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. > Econometrics > Time Series Models > VAR Models > Sign Restrictions
2. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
3. > Econometrics > Forecasting > Nowcasting
4. > Econometrics > Time Series Models > Dynamic Factor Models
5. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models
6. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models > Forecasting with DSGE Models

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This topic is covered by the following reading lists:

1. SOEP based publications

2020

• Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
• Giovanni Pellegrino, 2020. "Uncertainty and Monetary Policy in the US: A Journey into Non-Linear Territory," Economics Working Papers 2020-05, Department of Economics and Business Economics, Aarhus University.
• Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," School of Economics Working Papers 2020-03, University of Adelaide, School of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers 2020-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Hamisu S. Ali & Solomon P. Nathaniel & Gizem Uzuner & Festus V. Bekun & Samuel A. Sarkodie, 2020. "Trivariate Modelling of the Nexus between Electricity Consumption, Urbanization and Economic Growth in Nigeria: Fresh Insights from Maki Cointegration and Causality Tests," Working Papers of the African Governance and Development Institute. 20/010, African Governance and Development Institute..
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, Open Access Journal, vol. 13(7), pages 1-16, April.
  • Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," CREATES Research Papers 2018-20, Department of Economics and Business Economics, Aarhus University.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2020. "Diffusion Copulas: Identification and Estimation," Papers 2005.03513, arXiv.org.
  • Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018. "Diffusion Copulas: Identification and Estimation," Working Papers 20184, University of Liverpool, Department of Economics.
• Siddharth Kumar & Naresh Chandra Sahu & Pushp Kumar, 2020. "Insurance Consumption and Economic Growth in the Post-Liberalized India: An Empirical Analysis," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(2), pages 218-228, February.
• Deqing Wang & Yinqiu Song & Hongyan Zhang & Shengjie Pan, 2020. "The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(3), pages 325-339, March.
• Imrul Hossain Chowdhury, 2020. "Extended Exogenous Growth Model: Application and Investigation the Long-Term Growth Determinants of Bangladesh," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(1), pages 35-53, January.
• Fabian J. Baier, 2020. "Foreign Direct Investment and Tax: OECD Gravity Modelling in a World with International Financial Institutions," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 6(1), pages 45-72, October.
• Daniel Fehrle & Johannes Huber, 2020. "Business cycle accounting for the German fiscal stimulus program during the Great Recession," Discussion Paper Series 339, Universitaet Augsburg, Institute for Economics.
• Jaqueson K. Galimberti, 2020. "Information weighting under least squares adaptive learning," Working Papers 2020-04, Auckland University of Technology, Department of Economics.
• Jinyue Dong, 2020. "Modelo de predicción de la inflación en China
  [China | Forecasting modeling for China\'s inflation]," Working Papers 20/05, BBVA Bank, Economic Research Department.
• Thibaut Duprey, 2020. "Canadian Financial Stress and Macroeconomic Conditions," Discussion Papers 2020-4, Bank of Canada.
• Danilo Leiva-Leon & Luis Uzeda, 2020. "Endogenous Time Variation in Vector Autoregressions," Staff Working Papers 20-16, Bank of Canada.
• Jorge E. Galán, 2020. "The benefits are at the tail: uncovering the impact of macroprudential policy on growth-at-risk," Working Papers 2007, Banco de España;Working Papers Homepage.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2020. "Eurozone prices: a tale of convergence and divergence," Working Papers 2010, Banco de España;Working Papers Homepage.
• Alex Tagliabracci, 2020. "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers) 1270, Bank of Italy, Economic Research and International Relations Area.
• Andrea Gazzani & Alejandro Vicondoa, 2020. "Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency," Temi di discussione (Economic working papers) 1274, Bank of Italy, Economic Research and International Relations Area.
• Alessio Anzuini, 2020. "The non-linear effects of the Fed's asset purchases," Temi di discussione (Economic working papers) 1280, Bank of Italy, Economic Research and International Relations Area.
• Piergiorgio Alessandri & Andrea Gazzani & Alejandro Vicondoa, 2020. "Uncertainty matters: evidence from a high-frequency identification strategy," Temi di discussione (Economic working papers) 1284, Bank of Italy, Economic Research and International Relations Area.
• Julián Alonso Cárdenas-Cárdenas & Edgar Caicedo-García & Eliana R. González Molano, 2020. "Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas," Borradores de Economia 1109, Banco de la Republica de Colombia.
• Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020. "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia 1114, Banco de la Republica de Colombia.
• Cyril Couaillier & Valerio Scalone, 2020. "How does Financial Vulnerability amplify Housing and Credit Shocks?," Working papers 763, Banque de France.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
  • Gegerly Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona Graduate School of Economics.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España;Working Papers Homepage.
  • Ganics, Gergely & Rossi, Barbara & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
• Régis Barnichon & Davide Debortoli & Christian Matthes, 2020. "Understanding the Size of the Government Spending Multiplier: It’s in the Sign," Working Papers 1145, Barcelona Graduate School of Economics.
• Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2020. "Optimal Policy Perturbations," Working Papers 1171, Barcelona Graduate School of Economics.
• R. Andrew Butters & Daniel F. Spulber, 2020. "The Extent Of The Market And Integration Through Factor Markets: Evidence From Wholesale Electricity," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1076-1108, July.
• Chia‐Yi Yen & Yu‐Hsi Chou, 2020. "Understanding The Macroeconomic Impact Of Illiquidity Shocks In The United States," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1245-1278, July.
• Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020. "The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1279-1296, July.
  • Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019. "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series 19-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
• Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel, 2020. "Electoral Externalities in Federations – Evidence from German Opinion Polls," Kyklos, Wiley Blackwell, vol. 73(2), pages 227-252, May.
  • Frei, Xenia & Langer, Sebastian & Lehmann, Robert & Rösel, Felix, 2017. "Electoral Externalities in Federations - Evidence from German Opinion Polls," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168124, Verein für Socialpolitik / German Economic Association.
  • Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Rösel, 2017. "Electoral Externalities in Federations - Evidence from German Opinion Polls," CESifo Working Paper Series 6375, CESifo.
• Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann, 2020. "Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus," Discussion Papers 19/2020, Deutsche Bundesbank.
  • Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2020. "Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus," CESifo Working Paper Series 8178, CESifo.
• Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Research Discussion Papers 11/2020, Bank of Finland.
  • Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The Global Effects of Covid-19-Induced Uncertainty," CESifo Working Paper Series 8280, CESifo.
  • Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The global effects of Covid-19-induced uncertainty," CAMA Working Papers 2020-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets," CESifo Working Paper Series 8324, CESifo.
• Oksana Bashchenko & Alexis Marchal, 2020. "Deep Learning, Jumps, and Volatility Bursts," Swiss Finance Institute Research Paper Series 20-10, Swiss Finance Institute.
• Walter Farkas & Ludovic Mathys, 2020. "Geometric Step Options with Jumps: Parity Relations, PIDEs, and Semi-Analytical Pricing," Swiss Finance Institute Research Paper Series 20-11, Swiss Finance Institute.
• Juan M. Lozada & Lina M. Cortés & Daniel Velasquez Gaviria, 2020. "The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry," Documentos de Trabajo CIEF 017936, Universidad EAFIT.
• Don Harding, 2020. "Econometric Foundations of the Great Ratios of Economics," Centre of Policy Studies/IMPACT Centre Working Papers g-300, Victoria University, Centre of Policy Studies/IMPACT Centre.
• Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts," Economics Working Papers 1689, Department of Economics and Business, Universitat Pompeu Fabra.
  • Ganics, Gergely & Rossi, Barbara & Sekhposyan, Tatevik, 2020. "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts," CEPR Discussion Papers 14267, C.E.P.R. Discussion Papers.
  • Gergely Ganics & Barbara Rossi & Tatevik Sekhposyan, 2019. "From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts," Working Papers 1947, Banco de España;Working Papers Homepage.
  • Gegerly Ganics & Barbara Rossi & Tatevik Sekhposyan, 2020. "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers 1142, Barcelona Graduate School of Economics.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
  • Hasenzagl, Thomas & Reichlin, Lucrezia & Ricco, Giovanni, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
  • Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
• Benhima, Kenza & Poilly, Céline, 2020. "Does demand noise matter? Identification and implications," CEPR Discussion Papers 14365, C.E.P.R. Discussion Papers.
• Caeyers, Bet & Fafchamps, Marcel, 2020. "Exclusion bias and the estimation of peer effects," CEPR Discussion Papers 14386, C.E.P.R. Discussion Papers.
• Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," IZA Discussion Papers 13000, Institute of Labor Economics (IZA).
  • Ha, Jongrim & Kose, Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," CEPR Discussion Papers 14404, C.E.P.R. Discussion Papers.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 2004, Koc University-TUSIAD Economic Research Forum.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," NBER Working Papers 26798, National Bureau of Economic Research, Inc.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global macro-financial cycles and spillovers," CAMA Working Papers 2020-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
  • Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
• Christiane Baumeister & James D. Hamilton, 2020. "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," NBER Working Papers 27014, National Bureau of Economic Research, Inc.
  • Baumeister, Christiane & Hamilton, James, 2020. "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers 14603, C.E.P.R. Discussion Papers.
• Escribano, Álvaro & Blazsek, Szabolcs & Licht, Adrian, 2020. "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics 30346, Universidad Carlos III de Madrid. Departamento de Economía.
• Beylunioğlu, Fuat C. & Yazgan, M. Ege & Stengos, Thanasis, 2020. "Detecting Convergence Clubs," Macroeconomic Dynamics, Cambridge University Press, vol. 24(3), pages 629-669, April.
  • Fuat C. Beylunioglu & Thanasis Stengos & Ege Yazgan, 2016. "Detecting Convergence Clubs," Working Papers 1604, University of Guelph, Department of Economics and Finance.
• Huber, Florian & Punzi, Maria Teresa, 2020. "International Housing Markets, Unconventional Monetary Policy, And The Zero Lower Bound," Macroeconomic Dynamics, Cambridge University Press, vol. 24(4), pages 774-806, June.
  • Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
  • Huber, Florian & Punzi, Maria Teresa, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Paper Series 216, WU Vienna University of Economics and Business.
  • Huber, Florian & Punzi, Maria Teresa, 2016. "International housing markets, unconventional monetary policy and the zero lower bound," FinMaP-Working Papers 58, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Стефан Симеонов & Теодор Тодоров & Даниел Николаев, 2020. "Детерминанти На Борсовата Активност В Условията На Българския Фондов Пазар," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 1-15.
• Max Hanisch, 2020. "From Iran to Russia to Hong Kong: Geopolitical Risks Are Weighing on the German Economy," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 10(6/7), pages 53-58.
• Max Hanisch, 2020. "Iran, Russland, Hongkong: Geopolitische Risiken belasten deutsche Wirtschaft," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 87(6), pages 79-85.
• Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2020. "Economic Policy Uncertainty Spillovers in Booms and Busts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(1), pages 125-155, February.
  • Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2017. "Economic Policy Uncertainty Spillovers in Booms and Busts," Melbourne Institute Working Paper Series wp2017n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  • Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic policy uncertainty spillovers in booms and busts," CAMA Working Papers 2018-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," CESifo Working Paper Series 7086, CESifo.
  • Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," "Marco Fanno" Working Papers 0220, Dipartimento di Scienze Economiche "Marco Fanno".
  • Giovanni Caggiano & Efrem Castelnuovo & Juan Manuel Figueres, 2018. "Economic Policy Uncertainty Spillovers in Booms and Busts," Working Paper series 18-28, Rimini Centre for Economic Analysis.
• Jan Čapek & Jesús Crespo Cuaresma, 2020. "We just estimated twenty million fiscal multipliers," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 483-502, June.
  • Capek, Jan & Crespo Cuaresma, Jesus, 2018. "We just estimated twenty million fiscal multipliers," Department of Economics Working Paper Series 268, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Jan Capek, 2018. "We just estimated twenty million fiscal multipliers," Department of Economics Working Papers wuwp268, Vienna University of Economics and Business, Department of Economics.
• Raphael Raduzzi & Antonio Ribba, 2020. "The macroeconomics outcome of oil shocks in the small Eurozone economies," The World Economy, Wiley Blackwell, vol. 43(1), pages 191-211, January.
  • Raphael Raduzzi & Antonio Ribba, 2017. "The Macroeconomics Outcome of Oil Shocks in the Small Eurozone Economies," Center for Economic Research (RECent) 127, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
• Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," IMFS Working Paper Series 132, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  • Potjagailo, Galina & Wolters, Maik H, 2020. "Global financial cycles since 1880," Bank of England working papers 867, Bank of England.
  • Potjagailo, Galina & Wolters, Maik H., 2019. "Global financial cycles since 1880," Kiel Working Papers 2122, Kiel Institute for the World Economy (IfW).
• Bertsche, Dominik & Braun, Robin, 2020. "Identification of structural vector autoregressions by stochastic volatility," Bank of England working papers 869, Bank of England.
• Kortela, Tomi & Nelimarkka, Jaakko, 2020. "The effects of conventional and unconventional monetary policy : identification through the yield curve," Research Discussion Papers 3/2020, Bank of Finland.
• Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The global effects of Covid-19-induced uncertainty," CAMA Working Papers 2020-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Caggiano, Giovanni & Castelnuovo, Efrem & Kima, Richard, 2020. "The global effects of Covid-19-induced uncertainty," Research Discussion Papers 11/2020, Bank of Finland.
  • Giovanni Caggiano & Efrem Castelnuovo & Richard Kima, 2020. "The Global Effects of Covid-19-Induced Uncertainty," CESifo Working Paper Series 8280, CESifo.
• V. Colombo & A. Paccagnini, 2020. "Has the credit supply shock asymmetric effects on macroeconomic variables?," Working Papers wp1140, Dipartimento Scienze Economiche, Universita' di Bologna.
• Graziano Moramarco, 2020. "Measuring Global Macroeconomic Uncertainty," Working Papers wp1148, Dipartimento Scienze Economiche, Universita' di Bologna.
• Perron, Pierre & Yamamoto, Yohei, 2019. "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Discussion paper series HIAS-E-90, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
  • Pierre Perron & Yohei Yamamoto, 2020. "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Boston University - Department of Economics - Working Papers Series WP2020-008, Boston University - Department of Economics.
• Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E., 2020. "Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates," Journal of Time Series Econometrics, De Gruyter, vol. 12(1), pages 1-18, January.
• Lovcha Yuliya & Perez-Laborda Alejandro, 2020. "Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(1), pages 1-18, February.
• Fisher Lance A. & Huh Hyeon-seung, 2020. "Combining sign and parametric restrictions in SVARs by utilising Givens rotations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-19, June.
• Czudaj Robert L., 2020. "The role of uncertainty on agricultural futures markets momentum trading and volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(3), pages 1-39, June.
• Kugler, Peter, 2020. "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers 2020/01, Faculty of Business and Economics - University of Basel.
• Kugler, Peter, 2020. "The Short-Run Impact of SNB Sight Deposits on Exchange Rates: Results from Weekly Data 2015 - 2018," Working papers 2020/04, Faculty of Business and Economics - University of Basel.
• F. Marta L. Di Lascio & Andrea Menapace & Maurizio Righetti, 2020. "Analysing the relationship between district heating demand and weather conditions through conditional mixture copula," BEMPS - Bozen Economics & Management Paper Series BEMPS68, Faculty of Economics and Management at the Free University of Bozen.
• Travis J. Berge & Maarten de Ridder & Damjan Pfajfar, 2020. "When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases," Finance and Economics Discussion Series 2020-026, Board of Governors of the Federal Reserve System (U.S.).
  • Berge, T. & De Ridder, M. & Pfajfar, D., 2020. "When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases," Cambridge Working Papers in Economics 2041, Faculty of Economics, University of Cambridge.
• Nana Kwame Akosah & Paul Alagidede & Eric Schaling, 2020. "Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(1), pages 135-167.
• Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers 202023, University of Pretoria, Department of Economics.
  • Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers E2020/3, Cardiff University, Cardiff Business School, Economics Section.
• Mauro Sayar Ferreira & André Cordeiro Valério, 2020. "Global shocks and emerging economies: disentangling the commodity roller coaster," Textos para Discussão Cedeplar-UFMG 623, Cedeplar, Universidade Federal de Minas Gerais.
• Amina Baba & Anna Cretti & Olivier Massol, 2020. "What can be learned from the free destination option in the LNG imbroglio?," Working Papers 2004, Chaire Economie du climat.
• Konstantin A. Kholodilin & Malte Rieth, 2020. "Viral Shocks to the World Economy," Discussion Papers of DIW Berlin 1861, DIW Berlin, German Institute for Economic Research.
• Helmut Lütkepohl, 2020. "Structural Vector Autoregressive Models with more Shocks than Variables Identified via Heteroskedasticity," Discussion Papers of DIW Berlin 1871, DIW Berlin, German Institute for Economic Research.
• Helmut Lütkepohl & Thore Schlaak, 2020. "Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin 1876, DIW Berlin, German Institute for Economic Research.
• Claus Brand & Gavin Goy & Wolfgang Lemke, 2020. "Natural Rate Chimera and Bond Pricing Reality," DNB Working Papers 666, Netherlands Central Bank, Research Department.
• Valeriu Nalban & Andra Smadu, 2020. "Financial disruptions and heightened uncertainty: a case for timely policy action," DNB Working Papers 687, Netherlands Central Bank, Research Department.
