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

2018

• Jair N. Ojeda-Joya & Gloria Sarmiento, 2018, "Sovereign risk and the real exchange rate: A non-linear approach," International Economics, CEPII research center, issue 156, pages 1-14.
• Walid Bahloul & Rangan Gupta, 2018, "Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures," International Economics, CEPII research center, issue 156, pages 247-253.
• Mohamed Amine Boutabba & Diadié Diaw & Albert Lessoua, 2018, "Environment-energy-growth nexus in Sub-Saharan Africa: The role of intermediate goods," International Economics, CEPII research center, issue 156, pages 254-267.
• 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, Canadian Economics Association, 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, Canadian Economics Association, volume 51, issue 2, pages 391-418, May, DOI: 10.1111/caje.12325.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1802, Jan.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Gabriele Fiorentini & Alessandro Galesi & Gabriel Pérez-Quirós & Enrique Sentana, 2018, "The Rise and Fall of the Natural Interest Rate," Working Papers, CEMFI, number wp2018_1805, Jul.
• Petre BREZEANU & Ghiur RODICA & Silvia Paula TODOR, 2018, "The Impact Of Vat On The Economy In Relation To Other Taxes In South East Europe," Law, Society & Organisations, Romanian Foundation for Business Intelligence, Editorial Department, issue 4 (1/2018, pages 11-21, June.
• Francisco A. Ramírez de León, 2018, "The Relation Between Credit and Business Cycles in Central America and the Dominican Republic," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 4, in: Alberto Ortiz-Bolaños, "Monetary Policy and Financial Stability in Latin America and the Caribbean".
• Francisco A. Ramírez de León, 2018, "La relación entre los ciclos económicos y del crédito en América Central y la República Dominicana," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 4, in: Alberto Ortiz Bolaños, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe".
• Alberto Ortiz Bolaños (ed.), 2018, "Monetary Policy and Financial Stability in Latin America and the Caribbean," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5en, edition 1, ISBN: ARRAY(0x6d23b210), December.
• Alberto Ortiz Bolaños (ed.), 2018, "Política Monetaria y Estabilidad Financiera en América Latina y el Caribe," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, number 5es, edition 1, ISBN: ARRAY(0x6b051560), December.
• Tibor Hledik & Jan Vlcek, 2018, "Quantifying the Natural Rate of Interest in a Small Open Economy - The Czech Case," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/7, Jul.
• Bauwens & E. Otranto, 2018, "Nonlinearities and Regimes in Conditional Correlations with Different Dynamics," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201803.
• Julio César Alonso Cifuentes & Mar�a Fernanda Bonilla L�pez, 2018, "Integración espacial en el mercado de la guayaba pera en el Valle del Cauca," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 471-494.
• Julio César Alonso Cifuentes & Mar�a Fernanda Bonilla L�pez, 2018, "Integración espacial en el mercado de la guayaba pera en el Valle del Cauca," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 37, issue 74, pages 471-494.
• Kun Ma & Gang Diao, 2017, "Study on spillover effect between international soybean market and China's domestic soybean market," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 84, pages 260-266, DOI: 10.1016/j.espe.2017.11.003.
• Kun Ma & Gang Diao, 2017, "Study on spillover effect between international soybean market and China's domestic soybean market," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 35, issue 84, pages 260-266, DOI: 10.1016/j.espe.2017.11.003.
• Todd B. Walker, 2018, "Inflation Targeting in Emerging Economies," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 7-20, DOI: 10.32468/Espe.8501.
• Alejandro López-Vera & Andr�s D. Pinchao-Rosero & Norberto Rodr�guez-Ni�o, 2018, "Non-Linear Fiscal Multipliers for Public Expenditure and Tax Revenue in Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 48-64, DOI: 10.32468/Espe.8503.
• John J. Garcia-Rendon & Alejandro Guti�rrez G�mez & Luisa Vargas Tob�n & Hermilson Velasquez Ceballos, 2018, "Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano Smart grids and demand response mechanism: the case of the Colombian electricity market?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16975, Nov.
