Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2020
- Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020, "Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model," OECD Statistics Working Papers, OECD Publishing, number 2020/01, Jan, DOI: 10.1787/9626dda3-en.
- Fritz Breuss, 2020, "Makroökonomische Effekte der 25- jährigen EU-Mitgliedschaft Österreichs," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/20, pages 27-48.
- Julia Tobak & Andras Nabradi, 2020, "Evolution Of Family Businesses – A 3d Theoretical Approach," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 5, issue special, pages 94-103, June.
- Giesselmann, Marco & Schmidt-Catran, Alexander, 2020, "Interactions in Fixed Effects Regression Models," SocArXiv, Center for Open Science, number m78qf, Apr, DOI: 10.31219/osf.io/m78qf.
- Alois Kneip & Monika Merz & Lidia Storjohann, 2020, "Aggregation and Labor Supply Elasticities
[Do Reservation Wages Really Decline? Some International Evidence on the Determinants of Reservation Wages]," Journal of the European Economic Association, European Economic Association, volume 18, issue 5, pages 2315-2358. - Jing-Zhi Huang & Zhan Shi & Hao Zhou, 2020, "Specification Analysis of Structural Credit Risk Models
[Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy]," Review of Finance, European Finance Association, volume 24, issue 1, pages 45-98. - Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
- Viorica Chirilă & Ciprian Chirilă, 2020, "Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 2-11, December.
- Ioana Claudia Dobre, 2020, "Considerations Regarding Shadow Economy and Tax Evasion," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 22-28, December.
- Jennifer Castle & David Hendry, 2020, "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers, University of Oxford, Department of Economics, number 898, Jan.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2020, "Modelling Non-stationary 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 905, Apr.
- Díaz-Hernández, Juan José & Martínez-Budría, Eduardo & González, Rosa Marina, 2020, "Effects of Inefficiency on Marginal Costs, Degree of Economies of Scale and Technical Change: A Theoretical Relationship. The Case of Spanish Port Authorities || Efectos de la ineficiencia sobre los c," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 190-207, June.
- Gavilan, José M. & Ortega, Francisco J., 2020, "Productive efficiency analysis of quantitative economics journals through Stochastic Frontier Analysis using panel data || Análisis de eficiencia productiva de revistas de economía cuantitativa a trav," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 30, issue 1, pages 297-311, December, DOI: 10.46661/revmetodoscuanteconempresa.
- Lwin Lwin Aung & Peter Warr, 2020, "Explaining Changes in Inequality: Myanmar, 2005 to 2010," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2020-06.
- Jayant Menon & Anna Cassandra Melendez, 2020, "When does trade reduce poverty? Revisiting the evidence for East Asia," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2020-14.
- Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020, "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 181, Feb.
- Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
- Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
- Daniel Felix Ahelegbey, 2020, "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 194, Nov.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
- Roberto S. Mariano & Suleyman Ozmucur, 2020, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences ," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-029, Aug.
- Leonid Galchynskyi, 2020, "Estimation of the price elasticity of petroleum products’ consumption in Ukraine," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 315-339, June, DOI: 10.24136/eq.2020.015.
- Erika Onuferova & Veronika Cabinova & Tunde Dzurov Vargova, 2020, "Analysis of modern methods for increasing and managing the financial prosperity of businesses in the context of performance: a case study of the tourism sector in Slovakia," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 1, pages 95-116, March, DOI: 10.24136/oc.2020.004.
- Santos, João & Borges, Afonso & Domingos, Tiago, 2020, "Exploring the links between total factor productivity, final-to-useful exergy efficiency, and economic growth: Case study Portugal 1960-2014," MPRA Paper, University Library of Munich, Germany, number 100214, Feb.
- Jayasooriya, Sujith, 2020, "Macroeconometric Approach: Optimal Taxation Policies for Economic Growth in Emerging Asia," MPRA Paper, University Library of Munich, Germany, number 100748, May.
- Jayasooriya, Sujith, 2020, "Nexus of Demographic Change, Structural Transformation and Economic Growth in South Asia," MPRA Paper, University Library of Munich, Germany, number 100831, Jun.
- Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020, "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper, University Library of Munich, Germany, number 100877, Jun.
- Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020, "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper, University Library of Munich, Germany, number 101276, Mar, revised Jun 2020.
- Eita, Joel Hinaunye & Pedro, Marcio Jose, 2020, "Modelling total factor productivity in a developing economy: evidence from Angola," MPRA Paper, University Library of Munich, Germany, number 101304, Jan, revised 30 Apr 2020.
- Bilgin, Cevat, 2020, "Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey," MPRA Paper, University Library of Munich, Germany, number 101316.
- Clarke, Damian & Tapia Schythe, Kathya, 2020, "Implementing the Panel Event Study," MPRA Paper, University Library of Munich, Germany, number 101669, Jul.
- Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020, "Periodic autoregressive conditional duration," MPRA Paper, University Library of Munich, Germany, number 101696, Jul, revised 08 Jul 2020.
- Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020, "Modeling Portfolio Loss by Interval Distributions," MPRA Paper, University Library of Munich, Germany, number 102219, Jul.
- Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
- Fantazzini, Dean, 2020, "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper, University Library of Munich, Germany, number 102317, Aug.
- Polbin, Andrey & Shumilov, Andrei, 2020, "Модель Зависимости Обменного Курса Рубля От Цен На Нефть С Марковскими Переключениями Режимов
[Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime swit," MPRA Paper, University Library of Munich, Germany, number 102450. - Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey, 2020, "Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem," MPRA Paper, University Library of Munich, Germany, number 102797, Sep.
- Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020, "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper, University Library of Munich, Germany, number 103250, Oct, revised 01 Oct 2020.
- Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
- Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper, University Library of Munich, Germany, number 103890, Sep, revised 20 Oct 2020.
- Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
- Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
- Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
- Muhammad, Fajar & Zelani, Nurfalah & Septiarida, Nonalisa, 2020, "Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach)," MPRA Paper, University Library of Munich, Germany, number 105876, Dec, revised 14 Dec 2020.
- Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020, "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 106150.
- Ghassan, Hassan & Boulanouar, Zakaria & Hassan, Kabir Mohammed, 2020, "Revisiting Banking Stability Using a New Panel Cointegration Test," MPRA Paper, University Library of Munich, Germany, number 107085, revised 2020.
- Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020, "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper, University Library of Munich, Germany, number 109680, May.
- Ghassan, Hassan B. & Alhajhoj, Hassan R. & Balli, Faruk, 2020, "Bi-Demographic and Current Account Dynamics using SVAR Model: Evidence from Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 109772, Mar, revised Jun 2021.
- Bell, Alex, 2020, "Job Amenities & Earnings Inequality," MPRA Paper, University Library of Munich, Germany, number 118516, May.
- Blazejowski, Marcin & Kwiatkowski, Jacek, 2020, "Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl," MPRA Paper, University Library of Munich, Germany, number 98387, Jan.
- Younus, Rijja Ali & Yucel, Eray, 2020, "Exchange Rate Pass-Through in Pakistan," MPRA Paper, University Library of Munich, Germany, number 98955, Mar.
- Gluschenko, Konstantin, 2020, "Nonlinear Models of Convergence," MPRA Paper, University Library of Munich, Germany, number 99316, Mar.
- Polbin, Andrey, 2020, "Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia," MPRA Paper, University Library of Munich, Germany, number 99381, Mar.
- Atoi, Ngozi V, 2020, "Macroeconometric Assessment of Monetary Approach to Balance of Payments in a Small Open Economy: The Nigeria Experience," MPRA Paper, University Library of Munich, Germany, number 99708, Apr.
- Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
2019
- Chaker, Selma, 2019, "The signal and the noise volatilities," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 79-105, DOI: 10.1016/j.ribaf.2019.04.008.
- Montano-Campos, Felipe & Perez-Truglia, Ricardo, 2019, "Giving to charity to signal smarts: evidence from a lab experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 78, issue C, pages 193-199, DOI: 10.1016/j.socec.2018.08.004.
