Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2020

• 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, 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: إثبات توكيدي من خلال تطبيق نماذج MGARCH," 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.
• Kim Huynh & Jozsef Molnar & Oleksandr Shcherbakov & Qinghui Yu, 2020, "Demand for Payment Services and Consumer Welfare: The Introduction of a Central Bank Digital Currency," Staff Working Papers, Bank of Canada, number 20-7, Mar, DOI: 10.34989/swp-2020-7.
• Alessandro Moro & Enrico Tosti, 2020, "The determinants of service export behaviour in Italian non-financial firms," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 577, Sep.
• Andrea Carriero & Francesco Corsello & Massimiliano Marcellino, 2020, "The economic drivers of volatility and uncertainty," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1285, Jul.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1296, Sep.
• 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, Banco de la Republica de Colombia, number 1109, Mar, DOI: https://doi.org/10.32468/be.1109.
• 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, Banco de la Republica de Colombia, number 1114, Apr, DOI: https://doi.org/10.32468/be.1114.
• Sajad Ahmad Bhat & Javed Ahmad Bhat & Taufeeq Ajaz, 2020, "The Public–Private Investment Nexus In India: Evidence From A Policy Simulation Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 65, issue 224, pages 101-128, January –.
• Ivan A. Canay & Magne Mogstad & Jack Mountjoy, 2020, "On the Use of Outcome Tests for Detecting Bias in Decision Making," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-125.
• Gilles Dufrénot & Jean-Baptiste Goss & Caroline Clerc, 2020, "Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel," Working papers, Banque de France, number 781.
• Guillaume Bove & Stéphane Dees & Camille Thubin, 2020, "House Prices, Mortgage Debt Dynamics and Economic Fluctuations in France: A Semi-Structural Approach," Working papers, Banque de France, number 787.
• Philippe Alby & Emmanuelle Auriol & Pierre Nguimkeu, 2020, "Does Social Pressure Hinder Entrepreneurship in Africa? The Forced Mutual Help Hypothesis," Economica, London School of Economics and Political Science, volume 87, issue 346, pages 299-327, April, DOI: 10.1111/ecca.12330.
• Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov, 2020, "Transmission of a Resource Boom: The Case of Australia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 3, pages 503-525, June, DOI: 10.1111/obes.12352.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020, "Oil and Fiscal Policy Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2020, Dec.
• Dimitrios Anastasiou & Zacharias Bragoudakis & Stelios Giannoulakis, 2020, "Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?," Working Papers, Bank of Greece, number 277, Jan.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2020, "A study of the effect of data transformation and «linearization» on time series forecasts. A practical approach," Working Papers, Bank of Greece, number 280, Jun.
• Ioanna Avgeri & Yiannis Dendramis & Helen Louri, 2020, "The Single Supervisory Mechanism and its implications for the profitability of European Banks," Working Papers, Bank of Greece, number 284, Nov.
• M. Mouchart & R. Orsi & G. Wunsch, 2020, "Causality in Econometric Modeling. From Theory to Structural Causal Modeling," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1143, Feb.
• Guillaume Wunsch & Federica Russo & Michel Mouchart & Renzo Orsi, 2020, "Time and Causality in the Social Sciences," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1155, Sep.
• 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, volume 12, issue 1, pages 1-18, January, DOI: 10.1515/jtse-2018-0024.
• 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, volume 24, issue 1, pages 1-18, February, DOI: 10.1515/snde-2018-0030.
• Feng Lingbing & Shi Yanlin, 2020, "Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-27, February, DOI: 10.1515/snde-2018-0008.
• 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, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• 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, volume 24, issue 3, pages 1-19, June, DOI: 10.1515/snde-2018-0104.
• Benoît Berquier, 2020, "Réforme du contrôle des concentrations en Europe et demandes de renvoi : vers une sectorisation ?," Revue d'économie industrielle, De Boeck Université, volume 0, issue 2, pages 9-48.
• Marin Drlje, 2020, "Identification of School Admission Effects Using Propensity Scores Based on a Matching Market Structure," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp658, May.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series, CESifo, number 8289.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020, "Modelling Loans to Non-Financial Corporations within the Eurozone: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 8674.
