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

• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019, "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1027-1049, November, DOI: 10.1002/jae.2722.
• Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019, "Likelihood evaluation of models with occasionally binding constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1073-1085, November, DOI: 10.1002/jae.2729.
• Wei Lin & Gloria González‐Rivera, 2019, "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1121-1140, November, DOI: 10.1002/jae.2738.
• Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019, "Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 5, pages 1053-1096, August, DOI: 10.1111/jmcb.12622.
• Zeyyad Mandalinci & Haroon Mumtaz, 2019, "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1713-1730, September, DOI: 10.1111/jmcb.12576.
• Jan Pablo Burgard & Matthias Neuenkirch & Matthias Nöckel, 2019, "State‐Dependent Transmission of Monetary Policy in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 7, pages 2053-2070, October, DOI: 10.1111/jmcb.12592.
• Martín Almuzara & Dante Amengual & Enrique Sentana, 2019, "Normality tests for latent variables," Quantitative Economics, Econometric Society, volume 10, issue 3, pages 981-1017, July, DOI: 10.3982/QE859.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019, "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1213.
• Zezethu Zandile & Andrew Phiri, 2019, "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-27, March, DOI: 10.1142/S2194565919500040.
• Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
• Katarzyna Maciejowska, 2019, "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/02, Jul.
• Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.
• Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019, "Asymptotic F Tests under Possibly Weak Identification," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-03-12, Mar.
• Ismail Olaleke Fasanya Oluwatomisin Oyewole Taofeek Agbatogun, 2019, "Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 2, pages 71-94, November, DOI: 10.2478/zireb-2019-0021.
• Breitenlechner, Max & Nuutilainen, Riikka, 2019, "China's monetary policy and the loan market: How strong is the credit channel in China?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2019.
• Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019, "Assessing U.S. aggregate fluctuations across time and frequencies," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2019.
• Ambrocio, Gene, 2019, "Measuring household uncertainty in EU countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2019.
• Bettendorf, Timo & Heinlein, Reinhold, 2019, "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers, Deutsche Bundesbank, number 06/2019.
• Kerssenfischer, Mark, 2019, "Information effects of euro area monetary policy: New evidence from high-frequency futures data," Discussion Papers, Deutsche Bundesbank, number 07/2019.
• Fischer, Henning & Stolper, Oscar, 2019, "The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants," Discussion Papers, Deutsche Bundesbank, number 08/2019.
• Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019, "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers, Deutsche Bundesbank, number 15/2019.
• Mandler, Martin & Scharnagl, Michael, 2019, "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers, Deutsche Bundesbank, number 22/2019.
• Mandler, Martin & Scharnagl, Michael, 2019, "Bank loan supply shocks and alternative financing of non-financial corporations in the euro area," Discussion Papers, Deutsche Bundesbank, number 23/2019.
• Knüppel, Malte & Krüger, Fabian, 2019, "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers, Deutsche Bundesbank, number 28/2019.
• Hristov, Nikolay & Roth, Markus, 2019, "Uncertainty shocks and financial crisis indicators," Discussion Papers, Deutsche Bundesbank, number 36/2019.
• Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
• Murach, Michael & Wagner, Helmut, 2019, "The effects of external shocks on the business cycle in China: A structural change perspective," CEAMeS Discussion Paper Series, University of Hagen, Center for East Asia Macro-economic Studies (CEAMeS), number 1/2016, revised 2019, DOI: 10.18445/20200219-094751-1.
• Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019, "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 375.
• Assenmacher-Wesche, Katrin & Beyer, Andreas, 2019, "A cointegration model of money and wealth," CFS Working Paper Series, Center for Financial Studies (CFS), number 619.
• Krüger, Jens & Ruths Sion, Sebastian, 2019, "Improving oil price forecasts by sparse VAR methods," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 237, DOI: 10.25534/tuprints-00009643.
• Kholodilin, Konstantin A. & Netšunajev, Aleksei, 2019, "Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 1, pages 39-51, DOI: 10.1080/1406099X.2018.1547566.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Same, but different? Testing monetary policy shock measures," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 184.
• Dumitru, Ana-Maria & Holden, Thomas, 2019, "Quantifying the transmission of European sovereign default risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193632.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 194568.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202547.
