Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2019

• Martin Gürtler, 2019, "Dynamic analysis of trade balance behavior in a small open economy: the J-curve phenomenon and the Czech economy," Empirical Economics, Springer, volume 56, issue 2, pages 469-497, February, DOI: 10.1007/s00181-018-1445-4.
• José María Martín-Moreno & Rafaela Pérez & Jesús Ruiz, 2019, "Evidence about asymmetric price transmission in the main European fuel markets: from TAR-ECM to Markov-switching approach," Empirical Economics, Springer, volume 56, issue 4, pages 1383-1412, April, DOI: 10.1007/s00181-017-1388-1.
• A. Phiri, 2019, "Asymmetries in the revenue–expenditure nexus: new evidence from South Africa," Empirical Economics, Springer, volume 56, issue 5, pages 1515-1547, May, DOI: 10.1007/s00181-017-1397-0.
• Eric Delattre & Richard K. Moussa & Mareva Sabatier, 2019, "Health condition and job status interactions: econometric evidence of causality from a French longitudinal survey," Health Economics Review, Springer, volume 9, issue 1, pages 1-18, December, DOI: 10.1186/s13561-019-0220-3.
• Joshua Zonca & Giorgio Coricelli & Luca Polonio, 2019, "Does exposure to alternative decision rules change gaze patterns and behavioral strategies in games?," Journal of the Economic Science Association, Springer;Economic Science Association, volume 5, issue 1, pages 14-25, August, DOI: 10.1007/s40881-019-00066-0.
• Oscar Claveria, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 53, issue 1, pages 1-10, December, DOI: 10.1186/s12651-019-0253-4.
• Jianfei Cao & Xiaoxia Shi & Matthew Shum, 2019, "On the empirical content of the Beckerian marriage model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 67, issue 2, pages 349-362, March, DOI: 10.1007/s00199-018-1106-z.
• Muneer Shaik & S. Maheswaran, 2019, "Robust Volatility Estimation with and Without the Drift Parameter," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 1, pages 57-91, March, DOI: 10.1007/s40953-018-0129-4.
• M. J. Hossain & A. K. M. Abdullah Al-Amin, 2019, "Non-farm Income and Consumption Expenditures in Rural Bangladesh: Empirical Evidence from Multilevel Regression Modelling," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 377-396, June, DOI: 10.1007/s40953-018-0134-7.
• Balasubramaniam Meghanadh & Lagesh Aravalath & Bhupesh Joshi & Raghunathan Sathiamoorthy & Manish Kumar, 2019, "Imputation of Missing Values in the Fundamental Data: Using MICE Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 3, pages 459-475, September, DOI: 10.1007/s40953-018-0142-7.
• Shashanka Bhide, 2019, "Production Sectors and Regions in Macroeconometric Models of India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 711-725, December, DOI: 10.1007/s40953-019-00189-5.
• Gaetano Lisi, 2019, "Hedonic pricing models and residual house price volatility," Letters in Spatial and Resource Sciences, Springer, volume 12, issue 2, pages 133-142, August, DOI: 10.1007/s12076-019-00232-2.
• Giorgio d’Agostino & Luca Pieroni, 2019, "Modelling Corruption Perceptions: Evidence from Eastern Europe and Central Asian Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 311-341, February, DOI: 10.1007/s11205-018-1886-3.
• Giovanna Bua & Carmine Trecroci, 2019, "International equity markets interdependence: bigger shocks or contagion in the 21st century?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 155, issue 1, pages 43-69, February, DOI: 10.1007/s10290-018-0325-5.
• Smile Dube, 2019, "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-7.
• Anders Rygh Swensen & Pål Boug & Ådne Cappelen & Eilev S. Jansen, 2019, "The consumption Euler equation or the Keynesian consumption function?," Discussion Papers, Statistics Norway, Research Department, number 904, Apr.
• Aleksandr M. Batkovskiy & Aleksandr V. Leonov & Aleksey Yu. Pronin & Elena G. Semenova & Alena V. Fomina & Viktor M. Balashov, 2019, "Sustainable development of Industry 4.0: the case of high-tech products system design," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 6, issue 4, pages 1823-1838, June, DOI: 10.9770/jesi.2019.6.4(20).
• Artur Silva Lopes & Gabriel Florin Zsurkis, 2019, "Are linear models really unuseful to describe business cycle data?," Applied Economics, Taylor & Francis Journals, volume 51, issue 22, pages 2355-2376, May, DOI: 10.1080/00036846.2018.1495825.
