Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2019

• 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.
• Huang, Tai-Hsin & Lin, Chung-I & Wu, Ruei-Cian, 2019, "Assessing the marketing and investment efficiency of Taiwan’s life insurance firms under network structures," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 132-147, DOI: 10.1016/j.qref.2018.07.002.
• Guo, Juncong & Qu, Xi, 2019, "Spatial interactive effects on housing prices in Shanghai and Beijing," Regional Science and Urban Economics, Elsevier, volume 76, issue C, pages 147-160, DOI: 10.1016/j.regsciurbeco.2018.07.006.

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.
• 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," 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, C.E.P.R. Discussion Papers, number 12682, Feb.
• Pedersen, Lasse Heje & Bollerslev, Tim & Hood, Benjamin & Huss, John, 2018, "Risk Everywhere: Modeling and Managing Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12687, Feb.
• Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018, "Common Factors of Commodity Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12767, Mar.
• Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018, "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12930, May.
• Salanié, Bernard & Wolak, Frank, 2018, "Fast, “Robust†, and Approximately Correct: Estimating Mixed Demand Systems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13236, Oct.
• Ciliberto, Federico & , & ,, 2018, "Market Structure and Competition in Airline Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13346, Nov.
• Chernov, Mikhail & Lochstoer, Lars & Lundeby, Stig, 2018, "Conditional dynamics and the multi-horizon risk-return trade-off," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13365, Dec.
• Melosi, Leonardo & Faccini, Renato, 2018, "Pigouvian Cycles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13370, Dec.
• Chernozhukov, V. & Härdle, W.K. & Huang, C. & Wang, W., 2018, "LASSO-Driven Inference in Time and Space," Working Papers, Department of Economics, City St George's, University of London, number 18/04.
• Słoczyński, Tymon & Wooldridge, Jeffrey M., 2018, "A General Double Robustness Result For Estimating Average Treatment Effects," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 112-133, February.
• Al-Sadoon, Majid M., 2018, "The Linear Systems Approach To Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, volume 34, issue 3, pages 628-658, June.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1371-1390, June.
• Lhuissier, Stéphane, 2018, "The Regime-Switching Volatility Of Euro Area Business Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 2, pages 426-469, March.
• Marco Giesselmann & Alexander Schmidt-Catran, 2018, "Interactions in Fixed Effects Regression Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1748.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-25.
• SANCHEZ, Esdras Josiel & LICONA, Tania Soledad & LICONA, Kenssy Jackeline & GONZALEZ, Stephanie Julissa & MEJIA, Diana Alejandra & PAREDES, Felipe Alejandro & SALINAS, Luis Roberto, 2018, "Development, Health Services And Social Determinants Of Perceived Health In Honduras: A Non Linear Econometric Model Applied To Three Department Capitals," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 87-104.
• Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018, "Common factors of commodity prices," Research Bulletin, European Central Bank, volume 51.
• Elhorst, J. Paul & Gross, Marco & Tereanu, Eugen, 2018, "Spillovers in space and time: where spatial econometrics and Global VAR models meet," Working Paper Series, European Central Bank, number 2134, Feb.
• Iskrev, Nikolay, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series, European Central Bank, number 2161, Jun.
• González, Marta Ramos & Ureña, Antonio Partal & Fernández-Aguado, Pilar Gómez, 2018, "Proposal on ELBE and LGD in-default: tackling capital requirements after the financial crisis," Working Paper Series, European Central Bank, number 2165, Jun.
• Denbee, Edward & Julliard, Christian & Li, Ye & Yuan, Kathy, 2018, "Network Risk and Key Players: A Structural Analysis of Interbank Liquidity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-11, Mar.
• Glass, Anthony J. & Kenjegalieva, Karligash & Sickles, Robin C. & Weyman-Jones, Thomas, 2018, "The Spatial Efficiency Multiplier and Common Correlated Effects in a Spatial Autoregressive Stochastic Frontier Model," Working Papers, Rice University, Department of Economics, number 18-003.
• Luxolo Malangeni & Andrew Phiri, 2018, "Education and Economic Growth in Post-apartheid South Africa: An Autoregressive Distributive Lag Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 101-107.
