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

• 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.
• Albert Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis : this time was different," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2019-11, Jul.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers, Federal Reserve Bank of Cleveland, number 18-03R, Sep, DOI: 10.26509/frbc-wp-201803r.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2019, "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers, Federal Reserve Bank of Cleveland, number 18-14R, Jul, DOI: 10.26509/frbc-wp-201814r.
• Carsen Jentsch & Kurt Graden Lunsford, 2019, "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers, Federal Reserve Bank of Cleveland, number 19-08, May, DOI: 10.26509/frbc-wp-201908.
• Richard Ashley & Randal J. Verbrugge, 2019, "The Intermittent Phillips Curve: Finding a Stable (But Persistence-Dependent) Phillips Curve Model Specification," Working Papers, Federal Reserve Bank of Cleveland, number 19-09R2, May, revised 14 Feb 2023, DOI: 10.26509/frbc-wp-201909r2.
• Mark Bognanni & John Zito, 2019, "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 19-29, Dec, DOI: 10.26509/frbc-wp-201929.
• Everett Grant & Julieta Yung, 2019, "Upstream, Downstream & Common Firm Shocks," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 360, Apr, DOI: 10.24149/gwp360.
• Soojin Jo & Justin J. Lee, 2019, "Uncertainty and Labor Market Fluctuations," Working Papers, Federal Reserve Bank of Dallas, number 1904, Jul, DOI: 10.24149/wp1904.
• Xiaoqing Zhou, 2019, "Refining the Workhorse Oil Market Model," Working Papers, Federal Reserve Bank of Dallas, number 1910, Sep, DOI: 10.24149/wp1910.
• Jens H. E. Christensen & Mark M. Spiegel, 2019, "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-15, Oct, DOI: 10.24148/wp2019-15.
• Andrew T. Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2022, "Aggregate Implications of Changing Sectoral Trends," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-16, Jan, DOI: 10.24148/wp2019-16.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The Safety Premium of Safe Assets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-28, Feb, DOI: 10.24148/wp2019-28.
• Pablo A. Cuba-Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019, "Likelihood Evaluation of Models with Occasionally Binding Constraints," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-028, Apr, DOI: 10.17016/FEDS.2019.028.
• Cristina Conflitti & Matteo Luciani, 2019, "Oil Price Pass-Through into Core Inflation," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2019-04-30, Apr, DOI: 10.17016/2380-7172.2066.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2019, "Business Cycles Across Space and Time," Working Papers, Federal Reserve Bank of St. Louis, number 2019-010, Jan, revised 05 May 2021, DOI: 10.20955/wp.2019.010.
• Michael T. Owyang & Jeremy M. Piger & Daniel Soques, 2019, "Contagious Switching," Working Papers, Federal Reserve Bank of St. Louis, number 2019-014, May, revised 28 Feb 2021, DOI: 10.20955/wp.2019.014.
• Laura E. Jackson & Christopher Otrok & Michael T. Owyang, 2019, "Tax Progressivity, Economic Booms, and Trickle-Up Economics," Working Papers, Federal Reserve Bank of St. Louis, number 2019-034, Nov, revised 12 Mar 2026, DOI: 10.20955/wp.2019.034.
• Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2019, "International Evidence on Long-Run Money Demand," Staff Report, Federal Reserve Bank of Minneapolis, number 587, Jun, DOI: 10.21034/sr.587.
• Luca Benati & Robert E. Lucas & Juan Pablo Nicolini & Warren E. Weber, 2019, "Online Appendix for: International Evidence on Long-Run Money Demand," Staff Report, Federal Reserve Bank of Minneapolis, number 588, Jun, DOI: 10.21034/sr.588.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports, Federal Reserve Bank of New York, number 885, Apr.
• Daniel J. Lewis, 2019, "Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects," Staff Reports, Federal Reserve Bank of New York, number 891, Jun.
• Michael Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019, "Online Estimation of DSGE Models," Staff Reports, Federal Reserve Bank of New York, number 893, Aug.
• Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019, "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper, Federal Reserve Bank of Richmond, number 19-6, Feb.
• Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2019, "Aggregate Implications of Changing Sectoral Trends," Working Paper, Federal Reserve Bank of Richmond, number 19-11, May.
• Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019, "Indeterminacy and Imperfect Information," Working Paper, Federal Reserve Bank of Richmond, number 19-17, Oct.
• Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Working Paper, Federal Reserve Bank of Richmond, number 19-18, Oct.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_07, Jan.
• Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019, "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_05, Jul.
• Fındık Özlem ALPER, 2019, "Determinants of Economic Growth: The Case of Turkey Under Structural Breaks," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Sergey M. Ivashchenko, 2019, "DSGE Models: Problem of Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 81-95, April, DOI: 10.31107/2075-1990-2019-2-81-95.
• Emanuela Ciapanna & Marco Taboga, 2019, "Bayesian Analysis of Coefficient Instability in Dynamic Regressions," Econometrics, MDPI, volume 7, issue 3, pages 1-32, June.
• Manabu Asai & Rangan Gupta & Michael McAleer, 2019, "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Energies, MDPI, volume 12, issue 17, pages 1-17, September.
• Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019, "Modeling the Relationship between Crude Oil and Agricultural Commodity Prices," Energies, MDPI, volume 12, issue 7, pages 1-41, April.
• Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," JRFM, MDPI, volume 12, issue 2, pages 1-9, April.
• Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," JRFM, MDPI, volume 12, issue 2, pages 1-7, April.
• Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Macroeconomic Shocks and Changing Dynamics of the U.S. REITs Sector," Sustainability, MDPI, volume 11, issue 10, pages 1-12, May.
• Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
• Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1912.
• S Tharshan & W L M A Liyanage & P G K Nilanka & E A Selvanathan & M Jayasinghe and S Selvanathan, 2019, "The Impact of Sectoral Government Expenditure on Economic Growth: Evidence from Sri Lanka," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201902, Feb.
• R.D. Asanka Maithreerathna & P. Chamika Mummullage & Athula Naranpanawa & Chandika Gunasinghe, 2019, "An Empirical Analysis of the Impact of Total Debt on the Economic Growth of Sri Lanka," Discussion Papers in Economics, Griffith University, Department of Accounting, Finance and Economics, number economics:201903, Mar.
• Christian Richter & Sara El Asy, 2019, "Is Public Debt Always Harmful to Economic Growth," Working Papers, The German University in Cairo, Faculty of Management Technology, number 52, Oct.
• Moses K. Tule & J.S. Akuns & L.R. Balakeffi & C.C. Chiemeke & S.A, Abdulsalam, 2019, "Volatility Spillovers Between Oil And Stock Markets: Evidence From Nigeria And South Africa," West African Financial and Economic Review (WAFER), WEST AFRICAN INSTITUTE FOR FINANCIAL AND ECONOMIC MANAGEMENT (WAIFEM), volume 19, issue 2, pages 105-136, December.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2019-4, Jul.
• Hayette Gatfaoui, 2019, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Post-Print, HAL, number hal-02115626, May, DOI: 10.1016/j.eneco.2018.12.013.
• Stéphane Dees & Srecko Zimic, 2019, "Animal spirits, fundamental factors and business cycle fluctuations," Post-Print, HAL, number hal-03285242, Sep, DOI: 10.1016/j.jmacro.2019.103123.
• Aurelien Leroy & Adrian Pop, 2019, "Macro-Financial Linkages: The Role of the Institutional Framework," Post-Print, HAL, number hal-03367548, Apr, DOI: 10.1016/j.jimonfin.2018.12.002.
• Jean-Marie Cardebat & Florine Livat & Julian M. Alston, 2019, "Do denominations of origin provide useful quality signals? The case of Bordeaux wines," Post-Print, HAL, number hal-03389556, Sep, DOI: 10.1016/j.econmod.2018.06.003.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the Euro Area crisis: This time was different," Post-Print, HAL, number hal-03403613, Oct, DOI: 10.1016/j.euroecorev.2019.08.002.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number hal-04582262, Jun.
• Clément Cerovecki & Christian Francq & Siegfried Hörmann & Jean-Michel Zakoïan, 2019, "Functional GARCH models: The quasi-likelihood approach and its applications," Post-Print, HAL, number hal-05417265, Apr, DOI: 10.1016/j.jeconom.2019.01.006.
• Ilyes Abid & Khaled Guesmi & Stéphane Goutte & Christian Urom & Julien Chevallier, 2019, "Commodities risk premia and regional integration in gas-exporting countries," Post-Print, HAL, number halshs-02148921, May, DOI: 10.1016/j.eneco.2018.12.027.
