Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2019

• Damià Rey Miró & Pedro V. Piffaut, 2019, "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 189-206, Mayo.
• José Carlos Casas del Rosal & David E. Casas del Rosal & José María Caridad y Ocerin & Julia Núñez Tabales, 2019, "Mercado inmobiliario de españa: Una herramienta para el análisis de la oferta," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 207-218, Diciembre.
• Claude Montmarquette & Nathalie Viennot-Briot, 2019, "The Gamma Factors and the Value of Financial Advice," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 387-411, May.
• Yegnanew A. Shiferaw, 2019, "Multivariate Analysis of East African Currency Exchange Rate Dynamics," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 587-610, November.
• Zhang, Xinyu & Liu, Chu-An, 2019, "Inference After Model Averaging In Linear Regression Models," Econometric Theory, Cambridge University Press, volume 35, issue 4, pages 816-841, August.
• Blagov, Boris & Funke, Michael, 2019, "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 6, pages 2434-2468, September.
• Wymer, Clifford R. & Saltari, Enrico & Federici, Daniela, 2019, "Endogenizing The Ict Sector: A Multisector Approach," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue S1, pages 25-58, September.
• Sailesh Anand BHAGHOE & Karel ECKHORST, 2019, "Constructing a monthly GDP indicator for Suriname," Journal of Economics Library, EconSciences Journals, volume 6, issue 4, pages 310-323, December.
• Виктор Аврамов, 2019, "Анализ На Времевите Редове На Цените И Обема На Борсовата Търговия На Електрическа Енергия В Условията На Ниска Ликвидност," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 4 Year 20, pages 8-22.
• Natascha Hainbach & Christoph Halbmeier & Timo Schmid & Carsten Schröder, 2019, "A Practical Guide for the Computation of Domain-Level Estimates with the Socio-Economic Panel (and Other Household Surveys)," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 1055.
• Javier Alejo & Victor Funes, 2019, "Ecuaciones Salariales de Parejas bajo Selección Muestral Bivariada. Una Aplicación al Caso Argentino," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0246, Jun.
• Vuyokazi Pikoko & Andrew Phiri, 2019, "Is There Hysteresis in South African Unemployment? Evidence from the Post-Recessionary Period," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 15(3), pages 365-387, JUNE.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Salvador Bertomeu, 2019, "On the effects of the financialization of private utilities: lessons from the UK water sector," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2019-29, Dec.
• Giannone, Domenico & Lenza, Michele & Reichlin, Lucrezia, 2019, "Money, credit, monetary policy and the business cycle in the euro area: what has changed since the crisis?," Working Paper Series, European Central Bank, number 2226, Jan.
• Han, Jaepil & Sickles, Robin C., 2019, "Estimation of Industry-level Productivity with Cross-sectional Dependence by Using Spatial Analysis," Working Papers, Rice University, Department of Economics, number 19-002, Jan.
• Liu, Weilin & Sickles, Robin, 2019, "Industry-Specific Productivity and Spatial Spillovers through input-output linkages: evidence from Asia-Pacific Value Chain," Working Papers, Rice University, Department of Economics, number 19-009, Oct.
• Agarwal, Nikhil & Ashlagi, Itai & Rees, Michael & Somaini, Paulo & Waldinger, Daniel, 2019, "An Empirical Framework for Sequential Assignment: The Allocation of Deceased Donor Kidneys," Research Papers, Stanford University, Graduate School of Business, number 3724, Jan.
• Thierno Thioune, 2019, "Output Gap Estimates in the WAEMU Zone," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 182-192.
• Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019, "Influence Oil Price towards Macroeconomic Indicators in Russia," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 123-129.
• Anthony Nyangarika & Alexey Mikhaylov & Ulf Henning Richter, 2019, "Oil Price Factors: Forecasting on the Base of Modified Auto-regressive Integrated Moving Average Model," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 149-159.
• Tafadzwa Ruzive & Thando Mkhombo & Simbarashe Mhaka & Nomahlubi Mavikela & Andrew Phiri, 2019, "Electricity Intensity and Unemployment in South Africa: A Quantile Regression Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 1, pages 31-40.
• Jaehyung An & Alexey Mikhaylov & Nikita Moiseev, 2019, "Oil Price Predictors: Machine Learning Approach," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 1-6.
