Research classified by Journal of Economic Literature (JEL) codes
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
This JEL code is mentioned in the following RePEc Biblio entries:
- Estimated DSGE Models
- Forecasting with DSGE Models
- Nowcasting
- Sign Restrictions
- Bayesian Vector autoregressions (BVARs)
- Dynamic Factor Models
2019
- 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.
- Bumpass, Donald & Douglas, Christopher & Ginn, Vance & Tuttle, M.H., 2019, "Testing for short and long-run asymmetric responses and structural breaks in the retail gasoline supply chain," Energy Economics, Elsevier, volume 83, issue C, pages 311-318, DOI: 10.1016/j.eneco.2019.07.021.
- Fosten, Jack, 2019, "CO2 emissions and economic activity: A short-to-medium run perspective," Energy Economics, Elsevier, volume 83, issue C, pages 415-429, DOI: 10.1016/j.eneco.2019.07.015.
- Sephton, Peter S., 2019, "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104503.
- Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019, "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104553.
- Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers, National Bureau of Economic Research, Inc, number 26560, Dec.
- Ulrich K. Müller & James H. Stock & Mark W. Watson, 2019, "An Econometric Model of International Long-run Growth Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 26593, Dec.
- Brychykova, A., 2019, "Capital Asset Pricing Model Using Fuzzy Data and Application for the Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 43, issue 3, pages 58-77, DOI: 10.31737/2221-2264-2019-43-3-3.
- Andrzej JARYNOWSKI, 2019, "Cost-Effectiveness Analysis For Hpv Mitigation Strategies In The Republic Of Moldova Based On Infectious Disease Modelling," ECONOMY AND SOCIOLOGY: Theoretical and Scientifical Journal, Socionet;Complexul Editorial "INCE", issue 2, pages 50-64.
- Shrestha, Ruzel & Chakraborty, Lekha, 2019, "Practising Subnational Public Finance in an Emerging Economy: Fiscal Marksmanship in Kerala," Working Papers, National Institute of Public Finance and Policy, number 19/261, Apr.
- Ram Chandra Acharya, 2019, "Relationship between Money Supply, Income and Price Level in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 31, issue 1, pages 1-20, April.
- Mukti Bahadur Khatri, 2019, "Macroeconomic Influence on the Nepalese Stock Market," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 31, issue 1, pages 47-64, April.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-07, Mar.
- Tsvetana Harizanova-Metodieva & Hristina Harizanova-Bartos, 2019, "ARDL Models Concerning Cattle Number and Cow Milk Production in Bulgaria," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 63-76, March.
- Evgeniya Vasileva, 2019, "“The Curious Case of Benjamin Button” – Time and Space in Political Analysis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 25-39, July.
- Petar Peshev, 2019, "Modeling the Distribution of Household Bank Deposits in Bulgaria," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 231-240, December.
- Martin Feldkircher & Nico Hauzenberger, 2019, "How useful are time-varying parameter models for forecasting economic growth in CESEE?," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/19, pages 29-48.
- Clara De Luigi & Florian Huber & Josef Schreiner, 2019, "The impact of labor cost growth on inflation in selected CESEE countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/19, pages 56-78.
- Islam, Faridul & Shahbaz, Muhammad & Ahmed, Ashraf U. & Alam, Md. Mahmudul, 2019, "Financial Development and Energy Consumption Nexus in Malaysia: A Multivariate Time Series Analysis," OSF Preprints, Center for Open Science, number tdh8k, Feb, DOI: 10.31219/osf.io/tdh8k.
- Francesco Furlanetto & Francesco Ravazzolo & Samad Sarferaz, 2019, "Identification of Financial Factors in Economic Fluctuations," The Economic Journal, Royal Economic Society, volume 129, issue 617, pages 311-337.
- Patrick Fève & Alain Guay, 2019, "Sentiments in SVARs," The Economic Journal, Royal Economic Society, volume 129, issue 618, pages 877-896.
- Tobias Cagala & Ulrich Glogowsky & Veronika Grimm & Johannes Rincke, 2019, "Public Goods Provision with Rent-extracting Administrators," The Economic Journal, Royal Economic Society, volume 129, issue 620, pages 1593-1617.
- Davide Debortoli & Jinill Kim & Jesper Lindé & Ricardo Nunes, 2019, "Designing a Simple Loss Function for Central Banks: Does a Dual Mandate Make Sense?," The Economic Journal, Royal Economic Society, volume 129, issue 621, pages 2010-2038.
