl, 2019, "Price discovery on Bitcoin markets," Digital Finance, Springer, volume 1, issue 1, pages 139-161, November, DOI: 10.1007/s42521-019-00006-x.
• Kevin Laubis & Marcel Konstantinov & Viliam Simko & Alexander Gröschel & Christof Weinhardt, 2019, "Enabling crowdsensing-based road condition monitoring service by intermediary," Electronic Markets, Springer;IIM University of St. Gallen, volume 29, issue 1, pages 125-140, March, DOI: 10.1007/s12525-018-0292-7.
• Łukasz Goczek & Dagmara Mycielska, 2019, "Actual monetary policy independence in a small open economy: the Polish perspective," Empirical Economics, Springer, volume 56, issue 2, pages 499-522, February, DOI: 10.1007/s00181-017-1370-y.
• Carolina Pagliacci, 2019, "Are we ignoring supply shocks? A proposal for monitoring cyclical fluctuations," Empirical Economics, Springer, volume 56, issue 2, pages 445-467, February, DOI: 10.1007/s00181-017-1371-x.
• Salah Abosedra & Chor Foon Tang, 2019, "Are exports a reliable source of economic growth in MENA countries? New evidence from the rolling Granger causality method," Empirical Economics, Springer, volume 56, issue 3, pages 831-841, March, DOI: 10.1007/s00181-017-1374-7.
• Ronald A. Babula & Daowei Zhang, 2019, "Assessing the role of futures position substitutability in a monthly model of factor demand for softwood lumber," Empirical Economics, Springer, volume 56, issue 3, pages 1097-1116, March, DOI: 10.1007/s00181-017-1377-4.
• Stephan B. Bruns & David I. Stern, 2019, "Lag length selection and p-hacking in Granger causality testing: prevalence and performance of meta-regression models," Empirical Economics, Springer, volume 56, issue 3, pages 797-830, March, DOI: 10.1007/s00181-018-1446-3.
• Marko Melolinna & Máté Tóth, 2019, "Output gaps, inflation and financial cycles in the UK," Empirical Economics, Springer, volume 56, issue 3, pages 1039-1070, March, DOI: 10.1007/s00181-018-1498-4.
• Wei-Fong Pan, 2019, "Detecting bubbles in China’s regional housing markets," Empirical Economics, Springer, volume 56, issue 4, pages 1413-1432, April, DOI: 10.1007/s00181-017-1394-3.
• A. Phiri, 2019, "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, volume 56, issue 5, pages 1515-1547, May, DOI: 10.1007/s00181-017-1397-0.
• Niels Framroze Møller, 2019, "Decoding unemployment persistence: an econometric framework for identifying and comparing the sources of persistence with an application to UK macrodata," Empirical Economics, Springer, volume 56, issue 5, pages 1489-1514, May, DOI: 10.1007/s00181-017-1400-9.
• Aktham I. Maghyereh & Basil Awartani & Osama D. Sweidan, 2019, "Oil price uncertainty and real output growth: new evidence from selected oil-importing countries in the Middle East," Empirical Economics, Springer, volume 56, issue 5, pages 1601-1621, May, DOI: 10.1007/s00181-017-1402-7.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Jorge Luis Hurtado-Guarin & Luis Fernando Melo-Velandia, 2019, "Volatility spillovers among global stock markets: measuring total and directional effects," Empirical Economics, Springer, volume 56, issue 5, pages 1581-1599, May, DOI: 10.1007/s00181-017-1406-3.
• Gregor Bäurle & Rolf Scheufele, 2019, "Credit cycles and real activity: the Swiss case," Empirical Economics, Springer, volume 56, issue 6, pages 1939-1966, June, DOI: 10.1007/s00181-018-1449-0.
• Till Strohsal & Christian R. Proaño & Jürgen Wolters, 2019, "Assessing the cross-country interaction of financial cycles: evidence from a multivariate spectral analysis of the USA and the UK," Empirical Economics, Springer, volume 57, issue 2, pages 385-398, August, DOI: 10.1007/s00181-018-1471-2.
• Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019, "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, volume 57, issue 2, pages 423-448, August, DOI: 10.1007/s00181-018-1480-1.
• Ngan Tran, 2019, "Asymmetric effects of fiscal balance on monetary variables: evidence from large emerging economies," Empirical Economics, Springer, volume 57, issue 3, pages 1045-1076, September, DOI: 10.1007/s00181-018-1483-y.