• RAMIREZ-FRANCO, Luz Dary, 2020. "Determinantes De Las Preferencias De Política Neoliberal En Diez Países Occidentales (Argentina, Alemania, Brasil, Chile, España, Estados Unidos, Francia, México, Reino Unido Y Suecia) 1980-2015," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 20(1), pages 95-110.
• Budnik, Katarzyna & Rünstler, Gerhard, 2020. "Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies," Working Paper Series 2353, European Central Bank.
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• Lingaraj Mallick & Smruti Ranjan Behera & Devi Prasad Dash, 2020. "Does CPI Granger Cause WPI? Empirical Evidence From Threshold Cointegration and Spectral Granger Causality Approach in India," Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(2), pages 109-125, April-Jul.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020. "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
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• Viet Tien Ho and Thi Nam Phuong Ho, 2020. "Regulations in the U.S. and Bond Market Liquidity," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 45(1), pages 3-29, March.
• Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020. "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202002, University of Kansas, Department of Economics, revised Feb 2020.
• Maddalena Cavicchioli, 2020. "Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 61-86, January.
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
• Juan Carlos Cuestas & Luis A. Gil-Alana & Laura Sauci, 2020. "Public finances in the EU-27: Are they sustainable?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(1), pages 181-204, February.
• Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
• Peter S. Sephton, 2020. "Mean Reversion in CO2 Emissions: the Need for Structural Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(4), pages 953-975, April.
• Jaganath Behera & Alok Kumar Mishra, 2020. "Renewable and non-renewable energy consumption and economic growth in G7 countries: evidence from panel autoregressive distributed lag (P-ARDL) model," International Economics and Economic Policy, Springer, vol. 17(1), pages 241-258, February.
• Omar Chafik, 2020. "The amplifier/divider mechanism of the financial cycle," International Economics and Economic Policy, Springer, vol. 17(2), pages 363-380, May.
• Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020. "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 469-513, May.
• Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2020. "Financial Integration in the GCC Region: Market Size Versus National Effects," Open Economies Review, Springer, vol. 31(2), pages 309-316, April.
  • Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2019. "Financial integration in the GCC region: market size versus national effects," CESifo Working Paper Series 7686, CESifo.
• Christopher Thiem, 2020. "Cross-Category, Trans-Pacific Spillovers of Policy Uncertainty and Financial Market Volatility," Open Economies Review, Springer, vol. 31(2), pages 317-342, April.
  • Thiem, Christopher, 2018. "Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility," Ruhr Economic Papers 782, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Joscha Beckmann & Robert L. Czudaj, 2020. "Net Foreign Asset Positions, Capital Flows and GDP Spillovers," Open Economies Review, Springer, vol. 31(2), pages 295-308, April.
• Umut Akovali, 2020. "Beyond Connectedness: A Covariance Decomposition based Network Risk Model," Koç University-TUSIAD Economic Research Forum Working Papers 2003, Koc University-TUSIAD Economic Research Forum.
• Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," IZA Discussion Papers 13000, Institute of Labor Economics (IZA).
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 2004, Koc University-TUSIAD Economic Research Forum.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," NBER Working Papers 26798, National Bureau of Economic Research, Inc.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global macro-financial cycles and spillovers," CAMA Working Papers 2020-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Giuseppe Cavaliere & Heino Bohn Nielsen & Anders Rahbek, 2020. "An Introduction To Bootstrap Theory In Time Series Econometrics," Discussion Papers 20-02, University of Copenhagen. Department of Economics.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2020. "Short-Term Inflation Projections Model and Its Assessment in Latvia," Working Papers 2020/01, Latvijas Banka.
• 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 19-463, KOF Swiss Economic Institute, ETH Zurich.
  • Boriss Siliverstovs & Daniel Wochner, 2020. "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," Working Papers 2020/02, Latvijas Banka.
• Stavros Malkidis & Stilianos Fountas, 2020. "Liquid fuel price adjustment in Greece:a two-stage, threshold cointegration approach," Discussion Paper Series 2020_04, Department of Economics, University of Macedonia, revised May 2020.
• Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
• Andrew Phiri, 2020. "Creative industries and economic performance: Should South Africa go to the movies?," Working Papers 2002, Department of Economics, Nelson Mandela University, revised Jan 2020.
• Bo Zhang & Jiti Gao & Guangming Pan, 2020. "Estimation and Testing for High-Dimensional Near Unit Root Time Series," Monash Econometrics and Business Statistics Working Papers 12/20, Monash University, Department of Econometrics and Business Statistics.
• Harminder B. Nath & Robert D. Brooks, 2020. "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers 9/20, Monash University, Department of Econometrics and Business Statistics.
• Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," IZA Discussion Papers 13000, Institute of Labor Economics (IZA).
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," NBER Working Papers 26798, National Bureau of Economic Research, Inc.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global Macro-Financial Cycles and Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 2004, Koc University-TUSIAD Economic Research Forum.
  • Ha, Jongrim & Kose, Ayhan & Otrok, Christopher & Prasad, Eswar, 2020. "Global Macro-Financial Cycles and Spillovers," CEPR Discussion Papers 14404, C.E.P.R. Discussion Papers.
  • Jongrim Ha & M. Ayhan Kose & Christopher Otrok & Eswar S. Prasad, 2020. "Global macro-financial cycles and spillovers," CAMA Working Papers 2020-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," PIER Working Paper Archive 19-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020. "Online Estimation of DSGE Models," NBER Working Papers 26826, National Bureau of Economic Research, Inc.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Staff Reports 893, Federal Reserve Bank of New York.
  • Michael Cai & Marco Del Negro & Edward Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2019. "Online Estimation of DSGE Models," Liberty Street Economics 20190821, Federal Reserve Bank of New York.
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• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
  • Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
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• Baumeister, Christiane & Hamilton, James, 2020. "Advances in Structural Vector Autoregressions with Imperfect Identifying Information," CEPR Discussion Papers 14603, C.E.P.R. Discussion Papers.
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• Mohanty, Ranjan Kumar & Bhanumurthy, N.R., 2020. "Revisiting the Role of Fiscal Policy in Determining Interest Rates in India," Working Papers 20/296, National Institute of Public Finance and Policy.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
• Simona Roxana Patarlageanu & Marius Constantin & Mihai Dinu, 2020. "Considerations Regarding The Horeca Industry In Bihor County. An Econometric Approach," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 5(1), pages 7-17, March.
• Ai Jun Hou & Weining Wang & Cathy Y H Chen & Wolfgang Karl Härdle, 2020. "Pricing Cryptocurrency Options," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(2), pages 250-279.
• Massimiliano Caporin & Zahra Mohammadi Nikpour & Paola Valbonesi, 2020. "Oil Price Uncertainty and Conflicts: Evidence from the Middle East and North Africa," "Marco Fanno" Working Papers 0250, Dipartimento di Scienze Economiche "Marco Fanno".
• Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020. "Network VAR models to Measure Financial Contagion," DEM Working Papers Series 178, University of Pavia, Department of Economics and Management.
• Arianna Agosto & Daniel Felix Ahelegbey, 2020. "Default count-based network models for credit contagion," DEM Working Papers Series 180, University of Pavia, Department of Economics and Management.
• Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
• Paolo Giudici & Thomas Leach & Paolo Pagnottoni, 2020. "Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers," DEM Working Papers Series 183, University of Pavia, Department of Economics and Management.
• Shuonan Zhang, 2020. "State-owned enterprises and entrusted lending: A DSGE analysis for growth and business cycles in China," Working Papers in Economics & Finance 2020-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia, 2020. "Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market," Working Papers in Economics & Finance 2020-04, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Filippo Gusella & Engelbert Stockhammer, 2020. "Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter," Working Papers PKWP2009, Post Keynesian Economics Society (PKES).
• PINSHI, Christian P., 2020. "Uncertainty, monetary policy and COVID-19," MPRA Paper 100147, University Library of Munich, Germany.
• Christian Pinshi, 2020. "COVID-19 uncertainty and monetary policy," Working Papers hal-02566796, HAL.
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• Lopez Buenache, German & Borsi, Mihály Tamás & Rosa-García, Alfonso, 2020. "Credit cycles and labor market slacks: predictive evidence from Markov-switching models," MPRA Paper 100362, University Library of Munich, Germany.
• Quaas, Georg, 2020. "The reproduction number and its measurement. A critique of the Robert Koch Institute," MPRA Paper 100780, University Library of Munich, Germany.
• Arigoni, Filippo & Lenarčič, Črt, 2020. "The impact of trade policy uncertainty shocks on the Euro Area," MPRA Paper 100832, University Library of Munich, Germany.
• Pinshi, Christian P., 2020. "Monetary policy, uncertainty and COVID-19," MPRA Paper 100836, University Library of Munich, Germany, revised 27 May 2020.
• Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020. "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper 100877, University Library of Munich, Germany.
• Quaas, Georg, 2020. "The reproduction number and its measurement. A critique of the Robert Koch Institute. Revised," MPRA Paper 101026, University Library of Munich, Germany, revised 10 Jun 2020.
• Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge, 2020. "Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets," Working papers 47, Red Investigadores de Economía.
• Dimitrios Bakas & Athanasios Triantafyllou, 2020. "Commodity Price Volatility and the Economic Uncertainty of Pandemics," Working Paper series 20-12, Rimini Centre for Economic Analysis.
• Chetan Dave & Scott J. Dressler & Lei Zhang, 2020. "Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: a FAVAR Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 44, Villanova School of Business Department of Economics and Statistics.
  • Dave, Chetan & Dressler, Scott J. & Zhang, Lei, 2020. "Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: A FAVAR Analysis," Working Papers 2020-6, University of Alberta, Department of Economics.
• Makushkin, Mikhail & Lapshin, Victor, 2020. "Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 57, pages 30-52.
• Nwabuisi, Olanrewaju F. & Oke-Bello, Adesina M. & Oyewole, Adegboyega S. & Toriola, Anu K. & Folami, Rahmon Abiodun & Afolabi, Adewale Olakunle, 2020. "The effect of bank credit on the performance of the manufacturing sector in Nigeria," BizEcons Quarterly, Strides Educational Foundation, vol. 9, pages 18-29.
• Toriola, Anu Keshiro & Folami, Rahmon Abiodun & Afolabi, Adewale Olakunle & Ajayi, Felix Odunayo, 2020. "The implications of exchange rate fluctuations on human welfare in Nigeria," BizEcons Quarterly, Strides Educational Foundation, vol. 7, pages 13-25.
• Demiral, Ezgi & Celem, Abreg S., 2020. "Türkiye’de İstihdam Yaratmayan Büyüme Olgusunun Dinamik Analizi (Dynamic Analysis of Jobless Growth in Turkey)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(1), pages 63-76, January.
• Karakaya, Ceylan & Sahinoglu, Tuba, 2020. "The Relationship between Defense Spending and Economic Growth: The Case of Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 335-351, April.
• Lee, Hahn Shik & Lee, Woo Suk, 2020. "Connectedness among Northeast Asian Housing Markets and Business Cycles," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 24(2), pages 185-203, June.
• Gnagne, Pascal Xavier & Bonga-Bonga, Lumengo, 2020. "The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 21-50.
• Kinfack, Emilie & Bonga-Bonga, Lumengo, 2020. "Trade Linkages and Business Cycle Co-movement: Analysis of Trade between African Economies and their Main Trading partners," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(2), pages 275-306.
• Khan, Nazmus Sadat, 2020. "Spillover Effects of Trade Shocks in the Central and Eastern European and Baltic Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(1), pages 39-68.
• Cachaga Herrera, Pablo & Romero Cuevas, José Martin, 2020. "Efecto asimétrico de la actividad económica en la liquidez del sistema financiero boliviano," Revista Latinoamericana de Desarrollo Economico, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana, issue 33, pages 181-211, May.
• Adnan KHURSHID & Yin KEDONG & Adrian Cantemir CALIN & Cristina Georgiana ZELDEA & Sun QIANG & Duan WENQI, 2020. "Is the Relationship between Remittances and Economic Growth Influenced by the Governance and Development of the Financial Sector? New Evidence from the Developing Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 37-56, March.
• Polbin, Andrey V. (Полбин, Андрей В.), 2020. "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices
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• Tommaso Proietti & Alessandro Giovannelli, 2020. "Nowcasting Monthly GDP with Big Data: a Model Averaging Approach," CEIS Research Paper 482, Tor Vergata University, CEIS, revised 12 May 2020.
• Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti, 2020. "Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach," CEIS Research Paper 489, Tor Vergata University, CEIS, revised 30 May 2020.
• Sydney Chikalipah, 2020. "Does the Pursuit of Outreach Consistently Stifle the Financial Performance of Microfinance Institutions in sub-Saharan Africa?," Working Papers 813, Economic Research Southern Africa.
• Ranjan Kumar Mohanty & Sidheswar Panda & Biswabhusan Bhuyan, 2020. "Does Defence Spending and its Composition Affect Economic Growth in India?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(1), pages 62-85, February.
• Sevgi Coskun, 2020. "Technology Shocks and Non-stationary Hours in Emerging Countries and DSVAR," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 14(2), pages 129-163, May.
• Ghassen El Montasser & Rangan Gupta & Jooste Charl & Stephen M. Miller, 2020. "The Time-series Linkages between US Fiscal Policy and Asset Prices," Public Finance Review, , vol. 48(3), pages 303-339, May.
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• Biswajit Maitra, 2020. "Exploring Import-led Growth in India: Evidence from the Post-reform Period," South Asian Journal of Macroeconomics and Public Finance, , vol. 9(1), pages 87-113, June.
• Galvao, Ana Beatriz & Garratt, Anthony & Mitchell, James, 2020. "Does Judgment Improve Macroeconomic Density Forecasts?," EMF Research Papers 33, Economic Modelling and Forecasting Group.
• Milan Deskar-Škrbić & Ana Grdović Gnip & Hrvoje Šimović, 2020. "Makroekonomski učinci diskrecijskih izmjena u sustavu poreza na dodanu vrijednost (PDV) u Hrvatskoj: narativni pristup," EFZG Working Papers Series 2002, Faculty of Economics and Business, University of Zagreb.
• Andrea Lučić, 2020. "Utjecaj perciprianog pritiska interesno-utjecajnih skupina na elemente održive marketinške orijentacije hrvatskih poduzeća," EFZG Working Papers Series 2004, Faculty of Economics and Business, University of Zagreb.
• Elmar Mertens & Christian Matthes & Thomas Lubik, 2017. "Indeterminacy and Imperfect Information," 2017 Meeting Papers 337, Society for Economic Dynamics.
  • Lubik, Thomas A. & Matthes, Christian & Mertens, Elmar, 2020. "Indeterminacy and imperfect information," Discussion Papers 01/2020, Deutsche Bundesbank.
  • Thomas A. Lubik & Christian Matthes & Elmar Mertens, 2019. "Indeterminacy and Imperfect Information," Working Paper 19-17, Federal Reserve Bank of Richmond, revised 08 Oct 2019.
• Lucrezia Reichlin & Giovanni Ricco & Thomas Hasenzagl, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," Documents de Travail de l'OFCE 2020-06, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020. "Financial variables as predictors of real growth vulnerability," Discussion Papers 05/2020, Deutsche Bundesbank.
  • Hasenzagl, Thomas & Reichlin, Lucrezia & Ricco, Giovanni, 2020. "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers 14322, C.E.P.R. Discussion Papers.
• Schüler, Yves S., 2020. "The impact of uncertainty and certainty shocks," Discussion Papers 14/2020, Deutsche Bundesbank.
• Nikolay Hristov & Oliver Hülsewig & Johann Scharler, 2020. "Unconventional Monetary Policy Shocks in the Euro Area and the Sovereign-Bank Nexus," CESifo Working Paper Series 8178, CESifo.
  • Hristov, Nikolay & Hülsewig, Oliver & Scharler, Johann, 2020. "Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus," Discussion Papers 19/2020, Deutsche Bundesbank.
• Mandler, Martin & Scharnagl, Michael, 2020. "Estimating the effects of the Eurosystem's asset purchase programme at the country level," Discussion Papers 29/2020, Deutsche Bundesbank.
• Jianu, Ionut, 2020. "Examining the drivers of business cycle divergence between Euro Area and Romania," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 19-32.
• Heinrich, Markus, 2020. "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints 219312, ZBW - Leibniz Information Centre for Economics.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-14.
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• Poncela, Pilar & Ruiz, Esther, 2020. "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers 2020-7, Kiel Institute for the World Economy (IfW).
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-14.
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• Prats Albentosa, María Asuncíon & Sandoval, Beatriz, 2020. "Does stock market capitalization cause GDP? A causality study for Central and Eastern European countries?," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-29.
• de Jesús Fonseca, Felipe & Gómez-Zaldívar, Manuel & Ventosa-Santaulària, Daniel, 2020. "Public investment and economic activity in Mexico, 1925-1981," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 14, pages 1-24.
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• Gießler, Stefan, 2020. "The evolution of monetary policy in Latin American economies: Responsiveness to inflation under different degrees of credibility," IWH Discussion Papers 9/2020, Halle Institute for Economic Research (IWH).
• Quaas, Georg, 2020. "The reproduction number in the classical epidemiological model," Working Papers 167, University of Leipzig, Faculty of Economics and Management Science.