- Mohanty, Madhu, 2019, "Effects of job satisfaction on the worker's wage and weekly hours: A simultaneous equations approach," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 79, issue C, pages 27-42, DOI: 10.1016/j.socec.2019.01.004.
- Karel Janda & Jakub Kourilek, 2019, "Residual Shape Risk on Natural Gas Market with Mixed Jump Diffusion," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-34, May.
- Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Econometric Modeling of Macroeconomic Systems," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-41, Jun.
- Mardi Dungey & Renee Fry-McKibbin & Vladimir Volkov, 2019, "Transmission of a Resource Boom: The Case of Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-63, Sep.
- Hajivassiliou, Vassilis & Savignac, Frédérique, 2019, "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102544, Oct.
- Hajivassiliou, Vassilis, 2019, "Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102843, Sep.
- Hajivassiliou, Vassilis, 2019, "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103119, Nov.
- Ansgar Belke & Dominik Kronen, 2019, "Exchange rate bands of inaction and hysteresis in EU exports to the global economy," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 335-355, March, DOI: 10.1108/JES-01-2018-0022.
- McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-13, Mar.
- McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-14, Mar.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019, "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-47.
- Sytnik Inessa & Stopochkin Artem & Janusz Wielki, 2019, "Analysis of Macroeconomic Factors Affecting the Investment Potential of an Enterprise," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 140-167.
- Alice Albonico & Ludovic Calés & Roberta Cardani & Olga Croitorov & Fabio Di Dio & Filippo Ferroni & Massimo Giovannini & Stefan Hohberger & Beatrice Pataracchia & Filippo Pericoli & Philipp Pfeiffer , 2019, "The Global Multi-Country Model (GM): An Estimated DSGE Model for Euro Area Countries," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 102, Jul.
- Kristian Orsini & Mario Pletikosa, 2019, "Croatia's Tourism Industry – Part 2: Curse or Blessing?," European Economy - Economic Briefs, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 047, Jul.
- Mark Bognanni & John Zito, 2019, "Sequential Bayesian Inference for Vector Autoregressions with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 19-29, Dec, DOI: 10.26509/frbc-wp-201929.
- Ruijun Bu & Rodrigo Hizmeri & Marwan Izzeldin & Anthony Murphy & Mike G. Tsionas, 2019, "The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility," Working Papers, Federal Reserve Bank of Dallas, number 1902, Mar, revised 17 Dec 2022, DOI: 10.24149/wp1902r2.
- Francesco Bianchi & Giovanni Nicolo, 2019, "A Generalized Approach to Indeterminacy in Linear Rational Expectations Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-033, May, DOI: 10.17016/FEDS.2019.033.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, credit, monetary policy, and the business cycle in the euro area: what has changed since the crisis?," Staff Reports, Federal Reserve Bank of New York, number 885, Apr.
- Thomas A. Lubik & Christian Matthes & Fabio Verona, 2019, "Assessing U.S. Aggregate Fluctuations Across Time and Frequencies," Working Paper, Federal Reserve Bank of Richmond, number 19-6, Feb.
- Fabrizio Cipollini & Giampiero M. Gallo & Edoardo Otranto, 2019, "Realized Volatility Forecasting: Robustness to Measurement Errors," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2019_04, Jul.
- Anton I. Votinov & Samvel S. Lazaryan & Vyacheslav N. Ovchinnikov, 2019, "Regression-Based Decomposition of Income Inequality Factors in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 74-89, October, DOI: 10.31107/2075-1990-2019-5-74-89.
- Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019, "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 12, issue 13, pages 1-12, July.
- Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," JRFM, MDPI, volume 12, issue 2, pages 1-9, April.
- Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," JRFM, MDPI, volume 12, issue 2, pages 1-7, April.
- Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "Estimation of large dimensional conditional factor models in finance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:125031.
- Michael S. Lee-Browne, 2019, "Estimating monetary policy rules in small open economies," Working Papers, The George Washington University, The Center for Economic Research, number 2019-002, May.
