Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2020

• Daniel Rees, 2020, "What Comes Next?," BIS Working Papers, Bank for International Settlements, number 898, Nov.
• Ramis Khbaibullin & Sergei Seleznev, 2020, "Stochastic Gradient Variational Bayes and Normalizing Flows for Estimating Macroeconomic Models," Bank of Russia Working Paper Series, Bank of Russia, number wps61, Oct.
• Conrado Brum Civelli & Alfredo García-Hiernaux, 2020, "An indicator of monetary bias for emerging and dollarized economies The case of Uruguay," Documentos de trabajo, Banco Central del Uruguay, number 2020007.
• Davinson Stev Abril‐Salcedo & Luis Fernando Melo‐Velandia & Daniel Parra‐Amado, 2020, "Nonlinear relationship between the weather phenomenon El niño and Colombian food prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, volume 64, issue 4, pages 1059-1086, October, DOI: 10.1111/1467-8489.12394.
• R. Andrew Butters & Daniel F. Spulber, 2020, "The Extent Of The Market And Integration Through Factor Markets: Evidence From Wholesale Electricity," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1076-1108, July, DOI: 10.1111/ecin.12879.
• Chia‐Yi Yen & Yu‐Hsi Chou, 2020, "Understanding The Macroeconomic Impact Of Illiquidity Shocks In The United States," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1245-1278, July, DOI: 10.1111/ecin.12890.
• Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020, "The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy," Economic Inquiry, Western Economic Association International, volume 58, issue 3, pages 1279-1296, July, DOI: 10.1111/ecin.12883.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Desperate Times Call For Desperate Measures: Government Spending Multipliers In Hard Times," Economic Inquiry, Western Economic Association International, volume 58, issue 4, pages 1949-1957, October, DOI: 10.1111/ecin.12919.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020, "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 225-251, September, DOI: 10.1111/1475-4932.12531.
• Hung Do & Rabindra Nepal & Russell Smyth, 2020, "Interconnectedness in the Australian National Electricity Market: A Higher‐Moment Analysis," The Economic Record, The Economic Society of Australia, volume 96, issue 315, pages 450-469, December, DOI: 10.1111/1475-4932.12563.
• Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel, 2020, "Electoral Externalities in Federations – Evidence from German Opinion Polls," Kyklos, Wiley Blackwell, volume 73, issue 2, pages 227-252, May, DOI: 10.1111/kykl.12222.
• Martin Mandler & Michael Scharnagl, 2020, "Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area," Manchester School, University of Manchester, volume 88, issue S1, pages 126-150, September, DOI: 10.1111/manc.12336.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020, "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 1, pages 125-155, February, DOI: 10.1111/obes.12323.
• Jan Čapek & Jesús Crespo Cuaresma, 2020, "We just estimated twenty million fiscal multipliers," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 3, pages 483-502, June, DOI: 10.1111/obes.12351.
• Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger, 2020, "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1262-1294, December, DOI: 10.1111/obes.12382.
• Sebastian Kripfganz & Daniel C. Schneider, 2020, "Response Surface Regressions for Critical Value Bounds and Approximate p‐values in Equilibrium Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 6, pages 1456-1481, December, DOI: 10.1111/obes.12377.
• Leena Kalliovirta & Tuomas Malinen, 2020, "Non‐Linearity and Cross‐Country Dependence of Income Inequality," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 66, issue 1, pages 227-249, March, DOI: 10.1111/roiw.12377.
• Guglielmo Maria Caporale & Luis Gil‐Alana, 2020, "Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence," South African Journal of Economics, Economic Society of South Africa, volume 88, issue 2, pages 174-185, June, DOI: 10.1111/saje.12247.
• Raphael Raduzzi & Antonio Ribba, 2020, "The macroeconomics outcome of oil shocks in the small Eurozone economies," The World Economy, Wiley Blackwell, volume 43, issue 1, pages 191-211, January, DOI: 10.1111/twec.12862.
• Antonio Ribba, 2020, "Is the unemployment–inflation trade‐off still alive in the Euro Area and its member countries? It seems so," The World Economy, Wiley Blackwell, volume 43, issue 9, pages 2393-2410, September, DOI: 10.1111/twec.13004.
• ROY Subrata, 2020, "Gold & Stock Relation: Investors Reaction During Covid-19 Outbreak," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 103-126, November.
• Mauricio Mora Barrenechea, 2020, "Cambios en el tiempo de los efectos de los precios de las materias primas en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 32, issue 1, pages 123-168, January -.