• Brunhart, Andreas, 2019, "Der neue Konjunkturindex "KonSens": Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 225261, DOI: 10.13091/li-ap-62.
• Belke, Ansgar & Frenzel Baudisch, Coletta & Göcke, Matthias, 2019, "Interest Rate Bands of Inaction and Play-Hysteresis in Domestic Investment - Evidence for the Euro Area," GLO Discussion Paper Series, Global Labor Organization (GLO), number 374.
• Dragosch, André, 2019, "Disaggregated financial flows and economic development: Evidence from pre-1913 Germany," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 07-19.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-16.
• Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel, 2019, "Public investment and economic activity in Mexico, 1925-1981," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-21.
• Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
• Roger, Lionel, 2019, "A replication of "The long-run impact of foreign aid in 36 African countries: Insights from multivariate time series analysis" (Oxford Bulletin of Statistics and Economics, 2014)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-27.
• Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2019, "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-64.
• Phillips, Garry David Alan & Wang, Dandan, 2019, "Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 28322, Apr.
• Michał Rubaszek, 2019, "Forecasting crude oil prices with DSGE models," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_024, Aug.
• Max Breitenlechner & Riikka Nuutilainen, 2019, "China's Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_027, Aug.
• Christian Cortes García & Álvaro Cangrejo Esquive, 2019, "Modelo de volatilidad a los precios de cierre de la acción pfcemargos comprendidas entre 16/mayo/2013 al 31/mayo/2017," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 119-138, Mayo.
• Raúl de Jesús Gutiérrez & Miriam Sosa Castro, 2019, "Predicción de la volatilidad en los mercados del petróleo mexicano a través de modelos CgarCH asimétricos bajo dos supuestos distribucionales," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 253-267, Diciembre.
• Yegnanew A. Shiferaw, 2019, "Multivariate Analysis of East African Currency Exchange Rate Dynamics," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 587-610, November.
• Lateef O. Akanni, 2019, "Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 064, Mar.
• Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019, "Testing Garch-X Type Models," Econometric Theory, Cambridge University Press, volume 35, issue 5, pages 1012-1047, October.
• Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019, "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 2, pages 775-797, March.
• Serletis, Apostolos & Mehmandosti, Elaheh Asadi, 2019, "150 Years Of The Oil Price–Macroeconomy Relationship," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 3, pages 1302-1311, April.
• Adelajda MATUKA, 2019, "Bank credit to the private sector: VECM approach for Albania," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 159-171, June.
• Julius N. ANYU & William G. DZEKASHU, 2019, "China’s enterprises in Africa: Market entry strategies, implications for capacity building, and corporate social responsibility," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 172-180, June.
• Md. Gias Uddin KHAN & Susmita CHOWDHURY & Syed AZDAAN, 2019, "Does the exchange rate influence the exports? Evidence from Bangladesh," Turkish Economic Review, EconSciences Journals, volume 6, issue 4, pages 313-319, December.
• Gavin D.M. OOFT, 2019, "Inflation and economic activity in Suriname," Journal of Economics Library, EconSciences Journals, volume 6, issue 3, pages 168-185, September.
• Jan Philipp Fritsche & Patrick Christian Harms, 2019, "20 Years of Common European Monetary Policy: Reasons to Celebrate," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 20/21, pages 179-187.
• Jan Philipp Fritsche & Patrick Christian Harms, 2019, "20 Jahre EZB-Geldpolitik – Gute Gründe zu feiern!," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 20, pages 359-367.
• Kerstin Bernoth & Helmut Herwartz, 2019, "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1792.
• Martin Bruns & Michele Piffer, 2019, "Bayesian Structural VAR Models: A New Approach for Prior Beliefs on Impulse Responses," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1796.
• Jasper de Jong & Emmanuel De Veirman, 2019, "Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits," Working Papers, DNB, number 635, May.
• Jamal HUSEIN & Chuck PIER, 2019, "Long-Run Sustainability Of Current Account Balance: Evidence From Twenty North And Latin American Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 19, issue 2, pages 75-90.
