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

• Pablo Cuba‐Borda & Luca Guerrieri & Matteo Iacoviello & Molin Zhong, 2019, "Likelihood evaluation of models with occasionally binding constraints," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1073-1085, November, DOI: 10.1002/jae.2729.
• Wei Lin & Gloria González‐Rivera, 2019, "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1121-1140, November, DOI: 10.1002/jae.2738.
• Olesya Grishchenko & Sarah Mouabbi & Jean‐Paul Renne, 2019, "Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 5, pages 1053-1096, August, DOI: 10.1111/jmcb.12622.
• Zeyyad Mandalinci & Haroon Mumtaz, 2019, "Global Economic Divergence and Portfolio Capital Flows to Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 6, pages 1713-1730, September, DOI: 10.1111/jmcb.12576.
• Jan Pablo Burgard & Matthias Neuenkirch & Matthias Nöckel, 2019, "State‐Dependent Transmission of Monetary Policy in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 7, pages 2053-2070, October, DOI: 10.1111/jmcb.12592.
• Martín Almuzara & Dante Amengual & Enrique Sentana, 2019, "Normality tests for latent variables," Quantitative Economics, Econometric Society, volume 10, issue 3, pages 981-1017, July, DOI: 10.3982/QE859.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2019, "Identification with External Instruments in Structural VARs under Partial Invertibility," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1213.
• Zezethu Zandile & Andrew Phiri, 2019, "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-27, March, DOI: 10.1142/S2194565919500040.
• Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
• Katarzyna Maciejowska, 2019, "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/02, Jul.
• Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.
• Julian Martinez-Iriarte & Yixiao Sun & Xuexin Wang, 2019, "Asymptotic F Tests under Possibly Weak Identification," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2019-03-12, Mar.
• Ismail Olaleke Fasanya Oluwatomisin Oyewole Taofeek Agbatogun, 2019, "Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 2, pages 71-94, November, DOI: 10.2478/zireb-2019-0021.
• Breitenlechner, Max & Nuutilainen, Riikka, 2019, "China's monetary policy and the loan market: How strong is the credit channel in China?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 15/2019.
• Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019, "Assessing U.S. aggregate fluctuations across time and frequencies," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2019.
• Ambrocio, Gene, 2019, "Measuring household uncertainty in EU countries," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2019.
• Bettendorf, Timo & Heinlein, Reinhold, 2019, "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers, Deutsche Bundesbank, number 06/2019.
• Kerssenfischer, Mark, 2019, "Information effects of euro area monetary policy: New evidence from high-frequency futures data," Discussion Papers, Deutsche Bundesbank, number 07/2019.
• Fischer, Henning & Stolper, Oscar, 2019, "The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants," Discussion Papers, Deutsche Bundesbank, number 08/2019.
• Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019, "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers, Deutsche Bundesbank, number 15/2019.
• Mandler, Martin & Scharnagl, Michael, 2019, "Financial cycles across G7 economies: A view from wavelet analysis," Discussion Papers, Deutsche Bundesbank, number 22/2019.
• Mandler, Martin & Scharnagl, Michael, 2019, "Bank loan supply shocks and alternative financing of non-financial corporations in the euro area," Discussion Papers, Deutsche Bundesbank, number 23/2019.
• Knüppel, Malte & Krüger, Fabian, 2019, "Forecast uncertainty, disagreement, and the linear pool," Discussion Papers, Deutsche Bundesbank, number 28/2019.
• Hristov, Nikolay & Roth, Markus, 2019, "Uncertainty shocks and financial crisis indicators," Discussion Papers, Deutsche Bundesbank, number 36/2019.
• Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
• Murach, Michael & Wagner, Helmut, 2019, "The effects of external shocks on the business cycle in China: A structural change perspective," CEAMeS Discussion Paper Series, University of Hagen, Center for East Asia Macro-economic Studies (CEAMeS), number 1/2016, revised 2019, DOI: 10.18445/20200219-094751-1.
• Herwartz, Helmut & Lange, Alexander & Maxand, Simone, 2019, "Statistical identification in SVARs - Monte Carlo experiments and a comparative assessment of the role of economic uncertainties for the US business cycle," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 375.
• Assenmacher-Wesche, Katrin & Beyer, Andreas, 2019, "A cointegration model of money and wealth," CFS Working Paper Series, Center for Financial Studies (CFS), number 619.
