Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2021

• Sonnan Chen & Yuchi Gu, 2021, "Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1357-1397, May, DOI: 10.1007/s11156-020-00925-6.
• Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2021, "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2104, Apr.
• Hakan Kara & Cagri Sarikaya, 2021, "Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2121, Nov.
• Julian Augusto Casas Herrera & Jhancarlos Gutiérrez-Ayala, 2021, "Territorial Analysis of the Elasticities of Substitution of Production Factors in the Colombian Manufacturing Industry (1992–2018)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 94, pages 223-255, Enero-Jun, DOI: 10.17533/udea.le.n94a343836.
• Schlicht, Ekkehart, 2021, "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Discussion Papers in Economics, University of Munich, Department of Economics, number 75514.
• Schlicht, Ekkehart, 2022, "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics, University of Munich, Department of Economics, number 92509.
• Schlicht, Ekkehart, 2021, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 74981, revised .
• Yoonseok Lee & Mary E. Lovely & Hoang Pham, 2021, "Dynamic and Non-Neutral Productivity Effects of Foreign Ownership: A Nonparametric Approach," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 236, Jan.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_02, Feb, revised Feb 2021.
• Kadir Özen & Dilem Yıldırım, 2021, "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers, ERC - Economic Research Center, Middle East Technical University, number 2101, Apr, revised Apr 2021.
• Gergõ Horváth, 2021, "Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 1, pages 43-73.
• Gabriella Meresz & Norbert Holczinger & Koppany Nagy, 2021, "Methodological Background of the New Motor Third-Party Liability Insurance Index of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 3, pages 59-79.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 23/21.
• Andres Algaba & Samuel Borms & Kris Boudt & Brecht Verbeken, 2021, "Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence," Working Paper Research, National Bank of Belgium, number 396, Feb.
• Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2021, "Propagation and Amplification of Local Productivity Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29084, Jul.
• Thorsten Drautzburg & Jonathan H. Wright, 2021, "Refining Set-Identification in VARs through Independence," NBER Working Papers, National Bureau of Economic Research, Inc, number 29316, Oct.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling Time-Varying Volatility Interactions," NIPE Working Papers, NIPE - Universidade do Minho, number 12/2021.
• Xintong Li & Fatemeh Mokhtarzadeh & G. Cornelis van Kooten, 2021, "A Gravity Model of Softwood Lumber Trade: An Application to the Canada-U.S. Trade Dispute," Journal of Forest Economics, now publishers, volume 36, issue 4, pages 351-381, October, DOI: 10.1561/112.00000534.
• L. Gobillon & D. Meurs & S. Roux, 2021, "Differences in positions along a hierarchy : Counterfactuals based on an assignment model," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2021-02.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 530, Jun.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021, "Smooth Robust Multi-Horizon Forecasts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2021-W01, Jan.
• Katarina Juselius, 2021, "Disequilibrium macroeconometrics
  [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 2, pages 357-376.
• Atsushi Inoue & Lu Jin & Denis Pelletier, 2021, "Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures
  [Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 202-234.
• Jeremias Bekierman & Bastian Gribisch, 2021, "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 496-530.
• Giorgio Calzolari & Roxana Halbleib & Aygul Zagidullina, 2021, "A Latent Factor Model for Forecasting Realized Variances
  [Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 860-909.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021, "Price Discovery in a Continuous-Time Setting
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 985-1008.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li, 2021, "Implied Stochastic Volatility Models
  [Testing continuous-time models of the spot interest rate]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 394-450.
• Susana Campos-Martins & Cristina Amado, 2021, "Modelling time-varying volatility interactions," Economics Series Working Papers, University of Oxford, Department of Economics, number 947 JEL classification: C, Sep.
• Solano Sánchez, Miguel Ángel & Núñez Tabales, Julia M. & Caridad y Ocerin, José M., 2021, "Un modelo hedónico para los alquileres turísticos en la ciudad de Sevilla. || A hedonic model for the vacation rentals in the city of Seville," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 144-160, June, DOI: https://doi.org/10.46661/revmetodos.