• Prüser, Jan & Schmidt, Torsten, 2020. "Regional composition of national house price cycles in the US," Ruhr Economic Papers 853, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• DI SERIO, Mario & FRAGETTA, Matteo & GASTEIGER, Emanuel, 2017. "The Government Spending Multiplier at the Zero Lower Bound: Evidence from the United States," CELPE Discussion Papers 150, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy.
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• Wasanth Madurapperuma & Ruwan Higgoda, 2020. "Air-Transportation, Tourism And Economic Growth Interactions In Sri Lanka: Cointegration And Causality Analysis," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 8(1), pages 85-107, May.
• Michał Brzoza-Brzezina & Jacek Kotłowski & Grzegorz Wesołowski, 2020. "International information flows, sentiments and cross-country business cycle fluctuations," Working Papers 2020-047, Warsaw School of Economics, Collegium of Economic Analysis.
• Michał Brzoza-Brzezina & Jacek Kotłowski, 2018. "International confidence spillovers and business cycles in small open economies," NBP Working Papers 287, Narodowy Bank Polski, Economic Research Department.
  • Michał Brzoza-Brzezina & Jacek Kotłowski, 2020. "International confidence spillovers and business cycles in small open economies," Working Papers 2020-049, Warsaw School of Economics, Collegium of Economic Analysis.
• Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020. "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers 2020-01, Swiss National Bank.
• Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
• Jae Won Lee & Woong Yong Park, 2020. "Solving Reduced-form Linear Rational Expectations," Working Paper Series no132, Institute of Economic Research, Seoul National University.
• Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2020. "Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 5-32, March.
  • Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181590, Verein für Socialpolitik / German Economic Association.
  • Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," MAGKS Papers on Economics 201810, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Daniel Grabowski & Anna Staszewska-Bystrova & Peter Winker, 2018. "Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Lodz Economics Working Papers 1/2018, University of Lodz, Faculty of Economics and Sociology.
• Shinichi Taniguchi, 2020. "Examining the causality structures of electricity interchange and variable renewable energy: a comparison between Japan and Denmark," Asia-Pacific Journal of Regional Science, Springer, vol. 4(1), pages 159-191, February.
• Christian Glocker & Philipp Wegmueller, 2020. "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, vol. 58(1), pages 73-105, January.
  • Christian Glocker & Philipp Wegmüller, 2017. "Business Cycle Dating and Forecasting with Real-time Swiss GDP Data," WIFO Working Papers 542, WIFO.
• Marcus P. A. Cobb, 2020. "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, vol. 58(1), pages 287-312, January.
• Carsten Trenkler & Enzo Weber, 2020. "Identifying shocks to business cycles with asynchronous propagation," Empirical Economics, Springer, vol. 58(4), pages 1815-1836, April.
• Adian McFarlane & Young Cheol Jung & Anupam Das, 2020. "The dynamics among domestic saving, investment, and the current account balance in the USA: a long-run perspective," Empirical Economics, Springer, vol. 58(4), pages 1659-1680, April.
• Apostolos Serletis & Libo Xu, 2020. "Demand systems with heteroscedastic disturbances," Empirical Economics, Springer, vol. 58(4), pages 1913-1921, April.
  • Apostolos Serletis & Libo Xu, "undated". "Demand Systems with Heteroscedastic Disturbances," Working Papers 2018-11, Department of Economics, University of Calgary, revised 25 Sep 2018.
• Rodrigo Herrera & Adam Clements, 2020. "A marked point process model for intraday financial returns: modeling extreme risk," Empirical Economics, Springer, vol. 58(4), pages 1575-1601, April.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020. "Expiration day effects on European trading volumes," Empirical Economics, Springer, vol. 58(4), pages 1603-1638, April.
• Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2020. "A time–frequency analysis of the Canadian macroeconomy and the yield curve," Empirical Economics, Springer, vol. 58(5), pages 2333-2351, May.
• Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020. "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, vol. 58(5), pages 2249-2285, May.
  • Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2017. "Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data," Working Papers 201765, University of Pretoria, Department of Economics.
• Jan Prüser & Alexander Schlösser, 2020. "The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR," Empirical Economics, Springer, vol. 58(6), pages 2889-2910, June.
• Smita Roy Trivedi, 2020. "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, vol. 58(6), pages 2837-2865, June.
• Gianna Figà-Talamanca & Marco Patacca, 2020. "Disentangling the relationship between Bitcoin and market attention measures," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 71-91, March.
• Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
  • Fantazzini, Dean & Zimin, Stephan, 2019. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper 95988, University Library of Munich, Germany.
• Davide Ciferri & Maria Chiara D’Errico & Paolo Polinori, 2020. "Integration and convergence in European electricity markets," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 37(2), pages 463-492, July.
• Ayesha Sayed & Christo Auret, 2020. "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 71-88, March.
• Ben Hambly & Nikolaos Kolliopoulos, 2020. "Fast mean-reversion asymptotics for large portfolios of stochastic volatility models," Finance and Stochastics, Springer, vol. 24(3), pages 757-794, July.
• Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglböck & Manu Eder, 2020. "Adapted Wasserstein distances and stability in mathematical finance," Finance and Stochastics, Springer, vol. 24(3), pages 601-632, July.
• Robert Azencott & Peng Ren & Ilya Timofeyev, 2020. "Realised volatility and parametric estimation of Heston SDEs," Finance and Stochastics, Springer, vol. 24(3), pages 723-755, July.
• Anupam Das & Adian McFarlane, 2020. "Remittances and disaggregated energy consumption in Bangladesh," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 67(2), pages 251-268, June.
• Aloisio Campelo & Viviane Seda Bittencourt & Marco Malgarini, 2020. "Consumers Confidence and Households Consumption in Brazil: Evidence from the FGV Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(1), pages 19-34, April.
• Rangan Gupta & Chi Keung Marco Lau & Jacobus A. Nel & Xin Sheng, 2020. "Monetary policy uncertainty spillovers in time and frequency domains," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-30, December.
• Mehmet Balcilar & Festus Victor Bekun, 2020. "Spillover dynamics across price inflation and selected agricultural commodity prices," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-17, December.
  • Mehmet Balcilar & Festus Victor Bekun, 2018. "Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices," Working Papers 15-42, Eastern Mediterranean University, Department of Economics.
• Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2020. "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 147(3), pages 747-762, February.
  • Goodness C. Aye & Giray Gozgor & Rangan Gupta, 2018. "Dynamic and Asymmetric Response of Inequality to Income Volatility: The Case of the United Kingdom," Working Papers 201821, University of Pretoria, Department of Economics.
• Christian Pinshi, 2020. "Rethinking error correction model in macroeconometric analysis : A relevant review," Working Papers hal-02454971, HAL.
  • Pinshi, Christian, 2020. "Rethinking error correction model in macroeconometric analysis : A relevant review," MPRA Paper 98202, University Library of Munich, Germany.
• Neifar, Malika, 2020. "Cyclical Output, Cyclical Unemployment, and augmented Okun's Law in MENA zone," MPRA Paper 98953, University Library of Munich, Germany.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2020. "Can Canadian Stock market provide complete hedge against Inflation ?," MPRA Paper 99093, University Library of Munich, Germany.
• Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99119, University Library of Munich, Germany.
• Kuikeu, Oscar, 2020. "Convergence des politiques fiscales de la CEMAC: une application des tests de la racine unitaire en données de panel
  [Fiscal policies Convergence in CEMAC: an application of panel data unit root te," MPRA Paper 99216, University Library of Munich, Germany.
• Kuikeu, Oscar, 2020. "Le Protectionnisme: analyse économétrique. Le cas de la Communauté économique et Monétaire de l’Afrique centrale (CEMAC)
  [The Protectionism: econometic analysis. The case of CEMAC]," MPRA Paper 99295, University Library of Munich, Germany.
• Gluschenko, Konstantin, 2020. "Nonlinear Models of Convergence," MPRA Paper 99316, University Library of Munich, Germany.
• Mansour-Ichrakieh, Layal, 2020. "The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier," MPRA Paper 99376, University Library of Munich, Germany.
• Polbin, Andrey, 2020. "Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia," MPRA Paper 99381, University Library of Munich, Germany.
• Gabriel, Ricardo Duque & Pessoa, Ana Sofia, 2020. "Adopting the Euro: a synthetic control approach," MPRA Paper 99391, University Library of Munich, Germany.
• Mariolis, Theodore & Veltsistas, Panagiotis, 2020. "Γιορτάζοντας τα 60 χρόνια των Θεωριών του Rudolf E. Kálmán και του Piero Sraffa: Τα Συστήματα Τιμών του Πραγματικού Κόσμου είναι Σχεδόν Μη-Ελέγξιμα
  [Celebrating 60 Years of Rudolf E. Kálmán’s and P," MPRA Paper 99648, University Library of Munich, Germany.
• Bhandari, Avishek, 2020. "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper 99653, University Library of Munich, Germany.
• Neifar, Malika, 2020. "Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets," MPRA Paper 99658, University Library of Munich, Germany.
• Kuikeu, Oscar, 2020. "L’impact économique du COVID-19 au Cameroun: une approche par la Modélisation VAR
  [Economic impact of COVID-19 in Cameroon: an empirical assessment with the VAR Methodology]," MPRA Paper 99727, University Library of Munich, Germany.
• Oguzhan Cepni & Wiehan Dul & Rangan Gupta & Mark E. Wohar, 2020. "The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach," Working Papers 202001, University of Pretoria, Department of Economics.
• Oguzhan Cepni & David Gabauer & Rangan Gupta & Khuliso Ramabulana, 2020. "Time-Varying Spillover of US Trade War on the Growth of Emerging Economies," Working Papers 202002, University of Pretoria, Department of Economics.
• Rangan Gupta & Chi Keung Marco Lau & Jacobus A Nel & Xin Sheng, 2020. "Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains," Working Papers 202005, University of Pretoria, Department of Economics.
• Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2020. "Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data," Working Papers 202006, University of Pretoria, Department of Economics.
• Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2020. "Time-Varying Influence of Household Debt on Inequality in United Kingdom," Working Papers 202017, University of Pretoria, Department of Economics.
• Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020. "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers 202020, University of Pretoria, Department of Economics.
• Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Cardiff Economics Working Papers E2020/3, Cardiff University, Cardiff Business School, Economics Section.
  • Rangan Gupta & Jun Ma & Konstantinos Theodoridis & Mark E. Wohar, 2020. "Is there a National Housing Market Bubble Brewing in the United States?," Working Papers 202023, University of Pretoria, Department of Economics.
• Selçuk Gul & Rangan Gupta, 2020. "A Note on the Time-Varying Impact of Global, Region- and Country-Specific Uncertainties on the Volatility of International Trade," Working Papers 202025, University of Pretoria, Department of Economics.
• Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2020. "Time-Varying Predictability of Financial Stress on Inequality in United Kingdom," Working Papers 202030, University of Pretoria, Department of Economics.
• Syed Jawad Hussain Shahzad & Rangan Gupta & Riza Demirer & Christian Pierdzioch, 2020. "Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data," Working Papers 202031, University of Pretoria, Department of Economics.
• Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Monetary Policy and Speculative Spillovers in Financial Markets," Working Papers 202032, University of Pretoria, Department of Economics.
• Semih Emre Cekin & Rangan Gupta & Eric Olson, 2020. "The Taylor Curve: International Evidence," Working Papers 202034, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta, 2020. "Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility in the United Kingdom," Working Papers 202041, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Elie Bouri, 2020. "The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach," Working Papers 202043, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020. "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers 202046, University of Pretoria, Department of Economics.
• Elie Bouri & Oguzhan Cepni & David Gabauer & Rangan Gupta, 2020. "Return Connectedness across Asset Classes around the COVID-19 Outbreak," Working Papers 202047, University of Pretoria, Department of Economics.
• Rangan Gupta & Xin Sheng, 2020. "The Effects of Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel Dataset of US States," Working Papers 202048, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta & Elie Bouri, 2020. "Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions," Working Papers 202051, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020. "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers 202054, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
• Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020. "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers 202059, University of Pretoria, Department of Economics.
• Semei Coronado & Rangan Gupta & Besma Hkiri & Omar Rojas, 2020. "Time-Varying Spillover between Currency and Stock Markets in the United States: More than Two Centuries of Historical Evidence," Working Papers 202060, University of Pretoria, Department of Economics.
• Paulo M.M. Rodrigues & Gabriel Zsurkis & João Nicolau, 2020. "The expected time to cross a threshold and its determinants: A simple and flexible framework," Working Papers w202006, Banco de Portugal, Economics and Research Department.
• Magnus Kvåle Helliesen & Håvard Hungnes & Terje Skjerpen, 2020. "Revisions in the Norwegian National Accounts. Accuracy, unbiasedness and efficiency in preliminary figures," Discussion Papers 924, Statistics Norway, Research Department.
• Thomas von Brasch & Ådne Cappelen & Håvard Hungnes & Terje Skjerpen, 2020. "Modeling R&D spillovers to productivity. The effects of tax policy," Discussion Papers 927, Statistics Norway, Research Department.
• Håvard Hungnes, 2020. "Equal predictability test for multi-step-ahead system forecasts invariant to linear transformations," Discussion Papers 931, Statistics Norway, Research Department.
• M. Billio & M. Donadelli & G. Livieri & A. Paradiso, 2020. "On the role of domestic and international financial cyclical factors in driving economic growth," Applied Economics, Taylor & Francis Journals, vol. 52(11), pages 1272-1297, March.
• António Afonso & Yasfir Ibraimo, 2020. "The macroeconomic effects of public debt: an empirical analysis of Mozambique," Applied Economics, Taylor & Francis Journals, vol. 52(2), pages 212-226, January.
  • António Afonso & Yasfir Ibraimo, 2018. "The Macroeconomic Effects of Public Debt: An Empirical Analysis of Mozambique," Working Papers REM 2018/29, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Ruijun Bu & Fredj Jawadi & Yuyi Li, 2020. "A multifactor transformed diffusion model with applications to VIX and VIX futures," Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 27-53, January.
  • Ruijun Bu & Fredj Jawadi & Yuyi Li, 2018. "A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures," Working Papers 20183, University of Liverpool, Department of Economics.
• Minchul Shin & Molin Zhong, 2020. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 367-379, April.
  • Minchul Shin & Molin Zhong, 2016. "A New Approach to Identifying the Real Effects of Uncertainty Shocks," Finance and Economics Discussion Series 2016-040, Board of Governors of the Federal Reserve System (U.S.).
• Jérôme Lahaye & Christopher Neely, 2020. "The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 410-427, April.
  • Jerome Lahaye & Christopher J. Neely, 2014. "The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited," Working Papers 2014-034, Federal Reserve Bank of St. Louis.
• Gao, Shen & Hou, Chenghan & Nguyen, Bao H., 2020. "Forecasting natural gas prices using highly flexible time-varying parameter models," Working Papers 2020-01, University of Tasmania, Tasmanian School of Business and Economics.
• Cross, James L. & Nguyen, Bao H. & Tran, Trung Duc, 2020. "The role of precautionary and speculative demand in the global market for crude oil," Working Papers 2020-02, University of Tasmania, Tasmanian School of Business and Economics.
• Islam, Raisul & Volkov, Vladimir, 2020. "Contagion or interdependence? Comparing signed and unsigned spillovers," Working Papers 2020-05, University of Tasmania, Tasmanian School of Business and Economics.
• Paolo Gorgi & Siem Jan Koopman, 2020. "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers 20-004/III, Tinbergen Institute.
• Dieter Wang & Julia Schaumburg, 2020. "Smooth marginalized particle filters for dynamic network effect models," Tinbergen Institute Discussion Papers 20-023/III, Tinbergen Institute.
• Jan R. Magnus & Henk G.J. Pijls & Enrique Sentana, 2020. "The Jacobian of the exponential function," Tinbergen Institute Discussion Papers 20-035/III, Tinbergen Institute.
• Jan R. Magnus & Enrique Sentana, 2020. "Zero-diagonality as a linear structure," Tinbergen Institute Discussion Papers 20-039/III, Tinbergen Institute.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 17-33, March.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 2017-026, Federal Reserve Bank of St. Louis.
  • Todd E Clark & Michael W McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," BIS Working Papers 667, Bank for International Settlements.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers 201715R, Federal Reserve Bank of Cleveland.
  • Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2017. "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," Working Papers (Old Series) 1715, Federal Reserve Bank of Cleveland, revised 25 Sep 2017.
• Gloria Gonzalez-Rivera & Yun Luo, 2020. "A Truncated Mixture Transition Model for Interval-valued Time Series," Working Papers 202005, University of California at Riverside, Department of Economics.
• Tong Fang & Tae-Hwy Lee & Zhi Su, 2020. "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers 202009, University of California at Riverside, Department of Economics.
• Jungbin Hwang & Gonzalo Valdés, 2020. "Finite-sample Corrected Inference for Two-step GMM in Time Series," Working papers 2020-02, University of Connecticut, Department of Economics.
• Jungbin Hwang & Gonzalo Valdés, 2020. "Low Frequency Robust Cointegrated Regression in the Presence of a Near-Unity Regressor," Working papers 2020-03, University of Connecticut, Department of Economics.
• Luciano Campos, 2020. "Potential output, output gap and high inflation in Argentina (2007-2015)," Estudios de Economia, University of Chile, Department of Economics, vol. 47(1 Year 20), pages 5-29, June.
• Marcelo Dianessi & Gabriela Mordecki & Maximiliano Presa & Silvia Rodríguez-Collazo, 2020. "El crecimiento reciente de Uruguay y desacople de la región: ¿adiós a la semisuma?," Documentos de Trabajo (working papers) 20-01, Instituto de Economia - IECON.
