Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2020
- Sylvester Ohiomu, 2020, "External Debt and Economic Growth Nexus: Empirical Evidence From Nigeria," The American Economist, Sage Publications, volume 65, issue 2, pages 330-343, October, DOI: 10.1177/0569434520914862.
- Andy Titus Okwu & Isiaq Olasunkanmi Oseni & Rowland Tochukwu Obiakor, 2020, "Does Foreign Direct Investment Enhance Economic Growth? Evidence from 30 Leading Global Economies," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 12, issue 2, pages 217-230, May, DOI: 10.1177/0974910120919042.
- Ji?í Valecký, 2020, "Note on mismodelling of policyholder?s age in claim frequency model: a matter of gender in vehicle insurance," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 1, pages 224-240, June.
- Bertille Antoine & Xiaolin Sun, 2020, "Partially Linear Models with Endogeneity: a conditional moment based approach," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-06, Jul.
- Paulo Mourao, 2020, "Exploring the Likelihood of a Country Being a Tax Haven Using MIMIC Models," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 1, pages 17-32, June, DOI: 10.2478/erfin-2020-0002.
- Magdalena Ulrichs & Emilia Gosińska, 2020, "Sektorowe funkcje produkcji - wnioski z modeli panelowych dla Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 71-94.
- Jerzy Marzec & Andrzej Pisulewski, 2020, "Pomiar efektywności zróżnicowanych technologicznie gospodarstw rolnych w Unii Europejskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 111-137.
- Piotr Dybka & Bartosz Olesiński & Marek Rozkrut & Andrzej Torój, 2020, "Measuring the uncertainty of shadow economy estimates using Bayesian and frequentist model averaging," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2020-046, Mar.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series, Institute of Economic Research, Seoul National University, number no136, Jun.
- Naib ALAKBAROV & Utku UTKULU, 2020, "Asymmetries and Macroeconomic Shocks: The Pre-Crisis Period and Evidence for Europe," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
- Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
- Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020, "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, volume 58, issue 3, pages 1355-1380, March, DOI: 10.1007/s00181-018-1575-8.
- Xuejun Jiang & Yunxian Li & Aijun Yang & Ruowei Zhou, 2020, "Bayesian semiparametric quantile regression modeling for estimating earthquake fatality risk," Empirical Economics, Springer, volume 58, issue 5, pages 2085-2103, May, DOI: 10.1007/s00181-018-1615-4.
- K. Benkovskis & B. Bluhm & E. Bobeica & C. Osbat & S. Zeugner, 2020, "What drives export market shares? It depends! An empirical analysis using Bayesian model averaging," Empirical Economics, Springer, volume 59, issue 2, pages 817-869, August, DOI: 10.1007/s00181-019-01727-z.
- Wali Ullah, 2020, "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, volume 59, issue 3, pages 1243-1284, September, DOI: 10.1007/s00181-019-01710-8.
- Patrizia Perras & Niklas Wagner, 2020, "On the pricing of overnight market risk," Empirical Economics, Springer, volume 59, issue 3, pages 1307-1327, September, DOI: 10.1007/s00181-019-01714-4.
- Kenneth R. Szulczyk & Changyong Zhang, 2020, "Switching-regime regression for modeling and predicting a stock market return," Empirical Economics, Springer, volume 59, issue 5, pages 2385-2403, November, DOI: 10.1007/s00181-019-01763-9.
- Lixiong Yang, 2020, "State-dependent biases and the quality of China’s preliminary GDP announcements," Empirical Economics, Springer, volume 59, issue 6, pages 2663-2687, December, DOI: 10.1007/s00181-019-01751-z.
- 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, volume 47, issue 1, pages 19-69, March, DOI: 10.1007/s40812-019-00136-8.
- Damien Ackerer & Damir Filipović, 2020, "Linear credit risk models," Finance and Stochastics, Springer, volume 24, issue 1, pages 169-214, January, DOI: 10.1007/s00780-019-00409-z.
- Fei Jin & Lung-fei Lee, 2020, "Asymptotic properties of a spatial autoregressive stochastic frontier model," Journal of Spatial Econometrics, Springer, volume 1, issue 1, pages 1-40, December, DOI: 10.1007/s43071-020-00002-z.