• Serge Darolles & Gaëlle Le Fol & Yang Lu & Ran Sun, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Post-Print, HAL, number halshs-02418967, DOI: 10.1016/j.jmva.2019.02.015.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," PSE Working Papers, HAL, number halshs-02262202, Jul.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis: this time was different," Sciences Po Economics Publications (main), HAL, number hal-03403269, Jun.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po Economics Publications (main), HAL, number hal-03403613, Oct, DOI: 10.1016/j.euroecorev.2019.08.002.
• S Devrim Yilmaz & Engelbert Stockhammer, 2019, "Coupling Cycle Mechanisms: Minsky debt cycles and the Multiplier-Accelerator," Working Papers, HAL, number hal-02012724, Feb.
• Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019, "Financial and fiscal interaction in the euro area crisis: this time was different," Working Papers, HAL, number hal-03403269, Jun.
• Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, HAL, number halshs-02073826.
• Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019, "Potential Growth and Natural Yield Curve in Japan," Working Papers, HAL, number halshs-02091035, Apr.
• Nooman Rebei & Rashid Sbia, 2019, "Transitory and Permanent Shocks in the Global Market for Crude Oil," Working Papers, HAL, number halshs-02193700, May.
• Catherine Doz & Peter Fuleky, 2019, "Dynamic Factor Models," Working Papers, HAL, number halshs-02262202, Jul.
• Etienne Vaccaro-Grange, 2019, "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," Working Papers, HAL, number halshs-02359503, Nov.
• Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2019, "A Comparison of Semiparametric Tests for Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-651, Jan.
• Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019, "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-656, Jun.
• Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019, "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-660, Sep.
• Stauskas, Ovidijus, 2019, "On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors," Working Papers, Lund University, Department of Economics, number 2019:2, Jan.
• Landaud, Fanny, 2019, "From Employment to Engagement? Stable Jobs, Temporary Jobs, and Cohabiting Relationships," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 10/2019, Apr, revised 30 Apr 2019.
• Knezevic, David & Nordström, Martin & Österholm, Pär, 2019, "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers, Örebro University, School of Business, number 2019:6, Sep.
• Karlsson, Sune & Österholm, Pär, 2019, "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers, Örebro University, School of Business, number 2019:7, Sep.
• Ankargren, Sebastian & Shahnazarian, Hovick, 2019, "The Interaction Between Fiscal and Monetary Policies: Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 365, Feb, revised 01 Apr 2019.
• Mikhail Stolbov, 2019, "Constructing a Financial Stress Index for Russia: New Approaches," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 1, pages 32-60.
• Perron, Pierre & Yamamoto, Yohei & 山本, 庸平, 2019, "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-90, Sep.
• Ramesh CHANDRA DAS & Kamal RAY, 2019, "Long Run Relationships And Short Run Dynamics Among Unemployment And Demand Components: A Study On Sri Lanka, India And Bangladesh," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 107-120, June.
• Saiful HURRI & Said MUHAMMAD & Abd. JAMAL & M. Shabri Abd. MAJID, 2019, "Do Exports Of Oil And Gas Still Matter For Regional Economic Growth Of Sumatra, Indonesia?," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 9-18, June.
• Jan Ditzen, 2019, "Estimating long run e ects in models with cross-sectional dependence using xtdcce2," CEERP Working Paper Series, Centre for Energy Economics Research and Policy, Heriot-Watt University, number 007, Mar.
• Matthew Greenwood-Nimmo & Evžen KoÄ enda & Viet Hoang Nguyen, 2019, "Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n17, Nov.
• Adam Pigoñ & Micha³ Ramsza, 2019, "A comparison of Swiss, German and Polish fiscal rules using Monte Carlo simulations," IBS Working Papers, Instytut Badan Strukturalnych, number 10/2019, Nov.
• Mehmet Balcilar & Godwin Oluseye Olasehinde-Williams & Muhammad Shahbaz, 2019, "Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 12, issue 3, pages 233-247.
• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2019, "Robust Bayesian Inference in Proxy SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/19, Jul.
• Massimo Guidolin & Manuela Pedio, 2019, "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 639.
• Ibrahim L. Awad, 2019, "Revisiting the Exchange Rate Pass-Through to Domestic Inflation in Egypt: Why Is the Statistical Association Weak in the Short Run?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 1, pages 59-77, June.
• Mai T. T. Tran & Christopher Gan & Baiding Hu, 2019, "Impacts of Trade Liberalisation on CO2 Emissions in Vietnam," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 3, pages 265-286, December.
• Alain Galli & Christian Hepenstrick & Rolf Scheufele, 2019, "Mixed-Frequency Models for Tracking Short-Term Economic Developments in Switzerland," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 2, pages 151-178, June.