• Richard Sarpong-Streetor & Rajalingam A/L Sokkalingam & Mahmod bin Othman & Dennis Ling Chuan Ching & Hamzah bin Sakidin, 2019, "A Hybrid Autoregressive Integrated Moving Average-phGMDH Model to Forecast Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 135-141.
• Yousef Abdel Jawad & Issam Ayyash, 2019, "Analysis of Household Expenditure on Electricity in Palestine," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 237-243.
• Andre Assis de Salles & Ana Beatriz Mendes Campanati, 2019, "The Relevance of Crude Oil Prices on Natural Gas Pricing Expectations: A Dynamic Model Based Empirical Study," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 322-330.
• Madina D. Sharapiyeva & Kunanbayeva Duissekul & Nurseiytova Gulmira & Kozhamkulova Zhanna, 2019, "Energy Efficiency of Transport and Logistics Infrastructure: The Example of the Republic of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 331-338.
• Poppy Dyasi & Andrew Phiri, 2019, "A Sectoral Approach to the Electricity-growth Nexus in the Eastern Cape Province of South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 269-276.
• Guo, Jing & Zhang, Zhengyu, 2019, "Does renaming promote economic development? New evidence from a city-renaming reform experiment in China," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2019.101344.
• Amaya, Diego & Boudreault, Mathieu & McLeish, Don L., 2019, "Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 297-313, DOI: 10.1016/j.jedc.2018.11.005.
• Hué, Sullivan & Lucotte, Yannick & Tokpavi, Sessi, 2019, "Measuring network systemic risk contributions: A leave-one-out approach," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 86-114, DOI: 10.1016/j.jedc.2018.12.001.
• Iskrev, Nikolay, 2019, "What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 54-81, DOI: 10.1016/j.jedc.2018.12.002.
• Gómez, Marcos & Medina, Juan Pablo & Valenzuela, Gonzalo, 2019, "Unveiling the objectives of central banks: Tales of four Latin American countries," Economic Modelling, Elsevier, volume 76, issue C, pages 81-100, DOI: 10.1016/j.econmod.2018.07.024.
• Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019, "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, volume 78, issue C, pages 134-149, DOI: 10.1016/j.econmod.2018.08.012.
• Haug, Alfred A. & Jędrzejowicz, Tomasz & Sznajderska, Anna, 2019, "Monetary and fiscal policy transmission in Poland," Economic Modelling, Elsevier, volume 79, issue C, pages 15-27, DOI: 10.1016/j.econmod.2018.09.031.
• Binelli, Chiara & Menezes-Filho, Naercio, 2019, "Why Brazil fell behind in college education?," Economics of Education Review, Elsevier, volume 72, issue C, pages 80-106, DOI: 10.1016/j.econedurev.2019.04.007.
• Cubillos-Rocha, Juan S. & Gomez-Gonzalez, Jose E. & Melo-Velandia, Luis F., 2019, "Detecting exchange rate contagion using copula functions," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 13-22, DOI: 10.1016/j.najef.2018.12.001.
• Serletis, Apostolos & Xu, Libo, 2019, "The demand for banking and shadow banking services," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 132-146, DOI: 10.1016/j.najef.2018.12.009.
• Ghartey, Edward E., 2019, "Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 325-335, DOI: 10.1016/j.najef.2018.05.001.
• Kim, See-Woo & Kim, Jeong-Hoon, 2019, "Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 149-169, DOI: 10.1016/j.najef.2019.01.018.
• Ito, Junichi & Feuer, Hart N. & Kitano, Shinichi & Asahi, Haruka, 2019, "Assessing the effectiveness of Japan's community-based direct payment scheme for hilly and mountainous areas," Ecological Economics, Elsevier, volume 160, issue C, pages 62-75, DOI: 10.1016/j.ecolecon.2019.01.036.
• Verma, Ramprasad & Ahmad, Wasim & Uddin, Gazi Salah & Bekiros, Stelios, 2019, "Analysing the systemic risk of Indian banks," Economics Letters, Elsevier, volume 176, issue C, pages 103-108, DOI: 10.1016/j.econlet.2019.01.003.
• Delle Monache, Davide & Petrella, Ivan, 2019, "Efficient matrix approach for classical inference in state space models," Economics Letters, Elsevier, volume 181, issue C, pages 22-27, DOI: 10.1016/j.econlet.2019.04.012.