• Albert N. Link & Cody A. Morris & Martijn van Hasselt, 2019, "The impact of public R&D investments on patenting activity: technology transfer at the U.S. Environmental Protection Agency," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 28, issue 5, pages 536-546, July, DOI: 10.1080/10438599.2018.1542772.
• Stanislav Anatolyev & Nikolay Gospodinov, 2019, "Multivariate Return Decomposition: Theory and Implications," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 487-508, May, DOI: 10.1080/07474938.2017.1348677.
• Arnaud Dufays & Jeroen V. K. Rombouts, 2019, "Sparse Change-point HAR Models for Realized Variance," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 8, pages 857-880, September, DOI: 10.1080/07474938.2018.1454366.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1695-1707, October, DOI: 10.1080/01621459.2018.1512864.
• Hans G. Bloemen, 2019, "Collective Labor Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 471-483, July, DOI: 10.1080/07350015.2017.1379407.
• N. Mhlaba & A. Phiri, 2019, "Is public debt harmful towards economic growth? New evidence from South Africa," Cogent Economics & Finance, Taylor & Francis Journals, volume 7, issue 1, pages 1603653-160, January, DOI: 10.1080/23322039.2019.1603653.
• Xiu Xu & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle, 2019, "Dynamic credit default swap curves in a network topology," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 10, pages 1705-1726, October, DOI: 10.1080/14697688.2019.1585560.
• M. Bee & J. Hambuckers & L. Trapin, 2019, "Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 8, pages 1255-1266, August, DOI: 10.1080/14697688.2019.1580762.
• Olcay Yucel Culha & Okan Eren & Ferya Ogunc, 2019, "Import demand function for Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 19, issue 1, pages 9-19.
• Fethi Ogunc, 2019, "A Bayesian VAR Approach to Short-Term Inflation Forecasting," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1925.
• Ahmed BELLAKHDHAR, 2019, "L’accumulation du capital humain : modèle théorique et évaluation dans le cas de la Tunisie," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 49, pages 25-26.
• Marco Bee & Julien Hambuckers & Luca Trapin, 2019, "An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution," DEM Working Papers, Department of Economics and Management, number 2019/11.
• Tekilu Tadesse & Jemal Abafia, 2019, "The causality between Financial Development and Economic Growth in Ethiopia: Supply Leading vs Demand Following Hypothesis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 87-115, DOI: 10.1991/jefa.v3i1.a25.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019, "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-02, Aug.
• Anna Conte & Peter G Moffatt & Mary Riddel, 2019, "The Multivariate Random Preference Estimatorfor Switching Multiple Price List Data," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-04, Nov.
• Burak Alparslan Eroglu & J. Isaac Miller & Taner Yigit, 2019, "Time-Varying Cointegration and the Kalman Filter," Working Papers, Department of Economics, University of Missouri, number 1905, Jun.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019, "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers, Department of Economics, University of Missouri, number 1915, Nov.
• Christian Gourieroux & Yang Lu, 2019, "Least Impulse Response Estimator for Stress Test Exercises," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2019-05, Mar.
• Federico Bassi, 2019, "Capacity Utilization and the NAIRCU - Evidences of Hysteresis in EU countries," CEPN Working Papers, Centre d'Economie de l'Université de Paris Nord, number 2019-09, Oct.
• Do Van Thanh, 2019, "Macro-Econometric Model For Medium-Term Socio-Economic Development Planning In Vietnam. Part 1: Structure Of The Model," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 1, pages 121-136.
• Daria S. Benz, 2019, "Modelling of environmental and economic efficiency: A case of the Ural region," Journal of New Economy, Ural State University of Economics, volume 20, issue 4, pages 70-87, September, DOI: 10.29141/2073-1019-2019-20-4-4.
• Dagsvik, John K. & Strøm, Steinar & Locatelli, Marilena, 2019, "Marginal Compensated Effects in Discrete Labor Supply Models," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201906, Feb.
• Timo Henckel & Gordon D. Menzies & Peter Moffat & Daniel J. Zizzo, 2019, "Three Dimensions of Central Bank Credibility and Inferential Expectations: The Euro Zone," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 2019/02, Feb.
• Zack Dorner & Daniel A. Brent & Anke Leroux, 2019, "Preferences for Intrinsically Risky Attributes," Land Economics, University of Wisconsin Press, volume 95, issue 4, pages 494-514.