• Michael Pedersen, 2019, "The impact of commodity price shocks in a copper-rich economy: the case of Chile," Empirical Economics, Springer, volume 57, issue 4, pages 1291-1318, October, DOI: 10.1007/s00181-018-1485-9.
• Muhammad Arshad Khan & Muhammad Iftikhar Ul Husnain & Qaisar Abbas & Syed Zulfiqar Ali Shah, 2019, "Asymmetric effects of oil price shocks on Asian economies: a nonlinear analysis," Empirical Economics, Springer, volume 57, issue 4, pages 1319-1350, October, DOI: 10.1007/s00181-018-1487-7.
• Filippo Lechthaler & Lisa Leinert, 2019, "Moody oil: What is driving the crude oil price?," Empirical Economics, Springer, volume 57, issue 5, pages 1547-1578, November, DOI: 10.1007/s00181-018-1504-x.
• Kamiar Mohaddes & Mehdi Raissi, 2019, "The US oil supply revolution and the global economy," Empirical Economics, Springer, volume 57, issue 5, pages 1515-1546, November, DOI: 10.1007/s00181-018-1505-9.
• Sercan Eraslan, 2019, "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Empirical Economics, Springer, volume 57, issue 5, pages 1653-1675, November, DOI: 10.1007/s00181-018-1516-6.
• Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2019, "Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty," Empirical Economics, Springer, volume 57, issue 6, pages 1959-1978, December, DOI: 10.1007/s00181-018-1539-z.
• Lucia Parisio & Matteo Pelagatti, 2019, "Market coupling between electricity markets: theory and empirical evidence for the Italian–Slovenian interconnection," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 36, issue 2, pages 527-548, July, DOI: 10.1007/s40888-018-0126-2.
• Jonathan Siverskog & Martin Henriksson, 2019, "Estimating the marginal cost of a life year in Sweden’s public healthcare sector," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 5, pages 751-762, July, DOI: 10.1007/s10198-019-01039-0.
• Patricia Ex & Cornelia Henschke, 2019, "Changing payment instruments and the utilisation of new medical technologies," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 20, issue 7, pages 1029-1039, September, DOI: 10.1007/s10198-019-01056-z.
• Ole Martin & Mathias Vetter, 2019, "Laws of large numbers for Hayashi–Yoshida-type functionals," Finance and Stochastics, Springer, volume 23, issue 3, pages 451-500, July, DOI: 10.1007/s00780-019-00390-7.
• Yasunobu Wakashiro, 2019, "Estimating price elasticity of demand for electricity: the case of Japanese manufacturing industry," International Journal of Economic Policy Studies, Springer, volume 13, issue 1, pages 173-191, January, DOI: 10.1007/s42495-018-0006-3.
• Jagannath Mallick, 2019, "The effects of government investment shocks on private investment: Empirical evidence from the developing economy," Indian Economic Review, Springer, volume 54, issue 2, pages 291-316, December, DOI: 10.1007/s41775-019-00052-7.
• Pedro Costa Ferreira & Raíra Marotta B. Vieira & Felipi Bruno Silva & Ingrid C. L. Oliveira, 2019, "Measuring Brazilian Economic Uncertainty," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 15, issue 1, pages 25-40, April, DOI: 10.1007/s41549-018-00034-3.
• Rangan Gupta & Chi Keng Marco Lau & Ruipeng Liu & Hardik A. Marfatia, 2019, "Price jumps in developed stock markets: the role of monetary policy committee meetings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 298-312, April, DOI: 10.1007/s12197-018-9444-z.
• Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019, "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 3, pages 421-455, July, DOI: 10.1007/s12197-018-9447-9.
• Yasuo Hirose & Takeki Sunakawa, 2019, "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Springer, volume 70, issue 1, pages 51-104, March, DOI: 10.1111/jere.12217.
• Fumio Hayashi, 2019, "Peril of the Inflation Exit Condition," The Japanese Economic Review, Springer, volume 70, issue 1, pages 4-27, March, DOI: 10.1111/jere.12218.
• Takamitsu Kurita, 2019, "A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 251-270, June, DOI: 10.1007/s40953-019-00162-2.