• Anelisa Nomatye & Andrew Phiri, 2018, "Investigating the Macroeconomic Determinants of Hosehold Debt in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 62-69.
• B. Mapapu & Andrew Phiri, 2018, "Carbon Emissions and Economic Growth in South Africa: A Quantile Regresison Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 1, pages 195-202.
• Rosa Mar a Dom nguez-Gij n & Francisco Venegas-Mart nez & Alfredo Omar Palafox-Roca, 2018, "Short- and Long-Term Relations among Prices of the Mexican Crude Oil Blend, West Texas Intermediate, and Brent: Market Trend and Risk Premia, 2005-2016," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 87-91.
• Alexey Yurievich Mikhaylov, 2018, "Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 321-326.
• Adalat Muradov & Yadulla Hasanli & Nazim Hajiyev & Rovshan Akbarov, 2018, "Modelling the Impact of the Solar Activity on Demographic and Economic Indicators," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 120-124.
• Cheng-Yih Hong & Chen-Jung Hsu, 2018, "Economic Growth, Oil Consumption and Import Intensity: Factor Decomposition of Imported Crude Oil Model Approach," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 4, pages 152-156.
• Dolores Furio & Javier Poblacion, 2018, "Electricity and Natural Gas Prices Sharing the Long-term Trend: Some Evidence from the Spanish Market," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 173-180.
• Anthony Msafiri Nyangarika & Alexey Yurievich Mikhaylov & Bao-jun Tang, 2018, "Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 42-48.
• Bothwell Nyoni & Andrew Phiri, 2018, "The Electricity-growth Nexus in South Africa: Evidence from Asymmetric Cointegration and Co-feature Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 80-88.
• Fuad M.M Kreishan & Mohamed Sayed Abou Elseoud & Mohammad Selim, 2018, "Oil Revenue and State Budget Dynamic Relationship: Evidence from Bahrain," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 174-179.
• B nyamin Er & Yusuf Guneysu & H seyin nal, 2018, "Financing Renewable Energy Projects: An Empirical Analysis for Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 180-185.
• Ama Agyeiwaa Abrokwah, 2018, "Price and Volatility Spillovers in the Electricity Reliability Council of Texas Day-Ahead Electricity Market," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 322-330.
• Abdulaziz Hamad Algaeed, 2018, "The Oil Price Volatility and a Revisited Saudi Import Demand Function: An Empirical Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 59-69.
• Faria, Adriano & Almeida, Caio, 2018, "A hybrid spline-based parametric model for the yield curve," Journal of Economic Dynamics and Control, Elsevier, volume 86, issue C, pages 72-94, DOI: 10.1016/j.jedc.2017.10.009.
• Debarsy, Nicolas & Dossougoin, Cyrille & Ertur, Cem & Gnabo, Jean-Yves, 2018, "Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 21-45, DOI: 10.1016/j.jedc.2017.11.005.
• Blasques, Francisco & Bräuning, Falk & Lelyveld, Iman van, 2018, "A dynamic network model of the unsecured interbank lending market," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 310-342, DOI: 10.1016/j.jedc.2018.03.015.
• Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018, "Bayesian estimation of DSGE models: Identification using a diagnostic indicator," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 172-186, DOI: 10.1016/j.jedc.2018.08.005.
• Bidisha, Sayema Haque & Hossain, Md. Amzad & Alam, Rubaiyat & Hasan, Md. Mehedi, 2018, "Credit, tenancy choice and agricultural efficiency: Evidence from the northern region of Bangladesh," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 22-32, DOI: 10.1016/j.eap.2017.10.001.
• Chen, Hong & Wang, Xi & Singh, Baljeet, 2018, "Can private domestic investment lead Chinese technological progress?," Economic Modelling, Elsevier, volume 70, issue C, pages 186-193, DOI: 10.1016/j.econmod.2017.11.002.
• Guarini, Giulio & Laureti, Tiziana & Garofalo, Giuseppe, 2018, "Territorial and individual educational inequality: A Capability Approach analysis for Italy," Economic Modelling, Elsevier, volume 71, issue C, pages 247-262, DOI: 10.1016/j.econmod.2017.12.016.
• Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018, "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, volume 71, issue C, pages 305-315, DOI: 10.1016/j.econmod.2017.10.004.
• Considine, Timothy J., 2018, "Estimating concave substitution possibilities with non-stationary data using the dynamic linear logit demand model," Economic Modelling, Elsevier, volume 72, issue C, pages 22-30, DOI: 10.1016/j.econmod.2017.12.021.
• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018, "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, volume 72, issue C, pages 306-319, DOI: 10.1016/j.econmod.2018.02.006.
• Degiannakis, Stavros & Filis, George & Panagiotakopoulou, Sofia, 2018, "Oil price shocks and uncertainty: How stable is their relationship over time?," Economic Modelling, Elsevier, volume 72, issue C, pages 42-53, DOI: 10.1016/j.econmod.2018.01.004.
• Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018, "ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis," Economic Modelling, Elsevier, volume 72, issue C, pages 78-98, DOI: 10.1016/j.econmod.2018.01.007.
• Fowler, Stuart J. & Fowler, Jennifer J. & Seagraves, Philip A. & Beauchamp, Charles F., 2018, "A fundamentalist theory of real estate market outcomes," Economic Modelling, Elsevier, volume 73, issue C, pages 295-305, DOI: 10.1016/j.econmod.2018.04.005.
• Grau, Nicolás, 2018, "The impact of college admissions policies on the academic effort of high school students," Economics of Education Review, Elsevier, volume 65, issue C, pages 58-92, DOI: 10.1016/j.econedurev.2018.03.002.
• Bovari, Emmanuel & Giraud, Gaël & Mc Isaac, Florent, 2018, "Coping With Collapse: A Stock-Flow Consistent Monetary Macrodynamics of Global Warming," Ecological Economics, Elsevier, volume 147, issue C, pages 383-398, DOI: 10.1016/j.ecolecon.2018.01.034.
• Ito, Junichi & Feuer, Hart N. & Kitano, Shinichi & Komiyama, Midori, 2018, "A Policy Evaluation of the Direct Payment Scheme for Collective Stewardship of Common Property Resources in Japan," Ecological Economics, Elsevier, volume 152, issue C, pages 141-151, DOI: 10.1016/j.ecolecon.2018.05.029.
• Jeong, Minsoo, 2018, "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, volume 162, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.10.007.
• Augustyniak, Maciej & Dufays, Arnaud, 2018, "Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space," Economics Letters, Elsevier, volume 170, issue C, pages 122-126, DOI: 10.1016/j.econlet.2018.06.009.
• Liu, Chu-An, 2018, "Averaging estimators for kernel regressions," Economics Letters, Elsevier, volume 171, issue C, pages 102-105, DOI: 10.1016/j.econlet.2018.07.016.
• Andrle, Michal & Plašil, Miroslav, 2018, "Econometrics with system priors," Economics Letters, Elsevier, volume 172, issue C, pages 134-137, DOI: 10.1016/j.econlet.2018.08.038.
• Li, Dong & Zhang, Xingfa & Zhu, Ke & Ling, Shiqing, 2018, "The ZD-GARCH model: A new way to study heteroscedasticity," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2017.09.003.
• Gallant, A. Ronald & Hong, Han & Khwaja, Ahmed, 2018, "A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 19-32, DOI: 10.1016/j.jeconom.2017.04.004.
• De Luca, Giuseppe & Magnus, Jan R. & Peracchi, Franco, 2018, "Weighted-average least squares estimation of generalized linear models," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 1-17, DOI: 10.1016/j.jeconom.2017.12.007.
• Antoine, Bertille & Boldea, Otilia, 2018, "Efficient estimation with time-varying information and the New Keynesian Phillips Curve," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 268-300, DOI: 10.1016/j.jeconom.2018.02.005.
• Ronald Gallant, A. & Tauchen, George, 2018, "Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 140-155, DOI: 10.1016/j.jeconom.2018.03.008.
• Golombek, Rolf & Raknerud, Arvid, 2018, "Exit dynamics of start-up firms: Structural estimation using indirect inference," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 204-225, DOI: 10.1016/j.jeconom.2018.03.011.