• Stefan Sauer & Klaus Wohlrabe, 2020, "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88, April.
• Roberto Molinari & Gaetan Bakalli & Stéphane Guerrier & Cesare Miglioli & Samuel Orso & O. Scaillet, 2020, "Swag: A Wrapper Method for Sparse Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-49, Jun.
• David Neto, 2020, "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, CEPII research center, issue 163, pages 147-154.
• Raquel Fonseca & François Langot & Pierre-Carl Michaud & Thepthida Sopraseuth, 2020, "Understanding Cross-Country Differences in Health Status and Expenditures," CIRANO Working Papers, CIRANO, number 2020s-16, Mar.
• Gabriele Fiorentini & Enrique Sentana, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," Working Papers, CEMFI, number wp2020_2023, Oct.
• Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020, "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/7, Dec.
• Leobardo de Jesús-Almonte & Rold�n Andr�s-Rosales & Yolanda Carbajal-Su�rez, 2020, "Spatial analysis of manufacturing employment in Mexico, 1984-2013," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 84, issue 3, pages 91-128.
• Salvador Estrada & H�ctor Cuevas-Vargas & Neftal� Parga-Montoya, 2020, "Incidencia de la innovación en marketing en el rendimiento empresarial: una aplicación basada en modelamiento con ecuaciones estructurale," Estudios Gerenciales, Universidad Icesi, volume 36, issue 154, pages 66-79.
• Henry Caicedo-Asprilla *, 2020, "La producción del conocimiento de las regiones competitivas: una aproximación basada en modelos de variables latentes," Estudios Gerenciales, Universidad Icesi, volume 36, issue 155, pages 177-192, DOI: 10.18046/j.estger.2020.155.3257.
• María Isabel Rojas-Triana & Jeisson Gabriel Parra-Mari�o & Jhancarlos Gutierrez-Ayala, 2020, "Teoría y empírica de los espíritus animales e incidencia en la inversión: caso Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 2, pages 523-552.
• Paola Mariell Brens Ortega, 2020, "An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18253, Jul.
• Saudi Yulieth Enciso Alfaro & Liliana Elizabeth Ruiz Ruiz Acosta & David Andrés Camargo Mayorga, 2020, "Responsabilidad social empresarial como determinante de la intención de compra del consumidor: un análisis mediante modelamiento con ecuaciones estructurales," Revista Tendencias, Universidad de Narino, volume 21, issue 2, pages 1-18, DOI: https://doi.org/10.22267/rtend.2021.
• BOCCARD Nicolas, & GAUTIER Axel,, 2020, "Solar rebound: the unintended consequences of subsidies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020002, Jan.
• MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020, "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2020003, Jan.
• Umba, Gilles Bertrand, 2020, "Estimation bayésienne d’un modèle DSGE pour une petite économie ouverte : Cas de la RD Congo," Dynare Working Papers, CEPREMAP, number 57, Feb.
• Umba, Gilles Bertrand, 2020, "Choc externes et activité économique en RD Congo : une analyse en équilibre général dynamique et stochastique (DSGE)," Dynare Working Papers, CEPREMAP, number 63, Jul.
• Marcellino, Massimiliano & Kapetanios, George & Giraitis, Liudas, 2020, "Time-Varying Instrumental Variable Estimation," CEPR Discussion Papers, Centre for Economic Policy Research, number 15210, Aug.
• Sentana, Enrique & Fiorentini, Gabriele, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 15411, Oct.
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• Federico Bassi, 2020, "Chronic Excess Capacity and Unemployment Hysteresis in EU Countries. A Structural Approach," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def091, Oct.
• Blazsek, Szabolcs & Escribano, Álvaro & 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, Universidad Carlos III de Madrid. Departamento de Economía, number 30346, May.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Veiga, Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31648, Dec.
• Sriya IYER & Melvyn WEEKS, 2020, "Social interactions, Ethnicity, Religion, and Fertility in Kenya," JODE - Journal of Demographic Economics, Cambridge University Press, volume 86, issue 3, pages 329-365, September, DOI: 10.1017/dem.2020.6.
• Iyer, Sriya & Weeks, Melvyn, 2020, "Social interactions, ethnicity, religion, and fertility in Kenya," Journal of Demographic Economics, Cambridge University Press, volume 86, issue 3, pages 329-365, September.
• Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020, "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, volume 36, issue 3, pages 410-456, June.
• Ke Miao & Peter C.B. Phillips & Liangjun Su, 2020, "High-Dimensional VARs with Common Factors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2252, Aug.
• GUISAN, Maria-Carmen & AGUAYO, Eva, 2020, "Employment And Quality Of Life Of Women In Spain: Evolution 1970-2020 And International Comparisons," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 20, issue 2, pages 57-74.
• Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series, European Central Bank, number 2369, Feb.
• Azqueta-Gavaldon, Andres & Hirschbühl, Dominik & Onorante, Luca & Saiz, Lorena, 2020, "Nowcasting business cycle turning points with stock networks and machine learning," Working Paper Series, European Central Bank, number 2494, Nov.
• Liu, Weilin & Sickles, Robin C. & Zhao, Yao, 2020, "Measuring Productivity Growth and Technology Spillovers through Global Value Chains: An Application to a US-Sino Decoupling," Working Papers, Rice University, Department of Economics, number 20-004, Aug.
• Firna Varina & Sri Hartoyo & Nunung Kusnadi & Amzul Rifin, 2020, "The Determinants of Technical Efficiency of Oil Palm Smallholders in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 89-93.
• Lamees Al-Durgham & Mohammad Adeinat, 2020, "Efficiency of Listed Manufacturing Firms in Jordan: A Stochastic Frontier Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 5-9.
• Hatice Erkekoglu & Aweng Peter Majok Garang & Adire Simon Deng, 2020, "Comparative Evaluation of Forecast Accuracies for ARIMA, Exponential Smoothing and VAR," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 206-216.
• Warsono Warsono & Edwin Russel & Wamiliana Wamiliana & Mustofa Usman & Widiarti Widiarti & Faiz Ahmed M. Elfaki, 2020, "Causal Modeling of the Effect of Foreign Direct Investment, Industry Growth and Energy Use to Carbon Dioxide Emissions," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 348-354.
• Patterson C. Ekeocha & Dinci J. Penzin & Jonathan Emenike Ogbuabor, 2020, "Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 369-379.
• Jannatul Ferdaus & Bismark Kusi Appiah & Shapan Chandra Majumder & Anouba Acha Arnaud Martial, 2020, "A Panel Dynamic Analysis on Energy Consumption, Energy Prices and Economic Growth in Next 11 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 87-99.
• Jackman, Mahalia & Lorde, Troy & Naitram, Simon & Greenaway, Tori, 2020, "Distance matters: the impact of physical and relative distance on pleasure tourists' length of stay in Barbados," Annals of Tourism Research, Elsevier, volume 80, issue C, DOI: 10.1016/j.annals.2019.102794.
• Vieira, Kelmara Mendes & Potrich, Ani Caroline Grigion & Bressan, Aureliano Angel, 2020, "A proposal of a financial knowledge scale based on item response theory," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100405.
• Liu, Bin & Xia, XiangYang & Xiao, Wen, 2020, "Public information content and market information efficiency: A comparison between China and the U.S," China Economic Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.chieco.2020.101405.
• Bian, Zhicun & Liao, Yin & O’Neill, Michael & Shi, Jing & Zhang, Xueyong, 2020, "Large-scale minimum variance portfolio allocation using double regularization," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103939.
• Serletis, Apostolos & Xu, Libo, 2020, "Functional monetary aggregates, monetary policy, and business cycles," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.103994.
• Michaelides, Michael & Spanos, Aris, 2020, "On modeling heterogeneity in linear models using trend polynomials," Economic Modelling, Elsevier, volume 85, issue C, pages 74-86, DOI: 10.1016/j.econmod.2019.05.008.
• Wang, Yajing & Liang, Fang & Wang, Tianyi & Huang, Zhuo, 2020, "Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 87, issue C, pages 148-157, DOI: 10.1016/j.econmod.2019.07.014.
• Chang, Kuang-Liang, 2020, "Are cyclical patterns of international housing markets interdependent?," Economic Modelling, Elsevier, volume 88, issue C, pages 14-24, DOI: 10.1016/j.econmod.2019.09.002.