• Nguimkeu, Pierre & Denteh, Augustine & Tchernis, Rusty, 2019, "On the estimation of treatment effects with endogenous misreporting," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 487-506, DOI: 10.1016/j.jeconom.2018.10.005.
• Sun, Yutec & Ishihara, Masakazu, 2019, "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 563-584, DOI: 10.1016/j.jeconom.2018.09.021.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019, "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 4-25, DOI: 10.1016/j.jeconom.2019.04.018.
• Chen, Heng & Fan, Yanqin, 2019, "Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 476-502, DOI: 10.1016/j.jeconom.2019.05.015.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
• Feng, Guohua & Peng, Bin & Su, Liangjun & Yang, Thomas Tao, 2019, "Semi-parametric single-index panel data models with interactive fixed effects: Theory and practice," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 607-622, DOI: 10.1016/j.jeconom.2019.05.018.
• Giessing, Alexander & He, Xuming, 2019, "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 235-260, DOI: 10.1016/j.jeconom.2019.04.013.
• Giesecke, K. & Schwenkler, G., 2019, "Simulated likelihood estimators for discretely observed jump–diffusions," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 297-320, DOI: 10.1016/j.jeconom.2019.01.015.
• Fiorentini, Gabriele & Sentana, Enrique, 2019, "Consistent non-Gaussian pseudo maximum likelihood estimators," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 321-358, DOI: 10.1016/j.jeconom.2019.05.017.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019, "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 493-515, DOI: 10.1016/j.jeconom.2019.07.002.
• Orea, Luis & Álvarez, Inmaculada C., 2019, "A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 556-577, DOI: 10.1016/j.jeconom.2019.07.004.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019, "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 1-24, DOI: 10.1016/j.ecosta.2019.05.005.
• Gomez-Gonzalez, Jose E. & Rojas-Espinosa, Wilmer, 2019, "Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100717.
• Adolfson, Malin & Laséen, Stefan & Lindé, Jesper & Ratto, Marco, 2019, "Identification versus misspecification in New Keynesian monetary policy models," European Economic Review, Elsevier, volume 113, issue C, pages 225-246, DOI: 10.1016/j.euroecorev.2018.12.010.
• Iskrev, Nikolay, 2019, "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, volume 119, issue C, pages 318-332, DOI: 10.1016/j.euroecorev.2019.07.012.
• Czajkowski, Mikołaj & Budziński, Wiktor, 2019, "Simulation error in maximum likelihood estimation of discrete choice models," Journal of choice modelling, Elsevier, volume 31, issue C, pages 73-85, DOI: 10.1016/j.jocm.2019.04.003.
• Li, Jingyu & Yao, Yanzhen & Li, Jianping & Zhu, Xiaoqian, 2019, "Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.100624.
• Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L., 2019, "On the robustness of the principal volatility components," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 201-219, DOI: 10.1016/j.jempfin.2019.03.006.
• Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019, "Are capital requirements on small business loans flawed?," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 255-274, DOI: 10.1016/j.jempfin.2019.05.001.
• Noel, Lance & Papu Carrone, Andrea & Jensen, Anders Fjendbo & Zarazua de Rubens, Gerardo & Kester, Johannes & Sovacool, Benjamin K., 2019, "Willingness to pay for electric vehicles and vehicle-to-grid applications: A Nordic choice experiment," Energy Economics, Elsevier, volume 78, issue C, pages 525-534, DOI: 10.1016/j.eneco.2018.12.014.
• Agnolucci, Paolo & Arvanitopoulos, Theodoros, 2019, "Industrial characteristics and air emissions: Long-term determinants in the UK manufacturing sector," Energy Economics, Elsevier, volume 78, issue C, pages 546-566, DOI: 10.1016/j.eneco.2018.12.005.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, volume 79, issue C, pages 171-182, DOI: 10.1016/j.eneco.2018.02.007.
• Maryniak, Paweł & Trück, Stefan & Weron, Rafał, 2019, "Carbon pricing and electricity markets — The case of the Australian Clean Energy Bill," Energy Economics, Elsevier, volume 79, issue C, pages 45-58, DOI: 10.1016/j.eneco.2018.06.003.
• Chai, Jian & Du, Mengfan & Liang, Ting & Sun, Xiaojie Christine & Yu, Ji & Zhang, Zhe George, 2019, "Coal consumption in China: How to bend down the curve?," Energy Economics, Elsevier, volume 80, issue C, pages 38-47, DOI: 10.1016/j.eneco.2018.12.016.
