Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2020

• 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.
• Arvanitopoulos, T. & Agnolucci, P., 2020, "The long-term effect of renewable electricity on employment in the United Kingdom," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110322.
• Chang, Kuang-Liang & Lee, Chingnun, 2020, "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 374-388, DOI: 10.1016/j.iref.2020.06.028.
• Cheng, Dong & Yu, Jian & Zhang, Dayong & Zheng, Wenping, 2020, "Is heterogeneous capital depreciation important for estimating firm-level productivity? Evidence from Chinese manufacturing firms," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101146.
• Mihaela, Simionescu, 2020, "Improving unemployment rate forecasts at regional level in Romania using Google Trends," Technological Forecasting and Social Change, Elsevier, volume 155, issue C, DOI: 10.1016/j.techfore.2020.120026.
• Tan, Xiujie & Choi, Yongrok & Wang, Banban & Huang, Xiaoqi, 2020, "Does China's carbon regulatory policy improve total factor carbon efficiency? A fixed-effect panel stochastic frontier analysis," Technological Forecasting and Social Change, Elsevier, volume 160, issue C, DOI: 10.1016/j.techfore.2020.120222.
• Sam Ouliaris & Adrian Pagan, 2020, "Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-101, Nov.
• Renee Fry-McKibbin & Rodrigo da Silva Souza, 2020, "Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-18, Feb.
• Adrian Pagan & Tim Robinson, 2020, "Too many shocks spoil the interpretation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-28, Mar.
• Augustus J. Panton, 2020, "Climate Hysteresis and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-76, Aug.
• Oparina, Ekaterina & Srisuma, Sorawoot, 2022, "Analyzing subjective well-being data with misclassification," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108543, Apr.
• Julliard, Christian & Shi, Ran & Yuan, Kathy, 2020, "The spread of COVID-19 in London: network effects and optimal lockdowns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118864, Oct.
• David R. Heres & Rafael Dávila-Bugarín, 2020, "The impact of urban form on vehicle fuel consumption in Mexican metropolitan areas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 97, issue 01, pages 241-263.
• Andrew Phiri, 2020, "Endogenous monetary approach to optimal inflation–growth nexus in Swaziland," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 11, issue 4, pages 559-571, March, DOI: 10.1108/AJEMS-07-2018-0217.
• Roseline Tapuwa Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2020, "The human capital–economic growth nexus in SSA countries: what can strengthen the relationship?," International Journal of Social Economics, Emerald Group Publishing Limited, volume 47, issue 9, pages 1143-1159, July, DOI: 10.1108/IJSE-08-2019-0515.
• Idris Abdullahi Abdulqadir & Soo Y. Chua, 2020, "Asymmetric impact of exchange rate pass-through into employees' wages in sub-Saharan Africa: panel non-linear threshold estimation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 7, pages 1629-1647, April, DOI: 10.1108/JES-03-2019-0128.
• Shadi Farahzadi & Mohammad Rahmati, 2020, "Female labor participation in Iran: a structural model estimation," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 1, pages 1-19, March, DOI: 10.1108/JES-10-2017-0276.
• Ingo Hoffmann & Christoph J. Börner, 2020, "Tail models and the statistical limit of accuracy in risk assessment," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 3, pages 201-216, July, DOI: 10.1108/JRF-11-2019-0217.
• Georgios Gatopoulos & Helen Gazopoulou & George A. Zombanakis, 2020, "Assessing the Impact of Domestic Economic Crises on Foreign Travel Data Recording: The Greek Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 327-339.
• Alexandros Pasiouras & Theodoros Daglis, 2020, "The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 352-361.
• Bartosz Kozicki & Marcin Gornikiewicz, 2020, "Unemployment Rate in Poland and USA during COVID-19 Pandemic: A Case Study," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 187-200.
• Bartosz Kozicki & Patrycja Bryczek-Wrobel, 2020, "The Impact of Covid-19 Pandemic on Energy Security by Demand Analysis for Oil and Air Passengers in European Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 201-212.
• Bartosz Kozicki & Szymon Mitkow, 2020, "Analysis of Human Deaths in Regard to Covid-19 Pandemic in European Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 213-227.