• Burbano Vallejo, Edy Lorena & Castro Aristizabal, Geovanny & Castillo Caicedo, Maribel, 2021, "What determines own-account work in Colombia? Some empirical evidence for the years 2010 and 2013 || ¿Qué determina el trabajo por cuenta propia en Colombia? Una evidencia empírica para los años 2010 ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 274-299, December, DOI: https://doi.org/10.46661/revmetodos.
• Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021, "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2021-03, Mar.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021, "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 141, Apr.
• Yuanhua Feng & Wolfgang Karl Härdle, 2021, "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 142, May.
• Bastian Schäfer & Yuanhua Feng, 2021, "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 143, Aug.
• Yuanhua Feng & Bastian Schäfer, 2021, "Boundary modification in local polynomial regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 144, Aug.
• Yuanhua Feng & Jan Beran & Sebastian Letmathe, 2021, "An extended exponential SEMIFAR model with application in R," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 145, Sep.
• Yilmaz, Nejat & Yucel, Eray, 2021, "Exchange Rate Pass-Through to Consumer Prices in Turkey: Nonparametric Kernel Estimation Evidence," MPRA Paper, University Library of Munich, Germany, number 105895, Feb.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
• Francq, Christian & Zakoian, Jean-Michel, 2021, "Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models," MPRA Paper, University Library of Munich, Germany, number 106542.
• Lemus, Antonio & Pulgar, Carlos, 2021, "Households’ Debt Thresholds: A Market Aspects Approach," MPRA Paper, University Library of Munich, Germany, number 106958, Apr.
• Omoshoro-Jones, Oyeyinka Sunday, 2021, "Asymmetry in Okun’s Law Revisited: New evidence on cyclical unemployment–cyclical output trade-off in the Free State Province using NARDL model," MPRA Paper, University Library of Munich, Germany, number 107126, Apr.
• Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2021, "Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions," MPRA Paper, University Library of Munich, Germany, number 107392, Mar.
• Anastasiou, Dimitrios & Petralias, Athanassios, 2021, "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," MPRA Paper, University Library of Munich, Germany, number 107602, May.
• Subramaniam, Viswanatha, 2021, "Developmment aceleration - a practical methodology," MPRA Paper, University Library of Munich, Germany, number 107606, May.
• Ventura, Luigi & Ventura, Maria, 2021, "Migration, Diversity and Regional Risk Sharing," MPRA Paper, University Library of Munich, Germany, number 107712, May.
• Rikhotso, Prayer & Bonga-Bonga, Lumengo, 2021, "Exchange rate misalignments and current accounts in BRICS countries," MPRA Paper, University Library of Munich, Germany, number 107973, May.
• German-Soto, Vicente & Gluschenko, Konstantin, 2021, "Long-Run Cross-State Growth Comparison in Mexico," MPRA Paper, University Library of Munich, Germany, number 109015, Jul.
• Royer, Julien, 2021, "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper, University Library of Munich, Germany, number 109118, Jul.
• Kindop, Igor, 2021, "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper, University Library of Munich, Germany, number 109594, Jul, revised 04 Sep 2021.
• Lucchetti, Riccardo & Valentini, Francesco, 2021, "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper, University Library of Munich, Germany, number 110033, Oct.
• Fantazzini, Dean & Calabrese, Raffaella, 2021, "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper, University Library of Munich, Germany, number 110391.
• Ventura, Luigi, 2021, "A Note on Migration, Diversity and Economic Growth: a Replication Study of Bove and Elia (World Development, 2017)," MPRA Paper, University Library of Munich, Germany, number 110512, May.
• Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2021, "Impacto del Stress Sistémico en el Crecimiento Económico: Caso Guatemala
  [Systemic Stress Impact on Economic Growth: The case of Guatemala]," MPRA Paper, University Library of Munich, Germany, number 110669, Feb.
• Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021, "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper, University Library of Munich, Germany, number 110905, Dec.
• Rutayisire, J.Musoni, 2021, "Public debt dynamics and nonlinear effects on economic growth : evidence from Rwanda," MPRA Paper, University Library of Munich, Germany, number 110931, Dec.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021, "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper, University Library of Munich, Germany, number 110954, Dec, revised 06 Dec 2021.