• Rashmi Ranjan PAITAL & Subhendu DUTTA & Aruna Kumar DASH, 2019, "Crude Oil Import Elasticity Of Demand In India: An Empirical Analysis 1987-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 19, issue 2, pages 125-136.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019, "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-09, Feb.
• Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019, "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series, European Central Bank, number 2226, Jan.
• Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2019, "The link between labor cost and price inflation in the euro area," Working Paper Series, European Central Bank, number 2235, Feb.
• Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019, "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series, European Central Bank, number 2248, Mar.
• Foroni, Claudia & Stracca, Livio, 2019, "Much ado about nothing? The shale oil revolution and the global supply curve," Working Paper Series, European Central Bank, number 2309, Aug.
• Chavleishvili, Sulkhan & Manganelli, Simone, 2019, "Forecasting and stress testing with quantile vector autoregression," Working Paper Series, European Central Bank, number 2330, Nov.
• García, Juan Angel & Poon, Aubrey, 2019, "Inflation trends in Asia: implications for central banks," Working Paper Series, European Central Bank, number 2338, Dec.
• Zouheir Mighri & Majid Ibrahim Alsaggaf, 2019, "Volatility Spillovers among the Cryptocurrency Time Series," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 81-90.
• Rezgar Mohammed & Olga Murova, 2019, "Strategic Price Response in the Differentiated U.S. Yogurt Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 163-170.
• Yaya Keho, 2019, "Relationship Between Savings And Economic Growth In Cote D'Ivoire," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 202-207.
• Nidhi Malhotra & Saumya Gupta, 2019, "Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 208-215.
• Kenneth Chikezie Anyalechi & Hillary Chijindu Ezeaku & Josaphat. U. J. Onwumere & E. J. Okereke, 2019, "Does Oil Price Fluctuation Affect Stock Market Returns in Nigeria?," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 194-199.
• Omer Ali Ibrahim & Sonal Devesh & Hisham Mohamed Hassan, 2019, "Sensitivity of Fiscal Balances to Oil Price Shocks: Short and Long Term Effects in the Context of Oman," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 146-155.
• La Ode Saidi & Pasrun Adam & Manat Rahim & Rosnawintang Rosnawintang, 2019, "The Effect of Crude Oil Prices on Economic Growth in South East Sulawesi, Indonesia: An Application of Autoregressive Distributed Lag Model," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 194-198.
• Akhmad Akhmad & Buyung Romadhoni & Kasnaeny Karim & Muhammad Jibril Tajibu & Muhammad Syukur, 2019, "The Impact of Fuel Oil Price Fluctuations on Indonesia s Macro Economic Condition," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 277-282.
• Warsono Warsono & Edwin Russels & Wamiliana Wamiliana & Widiarti Widiarti & Mustofa Usman, 2019, "Vector Autoregressive with Exogenous Variable Model and its Application in Modeling and Forecasting Energy Data: Case Study of PTBA and HRUM Energy," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 390-398.
• Jamal Sekali & Mohamed Bouzahzah, 2019, "Financial Development and Environmental Quality: Empirical Evidence for Morocco," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 67-74.
• Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019, "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 87-105.
• Marco Mele, 2019, "Renewable Energy Consumption: the Effects on Economic Growth in Mexico," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 269-273.
• Majed S. Almozaini, 2019, "The Causality Relationship between Economic Growth and Energy Consumption in The World s top Energy Consumers," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 4, pages 40-53.
• Shabbir Ahmad, 2019, "The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 447-452.
• Calderón Villarreal, Cuauhtémoc & Cuevas, Víctor M., 2019, "Crecimiento industrial y aumento de los precios de los bienes de consumo en México: un análisis econométrico," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Calderón Villarreal, Cuauhtémoc & Cuevas, Víctor M., 2019, "Industrial growth and consumer goods inflation in Mexico: an econometric analysis," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2019, "Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods," Journal of Asian Economics, Elsevier, volume 60, issue C, pages 45-68, DOI: 10.1016/j.asieco.2018.10.005.
• Almaas, Synne S. & Kurita, Takamitsu, 2019, "Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions," Journal of Asian Economics, Elsevier, volume 61, issue C, pages 51-64, DOI: 10.1016/j.asieco.2019.02.003.