• Mauricio Mora Barrenechea & Juan Carlos Heredia Gómez & Paul Estrada Céspedes, 2020, "Crisis política y sanitaria: Respuesta de la política monetaria en tiempos de incertidumbre," Revista de Análisis del BCB, Banco Central de Bolivia, volume 33, issue 1, pages 9-38, July - De.
• Francesco Furlanetto & Ørjan Robstad & Pål Ulvedal & Antoine Lepetit, 2020, "Estimating hysteresis effects," Working Paper, Norges Bank, number 2020/13, Oct.
• Galina Potjagailo & Maik H Wolters, 2020, "Global financial cycles since 1880," Bank of England Staff Working Paper series, Bank of England, number 867, May.
• Dominik Bertsche & Robin Braun, 2020, "Identification of structural vector autoregressions by stochastic volatility," Bank of England Staff Working Paper series, Bank of England, number 869, Jun.
• V. Colombo & A. Paccagnini, 2020, "Has the credit supply shock asymmetric effects on macroeconomic variables?," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1140, Jan.
• Graziano Moramarco, 2020, "Measuring Global Macroeconomic Uncertainty," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1148, Jun.
• Pierre Perron & Yohei Yamamoto, 2020, "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2020-008, Feb.
• Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E., 2020, "Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates," Journal of Time Series Econometrics, De Gruyter, volume 12, issue 1, pages 1-18, January, DOI: 10.1515/jtse-2018-0024.
• Lovcha Yuliya & Perez-Laborda Alejandro, 2020, "Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-18, February, DOI: 10.1515/snde-2018-0030.
• Fisher Lance A. & Huh Hyeon-seung, 2020, "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• Fisher Lance A. & Huh Hyeon-seung, 2020, "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• Czudaj Robert L., 2020, "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-39, June, DOI: 10.1515/snde-2018-0054.
• Czudaj Robert L., 2020, "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 3, pages 1-39, June, DOI: 10.1515/snde-2018-0054.
• Avdoulas Christos & Bekiros Stelios & Lucey Brian, 2020, "The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-23, September, DOI: 10.1515/snde-2018-0105.
• Liu Jinan & Serletis Apostolos, 2020, "Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-11, December, DOI: 10.1515/snde-2019-0106.
• Chaubal Aditi, 2020, "Exchange rates in India: current account monetarism in a nonlinear context," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 5, pages 1-27, December, DOI: 10.1515/snde-2019-0072.
• Patricia Amalia MERCEA (HANDRO), 2020, "ANALYSIS OF THE MONETARY POLICY TRANSMISSION INTO CEEs COUNTRIES. A VAR APPROACH," Contemporary Economy Journal, Constantin Brancoveanu University, volume 5, issue 3, pages 90-102.
• Kugler, Peter, 2020, "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers, Faculty of Business and Economics - University of Basel, number 2020/01.
• Kugler, Peter, 2020, "The Short-Run Impact of SNB Sight Deposits on Exchange Rates: Results from Weekly Data 2015 - 2018," Working papers, Faculty of Business and Economics - University of Basel, number 2020/04.
• F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2020, "Analysing the relationship between district heating demand and weather conditions through conditional mixture copula," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS68, Feb.
• Ding, Y., 2020, "Diffusion Limits of Real-Time GARCH," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20112, Nov.
• Berge, T. & De Ridder, M. & Pfajfar, D., 2020, "When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2041, May.
• Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A., 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2088, Sep.
• O'Brien, Martin & Velasco, Sofia, 2020, "Unobserved components models with stochastic volatility for extracting trends and cycles in credit," Research Technical Papers, Central Bank of Ireland, number 09/RT/20, Dec.
• Nana Kwame Akosah & Paul Alagidede & Eric Schaling, 2020, "Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 135-167.
• Jithin P & Suresh Babu M, 2020, "Testing for the Effectiveness of Inflation Targeting in India: A Factor Augmented Vector Autoregression (FAVAR) Approach," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 163-182.
• Tai-Hock Kuek & Chin-Hong Puah & M. Affendy Arip, 2020, "Financial Vulnerability and Economic Dynamics in Malaysia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue special i, pages 55-73.
• Bratsiotis, George & Theodoridis, Konstantinos, 2020, "Precautionary Liquidity Shocks, Excess Reserves and Business Cycles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/15, Dec.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020, "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/3, Apr.
• Mauro Sayar Ferreira & André Cordeiro Valério, 2020, "Global shocks and emerging economies: disentangling the commodity roller coaster," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 623, Jun.
• Amina Baba & Anna Cretti & Olivier Massol, 2020, "What can be learned from the free destination option in the LNG imbroglio?," Working Papers, Chaire Economie du climat, number 2004.
• Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2020, "Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus," CESifo Working Paper Series, CESifo, number 8178.
• Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020, "The Global Effects of Covid-19-Induced Uncertainty," CESifo Working Paper Series, CESifo, number 8280.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020, "Energy Markets and Global Economic Conditions," CESifo Working Paper Series, CESifo, number 8282.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020, "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series, CESifo, number 8324.
• Giovanni Caggiano & Efrem Castelnuovo & Silvia Delrio & Richard Kima, 2020, "Financial Uncertainty and Real Activity: The Good, the Bad, and the Ugly," CESifo Working Paper Series, CESifo, number 8426.
• Giovanni Caggiano & Efrem Castelnuovo & Gabriela Nodari, 2020, "Uncertainty and Monetary Policy in Good and Bad Times: A Replication of the VAR Investigation by Bloom (2009)," CESifo Working Paper Series, CESifo, number 8497.
• Fabio Milani, 2020, "Covid-19 Outbreak, Social Response, and Early Economic Effects: A Global VAR Analysis of Cross-Country Interdependencies," CESifo Working Paper Series, CESifo, number 8518.
• Harald Badinger & Stefan Schiman, 2020, "Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates," CESifo Working Paper Series, CESifo, number 8558.
• Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CESifo Working Paper Series, CESifo, number 8588.
• Pratiti Chatterjee & Fabio Milani, 2020, "Perceived Uncertainty Shocks, Excess Optimism-Pessimism, and Learning in the Business Cycle," CESifo Working Paper Series, CESifo, number 8608.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
• Steffen Elstner & Christian Grimme & Valentin Kecht & Robert Lehmann, 2020, "The Diffusion of Technological Progress in ICT," CESifo Working Paper Series, CESifo, number 8790.
• Oksana Bashchenko & Alexis Marchal, 2020, "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-10, Mar.
• Walter Farkas & Ludovic Mathys, 2020, "Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-11, Mar.
• Cécile Couharde & Carl Grekou & Valérie Mignon, 2020, "MULTIPRIL, a new database on multilateral price levels and currency misalignments," Working Papers, CEPII research center, number 2020-12, Oct.
• Thomas Chuffart & Cyril Dell'Eva, 2020, "The role of carry trades on the effectiveness of Japan's quantitative easing," International Economics, CEPII research center, issue 161, pages 30-40.
• Aktham I. Maghyereh & Osama D. Sweidan, 2020, "Do structural shocks in the crude oil market affect biofuel prices?," International Economics, CEPII research center, issue 164, pages 183-193.
• Jan R. Magnus & Henk G. J. Pijls & Enrique Sentana, 2020, "The Jacobian of the Exponential Function," Working Papers, CEMFI, number wp2020_2005, Jun.
• Jan R. Magnus & Enrique Sentana, 2020, "Zero-Diagonality as a Linear Structure," Working Papers, CEMFI, number wp2020_2016, Jun.
• Gabriele Fiorentini & Enrique Sentana, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers, CEMFI, number wp2020_2023, Oct.
• Bauwens & E. Otranto, 2020, "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202007.
• Juan M. Lozada & Lina M. Cort�s & Daniel Velasquez Gaviria, 2020, "The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17936, Feb.
• Francisco José Pérez Torres, 2020, "Ocupación en la economía informal, mercado laboral urbano y crecimiento económico, 2001–2019: un análisis vectorial de corrección de errores," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022832, Aug.
• Francisco José Pérez Torres, 2020, "Ocupación en la economía informal, mercado laboral urbano y crecimiento económico, 2001–2019: un análisis vectorial de corrección de errores," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 18356, Aug.
• María Isabel Rojas-Triana & Jeisson Gabriel Parra-Mari�o & Jhancarlos Gutierrez-Ayala, 2020, "Teoría y empírica de los espíritus animales e incidencia en la inversión: caso Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 2, pages 523-552.
• Paola Mariell Brens Ortega, 2020, "An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18253, Jul.
• Don Harding, 2020, "Econometric Foundations of the Great Ratios of Economics," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number g-300, Mar.
• Bauwens, Luc & Otranto, Edoardo, 2020, "Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020034, Nov.
• Bauwens, Luc & Otranto, Edoardo, 2020, "Nonlinearities and regimes in conditional correlations with different dynamics," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3128, Jan, DOI: https://doi.org/10.1016/j.jeconom.2.
• Marente Vlekke & Martin Mellens & Siem Jan Koopmans, 2020, "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 416, Sep, DOI: 10.34932/9sxf-1876.
• Umba, Gilles Bertrand, 2020, "Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)," Dynare Working Papers, CEPREMAP, number 63, Jul.