• Doojav, Gan-Ochir, 2021, "Macroeconomic modeling for optimal stabilization policy in Mongolia," MPRA Paper, University Library of Munich, Germany, number 111206, Sep.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021, "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper, University Library of Munich, Germany, number 113139, Jan.
• Papavangjeli, Meri, 2021, "The bank lending channel and monetary transmission in Central, Eastern and South-Eastern European countries," MPRA Paper, University Library of Munich, Germany, number 116919, Jul.
• Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021, "Forecasting US Output Growth with Large Information Sets," Working Papers, University of Pretoria, Department of Economics, number 202103, Jan.
• Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021, "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers, University of Pretoria, Department of Economics, number 202186, Dec.
• Yipu Pang & Jingqi Dang & Wei Xu, 2021, "Elasticity of Substitution, Price Effect and Sustainable Fertilizer Use: A Translog and SUR Analysis in China," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 2, pages 189-215, DOI: 10.18267/j.pep.764.
• María-Carmen Sánchez-Sellero & Beatriz García-Carro & Pedro Sánchez-Sellero, 2021, "Synthetic Indicators of Quality of Subjective Life in the EU: Rural and Urban Areas," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 5, pages 529-551, DOI: 10.18267/j.pep.783.
• Caio Almeida & Paul Schneider, 2021, "Constrained Polynomial Likelihood," Working Papers, Princeton University. Economics Department., number 2021-45, Oct.
• Abdeljalil Settar & Nadia Idrissi Fatmi & Mohammed Badaoui, 2021, "New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 1, pages 55-74, March.
• Jakub Boratyński & Jacek Osiewalski, 2021, "Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 4, pages 455-486, December.
• Burak Byükoglu & Ahmet Šit & Ibrahim Halil Ekši, 2021, "Governance matters on non-performing loans: Evidence from emerging markets," PSL Quarterly Review, Economia civile, volume 74, issue 296, pages 75-91.
• Nikolay Iskrev, 2021, "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w202105.
• Lucas Navarro & Mauricio Tejada, 2021, "Code and data files for "Does Public Sector Employment Buffer the Minimum Wage Effects?"," Computer Codes, Review of Economic Dynamics, number 20-43, revised .
• Omar Chafik, 2021, "Impôt sur les sociétés et investissement : quel lien au Maroc ?," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2021-4, Dec.
• Baris Aksoy, 2021, "Predicting Direction of Stock Price Using Machine Learning Techniques: The Sample of Borsa Istanbul (Pay Senedi Fiyat Yönünün Makine Öğrenmesi Yöntemleri ile Tahmini: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 89-110.
• Ozge Kandemir Kocaaslan & Abdurrahman Nazif Catik & Ali Kat, 2021, "Is There Any Asymmetry Between Wholesale and Consumer Food Prices in Selected European Countries and Turkey?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 469-490.
• Sencan Felek & Resat Ceylan, 2021, "The Impact of Unconventional Monetary Policy Instruments on Financial Stability: The Case of Turkey (Geleneksel Olmayan Para Politikası Araçlarının Finansal İstikrar Üzerindeki Etkisi: Türkiye Uygulam," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 3, pages 537-555.
• Christer Thrane & Ainura Uzagalieva & Antonio Menezes, 2021, "A Multivariate Logit for Propensity to Choose Package Tour over Independent Travel," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 3, pages 369-388.
• Moahmad Reza Hosainahmadi & Alireza Erfani, 2021, "Investigating the Optimal Behavior of Policymakers in Determining Bank Interest Rates in the Iranian Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 4, pages 1-26.
• Ali Moftakhari & Mohammad Jafari & Esmail Abunoori & Younes Nademi, 2021, "Investigating the Effects of Social Welfare on Brain Drain in Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 2, pages 1-34.
• Mauricio Mora Barrenechea, 2021, "Una revisión a la Curva de Phillips en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 35, pages 159-185.
• Romualdas GINEVICIUS & Katarzyna SZCZEPANSKAWOSZCZYNA & Marek SZARUCKI & Andrius STASIUKYNAS, 2021, "Assessing Alternatives To The Development Of Administrativeeconomic Units Applying The Fare-M Method," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2021, issue 36, pages 6-24, June.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021, "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2105.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper, Tor Vergata University, CEIS, number 517, Oct, revised 18 Jul 2024.