• Kostrzewski, Maciej & Kostrzewska, Jadwiga, 2019, "Probabilistic electricity price forecasting with Bayesian stochastic volatility models," Energy Economics, Elsevier, volume 80, issue C, pages 610-620, DOI: 10.1016/j.eneco.2019.02.004.
• Knaut, Andreas & Paschmann, Martin, 2019, "Price volatility in commodity markets with restricted participation," Energy Economics, Elsevier, volume 81, issue C, pages 37-51, DOI: 10.1016/j.eneco.2019.03.004.
• Chatzistamoulou, Nikos & Kounetas, Kostas & Tsekouras, Kostas, 2019, "Energy efficiency, productive performance and heterogeneous competitiveness regimes. Does the dichotomy matter?," Energy Economics, Elsevier, volume 81, issue C, pages 687-697, DOI: 10.1016/j.eneco.2019.05.005.
• Ho, Anson T.Y. & Huynh, Kim P. & Jacho-Chávez, David T., 2019, "Using nonparametric copulas to measure crude oil price co-movements," Energy Economics, Elsevier, volume 82, issue C, pages 211-223, DOI: 10.1016/j.eneco.2018.05.022.
• Holmes, Mark J. & Otero, Jesús, 2019, "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, volume 82, issue C, pages 224-236, DOI: 10.1016/j.eneco.2017.08.034.
• Alptekin, Aynur & Broadstock, David C. & Chen, Xiaoqi & Wang, Dong, 2019, "Time-varying parameter energy demand functions: Benchmarking state-space methods against rolling-regressions," Energy Economics, Elsevier, volume 82, issue C, pages 26-41, DOI: 10.1016/j.eneco.2018.03.009.
• Koto, Prosper Senyo & Yiridoe, Emmanuel K., 2019, "Expected willingness to pay for wind energy in Atlantic Canada," Energy Policy, Elsevier, volume 129, issue C, pages 80-88, DOI: 10.1016/j.enpol.2019.02.009.
• Peña, Juan Ignacio & Rodríguez, Rosa, 2019, "Are EU's Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices," Energy, Elsevier, volume 183, issue C, pages 477-486, DOI: 10.1016/j.energy.2019.06.138.
• Feng, Lingbing & Fu, Tong & Kutan, Ali M., 2019, "Can government intervention be both a curse and a blessing? Evidence from China's finance sector," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 71-81, DOI: 10.1016/j.irfa.2018.10.010.
• de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier, 2019, "The drivers of Bitcoin demand: A short and long-run analysis," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 21-34, DOI: 10.1016/j.irfa.2019.01.006.
• Lee, Yongwoong & Yang, Kisung, 2019, "Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101374.
• Shi, Baofeng & Zhao, Xue & Wu, Bi & Dong, Yizhe, 2019, "Credit rating and microfinance lending decisions based on loss given default (LGD)," Finance Research Letters, Elsevier, volume 30, issue C, pages 124-129, DOI: 10.1016/j.frl.2019.03.033.
• Chevapatrakul, Thanaset & Mascia, Danilo V., 2019, "Detecting overreaction in the Bitcoin market: A quantile autoregression approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 371-377, DOI: 10.1016/j.frl.2018.11.004.
• Geuder, Julian & Kinateder, Harald & Wagner, Niklas F., 2019, "Cryptocurrencies as financial bubbles: The case of Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.011.
• Polonio, Luca & Coricelli, Giorgio, 2019, "Testing the level of consistency between choices and beliefs in games using eye-tracking," Games and Economic Behavior, Elsevier, volume 113, issue C, pages 566-586, DOI: 10.1016/j.geb.2018.11.003.
• Doi, Naoshi & Ohashi, Hiroshi, 2019, "Market structure and product quality: A study of the 2002 Japanese airline merger," International Journal of Industrial Organization, Elsevier, volume 62, issue C, pages 158-193, DOI: 10.1016/j.ijindorg.2017.11.006.
• Candian, Giacomo, 2019, "Information frictions and real exchange rate dynamics," Journal of International Economics, Elsevier, volume 116, issue C, pages 189-205, DOI: 10.1016/j.jinteco.2018.11.006.