- Manfred M. Fischer & James P. LeSage, 2020, "Network dependence in multi-indexed data on international trade flows," Journal of Spatial Econometrics, Springer, volume 1, issue 1, pages 1-26, December, DOI: 10.1007/s43071-020-00005-w.
- Dayton M. Lambert, 2020, "Dynamic panel estimation of a regional adjustment model with spatial-temporal robust covariance," Letters in Spatial and Resource Sciences, Springer, volume 13, issue 3, pages 245-265, December, DOI: 10.1007/s12076-020-00257-y.
- Michael A. Gavin, 2020, "Independent central banks and banking crisis liquidity," The Review of International Organizations, Springer, volume 15, issue 1, pages 109-131, January, DOI: 10.1007/s11558-018-9324-5.
- Weishen He, 2020, "The Relationship between Enterprise Financing and Enterprise Life Cycle," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 5, pages 1-3.
- Thomas von Brasch & Ådne Cappelen & Håvard Hungnes & Terje Skjerpen, 2020, "Modeling R&D spillovers to productivity. The effects of tax policy," Discussion Papers, Statistics Norway, Research Department, number 927, Apr.
- Sugra Ingilab Humbatova & Sugra Ingilab Humbatova & Sabuhi Mileddin Ogli Tanriverdiev & Ilgar Nariman Mammadov & Ilgar Nariman Mammadov & Natig Gadim-Oglu Hajiyev, 2020, "Impact of investment on GDP and non-oil GDP in Azerbaijan," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 4, pages 2645-2663, June, DOI: 10.9770/jesi.2020.7.4(6).
- Michael Keane & Timothy Neal, 2020, "Consumer Panic in the COVID-19 Pandemic," Discussion Papers, School of Economics, The University of New South Wales, number 2020-06, May.
- Jiti Gao & Namhyun Kim & Patrick W. Saart, 2020, "On endogeneity and shape invariance in extended partially linear single index models," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 4, pages 415-435, April, DOI: 10.1080/07474938.2019.1682313.
- Joshua C. C. Chan, 2020, "Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 1, pages 68-79, January, DOI: 10.1080/07350015.2018.1451336.
- N. Kundan Kishor, 2020, "Understanding the relationship between public and private commercial real estate markets," Journal of Property Research, Taylor & Francis Journals, volume 37, issue 4, pages 289-307, October, DOI: 10.1080/09599916.2020.1794936.
- David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1769348-176, January, DOI: 10.1080/23322039.2020.1769348.
- Andrew Phiri & Doreen Mukuku, 2020, "Does unemployment aggravate suicide rates in South Africa? Some empirical evidence," Review of Social Economy, Taylor & Francis Journals, volume 78, issue 4, pages 532-560, October, DOI: 10.1080/00346764.2019.1630667.
- Troy Lorde & Antonio Alleyne & Roger Hosein & Mu Yifei, 2020, "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," The International Trade Journal, Taylor & Francis Journals, volume 34, issue 1, pages 136-150, January, DOI: 10.1080/08853908.2019.1687056.
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2020, "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," Working Papers, University of Toronto, Department of Economics, number tecipa-674, Aug.
- Amassoma Ditimi & Azeez Oluwatobiloba, 2020, "Capital Inflows, Financial Deepening And Economic Growth Nexus: The Missing Link," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 18, issue 1, pages 61-73, May.
- Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020, "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Journal of Political Economy, University of Chicago Press, volume 128, issue 2, pages 740-781, DOI: 10.1086/704611.
- Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
- Aman Ullah & Tao Wang & Weixin Yao, 2020, "Modal Regression for Fixed Effects Panel Data," Working Papers, University of California at Riverside, Department of Economics, number 202102, Jun, revised Nov 2020.
- Damian Clarke & Kathya Tapia Schythe, 2020, "Implementing the Panel Event Study," Working Papers, University of Chile, Department of Economics, number wp497, Jul.
- Hanna Yatsenko, 2020, "The Impact of Weather Conditions on Economic Activity in Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 25-49, DOI: 10.26531/vnbu2020.249.03.