- Anke Mönnig & Dr. Marc Ingo Wolter, 2019, "TINFORGE – Trade in INFORGE. Methoden-Update 2019," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 19-1.
- Eric Delattre & Richard Moussa & Mareva Sabatier, 2019, "Health condition and job status interactions: econometric evidence of causality from a French longitudinal survey," Post-Print, HAL, number hal-02010579, DOI: 10.1186/s13561-019-0220-3.
- Gilles Dufrénot & Anne-Charlotte Paret, 2019, "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Post-Print, HAL, number hal-02158001, Jun, DOI: 10.1016/j.jmacro.2019.04.002.
- Christian Gouriéroux & Yang Lu, 2019, "Least Impulse Response Estimator for Stress Test Exercises
[Least impulse response estimator for stress test exercises]," Post-Print, HAL, number hal-02419030, DOI: 10.1016/j.jbankfin.2019.03.021. - Christian Gourieroux & Yang Lu, 2019, "Least Impulse Response Estimator for Stress Test Exercises," Working Papers, HAL, number hal-02089698, Apr.
- Gilles Dufrénot & Carolina Ulloa Suarez, 2019, "Public finance sustainability in Europe: a behavioral model," Working Papers, HAL, number halshs-02356400, Oct.
- Khorunzhina, Natalia, 2019, "Intratemporal Nonseparability Between Housing and Nondurable Consumption:Evidence from Reinvestment in Housing Stock," Working Papers, Copenhagen Business School, Department of Economics, number 3-2019, May.
- Gunnelin, Åke & Netzell, Olof, 2019, "The relationship between property transaction prices, turnover rates and buyers' and sellers' reservation price distributions," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 19/2, Apr, DOI: http://kth.diva-portal.org/smash/re.
- Anna Brychykova & Elena Mogilevich & Alexey Shvedov, 2019, "On Wavelet Transform for Stock Price Modeling by Fuzzy Systems," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 3, pages 444-464.
- Boris Sokolov, 2019, "Sensitivity Of Goodness Of Fit Indices To Lack Of Measurement Invariance With Categorical Indicators And Many Groups," HSE Working papers, National Research University Higher School of Economics, number WP BRP 86/SOC/2019.
- Claveria, Oscar, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 53, issue 1, pages 1-3, DOI: 10.1186/s12651-019-0253-4.
- Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n12, Oct.
- Lada Shirinyan & Artur Shirinian, 2019, "Key Determinants of Efficiency of Functioning Insurance Market for Insurance Companies," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 122-128, September.
- Michail Filippidis & Renatas Kizys & George Filis & Christos Floros, 2019, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 10, issue 1, pages 3-38.
- Nicky L. Grant & Richard J. Smith, 2019, "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/19, Jan.
- Victor Chernozhukov & Wolfgang Härdle & Chen Huang & Weining Wang, 2019, "LASSO-Driven Inference in Time and Space," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/19, Apr.
- Alain Kabundi & Eric Schaling & Modeste Some, 2019, "Estimating a Phillips Curve for South Africa: A Bounded Random-Walk Approach," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 2, pages 75-100, June.
- Domenico Giannone & Michele Lenza & Lucrezia Reichlin, 2019, "Money, Credit, Monetary Policy, and the Business Cycle in the Euro Area: What Has Changed Since the Crisis?," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 137-173, December.
- Carlos Capistrán & Daniel Chiquiar & Juan R. Hernández, 2019, "Identifying Dornbusch's Exchange Rate Overshooting with Structural VECs: Evidence from Mexico," International Journal of Central Banking, International Journal of Central Banking, volume 15, issue 5, pages 207-254, December.
- Ali Alichi & Hayk Avetisyan & Mr. Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang, 2019, "Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis," IMF Working Papers, International Monetary Fund, number 2019/035, Feb.
- Rui Evangelista & Esmeralda A. Ramalho & João Andrade e Silva, 2019, "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," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/64, Jan.
- Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019, "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/68, Feb.
- João Guerra & Manuel Guerra & Zachary Polaski, 2019, "Market Timing with Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/74, Feb.