• Dash, Saumya Ranjan & Maitra, Debasish, 2019, "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 135-150, DOI: 10.1016/j.jbef.2019.02.006.
• Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019, "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, volume 101, issue C, pages 130-144, DOI: 10.1016/j.jedc.2019.02.001.
• Lütkepohl, Helmut & Schlaak, Thore, 2019, "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, volume 101, issue C, pages 41-61, DOI: 10.1016/j.jedc.2019.01.008.
• Guidolin, Massimo & Pedio, Manuela, 2019, "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103723.
• Li, Kai, 2019, "Portfolio selection with inflation-linked bonds and indexation lags," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103727.
• Yang, Minxian, 2019, "The risk return relationship: Evidence from index returns and realised variances," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103732.
• Herrera, Ana María & Rangaraju, Sandeep Kumar, 2019, "The quantitative effects of tax foresight: Not all states are equal," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103726.
• Iskrev, Nikolay, 2019, "What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 54-81, DOI: 10.1016/j.jedc.2018.12.002.
• Michieka, Nyakundi M. & Gearhart, Richard S., 2019, "Oil price dynamics and sectoral employment in the U.S," Economic Analysis and Policy, Elsevier, volume 62, issue C, pages 140-149, DOI: 10.1016/j.eap.2019.02.001.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Oil price and automobile stock return co-movement: A wavelet coherence analysis," Economic Modelling, Elsevier, volume 76, issue C, pages 172-181, DOI: 10.1016/j.econmod.2018.07.028.
• Nepal, Rabindra & Paija, Nirash, 2019, "A multivariate time series analysis of energy consumption, real output and pollutant emissions in a developing economy: New evidence from Nepal," Economic Modelling, Elsevier, volume 77, issue C, pages 164-173, DOI: 10.1016/j.econmod.2018.05.023.
• Raghavan, Mala & Athanasopoulos, George, 2019, "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Economic Modelling, Elsevier, volume 77, issue C, pages 187-203, DOI: 10.1016/j.econmod.2018.09.004.
• Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019, "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, volume 78, issue C, pages 134-149, DOI: 10.1016/j.econmod.2018.08.012.
• Donadelli, M. & Paradiso, A. & Livieri, G., 2019, "Adding cycles into the neoclassical growth model," Economic Modelling, Elsevier, volume 78, issue C, pages 162-171, DOI: 10.1016/j.econmod.2018.09.018.
• Xie, Zixiong & Chen, Shyh-Wei, 2019, "Exchange rates and fundamentals: A bootstrap panel data analysis," Economic Modelling, Elsevier, volume 78, issue C, pages 209-224, DOI: 10.1016/j.econmod.2018.09.021.
• Sam, Chung Yan & McNown, Robert & Goh, Soo Khoon, 2019, "An augmented autoregressive distributed lag bounds test for cointegration," Economic Modelling, Elsevier, volume 80, issue C, pages 130-141, DOI: 10.1016/j.econmod.2018.11.001.
• Gadea-Rivas, María Dolores & Gómez-Loscos, Ana & Leiva-Leon, Danilo, 2019, "Increasing linkages among European regions. The role of sectoral composition," Economic Modelling, Elsevier, volume 80, issue C, pages 222-243, DOI: 10.1016/j.econmod.2018.11.009.
• Peng, Wei & Zeng, Yufeng, 2019, "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, volume 80, issue C, pages 392-399, DOI: 10.1016/j.econmod.2018.11.023.
• Ben Slimane, Ikrame & Majdoub, Jihed & Ben Sassi, Salim, 2019, "Crude oil and equity market comovements among Asia's for little dragons countries. Evidence of unobserved components approach," Economic Modelling, Elsevier, volume 80, issue C, pages 62-74, DOI: 10.1016/j.econmod.2018.05.024.
• Morana, Claudio & Sbrana, Giacomo, 2019, "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, volume 81, issue C, pages 274-294, DOI: 10.1016/j.econmod.2019.04.020.