• Fiorentini, Gabriele & Galesi, Alessandro & Sentana, Enrique, 2018, "A spectral EM algorithm for dynamic factor models," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 249-279, DOI: 10.1016/j.jeconom.2018.03.013.
• Fan, Yanqin & Liu, Ruixuan, 2018, "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 1-38, DOI: 10.1016/j.jeconom.2018.04.002.
• Su, Liangjun & Ju, Gaosheng, 2018, "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, volume 206, issue 2, pages 554-573, DOI: 10.1016/j.jeconom.2018.06.014.
• Mutschler, Willi, 2018, "Higher-order statistics for DSGE models," Econometrics and Statistics, Elsevier, volume 6, issue C, pages 44-56, DOI: 10.1016/j.ecosta.2016.10.005.
• Bayer, Sebastian, 2018, "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, volume 8, issue C, pages 56-77, DOI: 10.1016/j.ecosta.2017.08.001.
• Trinh Thi, Huong & Simioni, Michel & Thomas-Agnan, Christine, 2018, "Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014," Economics & Human Biology, Elsevier, volume 31, issue C, pages 259-275, DOI: 10.1016/j.ehb.2018.09.002.
• Paul, Satya & Shankar, Sriram, 2018, "On estimating efficiency effects in a stochastic frontier model," European Journal of Operational Research, Elsevier, volume 271, issue 2, pages 769-774, DOI: 10.1016/j.ejor.2018.05.052.
• Wen, Xiaoqian & Cheng, Hua, 2018, "Which is the safe haven for emerging stock markets, gold or the US dollar?," Emerging Markets Review, Elsevier, volume 35, issue C, pages 69-90, DOI: 10.1016/j.ememar.2017.12.006.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2018, "New evidence on asymmetric return–volume dependence and extreme movements," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 212-227, DOI: 10.1016/j.jempfin.2017.11.012.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018, "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 243-268, DOI: 10.1016/j.jempfin.2017.11.010.
• Krüger, Steffen & Oehme, Toni & Rösch, Daniel & Scheule, Harald, 2018, "A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 246-262, DOI: 10.1016/j.jempfin.2018.04.001.
• Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl, 2018, "lCARE - localizing conditional autoregressive expectiles," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 198-220, DOI: 10.1016/j.jempfin.2018.06.006.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018, "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 107-122, DOI: 10.1016/j.jempfin.2018.08.004.
• Ziel, Florian & Weron, Rafał, 2018, "Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks," Energy Economics, Elsevier, volume 70, issue C, pages 396-420, DOI: 10.1016/j.eneco.2017.12.016.
• Lin, Jing & Lin, Boqiang, 2018, "Heat tariff and subsidy in China based on heat cost analysis," Energy Economics, Elsevier, volume 71, issue C, pages 411-420, DOI: 10.1016/j.eneco.2018.03.012.
• He, Weijun & Wang, Bo & Danish, & Wang, Zhaohua, 2018, "Will regional economic integration influence carbon dioxide marginal abatement costs? Evidence from Chinese panel data," Energy Economics, Elsevier, volume 74, issue C, pages 263-274, DOI: 10.1016/j.eneco.2018.06.010.
• Escribano, Alvaro & Sucarrat, Genaro, 2018, "Equation-by-equation estimation of multivariate periodic electricity price volatility," Energy Economics, Elsevier, volume 74, issue C, pages 287-298, DOI: 10.1016/j.eneco.2018.05.017.
• Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018, "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, volume 74, issue C, pages 628-643, DOI: 10.1016/j.eneco.2018.07.009.
• Rodrigues, Niágara & Losekann, Luciano & Silveira Filho, Getulio, 2018, "Demand of automotive fuels in Brazil: Underlying energy demand trend and asymmetric price response," Energy Economics, Elsevier, volume 74, issue C, pages 644-655, DOI: 10.1016/j.eneco.2018.07.005.
• Al Rousan, Sahel & Sbia, Rashid & Tas, Bedri Kamil Onur, 2018, "A dynamic network analysis of the world oil market: Analysis of OPEC and non-OPEC members," Energy Economics, Elsevier, volume 75, issue C, pages 28-41, DOI: 10.1016/j.eneco.2018.07.032.