• Krüger, Jens & Ruths Sion, Sebastian, 2019, "Improving oil price forecasts by sparse VAR methods," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 237, DOI: 10.25534/tuprints-00009643.
• Kholodilin, Konstantin A. & Netšunajev, Aleksei, 2019, "Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 19, issue 1, pages 39-51, DOI: 10.1080/1406099X.2018.1547566.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019, "Same, but different? Testing monetary policy shock measures," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 184.
• Dumitru, Ana-Maria & Holden, Thomas, 2019, "Quantifying the transmission of European sovereign default risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193632.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 194568.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202547.
• Brunhart, Andreas, 2019, "Der neue Konjunkturindex "KonSens": Ein gleichlaufender, vierteljährlicher Sammelindikator für Liechtenstein," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 225261, DOI: 10.13091/li-ap-62.
• Belke, Ansgar & Frenzel Baudisch, Coletta & Göcke, Matthias, 2019, "Interest Rate Bands of Inaction and Play-Hysteresis in Domestic Investment - Evidence for the Euro Area," GLO Discussion Paper Series, Global Labor Organization (GLO), number 374.
• Dragosch, André, 2019, "Disaggregated financial flows and economic development: Evidence from pre-1913 Germany," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 07-19.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-16.
• Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel, 2019, "Public investment and economic activity in Mexico, 1925-1981," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-21.
• Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
• Roger, Lionel, 2019, "A replication of "The long-run impact of foreign aid in 36 African countries: Insights from multivariate time series analysis" (Oxford Bulletin of Statistics and Economics, 2014)," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-27.
• Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2019, "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-64.
• Juselius, Katarina & Dimelis, Sophia, 2019, "The Greek crisis: A story of self-reinforcing feedback mechanisms," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-22, DOI: 10.5018/economics-ejournal.ja.2019-.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Roger, Lionel, 2019, "A replication of "The long-run impact of foreign aid in 36 African countries: Insights from multivariate time series analysis" (Oxford Bulletin of Economics and Statistics, 2014)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-53, DOI: 10.5018/economics-ejournal.ja.2019-.
• Potjagailo, Galina & Wolters, Maik H., 2019, "Global financial cycles since 1880," Kiel Working Papers, Kiel Institute for the World Economy, number 2122.
• Potjagailo, Galina & Wolters, Maik H., 2019, "Global financial cycles since 1880," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 132.
• Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu, 2019, "Localizing Multivariate CAViaR," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-007.
• Gießler, Stefan & Heinisch, Katja & Holtemöller, Oliver, 2019, "(Since when) Are East and West German business cycles synchronised?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 7/2019.
• Tiriongo, Samuel, 2019, "Credit allocation schemes: Perspectives from credit providers and regulatory regimes in Kenya," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 36.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 123, DOI: 10.5445/IR/1000092470.
• Liang, Chong & Schienle, Melanie, 2019, "Determination of vector error correction models in high dimensions," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 124, DOI: 10.5445/IR/1000092474.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019, "Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 125, DOI: 10.5445/IR/1000092476.
• Elstner, Steffen & Rujin, Svetlana, 2019, "The consequences of U.S. technology changes for productivity in advanced economies," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 796, DOI: 10.4419/86788924.
• Rujin, Svetlana, 2019, "What are the effects of technology shocks on international labor markets?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 806, DOI: 10.4419/86788934.
• Belke, Ansgar & Frenzel Baudisch, Coletta & Göcke, Matthias, 2019, "Interest rate bands of inaction and play-hysteresis in domestic investment: Evidence for the euro area," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 817, DOI: 10.4419/86788946.
• Belke, Ansgar & Goemans, Pascal, 2019, "Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 826, DOI: 10.4419/86788959.
• Belke, Ansgar & Klose, Jens, 2019, "Safe haven flows, natural interest rates and secular stagnation: Empirical evidence for euro area countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 831, DOI: 10.4419/86788964.
• Destefanis, Sergio & Fragetta, Matteo & Gasteiger, Emanuel, 2021, "Does one size fit all in the Euro Area? Some counterfactual evidence," ECON WPS - Working Papers in Economic Theory and Policy, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit, number 05/2019, revised 2021.
• Kerssenfischer, Mark, 2019, "Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203524.
