Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2020

• 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.
• Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2026, "Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model," PSE Working Papers, HAL, number halshs-02443364, Mar.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020, "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Sciences Po Economics Publications (main), HAL, number hal-03898337, Feb, DOI: 10.1086/704611.
• Federico Bassi, 2020, "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," Working Papers, HAL, number hal-02524546, Mar.
• Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2026, "Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model," Working Papers, HAL, number halshs-02443364, Mar.
• Engerstam, Sviatlana, 2020, "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/2, Mar.
• 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.
• Kyvik Nordås, Hildegunn & Klügl, Franziska, 2020, "Drivers of automation and consequences for jobs in engineering services: an agent-based modelling approach," Working Papers, Örebro University, School of Business, number 2020:16, Dec.
• Yuri Polunin & Andrei Yudanov, 2020, "Method for Analyzing Economic Processes in Conditions of Instability (on the Example of Analyzing the Dynamics of Revenue of Russian Companies)," HSE Economic Journal, National Research University Higher School of Economics, volume 24, issue 4, pages 622-649.
• 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.
• Adrian Pagan & Tim Robinson, 2020, "Too Many Shocks Spoil the Interpretation," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2020n02, Feb.
• Stefán Thórarinsson, 2020, "DYNIMO - Version III. A DSGE model of the Icelandic economy," Economics, Department of Economics, Central bank of Iceland, number wp84, Dec.
• 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..
• Wee-Yeap Lau & Tien-Ming Yip, 2020, "Information Flow Between the US Dollar-Rupiah Exchange Rates," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue 3, pages 439-460, October, DOI: https://doi.org/10.21098/bemp.v23i3.
• 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.
• Emanuele Bacchiocchi & Toru Kitagawa, 2020, "Locally- but not globally-identified SVARs," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP40/20, Jul.
• Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020, "COVID-19 and Emerging Markets: An Epidemiological Model with International Production Networks and Capital Flows," IMF Working Papers, International Monetary Fund, number 2020/133, Jul.
• 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 -.
• Oscar Claveria & Ivana Lolic & Enric Monte & Petar Soric, 2020, "Economic determinants of employment sentiment: A socio-demographic analysis for the euro area," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202001, Jan, revised Jan 2020.
• Schlicht, Ekkehart, 2020, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," IZA Discussion Papers, IZA Network @ LISER, number 12920, Jan.
• Bento, Antonio M. & Miller, Noah & Mookerjee, Mehreen & Severnini, Edson, 2020, "A Unifying Approach to Measuring Climate Change Impacts and Adaptation," IZA Discussion Papers, IZA Network @ LISER, number 13290, May.
• Tommasi, Denni & Zhang, Lina, 2020, "Bounding Program Benefits When Participation Is Misreported," IZA Discussion Papers, IZA Network @ LISER, number 13430, Jun.
• Clarke, Damian & Schythe, Kathya Tapia, 2020, "Implementing the Panel Event Study," IZA Discussion Papers, IZA Network @ LISER, number 13524, Jul.
• K.M. Zahidul Islam, Yeasmin Akter and MD. Nahid Alam, 2020, "Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 45, issue 2, pages 115-141, June.
• Hatıra SADEGHZADEH EMSEN & Ömer Selçuk EMSEN & Ömer YALÇINKAYA, 2020, "An Effort To Construct A Mechanism Similar To The Taylor Rule Mechanism: Tests On Bist-100," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 7, issue 1, pages 79-102, January, DOI: 10.15637/jlecon.7.006.
• Simmet Anastasia & Pohlmeier Winfried, 2020, "The CAPM with Measurement Error: ‘There’s life in the old dog yet!’," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 240, issue 4, pages 417-453, August, DOI: 10.1515/jbnst-2018-0089.
• Murat Midiliç, 2020, "Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 1, pages 87-117, January, DOI: 10.1007/s10614-018-9876-8.
• Masahiro Tanaka, 2020, "Bayesian Inference of Local Projections with Roughness Penalty Priors," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 629-651, February, DOI: 10.1007/s10614-019-09905-y.