• Kirill Dragun & Kris Boudt & Orimar Sauri & Steven Vanduffel, 2021, "Beta-Adjusted Covariance Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1010, Feb.
• Amit Nandan & Hrushikesh Mallick, 2021, "Does regulation induce cost efficiency in electricity distribution utilities? Use of stochastic cost frontier analysis for the Indian states," Competition and Regulation in Network Industries, , volume 22, issue 2, pages 127-159, June, DOI: 10.1177/17835917211029498.
• Khyati Kathuria & Nand Kumar, 2021, "An Empirical Investigation of the Disaggregated Import Demand Function: Non-linear ARDL Framework," Foreign Trade Review, , volume 56, issue 2, pages 197-205, May, DOI: 10.1177/0015732521995163.
• Gustavo Canavire-Bacarreza & Maria Cecilia Deza & Osmel Manzano & Alejandro Puerta, 2021, "Revisiting tax effort in emerging markets," Public Finance Review, , volume 49, issue 6, pages 845-873, November, DOI: 10.1177/10911421221077213.
• L. El’shin A. & V. Banderov V. & A. Abdukaeva A. & Л. Ельшин А. & В. Бандеров В. & А. Абдукаева А., 2021, "Методика оценки влияния диффузии блокчейн-технологий на развитие национальной экономической системы (на примере экономики РФ) // Methodology for Assessing the Impact of the Diffusion of blockchain Tec," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 2, pages 145-165.
• O. Efimova V. & M. Volkov A. & D. Koroleva A. & О. Ефимова B. & М. Волков А. & Д. Королёва А., 2021, "Анализ влияния принципов ESG на доходность активов: эмпирическое исследование // The Impact of ESG Factors on Asset Returns: Empirical Research," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 4, pages 82-97.
• Don Bredin & Stilianos Fountas, 2021, "Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 2, pages 181-200.
• Reyes Zárate, Francisco J & León López, Iván, 2021, "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Ass," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 117-146, julio-dic.
• Fabrice Dabiré & Hashmat Khan & Patrick Richard & Jean-François Rouillard, 2021, "Characterizing G-multipliers in Canada," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 21-01, Oct, revised Mar 2023.
• Ahmed H. Elsayed & Mohamad Husam Helmi, 2021, "Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk," Annals of Operations Research, Springer, volume 305, issue 1, pages 1-22, October, DOI: 10.1007/s10479-021-04081-5.
• Yuzhi Cai & Thanaset Chevapatrakul & Danilo V. Mascia, 2021, "How is price explosivity triggered in the cryptocurrency markets?," Annals of Operations Research, Springer, volume 307, issue 1, pages 37-51, December, DOI: 10.1007/s10479-021-04298-4.
• David Volkmann, 2021, "Explaining S&P500 option returns: an implied risk-adjusted approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 29, issue 2, pages 665-685, June, DOI: 10.1007/s10100-019-00666-5.
• Purbash Nayak & Mayank Sharma & Harshit Shandilya, 2021, "Information, Policy, and Market Disorder Under Democracy: Evidences from the United States," Contributions to Economics, Springer, chapter 0, in: Aswini Kumar Mishra & Vairam Arunachalam & Debasis Patnaik, "Critical Perspectives on Emerging Economies", DOI: 10.1007/978-3-030-59781-8_5.
• G. Rigatos & P. Siano & M. Abbaszadeh & T. Ghosh, 2021, "Nonlinear optimal control of coupled time-delayed models of economic growth," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 375-399, June, DOI: 10.1007/s10203-021-00327-w.
• Kenshiro Ninomiya & Masaaki Tokuda, 2021, "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, volume 18, issue 1, pages 205-226, April, DOI: 10.1007/s40844-020-00169-y.
• Aman Ullah & Tao Wang & Weixin Yao, 2021, "Modal regression for fixed effects panel data," Empirical Economics, Springer, volume 60, issue 1, pages 261-308, January, DOI: 10.1007/s00181-020-01999-w.