• OGNERU, Victor, 2019, "Analysis Of The Relationship Between Tax Revenue And Gross Value Added In The Romanian Economy," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 37-55, June.
• Nsenga Dieu & Nach Mirada & Khobai Hlalefang & Moyo Clement & Phiri Andrew, 2019, "Is It the Natural Rate Hypothesis or the Hysteresis Hypothesis for Unemployment Rates in Newly Industrialized Economies?," Comparative Economic Research, Sciendo, volume 22, issue 4, pages 39-55, December, DOI: 10.2478/cer-2019-0031.
• Dmytrów Krzysztof & Gnat Sebastian, 2019, "Prediction of Changes in the Tax Burden of Land Plots with the Use of Multivariate Statistical Analysis Methods," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 23, issue 2, pages 33-48, June, DOI: 10.15611/eada.2019.2.03.
• Sogunro Ashim Babatunde & Adeleke Ismaila Adedeji & Ayorinde Richard Olusegun, 2019, "An assessment of adequacy of pre-retirement savings for sustainable retirement income under the Nigerian 2014 pension scheme," Journal of Economics and Management, Sciendo, volume 35, issue 1, pages 150-171, March, DOI: 10.22367/jem.2019.35.08.
• Gnat Sebastian, 2019, "Measurement of entropy in the assessment of homogeneity of areas valued with the Szczecin Algorithm of Real Estate Mass Appraisal," Journal of Economics and Management, Sciendo, volume 38, issue 4, pages 89-106, December, DOI: 10.22367/jem.2019.38.05.
• Kaciak Eugene & Kozminski Andrzej K., 2019, "Managerial Discretion and Constraints: A Bounded Leadership Model," Journal of Management and Business Administration. Central Europe, Sciendo, volume 27, issue 2, pages 3-32, June, DOI: 10.7206/jmba.ce.2450-7814.250.
• Jagrič Timotej & Lešnik Tomaž & Grbenic Stefan O. & Jagrič Vita, 2019, "The Fulfilment of Tax Obligation in Case of Slovenian Tax Residents Working in Other Countries," Naše gospodarstvo/Our economy, Sciendo, volume 65, issue 4, pages 27-34, December, DOI: 10.2478/ngoe-2019-0017.
• Zyga Jacek, 2019, "Data Selection as the Basis for Better Value Modelling," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 25-34, March, DOI: 10.2478/remav-2019-0003.
• Barańska Anna, 2019, "Linear and Nonlinear Weighing of Property Features," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 59-68, March, DOI: 10.2478/remav-2019-0006.
• Gnat Sebastian, 2019, "The Impact of the Training Set Size on the Classification of Real Estate with an Increased Fiscal Burden," Real Estate Management and Valuation, Sciendo, volume 27, issue 2, pages 53-62, June, DOI: 10.2478/remav-2019-0015.
• Kokot Sebastian & Gnat Sebastian, 2019, "Simulative Verification of the Possibility of using Multiple Regression Models for Real Estate Appraisal," Real Estate Management and Valuation, Sciendo, volume 27, issue 3, pages 109-123, September, DOI: 10.2478/remav-2019-0029.
• Zyga Jacek, 2019, "Dissimilarity as a Component of the Property Price Model," Real Estate Management and Valuation, Sciendo, volume 27, issue 3, pages 124-132, September, DOI: 10.2478/remav-2019-0030.
• Hozer Józef & Gnat Sebastian & Kokot Sebastian & Kuźmiński Wojciech, 2019, "The Problem of Designating Elementary Terrains for the Purpose of Szczecin Algorithm of Real Estate Mass Appraisal," Real Estate Management and Valuation, Sciendo, volume 27, issue 3, pages 42-58, September, DOI: 10.2478/remav-2019-0024.
• Mavikela Nomahlubi & Mhaka Simba & Phiri Andrew, 2019, "The Inflation-Growth Relationship in SSA Inflation-Targeting Countries," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 64, issue 2, pages 84-102, August, DOI: 10.2478/subboec-2019-0011.
• Kufre J. Bassey & Michael K. Mba & Ochoche Abraham, 2019, "On Economic Growth - Reserve Accumulation Nexus In Nigeria: A Nonlinear Asymmetric Cointegration Estimation," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 19, issue 1, pages 27-39, June.