- Paul Windrum & Michelle Haynes & Peter Thompson, 2019, "“Breaking the mirror”: interface innovation and market capture by Japanese professional camera firms, 1955–1974," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 28, issue 5, pages 1029-1056.
- P Gorgi & P R Hansen & P Janus & S J Koopman, 2019, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 1-32.
- Kevin Sheppard & Wen Xu, 2019, "Factor High-Frequency-Based Volatility (HEAVY) Models," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 33-65.
- Anne Opschoor & André Lucas, 2019, "Fractional Integration and Fat Tails for Realized Covariance Kernels," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 66-90.
- Antonello Maruotti & Antonio Punzo & Luca Bagnato, 2019, "Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 91-117.
- Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019, "Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 462-494.
- Raymond Osi Alenoghena, 2019, "Fiscal Policy Determinants of Money Demand in Nigeria: ARDL Bound Testing Approach," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 13-22, December.
- Jennifer Castle & Takamitsu Kurita, 2019, "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 866, Jan.
- Alonso Cifuentes, Julio César & Jaramillo Flechas, Luis Eduardo, 2019, "Descomponiendo el Efecto del Gasto Público en la Tasa de Cambio Real: Una Aproximación al Caso Colombiano || Decomposing the Effect of Public Spending on the Real Exchange Rate: An Approximation to the Colombian Case," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 91-114, June.
- Mali Chivakul & Bernhard Kassner, 2019, "Can Consumption Growth in China Keep Up as Investment Slows?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 3, pages 381-412, September, DOI: 10.1057/s41294-019-00097-w.
- Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2019, "From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-05, May.
- Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019, "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-06, Jun.
- Ioannis Chatziantoniou & David Gabauer, 2019, "EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2019-07, Jul.
- Francisco Estrada & Pierre Perron, 2019, "Breaks, Trends and the Attribution of Climate Change: A Time-Series Analysis," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 83, pages 1-31.
- Alexander Boca Saravia & Gabriel Rodríguez, 2019, "Presidential Approval in Peru: An Empirical Analysis Using a Fractionally Cointegrated VAR," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2019-480, DOI: 10.18800/2079-8474.0480.
- Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-014, Jul.
- Joanna Olbrys, 2019, "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 14, issue 2, pages 251-275, June, DOI: 10.24136/eq.2019.012.
- Engelbert Stockhammer, 2019, "Coupling cycle mechanisms: Minsky debt cycles and the multiplier-accelerator," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1904, Feb.
- Lenarčič, Črt, 2019, "Inflation – Harrod-Balassa-Samuelson effect in a DSGE model setting," MPRA Paper, University Library of Munich, Germany, number 101199.
- Asongu, Simplice & Agboola, Mary & Alola, Andrew & Bekun, Festus, 2019, "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," MPRA Paper, University Library of Munich, Germany, number 102056, Jan.
- Sanu, Md Sahnewaz, 2019, "Re-examining the Environmental Kuznets Curve Hypothesis in India: The Role of Coal Consumption, Financial Development and Trade Openness," MPRA Paper, University Library of Munich, Germany, number 107845, Aug, revised Dec 2019.
- Sanu, Md Sahnewaz, 2019, "Is the Export-led Growth Hypothesis Valid for India? Another Look at the Evidence," MPRA Paper, University Library of Munich, Germany, number 107903, Jul, revised 12 Sep 2019.
- Asaduzzaman, Md, 2019, "FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis," MPRA Paper, University Library of Munich, Germany, number 110328, Dec, revised 05 Dec 2019.
- Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2019, "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 111037.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Touche, Nassim, 2019, "Integer-valued stochastic volatility," MPRA Paper, University Library of Munich, Germany, number 91962, Feb, revised 04 Feb 2019.
- Murasawa, Yasutomo, 2019, "Bayesian multivariate Beveridge--Nelson decomposition of I(1) and I(2) series with cointegration," MPRA Paper, University Library of Munich, Germany, number 91979, Feb.
- Matuka, Adelajda, 2019, "Exchange Rate Pass-Through to Prices: VAR Evidence for Albania," MPRA Paper, University Library of Munich, Germany, number 92005, Feb.
- Hasumi, Ryo & Iiboshi, Hirokuni, 2019, "A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan," MPRA Paper, University Library of Munich, Germany, number 92292, Feb.