• Abeer Elshennawy & Mohammed Bouaddi, 2021, "Sources of firm-level heterogeneity in labour productivity in Egypt’s manufacturing sector," Empirical Economics, Springer, volume 60, issue 5, pages 2589-2612, May, DOI: 10.1007/s00181-020-01847-x.
• Nima Nonejad, 2021, "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, volume 61, issue 2, pages 973-1009, August, DOI: 10.1007/s00181-020-01882-8.
• Yi-Ting Chen, 2021, "A mixed-frequency smooth measure for business conditions," Empirical Economics, Springer, volume 61, issue 4, pages 1699-1724, October, DOI: 10.1007/s00181-020-01937-w.
• Yun Feng & Xin Li, 2021, "Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model," Empirical Economics, Springer, volume 61, issue 6, pages 3213-3237, December, DOI: 10.1007/s00181-020-02002-2.
• Pedro André Cerqueira & Elias Soukiazis & Sara Proença, 2021, "Assessing the linkages between recycling, renewable energy and sustainable development: evidence from the OECD countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 23, issue 7, pages 9766-9791, July, DOI: 10.1007/s10668-020-00780-4.
• Ngo Thai Hung, 2021, "Financial connectedness of GCC emerging stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 4, pages 753-773, December, DOI: 10.1007/s40822-021-00185-2.
• Anand Sahasranaman & Henrik Jeldtoft Jensen, 2021, "Dynamics of reallocation within India’s income distribution," Indian Economic Review, Springer, volume 56, issue 1, pages 1-23, June, DOI: 10.1007/s41775-021-00109-6.
• Junyue Wu & Yasumasa Matsuda, 2021, "A threshold extension of spatial dynamic panel model with fixed effects," Journal of Spatial Econometrics, Springer, volume 2, issue 1, pages 1-30, December, DOI: 10.1007/s43071-021-00008-1.
• Giuseppe Luca & Jan R. Magnus, 2021, "Weak Versus Strong Dominance of Shrinkage Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 239-266, December, DOI: 10.1007/s40953-021-00270-y.
• Ali Habibnia & Esfandiar Maasoumi, 2021, "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 363-381, December, DOI: 10.1007/s40953-021-00275-7.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• Oscar Claveria, 2021, "Disagreement on expectations: firms versus consumers," SN Business & Economics, Springer, volume 1, issue 12, pages 1-23, December, DOI: 10.1007/s43546-021-00164-4.
• W. A. Razzak, 2021, "Measuring the effect of negative interest rate on New Zealand banks," SN Business & Economics, Springer, volume 1, issue 3, pages 1-23, March, DOI: 10.1007/s43546-020-00038-1.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021, "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-3.
• Md. Mizanur Rahman & Deluar J. Moloy & Md. Sifat Ar Salan, 2021, "Evaluating the Approaches of Small Area Estimation Using Poverty Mapping Data," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 2, pages 1-1.
• Mitch Kunce, 2021, "The Impact of Socioeconomic Factors on State Suicide Rates: Revisited," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 4, pages 1-1.
• Spyros Missiakoulis, 2021, "Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 10, issue 4, pages 1-2.
• Tom Kornstad & Terje Skjerpen & Lasse S. Stambøl, 2021, "Empirical modelling of internal migration and commuting flows for economic regions in Norway," Discussion Papers, Statistics Norway, Research Department, number 966, Oct.
• Svitlana Khalatur & Yuliia Masiuk & Svitlana Kachula & Larysa Brovko & Oleksandr Karamushka & Inna Shramko, 2021, "Entrepreneurship development management in the context of economic security," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 9, issue 1, pages 558-573, September, DOI: 10.9770/jesi.2021.9.1(35).
• Andrey Polbin, 2021, "Multivariate unobserved component model for an oil-exporting economy: the case of Russia," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 8, pages 681-685, May, DOI: 10.1080/13504851.2020.1770678.
• Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021, "Risk sharing in Europe: new empirical evidence on the capital markets channel," Applied Economics, Taylor & Francis Journals, volume 53, issue 2, pages 262-276, January, DOI: 10.1080/00036846.2020.1804052.