• Yanlin Shi & Lingbing Feng & Tong Fu, 2020, "Markov Regime-Switching in-Mean Model with Tempered Stable Distribution," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 4, pages 1275-1299, April, DOI: 10.1007/s10614-019-09882-2.
• 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.
• Muneer Shaik & S. Maheswaran, 2020, "A new unbiased additive robust volatility estimation using extreme values of asset prices," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 313-347, September, DOI: 10.1007/s11408-020-00355-3.
• James Paul LeSage & Manfred M. Fischer, 2020, "Cross-sectional dependence model specifications in a static trade panel data setting," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 5-46, January, DOI: 10.1007/s10109-019-00298-y.
• Diego E. Vacaflores & James P. LeSage, 2020, "Spillover effects in adoption of cash transfer programs by Latin American countries," Journal of Geographical Systems, Springer, volume 22, issue 2, pages 177-199, April, DOI: 10.1007/s10109-020-00322-6.
• Jakub Olejnik & Alicja Olejnik, 2020, "QML estimation with non-summable weight matrices," Journal of Geographical Systems, Springer, volume 22, issue 4, pages 469-495, October, DOI: 10.1007/s10109-020-00326-2.
• Satya Paul & Sriram Shankar, 2020, "Estimating efficiency effects in a panel data stochastic frontier model," Journal of Productivity Analysis, Springer, volume 53, issue 2, pages 163-180, April, DOI: 10.1007/s11123-019-00568-3.
• Matthieu Bussière & Guillaume Gaulier & Walter Steingress, 2020, "Global Trade Flows: Revisiting the Exchange Rate Elasticities," Open Economies Review, Springer, volume 31, issue 1, pages 25-78, February, DOI: 10.1007/s11079-019-09573-3.
• Lynn Boen & Florence Guillaume, 2020, "Towards a $$\Delta $$Δ-Gamma Sato multivariate model," Review of Derivatives Research, Springer, volume 23, issue 1, pages 1-39, April, DOI: 10.1007/s11147-019-09155-y.
• Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020, "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 803-825, October, DOI: 10.1007/s11156-019-00860-1.
• Jan Alexander Fischer & Philipp Pohl & Dietmar Ratz, 2020, "A machine learning approach to univariate time series forecasting of quarterly earnings," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1163-1179, November, DOI: 10.1007/s11156-020-00871-3.
• Seula Kim & Jae Won Lee, 2020, "Sectoral Heterogeneity in Nominal Rigidities in Korea: Implications for Monetary Policy," Korean Economic Review, Korean Economic Association, volume 36, pages 59-99.
• Reza Mikaeil & Hojjat Hosseinzadeh Gharehgheshlagh & Mohammad Ataei & Babak Sohrabian, 2020, "Sensitivity Analysis for Sawing Cost Model Evaluation. A Review on an Iranian Stone Factory," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 6, issue 3, pages 59-65, September.
• Cem Cakmakli & Selva Demiralp & Sebnem Kalemli Ozcan & Sevcan Yesiltas & Muhammed Ali Yildirim, 2020, "COVID-19 and Emerging Markets: The Case of Turkey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2011, May.
• Cem Cakmakli & Yasin Simsek, 2021, "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2013, Feb.
• Eda Gulsen & Hakan Kara, 2020, "Formation of inflation expectations: Does macroeconomic and policy environment matter?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2017, Oct.
• Daniel Wochner, 2020, "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-472, May, DOI: 10.3929/ethz-b-000399304.
• Samad Sarferaz & Andreas Dibiasi, 2020, "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-479, Jun, DOI: 10.3929/ethz-b-000420180.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2020, "Short-Term Inflation Projections Model and Its Assessment in Latvia," Working Papers, Latvijas Banka, number 2020/01, Jan.
• Weshah Razzak, 2020, "Measuring the Effect of Negative Interest Rate on New Zealand Banks," Discussion Papers, School of Economics and Finance, Massey University, New Zealand, number 2008.
• Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, , "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.
• J. C. Arismendi-Zambrano & T. Ramos-Almeida & J. C. Reboredo & M. A. Rivera-Castro, 2020, "Identifying Statistical Arbitrage in Interest Rate Markets: A Genetic Algorithm Approach," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n305-20.pdf.