• Régis Barnichon & Geert Mesters, 2020. "Optimal Policy Perturbations," Working Papers 1171, Barcelona Graduate School of Economics.
  • Régis Barnichon & Geert Mesters, 2020. "Optimal policy perturbations," Economics Working Papers 1716, Department of Economics and Business, Universitat Pompeu Fabra.
• Federico Bassi, 2020. "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," CEPN Working Papers 2020-02, Centre d'Economie de l'Université de Paris Nord.
• Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," School of Economics Working Papers 2020-03, University of Adelaide, School of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," Economics Discussion / Working Papers 20-06, The University of Western Australia, Department of Economics.
  • Firmin Doko Tchatoka & Qazi Haque, 2020. "On bootstrapping tests of equal forecast accuracy for nested models," CAMA Working Papers 2020-27, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Dave, Chetan & Dressler, Scott J. & Zhang, Lei, 2020. "Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: A FAVAR Analysis," Working Papers 2020-6, University of Alberta, Department of Economics.
  • Chetan Dave & Scott J. Dressler & Lei Zhang, 2020. "Bank Lending, Monetary Policy Transmission, and Interest on Excess Reserves: a FAVAR Analysis," Villanova School of Business Department of Economics and Statistics Working Paper Series 44, Villanova School of Business Department of Economics and Statistics.
• Arnerić Josip, 2020. "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(1), pages 1-9, May.
• Akçay Selçuk & Karasoy Alper, 2020. "Determinants of private investments in Turkey: Examining the role of democracy," Review of Economic Perspectives, Sciendo, vol. 20(1), pages 23-49, March.
• İskenderoglu Ömer & Akdag Saffet, 2020. "Comparison of the Effect of Vix Fear Index on Stock Exchange Indices of Developed and Developing Countries: the G20 Case," South East European Journal of Economics and Business, Sciendo, vol. 15(1), pages 105-121, June.
• Gilbert Mbara, 2020. "Price Transmission across Commodity Markets: Physical to Futures," Working Papers 2020-07, Faculty of Economic Sciences, University of Warsaw.
• Khalifa Amene, 2020. "The Learning by Doing Dimension of Extensive and Intensive Margins of Exports: the Case of Tunisia," Economic Research Guardian, Weissberg Publishing, vol. 10(1), pages 12-32, June.
• Christian Gross & Pierre L. Siklos, 2020. "Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
  • Gross, Christian & Siklos, Pierre, 2018. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," ESRB Working Paper Series 78, European Systemic Risk Board.
  • Christian Gross & Pierre L. Siklos, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: A network approach," CAMA Working Papers 2019-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Groß, Christian, 2019. "Analyzing credit risk transmission to the non-financial sector in Europe: a network approach," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203645, Verein für Socialpolitik / German Economic Association.
• Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
  • Maas, Benedikt, 2019. "Short-term forecasting of the US unemployment rate," MPRA Paper 94066, University Library of Munich, Germany.
• Julieta Caunedo & Riccardo Dicecio & Ivana Komunjer & Michael T. Owyang, 2020. "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(1), pages 205-228, February.
  • Julieta Caunedo & Riccardo DiCecio & Ivana Komunjer & Michael T. Owyang, 2013. "Asymmetry, Complementarities, and State Dependence in Federal Reserve Forecasts," Working Papers 2013-012, Federal Reserve Bank of St. Louis, revised 29 Dec 2017.
• Thorsten Drautzburg, 2020. "A narrative approach to a fiscal DSGE model," Quantitative Economics, Econometric Society, vol. 11(2), pages 801-837, May.
  • Thorsten Drautzburg, 2014. "A Narrative Approach to a Fiscal DSGE Model," 2014 Meeting Papers 791, Society for Economic Dynamics.
  • Thorsten Drautzburg, 2016. "A narrative approach to a fiscal DSGE model," Working Papers 16-11, Federal Reserve Bank of Philadelphia, revised 28 Mar 2016.

2019

• Laurentiu Guinea & Luis A. Puch & Jesús Ruiz, 2019. "News-driven housing booms: Spain vs. Germany," Documentos de Trabajo del ICAE 2019-32, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019. "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series 2019-02, School of Economics, University of East Anglia, Norwich, UK..
• Oleksandr Faryna & Heli Simola, 2019. "How Trade Composition Affects Sensitivity to Foreign Shocks: Applying a Global VAR Model to Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 247, pages 4-18.
• Anastasiia Antonova, 2019. "Price-Setting in Ukraine: Evidence from Online Prices," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 248, pages 4-10.
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• Ivan Mendieta-Munoz & Mengheng Li, 2019. "The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity," Working Paper Series, Department of Economics, University of Utah 2019_06, University of Utah, Department of Economics.
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• Yang Hu & Les Oxley & Chunlin Lang, 2019. "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics 19/12, University of Waikato.
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• Garratt, Anthony & Petrella, Ivan, 2019. "Commodity Prices and Inflation Risk," EMF Research Papers 23, Economic Modelling and Forecasting Group.
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• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2019. "Estimation and Inference of Fractional Continuous-Time Model with Discrete-Sampled Data," Economics and Statistics Working Papers 17-2019, Singapore Management University, School of Economics.
• A. ISLAS & Víctor M. GUERRERO & Eliud SILVA, 2019. "Forecasting Remittances to Mexico with a Multi-State Markov-Switching Model Applied to the Trend with Controlled Smoothness," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 38-56, March.
• Sasa OBRADOVIĆ & Nemanja LOJANICA, 2019. "Export-Led Growth: Evidence from Post-Communist Serbia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 131-145, June.
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• Hao FANG & Chung-Hua SHEN & Hwey-Yun YAU & Chien-Ping CHUNG & Yen-Hsien LEE, 2019. "Shocks from the Sub-Prime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-24, September.
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• Wali ULLAH, 2019. "The Role of No-Arbitrage Restriction in Term Structure Model in the Context of an Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 44-66, December.
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• Francesco Simone Lucidi, 2019. "Real-time signals anticipating credit booms in Euro Area countries," Working Papers 189, University of Rome La Sapienza, Department of Public Economics.
• Francesca Di Iorio & Stefano Fachin, 2019. "Fiscal reaction functions for the advanced economies revisited," DSS Empirical Economics and Econometrics Working Papers Series 2019/1, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Paul Levine, 2019. "The State of DSGE Modelling," School of Economics Discussion Papers 0319, School of Economics, University of Surrey.
• Paul Levine & Joseph Pearlman & Stephen Wright & Bo Yang, 2019. "Information, VARs and DSGE Models," School of Economics Discussion Papers 1619, School of Economics, University of Surrey.
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• Lisa-Cheree Martin, 2019. "Machine Learning vs Traditional Forecasting Methods: An Application to South African GDP," Working Papers 12/2019, Stellenbosch University, Department of Economics.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
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• Andrew Phiri, 2019. "Does Military Spending Nonlinearly Affect Economic Growth in South Africa?," Defence and Peace Economics, Taylor & Francis Journals, vol. 30(4), pages 474-487, June.
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• Markus Bibinger & Nikolaus Hautsch & Peter Malec & Markus Reiss, 2019. "Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 419-435, July.
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• James Mitchell & Donald Robertson & Stephen Wright, 2019. "R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(4), pages 681-695, October.
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• N. Mhlaba & A. Phiri, 2019. "Is public debt harmful towards economic growth? New evidence from South Africa," Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1603653-160, January.
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• Mala Raghavan & Evelyn S. Devadason, 2019. "How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared," CAMA Working Papers 2019-53, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Hamish Burrell & Joaquin Vespignani, 2019. "The industrial impact of economic uncertainty shocks in Australia," CAMA Working Papers 2019-89, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Tayyar Buyukbasaran & Cem Cebi & Erdal Yilmaz, 2019. "Interaction of Monetary and Fiscal Policies in Turkey," Working Papers 1935, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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• Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman, 2019. "Bayesian Risk Forecasting for Long Horizons," Tinbergen Institute Discussion Papers 19-018/III, Tinbergen Institute.
• Peter Boswijk & Yang Zu, 2019. "Adaptive Testing for Cointegration with Nonstationary Volatility," Tinbergen Institute Discussion Papers 19-043/III, Tinbergen Institute.
• Anne Opschoor & André Lucas, 2019. "Time-varying tail behavior for realized kernels," Tinbergen Institute Discussion Papers 19-051/IV, Tinbergen Institute.
• Anne Opschoor & André Lucas, 2019. "Observation-driven Models for Realized Variances and Overnight Returns," Tinbergen Institute Discussion Papers 19-052/IV, Tinbergen Institute.
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• Matuka, Adelajda, 2019. "Exchange Rate Pass-Through to Prices: VAR Evidence for Albania," MPRA Paper 92005, University Library of Munich, Germany.
• Hasumi, Ryo & Iiboshi, Hirokuni, 2019. "A Bayesian Estimation of HANK models with Continuous Time Approach:Comparison between US and Japan," MPRA Paper 92292, University Library of Munich, Germany.
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• Sandoval Paucar, Giovanny, 2019. "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH
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• Asafo, Shuffield Seyram, 2019. "Exchange Rate Pass-through to Prices : Bayesian VAR Evidence for Ghana," MPRA Paper 92967, University Library of Munich, Germany.
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• Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
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• Zouri, Stéphane, 2019. "Synchronisation des chocs d'offre et de demande dans la Communauté Economique des Etats de l'Afrique de l'Ouest (CEDEAO)
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• Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
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• Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019. "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper 96007, University Library of Munich, Germany.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2019. "Can spillover effects provide forecasting gains? The case of oil price volatility," MPRA Paper 96266, University Library of Munich, Germany.
• Maas, Benedikt, 2019. "Nowcasting and forecasting US recessions: Evidence from the Super Learner," MPRA Paper 96408, University Library of Munich, Germany.
• Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2019. "Construcción de una Bolivia artificial: Efectos de la Política Económica desde 2006
  [Construction of an artificial Bolivia: Effects of the Economic Policy since 2006]," MPRA Paper 96626, University Library of Munich, Germany.
• Kuikeu, Oscar, 2019. "Le syndrome hollandais en zone CEMAC: une approche par la modélisation VAR structurelle
  [The Dutch Disease in CEMAC: an assessment with the Structural VAR methodology]," MPRA Paper 96813, University Library of Munich, Germany.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019. "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper 96845, University Library of Munich, Germany, revised 23 Dec 2019.
• Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
• Kurovskiy, Gleb, 2019. "Disentanglement of natural interest rate shocks and monetary policy shocks nexus," MPRA Paper 97547, University Library of Munich, Germany.
• Salamaliki, Paraskevi, 2019. "Assessing labor market conditions in Greece: a note," MPRA Paper 97559, University Library of Munich, Germany.
• Mansur, Alfan, 2019. "Sharia Banking Dynamics and the Macroeconomic Responses: Evidence from Indonesia," MPRA Paper 97883, University Library of Munich, Germany, revised 02 Oct 2019.
• Chuluunbayar, Delgerjargal, 2019. "Output Composition of Monetary Policy Transmission in Mongolia," MPRA Paper 98111, University Library of Munich, Germany.
• Zikidou, Stavroula & Hadjidema, Stamatina, 2019. "Households Health Expenditure in interannual correlation with Public Health Expenditure in Greece," MPRA Paper 98907, University Library of Munich, Germany.
• Lusompa, Amaze, 2019. "Local Projections, Autocorrelation, and Efficiency," MPRA Paper 99856, University Library of Munich, Germany, revised 11 Apr 2020.
• Vasilios Plakandaras & Aviral Kumar Tiwari & Rangan Gupta & Qiang Ji, 2019. "Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains," Working Papers 201909, University of Pretoria, Department of Economics.
• Rangan Gupta & Chi-Keung (Marco) Lau & Xin Sheng, 2019. "Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model," Working Papers 201910, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers 201915, University of Pretoria, Department of Economics.
• Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019. "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers 201916, University of Pretoria, Department of Economics.
• Goodness C. Aye, 2019. "Fiscal Policy Uncertainty and Economic Activity in South Africa: An Asymmetric Analysis," Working Papers 201922, University of Pretoria, Department of Economics.
• Goodness C. Aye, 2019. "Short and Long Run Asymmetric Effects of Monetary and Fiscal Policy Uncertainty on Economic Activity in the U.S," Working Papers 201923, University of Pretoria, Department of Economics.
• 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, Open Access Journal, vol. 12(17), pages 1-17, September.
  • Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE 2019-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers 201925, University of Pretoria, Department of Economics.
  • Asai, M. & Gupta, R. & McAleer, M.J., 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers EI2019-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Saban Nazlioglu & Rangan Gupta & Elie Bouri, 2019. "Movements in International Bond Markets: The Role of Oil Prices," Working Papers 201935, University of Pretoria, Department of Economics.
• Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019. "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers 201942, University of Pretoria, Department of Economics.
• David Gabauer & Rangan Gupta, 2019. "Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach," Working Papers 201944, University of Pretoria, Department of Economics.
• Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019. "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers 201947, University of Pretoria, Department of Economics.
• Asai, Manabu & Gupta, Rangan & McAleer, Michael, 2020. "Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks," International Journal of Forecasting, Elsevier, vol. 36(3), pages 933-948.
  • Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks," Working Papers 201951, University of Pretoria, Department of Economics.
• Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
• Nazlioglu, Saban & Gupta, Rangan & Gormus, Alper & Soytas, Ugur, 2020. "Price and volatility linkages between international REITs and oil markets," Energy Economics, Elsevier, vol. 88(C).
  • Saban Nazlioglu & Rangan Gupta & Alper Gormus & Ugur Soytas, 2019. "Price and Volatility Linkages between International REITs and Oil Markets," Working Papers 201954, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta, 2019. "Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty," Working Papers 201955, University of Pretoria, Department of Economics.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019. "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers 201956, University of Pretoria, Department of Economics.
• Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019. "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers 201958, University of Pretoria, Department of Economics.
• Rangan Gupta & Xiaojin Sun, 2019. "Forecasting Economic Policy Uncertainty of BRIC Countries Using Bayesian VARs," Working Papers 201961, University of Pretoria, Department of Economics.
• Christina Christou & David Gabauer & Rangan Gupta, 2019. "Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data," Working Papers 201962, University of Pretoria, Department of Economics.
• Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang, 2019. "Moments-Based Spillovers across Gold and Oil Markets," Working Papers 201966, University of Pretoria, Department of Economics.
• Mehmet Balcilar & George Ike & Rangan Gupta, 2019. "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers 201975, University of Pretoria, Department of Economics.
• Afees A. Salisu & Rangan Gupta, 2019. "Oil Shocks and Stock Market Volatility of the BRICS: A GARCH-MIDAS Approach," Working Papers 201976, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
• Aviral Kumar Tiwari & Micheal Kofi Boachie & Rangan Gupta, 2019. "Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory," Working Papers 201982, University of Pretoria, Department of Economics.
• Jakub Bechný, 2019. "Unemployment Hysteresis in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2019(5), pages 532-546.
• Tomáš Šestořád, 2019. "Multiplikátor vládních výdajů při nulové nominální úrokové míře
  [Government Expenditure Multiplier at Zero Nominal Interest Rate]," Politická ekonomie, University of Economics, Prague, vol. 2019(1), pages 20-47.
• Karol Szomolányi & Martin Lukáčik & Adriana Lukáčiková, 2019. "Odhad elasticity substitúcie vstupov v slovenskej ekonomike
  [Estimate of Elasticity of Substitution of Inputs in Slovak Economy]," Politická ekonomie, University of Economics, Prague, vol. 2019(6), pages 611-630.
• António Rua, 2019. "Modelling the Demand for Euro Banknotes," Working Papers w201905, Banco de Portugal, Economics and Research Department.
• Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020. "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper 1420, Economics Department, Queen's University.
• Zakipour-Saber, Shayan, 2019. "State-dependent Monetary Policy Regimes," Research Technical Papers 4/RT/19, Central Bank of Ireland.
  • Shayan Zakipour-Saber, 2019. "State-dependent Monetary Policy Regimes," Working Papers 882, Queen Mary University of London, School of Economics and Finance.
• Alessio Volpicella, 2019. "SVARs Identification through Bounds on the Forecast Error Variance," Working Papers 890, Queen Mary University of London, School of Economics and Finance.
• Germano Ruisi, 2019. "Time-Varying Local Projections," Working Papers 891, Queen Mary University of London, School of Economics and Finance.
• Efrosiniya Karatetskaya & Valeriya Lakshina, 2019. "Volatility spillovers with spatial effects in the oil and gas market (in Russian)," Quantile, Quantile, issue 14, pages 83-95, June.
• Zouheir Mighri & Majid Ibrahim Alsaggaf, 2019. "Volatility Spillovers among the Cryptocurrency Time Series," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 81-90.
• Rezgar Mohammed & Olga Murova, 2019. "Strategic Price Response in the Differentiated U.S. Yogurt Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 163-170.
• Yaya Keho, 2019. "Relationship Between Savings And Economic Growth In Cote D’Ivoire," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 202-207.
• Nidhi Malhotra & Saumya Gupta, 2019. "Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 208-215.
• Kenneth Chikezie Anyalechi & Hillary Chijindu Ezeaku & Josaphat. U. J. Onwumere & E. J. Okereke, 2019. "Does Oil Price Fluctuation Affect Stock Market Returns in Nigeria?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 194-199.