• Luigi Ventura & Maria Ventura, 2021, "Migration, diversity and regional risk sharing," Applied Economics, Taylor & Francis Journals, volume 53, issue 44, pages 5090-5102, September, DOI: 10.1080/00036846.2021.1915465.
• Tommaso Proietti, 2021, "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 433-454, April, DOI: 10.1080/07474938.2020.1793508.
• Xun Lu & Ke Miao & Liangjun Su, 2021, "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 9, pages 867-898, October, DOI: 10.1080/07474938.2021.1889176.
• Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2021, "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 54-68, January, DOI: 10.1080/07350015.2019.1623044.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021, "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1054-1065, October, DOI: 10.1080/07350015.2020.1763805.
• Mert Gökcü, 2021, "Estimating Time-Varying Potential Output and NAIRU Using a Multivariate Filter for Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2139.
• Ghamsi Deffo Salomon Leroy & Ajoumessi Houmpe Donal & Demgne Pouokam Véronique & Njoupouognigni Moussa Ledoux, 2021, "Effects of Natural Resource exploitation on CEMAC Countries Development: The Human Capital Channel," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 14, issue 3, pages 60-71, December.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021, "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-006/III, Jan.
• Giuseppe De Luca & Jan R. Magnus, 2021, "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-007/III, Jan.
• Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021, "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Paper, Tilburg University, Center for Economic Research, number 2021-025.
• Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021, "Estimating Demand with Multi-Homing in Two-Sided Markets," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1317bf39-d02e-4f61-a34f-e.
• Victor Aguirregabiria & Jesus Carro, 2021, "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Working Papers, University of Toronto, Department of Economics, number tecipa-701, Jul.
• Higgins, Ayden & Jochmans, Koen, 2021, "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1272, Nov, revised Jan 2023.
• Damian Clarke & Kathya Tapia-Schythe, 2021, "Implementing the panel event study," Stata Journal, StataCorp LLC, volume 21, issue 4, pages 853-884, December, DOI: 10.1177/1536867X211063144.
• Federico Ciliberto & Charles Murry & Elie Tamer, 2021, "Market Structure and Competition in Airline Markets," Journal of Political Economy, University of Chicago Press, volume 129, issue 11, pages 2995-3038, DOI: 10.1086/715848.
• Ruoyao Shi, 2021, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202105, Feb.
• Justin Dang & Aman Ullah, 2021, "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 202204, Jan, revised Jan 2022.
• Nadiia Shapovalenko, 2021, "A Suite of Models for CPI Forecasting," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 252, pages 4-36, DOI: 10.26531/vnbu2021.252.01.
• Francis Bismans, 2021, "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-42.
• J. Isaac Miller & William A. Brock, 2021, "Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways," Working Papers, Department of Economics, University of Missouri, number 2105.
• J. Isaac Miller & Kyungsik Nam, 2021, "Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions," Working Papers, Department of Economics, University of Missouri, number 2112.
• Ziesemer, Thomas, 2021, "Foreign R&D spillovers to the USA and strategic reactions," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2021-015, Mar.
• Nataniele dos Santos Alencar & Jair Andrade de Araujo & Wellington Ribeiro Justo & Diogo Brito Sobreira, 2021, "Diferentes características dos professores explicam o gap educacional entre escolas urbanas e rurais no Brasil?
  [Do different characteristics of teachers explain the educational gap between urban a," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 38, issue 76, pages 45-68, january-j.
• Fengler, Matthias & Polivka, Jeannine, 2021, "Proxy-identification of a structural MGARCH model for asset returns," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2103, Apr, revised Oct 2024.
• Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021, "Why Do Couples and Singles Save During Retirement?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers, University of Western Ontario, Centre for Human Capital and Productivity (CHCP), number 20212.
• Kei Kabaya & Koichi Kuriyama, 2021, "Discrete and Continuous Preference Heterogeneity in a Kuhn-Tucker Model: Beach Recreational Demand," Land Economics, University of Wisconsin Press, volume 97, issue 3, pages 548-561.
• Roberto Roson, 2021, "The MEGA Regional General Equilibrium Model," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:06.