• Ivashchenko, Sergey & Mutschler, Willi, 2020, "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," Economic Modelling, Elsevier, volume 88, issue C, pages 280-292, DOI: 10.1016/j.econmod.2019.09.039.
• Bhattacharya, Rudrani & Jain, Richa, 2020, "Can monetary policy stabilise food inflation? Evidence from advanced and emerging economies," Economic Modelling, Elsevier, volume 89, issue C, pages 122-141, DOI: 10.1016/j.econmod.2019.10.005.
• Chen, Shou & Jiang, Xiangqian & He, Hongbo & Zhou, Xi, 2020, "A pricing model with dynamic repayment flows for guaranteed consumer loans," Economic Modelling, Elsevier, volume 91, issue C, pages 1-11, DOI: 10.1016/j.econmod.2020.05.013.
• Seong, Byeongchan, 2020, "Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models," Economic Modelling, Elsevier, volume 91, issue C, pages 463-468, DOI: 10.1016/j.econmod.2020.06.020.
• Nguyen, Anh T.N. & Haug, Alfred A. & Owen, P. Dorian & Genç, Murat, 2020, "What drives bilateral foreign direct investment among Asian economies?," Economic Modelling, Elsevier, volume 93, issue C, pages 125-141, DOI: 10.1016/j.econmod.2020.08.003.
• Claveria, Oscar & Monte, Enric & Torra, Salvador, 2020, "Economic forecasting with evolved confidence indicators," Economic Modelling, Elsevier, volume 93, issue C, pages 576-585, DOI: 10.1016/j.econmod.2020.09.015.
• Chang, Kuang-Liang, 2020, "An investigation on mixed housing-cycle structures and asymmetric tail dependences," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.012.
• Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020, "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101056.
• Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya, 2020, "Time-varying beta in functional factor models: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101283.
• Bruno, Randolph Luca & Magazzini, Laura & Stampini, Marco, 2020, "Exploiting information from singletons in panel data analysis: A GMM approach," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.07.004.
• Feng, Yang & Liu, Qingfeng & Okui, Ryo, 2020, "On the sparsity of Mallows model averaging estimator," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108916.
• Kapetanios, George & Millard, Stephen & Petrova, Katerina & Price, Simon, 2020, "Time-varying cointegration with an application to the UK Great Ratios," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109213.
• Hu, Zhiqiang & Pei, Kaibing, 2020, "Bi-directional R&D spillovers and operating performance: A two-tier stochastic frontier model," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109485.
• Tu, Yundong & Wang, Siwei, 2020, "Jackknife model averaging for expectile regressions in increasing dimension," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109607.
• Ruge-Murcia, Francisco, 2020, "Estimating nonlinear dynamic equilibrium models by matching impulse responses," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109624.
• Wang, Luheng & Chen, Zhao & Wang, Christina Dan & Li, Runze, 2020, "Ultrahigh dimensional precision matrix estimation via refitted cross validation," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 118-130, DOI: 10.1016/j.jeconom.2019.08.004.
• Lu, Xun & Su, Liangjun, 2020, "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 60-83, DOI: 10.1016/j.jeconom.2019.07.008.
• Chen, Songnian & Zhang, Hanghui, 2020, "n-prediction of generalized heteroscedastic transformation regression models," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 305-340, DOI: 10.1016/j.jeconom.2019.09.003.
• Zhu, Xuening & Huang, Danyang & Pan, Rui & Wang, Hansheng, 2020, "Multivariate spatial autoregressive model for large scale social networks," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 591-606, DOI: 10.1016/j.jeconom.2018.11.018.
• Jarjour, Riad & Chan, Kung-Sik, 2020, "Dynamic conditional angular correlation," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 137-150, DOI: 10.1016/j.jeconom.2020.01.010.
• Huang, Danyang & Wang, Feifei & Zhu, Xuening & Wang, Hansheng, 2020, "Two-mode network autoregressive model for large-scale networks," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 203-219, DOI: 10.1016/j.jeconom.2020.01.014.
• Chan, N.H. & Cheung, Simon K.C. & Wong, Samuel P.S., 2020, "Inference for the degree distributions of preferential attachment networks with zero-degree nodes," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 220-234, DOI: 10.1016/j.jeconom.2020.01.015.
• Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel, 2020, "A robust procedure to build dynamic factor models with cluster structure," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 35-52, DOI: 10.1016/j.jeconom.2020.01.004.
• Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020, "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 207-229, DOI: 10.1016/j.jeconom.2019.12.002.
• Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020, "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 230-258, DOI: 10.1016/j.jeconom.2019.12.003.
• Boudt, Kris & Cornilly, Dries & Verdonck, Tim, 2020, "Nearest comoment estimation with unobserved factors," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 381-397, DOI: 10.1016/j.jeconom.2019.12.009.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2020, "Multivariate leverage effects and realized semicovariance GARCH models," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 411-430, DOI: 10.1016/j.jeconom.2019.12.011.
• Jeong, Hanbat & Lee, Lung-fei, 2020, "Spatial dynamic models with intertemporal optimization: Specification and estimation," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 82-104, DOI: 10.1016/j.jeconom.2019.10.012.
• Antoine, Bertille & Renault, Eric, 2020, "Testing identification strength," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 271-293, DOI: 10.1016/j.jeconom.2020.04.017.
• Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2020, "Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 633-654, DOI: 10.1016/j.jeconom.2020.04.032.
• Aït-Sahalia, Yacine & Karaman, Mustafa & Mancini, Loriano, 2020, "The term structure of equity and variance risk premia," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 204-230, DOI: 10.1016/j.jeconom.2020.03.002.
• Gribisch, Bastian & Hartkopf, Jan Patrick & Liesenfeld, Roman, 2020, "Factor state–space models for high-dimensional realized covariance matrices of asset returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 1-20, DOI: 10.1016/j.jempfin.2019.08.003.
• Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi, 2020, "Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 52-70, DOI: 10.1016/j.jempfin.2020.03.003.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020, "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 36-49, DOI: 10.1016/j.jempfin.2020.05.007.
• Hinderks, W.J. & Wagner, A., 2020, "Factor models in the German electricity market: Stylized facts, seasonality, and calibration," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.03.024.
• Janda, Karel & Kourilek, Jakub, 2020, "Residual shape risk on natural gas market with mixed jump diffusion price dynamics," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.07.025.
• Maciejowska, Katarzyna, 2020, "Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104532.
• Filippidis, Michail & Filis, George & Kizys, Renatas, 2020, "Oil price shocks and EMU sovereign yield spreads," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104656.
• Evangelista, Rui & Ramalho, Esmeralda A. & Andrade e Silva, João, 2020, "On the use of hedonic regression models to measure the effect of energy efficiency on residential property transaction prices: Evidence for Portugal and selected data issues," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104699.
• Jahns, Christopher & Podewski, Caroline & Weber, Christoph, 2020, "Supply curves for hydro reservoirs – Estimation and usage in large-scale electricity market models," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104696.
• Marchese, Malvina & Kyriakou, Ioannis & Tamvakis, Michael & Di Iorio, Francesca, 2020, "Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104757.
• Kanamura, Takashi, 2020, "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104767.
• Akram, Q. Farooq, 2020, "Oil price drivers, geopolitical uncertainty and oil exporters' currencies," Energy Economics, Elsevier, volume 89, issue C, DOI: 10.1016/j.eneco.2020.104801.
• Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020, "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104884.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2020, "Tail risk of electricity futures," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104886.
• Hyun, Minwoo & Kim, Yeong Jae & Eom, Jiyong, 2020, "Assessing the impact of a demand-resource bidding market on an electricity generation portfolio and the environment," Energy Policy, Elsevier, volume 147, issue C, DOI: 10.1016/j.enpol.2020.111918.
• Karadima, Maria & Louri, Helen, 2020, "Non-performing loans in the euro area: Does bank market power matter?," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101593.
• Chen, Liming & Du, Ziqing & Hu, Zhihao, 2020, "Impact of economic policy uncertainty on exchange rate volatility of China," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.08.014.
• He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang, 2020, "Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.011.
• de Jong, Piet & Tickle, Leonie & Xu, Jianhui, 2020, "A more meaningful parameterization of the Lee–Carter model," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 1-8, DOI: 10.1016/j.insmatheco.2020.05.009.