• Van Cauwenberge, Annelies & Vancauteren, Mark & Braekers, Roel & Vandemaele, Sigrid, 2019, "International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands," Economic Modelling, Elsevier, volume 81, issue C, pages 361-386, DOI: 10.1016/j.econmod.2019.07.001.
• Livat, Florine & Alston, Julian M. & Cardebat, Jean-Marie, 2019, "Do denominations of origin provide useful quality signals? The case of Bordeaux wines," Economic Modelling, Elsevier, volume 81, issue C, pages 518-532, DOI: 10.1016/j.econmod.2018.06.003.
• Smallwood, Aaron D., 2019, "Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach," Economic Modelling, Elsevier, volume 82, issue C, pages 332-344, DOI: 10.1016/j.econmod.2019.01.014.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Correlation dynamics of crude oil with agricultural commodities: A comparison between energy and food crops," Economic Modelling, Elsevier, volume 82, issue C, pages 453-466, DOI: 10.1016/j.econmod.2019.05.017.
• Cubillos-Rocha, Juan S. & Gomez-Gonzalez, Jose E. & Melo-Velandia, Luis F., 2019, "Detecting exchange rate contagion using copula functions," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 13-22, DOI: 10.1016/j.najef.2018.12.001.
• Ghartey, Edward E., 2019, "Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 325-335, DOI: 10.1016/j.najef.2018.05.001.
• Wei, Yanfeng, 2019, "Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 20-31, DOI: 10.1016/j.najef.2018.08.016.
• Balli, Faruk & de Bruin, Anne & Chowdhury, Md Iftekhar Hasan, 2019, "Spillovers and the determinants in Islamic equity markets," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101040.
• Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E., 2019, "Time-varying predictability of oil market movements over a century of data: The role of US financial stress," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100994.
• Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2019, "Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101006.
• Hindrayanto, Irma & Samarina, Anna & Stanga, Irina M., 2019, "Is the Phillips curve still alive? Evidence from the euro area," Economics Letters, Elsevier, volume 174, issue C, pages 149-152, DOI: 10.1016/j.econlet.2018.11.021.
• Bauer, Dietmar, 2019, "Periodic and seasonal (co-)integration in the state space framework," Economics Letters, Elsevier, volume 174, issue C, pages 165-168, DOI: 10.1016/j.econlet.2018.11.018.
• Wang, Bin, 2019, "Measuring the natural rate of interest of China: A time varying perspective," Economics Letters, Elsevier, volume 176, issue C, pages 117-120, DOI: 10.1016/j.econlet.2019.01.011.
• Xiao, Weilin & Yu, Jun, 2019, "Asymptotic theory for rough fractional Vasicek models," Economics Letters, Elsevier, volume 177, issue C, pages 26-29, DOI: 10.1016/j.econlet.2019.01.020.
• Christou, Christina & Gupta, Rangan & Nyakabawo, Wendy, 2019, "Time-varying impact of uncertainty shocks on the US housing market," Economics Letters, Elsevier, volume 180, issue C, pages 15-20, DOI: 10.1016/j.econlet.2019.03.029.
• Delle Monache, Davide & Petrella, Ivan, 2019, "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, volume 181, issue C, pages 22-27, DOI: 10.1016/j.econlet.2019.04.012.
• Wang, Shaoping & Zhao, Qing & Li, Yanglin, 2019, "Testing for no-cointegration under time-varying variance," Economics Letters, Elsevier, volume 182, issue C, pages 45-49, DOI: 10.1016/j.econlet.2019.06.001.
• Ma, Xutao & Zhang, Zhen & Ma, Xubu & Shen, Yue, 2019, "Measuring cross-category spillovers of policy-specific uncertainty in China," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108611.
• Bilgin, Mehmet Huseyin & Demir, Ender & Gozgor, Giray & Karabulut, Gokhan & Kaya, Huseyin, 2019, "A novel index of macroeconomic uncertainty for Turkey based on Google-Trends," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108601.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108640.
• Evgenidis, Anastasios & Salachas, Evangelos, 2019, "Unconventional monetary policy and the credit channel in the euro area," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108695.
• Manner, Hans & Stark, Florian & Wied, Dominik, 2019, "Testing for structural breaks in factor copula models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 324-345, DOI: 10.1016/j.jeconom.2018.10.001.