• LeSage, James & Fischer, Manfred M., 2019, "Cross-sectional dependence model specifications in a static trade panel data setting," Working Papers in Regional Science, WU Vienna University of Economics and Business, number 2019/03, Mar.
• Dimitrios Anastasiou & Helen Louri & Mike Tsionas, 2019, "Nonperforming loans in the euro area: Are core–periphery banking markets fragmented?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 97-112, January, DOI: 10.1002/ijfe.1651.
• H. Peter Boswijk & Maurice J. G. Bun & Maarten Pieter Schinkel, 2019, "Cartel dating," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 1, pages 26-42, January, DOI: 10.1002/jae.2660.
• Giovanni Angelini & Emanuele Bacchiocchi & Giovanni Caggiano & Luca Fanelli, 2019, "Uncertainty across volatility regimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 437-455, April, DOI: 10.1002/jae.2672.
• Giovanni Angelini & Luca Fanelli, 2019, "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 6, pages 951-971, September, DOI: 10.1002/jae.2736.
• Wei Lin & Gloria González‐Rivera, 2019, "Extreme returns and intensity of trading," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1121-1140, November, DOI: 10.1002/jae.2738.
• João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti, 2019, "Modeling and forecasting the oil volatility index," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 8, pages 773-787, December, DOI: 10.1002/for.2598.
• Ali Jadidzadeh & Apostolos Serletis, 2019, "The Demand for Assets and Optimal Monetary Aggregation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 4, pages 929-952, June, DOI: 10.1111/jmcb.12550.
• Zezethu Zandile & Andrew Phiri, 2019, "Fdi As A Contributing Factor To Economic Growth In Burkina Faso: How True Is This?," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 01, pages 1-27, March, DOI: 10.1142/S2194565919500040.
• Katarzyna Maciejowska & Rafal Weron, 2019, "Electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/01, Feb.
• Katarzyna Maciejowska, 2019, "Assessing the impact of renewable energy sources on the electricity price level and variability - a Quantile Regression approach," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/02, Jul.
• Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019, "Balancing RES generation: Profitability of an energy trader," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/07, Dec.
• Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019, "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/08, Dec.
• Sariola, Mikko, 2019, "An unobserved components model for Finland – Estimates of potential output and NAWRU," BoF Economics Review, Bank of Finland, number 2/2019.
• Pestova, Anna & Mamonov, Mikhail, 2019, "Should we care? The economic effects of financial sanctions on the Russian economy," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2019.
• Lubik, Thomas A. & Matthes, Christian & Verona, Fabio, 2019, "Assessing U.S. aggregate fluctuations across time and frequencies," Bank of Finland Research Discussion Papers, Bank of Finland, number 5/2019.
• Bettendorf, Timo & Heinlein, Reinhold, 2019, "Connectedness between G10 currencies: Searching for the causal structure," Discussion Papers, Deutsche Bundesbank, number 06/2019.
• Hertrich, Markus, 2019, "A novel housing price misalignment indicator for Germany," Discussion Papers, Deutsche Bundesbank, number 31/2019.
• Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-16.
• Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
• Dragota, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019, "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-41.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Eksler, Leonid & Aviram, Roei & Elalouf, Amir & Kamble, Aakash, 2019, "An EOQ model for multiple products with varying degrees of substitutability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-16, DOI: 10.5018/economics-ejournal.ja.2019-.
• Zárate Marco, Anabel & Vallés Giménez, Jaime, 2019, "Regional tax effort in Spain," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2019-.
• Dragotă, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019, "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-35, DOI: 10.5018/economics-ejournal.ja.2019-.
• Xu, Jiahua, 2019, "Semiparametric Value-At-Risk Estimation of Portfolios. A replication study of Dias (Journal of Banking & Finance, 2014)," International Journal for Re-Views in Empirical Economics (IREE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-20, DOI: 10.18718/81781.15.
• Klochkov, Yegor & Härdle, Wolfgang Karl & Xu, Xiu, 2019, "Localizing Multivariate CAViaR," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-007.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2019, "SONIC: SOcial Network with Influencers and Communities," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-025.
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019, "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-027.
• Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019, "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203656.