• LIYANAGAMAGE, Champika, 2021, "Effect Of Inter-Industry Competition And Financial Freedom On Competitiveness Of Commercial Banking Sector," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 25, issue 1, pages 30-47, March.
• Mukit Mohammad Mushfiqul Haque & Nabila Nusrat Jahan & Abdel-Razzaq Assim Ibrahim & Shaznin Kazi Fatema, 2021, "The Economic Influence on Consumers Buying Behavior in Islamic Countries: Evidence from the COVID-19 Economic Crisis," Economics, Sciendo, volume 9, issue 1, pages 179-203, June, DOI: 10.2478/eoik-2021-0003.
• Kalaš Branimir & Mirović Vera & Milenković Nada, 2021, "Panel Cointegration Analysis of Military Expenditure and Economic Growth in the Selected Balkan Countries," Economic Themes, Sciendo, volume 59, issue 3, pages 375-390, September, DOI: 10.2478/ethemes-2021-0021.
• Zyga Jacek, 2021, "The Influence of Dissimilarity of Comparables on the Correctness of Estimation in the Comparative Approach Procedure," Real Estate Management and Valuation, Sciendo, volume 29, issue 1, pages 12-20, March, DOI: 10.2478/remav-2021-0002.
• Barańska Anna & Śpiewak Beata, 2021, "The Influence of Chosen Statistical Methods of Detecting Outliers on Property Valuation Result," Real Estate Management and Valuation, Sciendo, volume 29, issue 1, pages 87-97, March, DOI: 10.2478/remav-2021-0008.
• Paniagua-Molina Javier & Solórzano-Thompson Johanna & González-Blanco Carlos & Barboza-Navarro David, 2021, "Hedonic Price for Amenities in Rural and Urban Residential Condominiums in Costa Rica," Real Estate Management and Valuation, Sciendo, volume 29, issue 3, pages 52-64, September, DOI: 10.2478/remav-2021-0021.
• Honorata Bogusz, 2021, "Causes of the spatially uneven outflow of Warsaw inhabitants to the city’s suburbs: an economic analysis of the problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-01.
• Szymon Lis & Marcin Chlebus, 2021, "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-11.
• Michał Lewandowski & Marcin Chlebus, 2021, "Predicting football outcomes from Spanish league using machine learning models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-22.
• Aleksander Schiffers & Marcin Chlebus, 2021, "The effectiveness of Value-at-Risk models in various volatility regimes," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-28.
• Sinem Hacıoğlu Hoke & George Kapetanios, 2021, "Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 1, pages 125-150, January, DOI: 10.1002/jae.2799.
• Fabio Canova & Christian Matthes, 2021, "Dealing with misspecification in structural macroeconometric models," Quantitative Economics, Econometric Society, volume 12, issue 2, pages 313-350, May, DOI: 10.3982/QE1413.
• Francesco Bianchi & Giovanni Nicolò, 2021, "A generalized approach to indeterminacy in linear rational expectations models," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 843-868, July, DOI: 10.3982/QE949.
• Soumya Bhadury & Saurabh Ghosh & Pankaj Kumar, 2021, "Constructing a Coincident Economic Indicator for India: How Well Does It Track Gross Domestic Product?," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 38, issue 02, pages 237-277, September, DOI: 10.1142/S0116110521500104.
• Ofori, Isaac Kwesi, 2021, "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235482.
• Häusler, Konstantin & Härdle, Wolfgang, 2021, "Rodeo or ascot: Which hat to wear at the crypto race?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-007.
• Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021, "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-010.
• Hu, Junjie & López Cabrera, Brenda & Melzer, Awdesch, 2021, "Advanced statistical learning on short term load process forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-020.
• Hartl, Tobias, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242380.
• Ragnar Van Der Merwe, 2021, "On Paul Cilliers' approach to complexity: post-structuralism versus model exclusivity," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 19, issue 4, pages 457-469.

2020

• Ayşen Sivrikaya & Zühal Kurul, 2020, "Sustainability of Current Account Surpluses: Evidence from European Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 4, pages 481-501, DOI: 10.18267/j.pep.733.