- Damianov, Damian S & Escobari, Diego, 2019, "Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis," MPRA Paper, University Library of Munich, Germany, number 92389, Feb.
- Sandoval Paucar, Giovanny, 2019, "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH
[Modeling of the conditional correlation for the Colombian stock market: a DCC application - MGARCH]," MPRA Paper, University Library of Munich, Germany, number 92534, Mar, revised 04 Mar 2019. - Iiboshi, Hirokuni & Iwata, Yasuharu & Kajita, Yuto & Soma, Naoto, 2019, "Time-varying Fiscal Multipliers Identified by Systematic Component: A Bayesian Approach to TVP-SVAR model," MPRA Paper, University Library of Munich, Germany, number 92631, Mar.
- Ntanga Ntita, Jean de Dieu & Kazadi Ntita, François & Ntita Ntita, Jean, 2019, "Investissements Directs Étrangers Et Croissance Économique En République Démocratique Du Congo (Rdc)
[Foreign Direct Investment And Economic Growth In Democratic Republic Of Congo (Drc)]," MPRA Paper, University Library of Munich, Germany, number 92910. - Asafo, Shuffield Seyram, 2019, "Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana," MPRA Paper, University Library of Munich, Germany, number 92967, Mar.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019, "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper, University Library of Munich, Germany, number 93048, Mar.
- Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
- Maas, Benedikt, 2019, "Short-term forecasting of the US unemployment rate," MPRA Paper, University Library of Munich, Germany, number 94066, Apr.
- Mbekeni, Lutho & Phiri, Andrew, 2019, "South African unemployment in the post-financial crisis era: What are the determinants?," MPRA Paper, University Library of Munich, Germany, number 94159, May.
- Apopo, Natalay & Phiri, Andrew, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper, University Library of Munich, Germany, number 94712, Jun.
- Pourghorban, Mojtaba & Mamipour, Siab, 2019, "Day-ahead electricity price forecasting with emphasis on its volatility in Iran (GARCH combined with ARIMA models)," MPRA Paper, University Library of Munich, Germany, number 94826, Feb.
- Dąbrowski, Marek A., 2019, "A new approach to estimation of actively managed component of foreign exchange reserves," MPRA Paper, University Library of Munich, Germany, number 95280, Jul.
- Zouri, Stéphane, 2019, "Synchronisation des chocs d'offre et de demande dans la Communauté Economique des Etats de l'Afrique de l'Ouest (CEDEAO)
[Synchronization of supply and demand shocks in the Economic Community of West African States (ECOWAS)]," MPRA Paper, University Library of Munich, Germany, number 95291, Jul. - Ho, Sy-Hoa & OUEGHLISSI, Rim & EL FERKTAJI, Riadh, 2019, "The dynamic causality between ESG and economic growth: Evidence from panel causality analysis," MPRA Paper, University Library of Munich, Germany, number 95390, Jul.
- Bragoudakis, Zacharias & Degiannakis, Stavros & Filis, George, 2019, "Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?," MPRA Paper, University Library of Munich, Germany, number 95407, May.
- Loermann, Julius & Maas, Benedikt, 2019, "Nowcasting US GDP with artificial neural networks," MPRA Paper, University Library of Munich, Germany, number 95459, May.
- Francq, Christian & Zakoian, Jean-Michel, 2019, "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," MPRA Paper, University Library of Munich, Germany, number 95965, Sep.
- Fantazzini, Dean & Zimin, Stephan, 2019, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 95988.
- Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019, "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper, University Library of Munich, Germany, number 96007, Sep.
- Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019, "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper, University Library of Munich, Germany, number 96266.
- Maas, Benedikt, 2019, "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper, University Library of Munich, Germany, number 96408, Sep.
- Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2019, "Construcción de una Bolivia artificial: Efectos de la Política Económica desde 2006
[Construction of an artificial Bolivia: Effects of the Economic Policy since 2006]," MPRA Paper, University Library of Munich, Germany, number 96626, Oct. - Kuikeu, Oscar, 2019, "Le syndrome hollandais en zone CEMAC: une approche par la modélisation VAR structurelle
[The Dutch Disease in CEMAC: an assessment with the Structural VAR methodology]," MPRA Paper, University Library of Munich, Germany, number 96813, Nov. - Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper, University Library of Munich, Germany, number 96845, Sep, revised 23 Dec 2019.
- Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
- Kurovskiy, Gleb, 2019, "Disentanglement of natural interest rate shocks and monetary policy shocks nexus," MPRA Paper, University Library of Munich, Germany, number 97547, Dec.
- Salamaliki, Paraskevi, 2019, "Assessing labor market conditions in Greece: a note," MPRA Paper, University Library of Munich, Germany, number 97559, Dec.
- Mansur, Alfan, 2019, "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," MPRA Paper, University Library of Munich, Germany, number 97883, Feb, revised 02 Oct 2019.
- Chuluunbayar, Delgerjargal, 2019, "Output Composition of Monetary Policy Transmission in Mongolia," MPRA Paper, University Library of Munich, Germany, number 98111, Oct.
- Zikidou, Stavroula & Hadjidema, Stamatina, 2019, "Households Health Expenditure in interannual correlation with Public Health Expenditure in Greece," MPRA Paper, University Library of Munich, Germany, number 98907.
- Lusompa, Amaze, 2019, "Local Projections, Autocorrelation, and Efficiency," MPRA Paper, University Library of Munich, Germany, number 99856, Nov, revised 11 Apr 2020.
- Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019, "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers, University of Pretoria, Department of Economics, number 201909, Feb.
- Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng, 2019, "Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model," Working Papers, University of Pretoria, Department of Economics, number 201910, Feb.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers, University of Pretoria, Department of Economics, number 201915, Feb.
- Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
- Goodness C. Aye, 2019, "Fiscal Policy Uncertainty and Economic Activity in South Africa: An Asymmetric Analysis," Working Papers, University of Pretoria, Department of Economics, number 201922, Mar.
- Goodness C. Aye, 2019, "Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S," Working Papers, University of Pretoria, Department of Economics, number 201923, Mar.
- Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers, University of Pretoria, Department of Economics, number 201925, Mar.
- Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019, "Movements in International Bond Markets: The Role of Oil Prices," Working Papers, University of Pretoria, Department of Economics, number 201935, Apr.
- Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019, "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers, University of Pretoria, Department of Economics, number 201942, May.
- David Gabauer & Rangan Gupta, 2019, "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers, University of Pretoria, Department of Economics, number 201944, Jun.
- Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019, "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201947, Jun.
- Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 201951, Jul.
- Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019, "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 201953, Jul.
- Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019, "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201954, Jul.
- Elie Bouri & Rangan Gupta, 2019, "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201955, Jul.
- Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
- Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.
- Christina Christou & David Gabauer & Rangan Gupta, 2019, "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers, University of Pretoria, Department of Economics, number 201962, Aug.
- Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019, "Moments-Based Spillovers across Gold and Oil Markets," Working Papers, University of Pretoria, Department of Economics, number 201966, Aug.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2019, "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers, University of Pretoria, Department of Economics, number 201975, Oct.
- Afees A. Salisu & Rangan Gupta, 2019, "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 201976, Oct.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019, "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers, University of Pretoria, Department of Economics, number 201981, Nov.
- Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2019, "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Working Papers, University of Pretoria, Department of Economics, number 201982, Dec.
- Jakub Bechný, 2019, "Unemployment Hysteresis in the Czech Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 5, pages 532-546, DOI: 10.18267/j.pep.709.
- Tomáš Šestořád, 2019, "Multiplikátor vládních výdajů při nulové nominální úrokové míře
[Government Expenditure Multiplier at Zero Nominal Interest Rate]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 1, pages 20-47, DOI: 10.18267/j.polek.1215. - Karol Szomolányi & Martin Lukáčik & Adriana Lukáčiková, 2019, "Odhad elasticity substitúcie vstupov v slovenskej ekonomike
[Estimate of Elasticity of Substitution of Inputs in Slovak Economy]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 6, pages 611-630, DOI: 10.18267/j.polek.1253. - Michał Gradzewicz, 2019, "How do savings of different sectors respond to interest rate change?," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 1, pages 1-22, March.
- Justyna Wróblewska & Anna Pajor, 2019, "One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 11, issue 1, pages 23-45, March.
- Livia Carolina Machado Melo & Cleomar Gomes da Silva, 2019, "An Analysis of the Interaction Between Monetary and Fiscal Policies in Brazil," PSL Quarterly Review, Economia civile, volume 72, issue 288, pages 53-71.
