Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2023

• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023, "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/23/01.
• Gökhan Berk Özberk, 2023, "Bitcoin’in Çeşitlendirme ve Riski Dengeleme Kabiliyeti," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 3, pages 519-538, DOI: 10.30784/epfad.1333841.
• Pham, Manh & Simar, Léopold & Zelenyuk, Valentin, 2023, "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023010, Jan, DOI: https://doi.org/10.1287/opre.2022.2.
• Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2023, "Proportional incremental cost probability functions and their frontiers," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2023011, Mar, DOI: https://doi.org/10.1007/s00181-023-.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2023, "Message in a Bottle: Forecasting wine prices," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023004, Jun.
• Winston Wei Dou & Xiang Fang & Andrew W. Lo & Harald Uhlig, 2023, "Macro-Finance Models with Nonlinear Dynamics," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 407-432, November, DOI: 10.1146/annurev-financial-110921-11.
• Алимбаева Лаура // Alimbayeva Laura, 2023, "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2023-11.
• Daniel Macek, 2023, "A Tool for Evaluating Public Procurement in the Context of Life Cycle Costs," International Journal of Economic Sciences, European Research Center, volume 12, issue 1, pages 116-126, May.
• Yiren Wang & Peter C B Phillips & Liangjun Su, 2023, "Panel Data Models with Time-Varying Latent Group Structures," Papers, arXiv.org, number 2307.15863, Jul.
• Yury D. Belkin & Alexey N. Matsuev & Alla V. Ryzhakova & Nadezhda V. Sedova, 2023, "Assessing the Impact of Investment Projects for the Development of Inland Waterway Transport on Social and Economic Indicators in Regions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 92-108.
• Donald Coletti, 2023, "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers, Bank of Canada, number 2023-23, Oct, DOI: 10.34989/sdp-2023-23.
• Marc-André Gosselin & Sharon Kozicki, 2023, "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers, Bank of Canada, number 2023-29, Dec, DOI: 10.34989/sdp-2023-29.
• Kerem Tuzcuoglu, 2023, "Risk Amplification Macro Model (RAMM)," Technical Reports, Bank of Canada, number 123, DOI: 10.34989/tr-123.
• Mercedes de Luis & Emilio Rodríguez & Diego Torres, 2023, "Machine learning applied to active fixed-income portfolio management: a Lasso logit approach," Working Papers, Banco de España, number 2324, Sep, DOI: https://doi.org/10.53479/33560.
• Nadia Accoto & Valerio Astuti & Costanza Catalano, 2023, "A probabilistic method for reconstructing the foreign direct investments network in search of ultimate host economies," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 760, Apr.
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023, "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 764, Apr.
• Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023, "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia, Banco de la Republica de Colombia, number 1241, Jun, DOI: 10.32468/be.1241.
• Alexandre Aspremont & Simon Ben Arous & Jean-Charles Bricongne & Benjamin Lietti & Baptiste Meunier, 2023, "Satellites Turn Concrete : Tracking Cement with Satellite Data and Neural Networks," Working papers, Banque de France, number 916.
• Sanvi Avouyi-Dovi & Lorraine Chouteau & Lucas Devigne & Emmanuelle Politronacci, 2023, "Shadow Economy: What Factors Matter in the French Case?," Working papers, Banque de France, number 930.
• Anton Votinov & Samvel Lazaryan & Yulia Polshchikova, 2023, "The Impact of the Cross-Sectoral Economic Structure on the Properties of DSGE Models," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 1, pages 32-54, March.
• Andrey Bedin & Alexander Kulikov & Andrey Polbin, 2023, "Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 3, pages 87-109, September.
• Bin Ping & Liangju Su & Yanrong Yang & Joakim Westerlund, 2023, "Interactive-effects panel-data models with general factors and regressors," French Stata Users' Group Meetings 2023, Stata Users Group, number 14, Aug.