• Kim, Donggyu & Fan, Jianqing, 2019, "Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 395-417, DOI: 10.1016/j.jeconom.2018.10.003.
• Liang, Chong & Schienle, Melanie, 2019, "Determination of vector error correction models in high dimensions," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 418-441, DOI: 10.1016/j.jeconom.2018.09.018.
• Fan, Jianqing & Kim, Donggyu, 2019, "Structured volatility matrix estimation for non-synchronized high-frequency financial data," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 61-78, DOI: 10.1016/j.jeconom.2018.12.019.
• Jarociński, Marek & Marcet, Albert, 2019, "Priors about observables in vector autoregressions," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 238-255, DOI: 10.1016/j.jeconom.2018.12.023.
• Yang, Nian & Chen, Nan & Wan, Xiangwei, 2019, "A new delta expansion for multivariate diffusions via the Itô-Taylor expansion," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 256-288, DOI: 10.1016/j.jeconom.2019.01.003.
• Cerovecki, Clément & Francq, Christian & Hörmann, Siegfried & Zakoïan, Jean-Michel, 2019, "Functional GARCH models: The quasi-likelihood approach and its applications," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 353-375, DOI: 10.1016/j.jeconom.2019.01.006.
• Boot, Tom & Nibbering, Didier, 2019, "Forecasting using random subspace methods," Journal of Econometrics, Elsevier, volume 209, issue 2, pages 391-406, DOI: 10.1016/j.jeconom.2019.01.009.
• Kaufmann, Sylvia & Schumacher, Christian, 2019, "Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 116-134, DOI: 10.1016/j.jeconom.2018.11.008.
• Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019, "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 135-154, DOI: 10.1016/j.jeconom.2018.11.009.
• Bianchi, Daniele & Billio, Monica & Casarin, Roberto & Guidolin, Massimo, 2019, "Modeling systemic risk with Markov Switching Graphical SUR models," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 58-74, DOI: 10.1016/j.jeconom.2018.11.005.
• Kastner, Gregor, 2019, "Sparse Bayesian time-varying covariance estimation in many dimensions," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 98-115, DOI: 10.1016/j.jeconom.2018.11.007.
• Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni, 2019, "Combining p-values to test for multiple structural breaks in cointegrated regressions," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 461-482, DOI: 10.1016/j.jeconom.2019.01.013.
• Bollerslev, Tim & Meddahi, Nour & Nyawa, Serge, 2019, "High-dimensional multivariate realized volatility estimation," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 116-136, DOI: 10.1016/j.jeconom.2019.04.023.
• Hale, Galina & Lopez, Jose A., 2019, "Monitoring banking system connectedness with big data," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 203-220, DOI: 10.1016/j.jeconom.2019.04.027.
• Korobilis, Dimitris & Pettenuzzo, Davide, 2019, "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 241-271, DOI: 10.1016/j.jeconom.2019.04.029.
• Onatski, Alexei & Wang, Chen, 2019, "Extreme canonical correlations and high-dimensional cointegration analysis," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 307-322, DOI: 10.1016/j.jeconom.2019.04.032.
• de Castro, Luciano & Galvao, Antonio F. & Kaplan, David M. & Liu, Xin, 2019, "Smoothed GMM for quantile models," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 121-144, DOI: 10.1016/j.jeconom.2019.04.008.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019, "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 493-515, DOI: 10.1016/j.jeconom.2019.07.002.
• Leippold, Markus & Yang, Hanlin, 2019, "Particle filtering, learning, and smoothing for mixed-frequency state-space models," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 25-41, DOI: 10.1016/j.ecosta.2019.07.001.
• Morana, Claudio, 2019, "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 42-65, DOI: 10.1016/j.ecosta.2019.04.001.
• García-Enríquez, Javier & Hualde, Javier, 2019, "Local Whittle estimation of long memory: Standard versus bias-reducing techniques," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 66-77, DOI: 10.1016/j.ecosta.2019.05.004.
• Czudaj, Robert L., 2019, "Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 78-145, DOI: 10.1016/j.ecosta.2019.05.002.