• Goemans, Pascal & Belke, Ansgar, 2019, "Uncertainty and non-linear macroeconomic effects of fiscal policy in the US: A SEIVAR-based analysis," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203538.
• Süssmuth, Bernd, 2019, "Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203566.
• Monschang, Verena & Wilfling, Bernd, 2019, "Sup-ADF-style bubble detection methods under test," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203568.
• Schiman, Stefan & Klein, Mathias, 2019, "What accounts for the German Labor Market Miracle? A Macroeconomic Investigation," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203593.
• Groß, Christian, 2019, "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203645.
• Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019, "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203656.

2018

• Weigand Roland & Wanger Susanne & Zapf Ines, 2018, "Factor Structural Time Series Models for Official Statistics with an Application to Hours Worked in Germany," Journal of Official Statistics, Paradigm, volume 34, issue 1, pages 265-301, March, DOI: 10.1515/jos-2018-0012.
• Kouni Mohamed, 2018, "Impact of refugee population on development: A comparative analysis for the case of host economies," Review of Economic Perspectives, Paradigm, volume 18, issue 1, pages 77-96, March, DOI: 10.2478/revecp-2018-0005.
• Ibrahima Diallo & Isatou Mendy, 2018, "Fiscal Dominance In The West African Monetary Zone: An Empirical Investigation," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 18, issue 1, pages 21-46, June.
• Nazifi Aliyu & Z.S. Saheed & A.A. Alexander & Nafiu B. Abdussalam, 2018, "Does Oil Prices Shock Matter In The Nigerian Economy? Empirical Evidence From Sign-Identified Structural Vector Autoregression," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 18, issue 2, pages 47-69, December.
• Damian Zięba & Katarzyna Śledziewska, 2018, "Are demand shocks in Bitcoin contagious?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-17, Aug.
• Jesus Crespo Cuaresma & Jan Capek, 2018, "We just estimated twenty million fiscal multipliers," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp268, Aug.
• Capek, Jan & Crespo Cuaresma, Jesus, 2018, "We just estimated twenty million fiscal multipliers," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 268, Aug.
• Fischer, Manfred M. & Huber, Florian & Pfarrhofer, Michael & Staufer-Steinnocher, Petra, 2018, "The dynamic impact of monetary policy on regional housing prices in the United States," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2018/09, Nov.
• Hafedh Bouakez & Denis Larocque & Michel Normandin, 2018, "Separating the wheat from the chaff: A disaggregate analysis of the effects of public spending in the US," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 2, pages 361-390, May, DOI: 10.1111/caje.12324.
• Anthony Garratt & Kevin Lee & Kalvinder Shields, 2018, "The role of uncertainty, sentiment and cross‐country interactions in G7 output dynamics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 51, issue 2, pages 391-418, May, DOI: 10.1111/caje.12325.
• Michele Piffer & Maximilian Podstawski, 2018, "Identifying Uncertainty Shocks Using the Price of Gold," Economic Journal, Royal Economic Society, volume 128, issue 616, pages 3266-3284, December, DOI: 10.1111/ecoj.12545.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2018, "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, volume 86, issue 2, pages 617-654, March, DOI: 10.3982/ECTA14308.
• Haroon Mumtaz & Gabor Pinter & Konstantinos Theodoridis, 2018, "What Do Vars Tell Us About The Impact Of A Credit Supply Shock?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 625-646, May, DOI: 10.1111/iere.12282.
• Claudia Foroni & Francesco Furlanetto & Antoine Lepetit, 2018, "Labor Supply Factors And Economic Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 3, pages 1491-1510, August, DOI: 10.1111/iere.12311.
• Guglielmo Maria Caporale & Mohamad Husam Helmi, 2018, "Islamic banking, credit, and economic growth: Some empirical evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 456-477, October, DOI: 10.1002/ijfe.1632.
• Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018, "Estimating global bank network connectedness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 1, pages 1-15, January, DOI: 10.1002/jae.2585.
• Gerhard Rünstler & Marente Vlekke, 2018, "Business, housing, and credit cycles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 2, pages 212-226, March, DOI: 10.1002/jae.2604.
• John M. Maheu & Yong Song, 2018, "An efficient Bayesian approach to multiple structural change in multivariate time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 2, pages 251-270, March, DOI: 10.1002/jae.2606.