• Mehdi Hajamini, 2019, "Asymmetric Causality Between Inflation and Uncertainty: Evidences from 33 Developed and Developing Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 287-309, June, DOI: 10.1007/s40953-019-00165-z.
• Balasubramaniam Meghanadh & Lagesh Aravalath & Bhupesh Joshi & Raghunathan Sathiamoorthy & Manish Kumar, 2019, "Imputation of Missing Values in the Fundamental Data: Using MICE Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 3, pages 459-475, September, DOI: 10.1007/s40953-018-0142-7.
• Oludele Emmanuel Folarin, 2019, "Financial reforms and industrialisation: evidence from Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, volume 21, issue 1, pages 166-189, June, DOI: 10.1007/s40847-019-00075-z.
• Rómulo A. Chumacero, 2019, "Skills versus Luck: Bolivia and its recent Bonanza," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 28, issue 1, pages 1-27, December, DOI: 10.1186/s40503-019-0069-1.
• Saffet Akdağ & İlker Kiliç & Hakan Yildirim, 2019, "Does VIX scare stocks of tourism companies?," Letters in Spatial and Resource Sciences, Springer, volume 12, issue 3, pages 215-232, December, DOI: 10.1007/s12076-019-00238-w.
• Laurent Maurin, 2019, "Weakness of investment in Portugal: what role do credit supply and fiscal consolidation shocks play?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 1, pages 19-45, February, DOI: 10.1007/s10258-018-00151-y.
• António Afonso & Miguel St. Aubyn, 2019, "Economic growth, public, and private investment returns in 17 OECD economies," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 1, pages 47-65, February, DOI: 10.1007/s10258-018-0143-7.
• Charles Shaaba Saba & Nicholas Ngepah, 2019, "A cross-regional analysis of military expenditure, state fragility and economic growth in Africa," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 6, pages 2885-2915, November, DOI: 10.1007/s11135-019-00905-6.
• Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2019, "Exponent of Cross-sectional Dependence for Residuals," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 81, issue 1, pages 46-102, September, DOI: 10.1007/s13571-019-00196-9.
• Paulo Picchetti, 2019, "A Bayesian Approach to Predicting Cycles Using Composite Indicators," Societies and Political Orders in Transition, Springer, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti, "Business Cycles in BRICS", DOI: 10.1007/978-3-319-90017-9_20.
• Guido Bulligan & Lorenzo Burlon & Davide Delle Monache & Andrea Silvestrini, 2019, "Real and financial cycles: estimates using unobserved component models for the Italian economy," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 28, issue 3, pages 541-569, September, DOI: 10.1007/s10260-019-00453-1.
• Giovanna Bua & Carmine Trecroci, 2019, "International equity markets interdependence: bigger shocks or contagion in the 21st century?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 155, issue 1, pages 43-69, February, DOI: 10.1007/s10290-018-0325-5.
• Rosa Ferrentino & Luca Vota, 2019, "A structural vector autoregression model for the study of the Japanese GDP and of the Japanese inflation," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 9, issue 2, pages 1-6.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019, "Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis," ESRB Working Paper Series, European Systemic Risk Board, number 90, Mar.
• Wang, Dieter & van Lelyveld, Iman & Schaumburg, Julia, 2019, "Do information contagion and business model similarities explain bank credit risk commonalities?," ESRB Working Paper Series, European Systemic Risk Board, number 94, May.
• Emerson JACKSON & Edmund TAMUKE, 2019, "Predicting Disaggregated Tourist Arrivals In Sierra Leone Using Arima Model," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 10, issue 2, pages 132-142.
• Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019, "Estimating the Economy-Wide Rebound Effect Using Empirically Identified Structural Vector Autoregressions," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/27, Aug.
• Paul Levine, 2019, "The State of DSGE Modelling," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0319, Jan.
• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2019, "Information, VARs and DSGE Models," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1619, Oct.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael & Pauwels, Laurent, 2019, "Asymptotic Theory for Rotated Multivariate GARCH Models," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2019-03, Mar.
• Lisa-Cheree Martin, 2019, "Machine Learning vs Traditional Forecasting Methods: An Application to South African GDP," Working Papers, Stellenbosch University, Department of Economics, number 12/2019.
• Simon Beyeler & Sylvia Kaufmann, 2019, "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.08R, Mar.