• Chen, Kun & Huang, Rui & Chan, Ngai Hang & Yau, Chun Yip, 2019, "Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 8-18, DOI: 10.1016/j.insmatheco.2019.01.009.
• Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1533-1547, DOI: 10.1016/j.ijforecast.2019.02.001.
• Tsukamoto, Takahiro, 2019, "A spatial autoregressive stochastic frontier model for panel data incorporating a model of technical inefficiency," Japan and the World Economy, Elsevier, volume 50, issue C, pages 66-77, DOI: 10.1016/j.japwor.2018.11.003.
• Bechlioulis, Alexandros P. & Brissimis, Sophocles N., 2019, "Consumer debt non-payment and the borrowing constraint: Implications for consumer behavior," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 161-172, DOI: 10.1016/j.jbankfin.2019.02.009.
• Gourieroux, Christian & Lu, Yang, 2019, "Least impulse response estimator for stress test exercises," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 62-77, DOI: 10.1016/j.jbankfin.2019.03.021.
• Burke, William J. & Frossard, Emmanuel & Kabwe, Stephen & Jayne, Thom S., 2019, "Understanding fertilizer adoption and effectiveness on maize in Zambia," Food Policy, Elsevier, volume 86, issue C, pages 1-1, DOI: 10.1016/j.foodpol.2019.05.004.
• Wossen, Tesfamicheal & Alene, Arega & Abdoulaye, Tahirou & Feleke, Shiferaw & Manyong, Victor, 2019, "Agricultural technology adoption and household welfare: Measurement and evidence," Food Policy, Elsevier, volume 87, issue C, pages 1-1, DOI: 10.1016/j.foodpol.2019.101742.
• Rosenberg, Signe, 2019, "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101659.
• Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019, "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 93-110, DOI: 10.1016/j.jimonfin.2019.06.005.
• Henckel, Timo & Menzies, Gordon D. & Moffatt, Peter & Zizzo, Daniel J., 2019, "Three dimensions of central bank credibility and inferential expectations: The Euro zone," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 294-308, DOI: 10.1016/j.jmacro.2019.01.012.
• Dufrénot, Gilles & Paret, Anne-Charlotte, 2019, "Power-law distribution in the external debt-to-fiscal revenue ratios: Empirical evidence and a theoretical model," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 341-359, DOI: 10.1016/j.jmacro.2019.04.002.
• Fisher, Lance A. & Huh, Hyeon-seung, 2019, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103125.
• Neri, Stefano & Gerali, Andrea, 2019, "Natural rates across the Atlantic," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.04.007.
• Armstrong, Margaret & Langrené, Nicolas & Petter, Renato & Chen, Wen & Petter, Carlos, 2019, "Accounting for tailings dam failures in the valuation of mining projects," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101461.
• Mountain, Bruce R., 2019, "Ownership, regulation, and financial disparity: The case of electricity distribution in Australia," Utilities Policy, Elsevier, volume 60, issue C, pages 1-1, DOI: 10.1016/j.jup.2019.100938.
• Arias, Jonas E. & Caldara, Dario & Rubio-Ramírez, Juan F., 2019, "The systematic component of monetary policy in SVARs: An agnostic identification procedure," Journal of Monetary Economics, Elsevier, volume 101, issue C, pages 1-13, DOI: 10.1016/j.jmoneco.2018.07.011.
• Rahman, Md Lutfur & Shamsuddin, Abul, 2019, "Investor sentiment and the price-earnings ratio in the G7 stock markets," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 46-62, DOI: 10.1016/j.pacfin.2019.03.003.

2018

• Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-01, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Option Panels in Pure-Jump Settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-04, Jan.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
• Isabel Casas & Xiuping Mao & Helena Veiga, 2018, "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-10, Mar.
• Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-13, Mar.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-14, Apr.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018, "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-15, Apr.
• Maxime Morariu-Patrichi & Mikko Pakkanen, 2018, "State-dependent Hawkes processes and their application to limit order book modelling," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-26, Sep.
• Yukai Yang & Luc Bauwens, 2018, "State-Space Models on the Stiefel Manifold with A New Approach to Nonlinear Filtering," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-30, Nov.
• Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-31, Nov.
• Joseph G. Altonji & Richard K. Mansfield, 2018, "Estimating Group Effects Using Averages of Observables to Control for Sorting on Unobservables: School and Neighborhood Effects," American Economic Review, American Economic Association, volume 108, issue 10, pages 2902-2946, October.