• Jia Liu & John M. Maheu, 2018, "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 297-318, April, DOI: 10.1002/jae.2605.
• Marco Bernardini & Gert Peersman, 2018, "Private debt overhang and the government spending multiplier: Evidence for the United States," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 4, pages 485-508, June, DOI: 10.1002/jae.2618.
• Bart Keijsers & Bart Diris & Erik Kole, 2018, "Cyclicality in losses on bank loans," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 4, pages 533-552, June, DOI: 10.1002/jae.2612.
• Laurent Ferrara & Pierre Guérin, 2018, "What are the macroeconomic effects of high‐frequency uncertainty shocks?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 5, pages 662-679, August, DOI: 10.1002/jae.2624.
• Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018, "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 763-779, September, DOI: 10.1002/jae.2637.
• Mawuli Segnon & Rangan Gupta & Stelios Bekiros & Mark E. Wohar, 2018, "Forecasting US GNP growth: The role of uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 541-559, August, DOI: 10.1002/for.2517.
• Christina Christou & Rangan Gupta & Christis Hassapis & Tahir Suleman, 2018, "The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 7, pages 705-719, November, DOI: 10.1002/for.2539.
• Sepideh Dolatabadi & Paresh Kumar Narayan & Morten Ørregaard Nielsen & Ke Xu, 2018, "Economic significance of commodity return forecasts from the fractionally cointegrated VAR model," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 2, pages 219-242, February, DOI: 10.1002/fut.21866.
• Joshua C.C. Chan & Todd E. Clark & Gary Koop, 2018, "A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 1, pages 5-53, February, DOI: 10.1111/jmcb.12452.
• Emmanuel De Veirman & Andrew Levin, 2018, "Cyclical Changes in Firm Volatility," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 2-3, pages 317-349, March, DOI: 10.1111/jmcb.12462.
• Tatjana Dahlhaus & Kristina Hess & Abeer Reza, 2018, "International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 2-3, pages 545-563, March, DOI: 10.1111/jmcb.12470.
• Joshua C.C. Chan & Yong Song, 2018, "Measuring Inflation Expectations Uncertainty Using High‐Frequency Data," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 6, pages 1139-1166, September, DOI: 10.1111/jmcb.12498.
• Marek Jarociński & Michele Lenza, 2018, "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 6, pages 1189-1224, September, DOI: 10.1111/jmcb.12496.
• Jochen H. F. Güntner & Katharina Linsbauer, 2018, "The Effects of Oil Supply and Demand Shocks on U.S. Consumer Sentiment," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 7, pages 1617-1644, October, DOI: 10.1111/jmcb.12512.
• Haroon Mumtaz & Laura Sunder‐Plassmann & Angeliki Theophilopoulou, 2018, "The State‐Level Impact of Uncertainty Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 8, pages 1879-1899, December, DOI: 10.1111/jmcb.12509.
• Eleonora Granziera & Hyungsik Roger Moon & Frank Schorfheide, 2018, "Inference for VARs identified with sign restrictions," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1087-1121, November, DOI: 10.3982/QE978.
• Atsushi Inoue & Mototsugu Shintani, 2018, "Quasi‐Bayesian model selection," Quantitative Economics, Econometric Society, volume 9, issue 3, pages 1265-1297, November, DOI: 10.3982/QE587.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018, "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1159.
• Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018, "Financial and Fiscal Interaction in the Euro Area Crisis : This Time was Different," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1167.
• Gosego Mothuti & Andrew Phiri, 2018, "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 4, pages 1-11, December, DOI: 10.1142/GEJ-2018-0045.
• Rafal Weron & Florian Ziel, 2018, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/08, Sep.
• Lance A. Fisher & Hyeon-seung Huh, 2018, "Combining sign and parametric restrictions in SVARs by Givens Rotations," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-122, Jun.
• Lance A. Fisher & Hyeon-seung Huh, 2018, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-124, Jul.
• Faryna, Oleksandr & Simola, Heli, 2018, "The transmission of international shocks to CIS economies: A Global VAR approach," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 17/2018.
• Baumeister, Christiane & Hamilton, James D., 2018, "Inference in structural vector auto regressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2018.