• Marina Matosec & Zdenka Obuljen Zoricic, 2019, "Identifying the Interdependence between Consumer Confidence and Macroeconomic Developments in Croatia," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 17, issue 2-B, pages 345-354.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Sánchez Sánchez, Juan Diego & Chacón León, Luz & Hernandez Vasquez, Edgar, 2019, "Modelo de medición de riesgo empresarial para la gestión de MIPYMEs en Costa Rica: Un análisis exploratorio," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 3, issue 2, pages 49-68, July, DOI: 10.26784/sbir.v3i2.191.
• T. Bazhenov & D. Fantazzini, 2019, "Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility," Russian Journal of Industrial Economics, MISIS, volume 12, issue 1, DOI: 10.17073/2072-1633-2019-1-79-88.
• Eugene Braslavskiy & Firmin Doko Tchatoka & Virginie Masson, 2019, "The importance of Punishment Substitutability in Criminometric Studies," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2019-02, Feb.
• Klaus Adam & Henning Weber, 2019, "Optimal Trend Inflation," American Economic Review, American Economic Association, volume 109, issue 2, pages 702-737, February.
• Olivier De Groote & Frank Verboven, 2019, "Subsidies and Time Discounting in New Technology Adoption: Evidence from Solar Photovoltaic Systems," American Economic Review, American Economic Association, volume 109, issue 6, pages 2137-2172, June.
• Eduardo M. Azevedo & Alex Deng & José L. Montiel Olea & E. Glen Weyl, 2019, "Empirical Bayes Estimation of Treatment Effects with Many A/B Tests: An Overview," AEA Papers and Proceedings, American Economic Association, volume 109, pages 43-47, May.
• József Popp & Judit Oláh & Anna Kiss & Zoltán Lakner, 2019, "Food Security Perspectives in Sub-Saharan Africa," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 21, issue 51, pages 361-361.
• Phiri, Andrew, 2019, "Economic growth, environmental degradation and business cycles in Eswatini," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 15, issue 3, DOI: 10.22004/ag.econ.301158.
• Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019, "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/08, Jun, revised 06 Jul 2019.
• Adriana Zait & Andreia Gabriela Andrei, 2019, "Civic Engagement at the Crossroads of Online and Offline Spaces: A PLS-SEM Assessment," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 4, pages 559-572, December.
• Gilles Dufrénot & Carolina Ulloa Suarez, 2019, "Public finance sustainability in Europe: a behavioral model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1929, Nov.
• Salah Ayadi & Abdelaouahed Serarma, 2019, "Quantitative Easing as a Mechanism for Non-Traditional Monetary Policy and Implications of its Adoption in the Algerian Economy: Econometric Study using the ARDL Model," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 1, issue 4, pages 120-140, December, DOI: 10.48100/merj.v1i4.65.
• Sneha Raut, 2019, "Occurrence of Occupational Fraud in Family Businesses: A Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 1, pages 119-125, March.
• Alfonso Aja Kindelan & Leovardo Mata Mata & Jaime Humberto Beltrán Godoy, 2019, "Analysis and projection of Pfizer's stock returns, in the period 2018-2020, through differential neural networks," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 19, issue 1, pages 13-34, June, DOI: 10.36105/theanahuacjour.2019v19n1.0.
• Nur Duygu Keten & Atalay Çağlar, 2019, "Financial Performance of Deposit Banks Using The CAMELS Ratios: Composite Index Approach," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 2, pages 417-436, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Мирончик Н.Л. // Mironchik N.L., 2019, "Оценка равновесного обменного курса: простой подход к непростому вопросу // Estimating the equilibrium exchange rate: a simple approach to a difficult issue," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue special, pages 57-77.
• Жузбаев Адам // Zhuzbayev Adam, 2019, "Система прогнозирования и оценивания параметров бюджетной политики Казахстана на основе международного опыта // The system for forecasting and evaluating the parameters of the budgetary policy of Kazakhstan based on international experience," Working Papers, National Bank of Kazakhstan, number #2019-1.
• Самат Мөлдір // Samat Moldir, 2019, "Эмпирическая оценка влияния инвестиций на экономический рост в Казахстане // An empirical assessment of the impact of investment on economic growth in Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2019-3.
• Luis Eduardo Castillo & David Florián Hoyle, 2019, "Measuring the output gap, potential output growth and natural interest rate from a semi-structural dynamic model for Peru," Working Papers, Peruvian Economic Association, number 159, Dec.
• Narek Ghazaryan, 2014, "Short Term Forecasting System of Private Demand Components in Armenia," Working Papers, Central Bank of Armenia, number 3, Apr, revised Dec 2015.