• Bartosz Kozicki & Marcin Gornikiewicz & Marzena Walkowiak, 2020, "Correlation between the Dynamics of Changes in the Population of Selected European Societies and the Level of European Regional Security in the Day of Covid-19," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 311-323.
• Bartosz Kozicki & Marcin Gornikiewicz & Marzena Walkowiak, 2020, "The Impact of COVID-19 Pandemic on the Economic Security of Russia and European Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 324-338.
• Marcin Jurgilewicz & Krzysztof Michalski & Andrzej Misiuk & Jozefína Drotarova, 2020, "Internal Whistleblowing Systems – New Standards for Active Security Management and Protection Against Systemic Risks," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 3, pages 339-359.
• Omoke Philip Chimobi & Uche Emmanuel, 2020, "Asymmetric impact of oil price shocks on selected macroeconomic variables: NARDL exposition," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 0, issue 1, pages 171-189.
• 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.
• Vedunka Kopecna & Milan Scasny & Lukas Recka, 2020, "Estimating Elasticity of Substitution in CES Production Function: Examining Different Nesting Structures and EU Regions," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/43, Nov, revised Nov 2020.
• Yifan Liu & Shi-Dong Liang, 2020, "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 124-139, March.
• Nicola Comincioli & Sergio Vergalli, 2020, "Effects of Carbon Tax on Electricity Price Volatility: Empirical Evidences from the Australian Market," Working Papers, Fondazione Eni Enrico Mattei, number 2020.02, Aug.
• Chiara Castelli & Angela Parenti, 2020, "Commuting in Europe: An Inter-regional Analysis on its Determinants and Spatial Effects," Working Papers, Fondazione Eni Enrico Mattei, number 2020.19, Nov.
• Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020, "Cyclical Lending Standards: A Structural Analysis," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-6, May, DOI: 10.29338/wp2020-06.
• Francesco Furlanetto & Paolo Gelain & Marzie Sanjani, 2020, "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Working Papers, Federal Reserve Bank of Cleveland, number 20-05, Feb, DOI: 10.26509/frbc-wp-202005.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020, "Measuring Real Activity Using a Weekly Economic Index," Working Papers, Federal Reserve Bank of Dallas, number 2011, Apr, revised 02 Mar 2021, DOI: 10.24149/wp2011r1.
• Marwan Izzeldin & Emmanuel Mamatzakis & Anthony Murphy & Mike G. Tsionas, 2020, "A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth," Working Papers, Federal Reserve Bank of Dallas, number 2012, May, DOI: 10.24149/wp2012.
• Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020, "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers, Federal Reserve Bank of Dallas, number 2019, Jun, DOI: 10.24149/wp2019.
• David A. Benson & Matthew A. Masten & Alexander Torgovitsky, 2020, "ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-046r1, Jun, revised 04 Apr 2022, DOI: 10.17016/FEDS.2020.046r1.
• Matthew B. Canzoneri & Behzad T. Diba & Luca Guerrieri & Arsenii Mishin, 2020, "Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-056, Aug, DOI: 10.17016/FEDS.2020.056.
• Daniel J. Lewis & Karel Mertens & James H. Stock, 2020, "Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)," Liberty Street Economics, Federal Reserve Bank of New York, number 20200804, Aug.
• Jan J. J. Groen & Michael Nattinger & Adam I. Noble, 2020, "Measuring Global Financial Market Stresses," Staff Reports, Federal Reserve Bank of New York, number 940, Sep.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020, "High Frequency Data and a Weekly Economic Index during the Pandemic," Staff Reports, Federal Reserve Bank of New York, number 954, Dec.
• Paul Ho & Thomas A. Lubik & Christian Matthes, 2020, "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper, Federal Reserve Bank of Richmond, number 20-10, Aug, DOI: 10.21144/wp20-10.
• Emil Heesche & Mette Asmild, 2020, "Controlling for environmental conditions in regulatory benchmarking," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/03, Mar.
• Emil Heesche & Mette Asmild, 2020, "Incorporating quality in economic regulatory benchmarking," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/13, Nov.