• Helena Chytilová & Petr Frejlich, 2020, "Kontroverze konceptu minimální mzdy, aplikace na Českou republiku
  [Concept of Minimum Wage Controversy: The Case of the Czech Republic]," Politická ekonomie, Prague University of Economics and Business, volume 2020, issue 4, pages 423-442, DOI: 10.18267/j.polek.1285.
• Marilena Furno, 2020, "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 2, pages 145-169, June.
• Wojciech Starosta, 2020, "Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 2, pages 195-225, June.
• Victor Bystrov, 2020, "Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 4, pages 413-429, December.
• Paulo M.M. Rodrigues & Gabriel Zsurkis, 2020, "The expected time to cross a threshold and its determinants: A simple and flexible framework," Working Papers, Banco de Portugal, Economics and Research Department, number w202006.
• António Rua & Francisco Dias, 2020, "A non-hierarchical dynamic factor model for three-way data," Working Papers, Banco de Portugal, Economics and Research Department, number w202007.
• Christopher Ferrall, 2020, "Object Oriented (Dynamic) Programming: Replication, Innovation and "Structural" Estimation," Working Paper, Economics Department, Queen's University, number 1432, Jun.
• Luidas Giraitis & George Kapetanios & Massimiliano Marcellino, 2020, "Time-Varying Instrumental Variable Estimation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 911, Aug.
• Yiannis Dendramis & Luidas Giraitis & George Kapetanios, 2020, "Estimation of time-varying covariance matrices for large datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 916, Nov.
• Kaiji Chen & Patrick Higgins & Tao Zha, 2020, "Online Appendix to "Cyclical Lending Standards: A Structural Analysis"," Online Appendices, Review of Economic Dynamics, number 18-201.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2020, "Online Appendix to "Output Gap, Monetary Policy Trade-offs, and Financial Frictions"," Online Appendices, Review of Economic Dynamics, number 20-29.
• Kaiji Chen & Patrick Higgins & Tao Zha, 2020, "Code and data files for "Cyclical Lending Standards: A Structural Analysis"," Computer Codes, Review of Economic Dynamics, number 18-201, revised .
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2020, "Code and data files for "Output Gap, Monetary Policy Trade-offs, and Financial Frictions"," Computer Codes, Review of Economic Dynamics, number 20-29, revised .
• Syed Fazal Rehman, 2020, "Exploring The Long Run Effects And Relationship Of Military Expenditures And Economic Growth In The Scenario Of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 9, issue 3, pages 106-112, September.
• Dean Fantazzini, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 59, pages 33-54.
• Viacheslav Kramkov & Andrey Maksimov, 2020, "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 60, pages 48-69.
• Elena Kopnova & Liliya Rodionova, 2020, "Globalization and socio-economic development in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 60, pages 80-101.
• Hicham Doghmi, 2020, "La capacité de mobilisation des recettes fiscales au Maroc," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2020-1, Dec.
• Seungmoon Choi & Jaebum Lee, 2020, "Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 1, pages 61-87, DOI: 10.11644/KIEP.EAER.2020.24.1.372.
• Narayanasamy Kubendran, 2020, "Trade Relation between India and other BRICS Countries: A Multidimensional Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 73, issue 2, pages 237-256.
• Emilie Kinfack & Lumengo Bonga-Bonga, 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, volume 73, issue 2, pages 275-306.
• Gleb V. Borisov & Liudmila V. Popova & Ehsan Rasoulinezhad, 2020, "Modification of Russia’s Trade Pattern under External Shocks in 2014 and Beyond," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 2, pages 296-325.
• Wenxin Huang & Sainan Jin & Peter C.B. Phillips & Liangjun Su, 2020, "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 7-2020, Mar.
• Polbin, Andrey V. (Полбин, Андрей В.), 2020, "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices
  [Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 40-63, February.
• Zubarev, Andrey (Зубарев, Андрей) & Bekirova, Olga (Бекирова, Ольга), 2020, "Analysis of Bank Default Factors in 2013–2019
  [Анализ Факторов Банковских Дефолтов 2013–2019 Годов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 106-133, June.
• Raquel Fonseca & François Langot & Pierre-Carl Michaud & Thepthida Sopraseuth, 2020, "Understanding Cross-country Differences in Health Status and Expenditures," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2004.