• Isabella Moder, 2019, "Spillovers from the ECB's Non-standard Monetary Policy Measures on Southeastern Europe," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 4, pages 127-163, October.
• Elizabeth Klee & Zeynep Senyuz & Emre Yoldas, 2019, "Effects of Changing Monetary and Regulatory Policy on Money Markets," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 4, pages 165-205, October.
• Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 137-173, December.
• Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 207-254, December.
• Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019, "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 19-E-16, Aug.
• Adalgiso Amendola & Mario di Serio & Matteo Fragetta & Mr. Giovanni Melina, 2019, "The Euro-Area Government Spending Multiplier at the Effective Lower Bound," IMF Working Papers, International Monetary Fund, number 2019/133, Jun.
• Sven Schreiber, 2019, "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 199-2019.
• Eduardo Loría Díaz & Emmanuel Gerardo Salas, 2019, "La relación entre robo y desempleo de varones jóvenes en México, 2005-2017," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 433-446, Julio - S.
• Taniya Ghosh & Prashant Mehul Parab, 2019, "Testing the Friedman-Schwartz hypothesis using time varying correlation," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-001, Jan.
• Dilip M. Nachane & Amlendu Dubey, 2019, "The Spectral envelope: An Application to the decoupling problem in economics," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-022, Jun.
• Espinoza-Licona, David R. & Pérez-Sosa, Felipe A., 2019, "El bitcoin, ¿una burbuja especulativa? Análisis de la estabilidad paramétrica de series de tiempo para el periodo 2009-2018," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 14, issue 51, pages 45-60, Segundo s.
• van der Wielen, Wouter, 2019, "The Macroeconomic Effects of Tax Reform: Evidence from the EU," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2019-04, Jun.
• Helena Chuliá & Christoph Koser & Jorge M. Uribe, 2019, "“Uncovering the time-varying relationship between commonality in liquidity and volatility”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201916, Sep, revised Sep 2019.
• Fabio Canetg & Daniel Kaufmann, 2019, "Shocking Interest Rate Floors," IRENE Working Papers, IRENE Institute of Economic Research, number 19-02, May.
• Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019, "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/68, Feb.
• Burcu Kuzören & Hamza Çeştepe & Hüseyin İçen, 2019, "The Effect of Institutions and Human Capital on Economic Growth: The Case of Turkey," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 30, issue 0, pages 65-81, June, DOI: 10.26650/ekoist.2018.30.0010.
• Belke, Ansgar H. & Frenzel Baudisch, Coletta & Göcke, Matthias, 2019, "Interest Rate Bands of Inaction and Play-Hysteresis in Domestic Investment: Evidence for the Euro Area," IZA Discussion Papers, IZA Network @ LISER, number 12567, Aug.
• Sikiru Jimoh Babalola & Saidatulakmal Mohd & Kizito Uyi Ehigiamusoe & Hammed Onikola, 2019, "Impact Of Foreign Direct Investment, Aid And Trade On Economic Growth In Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 4, pages 15-31, Fall.
• Hangyong Lee and Jin Lee, 2019, "Inflation Co-Movement in the ASEAN Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 44, issue 4, pages 135-152, December.
• Martin Geiger & Jochen Güntner, 2019, "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2019-13, May.
• Ferraresi Tommaso & Roventini Andrea & Semmler Willi, 2019, "Macroeconomic Regimes, Technological Shocks and Employment Dynamics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 239, issue 4, pages 599-625, August, DOI: 10.1515/jbnst-2018-0003.
• Manh Cuong Dong & Cathy W. S. Chen & Sangyoel Lee & Songsak Sriboonchitta, 2019, "How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 1, pages 343-366, January, DOI: 10.1007/s10614-017-9743-z.
• Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina, 2019, "Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches," Computational Economics, Springer;Society for Computational Economics, volume 54, issue 2, pages 647-667, August, DOI: 10.1007/s10614-018-9842-5.
• Panagiotis Palaios & Evangelia Papapetrou, 2019, "Asymmetric dynamics in the social contributions and social benefits nexus in Greece," Economic Change and Restructuring, Springer, volume 52, issue 4, pages 327-349, November, DOI: 10.1007/s10644-018-9234-9.
• Rangan Gupta & Chi Keung Marco Lau & Mark E. Wohar, 2019, "The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 353-368, May, DOI: 10.1007/s10663-018-9400-3.