• Pierre Dubois & Laura Lasio, 2018, "Identifying Industry Margins with Price Constraints: Structural Estimation on Pharmaceuticals," American Economic Review, American Economic Association, volume 108, issue 12, pages 3685-3724, December.
• Michal Kolesár & Christoph Rothe, 2018, "Inference in Regression Discontinuity Designs with a Discrete Running Variable," American Economic Review, American Economic Association, volume 108, issue 8, pages 2277-2304, August.
• Matthew Osborne, 2018, "Approximating the Cost-of-Living Index for a Storable Good," American Economic Journal: Microeconomics, American Economic Association, volume 10, issue 2, pages 286-314, May.
• Alvin Murphy, 2018, "A Dynamic Model of Housing Supply," American Economic Journal: Economic Policy, American Economic Association, volume 10, issue 4, pages 243-267, November.
• Susan Athey & David Blei & Robert Donnelly & Francisco Ruiz & Tobias Schmidt, 2018, "Estimating Heterogeneous Consumer Preferences for Restaurants and Travel Time Using Mobile Location Data," AEA Papers and Proceedings, American Economic Association, volume 108, pages 64-67, May.
• Joshua E. Blumenstock, 2018, "Estimating Economic Characteristics with Phone Data," AEA Papers and Proceedings, American Economic Association, volume 108, pages 72-76, May.
• Bryan S. Graham, 2018, "Identifying and Estimating Neighborhood Effects," Journal of Economic Literature, American Economic Association, volume 56, issue 2, pages 450-500, June.
• Levon Barseghyan & Francesca Molinari & Ted O'Donoghue & Joshua C. Teitelbaum, 2018, "Estimating Risk Preferences in the Field," Journal of Economic Literature, American Economic Association, volume 56, issue 2, pages 501-564, June.
• Paltasingh, Kirtti Ranjan & Goyari, Phanindra, None, "Statistical Modeling of Crop-Weather Relationship in India: A Survey on Evolutionary Trend of Methodologies," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 15, issue 01, DOI: 10.22004/ag.econ.275688.
• Welfe, Aleksander & Karp, Piotr, 2018, "Wpływ potencjalnych zmian składników popytu finalnego na gospodarkę Polski. Analiza na podstawie modelu WM-1," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2018, issue 4, DOI: 10.22004/ag.econ.359168.
• Giovanni Verga & Federica Trani & Nicoleta Vasilcovschi, 2018, "The Interaction between American and European IRS Interest Rates," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 81-96, March.
• Larysa Yakymova, 2018, "Modeling the Diffusion of Private Pension Provision," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 4, pages 385-405, December.
• Qingxia (Jenny) Wang, 2018, "A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 1, pages 178-185, March.
• Milind Tiwari, 2018, "Shell Companies – Identification of an Instrument Used for Illicit Purposes: A Pitch," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 4, pages 685-692, December.
• Bystrov Victor, 2018, "Measuring the Natural Rates of Interest in Germany and Italy," Lodz Economics Working Papers, University of Lodz, Faculty of Economics and Sociology, number 7/2018, Oct.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201801, Jan, revised Jan 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201802, Apr, revised Apr 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201803, Apr, revised Jun 2018.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201810, Oct, revised Oct 2018.
• Ryo Okui & Wendun Wang, 2018, "Heterogeneous structural breaks in panel data models," Papers, arXiv.org, number 1801.04672, Jan, revised Nov 2018.
• Susan Athey & David Blei & Robert Donnelly & Francisco Ruiz & Tobias Schmidt, 2018, "Estimating Heterogeneous Consumer Preferences for Restaurants and Travel Time Using Mobile Location Data," Papers, arXiv.org, number 1801.07826, Jan.
• Hassan B. Ghassan & Hassan R. Al-Hajhoj & Faruk Balli, 2018, "Bi-Demographic Changes and Current Account using SVAR Modeling," Papers, arXiv.org, number 1803.11161, Mar, revised Mar 2019.
• Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018, "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Papers, arXiv.org, number 1805.04048, May.
• Florian Ziel & Rafal Weron, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Papers, arXiv.org, number 1805.06649, May.
