Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2020

• 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.
• 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, C.E.P.R. Discussion Papers, number 15210, Aug.
• Sentana, Enrique & Fiorentini, Gabriele, 2020, "Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15411, Oct.
• Julien Royer, 2020, "Conditional asymmetry in ARCH($\infty$) models," Working Papers, Center for Research in Economics and Statistics, number 2020-21, Jul.
• 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 & Lopes Moreira da Veiga, María 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.
• Neto, David, 2020, "Tracking fiscal discipline. Looking for a PIIGS on the wing," International Economics, Elsevier, volume 163, issue C, pages 147-154, DOI: 10.1016/j.inteco.2020.01.005.
• Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 466-479, DOI: 10.1016/j.ijforecast.2019.07.002.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105727.
• Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020, "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105897.
• Croitorov, Olga & Giovannini, Massimo & Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2020, "Financial spillover and global risk in a multi-region model of the world economy," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 185-218, DOI: 10.1016/j.jebo.2020.05.024.
• McKnight, Stephen & Mihailov, Alexander & Pompa Rangel, Antonio, 2020, "What do Latin American inflation targeters care about? A comparative Bayesian estimation of central bank preferences," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103188.
• Bruns, Stephan B. & Ioannidis, John P.A., 2020, "Determinants of economic growth: Different time different answer?," Journal of Macroeconomics, Elsevier, volume 63, issue C, DOI: 10.1016/j.jmacro.2019.103185.
• Atkinson, Tyler & Richter, Alexander W. & Throckmorton, Nathaniel A., 2020, "The zero lower bound and estimation accuracy," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 249-264, DOI: 10.1016/j.jmoneco.2019.06.007.
• Gao, Guangyuan & Ho, Kin-Yip & Shi, Yanlin, 2020, "Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2018.08.013.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Ajmi, Ahdi Noomen & Inglesi-Lotz, Roula, 2020, "Biomass energy consumption and economic growth nexus in OECD countries: A panel analysis," Renewable Energy, Elsevier, volume 162, issue C, pages 1649-1654, DOI: 10.1016/j.renene.2020.10.002.
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• Lenka Slegerova, 2020, "Using Costs States in a Semi-Markov Model to Estimate Cost-Effectiveness with an Illustration for Metastatic HER2+ Breast Cancer in the Czech Republic," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/12, May, revised May 2020.
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