• John Jairo García & Alejandro Guti�rrez & Luisa Vargas & Hermilson Vel�squez, 2018, "Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17010, Nov.
• Álvaro Martín Moreno Rivas, 2018, "Del mundo del más o menos al universo de precisión: a propósito de los modelos de ciclos de los negocios de Ragnar Frisch y Michal Kalecki," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022857, Oct.
• Álvaro Martín Moreno Rivas, 2018, "La conjetura de Shaikh. Un modelo clásico de la tasa de cambio real Colombia-Estados Unidos," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022858, Oct.
• Álvaro Martín Moreno Rivas, 2018, "La conjetura de Shaikh. Un modelo clásico de la tasa de cambio real Colombia - Estados Unidos," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 16809, Oct.
• Álvaro Martín Moreno Rivas, 2018, "Del mundo del más o menos al universo de precisión: a propósito de los modelos de ciclos de los negocios de Ragnar Frisch Y Michal Kalecki," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 16810, Oct.
• Nicolás Ronderos, 2018, "Variaciones previsibles del ingreso y su efecto sobre el consumo. Un análisis para la economía colombiana," Revista CIFE, Universidad Santo Tomás, volume 20, issue 33, pages 17-37.
• Juan Manuel Candelo Viafara, 2018, "Impactos indirectos de la tasa de cambio y los precios del petróleo en una economía no petrolera: aproximaciones VECM y VAR para el Valle del Cauca, Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 2, pages 403-436.
• BAUWENS Luc, & OTRANTO Edoardo,, 2018, "Nonlinearities and regimes in conditional correlations with different dynamics," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018009, Mar.
• HAFNER Christian, & HERWARTZ Helmut, & MAXAND Simone,, 2018, "Identification of structural multivariate GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018020, Jul.
• Yukai Yang & Luc Bauwens, 2018, "State-space models on the Stiefel Manifold with a new approach to nonlinear filtering," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2985, Jan, DOI: https://doi.org/10.3390/econometric.
• Adam Elbourne & Kan Ji & Sem Duijndam, 2018, "The effects of unconventional monetary policy in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 371, Feb.
• Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018, "A Model of the Fed's View on Inflation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12564, Jan.
• Petrella, Ivan & Antolin-Diaz, Juan & Rubio-Ramírez, Juan Francisco, 2018, "Structural Scenario Analysis with SVARs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12579, Jan.
• Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018, "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 12589, Jan.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 12682, Feb.
• Baumeister, Christiane & Hamilton, James, 2018, "Inference in Structural Vector Autoregressions When the Identifying Assumptions are Not Fully Believed: Re-evaluating the Role," CEPR Discussion Papers, Centre for Economic Policy Research, number 12911, May.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 12934, May.
• Reichlin, Lucrezia & Caruso, Alberto & Ricco, Giovanni, 2018, "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers, Centre for Economic Policy Research, number 13016, Jun.
• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018, "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 13034, Jul.
• Pérez-Quirós, Gabriel & Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018, "The Rise and Fall of the Natural Interest Rate," CEPR Discussion Papers, Centre for Economic Policy Research, number 13042, Jul.
• Kilian, Lutz & Zhou, Xiaoqing, 2018, "Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand S," CEPR Discussion Papers, Centre for Economic Policy Research, number 13068, Jul.
• Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018, "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 13171, Sep.
• Zviadadze, Irina, 2018, "Term Structure of Risk in Expected Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13414, Dec.
• 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.
• Tyler Atkinson & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "The Zero Lower Bound and Estimation Accuracy," Working Papers, Federal Reserve Bank of Dallas, number 1804, May, DOI: 10.24149/wp1804r1.
• Karel Mertens & Morten O. Ravn, 2018, "The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Reply to Jentsch and Lunsford," Working Papers, Federal Reserve Bank of Dallas, number 1805, May, DOI: 10.24149/wp1805r1.
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