• Tölö, Eero & Miettinen, Paavo, 2018, "How do shocks to bank capital affect lending and growth?," Bank of Finland Research Discussion Papers, Bank of Finland, number 25/2018.
• Kunovac, Davor & Mandler, Martin & Scharnagl, Michael, 2018, "Financial cycles in euro area economies: A cross-country perspective," Discussion Papers, Deutsche Bundesbank, number 04/2018.
• Breitung, Jörg & Knüppel, Malte, 2018, "How far can we forecast? Statistical tests of the predictive content," Discussion Papers, Deutsche Bundesbank, number 07/2018.
• Meinen, Philipp & Röhe, Oke, 2018, "To sign or not to sign? On the response of prices to financial and uncertainty shocks," Discussion Papers, Deutsche Bundesbank, number 33/2018.
• Eraslan, Sercan & Ali, Faek Menla, 2018, "Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis," Discussion Papers, Deutsche Bundesbank, number 38/2018.
• Götz, Thomas B. & Hauzenberger, Klemens, 2018, "Large mixed-frequency VARs with a parsimonious time-varying parameter structure," Discussion Papers, Deutsche Bundesbank, number 40/2018.
• Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018, "Macroeconomic effects of bank capital regulation," Discussion Papers, Deutsche Bundesbank, number 44/2018.
• Goodhead, Robert & Kolb, Benedikt, 2018, "Monetary policy communication shocks and the macroeconomy," Discussion Papers, Deutsche Bundesbank, number 46/2018.
• Eickmeier, Sandra & Kolb, Benedikt & Prieto, Esteban, 2018, "Effects of bank capital requirement tightenings on inequality," Discussion Papers, Deutsche Bundesbank, number 54/2018.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2018, "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers, Deutsche Bundesbank, number 56/2018.
• Herwartz, Helmut & Roestel, Jan, 2018, "A structural approach to identify financial transmission in distinguished scenarios of crises," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2018-08.
• Berger, Tino & Wortmann, Marcus, 2018, "Global vs. group-specific business cycles: The importance of defining the groups," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 334.
• Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018, "A multicointegration model of global climate change," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 336.
• Herwartz, Helmut & Maxand, Simone & Rohloff, Hannes, 2018, "Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 354.
• Herwartz, Helmut & Rohloff, Hannes, 2018, "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 358.
• Lüger, Tim, 2018, "A VAR evaluation of classical growth theory," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 231.
• Vasilev, Aleksandar & Manolova, Hristina, 2019, "Wage Dynamics and Bulgaria: Co-movement and Causality," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 17, issue 1, pages 91-127.
• Lütkepohl, Helmut & Schlaak, Thore, 2018, "Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue 4, pages 715-735.
• Podstawski, Maximilian & Velinov, Anton, 2018, "The state dependent impact of bank exposure on sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 88, pages 63-75.
• Ooft, Gavin, 2018, "Modelling and Forecasting Inflation for the Economy of Suriname," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 215534.
• Alali, Walid Y. & Ellalee, Haider, 2018, "The Brexit Impact on Inward FDI in the UK," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 274655, DOI: 10.2139/ssrn.4482585.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2018, "What moves the German land market? A decomposition of the land rent-price ratio," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 05 (2018), DOI: 10.18452/19486.2.
• Schreiber, Sven, 2018, "Are bootstrapped cointegration test findings unreliable?," Discussion Papers, Free University Berlin, School of Business & Economics, number 2018/8.
• Belke, Ansgar & Klose, Jens, 2018, "Equilibrium Real Interest Rates, Secular Stagnation, and the Financial Cycle: Empirical Evidence for Euro-Area Member Countries," GLO Discussion Paper Series, Global Labor Organization (GLO), number 182.
• Charles, Aurelie & Vujić, Sunčica, 2018, "From Elitist to Sustainable Earnings: Is there a group legitimacy in financial flows?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 200.
• Schweikert, Karsten, 2018, "Testing for cointegration with threshold adjustment in the presence of structural breaks," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 07-2018.
• Juselius, Katarina & Dimelis, Sophia, 2018, "The Greek crisis: A story of self-reinforcing feedback mechanisms," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-65.
• Ademmer, Martin & Jannsen, Nils, 2018, "Post-crisis business investment in the euro area and the role of monetary policy," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 180839, DOI: 10.1080/00036846.2018.1436147.