• Victor Ogneru & Iulian Panait, 2020, "Analiza relației dintre veniturile fiscale și bazele de impunere în cazul României," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 113-128, June.
• Andrew B. Martinez, 2020, "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, volume 8, issue 2, pages 1-24, May.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, volume 13, issue 14, pages 1-19, July.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020, "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, volume 13, issue 7, pages 1-16, April.
• Dean Fantazzini & Nikita Kolodin, 2020, "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, volume 13, issue 11, pages 1-29, October.
• Rui Pedro Brito & Pedro Alarcão Judice, 2020, "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-06, May.
• Jump, Robert Calvert & Kohler, Karsten, 2020, "A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 30959, Nov.
• Andrew B. Martinez, 2020, "Forecast Accuracy Matters for Hurricane Damages," Working Papers, The George Washington University, The Center for Economic Research, number 2020-003, May.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020, "Smooth Robust Multi-Horizon Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2020-009, Dec.
• Anke Mönnig & Dr. Marc Ingo Wolter, 2020, "TINFORGE – Trade in INFORGE. Methoden-Update 2020," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 20-4.
• Philippe Alby & Emmanuelle Auriol & Pierre Nguimkeu, 2020, "Does Social Pressure Hinder Entrepreneurship in Africa? The Forced Mutual Help Hypothesis," Post-Print, HAL, number hal-02929477, Apr.
• Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021, "Risk sharing in Europe: new empirical evidence on the capital markets channel," Post-Print, HAL, number hal-02978130, Jan, DOI: 10.1080/00036846.2020.1804052.
• Elena Ivona Dumitrescu & Peter Hansen, 2020, "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print, HAL, number hal-03331109.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020, "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Post-Print, HAL, number hal-03898337, Feb, DOI: 10.1086/704611.
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• Song, Zisheng & Wilhelmsson, Mats & Yang, Zan, 2020, "Constructing a rental housing index and identifying market segmentation in the case of Beijing, China," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/10, Sep.
• Karlsson, Niklas & Lunander, Anders, 2020, "Choosing Opponents in Skiing Sprint Elimination Tournaments," Working Papers, Örebro University, School of Business, number 2020:6, Aug, revised 01 Sep 2020.
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• María Cruz Merino-Llorente & María Noelia Somarriba Arechavala, 2020, "European Part-time Workers’ Health and Well-being in Times of Crisis. The Case of Female Part-timers," Hacienda Pública Española / Review of Public Economics, IEF, volume 235, issue 4, pages 61-86, December.
• Payam MOHAMMAD ALIHA & Tamat SARMIDI & Fathin FAIZAH SAID, 2020, "Investigating The Impact Of Atm And Pos Terminals On Money Demand In Nine European Countries In The Context Of A Random Effect Model As The Appropriate Panel Data Model," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 31-41, June.
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• Burhanuddin, 2020, "Investigating Volatility Behaviour: Empirical Evidence From Islamic Stock Indices," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 4, pages 729-746, November, DOI: https://doi.org/10.21098/jimf.v6i4..
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• Emilia Espín Esparza & Renato Jácome Gagñay & Pamela Vera Pianda, 2020, "Riesgo y Rendimiento del BVG Index: Análisis y Proyección Econométrica," Revista Actualidad Económica, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 30, issue 100, pages 79-88, Ene-Abr.
• Jelena Rkman, 2020, "An Estimated Search and Matching Model of the Croatian Labor Market: Post-crisis Analysis," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 22, issue 2, pages 35-72, December.
• Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/20, Jun.
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• Nora Gavira-Durón & Dolores Guadalupe Martínez Peña & Irma Cristina Espitia Moreno, 2020, "Determinantes financieras de la Sustentabilidad Corporativa de Empresas que cotizan en el IPC Sustentable de la BMV," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 2, pages 277-293, Abril - J.
• Sergio Lagunas Puls & Miguel Angel Oropeza Tagle & Juan Bautista Boggio Vázquez, 2020, "Energy Consumption in North America: Visualization and Pyramidal Perspective," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 4, pages 709-723, Octubre -.
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• Andrew Phiri, 2020, "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, volume 53, issue 1, pages 171-193, February, DOI: 10.1007/s10644-019-09246-8.
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