• Thibaut Duprey, 2020, "Canadian Financial Stress and Macroeconomic Condition," Canadian Public Policy, University of Toronto Press, volume 46, issue S3, pages 236-260, October, DOI: 10.3138/cpp.2020-047.
• Ganics, Gergely & Rossi, Barbara & Sekhposyan, Tatevik, 2020, "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 14267, Jan.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020, "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers, Centre for Economic Policy Research, number 14322, Jan.
• Benhima, Kenza & Poilly, Céline, 2020, "Does demand noise matter? Identification and implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 14365, Jan.
• Caeyers, Bet & Fafchamps, Marcel, 2020, "Exclusion bias and the estimation of peer effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 14386, Feb.
• Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020, "Global Macro-Financial Cycles and Spillovers," CEPR Discussion Papers, Centre for Economic Policy Research, number 14404, Feb.
• Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020, "Energy Markets and Global Economic Conditions," CEPR Discussion Papers, Centre for Economic Policy Research, number 14580, Apr.
• Baumeister, Christiane & Hamilton, James, 2020, "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 14603, Apr.
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2020, "Robust Bayesian Inference in Proxy SVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 14626, Apr.
• Forni, Mario & Debortoli, Davide & Gambetti, Luca & Sala, Luca, 2020, "Asymmetric Effects of Monetary Policy Easing and Tightening," CEPR Discussion Papers, Centre for Economic Policy Research, number 15005, Jul.
• Lenza, Michele & Primiceri, Giorgio, 2020, "How to Estimate a VAR after March 2020," CEPR Discussion Papers, Centre for Economic Policy Research, number 15245, Sep.
• Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi & Rebucci, Alessandro, 2020, "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 15312, Sep.
• Pellegrino, Giovanni & Ravenna, Federico & Züllig, Gabriel, 2020, "The Impact of Pessimistic Expectations on the Effects of COVID-19-Induced Uncertainty in the Euro Area," CEPR Discussion Papers, Centre for Economic Policy Research, number 15321, Sep.
• Fiorentini, Gabriele & Sentana, Enrique, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 15411, Oct.
• Forni, Mario & Gambetti, Luca & Lippi, Marco & Sala, Luca, 2020, "Common Component Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 15529, Dec.
• Inoue, Atsushi & Kilian, Lutz, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 15545, Dec.
• Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2020, "The Long-Term Impact of the COVID-19 Unemployment Shock on Life Expectancy and Mortality Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 15605, Dec.

2019

• Mohammed Touitou & Yacine Laib & Ahmed Boudeghdegh, 2019, "The Impact Of Exchange Rate On Economic Growth In Algeria," CBU International Conference Proceedings, ISE Research Institute, volume 7, issue 0, pages 323-330, September, DOI: 10.12955/cbup.v7.1381.
• Rangan Gupta & Mark E. Wohar, 2019, "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 151-163, June.
• Goodness C. Aye & Rangan Gupta, 2019, "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 3, pages 93-121, September.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-18, Nov.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-19, Nov.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019, "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.
• Andrzej JARYNOWSKI, 2019, "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," Economy and Sociology, The Journal Economy and Sociology, issue 2, pages 50-64.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/040, Jan.
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019, "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/093, Jan.
• Oludele E. Folarin, 2019, "Financial Reforms and Industrialisation: Evidence from Nigeria," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/014, Jan.
• Mary O. Agboola & Festus V. Bekun, 2019, "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/040, Jan.
• Sibel Yılmaz Türkmen & Yakup Söylemez, 2019, "Impact of Working Capital Components On Firm’s Profitability: The Case of Iron, Steel Metal Industry Sector in Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 11-32, April, DOI: https://doi.org/10.33203/mfy.431831.
• Christiane Baumeister & James D. Hamilton, 2019, "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, volume 109, issue 5, pages 1873-1910, May.
• Dario Caldara & Edward Herbst, 2019, "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 1, pages 157-192, January.
• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2019, "Gender Equality as an Enforcer of Individuals’ Choice between Education and Fertility: Evidence from 19th Century France," Working Papers, Association Française de Cliométrie (AFC), number 12-19.
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• Domagoj Sajter, 2019, "Time-Series Analysis Of The Most Common Cryptocurrencies," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 267-282, june.
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• Petar Peshev & Statty Stattev & Kristina Stefanova & Meglena Lazarova, 2019, "Financial Wealth Inequality Drivers in a Small EU Member Country: An Example from Bulgaria during the Period 2005-2017," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 41-72.
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• Roberta Cardani & Alessia Paccagnini & Stefania Villa, 2019, "Forecasting with instabilities: an application to DSGE models with financial frictions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1234, Oct.
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