- Maria Teresa Medeiros Garcia & Ana Catarina Gomes Rodrigues, 2019, "The dynamic relationship between stock market indexes and foreign exchange," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/90, Sep.
- Mustafa ÖZYEŞİL, 2019, "The Relationship Between the Popularity of Cryptocurrencies and their Prices, Returns and Trading Volumes: A Structural Break and Comparative Analysis," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 2, pages 133-157, December, DOI: 10.26650/ISTJECON2019-0017.
- Şahap KAVCIOĞLU, 2019, "Kurumsal Kredi Skorlamasında Klasik Yöntemlerle Yapay Sinir Ağı Karşılaştırması," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 69, issue 2, pages 207-246, December, DOI: 10.26650/ISTJECON2019-0021.
- Schmidheiny, Kurt & Siegloch, Sebastian, 2019, "On Event Study Designs and Distributed-Lag Models: Equivalence, Generalization and Practical Implications," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12079, Jan.
- Bruno, Randolph Luca & Magazzini, Laura & Stampini, Marco, 2019, "Exploiting Information from Singletons in Panel Data Analysis: A GMM Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12465, Jul.
- Millimet, Daniel L. & Parmeter, Christopher F., 2019, "Accounting for Skewed or One-Sided Measurement Error in the Dependent Variable," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12576, Aug.
- Md. Atiqur Rahman Khan & M. Shibley Sadique, 2019, "A Forward Looking Small Semi-Structural Macroeconomic Model For Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 2, pages 43-61, April-Jun.
- Yongquan Cao & Grey Gordon, 2019, "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 1165-1182, March, DOI: 10.1007/s10614-018-9793-x.
- Nima Nonejad, 2019, "Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1687-1710, April, DOI: 10.1007/s10614-018-9835-4.
- Panagiotis Palaios & Evangelia Papapetrou, 2019, "Asymmetric dynamics in the social contributions and social benefits nexus in Greece," Economic Change and Restructuring, Springer, volume 52, issue 4, pages 327-349, November, DOI: 10.1007/s10644-018-9234-9.
- Oscar Claveria & Enric Monte & Salvador Torra, 2019, "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 46, issue 2, pages 205-227, May, DOI: 10.1007/s10663-017-9395-1.
- Marzia De Donno & Riccardo Donati & Gino Favero & Paola Modesti, 2019, "Risk estimation for short-term financial data through pooling of stable fits," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 33, issue 4, pages 447-470, December, DOI: 10.1007/s11408-019-00340-5.
- Piotr Dybka & Michał Kowalczuk & Bartosz Olesiński & Andrzej Torój & Marek Rozkrut, 2019, "Currency demand and MIMIC models: towards a structured hybrid method of measuring the shadow economy," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 26, issue 1, pages 4-40, February, DOI: 10.1007/s10797-018-9504-5.
- Marco Gross & Javier Población, 2019, "Implications of Model Uncertainty for Bank Stress Testing," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 1, pages 31-58, February, DOI: 10.1007/s10693-017-0275-4.
- Mitja Kovac & Rok Spruk, 2019, "Does the ban on trans-fats improve public health? In search of the optimal policy response," Journal of Regulatory Economics, Springer, volume 55, issue 3, pages 258-281, June, DOI: 10.1007/s11149-019-09387-8.
- Anna Conte & M. Vittoria Levati & Natalia Montinari, 2019, "Experience in public goods experiments," Theory and Decision, Springer, volume 86, issue 1, pages 65-93, February, DOI: 10.1007/s11238-018-9670-z.
- Mihaela Simionescu & Maria-Simona Naros, 2019, "Sustainable Development and the Insertion of Higher Educated Unemployed People on Romanian Labour Market," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 5, issue 1, pages 12-16, March.
- Jörg Breitung & Ralf Brüggemann, 2019, "Projection estimators for structural impulse responses," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2019-05, Dec.