• Victor Chernozhukov & Wolfgang K. Hardle & Chen Huang & Weining Wang, 2018, "LASSO-Driven Inference in Time and Space," Papers, arXiv.org, number 1806.05081, Jun, revised May 2020.
• Cuicui Lu & Weining Wang & Jeffrey M. Wooldridge, 2018, "Using generalized estimating equations to estimate nonlinear models with spatial data," Papers, arXiv.org, number 1810.05855, Oct.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018, "Factor-Driven Two-Regime Regression," Papers, arXiv.org, number 1810.11109, Oct, revised Sep 2020.
• Tobias Hartl & Roland Weigand, 2018, "Multivariate Fractional Components Analysis," Papers, arXiv.org, number 1812.09149, Dec, revised Jan 2019.
• Luisa Corrado & Melvyn Weeks & Thanasis Stengos & M. Ege Yazgan, 2018, "Robust Tests for Convergence Clubs," Papers, arXiv.org, number 1812.09518, Dec.
• Olha Kudrina & Vitaliy Omelyanenko, 2018, "Research Framework For System Security Of Technological & Innovation Systems," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 1, DOI: 10.30525/2256-0742/2018-4-1-248-254.
• Tetiana Aloshyna & Dmytro Kozenkov, 2018, "Innovation-Driven Growth Model In The Present Context Of Business Performance," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 2, DOI: 10.30525/2256-0742/2018-4-2-8-14.
• Stavros Degiannakis & George Filis & Sofia Panagiotakopoulou, 2018, "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES13, Feb.
• Michail Filippidis & George Filis & Christos Floros & Renatas Kizys, 2018, "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES19, Mar.
• Ditimi Amassoma & O. Adeleke, 2018, "Testing for the Causality between Interest Rate and Stock Market Performance in Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 109-124.
• Shteryo Nozharov, 2018, "The Institutional Economics of Collective Waste Recovery Systems: an Empirical Investigation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 172-180.
• Luis Uzeda, 2018, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers, Bank of Canada, number 18-14, DOI: 10.34989/swp-2018-14.
• Andrew Lee-Poy, 2018, "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes, Bank of Canada, number 2018-34, DOI: 10.34989/san-2018-34.
• Juan Sebastian Cubillos-Rocha & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia, 2018, "Detecting exchange rate contagion using copula functions," Borradores de Economia, Banco de la Republica de Colombia, number 1047, Aug, DOI: 10.32468/be.1047.
• Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia, 2018, "Asymptotically unbiased inference for a panel VAR model with p lags," Borradores de Economia, Banco de la Republica de Colombia, number 1059, Nov, DOI: 10.32468/be.1059.
• Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018, "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia, Banco de la Republica de Colombia, number 1060, Dec, DOI: 10.32468/be.1060.
• Lubna Naz & Munir Ahmad & G.M Arif, 2018, "Estimating Food Demand System and Rural Household Welfare: A Case study from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 10, issue 4, pages 55-82, December, DOI: dx.doi.org/10.22547/BER/10.4.3.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018, "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers, Bank for International Settlements, number 690, Jan.
• Ksenia Yakovleva, 2018, "Text Mining-based Economic Activity Estimation," Russian Journal of Money and Finance, Bank of Russia, volume 77, issue 4, pages 26-41, December, DOI: 10.31477/rjmf.201804.26.
• Luis Orea & Jevgenijs Steinbuks, 2018, "Estimating Market Power In Homogenous Product Markets Using A Composed Error Model: Application To The California Electricity Market," Economic Inquiry, Western Economic Association International, volume 56, issue 2, pages 1296-1321, April, DOI: 10.1111/ecin.12539.
• Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018, "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, volume 21, issue 1, pages 55-70, March, DOI: 10.1111/infi.12119.
• Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018, "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 523-548, April, DOI: 10.1111/rssc.12237.
• Alain Kabundi & Asi Mbelu, 2018, "Has the Exchange Rate Pass‐Through changed in South Africa?," South African Journal of Economics, Economic Society of South Africa, volume 86, issue 3, pages 339-360, September, DOI: 10.1111/saje.12197.
• Nikoleta Anesti & Ana Galvão & Silvia Miranda-Agrippino, 2018, "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers, Bank of England, number 764, Nov.
• Zacharias Bragoudakis, 2018, "Are the price adjustments asymmetric in basic food categories? The case of the Greek food market," Economic Bulletin, Bank of Greece, issue 47, pages 75-91, July.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2018, "Time series with interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data," Working Papers, Bank of Greece, number 246, May.