- António Rua, 2019, "Modelling the Demand for Euro Banknotes," Working Papers, Banco de Portugal, Economics and Research Department, number w201905.
- Paulo M.M. Rodrigues & Philipp Sibbertsen, 2019, "Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium," Working Papers, Banco de Portugal, Economics and Research Department, number w201912.
- Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020, "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper, Economics Department, Queen's University, number 1420, Oct.
- Shayan Zakipour-Saber, 2019, "State-dependent Monetary Policy Regimes," Working Papers, Queen Mary University of London, School of Economics and Finance, number 882, Feb.
- Alessio Volpicella, 2019, "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers, Queen Mary University of London, School of Economics and Finance, number 890, Jul.
- Germano Ruisi, 2019, "Time-Varying Local Projections," Working Papers, Queen Mary University of London, School of Economics and Finance, number 891, Jul.
- Efrosiniya Karatetskaya & Valeriya Lakshina, 2019, "Volatility spillovers with spatial effects in the oil and gas market (in Russian)," Quantile, Quantile, issue 14, pages 83-95, June.
- Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel Rees, 2019, "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2019-07, Aug.
- Francesco Furlanetto & Orjan Robstad, 2019, "Online Appendix to "Immigration and the macroeconomy: some new empirical evidence"," Online Appendices, Review of Economic Dynamics, number 18-245.
- Francesco Furlanetto & Orjan Robstad, 2019, "Code and data files for "Immigration and the macroeconomy: some new empirical evidence"," Computer Codes, Review of Economic Dynamics, number 18-245, revised .
- Paul Beaudry & Patrick Feve & Alain Guay & Franck Portier, 2019, "Code and data files for "When is Nonfundamentalness in SVARs a Real Problem?"," Computer Codes, Review of Economic Dynamics, number 18-478, revised .
- Francesco Furlanetto & Orjan Robstad, 2019, "Immigration and the macroeconomy: some new empirical evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 34, pages 1-19, October, DOI: 10.1016/j.red.2019.02.006.
- Patrick Feve, 2019, "Shadow Banking and the Great Recession," 2019 Meeting Papers, Society for Economic Dynamics, number 199.
- Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2019, "The Origins and Effects of Macroeconomic Uncertainty," 2019 Meeting Papers, Society for Economic Dynamics, number 245.
- Paul Ho, 2019, "Global Robust Bayesian Analysis in Large Models," 2019 Meeting Papers, Society for Economic Dynamics, number 390.
- Andrew Foerster & Andreas Hornstein & Mark Watson & Pierre-Daniel Sarte, 2019, "Sectoral and Aggregate Structural Change," 2019 Meeting Papers, Society for Economic Dynamics, number 532.
- Sima Siami-Namini, 2019, "Volatility Transmission Among Oil Price, Exchange Rate and Agricultural Commodities Prices," Applied Economics and Finance, Redfame publishing, volume 6, issue 4, pages 41-61, July.
- Tersoo Shimonkabir SHITILE & Abubakar SULE, 2019, "Welfare Effect of Monetary Financing," Applied Economics and Finance, Redfame publishing, volume 6, issue 5, pages 145-157, September.
- Kai-Hua Wang & Chi-Wei Su & Ran Tao, 2019, "Does the Mundell-Fleming model fit in China?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 1, pages 11-28.
- Melo-Velandia, Luis Fernando & Parra-Amado, Daniel & Abril-Salcedo, Davinson Stev, 2019, "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Working papers, Red Investigadores de Economía, number 23, Nov.
- Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers, Red Investigadores de Economía, number 7, Jun.
- Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers, Red Investigadores de Economía, number 8, Jun.
- Abhijit Sen Gupta & Tara Iyer, 2019, "Quarterly Forecasting Model for India’s Economic Growth: Bayesian Vector Autoregression Approach," ADB Economics Working Paper Series, Asian Development Bank, number 573, Mar.
- Peter Rosenkranz & Junkyu Lee, 2019, "Nonperforming Loans in Asia: Determinants and Macrofinancial Linkages," ADB Economics Working Paper Series, Asian Development Bank, number 574, Mar.
- Tara Iyer & Abhijit Sen Gupta, 2019, "Nowcasting Economic Growth in India: The Role of Rainfall," ADB Economics Working Paper Series, Asian Development Bank, number 593, Oct.
- Dmitriy Borzykh & Artem Yazykov, 2019, "The new KS method for a structural break detection in GARCH(1,1) models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 54, pages 90-104.