• Ali Alichi & Hayk Avetisyan & Douglas Laxton & Shalva Mkhatrishvili & Armen Nurbekyan & Lusine Torosyan & Hou Wang & Armen Nurbekyan & Lusine Torosyan, 2019, "Multivariate Filter Estimation of Potential Output for the United States: An Extension with Labor Market Hysteresis," Working Papers, Central Bank of Armenia, number 9, Feb, revised Aug 2019.
• Alexey Balaev, 2019, "The structure of public spending and economic growth in Russia," Russian Journal of Economics, ARPHA Platform, volume 5, issue 2, pages 154-176, July, DOI: 10.32609/j.ruje.5.38705.
• Shteryo Nozharov, 2019, "The Institutional Economics of Collective Waste Recovery Systems: an empirical investigation," Papers, arXiv.org, number 1901.00495, Jan, revised Jan 2019.
• Phillip Heiler & Jana Mareckova, 2019, "Shrinkage for Categorical Regressors," Papers, arXiv.org, number 1901.01898, Jan.
• Ali Habibnia & Esfandiar Maasoumi, 2019, "Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Papers, arXiv.org, number 1904.11145, Apr.
• Ekaterina Oparina & Sorawoot Srisuma, 2019, "Analyzing Subjective Well-Being Data with Misclassification," Papers, arXiv.org, number 1905.06037, May.
• Kyungsub Lee & Byoung Ki Seo, 2019, "Marked Hawkes process modeling of price dynamics and volatility estimation," Papers, arXiv.org, number 1907.12025, Jul.
• Francis X. Diebold & Glenn D. Rudebusch, 2019, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers, arXiv.org, number 1912.10774, Dec, revised Jul 2021.
• Adis Puska & Admir Beganovic & Allen Popovic Beganovic, 2019, "Consumers' Loyalty Toward Dark Chocolate," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 28, issue 1, pages 245-266, june.
• Vitaliy Omelyanenko, 2019, "Institutional Strategies Of System Security Of Technological & Innovation Systems," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 1, DOI: 10.30525/2256-0742/2019-5-1-150-159.
• Ekaterina Tzvetanova, 2019, "Adaptation of the Altman’s Corporate Insolvency Prediction Model – The Bulgarian Case," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 125-142.
• Hartl, Tobias & Weigand, Roland, 2019, "Multivariate Fractional Components Analysis," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 38283.
• Kim Huynh & Gradon Nicholls & Oleksandr Shcherbakov, 2019, "Explaining the Interplay Between Merchant Acceptance and Consumer Adoption in Two-Sided Markets for Payment Methods," Staff Working Papers, Bank of Canada, number 19-32, Aug, DOI: 10.34989/swp-2019-32.
• Doga Bilgin & Reinhard Ellwanger, 2019, "The Simple Economics of Global Fuel Consumption," Staff Working Papers, Bank of Canada, number 19-35, Sep, DOI: 10.34989/swp-2019-35.
• Luis Lanteri, 2019, "Growth, Productivity and Technological Change in the Agricultural Sector. Some Evidence for the Argentine Economy, 1985-2018," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 201986, Oct.
• Juan Manuel Julio-Román & Fredy Gamboa-Estrada, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1091, Sep, DOI: 10.32468/be.1091.
• Sanvi Avouyi-Dovi & Christian Pfister & Franck Sédillot, 2019, "French Households Portfolio: The Financial Almost Ideal Demand System Appraisal," Working papers, Banque de France, number 728.
• Dejan Zivkov & Jasmina Đuraskovic & Slavica Manic, 2019, "How do oil price changes affect inflation in Central and Eastern European countries? A wavelet-based Markov switching approach," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 19, issue 1, pages 84-104, DOI: 10.1080/1406099X.2018.1562011.
• Eugene Braslavskiy & Firmin Doko Tchatoka & Virginie Masson, 2019, "The Importance Of Punishment Substitutability In Criminometric Studies," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 3, pages 491-507, July, DOI: 10.1111/boer.12191.
• Chi‐Chuan Lee & Tai‐Hsin Huang, 2019, "What Causes The Efficiency And The Technology Gap Under Different Ownership Structures In The Chinese Banking Industry?," Contemporary Economic Policy, Western Economic Association International, volume 37, issue 2, pages 332-348, April, DOI: 10.1111/coep.12409.