- Juan Equiza-Goñi, 2020, "WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/20, Mar.
- Sunil Puliyakot, 2020, "Determinants of overindebtedness among microfinance borrowers: a poverty line-based approach," Asia-Pacific Sustainable Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), volume 27, issue 1, pages 20-41, June.
- Federico Bassi, 2020, "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2020-02, Mar.
- Todor Krastevich, 2020, "A B2b Price Optimization Model," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 114-122.
- Kovac Mitja & Elkanawati Amira & Gjikolli Vita & Vandenberghe Ann-Sophie, 2020, "The Covid-19 pandemic: collective action and European public policy under stress," Central European Journal of Public Policy, Sciendo, volume 14, issue 2, pages 47-59, December, DOI: 10.2478/cejpp-2020-0005.
- Stobieniecka Weronika & Białek-Jaworska Anna, 2020, "Do local governments use municipal companies for off-balance-sheet financing?," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 242-257, January, DOI: 10.2478/ceej-2020-0014.
- Krzciuk Małgorzata K., 2020, "On Empirical Best Linear Unbiased Predictor Under a Linear Mixed Model with Correlated Random Effects," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 17-29, June, DOI: 10.15611/eada.2020.2.02.
- Urbańczyk Dominika M., 2020, "Competing Risks Models for an Enterprises Duration on the Market," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 456-473, June, DOI: 10.2478/foli-2020-0027.
- Zanka Mikhail, 2020, "A Comparison of Variables Selection Methods and their Sequential Application: A Case Study of the Bankruptcy of Polish Companies," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 531-543, June, DOI: 10.2478/foli-2020-0031.
- Bich Hong Nguyen Thi & Trong Hoai Nguyen & Thanh Hiep Truong, 2020, "The Role of Listing Price Strategies on the Probability of Selling a House: Evidence from Vietnam," Real Estate Management and Valuation, Sciendo, volume 28, issue 2, pages 63-75, June, DOI: 10.1515/remav-2020-0016.
- Florêncio Lutemberg & de Alencar Claudio Tavares, 2020, "Protected Collateral Value: An Approach to Valuation of Commercial Properties for Loan Guarantees," Real Estate Management and Valuation, Sciendo, volume 28, issue 3, pages 1-11, September, DOI: 10.1515/remav-2020-0019.
- Dehnel Grażyna & Wawrowski Łukasz, 2020, "Robust estimation of wages in small enterprises: the application to Poland’s districts," Statistics in Transition New Series, Statistics Poland, volume 21, issue 1, pages 137-157, March, DOI: 10.21307/stattrans-2020-008.
- Kavese Kambale & Phiri Andrew, 2020, "A Provincial Perspective of Nonlinear Okun’s Law for Emerging Markets: The Case of South Africa," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 30, issue 3, pages 59-76, September, DOI: 10.2478/sues-2020-0017.
- Audu Isa & Adeleke Adegoke Ibrahim & Adedeji Kayode Ezekiel, 2020, "International Capital Flows And Monetary Policy Reaction In Nigeria - Are There Asymmetric Effects?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 20, issue 1a, pages 22-43, June.
- Gilbert Mbara, 2020, "Price Transmission across Commodity Markets: Physical to Futures," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-07.
- Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
- Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
- Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
- Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020, "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-34.
- Fischer, Manfred M. & LeSage, James P., 2020, "Network dependence in multi-indexed data on international trade flows," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2020/01, Sep.
- Hung‐pin Lai & Subal C. Kumbhakar, 2020, "Estimation of a dynamic stochastic frontier model using likelihood‐based approaches," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 2, pages 217-247, March, DOI: 10.1002/jae.2746.
- Matthew A. Masten & Alexandre Poirier, 2020, "Inference on breakdown frontiers," Quantitative Economics, Econometric Society, volume 11, issue 1, pages 41-111, January, DOI: 10.3982/QE1288.
- Hertrich, Markus, 2020, "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers, Deutsche Bundesbank, number 21/2020.
- Ge, Suqin & Macieira, João, 2020, "Unobserved Worker Quality and Inter-Industry Wage Differentials," GLO Discussion Paper Series, Global Labor Organization (GLO), number 491.