• Fecht, Falko & Reitz, Stefan, 2018, "Dealer behaviour in the Euro money market during times of crisis," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 184750, DOI: 10.1080/00036846.2018.1486014.
• Meyer-Gohde, Alexander & Neuhoff, Daniel, 2018, "Generalized exogenous processes in DSGE: A Bayesian approach," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 125.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Hou, Ai Jun & Wang, Weining, 2018, "Pricing Cryptocurrency options: the case of CRIX and Bitcoin," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-004.
• Pagnottoni, Paolo & Baur, Dirk G. & Dimpfl, Thomas, 2018, "Price Discovery on Bitcoin Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-014.
• Chen, Ying & Han, Qian & Niu, Linlin, 2018, "Forecasting the Term Structure of Option Implied Volatility: The Power of an Adaptive Method," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-046.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018, "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-056.
• Holtemöller, Oliver & Schult, Christoph, 2018, "Expectation formation, financial frictions, and forecasting performance of dynamic stochastic general equilibrium models," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 15/2018.
• Belke, Ansgar & Klose, Jens, 2018, "Equilibrium real interest rates, secular stagnation, and the financial cycle: Empirical evidence for euro-area member countries," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 743, DOI: 10.4419/86788863.
• Thiem, Christopher, 2018, "Cross-category spillovers of economic policy uncertainty," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 744, DOI: 10.4419/86788864.
• Prüser, Jan & Schlösser, Alexander, 2018, "On the time-varying effects of economic policy uncertainty on the US economy," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 761, DOI: 10.4419/86788886.
• Elstner, Steffen & Feld, Lars P. & Schmidt, Christoph M., 2018, "The German productivity paradox: Facts and explanations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 767, DOI: 10.4419/86788895.
• Thiem, Christopher, 2018, "Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 782, DOI: 10.4419/86788910.
• Weber, Enzo & Gehrke, Britta, 2018, "Identifying Asymmetric Effects of Labor Market Reforms," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181513.
• Dany-Knedlik, Geraldine & Holtemöller, Oliver, 2018, "Inflation dynamics during the Financial Crisis in Europe: cross-sectional identification of long-run inflation expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181520.
• Schmidt, Torsten, 2018, "Inflation Expectation Uncertainty, Inflation and the Outputgap," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181575.
• Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018, "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181590.
• Kaufmann, Sylvia & Beyeler, Simon, 2018, "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181602.
• Bertsche, Dominik & Braun, Robin, 2018, "Identification of Structural Vector Autoregressions by Stochastic Volatility," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181631.
• Irena Paliæ & Frane Baniæ & Laura Matiæ, 2018, "The Analysis of the Impact of Depreciation on External Debt in Long Run: Evidence From Croatia," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 16, issue 1, pages 186-193.
• Stefan Bruder, 2018, "Inference for structural impulse responses in SVAR-GARCH models," ECON - Working Papers, Department of Economics - University of Zurich, number 281, Apr.
• Till Weigt & Bernd Wilfling, 2018, "An approach to increasing forecast-combination accuracy through VAR error modeling," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6818, Feb.
• Fabian Goessling, 2018, "Randomized Quasi Sequential Markov Chain Monte Carlo²," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7018, Feb.
• Christian Gross & Pierre L. Siklos, 2018, "Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7218, Mar.
• Claudio Morana & Giacomo Sbrana, 2018, "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 175, Jan.
• Christian Gouriéroux & Yang Lu, 2018, "Negative Binomial Autoregressive Process," Working Papers, Center for Research in Economics and Statistics, number 2018-03, Mar.
• Russell Davidson & Andrea Monticini, 2018, "Improvements in Bootstrap Inference," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def070, Apr.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 26316, Feb.
• Ferreira, José Luis & Hidalgo-Pérez, Manuel & Rubio-Castaño, Carmen, 2018, "The Democrat-Republican growth gap paradox," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27445, Sep.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27483, Sep.
• Esida Gila-Gourgoura & Eftychia Nikolaidou, 2018, "Credit Risk Determinants in the Vulnerable Economies of Europe: Evidence from the Italian Banking System," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-08.
• Sergey Ivashchenko & Semih Emre Cekin & Kevin Kotze & Rangan Gupta, 2018, "Forecasting with second-order approximations and Markov-switching DSGE models," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2018-10.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna, 2018, "Does time-variation matter in the stochastic volatility components for G7 stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 062, Jul.