• Aristidis K. Nikoloulopoulos & Peter G. Moffatt, 2019, "Coupling Couples With Copulas: Analysis Of Assortative Matching On Risk Attitude," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 654-666, January, DOI: 10.1111/ecin.12726.
• Markus Hertrich, 2019, "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, volume 20, issue 4, pages 759-794, November, DOI: 10.1111/geer.12185.
• Marlon Fritz & Thomas Gries & Yuanhua Feng, 2019, "Growth Trends and Systematic Patterns of Booms and Busts‐Testing 200 Years of Business Cycle Dynamics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 62-78, February, DOI: 10.1111/obes.12267.
• André K. Anundsen, 2019, "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 4, pages 1587-1619, October, DOI: 10.1111/sjoe.12349.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019, "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 180-197, February, DOI: 10.1111/sjpe.12177.
• Akram, Q. Farooq, 2019, "Oil price drivers, geopolitical uncertainty and oil exporters’ currencies," Working Paper, Norges Bank, number 2019/15, Sep.
• Arthur Lewbel & Jin-Young Choi & Zhuzhu Zhou, 2019, "Over-Identified Doubly Robust Identification and Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 1003, Dec, revised 15 Jan 2022.
• Arthur Lewbel & Xi Qu & Xun Tang, 2019, "Social Networks with Unobserved Links," Boston College Working Papers in Economics, Boston College Department of Economics, number 1004, Jul, revised 15 Jul 2022.
• George Kapetanios & Stephen Millard & Katerina Petrova & Simon Price, 2019, "Time-varying cointegration and the UK great ratios," Bank of England working papers, Bank of England, number 789, Apr.
• Ioanna Mpardaka & Christos Papazoglou, 2019, "The determinants of Greece's export supply of oil," Economic Bulletin, Bank of Greece, issue 49, pages 43-56, July.
• Dimitrios Anastasiou & Zacharias Bragoudakis & Ioannis Malandrakis, 2019, "Non-performing loans, governance indicators and systemic liquidity risk: evidence from Greece," Working Papers, Bank of Greece, number 260, May.
• Gerard J. van den Berg & Hanno Foerster & Arne Uhlendorff, 2019, "Structural Empirical Analysis of Vacancy Referrals With Imperfect Monitoring and the Strategic Use of Sickness Absence," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_123v2, Aug.
• Kovac Mitja, 2019, "Culpa in Contrahendo, Promissory Estoppel, Pre-Contractual Good Faith and Irredeemable Acts," Asian Journal of Law and Economics, De Gruyter, volume 10, issue 1, pages 1-19, April, DOI: 10.1515/ajle-2018-0009.
• Brzozowski Jan & Cucculelli Marco & Peruzzi Valentina, 2019, "Firms’ Proactiveness During the Crisis: Evidence from European Data," Entrepreneurship Research Journal, De Gruyter, volume 9, issue 3, pages 1-14, July, DOI: 10.1515/erj-2017-0215.
• Hertrich Markus, 2019, "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, De Gruyter, volume 20, issue 4, pages 759-794, December, DOI: 10.1111/geer.12185.
• Ciani Emanuele & Fisher Paul, 2019, "Dif-in-Dif Estimators of Multiplicative Treatment Effects," Journal of Econometric Methods, De Gruyter, volume 8, issue 1, pages 1-10, January, DOI: 10.1515/jem-2016-0011.
• Tófoli Paula V. & Ziegelmann Flávio A. & Candido Osvaldo & Valls Pereira Pedro L., 2019, "Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR)," Journal of Time Series Econometrics, De Gruyter, volume 11, issue 2, pages 1-34, July, DOI: 10.1515/jtse-2017-0016.
• Kahra Hannu & Martin Vance L. & Sarkar Saikat, 2019, "A nonlinear model of asset returns with multiple shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 1, pages 1-44, February, DOI: 10.1515/snde-2017-0064.
• Kim Chang-Jin & Kim Yunmi, 2019, "A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2016-0151.
• Yang Lixiong, 2019, "Regression discontinuity designs with unknown state-dependent discontinuity points: estimation and testing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-18, April, DOI: 10.1515/snde-2017-0059.
• Audrino Francesco & Huang Chen & Okhrin Ostap, 2019, "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-22, June, DOI: 10.1515/snde-2017-0080.
• V A Hajivassiliou & Frédérique Savignac & Frédérique Savignac, 2019, "Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 606, Oct.