• Omer Ali Ibrahim & Sonal Devesh & Hisham Mohamed Hassan, 2019. "Sensitivity of Fiscal Balances to Oil Price Shocks: Short and Long Term Effects in the Context of Oman," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 146-155.
• La Ode Saidi & Pasrun Adam & Manat Rahim & Rosnawintang Rosnawintang, 2019. "The Effect of Crude Oil Prices on Economic Growth in South East Sulawesi, Indonesia: An Application of Autoregressive Distributed Lag Model," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 194-198.
• Akhmad Akhmad & Buyung Romadhoni & Kasnaeny Karim & Muhammad Jibril Tajibu & Muhammad Syukur, 2019. "The Impact of Fuel Oil Price Fluctuations on Indonesia’s Macro Economic Condition," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 277-282.
• Warsono Warsono & Edwin Russels & Wamiliana Wamiliana & Widiarti Widiarti & Mustofa Usman, 2019. "Vector Autoregressive with Exogenous Variable Model and its Application in Modeling and Forecasting Energy Data: Case Study of PTBA and HRUM Energy," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 390-398.
• Jamal Sekali & Mohamed Bouzahzah, 2019. "Financial Development and Environmental Quality: Empirical Evidence for Morocco," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 67-74.
• Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019. "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 87-105.
• Marco Mele, 2019. "Renewable Energy Consumption: the Effects on Economic Growth in Mexico," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 269-273.
• Majed S. Almozaini, 2019. "The Causality Relationship between Economic Growth and Energy Consumption in The World’s top Energy Consumers," International Journal of Energy Economics and Policy, Econjournals, vol. 9(4), pages 40-53.
• Shabbir Ahmad, 2019. "The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 447-452.
• Cuevas, Víctor M. & Calderón Villarreal, Cuauhtémoc, 2019. "Crecimiento industrial y aumento de los precios de los bienes de consumo en México: un análisis econométrico," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Cuevas, Víctor M. & Calderón Villarreal, Cuauhtémoc, 2019. "Industrial growth and consumer goods inflation in Mexico: an econometric analysis," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2019. "Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods," Journal of Asian Economics, Elsevier, vol. 60(C), pages 45-68.
• Almaas, Synne S. & Kurita, Takamitsu, 2019. "Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions," Journal of Asian Economics, Elsevier, vol. 61(C), pages 51-64.
• Dash, Saumya Ranjan & Maitra, Debasish, 2019. "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 135-150.
• Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow banking and financial regulation: A small-scale DSGE perspective," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 130-144.
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• Lütkepohl, Helmut & Schlaak, Thore, 2019. "Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH," Journal of Economic Dynamics and Control, Elsevier, vol. 101(C), pages 41-61.
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• Guidolin, Massimo & Pedio, Manuela, 2019. "Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
• Li, Kai, 2019. "Portfolio selection with inflation-linked bonds and indexation lags," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
• Yang, Minxian, 2019. "The risk return relationship: Evidence from index returns and realised variances," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
• Herrera, Ana María & Rangaraju, Sandeep Kumar, 2019. "The quantitative effects of tax foresight: Not all states are equal," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
• Iskrev, Nikolay, 2019. "What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, vol. 99(C), pages 54-81.
• Michieka, Nyakundi M. & Gearhart, Richard S., 2019. "Oil price dynamics and sectoral employment in the U.S," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 140-149.
• Pal, Debdatta & Mitra, Subrata K., 2019. "Oil price and automobile stock return co-movement: A wavelet coherence analysis," Economic Modelling, Elsevier, vol. 76(C), pages 172-181.
• Nepal, Rabindra & Paija, Nirash, 2019. "A multivariate time series analysis of energy consumption, real output and pollutant emissions in a developing economy: New evidence from Nepal," Economic Modelling, Elsevier, vol. 77(C), pages 164-173.
• Raghavan, Mala & Athanasopoulos, George, 2019. "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Economic Modelling, Elsevier, vol. 77(C), pages 187-203.
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• Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019. "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, vol. 78(C), pages 134-149.
• Donadelli, M. & Paradiso, A. & Livieri, G., 2019. "Adding cycles into the neoclassical growth model," Economic Modelling, Elsevier, vol. 78(C), pages 162-171.
• Xie, Zixiong & Chen, Shyh-Wei, 2019. "Exchange rates and fundamentals: A bootstrap panel data analysis," Economic Modelling, Elsevier, vol. 78(C), pages 209-224.
• Sam, Chung Yan & McNown, Robert & Goh, Soo Khoon, 2019. "An augmented autoregressive distributed lag bounds test for cointegration," Economic Modelling, Elsevier, vol. 80(C), pages 130-141.
• Gadea-Rivas, María Dolores & Gómez-Loscos, Ana & Leiva-Leon, Danilo, 2019. "Increasing linkages among European regions. The role of sectoral composition," Economic Modelling, Elsevier, vol. 80(C), pages 222-243.
• Peng, Wei & Zeng, Yufeng, 2019. "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, vol. 80(C), pages 392-399.
• Ben Slimane, Ikrame & Majdoub, Jihed & Ben Sassi, Salim, 2019. "Crude oil and equity market comovements among Asia's for little dragons countries. Evidence of unobserved components approach," Economic Modelling, Elsevier, vol. 80(C), pages 62-74.
• Morana, Claudio & Sbrana, Giacomo, 2019. "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, vol. 81(C), pages 274-294.
• Van Cauwenberge, Annelies & Vancauteren, Mark & Braekers, Roel & Vandemaele, Sigrid, 2019. "International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands," Economic Modelling, Elsevier, vol. 81(C), pages 361-386.
• Livat, Florine & Alston, Julian M. & Cardebat, Jean-Marie, 2019. "Do denominations of origin provide useful quality signals? The case of Bordeaux wines," Economic Modelling, Elsevier, vol. 81(C), pages 518-532.
• Smallwood, Aaron D., 2019. "Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach," Economic Modelling, Elsevier, vol. 82(C), pages 332-344.
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• Ghartey, Edward E., 2019. "Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 325-335.
• Wei, Yanfeng, 2019. "Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 20-31.
• Balli, Faruk & de Bruin, Anne & Chowdhury, Md Iftekhar Hasan, 2019. "Spillovers and the determinants in Islamic equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
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• Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2019. "Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
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• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series 19-27, Swiss Finance Institute, revised May 2019.
• Jean-Christophe Delfim & Martin Hoesli, 2019. "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series 19-32, Swiss Finance Institute.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019. "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series 19-51, Swiss Finance Institute.
• Walter Farkas & Ludovic Mathys & Nikola Vasiljevic, 2019. "Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps," Swiss Finance Institute Research Paper Series 19-76, Swiss Finance Institute.
• Stolbov, Mikhail, 2019. "Is a more financially open world riskier?," International Economics, Elsevier, vol. 157(C), pages 99-116.
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• Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019. "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, vol. 159(C), pages 140-150.
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• Sebastian D. TOCAR, 2019. "Religiosity And Foreign Direct Investment: The Case Of Romania," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 57-66, July.
• Jan Filacek & Ivan Sutoris, 2019. "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes 2019/02, Czech National Bank.
• Jaromír Baxa & Tomáš Šestořád, 2019. "The Czech Exchange Rate Floor: Depreciation without Inflation?," Working Papers IES 2019/6, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2019.
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• Dominika Ehrenbergerova & Simona Malovana, 2019. "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers 2019/6, Czech National Bank.
• Jorge H. Maldonado & Viviana León-Jurado & John Gómez & Daniel Rodríguez & Laura Villa, 2019. "The Graduation approach for the reduction of extreme poverty: impact evaluation of Sembrando Oportunidades Familia por Familia in Paraguay," Documentos CEDE 017317, Universidad de los Andes - CEDE.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019. "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 38(76), pages 23-50, January.
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• Sandoval Paucar Giovanny, 2019. "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo - CIDSE 017401, Universidad del Valle - CIDSE.
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• Sandoval Paucar Giovanny, 2019. "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo - CIDSE 017281, Universidad del Valle - CIDSE.
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• Elvis Aparco & Alex Flores, 2019. "La hipótesis Keynesiana del gasto público frente a la Ley de Wagner: un análisis de cointegración y causalidad para Perú," Revista de Economía del Rosario, Universidad del Rosario, vol. 22(1), pages 53-73, June.
• Troncoso Sepúlveda, Ricardo, 2019. "Transmisión de los precios del arroz en Colombia y el mundo," Revista Lecturas de Economía, Universidad de Antioquia - CIE, issue 91, pages 151-179, July.
• Nicolás Rivera Garzón, 2019. "Impactos y canales de transmisión de la política monetaria en Colombia: 2008-2019," Econógrafos - Escuela de Economía 017580, Universidad Nacional de Colombia -FCE - CID.
• Herrera Saavedra, Juan Pablo & Lozano Maturana, Ginette & Campo Robledo, Jacobo & Parra Ochoa, Catalina, 2019. "Competition policy and Industrial property: relationship through panel data approach 2007 – 2015," Working papers 26, Red Investigadores de Economía.
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• Santiago Marín-Ardila, 2019. "Asymmetric exchange rate pass-through: evidence from Colombia based in a TVAR model," Revista Intercambio 017572, Universidad Nacional de Colombia Sede Medellín.
• Bauwens, Luc & Xu, Yongdeng, 2019. "DCC-HEAVY: a multivariate GARCH model based on realized variances and correlations," Cardiff Economics Working Papers E2019/5, Cardiff University, Cardiff Business School, Economics Section.
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• Adam Elbourne & Kan Ji, 2019. "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper 391, CPB Netherlands Bureau for Economic Policy Analysis.
• Adam Elbourne & Kan Ji, 2019. "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper 391.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Adam Elbourne, 2019. "SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area," CPB Discussion Paper 407, CPB Netherlands Bureau for Economic Policy Analysis.
• Adam Elbourne, 2019. "SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area," CPB Discussion Paper 407.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Mohammed Touitou & Yacine Laib & Ahmed Boudeghdegh, 2019. "The Impact Of Exchange Rate On Economic Growth In Algeria," CBU International Conference Proceedings, ISE Research Institute, vol. 7(0), pages 323-330, September.
• Rangan Gupta & Mark E. Wohar, 2019. "Presidential Cycles In The Usa And The Dollar-Pound Exchange Rate: Evidence From Over Two Centuries," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 151-163, June.
• Goodness C. Aye & Rangan Gupta, 2019. "Macroeconomic Uncertainty And The Comovement In Buying Versus Renting In The Usa," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 93-121, September.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-18, Department of Economics and Business Economics, Aarhus University.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019. "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers 2019-19, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
• Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019. "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers 2019-23, Department of Economics and Business Economics, Aarhus University.
• Oludele Emmanuel Folarin, 2019. "Financial reforms and industrialisation: evidence from Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(1), pages 166-189, June.
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• Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Research Africa Network Working Papers 19/040, Research Africa Network (RAN).
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers 19/093, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Research Africa Network Working Papers 19/093, Research Africa Network (RAN).
  • Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers of the African Governance and Development Institute. 19/093, African Governance and Development Institute..
• Oludele Emmanuel Folarin, 2019. "Financial reforms and industrialisation: evidence from Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(1), pages 166-189, June.
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers of the African Governance and Development Institute. 19/014, African Governance and Development Institute..
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," CEREDEC Working Papers 19/014, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Research Africa Network Working Papers 19/014, Research Africa Network (RAN).
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers 19/014, European Xtramile Centre of African Studies (EXCAS).
• Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers of the African Governance and Development Institute. 19/040, African Governance and Development Institute..
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  • Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers 19/040, European Xtramile Centre of African Studies (EXCAS).
• Christiane Baumeister & James D. Hamilton, 2019. "Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks," American Economic Review, American Economic Association, vol. 109(5), pages 1873-1910, May.
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• Dario Caldara & Edward Herbst, 2019. "Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(1), pages 157-192, January.
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• Claude Diebolt & Tapas Mishra & Faustine Perrin, 2019. "Gender Equality as an Enforcer of Individuals’ Choice between Education and Fertility: Evidence from 19th Century France," Working Papers of BETA 2019-44, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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• Oludele Emmanuel Folarin, 2019. "Financial reforms and industrialisation: evidence from Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(1), pages 166-189, June.
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," CEREDEC Working Papers 19/014, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers of the African Governance and Development Institute. 19/014, African Governance and Development Institute..
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Research Africa Network Working Papers 19/014, Research Africa Network (RAN).
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers 19/014, European Xtramile Centre of African Studies (EXCAS).
• Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," CEREDEC Working Papers 19/040, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers of the African Governance and Development Institute. 19/040, African Governance and Development Institute..
  • Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers 19/040, European Xtramile Centre of African Studies (EXCAS).
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers 19/093, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers of the African Governance and Development Institute. 19/093, African Governance and Development Institute..
  • Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Research Africa Network Working Papers 19/093, Research Africa Network (RAN).
• Phiri, Andrew, 2019. "Economic growth, environmental degradation and business cycles in Eswatini," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 15(3).
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• Gilles Dufrénot & Meryem Rhouzlane & Etienne Vaccaro-Grange, 2019. "Potential Growth and Natural Yield Curve in Japan," Working Papers halshs-02091035, HAL.
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• Nooman Rebei & Rashid Sbia, 2019. "Transitory and Permanent Shocks in the Global Market for Crude Oil," Working Papers halshs-02193700, HAL.
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• Etienne Vaccaro-Grange, 2019. "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers 1932, Aix-Marseille School of Economics, France.
• Grace Ofori-Abebrese & Samuel Tawiah Baidoo & Peter Yaw Osei, 2019. "The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana," Economics Literature, WERI-World Economic Research Institute, vol. 1(2), pages 117-132, December.
• Riccardo (Jack) Lucchetti & Ioannis A. Venetis, 2019. "Dynamic Factor Models in gretl. The DFM package," gretl working papers 7, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Andrea Bucci & Giulio Palomba & Eduardo Rossi, 2019. "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach," Working Papers 440, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
• Anindya Banerjee & Victor Bystrov & Paul Mizen, 2017. "Structural Factor Analysis of Interest Rate Pass Through In Four Large Euro Area Economies," Working Papers in Economics 17/07, University of Canterbury, Department of Economics and Finance.
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• Francq, Christian & Zakoian, Jean-Michel, 2019. "Virtual Historical Simulation for estimating the conditional VaR of large portfolios," MPRA Paper 95965, University Library of Munich, Germany.
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• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2019. "Desperate times call for desperate measures: government spending multipliers in hard times," Working Paper Series no129, Institute of Economic Research, Seoul National University.
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• DO Thi My Huong & CAO Hong Minh, 2019. "Exchange Rate Pass-Through (ERPT) and its Implications for Vietnam: Vector Autoregressive Approach from Vietnam-Korea Trade Data," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(2), pages 257-266, February.
• Tersoo Shimonkabir SHITILE & Abubakar SULE, 2019. "Reassessing the Efficacy of Foreign Aid and Grants in Poverty Reduction in Nigeria," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(4), pages 450-460, April.
• Binata Rani Sen & Shamim Alam & Md. Maznur Rahman & Mohammad Iqbal Hossain, 2019. "Investigating Impact of Expansionary Fiscal Policy on Output in Bangladesh Economy: An Econometric Study," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(8), pages 936-945, August.
• Betcy Theodore & Martin L. William, 2019. "Determinants of Petrol Prices in India: A Regression Model with De-Autocorrelated Time-Series Data," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 7(3), pages 110-120, September.
• Khatibu Kazungu, 2019. "The Nexus between Government Expenditure and Revenue in Tanzania," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 7(4), pages 158-170, December.
• Shafiqul Islam & Md. Shohel Rana, 2019. "Determinants of Bank Profitability: Evidence from Commercial Banks of Bangladesh," Journal of Asian Business Strategy, Asian Economic and Social Society, vol. 9(2), pages 174-183, December.
• Dinu AIRINEI & Daniel HOMOCIANU, 2019. "Using the GiPlot Online Interactive Tool to Explore Business and Financial Data in the Context of the Ex Post Component of the Audit," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 17(156), pages 628-628.
• Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Massimo Guidolin & Manuela Pedio & Alessandra tosi, 2019. "Time-Varying Price Discovery in Sovereign Credit Markets," BAFFI CAREFIN Working Papers 19120, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Terrance Grieb & Nam Hoang, 2019. "The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 1-15, August.
• Petar Peshev & Statty Stattev & Kristina Stefanova & Meglena Lazarova, 2019. "Financial Wealth Inequality Drivers in a Small EU Member Country: An Example from Bulgaria during the Period 2005-2017," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 41-72.
• Abdulrasheed Zakari & Vincent Tawiah, 2019. "Impact of Electricity Consumption, Financial Development, Trade Openness on CO2 Emissions: Evidence from Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 143-157.
• Tobias Hartl & Roland Weigand, 2018. "Multivariate Fractional Components Analysis," Papers 1812.09149, arXiv.org, revised Jan 2019.
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• Xiaohong Chen & Paul Wohlfarth, 2019. "Drivers of bank loan growth in China: government or market?," BCAM Working Papers 1909, Birkbeck Centre for Applied Macroeconomics.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019. "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," CESifo Working Paper Series 8035, CESifo.