• Balaguer, Jacint & Ripollés, Jordi, 2018, "Exploring the life of fuel price responses in retail markets. The effect of cross-sectional aggregation," Energy Policy, Elsevier, volume 119, issue C, pages 495-501, DOI: 10.1016/j.enpol.2018.05.013.
• Peña, Juan Ignacio & Rodriguez, Rosa, 2018, "Default supply auctions in electricity markets: Challenges and proposals," Energy Policy, Elsevier, volume 122, issue C, pages 142-151, DOI: 10.1016/j.enpol.2018.07.031.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Nonejad, Nima, 2018, "Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 260-270, DOI: 10.1016/j.irfa.2018.03.012.
• Krüger, Steffen & Rösch, Daniel & Scheule, Harald, 2018, "The impact of loan loss provisioning on bank capital requirements," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 114-129, DOI: 10.1016/j.jfs.2018.02.009.
• Becchetti, Leonardo & Ciciretti, Rocco & Dalò, Ambrogio, 2018, "Fishing the Corporate Social Responsibility risk factors," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 25-48, DOI: 10.1016/j.jfs.2018.04.006.
• Cooper, David J. & Ioannou, Christos A. & Qi, Shi, 2018, "Endogenous incentive contracts and efficient coordination," Games and Economic Behavior, Elsevier, volume 112, issue C, pages 78-97, DOI: 10.1016/j.geb.2018.07.008.
• Börger, Matthias & Schupp, Johannes, 2018, "Modeling trend processes in parametric mortality models," Insurance: Mathematics and Economics, Elsevier, volume 78, issue C, pages 369-380, DOI: 10.1016/j.insmatheco.2017.09.024.
• Punzo, Antonio & Bagnato, Luca & Maruotti, Antonello, 2018, "Compound unimodal distributions for insurance losses," Insurance: Mathematics and Economics, Elsevier, volume 81, issue C, pages 95-107, DOI: 10.1016/j.insmatheco.2017.10.007.
• Bovari, Emmanuel & Lecuyer, Oskar & Mc Isaac, Florent, 2018, "Debt and damages: What are the chances of staying under the 2°C warming threshold?," International Economics, Elsevier, volume 155, issue C, pages 92-108, DOI: 10.1016/j.inteco.2018.02.002.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
• Hendry, David F., 2018, "Deciding between alternative approaches in macroeconomics," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 119-135, DOI: 10.1016/j.ijforecast.2017.09.003.
• Zanetti Chini, Emilio, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 711-732, DOI: 10.1016/j.ijforecast.2018.05.003.
• Miller, Patrick & Töws, Eugen, 2018, "Loss given default adjusted workout processes for leases," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 189-201, DOI: 10.1016/j.jbankfin.2017.01.020.
• Wu, Liuren, 2018, "Estimating risk-return relations with analysts price targets," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 183-197, DOI: 10.1016/j.jbankfin.2018.06.010.
• Frydman, Roman & Stillwagon, Joshua R., 2018, "Fundamental factors and extrapolation in stock-market expectations: The central role of structural change," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 189-198, DOI: 10.1016/j.jebo.2018.02.017.
• Wang, Wenyu, 2018, "Bid anticipation, information revelation, and merger gains," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 320-343, DOI: 10.1016/j.jfineco.2018.02.010.
• Beckert, Walter, 2018, "Choice in the presence of experts: The role of general practitioners in patients’ hospital choice," Journal of Health Economics, Elsevier, volume 60, issue C, pages 98-117, DOI: 10.1016/j.jhealeco.2018.06.003.
• Yang, Lixiong & Su, Jen-Je, 2018, "Debt and growth: Is there a constant tipping point?," Journal of International Money and Finance, Elsevier, volume 87, issue C, pages 133-143, DOI: 10.1016/j.jimonfin.2018.06.002.
• Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L., 2018, "“Risky” monetary aggregates for the UK and US," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 127-138, DOI: 10.1016/j.jimonfin.2018.08.015.