• V A Hajivassiliou, 2019, "Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 609, Sep.
• V A Hajivassiliou, 2019, "Switching Regressions with Imperfect Regime Classification Information: Theory and Applications," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 610, Nov.
• Kurt Schmidheiny & Sebastian Siegloch, 2019, "On Event Study Designs and Distributed-Lag Models: Equivalence, Generalization and Practical Implications," CESifo Working Paper Series, CESifo, number 7481.
• John K. Dagsvik & Steinar Strøm & Marilena Locatelli, 2019, "Marginal Compensated Effects in Discrete Labor Supply Models," CESifo Working Paper Series, CESifo, number 7493.
• Natalia Khorunzhina, 2019, "Intratemporal nonseparability between housing and nondurable consumption: evidence from reinvestment in housing stock," CESifo Working Paper Series, CESifo, number 7663.
• Romain Houssa & Jolan Mohimont & Chris Otrok, 2019, "A Model for International Spillovers to Emerging Markets," CESifo Working Paper Series, CESifo, number 7702.
• Nicolas Boccard & Axel Gautier, 2019, "Solar Rebound - The Unintended Consequences of Subsidies," CESifo Working Paper Series, CESifo, number 7963.
• Leandro Medina & Friedrich Schneider, 2019, "Shedding Light on the Shadow Economy: A Global Database and the Interaction with the Official One," CESifo Working Paper Series, CESifo, number 7981.
• Simon Dietz & Bruno Lanz, 2019, "Growth and Adaptation to Climate Change in the Long Run," CESifo Working Paper Series, CESifo, number 7986.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
• Luis Sánchez & Karina Caballero, 2019, "La curva de Kuznets ambiental y su relación con el cambio climático en América Latina y el Caribe: un análisis de cointegración con panel, 1980-2015," Revista de Economía del Rosario, Universidad del Rosario, volume 22, issue 1, pages 101-142.
• Juan Camilo Galvis Ciro & Juan Camilo Anzoategui-Zapata, 2019, "Efectos de los anuncios de política monetaria y la credibilidad sobre las expectativas de inflación: evidencia para Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 73-94.
• Juan Pablo Alfonso Zorro, 2019, "Efectos de las variaciones del IPC en las decisiones financieras," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 17329, Jul.
• Juan Pablo Alfonso Zorro, 2019, "Efectos de las variaciones del IPC en las decisiones financieras
  [Effects of CPI Variations on Financial Decisions]," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022731, Jul.
• Héctor Alberto Botello-Penaloza & Isaac Guerrero-Rinc�n, 2019, "Diferencias salariales y desajuste educativo en Colombia," Revista Economía y Región, Universidad Tecnológica de Bolívar, volume 13, issue 2, pages 177-191.
• Mario Gabriel Rangel Vargas & Juan Camilo Pinza Córdoba & Juan Pablo Fajardo Perdomo & Jeferson Yomar Velasco Delgado, 2019, "Principales Determinantes de las Importaciones en Colombia. 2000 – 2016," Revista Tendencias, Universidad de Narino, volume 20, issue 1, pages 130-157, DOI: 10.22267/rtend.192001.111.
• Schmidheiny, Kurt & Siegloch, Sebastian, 2019, "On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization," CEPR Discussion Papers, Centre for Economic Policy Research, number 13477, Jan.
• Linde, Jesper & LASEEN, PER & Ratto, Marco, 2019, "Identification Versus Misspecification in New Keynesian Monetary Policy Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 13492, Jan.
• Canova, Fabio & Matthes, Christian, 2019, "Dealing with misspecification in structural macroeconometric models," CEPR Discussion Papers, Centre for Economic Policy Research, number 13511, Feb.
• Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019, "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 14107, Nov.
• Sergey Ivashchenko & Willi Mutschler, 2019, "The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8319, Jun.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28451, May.
• Escribano, Álvaro & Guasch, J. Luis & Pena, Jorge, 2019, "Investment Climate Effects on Alternative Firm-Level Productivity Measures," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28639, Feb.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29030, Oct.
• Casas, Isabel & Veiga, Helena, 2019, "Exploring option pricing and hedging via volatility asymmetry," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 28234, Mar.
• Christian Cortes García & Álvaro Cangrejo Esquive, 2019, "Modelo de volatilidad a los precios de cierre de la acción pfcemargos comprendidas entre 16/mayo/2013 al 31/mayo/2017," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 119-138, Mayo.