• Zacharias Bragoudakis & Ioannis Krompas, 2023, "Greek GDP forecasting using Bayesian multivariate models," Working Papers, Bank of Greece, number 321, Jun, DOI: 10.52903/wp2023321.
• Blazsek Szabolcs & Haddad Michel Ferreira Cardia, 2023, "Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 589-634, September, DOI: 10.1515/snde-2021-0101.
• Dong, Xue & Minford, Patrick & Meenagh, David & Yang, Xiaoliang, 2023, "Bounded Rational Expectation: How It Can Affect the Effectiveness of Monetary Rules in the Open Economy," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/4, Feb.
• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wang, Ziqing, 2023, "UK monetary and fiscal policy since the Great Recession- an evaluation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/9, Apr.
• Bryan Bollinger & Naim R. Darghouth & Kenneth T. Gillingham & Andres Gonzalez-Lira & Kenneth Gillingham, 2023, "Valuing Technology Complementarities: Rooftop Solar and Energy Storage," CESifo Working Paper Series, CESifo, number 10871.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023, "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-81, Sep.
• Santiago Torres, 2023, "Addressing Bias in Politician Characteristic Regression Discontinuity Designs," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 20304, Aug.
• Washington Quintero Montaño & Mariela Choez Icaza & Andrea Montes Cantos, 2023, "Un estudio de la empresa de venta directa ecuatoriana y su incidencia en el empleo adecuado femenino," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 1, pages 1-39.
• Liliana Narváez & Yadira Diaz, 2023, "Más y mejores transferencias monetarias en tiempos de COVID-19," Documentos de trabajo, Escuela de Gobierno - Universidad de los Andes, number 20987, Dec.
• Ferroni, Filippo & Fisher, Jonas & Melosi, Leonardo, 2023, "Unusual Shocks in our Usual Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17830, Jan.
• O'Connell, Martin & Smith, Howard & Thomassen, Oyvind, 2023, "A two sample size estimator for large data sets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17941, Feb.
• Beaudry, Paul & Portier, Franck & Preston, Andrew, 2023, "Some Inference Perils of Imposing a Taylor Rule," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18001, Mar.
• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2023, "Jointly Estimating Macroeconomic News and Surprise Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18201, Jun.
• Balestra, Simone & Eugster, Beatrix & Puljic, Fanny, 2023, "Misclassification in Linear-in-Means Models: Theory and Application to Peer Effects Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18342, Aug.
• Kilian, Lutz, 2023, "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18348, Aug.
• Gerard J. van den Berg & Hanno Foerster & Arne Uhlendorf, 2023, "Structural Empirical Analysis of Vacancy Referrals with Imperfect Monitoring and the Strategic Use of Sickness Absence," Working Papers, Center for Research in Economics and Statistics, number 2023-10, Sep.
• Asensi Descals-Tormo & Maria J. Murgui-García & Jose Ramon Ruiz-Tamari, 2023, "A theoretical model-based indirect estimation of the direct and cross price elasticities of demand for tourist goods and services," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2023013, May.
• Francq, Christian & Zakoian, Jean-Michel, 2023, "Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-Driven Time-Series Models," Econometric Theory, Cambridge University Press, volume 39, issue 5, pages 1067-1092, October.
• Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023, "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2364, Jun.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," Working Papers, DNB, number 789, Aug.
• Rashmi Ranjan PAITAL & Subhendu DUTTA, 2023, "Estimation Of Short-Run And Long-Run Elasticities Of Automobile Demand In India: An Empirical Analysis For The Period- 1987-2020," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 2, pages 113-126.
• Maria-Carmen GUISAN, 2023, "International Comparisons Of World Development: 2 Ebooks On Education, Production, Poverty And Quality Of Life For The Periods 1960-2000 And 2021-2023," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 2, pages 153-176.
• Maria-Carmen Guisan (ed.), 2023, "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia," ESTUDIOS ECONOMICOS EEBOOK, Euro-American Association of Economic Development, number ee11, edition 1, OCTOBER.