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• Fève, Patrick & Moura, Alban & Pierrard, Olivier, 2019. "Shadow Banking and the Great Recession: Evidence from an Estimated DSGE Model," TSE Working Papers 19-996, Toulouse School of Economics (TSE).
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• María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun, 2019. "An application of dynamic factor models to nowcast regional economic activity in Spain," Occasional Papers 1904, Banco de España;Occasional Papers Homepage.
• María Dolores Gadea-Rivas & Ana Gómez-Loscos & Eduardo Bandrés, 2019. "Ciclos económicos y clusters regionales en Europa," Occasional Papers 1914, Banco de España;Occasional Papers Homepage.
• Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019. "Measuring retail trade using card transactional data," Working Papers 1921, Banco de España;Working Papers Homepage.
• Danilo Leiva-Leon & Lorenzo Ductor, 2019. "Fluctuations in Global Macro Volatility," Working Papers 1925, Banco de España;Working Papers Homepage.
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• Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2019. "Mapping China’s time-varying house price landscape," Regional Science and Urban Economics, Elsevier, vol. 78(C).
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• Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area," Working papers 733, Banque de France.
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• Marcello Pericoli, 2019. "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers) 542, Bank of Italy, Economic Research and International Relations Area.
• Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
• Angela Capolongo & Claudia Pacella, 2019. "Forecasting inflation in the euro area: countries matter!," Temi di discussione (Economic working papers) 1224, Bank of Italy, Economic Research and International Relations Area.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019. "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
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• Antonio M. Conti & Elisa Guglielminetti & Marianna Riggi, 2019. "Labour productivity and the wageless recovery," Temi di discussione (Economic working papers) 1257, Bank of Italy, Economic Research and International Relations Area.
• Angeles Galvan Daniel & Cortés Espada Josué Fernando & Sámano Daniel, 2019. "Evolution and Characteristics of the Exchange Rate Pass Through to Prices in Mexico," Working Papers 2019-10, Banco de México.
• Camilo Alberto Cárdenas-Hurtado & María Alejandra Hernández-Montes, 2019. "Understanding the Consumer Confidence Index in Colombia: A structural FAVAR analysis," Borradores de Economia 1063, Banco de la Republica de Colombia.
• Carlos David Ardila-Dueñas & Hernán Rincón-Castro, 2019. "¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?," Borradores de Economia 1077, Banco de la Republica de Colombia.
• Melo-Velandia, Luis Fernando & Parra-Amado, Daniel & Abril-Salcedo, Davinson Stev, 2019. "Nonlinear relationship between the weather phenomenon El Niño and Colombian food prices," Working papers 23, Red Investigadores de Economía.
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• Mustafa Ozan Yıldırım & Özge Filiz Yağcıbaşı, 2019. "The Dynamics Of House Prices And Fiscal Policy Shocks In Turkey," Economic Annals, Faculty of Economics, University of Belgrade, vol. 64(220), pages 39-60, January –.
• M. Kemal Biçerli & Merve Kocaman, 2019. "The Impact Of Minimum Wage On Unemployment, Prices, And Growth: A Multivariate Analysis For Turkey," Economic Annals, Faculty of Economics, University of Belgrade, vol. 64(221), pages 65-84, April – J.
• Stéphane Lhuissier & Fabien Tripier, 2019. "Regime-Dependent Effects of Uncertainty Shocks: A Structural Interpretation," Working papers 714, Banque de France.
• Sanvi Avouyi-Dovi & Christian Pfister & Franck Sédillot, 2019. "French Households’ Portfolio: The Financial Almost Ideal Demand System Appraisal," Working papers 728, Banque de France.
• Gergely Ganics & Florens Odendahl, 2019. "Bayesian VAR forecasts, survey information and structural change in the euro area," Working Papers 1948, Banco de España;Working Papers Homepage.
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• Stéphane Dées & Alessandro Galesi, 2019. "The global financial cycle and us monetary policy in an interconnected world," Working Papers 1942, Banco de España;Working Papers Homepage.
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• Barnichon, Régis & Mesters, Geert, 2019. "The Phillips Multiplier," CEPR Discussion Papers 13480, C.E.P.R. Discussion Papers.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips Multiplier," Working Papers 1070, Barcelona Graduate School of Economics.
  • Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
• Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
  • Régis Barnichon & Geert Mesters, 2019. "Identifying Modern Macro Equations with Old Shocks," Working Papers 1097, Barcelona Graduate School of Economics.
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• Majid Al-Sadoon & Piotr Zwiernik, 2019. "The identification problem for linear rational expectations models," Economics Working Papers 1669, Department of Economics and Business, Universitat Pompeu Fabra.
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• Konstantin A. Kholodilin & Aleksei Netsunajev, 2019. "Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 19(1), pages 39-51.
• Karolina Konopczak, 2019. "Can inaction account for the incomplete exchange rate pass-through? Evidence from threshold ARDL model," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 19(2), pages 276-295.
• Christoph Görtz & Christopher Gunn & Thomas Lubik, "undated". "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Carleton Economic Papers 19-09, Carleton University, Department of Economics.
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• María Gil & Javier J. Pérez & Alberto Urtasun, 2019. "Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
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• Jef Boeckx & Maarten Dossche & Alessandro Galesi & Boris Hofmann & Gert Peersman, 2019. "Do SVARs with sign restrictions not identify unconventional monetary policy shocks?," Working Papers 1926, Banco de España;Working Papers Homepage.
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• Pavković Ana & Anđelinović Mihovil & Pavković Ivan, 2019. "Achieving Portfolio Diversification through Cryptocurrencies in European Markets," Business Systems Research, Sciendo, vol. 10(2), pages 85-107, September.
• Marina Tiunova, 2019. "Commodity and Financial Cycles in Resource-based Economies," Russian Journal of Money and Finance, Bank of Russia, vol. 78(3), pages 38-70, September.
• Elena Deryugina & Alexey Ponomarenko, 2019. "Disinflation and reliability of underlying inflation measures," Bank of Russia Working Paper Series wps44, Bank of Russia.
• Sergei Seleznev, 2019. "Truncated priors for tempered hierarchical Dirichlet process vector autoregression," Bank of Russia Working Paper Series wps47, Bank of Russia.
• Ramis Khabibullin, 2019. "What measures of real economic activity slack are helpful for forecasting Russian inflation?," Bank of Russia Working Paper Series wps50, Bank of Russia.
• Ranjan K. Mohanty & N. R. Bhanumurthy, 2019. "Analyzing the Dynamic Relationships between Physical Infrastructure, Financial Development and Economic Growth in India," Asian Economic Journal, East Asian Economic Association, vol. 33(4), pages 381-403, December.
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• Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019. "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, vol. 71(4), pages 616-640, October.
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• Ansgar Belke & Thomas Osowski, 2019. "International Effects Of Euro Area Versus U.S. Policy Uncertainty: A Favar Approach," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 453-481, January.
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• Leonardo Gambacorta & Adrian van Rixtel & Stefano Schiaffi, 2019. "Changing Business Models In International Bank Funding," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1038-1055, April.
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• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019. "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, vol. 57(3), pages 1302-1323, July.
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• Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019. "On secular stagnation and low interest rates: Demography matters," International Finance, Wiley Blackwell, vol. 22(3), pages 262-278, December.
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• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
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• Yasuo Hirose & Takeki Sunakawa, 2019. "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Springer, vol. 70(1), pages 51-104, March.
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• J. Isaac Miller, 2019. "Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(6), pages 936-950, November.
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• Jun‐Hyung Ko & Hiroshi Morita, 2019. "Regime Switches in Japan's Fiscal Policy: Markov‐Switching VAR Approach," Manchester School, University of Manchester, vol. 87(5), pages 724-749, September.
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• Kerstin Bernoth & Helmut Herwartz, 2019. "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin 1792, DIW Berlin, German Institute for Economic Research.
• Martin Bruns & Michele Piffer, 2018. "Bayesian Structural VAR models: a new approach for prior beliefs on impulse responses," Working Papers 878, Queen Mary University of London, School of Economics and Finance.
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• Jasper de Jong & Emmanuel de Veirman, 2019. "Heterogeneity and Asymmetric Macroeconomic Effects of Changes in Loan-to-Value Limits," DNB Working Papers 635, Netherlands Central Bank, Research Department.
• Jamal HUSEIN & Chuck PIER, 2019. "Long-Run Sustainability Of Current Account Balance: Evidence From Twenty North And Latin American Economies," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(2), pages 75-90.
• Rashmi Ranjan PAITAL & Subhendu DUTTA & Aruna Kumar DASH, 2019. "Crude Oil Import Elasticity Of Demand In India: An Empirical Analysis 1987-2016," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 19(2), pages 125-136.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness," Working Papers ECARES 2019-09, ULB -- Universite Libre de Bruxelles.
• 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, vol. 15(5), pages 137-173, December.
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• Bobeica, Elena & Ciccarelli, Matteo & Vansteenkiste, Isabel, 2019. "The link between labor cost and price inflation in the euro area," Working Paper Series 2235, European Central Bank.
• Baumann, Ursel & Lodge, David & Miescu, Mirela S., 2019. "Global growth on life support? The contributions of fiscal and monetary policy since the global financial crisis," Working Paper Series 2248, European Central Bank.
• Foroni, Claudia & Stracca, Livio, 2019. "Much ado about nothing? The shale oil revolution and the global supply curve," Working Paper Series 2309, European Central Bank.
• Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
• García, Juan Angel & Poon, Aubrey, 2019. "Inflation trends in Asia: implications for central banks," Working Paper Series 2338, European Central Bank.
• Bianchi, Francesco & Kung, Howard & Tirskikh, Mikhail, 2019. "The Origins and Effects of Macroeconomic Uncertainty," CEPR Discussion Papers 13450, C.E.P.R. Discussion Papers.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2018. "The global component of inflation volatility," Temi di discussione (Economic working papers) 1170, Bank of Italy, Economic Research and International Relations Area.
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• Régis Barnichon & Geert Mesters, 2019. "The Phillips multiplier," Economics Working Papers 1632, Department of Economics and Business, Universitat Pompeu Fabra.
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• Wickens, Michael R., 2019. "Idiosyncratic shocks: a new procedure for identifying shocks in a VAR with application to the New Keynesian model," CEPR Discussion Papers 13613, C.E.P.R. Discussion Papers.
• Régis Barnichon & Geert Mesters, 2019. "Identifying modern macro equations with old shocks," Economics Working Papers 1659, Department of Economics and Business, Universitat Pompeu Fabra.
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• Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Identification with external instruments in structural VARs under partial invertibility," Sciences Po publications 24, Sciences Po.
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• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," EMF Research Papers 29, Economic Modelling and Forecasting Group.
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• Davis, Josh & Fuenzalida, Cristian & Taylor, Alan M., 2019. "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers 14201, C.E.P.R. Discussion Papers.
• Monschang, Verena & Wilfling, Bernd, 2019. "Sup-ADF-style bubble detection methods under test," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203568, Verein für Socialpolitik / German Economic Association.
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• Blazsek, Szabolcs & Licht, Adrian & Escribano, Álvaro, 2019. "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics 28451, Universidad Carlos III de Madrid. Departamento de Economía.
• Licht, Adrian & Escribano, Álvaro & Blazsek, Szabolcs, 2019. "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics 29030, Universidad Carlos III de Madrid. Departamento de Economía.
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• Wang, Dandan & Phillips, Garry David Alan, 2019. "Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS 28322, Universidad Carlos III de Madrid. Departamento de Estadística.
• Michał Rubaszek, 2019. "Forecasting crude oil prices with DSGE models," GRU Working Paper Series GRU_2019_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Max Breitenlechner & Riikka Nuutilainen, 2019. "China's Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?," GRU Working Paper Series GRU_2019_027, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Yegnanew A. Shiferaw, 2019. "Multivariate Analysis of East African Currency Exchange Rate Dynamics," Annals of Economics and Finance, Society for AEF, vol. 20(2), pages 587-610, November.
• Lateef O. Akanni, 2019. "Modelling returns and volatility connectedness between food prices and exchange rate in Nigeria," Working Papers 064, Centre for Econometric and Allied Research, University of Ibadan.
• Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019. "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(2), pages 775-797, March.
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• Jan Philipp Fritsche & Patrick Christian Harms, 2019. "20 Years of Common European Monetary Policy: Reasons to Celebrate," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 9(20/21), pages 179-187.
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• Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2019. "Long-term interest rates in Europe: A fractional cointegration analysis," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 170-178.
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• Nepal, Rabindra & al Irsyad, M. Indra & Nepal, Sanjay Kumar, 2018. "Tourist arrivals, energy consumption and pollutant emissions in a developing economy–implications for sustainable tourism," Working Papers 2018-10, University of Tasmania, Tasmanian School of Business and Economics.
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• Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
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• Bao H. Nguyen & Tatsuyoshi Okimoto & Trung Duc Tran, 2019. "Uncertainty and sign-dependent effects of oil market shocks," CAMA Working Papers 2019-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2018. "Measuring the fiscal multiplier when plans take time to implement," Discussion Papers 2018/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
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• Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2018. "The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies," Discussion Papers 2018/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
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• Stephan B. Bruns & Alessio Moneta & David I. Stern, 2019. "Macroeconomic time-series evidence that energy efficiency improvements do not save energy," CAMA Working Papers 2019-21, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Raghavan, Mala, 2020. "An analysis of the global oil market using SVARMA models," Energy Economics, Elsevier, vol. 86(C).
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• Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019. "New Kid on the Block? China vs the US in World Oil Markets," Working Papers No 02/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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• Christian Gross & Pierre L. Siklos, 2020. "Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(1), pages 61-81, January.
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• Raghavan, Mala & Devadason, Evelyn S, 2019. "How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared," Working Papers 2019-04, University of Tasmania, Tasmanian School of Business and Economics.
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• Bjørnland, Hilde C. & Thorsrud, Leif Anders & Torvik, Ragnar, 2019. "Dutch disease dynamics reconsidered," European Economic Review, Elsevier, vol. 119(C), pages 411-433.
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• Kalvinder Shields & Trung Duc Tran, 2019. "Uncertainty in a disaggregate model: A data rich approach using Google search queries," CAMA Working Papers 2019-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Qazi Haque & Leandro M. Magnusson & Kazuki Tomioka, 2019. "Empirical evidence on the dynamics of investment under uncertainty in the U.S," Economics Discussion / Working Papers 19-18, The University of Western Australia, Department of Economics.
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• Burrell, Hamish & Vespignani, Joaquin, 2019. "The industrial impact of economic uncertainty shocks in Australia," Working Papers 2019-08, University of Tasmania, Tasmanian School of Business and Economics.
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• Chuliá, Helena & Koser, Christoph & Uribe, Jorge M., 2020. "Uncovering the time-varying relationship between commonality in liquidity and volatility," International Review of Financial Analysis, Elsevier, vol. 69(C).
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• Fabio Canetg & Daniel Kaufmann, 2019. "Shocking Interest Rate Floors," Diskussionsschriften dp1901, Universitaet Bern, Departement Volkswirtschaft.
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• Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019. "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM 2019/68, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• 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, vol. 30(0), pages 65-81, June.
• 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 817, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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• 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, vol. 53(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, vol. 44(4), pages 135-152, December.
• Martin Geiger & Jochen Güntner, 2019. "How are oil supply shocks transmitted to the U.S. economy?," Economics working papers 2019-13, Department of Economics, Johannes Kepler University Linz, Austria.
• 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, vol. 239(4), pages 599-625, August.
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• 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, vol. 53(1), pages 343-366, January.
• 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, vol. 54(2), pages 647-667, August.
• Panagiotis Palaios & Evangelia Papapetrou, 2019. "Asymmetric dynamics in the social contributions and social benefits nexus in Greece," Economic Change and Restructuring, Springer, vol. 52(4), pages 327-349, November.
• 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, vol. 46(2), pages 353-368, May.
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• 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, vol. 46(2), pages 369-380, May.
• 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, vol. 22(1), pages 24-50, March.
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• 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, vol. 33(2), pages 155-181, June.
• 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, vol. 16(1), pages 65-102, March.
• 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, vol. 16(4), pages 701-719, October.
• 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, vol. 58(2), pages 290-309, February.
• George Apostolakis & Athanasios P. Papadopoulos, 2019. "Financial Stability, Monetary Stability and Growth: a PVAR Analysis," Open Economies Review, Springer, vol. 30(1), pages 157-178, February.
• David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019. "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
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• Jinan Liu & Apostolos Serletis, 2019. "Volatility in the Cryptocurrency Market," Open Economies Review, Springer, vol. 30(4), pages 779-811, September.
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• 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, vol. 52(3), pages 901-921, April.
• Jörg Breitung & Ralf Brüggemann, 2019. "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz 2019-05, Department of Economics, University of Konstanz.
• 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 2019-06, Department of Economics, University of Konstanz.
• Altug, Sumru G. & Cakmakli, Cem & Demircan, Hamza, 2018. "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," CEPR Discussion Papers 13171, C.E.P.R. Discussion Papers.
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• Samad Sarferaz & Florian Eckert, 2019. "Agnostische Schätzung und Zerlegung von Produktionslücken," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 13(4), pages 27-36, December.
• Florian Eckert & Rob J Hyndman & Anastasios Panagiotelis, 2019. "Forecasting Swiss Exports Using Bayesian Forecast Reconciliation," Monash Econometrics and Business Statistics Working Papers 14/19, Monash University, Department of Econometrics and Business Statistics.
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• 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 19-463, KOF Swiss Economic Institute, ETH Zurich.