- Achour Aya & Omar Chafik, 2019, "Salaire minimum au Maroc : faits stylisés et impacts économiques," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2019-3, Dec.
- Achour Aya, 2019, "Réserves de change et fonctionnement de l'économie marocaine: enseignements à partir d'un modèle DSGE," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2019-4, Dec.
- Selim Demez & Oktay Kizilkaya & Mehmet Dag, 2019, "Relationship Between Financial Development and Growth: Bootstrap Causality Analysis for Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 3, pages 617-628.
- Alparslan Serel & Huseyin Guvenoglu, 2019, "Banka Kredi Kanalının İşleyişi: Türkiye Uygulaması (2011-2018) (The Functioning of the Bank Credit Channel: The Application of Turkey (2011-2018))," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 867-883.
- Gan-Ochir Doojav & Munkhbayar Purevdorj, 2019, "The Relationship Between Financial Condition and Business Cycle in Mongolia," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 2, pages 203-223, DOI: 10.11644/KIEP.EAER.2019.23.2.361.
- Shailander SINGH & Janor HAWATI, 2019, "Study on the Causality Nexus between Macro-Economic Variables using Vector Error Correction Modeling," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 1, pages 1-22.
- Roger HOSEIN & Regan DEONANAN & Kimbert EVANS, 2019, "Foreign Direct Investment, Exports and Economic Growth in SIDS: Evidence from Saint Lucia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 1, pages 47-76.
- Abdulnasser Hatemi-J, 2019, "The Causal Impact of Stock Market Development on Economic Development in the UAE: An Asymmetric Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 2, pages 171-184.
- Chaido Dritsaki, 2019, "Modeling the Volatility of Exchange Rate Currency using GARCH Model," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 2, pages 209-230.
- Pavlos Stamatiou & Chaido Dritsaki, 2019, "The Phillips Curve: Unemployment Dynamics and Nairu Estimates of Poland’s Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 3, pages 281-312.
- Abdulnasser Hatemi-J & Safa Al-Mohana, 2019, "Testing for Financial Market Integration of the UAE Market with the Global Market," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 4, pages 475-492.
- Debesh Bhowmik, 2019, "Impact of Indo-ASEAN Import on ASEAN Trade and Financial Integration," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 2, issue 1, pages 1-34.
- Musa Abdullahi Sakanko & Abubakar Ijoko & Inuwa Yaqoub Mohammad, 2019, "The Dynamic Impacts of Idle Cash on Economic Growth in Nigeria (1985 – 2018)," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 2, issue 2, pages 33-52.
- Xueying Liu & Reinhard Madlener, 2019, "Get Ready for Take-Off: A Two-Stage Model of Aircraft Market Diffusion," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 15/2019, Oct.
- Xueying Liu & Reinhard Madlener, 2019, "The Sky is the Limit: Assessing Aircraft Market Diffusion with Agent-Based Modeling," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 16/2019, Oct.
- Md Abu Hasan, 2019, "Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 26, pages 43-71.
- Gavin Ooft, 2019, "Inflation and Economic Activity in Suriname," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 130, Jan.
- Mutawakil M. Zankawah & Chris Stewart, 2019, "Measuring volatility spill-over effects of crude oil prices on Ghana’s exchange rate and stock market between 1991 and 2015," Economics Discussion Papers, School of Economics, Kingston University London, number 2019-1, Jan.
- Mutawakil M. Zankawah & Chris Stewart, 2019, "Does the exogeneity of oil prices matter in the oil price-macro-economy relationship for Ghana?," Economics Discussion Papers, School of Economics, Kingston University London, number 2019-2, Feb.
- Jessica Calva & Karen Silva, 2019, "Incidencia del gasto público en las importaciones para Ecuador, Colombia, Brasil y Venezuela; utilizando series de tiempo," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 6, issue 1, pages 100-110.
- Karolina Konopczak, 2019, "Can inaction account for the incomplete exchangerate pass-through? Evidence from threshold ARDL model," MF Working Papers, Ministry of Finance in Poland, number 37, May.
- Zahed Moradi & Abbas Memarnejad & Seyed Shamseddin Hosseini & Kambiz Hojabr Kiani, 2019, "Investigating the Effects of Institutional-Structural Quality on Iran's Non-oil Exports: Time-Varying Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 5, issue 4, pages 81-106.
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