- Paweł Lula & Renata Oczkowska & Sylwia Wiśniewska & Katarzyna Wójcik, 2019, "An attempt to estimate the competency gap in the IT sector," International Entrepreneurship Review, Centre for Strategic and International Entrepreneurship at the Cracow University of Economics., volume 5, issue 3, pages 95-112.
- Hortay, Olivér & Szőke, Tamás, 2019, "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon
[Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 788-804, DOI: 10.18414/KSZ.2019.7-8.788. - Roman Frydman & Soeren Johansen & Anders Rahbek & Morten Nyboe Tabor, 2019, "The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes," Discussion Papers, University of Copenhagen. Department of Economics, number 19-02, Feb.
- Simon Hetland & Rasmus Søndergaard Pedersen & Anders Rahbek, 2019, "Dynamic Conditional Eigenvalue GARCH," Discussion Papers, University of Copenhagen. Department of Economics, number 19-13, Dec.
- Schlicht, Ekkehart, 2019, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 69765, Nov.
- Mojab, Ramin & Ebrahimi, Sajad, 2019, "The Role of Digital Adoption in relationship between payment systems development and economic growth," Journal of Monetary and Banking Research (فصلنامه پژوهشهای پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 41, pages 377-412, December.
- Andrew Phiri, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Working Papers, Department of Economics, Nelson Mandela University, number 1901, Jan, revised Jan 2019.
- Poppy Dyasi & Andrew Phiri, 2019, "A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa," Working Papers, Department of Economics, Nelson Mandela University, number 1902, Mar, revised Mar 2019.
- Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
- Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
- Kambale Kavese & Andrew Phiri, 2019, "Fiscal cyclicality in South African public expenditures: Do asymmetries explain inconsistencies?," Working Papers, Department of Economics, Nelson Mandela University, number 1909, Sep, revised Sep 2019.
- Didier Nibbering, 2019, "A High-dimensional Multinomial Choice Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/19.
- Weilun Zhou & Jiti Gao & David Harris & Hsein Kew, 2019, "Semiparametric Single-index Predictive Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 25/19.
- Romain Houssa & Jolan Mohimont & Chris Otrok, 2019, "A model for international spillovers to emerging markets," Working Paper Research, National Bank of Belgium, number 370, Apr.
- Jolan Mohimont, 2019, "Welfare effects of business cycles and monetary policies in a small open emerging economy," Working Paper Research, National Bank of Belgium, number 376, Nov.
- Nikhil Agarwal & Itai Ashlagi & Michael A. Rees & Paulo J. Somaini & Daniel C. Waldinger, 2019, "Equilibrium Allocations under Alternative Waitlist Designs: Evidence from Deceased Donor Kidneys," NBER Working Papers, National Bureau of Economic Research, Inc, number 25607, Feb.
- Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26329, Sep.
- Antoine Arnoud & Fatih Guvenen & Tatjana Kleineberg, 2019, "Benchmarking Global Optimizers," NBER Working Papers, National Bureau of Economic Research, Inc, number 26340, Oct.
- Zemtsov, S. & Chernov, A., 2019, "What High-Tech Companies in Russia Grow Faster and Why?," Journal of the New Economic Association, New Economic Association, volume 41, issue 1, pages 68-99.
- Bhattacharya, Rudrani & Tripathi, Shruti & Chowdhury, Sahana Roy, 2019, "Financial structure, institutional quality and monetary policy transmission: A Meta-Analysis," Working Papers, National Institute of Public Finance and Policy, number 19/274, Jul.
- Kostadin Sheyretski, 2019, "On Some Mathematical Aspects of Autonomous Differential Equations," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 149-153, March.
- Kamel Helali & Thouraya Boujelbene Dammak, 2019, "Examining the Role of Structural Change in a Phillips Curve: Bivariate GARCH DCC Analysis," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 385-393, September.
- Matthias Fahn & Valeria Merlo & Georg Wamser, 2019, "The Commitment Role of Equity Financing," Journal of the European Economic Association, European Economic Association, volume 17, issue 4, pages 1232-1260.