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• Florian Eckert & Samad Sarferaz, 2019. "Agnostic Output Gap Estimation and Decomposition in Large Cross-Sections," KOF Working papers 19-467, KOF Swiss Economic Institute, ETH Zurich.
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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 19-03, University of Copenhagen. Department of Economics.
• Simon Hetland & Rasmus Søndergaard Pedersen & Anders Rahbek, 2019. "Dynamic Conditional Eigenvalue GARCH," Discussion Papers 19-13, University of Copenhagen. Department of Economics.
• Stauskas, Ovidijus, 2019. "On the Limit Theory of Mixed to Unity VARs: Panel Setting With Weakly Dependent Errors," Working Papers 2019:2, Lund University, Department of Economics.
• Landaud, Fanny, 2019. "From Employment to Engagement? Stable Jobs, Temporary Jobs, and Cohabiting Relationships," Discussion Paper Series in Economics 10/2019, Norwegian School of Economics, Department of Economics, 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 2019:6, Örebro University, School of Business.
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• Mikhail Stolbov, 2019. "Constructing a Financial Stress Index for Russia: New Approaches," HSE Economic Journal, National Research University Higher School of Economics, vol. 23(1), pages 32-60.
• Perron, Pierre & Yamamoto, Yohei, 2019. "The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence," Discussion paper series HIAS-E-90, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
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• 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, vol. 0(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, vol. 0(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 007, Centre for Energy Economics Research and Policy, Heriot-Watt University.
• Adam Pigoñ & Micha³ Ramsza, 2019. "A comparison of Swiss, German and Polish fiscal rules using Monte Carlo simulations," IBS Working Papers 10/2019, Instytut Badan Strukturalnych.
• Massimo Guidolin & Manuela Pedio, 2019. "Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson†Siegel Models," Working Papers 639, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• 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, vol. 18(1), pages 59-78, June.
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• 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, vol. 15(4), pages 127-163, October.
  • Moder, Isabella, 2017. "Spillovers from the ECB's non-standard monetary policy measures on south-eastern Europe," Working Paper Series 2095, European Central Bank.
• 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, vol. 15(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, vol. 15(5), pages 137-173, December.
  • Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019. "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series 2226, European Central Bank.
  • 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 885, Federal Reserve Bank of New York.
• 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, vol. 15(5), pages 207-254, December.
  • Capistrán Carlos & Chiquiar Daniel & Hernández Juan R., 2017. "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," Working Papers 2017-11, Banco de México.
• Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2020. "The Effects Of Asset Purchases And Normalization Of U.S. Monetary Policy," Economic Inquiry, Western Economic Association International, vol. 58(3), pages 1279-1296, July.
  • Naoko Hara & Ryuzo Miyao & Tatsuyoshi Okimoto, 2019. "The Effects of Asset Purchases and Normalization of US Monetary Policy," IMES Discussion Paper Series 19-E-16, Institute for Monetary and Economic Studies, Bank of Japan.
• Sven Schreiber, 2019. "On (bootstrapped) cointegration tests in partial systems," IMK Working Paper 199-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• 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, vol. 14(3), pages 433-446, Julio - S.
• Taniya Ghosh & Prashant Mehul Parab, 2019. "Testing the Friedman-Schwartz Hypothesis Using Time Varying Correlation," Working Papers id:12986, eSocialSciences.
  • Taniya Ghosh & Prashant Mehul Parab, 2019. "Testing the Friedman-Schwartz hypothesis using time varying correlation," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-001, Indira Gandhi Institute of Development Research, Mumbai, India.
• 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 2019-022, Indira Gandhi Institute of Development Research, Mumbai, India.
• Jérôme TRINH, 2019. "Temporal disaggregation of short time series with structural breaks: Estimating quarterly data from yearly emerging economies data," THEMA Working Papers 2019-08, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• 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," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(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 Dynamic Conditional Correlation (DCC) Model," Documentos de Trabajo del ICAE 2019-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J., 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," Econometric Institute Research Papers EI2019-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• 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," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-7, 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," Documentos de Trabajo del ICAE 2019-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J., 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," Econometric Institute Research Papers EI2019-14, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• 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, Open Access Journal, vol. 12(17), pages 1-17, September.
  • Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures," Documentos de Trabajo del ICAE 2019-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & Gupta, R. & McAleer, M.J., 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Econometric Institute Research Papers EI2019-16, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Rangan Gupta & Michael McAleer, 2019. "The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures," Working Papers 201925, University of Pretoria, Department of Economics.
• Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019. "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers EI2019-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Schnücker, A.M., 2019. "Penalized Estimation of Panel Vector Autoregressive Models," Econometric Institute Research Papers EI-2019-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Franses, Ph.H.B.F., 2019. "Estimating persistence for irregularly spaced historical data," Econometric Institute Research Papers EI2020-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Alejandro Islas & Víctor M. Guerrero, 2019. "Joint smoothing of GDP and unemployment with a bivariate HP filter/Suavizamiento conjunto del PIB y la tasa de desempleo con un filtro HP bivariado," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 34(1), pages 3-24.
• Woroniuk, D. & Karam, A. & Jamasb, T., 2019. "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Cambridge Working Papers in Economics 1964, Faculty of Economics, University of Cambridge.
  • David Woroniuk & Arzé Karam & Tooraj Jamasb, 2019. "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Working Papers EPRG1922, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Bowei Guo & Giorgio Castagneto Gissey, 2019. "Cost Pass-through in the British Wholesale Electricity Market: Implications of Brexit and the ETS reform," Working Papers EPRG1937, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Muhamet Aliu & Arbana Sahiti & Albina Kalimashi, 2019. "Risk Management of Commercial Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 197-212.
• Ioannis Katrakylidis & Michael Madas, 2019. "International Trade and Logistics: An Empirical Panel Investigation of the Dynamic Linkages between the Logistics and Trade and their Contribution to Economic Growth," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 3-21.
• Clara Inés Pardo Martínez & Alexander Cotte Poveda & Nicolas Ronderos, 2019. "An Analysis for New Institutionality in Science, Technology and Innovation in Colombia Using a Structural Vector Autoregression Model," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 218-228.
• Ranjan K. Mohanty & N. R. Bhanumurthy, 2019. "Analyzing the Dynamic Relationships between Physical Infrastructure, Financial Development and Economic Growth in India," Asian Economic Journal, East Asian Economic Association, vol. 33(4), pages 381-403, December.
  • Mohanty, Ranjan Kumar & Bhanumurthy, N.R., 2018. "Analyzing the Dynamic Relationship between Physical Infrastructure, Financial Development and Economic Growth in India," Working Papers 18/245, National Institute of Public Finance and Policy.
  • Ranjan Kumar Mohanty & N. R. Bhanumurthy, 2019. "Analyzing the Dynamic Relationship between Physical Infrastructure, Financial Development and Economic Growth in India," Working Papers id:12967, eSocialSciences.
• Taniya Ghosh & Prashant Mehul Parab, 2019. "Testing the Friedman-Schwartz hypothesis using time varying correlation," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-001, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Taniya Ghosh & Prashant Mehul Parab, 2019. "Testing the Friedman-Schwartz Hypothesis Using Time Varying Correlation," Working Papers id:12986, eSocialSciences.
• Sebastian Kripfganz & Daniel C. Schneider, 2019. "Response surface regressions for critical value bounds and approximate p-values in equilibrium correction models," Discussion Papers 1901, University of Exeter, Department of Economics.
• Oludele Emmanuel Folarin, 2019. "Financial reforms and industrialisation: evidence from Nigeria," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 21(1), pages 166-189, June.
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers of the African Governance and Development Institute. 19/014, African Governance and Development Institute..
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Working Papers 19/014, European Xtramile Centre of African Studies (EXCAS).
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," Research Africa Network Working Papers 19/014, Research Africa Network (RAN).
  • Oludele E. Folarin, 2019. "Financial Reforms and Industrialisation: Evidence from Nigeria," CEREDEC Working Papers 19/014, Centre de Recherche pour le Développement Economique (CEREDEC).
• Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," CEREDEC Working Papers 19/040, Centre de Recherche pour le Développement Economique (CEREDEC).
  • Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers 19/040, European Xtramile Centre of African Studies (EXCAS).
  • Mary O. Agboola & Festus V. Bekun, 2019. "Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country," Working Papers of the African Governance and Development Institute. 19/040, African Governance and Development Institute..
• Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Research Africa Network Working Papers 19/093, Research Africa Network (RAN).
  • Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers 19/093, European Xtramile Centre of African Studies (EXCAS).
  • Simplice A. Asongu & Mary Oluwatoyin Agboola & Andrew Adewale Alola & Festus Victor Bekun, 2019. "The criticality of growth, urbanization, electricity and fossil fuel consumption to environment sustainability in Africa," Working Papers of the African Governance and Development Institute. 19/093, African Governance and Development Institute..
• Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," European Economic Review, Elsevier, vol. 119(C), pages 333-355.
  • 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) 1167, University of Warwick, Department of Economics.
  • 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 2019-11, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction int the euro area crisis : this time was different," Sciences Po publications 11, Sciences Po.
  • Caruso, Alberto & Reichlin, Lucrezia & Ricco, Giovanni, 2018. "Financial and Fiscal Interaction in the Euro Area Crisis: This Time was Different," CEPR Discussion Papers 13016, C.E.P.R. Discussion Papers.
  • Alberto Caruso & Lucrezia Reichlin & Giovanni Ricco, 2019. "Financial and fiscal interaction in the Euro Area crisis: This time was different," Sciences Po publications info:hdl:2441/4u5amfvji89, Sciences Po.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 273-293, April.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers (Old Series) 1803, Federal Reserve Bank of Cleveland, revised 02 Mar 2018.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2019. "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers 201803R, Federal Reserve Bank of Cleveland.
  • Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2019. "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," CEPR Discussion Papers 13970, C.E.P.R. Discussion Papers.
• Richard Ashley & Kwok Ping Tsang & Randal J. Verbrugge, 2010. "Frequency Dependence in a Real-Time Monetary Policy Rule," Working Papers e07-21, Virginia Polytechnic Institute and State University, Department of Economics.
  • Richard Ashley & Kwok Ping Tsang & Randal Verbrugge, 2019. "A New Look at Historical Monetary Policy and the Great Inflation through the Lens of a Persistence-Dependent Policy Rule," Working Papers 201814R, Federal Reserve Bank of Cleveland.
• Carsen Jentsch & Kurt Graden Lunsford, 2019. "Asymptotically Valid Bootstrap Inference for Proxy SVARs," Working Papers 201908, Federal Reserve Bank of Cleveland.
• Richard A. Ashley & Randall J. Verbrugge., 2006. "Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback," Working Papers e06-11, Virginia Polytechnic Institute and State University, Department of Economics.
  • Richard Ashley & Randal Verbrugge, 2019. "Finding a Stable Phillips Curve Relationship: A Persistence-Dependent Regression Mode," Working Papers 201909R, Federal Reserve Bank of Cleveland, revised 08 Apr 2020.
• Mark Bognanni & John Zito, 2019. "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers 201929, Federal Reserve Bank of Cleveland.
• Everett Grant & Julieta Yung, 2019. "Upstream, Downstream & Common Firm Shocks," Globalization Institute Working Papers 360, Federal Reserve Bank of Dallas, revised 12 Apr 2019.
• Soojin Jo & Justin J. Lee, 2019. "Uncertainty and Labor Market Fluctuations," Working Papers 1904, Federal Reserve Bank of Dallas.
• Xiaoqing Zhou, 2019. "Refining the Workhorse Oil Market Model," Working Papers 1910, Federal Reserve Bank of Dallas.
• Jens H. E. Christensen & Mark M. Spiegel, 2019. "Assessing Abenomics: Evidence from Inflation-Indexed Japanese Government Bonds," Working Paper Series 2019-15, Federal Reserve Bank of San Francisco, revised 07 May 2019.
• Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2019. "Aggregate Implications of Changing Sectoral Trends," Working Paper 19-11, Federal Reserve Bank of Richmond, revised 28 May 2019.
  • Andrew Foerster & Andreas Hornstein & Pierre-Daniel G. Sarte & Mark W. Watson, 2019. "Aggregate Implications of Changing Sectoral Trends," Working Paper Series 2019-16, Federal Reserve Bank of San Francisco, revised 14 May 2019.
  • Andrew Foerster & Andreas Hornstein & Pierre-Daniel Sarte & Mark W. Watson, 2019. "Aggregate Implications of Changing Sectoral Trends," NBER Working Papers 25867, National Bureau of Economic Research, Inc.
• Jens H. E. Christensen & Nikola Mirkov, 2019. "The Safety Premium of Safe Assets," Working Paper Series 2019-28, Federal Reserve Bank of San Francisco.

2018

• Humberto Arandia Claure & Luis Fernando Laura Garzofino, 2018. "Impact of Exchange Rate Movements on Foreign Trade," Volúmenes de los Cuadernos de Investigacion Economica Boliviana publicados por el Ministerio de Economía y Finanzas Públicas 2018-3, Ministerio de Economía y Finanzas Publicas de Bolivia.
• Matteo Barigozzi & Marc Hallin & Stefano Soccorsi, 2019. "Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(3), pages 462-494.
  • Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano, 2018. "Identification of global and local shocks in international financial markets via general dynamic factor models," LSE Research Online Documents on Economics 86932, London School of Economics and Political Science, LSE Library.
• Barigozzi, Matteo, 2018. "On the stability of euro area money demand and its implications for monetary policy," LSE Research Online Documents on Economics 87283, London School of Economics and Political Science, LSE Library.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian Vector Autoregressions," The Warwick Economics Research Paper Series (TWERPS) 1159, University of Warwick, Department of Economics.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," LSE Research Online Documents on Economics 87393, London School of Economics and Political Science, LSE Library.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian Vector Autoregressions," Discussion Papers 1808, Centre for Macroeconomics (CFM).
  • Silvia Miranda Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Sciences Po publications 18, Sciences Po.
  • Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018. "Bayesian vector autoregressions," Bank of England working papers 756, Bank of England.
  • Silvia Miranda-Agrippino & Giovanni Ricco, 2018. "Bayesian vector autoregressions," Documents de Travail de l'OFCE 2018-18, Observatoire Francais des Conjonctures Economiques (OFCE).
• Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).
  • Pinter, Gabor, 2018. "Macroeconomic shocks and risk premia," LSE Research Online Documents on Economics 90370, London School of Economics and Political Science, LSE Library.
• Eric Delattre & Richard Moussa, 2018. "Early retirement decisions: Lessons from a dynamic structural modelling," THEMA Working Papers 2018-04, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Amélie Adeline & Eric Delattre, 2018. "Health and income: testing for causality on European elderly people," THEMA Working Papers 2018-07, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Camilo Vargas Walteros & Amalia Novoa Hoyos & Albert Dario Arias Ardila & Arnold Steven Peña Ballesteros, 2018. "Analysis of demand and supply in the Colombian housing market: impacts and influences 2005-2016," International Journal of Housing Markets and Analysis, Emerald Group Publishing, vol. 11(1), pages 149-172, February.
• Tong Tong & Tarlok Singh & Bin Li, 2018. "Country-level macro-corporate governance and the outward foreign direct investment: Evidence from China," International Journal of Social Economics, Emerald Group Publishing, vol. 45(1), pages 107-123, January.
• Manabu Asai & Michael McAleer, 2018. "Bayesian analysis of realized matrix-exponential GARCH models," Documentos de Trabajo del ICAE 2018-04, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & McAleer, M.J., 2018. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Econometric Institute Research Papers 2018-005/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Manabu Asai & Michael McAleer, 2018. "Bayesian Analysis of Realized Matrix-Exponential GARCH Models," Tinbergen Institute Discussion Papers 18-005/III, Tinbergen Institute.
• Chang, Chia-Lin & McAleer, Michael, 2019. "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, vol. 28(C), pages 11-19.
  • Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Documentos de Trabajo del ICAE 2018-08, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J., 2018. "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Econometric Institute Research Papers 105431, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer, 2018. "The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions," Tinbergen Institute Discussion Papers 17-015/III, Tinbergen Institute.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Tinbergen Institute Discussion Papers 18-031/III, Tinbergen Institute.
  • Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018. "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Econometric Institute Research Papers 18-031/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer & Shu-Han Hsu, 2018. "Risk Spillovers in Returns for Chinese and International Tourists to Taiwan," Documentos de Trabajo del ICAE 2018-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018. "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers 2018-052/III, Tinbergen Institute.
  • Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018. "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers TI 2018-052/III, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018. "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers 18-052/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018. "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Documentos de Trabajo del ICAE 2018-15, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018. "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers EI 2018-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018. "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(4), pages 1-25, September.
  • Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018. "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Documentos de Trabajo del ICAE 2018-26, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2018. "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Econometric Institute Research Papers EI2018-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels, 2018. "Asymptotic Theory for Rotated Multivariate GARCH Models," Documentos de Trabajo del ICAE 2018-27, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L., 2018. "Asymptotic Theory for Rotated Multivariate GARCH Models," Econometric Institute Research Papers EI2018-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Asai, Manabu & Chang, Chia-Lin & McAleer, Michael & Pauwels, Laurent, 2019. "Asymptotic Theory for Rotated Multivariate GARCH Models," Working Papers BAWP-2019-03, University of Sydney Business School, Discipline of Business Analytics.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Risks, MDPI, Open Access Journal, vol. 6(4), pages 1-18, September.
  • Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Documentos de Trabajo del ICAE 2018-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Long Run Returns Predictability and Volatility with Moving Averages," Econometric Institute Research Papers EI2018-39, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer, 2018. "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Documentos de Trabajo del ICAE 2018-24, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2018. "Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks," Econometric Institute Research Papers EI2018-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019. "Modeling the Relationship between Crude Oil and Agricultural Commodity Prices," Energies, MDPI, Open Access Journal, vol. 12(7), pages 1-41, April.
  • Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J., 2018. "Modelling the Relationship between Crude Oil and Agricultural Commodity Prices," Econometric Institute Research Papers EI2019-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer, 2019. "Modelling the relationship between crude oil and agricultural commodity prices," Documentos de Trabajo del ICAE 2019-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018. "Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan," Working Papers 15-39, Eastern Mediterranean University, Department of Economics.
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• Feldkircher, Martin & Siklos, Pierre L., 2019. "Global inflation dynamics and inflation expectations," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 217-241.
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• Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
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• António Afonso & Yasfir Ibraimo, 2020. "The macroeconomic effects of public debt: an empirical analysis of Mozambique," Applied Economics, Taylor & Francis Journals, vol. 52(2), pages 212-226, January.
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• Nikolay Iskrev, 2018. "Are asset price data informative about news shocks? A DSGE perspective," Working Papers w201802, Banco de Portugal, Economics and Research Department.
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• Nikolay Iskrev, 2018. "Calibration and the estimation of macroeconomic models," Working Papers w201801, Banco de Portugal, Economics and Research Department.
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• Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• António Afonso & Philemon Kwame Opoku, 2018. "The Relationship between Fiscal and Current Account Imbalances in OECD Economies," Working Papers REM 2018/61, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Salah Eddine SARİ HASSOUN & Mohammed MEKİDİCHE & Mohammed Seghir GUELLİ, 2018. "Examining the Connection amongst Renewable Energy, Economic Growth and Carbon Dioxide Emissions in Algeria," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 14(28), pages 199-223, December.
• van den Berg, Gerard J. & Drepper, Bettina, 2018. "A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins," IZA Discussion Papers 11448, Institute of Labor Economics (IZA).
• Gehrke, Britta & Hochmuth, Brigitte, 2017. "Counteracting unemployment in crises : non-linear effects of short-time work policy," IAB Discussion Paper 201727, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
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• Bulent Ozel & Mario Eboli & Andrea Toto & Andrea Teglio, 2018. "Robust-yet-fragile: A simulation model on exposure and concentration at interbank networks," Working Papers 2018/15, Economics Department, Universitat Jaume I, Castellón (Spain).
• Abhinav Khemka & Temesgen Kifle & Bryan Morgan, 2018. "Export-Led Growth In India:A Bounds Testing Approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(1), pages 1-14, January-M.
• Muhammad Fiaz & Amir Ikram & Qin Su & Nadir Ali, 2018. "Good Gardening For A Perennial Economy: What’S The Optimal Growth Path For A Regional Economy?," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(1), pages 45-58, January-M.
• Sakib Bin Amin & Muntasir Murshed, 2018. "An Empirical Investigation Of Foreign Aid And Dutch Disease In Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(2), pages 169-182, April-Jun.
• Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018. "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(2), pages 73-93, April-Jun.
  • Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014. "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers 201430, University of Pretoria, Department of Economics.
• Virender Kumar, 2018. "Dynamics Of Private Capital Flows To India: A Structural VAR Approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(4), pages 129-149, October-D.
• Chiung-Ju Huang & Yuan-Hong Ho, 2018. "Does Taiwan's Defense Spending Crowd out Education and Social Welfare Expenditures?," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 14(1), pages 67-82, February.
• BaÅŸak SEZGÄ°N & Selim YILDIRIM, 2018. "The Demand For Electricity Consumption In Turkey," JOURNAL OF LIFE ECONOMICS, Rating Academy, vol. 5(4), pages 37-56, October.
• Kevin Momanyi, 2018. "A Structural Model of The Demand For Telecare," 2018 Papers pmo1170, Job Market Papers.
• Vouldis Angelos T., 2018. "Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(1), pages 33-76, February.
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• Vouldis Angelos T., 2018. "Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 238(1), pages 33-76, February.
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• Bingduo Yang & Zongwu Cai & Christian M. Hafner & Guannan Liu, 2018. "Trending Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201809, University of Kansas, Department of Economics, revised Sep 2018.
• Zongwu Cai & Seong Yeon Chang, 2018. "A New Test In A Predictive Regression with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201811, University of Kansas, Department of Economics, revised Dec 2018.
• Mikhail Stolbov & Maria Shchepeleva, 2018. "Systemic risk in Europe: deciphering leading measures, common patterns and real effects," Annals of Finance, Springer, vol. 14(1), pages 49-91, February.
• Christos Avdoulas & Stelios Bekiros, 2018. "Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 521-530, August.
• Mulatu F. Zerihun & Marthinus C. Breitenbach, 2018. "Is SADC an optimal currency area? Evidence from the generalized purchasing power parity test," Economic Change and Restructuring, Springer, vol. 51(2), pages 173-188, May.
• Sin-Yu Ho & Bernard Njindan Iyke, 2018. "Finance-growth-poverty nexus: a re-assessment of the trickle-down hypothesis in China," Economic Change and Restructuring, Springer, vol. 51(3), pages 221-247, August.
• Omid Ranjbar & Tsangyao Chang & Chien-Chiang Lee & Zahra Mila Elmi, 2018. "Catching-up process in the transition countries," Economic Change and Restructuring, Springer, vol. 51(3), pages 249-278, August.
• Abdulnasser Hatemi-J & Rangan Gupta & Axel Kasongo & Thabo Mboweni & Ndivhuho Netshitenzhe, 2018. "Does tourism cause growth asymmetrically in a panel of G-7 countries? A short note," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 49-57, February.
• Petar Sorić, 2018. "Consumer confidence as a GDP determinant in New EU Member States: a view from a time-varying perspective," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(2), pages 261-282, May.
• José Carlos Vides & Antonio A. Golpe & Jesús Iglesias, 2018. "How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 685-706, November.
• Luis A. Gil-Alana & Marinko Skare, 2018. "Testing the great decoupling: a long memory approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(4), pages 801-820, November.
• Dilip Nachane & Amlendu Dubey, 2018. "India in the globalized economy : Growth spillovers & business cycle synchronization," International Economics and Economic Policy, Springer, vol. 15(1), pages 89-115, January.
• Yu-Sheng Lai, 2018. "Dynamic hedging with futures: a copula-based GARCH model with high-frequency data," Review of Derivatives Research, Springer, vol. 21(3), pages 307-329, October.
• Sunil K. Mohanty & Joseph Onochie & Abdulrahman F. Alshehri, 2018. "Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 595-619, October.
• Heejoon Han & Na Kyeong Lee, 2018. "Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach," Korean Economic Review, Korean Economic Association, vol. 34, pages 213-235.
• Dominik Bertsche & Robin Braun, 2017. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2017-11, Department of Economics, University of Konstanz.
  • Dominik Bertsche & Robin Braun, 2018. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Working Paper Series of the Department of Economics, University of Konstanz 2018-03, Department of Economics, University of Konstanz.
• Ralf Brüggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
  • Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019. "Directed Graph and Variable Selection in Large Vector Autoregressive Models," Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203656, Verein für Socialpolitik / German Economic Association.
  • Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2018-08, Department of Economics, University of Konstanz.
• Korobilis, D & Yilmaz, K, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Essex Finance Centre Working Papers 20937, University of Essex, Essex Business School.
  • Dimitris Korobilis & Kamil Yilmaz, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Koç University-TUSIAD Economic Research Forum Working Papers 1802, Koc University-TUSIAD Economic Research Forum.
• Mert Demirer & Umut Gokcen & Kamil Yilmaz, 2018. "Financial Sector Volatility Connectedness and Equity Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1803, Koc University-TUSIAD Economic Research Forum.
• Kamil Yilmaz, 2018. "Bank Volatility Connectedness in South East Asia," Koç University-TUSIAD Economic Research Forum Working Papers 1807, Koc University-TUSIAD Economic Research Forum.
• N. Melisa Bilgin & Kamil Yilmaz, 2018. "Producer Price Inflation Connectedness and Input-Output Networks," Koç University-TUSIAD Economic Research Forum Working Papers 1813, Koc University-TUSIAD Economic Research Forum.
• Mellár, Tamás & Németh, Kristóf, 2018. "A kibocsátási rés becslése többváltozós állapottérmodellekben. Szuperhiszterézis és további empirikus eredmények
  [Estimating output gap in multivariate state space models. Super-hysteresis and furt," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 557-591.
• Søren Johansen & Morten Ørregaard Nielsen, 2019. "Nonstationary Cointegration in the Fractionally Cointegrated VAR Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(4), pages 519-543, July.
  • Søren Johansen & Morten Ørregaard Nielsen, 2018. "Nonstationary cointegration in the fractionally cointegrated VAR model," CREATES Research Papers 2018-17, Department of Economics and Business Economics, Aarhus University.
  • Soeren Johansen & Morten Oerregaard Nielsen, 2018. "Nonstationary cointegration in the fractionally cointegrated VAR model," Discussion Papers 18-04, University of Copenhagen. Department of Economics.
  • Morten Ø. Nielsen & S Johansen, 2018. "Nonstationary Cointegration In The Fractionally Cointegrated Var Model," Working Paper 1405, Economics Department, Queen's University.
• Soeren Johansen, 2018. "Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models," Discussion Papers 18-05, University of Copenhagen. Department of Economics.
• Katarina Juselius, 2018. "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers 18-07, University of Copenhagen. Department of Economics.
• Mavikela Nomahlubi & Mhaka Simba & Phiri Andrew, 2019. "The Inflation-Growth Relationship in SSA Inflation-Targeting Countries," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 64(2), pages 84-102, August.
  • Nomahlubi Mavikela & Simba Mhaka & Andrew Phiri, 2018. "The inflation-growth relationship in SSA inflation targeting countries," Working Papers 1801, Department of Economics, Nelson Mandela University, revised Jan 2018.
  • Mavikela, Nomahlubi & Mhaka, Simba & Phiri, Andrew, 2018. "The inflation-growth relationship in SSA inflation targeting countries," MPRA Paper 82141, University Library of Munich, Germany.
• Gluschenko, Konstantin, 2018. "Market of the Novosibirsk Oblast in the System of Regional Markets," MPRA Paper 83649, University Library of Munich, Germany.
• Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  • John M. Maheu & Yong Song & Qiao Yang, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," Working Paper series 18-03, Rimini Centre for Economic Analysis.
  • Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
  • Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
• Ambreen FATEMAH & Abdul QAYYUM, 2018. "Modeling the impact of exports on the economic growth of Pakistan," Turkish Economic Review, KSP Journals, vol. 5(1), pages 56-64, March.
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• GRITLI, Mohamed Ilyes, 2018. "Quel avenir du dinar tunisien face à l'euro ? Prévision avec le modèle ARIMA
  [What future of the Tunisian dinar against the euro? Prediction with the ARIMA model]," MPRA Paper 83937, University Library of Munich, Germany.
• Gomez-Loscos, Ana & Gadea, M. Dolores & Bandres, Eduardo, 2018. "Business cycle patterns in European regions," MPRA Paper 83964, University Library of Munich, Germany.
• Cerovecki, Clément & Francq, Christian & Hörmann, Siegfried & Zakoïan, Jean-Michel, 2019. "Functional GARCH models: The quasi-likelihood approach and its applications," Journal of Econometrics, Elsevier, vol. 209(2), pages 353-375.
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• Maheu, John M. & Song, Yong & Yang, Qiao, 2020. "Oil price shocks and economic growth: The volatility link," International Journal of Forecasting, Elsevier, vol. 36(2), pages 570-587.
  • John M. Maheu & Yong Song & Qiao Yang, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," Working Paper series 18-03, Rimini Centre for Economic Analysis.
  • Maheu, John M & Song, Yong & Yang, Qiao, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83999, University Library of Munich, Germany.
  • Maheu, John M & Yang, Qiao & Song, Yong, 2018. "Oil Price Shocks and Economic Growth: The Volatility Link," MPRA Paper 83779, University Library of Munich, Germany.
• Kavase, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 14(2), February.
  • Kambale Kavase & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 415-423, April.
  • Kambale Kavese & Andrew Phiri, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data," Working Papers 1804, Department of Economics, Nelson Mandela University, revised Jan 2018.
  • Kavese, Kambale & Phiri, Andrew, 2018. "Are fiscal budgets sustainable in South Africa? Evidence from provincial level data?," MPRA Paper 84034, University Library of Munich, Germany.
• Hlalefang Khobai, 2018. "Renewable energy consumption and economic growth in Indonesia. Evidence from the ARDL bounds testing approach," Working Papers 1806, Department of Economics, Nelson Mandela University, revised Feb 2018.
  • Khobai, Hlalefang, 2018. "Renewable energy consumption and economic growth in Indonesia. Evidence from the ARDL bounds testing approach," MPRA Paper 85081, University Library of Munich, Germany.
• Khobai, Hlalefang, 2018. "Investigating the linkage between Renewable Energy Consumption and Economic Growth: The case of Turkey," MPRA Paper 85082, University Library of Munich, Germany.
• Andrew Phiri, 2018. "How sustainable are fiscal budgets in the Kingdom of Swaziland?," Working Papers 1810, Department of Economics, Nelson Mandela University, revised Mar 2018.
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• Hasumi, Ryo & Iiboshi, Hirokuni & Nakamura, Daisuke, 2018. "Trends, cycles and lost decades: Decomposition from a DSGE model with endogenous growth," Japan and the World Economy, Elsevier, vol. 46(C), pages 9-28.
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• Hasumi, Ryo & Iiboshi, Hirokuni & Matsumae, Tatsuyoshi & Nakamura, Daisuke, 2018. "Does a financial accelerator improve forecasts during financial crises?: Evidence from Japan with Prediction Pool Methods," MPRA Paper 85523, University Library of Munich, Germany.
• Gluschenko, Konstantin, 2018. "Пространственная Интеграция Региональных Рынков Сибири
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  • Gluschenko, Konstantin, 2018. "Spatial Integration of Siberian Regional Markets," MPRA Paper 85667, University Library of Munich, Germany.
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
• Khobai, Hlalefang, 2018. "The causal linkages between renewable electricity generation and economic growth in South Africa," MPRA Paper 86485, University Library of Munich, Germany.
• Kambale Kavese & Andrew Phiri, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," Working Papers 1819, Department of Economics, Nelson Mandela University.
  • Kavese, Kambale & Phiri, Andrew, 2018. "A provincial perspective of nonlinear Okun's law for emerging markets: The case of South Africa," MPRA Paper 86517, University Library of Munich, Germany.
• Akpa, Emeka, 2018. "Private Remittances Received and Household Consumption in Ghana (1980-2016): An ARDL Analysis with Structural Breaks," MPRA Paper 87103, University Library of Munich, Germany.
• Ho, Sin-Yu & Njindan Iyke, Bernard, 2018. "Financial Development, Growth and Poverty Reduction: Evidence from Ghana," MPRA Paper 87121, University Library of Munich, Germany.
• Yves, Togba Boboy & Yoon, Seong-Min, 2018. "Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries," MPRA Paper 87141, University Library of Munich, Germany.
• Arora, Vipin, 2018. "Natural Gas and the US Economy: Some Preliminary Rules of Thumb," MPRA Paper 87279, University Library of Munich, Germany.
• 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., vol. 19(01), pages 1-27, March.
  • Zandile Zezethu & Andrew Phiri, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers 1823, Department of Economics, Nelson Mandela University.
  • Zandile, Zezethu & Phiri, Andrew, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," MPRA Paper 87282, University Library of Munich, Germany.
• Mothuti Gosego & Phiri Andrew, 2018. "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, vol. 18(4), pages 1-11, December.
  • 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., vol. 18(4), pages 1-11.
  • Gosego Mothuti & Andrew Phiri, 2018. "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers 1824, Department of Economics, Nelson Mandela University.
  • Mothuti, Gosego & Phiri, Andrew, 2018. "inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," MPRA Paper 87497, University Library of Munich, Germany.
• Thomas B. Götz & Alain W. Hecq, 2019. "Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 40(6), pages 914-935, November.
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• Izunna Anyikwa & Nicolene Haaman & Andrew Phiri, 2018. "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," Working Papers 1825, Department of Economics, Nelson Mandela University.
  • Anyikwa, Izunna & Hamman, Nicolene & Phiri, Andrew, 2018. "Persistence of suicides in G20 countries: SPSM approach to three generations of unit root tests," MPRA Paper 87790, University Library of Munich, Germany.
• Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
• MESSAILI, Moussa & KAID TLILANE, Nouara, 2018. "Essai d’évaluation de la contribution de la santé à la croissance économique en Algérie
  [An assessment of the contribution of health to economic growth in Algeria]," MPRA Paper 88013, University Library of Munich, Germany, revised 18 Jul 2018.
• Klößner, Stefan & Pfeifer, Gregor, 2015. "Synthesizing Cash for Clunkers: Stabilizing the Car Market, Hurting the Environment," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113207, Verein für Socialpolitik / German Economic Association.
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• Andrew Phiri, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers 1827, Department of Economics, Nelson Mandela University.
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• Andr