• Anna Sznajderska, 2019, "The role of China in the world economy: evidence from a global VAR model," Applied Economics, Taylor & Francis Journals, volume 51, issue 15, pages 1574-1587, March, DOI: 10.1080/00036846.2018.1527464.
• Yamin Ahmad & Ming Chien Lo & Olena Staveley-O’Carroll, 2019, "Nonlinearities in the real exchange rates: new evidence from developed and developing countries," Applied Economics, Taylor & Francis Journals, volume 51, issue 25, pages 2731-2743, May, DOI: 10.1080/00036846.2018.1558354.
• Kevin Larcher & Jaebeom Kim & Youngju Kim, 2019, "Uncertainty shocks and asymmetric dynamics in Korea: a non-linear approach," Applied Economics, Taylor & Francis Journals, volume 51, issue 6, pages 594-610, February, DOI: 10.1080/00036846.2018.1502869.
• Andrew Phiri, 2019, "Does Military Spending Nonlinearly Affect Economic Growth in South Africa?," Defence and Peace Economics, Taylor & Francis Journals, volume 30, issue 4, pages 474-487, June, DOI: 10.1080/10242694.2017.1361272.
• Zacharias Psaradakis & Marián Vávra, 2019, "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 2, pages 248-262, February, DOI: 10.1080/07474938.2016.1261015.
• Sven Schreiber, 2019, "The estimation uncertainty of permanent-transitory decompositions in co-integrated systems," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 3, pages 279-300, March, DOI: 10.1080/07474938.2016.1235257.
• Stanislav Anatolyev & Nikolay Gospodinov, 2019, "Multivariate Return Decomposition: Theory and Implications," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 487-508, May, DOI: 10.1080/07474938.2017.1348677.
• Jan Mutl & Leopold Sögner, 2019, "Parameter estimation and inference with spatial lags and cointegration," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 6, pages 597-635, July, DOI: 10.1080/07474938.2017.1382803.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2019, "Priors for the Long Run," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 565-580, April, DOI: 10.1080/01621459.2018.1483826.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "On the Identification of Fractionally Cointegrated VAR Models With the Condition," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 134-146, January, DOI: 10.1080/07350015.2017.1294077.
• Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2019, "Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 419-435, July, DOI: 10.1080/07350015.2017.1356728.
• James Mitchell & Donald Robertson & Stephen Wright, 2019, "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 4, pages 681-695, October, DOI: 10.1080/07350015.2017.1415909.
• Rudrani Bhattacharya & Parma Chakravartti & Sudipto Mundle, 2019, "Forecasting India’s economic growth: a time-varying parameter regression approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 12, issue 3, pages 205-228, September, DOI: 10.1080/17520843.2019.1603169.
• N. Mhlaba & A. Phiri, 2019, "Is public debt harmful towards economic growth? New evidence from South Africa," Cogent Economics & Finance, Taylor & Francis Journals, volume 7, issue 1, pages 1603653-160, January, DOI: 10.1080/23322039.2019.1603653.
• Xiu Xu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2019, "Dynamic credit default swap curves in a network topology," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 10, pages 1705-1726, October, DOI: 10.1080/14697688.2019.1585560.
• Ying Chen & Wee Song Chua & Wolfgang Karl Härdle, 2019, "Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 9, pages 1473-1489, September, DOI: 10.1080/14697688.2019.1622290.
• Daniel Kaufmann & Gil Mehrez & Tugrul Gurgur, 2019, "Voice or public sector management? An empirical investigation of determinants of public sector performance based on a survey of public officials," Journal of Applied Economics, Taylor & Francis Journals, volume 22, issue 1, pages 321-348, January, DOI: 10.1080/15140326.2019.1627718.
• Rangan Gupta & Chi Keung Marco Lau & Vasilios Plakandaras & Wing-Keung Wong, 2019, "The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 2554-2567, January, DOI: 10.1080/1331677X.2019.1650657.
• Raghavan, Mala, 2019, "An analysis of the global oil market using SVARMA models," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-01.
• Raghavan, Mala & Devadason, Evelyn S, 2019, "How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-04.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019, "Crisis transmission: visualizing vulnerability," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-07.
• Burrell, Hamish & Vespignani, Joaquin, 2019, "The industrial impact of economic uncertainty shocks in Australia," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-08.
• Tayyar Buyukbasaran & Gokce Karasoy Can & Hande Kucuk, 2019, "Identifying Credit Supply Shocks in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1906.
• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2019, "Interaction of Monetary and Fiscal Policies in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1935.
• Robert Czudaj, 2019, "Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 030, May, revised May 2019.
• Yasuo Hirose & Takeki Sunakawa, 2019, "The Natural Rate of Interest in a Nonlinear DSGE Model," Working Papers, Tokyo Center for Economic Research, number e128, Feb.
• Anne Opschoor & André Lucas & Istvan Barra & Dick van Dijk, 2019, "Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-013/IV, Feb, revised 23 Oct 2019.
• Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman, 2019, "Bayesian Risk Forecasting for Long Horizons," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-018/III, Feb.
• Peter Boswijk & Yang Zu, 2019, "Adaptive Testing for Cointegration with Nonstationary Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-043/III, Jun.
• Anne Opschoor & André Lucas, 2019, "Time-varying tail behavior for realized kernels," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-051/IV, Jul.
• Anne Opschoor & André Lucas, 2019, "Observation-driven Models for Realized Variances and Overnight Returns," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-052/IV, Jul.
• Anoek Castelein & Dennis Fok & Richard Paap, 2019, "Dynamics in clickthrough and conversion probabilities of paid search advertisements," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-056/III, Aug.
• Peter Boswijk & Giuseppe Cavaliere & Iliyan Georgiev & Anders Rahbek, 2019, "Bootstrapping Non-Stationary Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-083/III, Dec.
• Martin Burda & Louis Belisle, 2019, "Copula Multivariate GARCH Model with Constrained Hamiltonian Monte Carlo," Working Papers, University of Toronto, Department of Economics, number tecipa-638, Apr.
• Regis Barnichon & Christian Brownlees, 2019, "Impulse Response Estimation by Smooth Local Projections," The Review of Economics and Statistics, MIT Press, volume 101, issue 3, pages 522-530, July.
• Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019, "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers, Toulouse School of Economics (TSE), number 19-996, Mar.
• Fabio Canetg & Daniel Kaufmann, 2019, "Shocking Interest Rate Floors," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp1901, May.
• Abhinav Anand & John Cotter, 2019, "Integration Among US Banks," Working Papers, Geary Institute, University College Dublin, number 201913, Sep.
• Laurentiu Guinea & Luis A. Puch & Jesús Ruiz, 2019, "News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-32, Sep.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019, "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-02, Aug.
• Oleksandr Faryna & Heli Simola, 2019, "How Trade Composition Affects Sensitivity to Foreign Shocks: Applying a Global VAR Model to Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 247, pages 4-18, DOI: 10.26531/vnbu2019.247.01.
• Anastasiia Antonova, 2019, "Price-Setting in Ukraine: Evidence from Online Prices," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 248, pages 4-10, DOI: 10.26531/vnbu2019.248.01.
• Mansur, Alfan, 2019, "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 53, issue 2, pages 139-152, DOI: http://dx.doi.org/10.17576/JEM-2019.
• 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 of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2019-44.
• Juan Gabriel Brida & Bibiana Lanzilotta & Lucía Rosich, 2019, "Common trends in producers’ expectations, the nonlinear linkage with Uruguayan GDP and its implications in economic growth forecasting," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 19-28, Dec.
• Burak Alparslan Eroglu & J. Isaac Miller & Taner Yigit, 2019, "Time-Varying Cointegration and the Kalman Filter," Working Papers, Department of Economics, University of Missouri, number 1905, Jun.
• Deepankar Basu & Leila Gautham, 2019, "What is the Impact of an Exogenous Shock to the Wage Share? VAR Results for the US Economy, 1973–2018," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2019-08.
• Régis Barnichon & Geert Mesters, 2019, "The Phillips multiplier," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1632, Jan.
• Régis Barnichon & Geert Mesters, 2019, "Identifying modern macro equations with old shocks," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1659, May.
• Majid Al-Sadoon & Piotr Zwiernik, 2019, "The identification problem for linear rational expectations models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1669, Sep.
• Régis Barnichon & Davide Debortoli & Christian Matthes, 2019, "Understanding the size of the government spending multiplier: It’s in the sign," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1688, Feb, revised Sep 2020.
• 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," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1689, Dec.