- Hübler, Michael & Bukin, Eduard & Xi, Yuting, 2020, "The effects of international trade on structural change and CO₂ emissions," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2174.
- Trimborn, Simon & Härdle, Wolfgang Karl, 2020, "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-009.
- Feng, Yuanhua & Härdle, Wolfgang Karl, 2020, "A data-driven P-spline smoother and the P-Spline-GARCH models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-016.
- Lu, Cuicui & Wang, Weining & Wooldridge, Jeffrey M., 2020, "Using generalized estimating equations to estimate nonlinear models with spatial data," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-017.
- Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2020, "Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-020.
- Wang, Weining & Yu, Lining & Wang, Bingling, 2020, "Tail Event Driven Factor Augmented Dynamic Model," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-022.
- Xu, Xiu & Wang, Weining & Shin, Yongcheol, 2020, "Dynamic Spatial Network Quantile Autoregression," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-024.
- Lee, Suil, 2020, "Measuring the Effects of the Uniform Settlement Rate Requirement in the International Telephone Industry," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 42, issue 1, pages 57-96, DOI: 10.23895/kdijep.2020.42.1.57.
- Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
- Schmidheiny, Kurt & Siegloch, Sebastian, 2020, "On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-017.
- Philip Hans Franses, 2020, "Measurement Error in a First-order Autoregression," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 2, pages 1-14, June.
- Mapitsi Rangata & Sonali Das & Montaz Ali, 2020, "Analysing Maximum Monthly Temperatures in South Africa for 45 years Using Functional Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 1-27, September.
- Adrian Mendieta-Aragon & Teresa Garin-Munoz, 2020, "Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 110-141, September.
- Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020, "A statistical model of the global carbon budget," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-18, Dec.
- Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020, "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-19, Dec.
- Safika Praveen Sheikh & Shafkat Shafi Dar & Sajad Ahmad Rather, 2020, "Volatility Contagion and Portfolio Diversification among Shariah and Conventional Indices: An Evidence by MGARCH Models عدوى التقلبات و تنوع التصورات في أحكام الشريعة الإسلامية والأحكام التقليدية: إثب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 33, issue 1, pages 35-55, January, DOI: 10.4197/Islec.33-1.3.
- Selim Güngör & Emrah Şahin & Süleyman Serdar Karaca, 2020, "Testing the Relationship Between Financial Liberalization and Industrial Production With Fourier Based Approaches: The Case of Turkey," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 113, pages 119-138, April, DOI: https://doi.org/10.33203/mfy.570314.
- Zerihun G. Alemu, 2020, "Working Paper 345 - Growth Drivers in Kenya: A Supply-Side Analysis," Working Paper Series, African Development Bank, number 2471, Nov.
- Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020, "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, volume 110, issue 12, pages 3871-3912, December, DOI: 10.1257/aer.20181470.
- Paul Goldsmith-Pinkham & Isaac Sorkin & Henry Swift, 2020, "Bartik Instruments: What, When, Why, and How," American Economic Review, American Economic Association, volume 110, issue 8, pages 2586-2624, August, DOI: 10.1257/aer.20181047.
- John Bailey Jones & Sangeeta Pratap, 2020, "An Estimated Structural Model of Entrepreneurial Behavior," American Economic Review, American Economic Association, volume 110, issue 9, pages 2859-2898, September, DOI: 10.1257/aer.20170370.
- Javier Alejo & Antonio F. Galvao & Gabriel Montes-Rojas, 2020, "A first-stage test for instrumental variables quantile regression," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4304, Nov.
- Comincioli, Nicola & Vergalli, Sergio, , "Effects of Carbon Tax on Electricity Price Volatility: Empirical Evidences from the Australian Market," 2030 Agenda, Fondazione Eni Enrico Mattei (FEEM), number 305205, DOI: 10.22004/ag.econ.305205.
- Castelli, Chiara & Parenti, Angela, , "Commuting in Europe: An Inter-regional Analysis on its Determinants and Spatial Effects," 2030 Agenda, Fondazione Eni Enrico Mattei (FEEM), number 307985, DOI: 10.22004/ag.econ.307985.
- Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020, "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/01, Feb.
- Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/02, Feb.
- Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020, "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/08, May.
- Tomasz Serafin & Grzegorz Marcjasz & Rafal Weron, 2020, "Trading on short-term path forecasts of intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/17, Dec.
- R.S. Rogulin, 2020, "Modeling of Promising Interaction Between a Timber Industry Enterprise and a Commodity Exchange in Russia," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 19, issue 4, pages 489-511, DOI: http://dx.doi.org/10.15826/vestnik..
- Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020, "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020021, Jan.
- Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume, 2020, "Time and Causality in the Social Sciences," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020022, Jan.
- Ngo Thai Hung, 2020, "Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 70, issue 3, pages 449-468, September, DOI: 10.1556/032.2020.00022.
- Laura Južnik Rotar & Sabina Krsnik, 2020, "Analysing the relationship between unemployment benefits and unemployment duration," Society and Economy, Akadémiai Kiadó, Hungary, volume 42, issue 3, pages 280-297, September, DOI: 10.1556/204.2020.00009.
- Hakan Eryüzlü & Sertaç Hopoğlu, 2020, "A Comparison of Economic Expectations In Germany and Turkey: An Analysis of ZEW and Economic Trust Index Sentiment Indicators," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 8, issue 1, pages 131-142, June, DOI: https://doi.org/10.17093/alphanumer.
- Oscar Claveria & Ivana Lolic & Enric Monte & Salvador Torra & Petar Soric, 2020, "“Economic determinants of employment sentiment: A socio-demographic analysis for the euro area”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 2012001, Jan, revised Jan 2020.
- Atoi Ngozi Victor, 2020, "Macroeconometric Assessment of Monetary Approach to Balance of Payments in a Small Open Economy: The Nigeria Experience," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 6, issue 3, pages 41-50, 03-2020.
- Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou, 2020, "Predicting tail events in a RIA-EVT-Copula framework," Papers, arXiv.org, number 2004.03190, Apr, revised Apr 2020.
- Andreas Tryphonides, 2020, "Identifying Preferences when Households are Financially Constrained," Papers, arXiv.org, number 2005.02010, May, revised Feb 2023.
- Andreas Dibiasi & Samad Sarferaz, 2020, "Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective," Papers, arXiv.org, number 2006.09007, Jun, revised Dec 2020.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers, arXiv.org, number 2006.10555, Jun, revised Jul 2020.
- Cem Cakmakli & Yasin Simsek, 2020, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Papers, arXiv.org, number 2007.02726, Jul, revised Feb 2021.
- Simon Trimborn & Wolfgang Karl Hardle, 2020, "CRIX an index for cryptocurrencies," Papers, arXiv.org, number 2009.09782, Sep.
- Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020, "An AI approach to measuring financial risk," Papers, arXiv.org, number 2009.13222, Sep.
- Sla{dj}ana Babi'c & Christophe Ley & Lorenzo Ricci & David Veredas, 2020, "TailCoR," Papers, arXiv.org, number 2011.14817, Nov.
- Mile Bosnjak & Ivan Novak & Maja Basic, 2020, "The Demand Function For Merchandise Exports: The Case Of Croatia," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 29, issue 1, pages 123-135, june.
- Liudmyla Chernetska, 2020, "Estimation Of Losses In Ukraine Due To Unemployment," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 1, issue 1, DOI: 10.30525/2661-5150/2020-1-6.
- Svitlana Khalatur & Olena Trokhymets & Oleksandr Karamushka, 2020, "Conceptual Basis Of Tax Policy Formation In The Globalization Conditions," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 6, issue 2, DOI: 10.30525/2256-0742/2020-6-2-81-92.
- Svitlana Khalatur & Lesia Kriuchko & Anna Sirko, 2020, "World Experience Adaptation Of Anti-Crisis Management Of Enterprises In The Conditions Of National Economy’S Transformation," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 6, issue 3, DOI: 10.30525/2256-0742/2020-6-3-171-182.
- Olha Kravchenko, 2020, "Scenario Analysis of the Assessment of the Rail Transport Impact on the Economic Growth (on the Example of Ukraine)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 114-135.
- Alain Guay, 2020, "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-19, Oct.
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