• Al-Sadoon, Majid M., 2019, "Testing subspace Granger causality," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 42-61, DOI: 10.1016/j.ecosta.2017.08.003.
• Chadwick, Meltem Gulenay & Ozturk, Huseyin, 2019, "Measuring financial systemic stress for Turkey: A search for the best composite indicator," Economic Systems, Elsevier, volume 43, issue 1, pages 151-172, DOI: 10.1016/j.ecosys.2018.09.004.
• Liu, Clark & Wang, Ben Zhe & Wang, Huanhuan & Zhang, Ji, 2019, "What drives fluctuations in exchange rate growth in emerging markets – A multi-level dynamic factor approach," Economic Systems, Elsevier, volume 43, issue 2, pages 1-1, DOI: 10.1016/j.ecosys.2019.100696.
• Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019, "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100717.
• Iskrev, Nikolay, 2019, "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, volume 119, issue C, pages 318-332, DOI: 10.1016/j.euroecorev.2019.07.012.
• Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019, "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, volume 119, issue C, pages 333-355, DOI: 10.1016/j.euroecorev.2019.08.002.
• Bjørnland, Hilde C. & Thorsrud, Leif Anders & Torvik, Ragnar, 2019, "Dutch disease dynamics reconsidered," European Economic Review, Elsevier, volume 119, issue C, pages 411-433, DOI: 10.1016/j.euroecorev.2019.07.016.
• González-Astudillo, Manuel, 2019, "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, volume 120, issue C, DOI: 10.1016/j.euroecorev.2019.103301.
• Brownlees, Christian T., 2019, "Hierarchical GARCH," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 17-27, DOI: 10.1016/j.jempfin.2019.01.009.
• Golosnoy, Vasyl & Gribisch, Bastian & Seifert, Miriam Isabel, 2019, "Exponential smoothing of realized portfolio weights," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 222-237, DOI: 10.1016/j.jempfin.2019.07.006.
• Al-Zoubi, Haitham A., 2019, "Bond and option prices with permanent shocks," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 272-290, DOI: 10.1016/j.jempfin.2019.07.010.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019, "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 1-21, DOI: 10.1016/j.jempfin.2019.08.008.
• Ren, Yu & Tu, Yundong & Yi, Yanping, 2019, "Balanced predictive regressions," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 118-142, DOI: 10.1016/j.jempfin.2019.09.001.
• Zhang, Yaojie & Ma, Feng & Wang, Yudong, 2019, "Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 97-117, DOI: 10.1016/j.jempfin.2019.08.007.
• Batten, Jonathan A. & Brzeszczynski, Janusz & Ciner, Cetin & Lau, Marco C.K. & Lucey, Brian & Yarovaya, Larisa, 2019, "Price and volatility spillovers across the international steam coal market," Energy Economics, Elsevier, volume 77, issue C, pages 119-138, DOI: 10.1016/j.eneco.2018.12.002.
• Ji, Qiang & Liu, Bing-Yue & Fan, Ying, 2019, "Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model," Energy Economics, Elsevier, volume 77, issue C, pages 80-92, DOI: 10.1016/j.eneco.2018.07.012.
• Manner, Hans & Alavi Fard, Farzad & Pourkhanali, Armin & Tafakori, Laleh, 2019, "Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae," Energy Economics, Elsevier, volume 78, issue C, pages 143-164, DOI: 10.1016/j.eneco.2018.10.034.
• Sun, Yuying & Zhang, Xun & Hong, Yongmiao & Wang, Shouyang, 2019, "Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling," Energy Economics, Elsevier, volume 78, issue C, pages 165-173, DOI: 10.1016/j.eneco.2018.10.027.
• Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019, "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, volume 78, issue C, pages 217-234, DOI: 10.1016/j.eneco.2018.11.021.
• Müller, Gernot & Seibert, Armin, 2019, "Bayesian estimation of stable CARMA spot models for electricity prices," Energy Economics, Elsevier, volume 78, issue C, pages 267-277, DOI: 10.1016/j.eneco.2018.10.016.
• Jena, Sangram Keshari & Tiwari, Aviral Kumar & Hammoudeh, Shawkat & Roubaud, David, 2019, "Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests," Energy Economics, Elsevier, volume 78, issue C, pages 615-628, DOI: 10.1016/j.eneco.2018.11.013.