• S. Devrim Yilmaz & Engelbert Stockhammer, 2019, "Coupling Cycle Mechanisms: Minsky debt cycles and the Multiplier-Accelerator," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2019-02, Feb.
• Federico Bassi, 2019, "Capacity Utilization and the NAIRCU - Evidences of Hysteresis in EU countries," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2019-09, Oct.
• Bolboaca, Maria, 2019, "The Impact of Technological Change," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1902, Feb.
• Ivan Mendieta-Munoz & Mengheng Li, 2019, "The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2019_06.
• Mengheng Li & Ivan Mendieta-Munoz, 2019, "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 2019/08, Jun.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019, "Empirical evidence on the dynamics of investment under uncertainty in the U.S," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-18.
• Litwiński Michł, 2019, "The Influence of Income Inequalities on Socio-Economic Development in the European Union," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 1, pages 45-60, March, DOI: 10.15611/eada.2019.1.04.
• Shobande Olatunji A., 2019, "Monetary Policy Spillovers Through Industrial Growth in Nigeria: A Time Series Analysis," Economics and Business, Sciendo, volume 33, issue 1, pages 94-110, January, DOI: 10.2478/eb-2019-0007.
• Sekuła Paweł, 2019, "Causality Analysis Between Stock Market Indices," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 74-93, March, DOI: 10.15611/fins.2019.1.05.
• Oseni Isiaq O. & Adekunle Ibrahim A. & Alabi Mumeen O., 2019, "Exchange rate volatility and industrial output growth in Nigeria," Journal of Economics and Management, Sciendo, volume 38, issue 4, pages 129-156, December, DOI: 10.22367/jem.2019.38.07.
• Bechný Jakub, 2019, "Output gap in the Czech economy: DSGE approach," Review of Economic Perspectives, Sciendo, volume 19, issue 2, pages 137-156, June, DOI: 10.2478/revecp-2019-0008.
• Mavikela Nomahlubi & Mhaka Simba & Phiri Andrew, 2019, "The Inflation-Growth Relationship in SSA Inflation-Targeting Countries," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 64, issue 2, pages 84-102, August, DOI: 10.2478/subboec-2019-0011.
• Yang Hu & Les Oxley & Chunlin Lang, 2019, "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics, University of Waikato, number 19/12, Jul.
• Kufre J. Bassey & Michael K. Mba & Ochoche Abraham, 2019, "On Economic Growth - Reserve Accumulation Nexus In Nigeria: A Nonlinear Asymmetric Cointegration Estimation," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 19, issue 1, pages 27-39, June.
• Gerard J. van den Berg & Bas van der Klaauw, 2019, "Structural Empirical Evaluation Of Job Search Monitoring," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 60, issue 2, pages 879-903, May, DOI: 10.1111/iere.12376.
• Hilde C. Bjørnland & Leif Anders Thorsrud, 2019, "Commodity prices and fiscal policy design: Procyclical despite a rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 161-180, March, DOI: 10.1002/jae.2669.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019, "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 181-204, March, DOI: 10.1002/jae.2668.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 325-346, April, DOI: 10.1002/jae.2678.
• Matteo Barigozzi & Christian Brownlees, 2019, "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 347-364, April, DOI: 10.1002/jae.2676.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2019, "Uncertainty across volatility regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 437-455, April, DOI: 10.1002/jae.2672.
• Anthony Garratt & Shaun P. Vahey & Yunyi Zhang, 2019, "Real‐time forecast combinations for the oil price," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 456-462, April, DOI: 10.1002/jae.2673.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2019, "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 621-640, August, DOI: 10.1002/jae.2680.
• Xin Jin & John M. Maheu & Qiao Yang, 2019, "Bayesian parametric and semiparametric factor models for large realized covariance matrices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 641-660, August, DOI: 10.1002/jae.2685.
• Lucia Alessi & Mark Kerssenfischer, 2019, "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 661-672, August, DOI: 10.1002/jae.2706.
• Davaajargal Luvsannyam & Khuslen Batmunkh, 2019, "A factor‐augmented vector autoregressive (FAVAR) approach for monetary policy: Replication of the empirical results in “measuring the effects of monetary policy”," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 820-821, August, DOI: 10.1002/jae.2677.
• Giovanni Angelini & Luca Fanelli, 2019, "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 6, pages 951-971, September, DOI: 10.1002/jae.2736.