• Won-Kyu Kim, 2018, "Analysis on Korean Inter-industry Productivity Spillover Effects (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 24, issue 3, pages 83-129, September.
• Sei-Wan Kim & Moon Jung Choi, 2018, "Do Korean Exports Have Different Patterns over Different Regimes?: New Evidence from STAR-VECM," Working Papers, Economic Research Institute, Bank of Korea, number 2018-30, Oct.
• G. Angelini & L. Fanelli, 2018, "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1122, May.
• Ndeye Ndiaye & Lutfi Abdul Razak & Ruslan Nagayev & Adam Ng, 2018, "Demystifying small and medium enterprises’ (SMEs) performance in emerging and developing economies," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 269-281, December.
• Poissonnier Aurélien, 2018, "The Chow-Lin method extended to dynamic models with autocorrelated residuals," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 1, pages 1-17, January, DOI: 10.1515/jtse-2016-0007.
• Noureldin Diaa, 2018, "Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 2, pages 1-19, August, DOI: 10.1515/rmeef-2018-0002.
• Liu Xiaochun & Luger Richard, 2018, "Markov-switching quantile autoregression: a Gibbs sampling approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1, April, DOI: 10.1515/snde-2016-0078.
• Kotz Hans-Helmut & Semmler Willi & Tahri Ibrahim, 2018, "Financial fragmentation and the monetary transmission mechanism in the euro area: a smooth transition VAR approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-19, December, DOI: 10.1515/snde-2017-0097.
• Giuseppe Arbia & Anna Gloria Billé, 2018, "Spatial Discrete Choice Models: A Review Focused on Specification, Estimation and Health Economics applications," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS54, Sep.
• Corrado, L. & Stengos, T. & Weeks, M. & Ege Yazgan, M., 2018, "Robust Tests for Convergence Clubs," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1873, Dec.
• Balazs Egert, 2018, "Aggregate Multi-Factor Productivity: Measurement Issues in OECD Countries," CESifo Working Paper Series, CESifo, number 6916.
• Metin Ilbasmis & Marc Gronwald & Yuan Zhao, 2018, "Diversification Power of Real Estate Market Securities: The Role of Financial Crisis and Dividend Policy," CESifo Working Paper Series, CESifo, number 7015.
• Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018, "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1824, Aug.
• Jagjit S. Chadha & Katsuyuki Shibayama, 2018, "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers, Centre for Macroeconomics (CFM), number 1825, Sep.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Emmanuel Bovari & Oskar Lecuyer & Florent Mc Isaac, 2018, "Debt and damages: What are the chances of staying under the 2C warming threshold?," International Economics, CEPII research center, issue 155, pages 92-108.
• Kenneth G. Stewart & Jiang Li, 2018, "Are factor biases and substitution identifiable? The Canadian evidence," Canadian Journal of Economics, Canadian Economics Association, volume 51, issue 2, pages 528-548, May, DOI: 10.1111/caje.12330.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1802, Jan.
• Álvaro Martín Moreno Rivas, 2018, "Del mundo del más o menos al universo de precisión: a propósito de los modelos de ciclos de los negocios de Ragnar Frisch y Michal Kalecki," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 022857, Oct.
• Álvaro Martín Moreno Rivas, 2018, "Del mundo del más o menos al universo de precisión: a propósito de los modelos de ciclos de los negocios de Ragnar Frisch Y Michal Kalecki," Documentos de Trabajo, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 16810, Oct.
• Eduardo Rosas Rojas & M�nica C. Mimbrera Delgado, 2018, "Inflación y volatilidad cambiaria en México (1969-2017)," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17297, Jul.
• Eduardo Rosas Rojas & Teresa L�pez Gonz�lez, 2018, "Inflación e incertidumbre inflacionaria: la postura del Banco de México, 1969-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 2, pages 349-372.
• Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018, "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2937, Jan.
• Yukai Yang & Luc Bauwens, 2018, "State-space models on the Stiefel Manifold with a new approach to nonlinear filtering," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2985, Jan, DOI: https://doi.org/10.3390/econometric.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Consistent non-Gaussian pseudo maximum likelihood estimators," CEPR Discussion Papers, Centre for Economic Policy Research, number 12682, Feb.