• Leon Podkaminer, 2019, "The decline in investment shares is not caused by falling relative prices of capital: a note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 369-380, May, DOI: 10.1007/s10663-018-9401-2.
• Anna Louisa Merkel & Johannes Lohse, 2019, "Is fairness intuitive? An experiment accounting for subjective utility differences under time pressure," Experimental Economics, Springer;Economic Science Association, volume 22, issue 1, pages 24-50, March, DOI: 10.1007/s10683-018-9566-3.
• Xiaojie Xu, 2019, "Price dynamics in corn cash and futures markets: cointegration, causality, and forecasting through a rolling window approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 2, pages 155-181, June, DOI: 10.1007/s11408-019-00330-7.
• Samir Kadiric & Arthur Korus, 2019, "The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets," International Economics and Economic Policy, Springer, volume 16, issue 1, pages 65-102, March, DOI: 10.1007/s10368-018-00424-z.
• Riadh Abed & Amna Zardoub, 2019, "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 701-719, October, DOI: 10.1007/s10368-019-00444-3.
• Kyriaki Begiazi & Paraskevi Katsiampa, 2019, "Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 2, pages 290-309, February, DOI: 10.1007/s11146-018-9652-5.
• George Apostolakis & Athanasios P. Papadopoulos, 2019, "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, volume 30, issue 1, pages 157-178, February, DOI: 10.1007/s11079-018-9507-y.
• David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, volume 30, issue 3, pages 593-620, July, DOI: 10.1007/s11079-019-09526-w.
• Jinan Liu & Apostolos Serletis, 2019, "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, volume 30, issue 4, pages 779-811, September, DOI: 10.1007/s11079-019-09547-5.
• Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019, "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 3, pages 901-921, April, DOI: 10.1007/s11156-018-0730-9.
• Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
• Dominik Bertsche, 2019, "The effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approachThe effects of oil supply shocks on the macroeconomy: a Proxy-FAVAR approach," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-06, Dec.
• Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1907, Apr.
• Samad Sarferaz & Florian Eckert, 2019, "Agnostische Schätzung und Zerlegung von Produktionslücken," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 13, issue 4, pages 27-36, December, DOI: 10.3929/ethz-b-000385527.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019, "Forecasting Swiss Exports using Bayesian Forecast Reconciliation," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-457, Jul, DOI: 10.3929/ethz-b-000354388.
• Boriss Siliverstovs & Daniel Wochner, 2019, "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-463, Oct, DOI: 10.3929/ethz-b-000374306.
• Florian Eckert & Samad Sarferaz, 2019, "Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-467, Dec, DOI: 10.3929/ethz-b-000384365.
• Hortay, Olivér & Szőke, Tamás, 2019, "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon
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• Giuseppe Cavaliere & Anders Rahbek, 2019, "A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models," Discussion Papers, University of Copenhagen. Department of Economics, number 19-03, Apr.
• Simon Hetland & Rasmus Søndergaard Pedersen & Anders Rahbek, 2019, "Dynamic Conditional Eigenvalue GARCH," Discussion Papers, University of Copenhagen. Department of Economics, number 19-13, Dec.
• Efthymios Pavlidis & Konstantinos Vasilopoulos, 2019, "Speculative Bubbles in Segmented Markets," Working Papers, Lancaster University Management School, Economics Department, number 268640661.
• Ricardo Troncoso-Sepúlveda, 2019, "Price transmission of rice in Colombia and the world," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 91, pages 151-179, Julio - D, DOI: 10.17533/udea.le.n91a05.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2019, "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/05, May.
• Laurynas Narusevicius & Tomas Ramanauskas & Laura Gudauskaitė & Tomas Reichenbachas, 2019, "Lithuanian house price index: modelling and forecasting," Bank of Lithuania Occasional Paper Series, Bank of Lithuania, number 28, Nov.
• Andreas Brunhart, 2019, "Der neue Konjunkturindex „KonSens“: Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein," Arbeitspapiere, Liechtenstein-Institut, number 62, Sep.
• Chivakul, Mali & Kassner, Bernhard, 2019, "Can Consumption Growth in China Keep Up as Investment Slows?," Munich Reprints in Economics, University of Munich, Department of Economics, number 78225.
• Muhamad Irzal & Kiki Verico, 2019, "The Economic Correlation between China and Southeast Asian Countries: Derivative Market and Real Sector Analysis," LPEM FEBUI Working Papers, LPEM, Faculty of Economics and Business, University of Indonesia, number 201934, Mar.
• 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.