- Antonello Maruotti & Antonio Punzo & Luca Bagnato, 2019, "Hidden Markov and Semi-Markov Models with Multivariate Leptokurtic-Normal Components for Robust Modeling of Daily Returns Series," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 91-117.
- Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés, 2019, "The VIX, the Variance Premium, and Expected Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 517-558.
- Xavier D’Haultfœuille & Isis Durrmeyer & Philippe Février, 2019, "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 1973-1998.
- Dávila Aragón, Griselda & Ortiz Arango, Francisco, 2019, "Cálculo del Valor en Riesgo Operacional de una Empresa Aseguradora Mediante Redes Bayesianas || Calculation of Operational Value at Risk of an Insurance Company through Bayesian Networks," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 30-54, June.
- Maya Sierra, Giuliana & Marín Rodríguez, Nini Johana, 2019, "Modelación y co-movimientos de la tasa de cambio colombiana, 2011-2017 || Modeling and comovements of the Colombian exchange rate, 2011-2017," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 301-341, December.
- Astorquiza Bustos, Bilver Adrián, 2019, "Efectos de la pedagogía y el compromiso educativo sobre el logro académico de los estudiantes de educación media || Effects of pedagogy and educational commitment on the academic performance of middle," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 43-67, December.
- Boada, Antonio José & Mayorca, Rómulo, 2019, "Valoración estadística - financiera para medio plazo del sector bancario en países con economías emergentes. El caso de Colombia || Statistical - financial value for the medium term of the banking sec," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 95-112, December.
- Ai Jun Hou & Ian Khrashchevskyi & Jarkko Peltomäki, 2019, "Hedge and safe haven investing with investment styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 351-364, September, DOI: 10.1057/s41260-019-00127-3.
- Vipul Kumar Singh, 2019, "Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 493-507, December, DOI: 10.1057/s41260-019-00140-6.
- Carlos A. Abanto-Valle & Hernán B. Garrafa-Aragón, 2019, "Threshold Stochastic Volatility Models with Heavy Tails:A Bayesian Approach," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 83, pages 32-53.
- Coro Chasco & Patricio Aroca & Luc Anselin, 2019, "Probit Models for Grouped-data Migration Flows: A TheoreticalNote," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 1-8.
- Mauricio Zevallos, 2019, "A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 94-101.
- Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of Stochastic Frontier Production Function Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101944, Jul.
- Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of Data Envelopment Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101945, Aug.
- Pillai N., Vijayamohanan, 2019, "Measuring Energy Efficiency: An Application of LMDI Analysis to Power Sector in Kerala," MPRA Paper, University Library of Munich, Germany, number 101981, Jun.
- Fajar, Muhammad, 2019, "An application of hybrid forecasting singular spectrum analysis – extreme learning machine method in foreign tourists forecasting," MPRA Paper, University Library of Munich, Germany, number 105044, Oct, revised 31 Oct 2019.
- Sanu, Md Sahnewaz, 2019, "Is the Export-led Growth Hypothesis Valid for India? Another Look at the Evidence," MPRA Paper, University Library of Munich, Germany, number 107903, Jul, revised 12 Sep 2019.
- Asaduzzaman, Md, 2019, "FDI as an Opportunity for Economic growth of Bangladesh: A VECM Analysis," MPRA Paper, University Library of Munich, Germany, number 110328, Dec, revised 05 Dec 2019.
- Diagne, Youssoupha Sakrya & Ba, Arona, 2019, "How much more can the tax administration collect? Measuring tax potential for Senegal," MPRA Paper, University Library of Munich, Germany, number 114168, Apr.
- Hossain, Md. Mobarak & Chowdhury, Md Niaz Murshed, 2019, "Econometric Ways to Estimate the Age and Price of Abalone," MPRA Paper, University Library of Munich, Germany, number 91210, Jan.
- Dyasi, Poopy & Phiri, Andrew, 2019, "A sectoral approach to the electricity-growth nexus in the Eastern Cape province of South Africa," MPRA Paper, University Library of Munich, Germany, number 93025, Mar.