• Al-Sadoon, Majid M., 2018, "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, volume 34, issue 3, pages 628-658, June.
• Bandi, Federico M. & Moloche, Guillermo, 2018, "On The Functional Estimation Of Multivariate Diffusion Processes," Econometric Theory, Cambridge University Press, volume 34, issue 4, pages 896-946, August.
• Cho, Jin Seo & White, Halbert, 2018, "Directionally Differentiable Econometric Models," Econometric Theory, Cambridge University Press, volume 34, issue 5, pages 1101-1131, October.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1371-1390, June.
• Bastianin, Andrea & Manera, Matteo, 2018, "How Does Stock Market Volatility React To Oil Price Shocks?," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 3, pages 666-682, April.
• Elwasila S. E. MOHAMED, 2018, "Bounds test cointegration approach to examine factors contributing to declining maternal mortality ratio in Sudan (1969 2015)," Journal of Economics and Political Economy, EconSciences Journals, volume 5, issue 2, pages 146-159, June.
• Ambreen FATEMAH & Abdul QAYYUM, 2018, "Modeling the impact of exports on the economic growth of Pakistan," Turkish Economic Review, EconSciences Journals, volume 5, issue 1, pages 56-64, March.
• Yüksel OKÞAK, 2018, "Is there a long-run association between globalization and productivity: The case of Turkey," Turkish Economic Review, EconSciences Journals, volume 5, issue 2, pages 215-222, July.
• Mehwish BHUTTO & Erum Khushnood Zahid SHAIKH & Parveen SHAH, 2018, "Empirical analysis of non economic determinants of private investment in Pakistan (1969-2016)," Turkish Economic Review, EconSciences Journals, volume 5, issue 3, pages 256-262, October.
• Yüksel OKÞAK, 2018, "Cointegration and causality analysis of globalization and exports for Turkey," Journal of Economics Bibliography, EconSciences Journals, volume 5, issue 2, pages 122-128, June.
• Elwasila S.E MOHAMED, 2018, "Energy and economic factors affecting carbon dioxide emissions in Sudan: An empirical econometric analysis (1969–2015)," Journal of Economics Bibliography, EconSciences Journals, volume 5, issue 2, pages 60-75, June.
• Peter C.B. Phillips, 2018, "Dynamic Panel Modeling of Climate Change," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2150, Dec.
• Nektarios Michail & George Thucydides, 2018, "Does Housing Wealth Affect Consumption? The Case of Cyprus," Working Papers, Central Bank of Cyprus, number 2018-3, Jul.
• Demetris Koursaros & Nektarios Michail & Niki Papadopoulou & Christos Savva, 2018, "To Create or to Redistribute? That is the Question," Working Papers, Central Bank of Cyprus, number 2018-4, Jul.
• Lueger, Tim, 2018, "A VAR Evaluation of Classical Growth Theory," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 97403, Mar.
• Петя Йорданова, 2018, "Риск Мениджмънт В Дейността На Франчайзодателя," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 56-74.
• Max Hanisch, 2018, "German and Euro Area Economies Will Benefit from a U.S. Interest Rate Hike in the Short Term," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 8, issue 12, pages 115-121.
• Max Hanisch, 2018, "Deutschland und der Euroraum profitieren wirtschaftlich kurzfristig von einer Zinserhöhung in den USA," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 85, issue 12, pages 245-251.
• Daniel Bierbaumer & Malte Rieth & Anton Velinov, 2018, "Nonlinear Intermediary Pricing in the Oil Futures Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1722.
• Helmut Lütkepohl & Aleksei Netsunajev, 2018, "The Relation between Monetary Policy and the Stock Market in Europe," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1729.
• Thore Schlaak & Malte Rieth & Maximilian Podstawski, 2018, "Monetary Policy, External Instruments and Heteroskedasticity," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1749.
• Helmut Lütkepohl & Thore Schlaak, 2018, "Bootstrapping Impulse Responses of Structural Vector Autoregressive Models Identified through GARCH," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1750.
• Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2018, "Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1762.
• Helmut Lütkepohl & Mika Meitz & Aleksei NetŠunajev & Pentti Saikkonen, 2018, "Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1764.