• Cheng, Fangzheng & Li, Tian & Wei, Yi-ming & Fan, Tijun, 2019, "The VEC-NAR model for short-term forecasting of oil prices," Energy Economics, Elsevier, volume 78, issue C, pages 656-667, DOI: 10.1016/j.eneco.2017.12.035.
• Latini, Luca & Piccirilli, Marco & Vargiolu, Tiziano, 2019, "Mean-reverting no-arbitrage additive models for forward curves in energy markets," Energy Economics, Elsevier, volume 79, issue C, pages 157-170, DOI: 10.1016/j.eneco.2018.03.001.
• Caporin, Massimiliano & Fontini, Fulvio & Talebbeydokhti, Elham, 2019, "Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock," Energy Economics, Elsevier, volume 79, issue C, pages 21-31, DOI: 10.1016/j.eneco.2018.08.022.
• Gatfaoui, Hayette, 2019, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Energy Economics, Elsevier, volume 80, issue C, pages 132-152, DOI: 10.1016/j.eneco.2018.12.013.
• Plante, Michael, 2019, "OPEC in the news," Energy Economics, Elsevier, volume 80, issue C, pages 163-172, DOI: 10.1016/j.eneco.2018.12.025.
• Abid, Ilyes & Guesmi, Khaled & Goutte, Stéphane & Urom, Christian & Chevallier, Julien, 2019, "Commodities risk premia and regional integration in gas-exporting countries," Energy Economics, Elsevier, volume 80, issue C, pages 267-276, DOI: 10.1016/j.eneco.2018.12.027.
• Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019, "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, volume 80, issue C, pages 38-47, DOI: 10.1016/j.eneco.2018.12.016.
• Wei, Honghong & Lahiri, Radhika, 2019, "The impact of commodity price shocks in the presence of a trading relationship: A GVAR analysis of the NAFTA," Energy Economics, Elsevier, volume 80, issue C, pages 553-569, DOI: 10.1016/j.eneco.2019.01.022.
• Güntner, Jochen H.F., 2019, "How do oil producers respond to giant oil field discoveries?," Energy Economics, Elsevier, volume 80, issue C, pages 59-74, DOI: 10.1016/j.eneco.2018.12.012.
• Czudaj, Robert L., 2019, "Crude oil futures trading and uncertainty," Energy Economics, Elsevier, volume 80, issue C, pages 793-811, DOI: 10.1016/j.eneco.2019.01.002.
• Nguyen, Bao H. & Okimoto, Tatsuyoshi, 2019, "Asymmetric reactions of the US natural gas market and economic activity," Energy Economics, Elsevier, volume 80, issue C, pages 86-99, DOI: 10.1016/j.eneco.2018.12.015.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019, "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, volume 80, issue C, pages 950-969, DOI: 10.1016/j.eneco.2019.02.016.
• Kandemir Kocaaslan, Ozge, 2019, "Oil price uncertainty and unemployment," Energy Economics, Elsevier, volume 81, issue C, pages 577-583, DOI: 10.1016/j.eneco.2019.04.021.
• Chang, Chia-Lin & Liu, Chia-Ping & McAleer, Michael, 2019, "Volatility spillovers for spot, futures, and ETF prices in agriculture and energy," Energy Economics, Elsevier, volume 81, issue C, pages 779-792, DOI: 10.1016/j.eneco.2019.04.017.
• Bruns, Stephan B. & König, Johannes & Stern, David I., 2019, "Replication and robustness analysis of ‘energy and economic growth in the USA: A multivariate approach’," Energy Economics, Elsevier, volume 82, issue C, pages 100-113, DOI: 10.1016/j.eneco.2018.10.007.
• Holmes, Mark J. & Otero, Jesús, 2019, "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, volume 82, issue C, pages 224-236, DOI: 10.1016/j.eneco.2017.08.034.
• Mann, Janelle & Sephton, Peter, 2019, "A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000)," Energy Economics, Elsevier, volume 82, issue C, pages 78-84, DOI: 10.1016/j.eneco.2018.05.005.