- Polbin, Andrey & Shumilov, Andrei & Bedin, Andrey & Kulikov, Alexander, 2019, "Модель Реального Обменного Курса Рубля С Марковскими Переключениями Режимов
[Modeling real exchange rate of the Russian ruble using Markov regime-switching approach]," MPRA Paper, University Library of Munich, Germany, number 93310. - Bonino-Gayoso, Nicolás & García-Hiernaux, Alfredo, 2019, "TF-MIDAS: a new mixed-frequency model to forecast macroeconomic variables," MPRA Paper, University Library of Munich, Germany, number 93366, Mar.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
- Yang, Bill Huajian, 2019, "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper, University Library of Munich, Germany, number 93400, Mar.
- Bazhenov, Timofey & Fantazzini, Dean, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 93544, Apr.
- Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
- Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019, "Synthetic Estimation of Dynamic Panel Models When Either N or T or Both Are Not Large: Bias Decomposition in Systematic and Random Components," MPRA Paper, University Library of Munich, Germany, number 94405, Jun.
- Economou, Polychronis & Malefaki, Sonia & Kounetas, Konstantinos, 2019, "Productive Performance and Technology Gaps using a Bayesian Metafrontier Production Function: A cross-country comparison," MPRA Paper, University Library of Munich, Germany, number 94462, Jun.
- Xiao, Tim, 2019, "Incremental Risk Charge Methodology," MPRA Paper, University Library of Munich, Germany, number 94581, May, revised 08 May 2019.
- Apopo, Natalay & Phiri, Andrew, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper, University Library of Munich, Germany, number 94712, Jun.
- Phiri, Andrew, 2019, "Economic growth, Environmental degradation and business cycles in Eswatini," MPRA Paper, University Library of Munich, Germany, number 94993, Jul.
- Karambakuwa, Tapuwa & Ncwadi, Ronney & Phiri, Andrew, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," MPRA Paper, University Library of Munich, Germany, number 95199, Jul.
- Assis de Salles, Andre & Mendes Campanati, Ana Beatriz, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," MPRA Paper, University Library of Munich, Germany, number 95982, Jun, revised 12 Sep 2019.
- Fantazzini, Dean & Zimin, Stephan, 2019, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 95988.
- Fantazzini, Dean & Shangina, Tamara, 2019, "The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades," MPRA Paper, University Library of Munich, Germany, number 95992.
- Bhadury, Soumya & Ghosh, Saurabh & Kumar, Pankaj, 2019, "Nowcasting GDP Growth Using a Coincident Economic Indicator for India," MPRA Paper, University Library of Munich, Germany, number 96007, Sep.
- Sucarrat, Genaro, 2019, "User-Specified General-to-Specific and Indicator Saturation Methods," MPRA Paper, University Library of Munich, Germany, number 96148, Sep.
- Kox, Henk L.M. & Rojas Romasgosa, Hugo, 2019, "Gravity estimations with FDI bilateral data: Potential FDI effects of deep preferential trade agreements," MPRA Paper, University Library of Munich, Germany, number 96318, Sep.
- Shumilov, Andrei, 2019, "Модели Зависимости Реального Курса Рубля От Цены И Стоимости Экспорта Нефти: Сравнительный Анализ
[Oil prices versus oil export revenues as fundamental factors of the real Russian ruble exchange ra," MPRA Paper, University Library of Munich, Germany, number 96400. - Jackman, Mahalia & Lorde, Troy & Naitram, Simon & Greenaway, Tori, 2019, "Distance Matters: The Impact of Physical and Relative Distance on Pleasure Tourists’ Length of Stay in Barbados," MPRA Paper, University Library of Munich, Germany, number 96613, Sep.
- Lorde, Troy & Alleyne, Antonio & Hosein, Roger & Yifei, Mu, 2019, "Should the Caribbean Look to the East? An Assessment of Caribbean Export Potential," MPRA Paper, University Library of Munich, Germany, number 96641, Jun.
- Mullat, Joseph, 2019, "The Financing Dilemma Supporting a Project," MPRA Paper, University Library of Munich, Germany, number 96879, Nov.
- Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
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