• shekarkhah, javad & Dehghan Dehnavi, Mohammad Ali & Blue, Ghasem & farzani, hojatolah, 2020, "Multi-Index Performance Ranking Model of Banks and Credit Institutions in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 44, pages 217-260, August.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers, McMaster University, number 2020-06, Jun.
• Ntombiyesibini Matonana & Andrew Phiri, 2020, "Convergence Dynamics between South Africa and Her Main Trading Partners," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 18, issue 1 (Spring, pages 25-44, DOI: 10.26493/1854-6935.18.25-44.
• Noel Rapa, 2020, "A Sectoral Model Extension to STREAM," CBM Working Papers, Central Bank of Malta, number WP/08/2020.
• Márk Szenes & Zsófia Dabi, 2020, "Modelling Corporate Probability of Default – A Possible Supervisory Benchmark Model," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 19, issue 3, pages 52-77.
• Eszter Boros, 2020, "Risks of Climate Change and Credit Institution Stress Tests," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 19, issue 4, pages 107-131.
• Andrew Phiri, 2020, "Creative industries and economic performance: Should South Africa go to the movies?," Working Papers, Department of Economics, Nelson Mandela University, number 2002, Jan, revised Jan 2020.
• Wei Wei & Asger Lunde, 2020, "Identifying Risk Factors and Their Premia: A Study on Electricity Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/20.
• Denni Tommasi & Lina Zhang, 2020, "Bounding Program Benefits When Participation is Misreported," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 24/20.
• Daniel Lewis & Karel Mertens & James H. Stock, 2020, "U.S. Economic Activity During the Early Weeks of the SARS-Cov-2 Outbreak," NBER Working Papers, National Bureau of Economic Research, Inc, number 26954, Apr.
• Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020, "Cyclical Lending Standards: A Structural Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27214, May.
• Antonio Bento & Noah S. Miller & Mehreen Mookerjee & Edson R. Severnini, 2020, "A Unifying Approach to Measuring Climate Change Impacts and Adaptation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27247, May.
• Ivan A. Canay & Magne Mogstad & Jack Mountjoy, 2020, "On the Use of Outcome Tests for Detecting Bias in Decision Making," NBER Working Papers, National Bureau of Economic Research, Inc, number 27802, Sep.
• Alberto Bisin & Andrea Moro, 2020, "LATE for History," NBER Working Papers, National Bureau of Economic Research, Inc, number 28113, Nov.
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2020, "Inference on Risk Premia in Continuous-Time Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 28140, Nov.
• Francis X. Diebold & Glenn D. Rudebusch, 2020, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 28228, Dec.
• Sokolova Lyudmyla, 2020, "Development of the economic mechanism for managing the resources of railway transport enterprises," Technology audit and production reserves, Socionet;Technology audit and production reserves, volume 5, issue 4(55), pages 4-12.
• Yavorska Nadiya, 2020, "Modeling the impact of environmental investments on the environment state," Technology audit and production reserves, Socionet;Technology audit and production reserves, volume 5, issue 4(55), pages 44-47.
• Dong Jin Lee & Tae-Hwan Kim & Paul Mizen, 2020, "Impulse response analysis in conditional quantile models with an application to monetary policy," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2020/08.
• David F. Hendry, 2020, "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W02, Feb.
• Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020, "Robust Discovery of Regression Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W04, Apr.
• 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 costes marginales, el grado de economías de escala ," 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 través del análisis de frontera estocástica utilizando," 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 relates to a behavioral property that generalizes ," 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 switching approach]," 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.

2019

• Chevapatrakul, Thanaset & Xu, Zhongxiang & Yao, Kai, 2019, "The impact of tail risk on stock market returns: The role of market sentiment," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 289-301, DOI: 10.1016/j.iref.2018.09.005.
• Chakrabarti, Orna, 2019, "Telehealth: Emerging evidence on efficiency," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 257-264, DOI: 10.1016/j.iref.2018.10.021.
• Li, Leon & Faff, Robert, 2019, "Predicting corporate bankruptcy: What matters?," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.iref.2019.02.016.
• 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 , pages 1-003, 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.