• GUISAN, Maria-Carmen, 2023, "Development in the OECD, 1960-2000: Econometric Models and Indicators," ESTUDIOS ECONOMICOS EECHAPTER, Euro-American Association of Economic Development, chapter 2, in: M. Carmen Guisan Seijas, "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,".
• GUISAN, Maria-Carmen, 2023, "World Development in the 20th century: Evolution and Econometric Model," ESTUDIOS ECONOMICOS EECHAPTER, Euro-American Association of Economic Development, chapter 1, in: M. Carmen Guisan Seijas, "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,".
• GUISAN, Maria-Carmen & Expósito, Pilar, 2023, "Production by sector in OECD Countries, 1960-2000," ESTUDIOS ECONOMICOS EECHAPTER, Euro-American Association of Economic Development, chapter 3, in: M. Carmen Guisan Seijas, "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,".
• GUISAN, Maria-Carmen & Aguayo, Eva, 2023, "Econometric models of Latin America. Studies of the period 1984- 2000," ESTUDIOS ECONOMICOS EECHAPTER, Euro-American Association of Economic Development, chapter 4, in: M. Carmen Guisan Seijas, "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,".
• GUISAN, Maria-Carmen, 2023, "A Comparison of Regional Development in the European Union and the United States, 1960-2000," ESTUDIOS ECONOMICOS EECHAPTER, Euro-American Association of Economic Development, chapter 5, in: M. Carmen Guisan Seijas, "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,".
• Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023, "Forecasting housing investment," Working Paper Series, European Central Bank, number 2807, Apr.
• Gelrud Yakov Davidovich & Cui Jianan & Festus Victor Bekun, 2023, "Analysis and Synthesis of Alternative Solutions to Environmental Problems Associated with Large-scale Projects," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 45-51, January.
• Hasdi Aimon & Anggi Putri Kurniadi & Sri Ulfa Sentosa & Nurhayati Abd Rahman, 2023, "Production, Consumption, Export and Carbon Emission for Coal Commodities: Cases of Indonesia and Australia," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 484-492, September.
• Abdullah M. H. Alharbi, 2023, "Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 56-63, November.
• Kwon, Yujin & Park, Sung Y., 2023, "Modeling an early warning system for household debt risk in Korea: A simple deep learning approach," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101574.
• Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023, "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100823.
• Leong, Soon Heng & Urga, Giovanni, 2023, "A practical multivariate approach to testing volatility spillover," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104694.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104720.
• Conterius, Simeon & Akimov, Alexandr & Su, Jen-Je & Roca, Eduardo, 2023, "Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 863-875, DOI: 10.1016/j.eap.2022.12.031.
• Golpe, Antonio A. & Sánchez-Fuentes, A. Jesus & Vides, José Carlos, 2023, "Fiscal sustainability, monetary policy and economic growth in the Euro Area: In search of the ultimate causal path," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 1026-1045, DOI: 10.1016/j.eap.2023.04.038.
• Amin, Sakib Bin & Taghizadeh-Hesary, Farhad, 2023, "Tourism, sustainability, and the economy in Bangladesh: The innovation connection amidst Covid-19," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 153-167, DOI: 10.1016/j.eap.2023.06.018.
• Feng, Yun & Hou, Weijie & Song, Yuping, 2023, "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106107.
• Sun, Weihong & Liu, Ding, 2023, "Great moderation with Chinese characteristics: Uncovering the role of monetary policy," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106224.
• Giner, Javier & Zakamulin, Valeriy, 2023, "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106237.
• Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2023, "The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106438.
• Fisher, Lance A. & Huh, Hyeon-seung, 2023, "Systematic monetary policy in a SVAR for Australia," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106519.
• Jeong, Hanbat & Lin, Yanli & Lee, Lung-fei, 2023, "Estimation of spatial autoregressive models for origin–destination flows: A partial likelihood approach," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111202.
• Ardakani, Omid M., 2023, "Capturing information in extreme events," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111301.
• Eo, Yunjong & Morley, James, 2023, "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111419.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023, "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 70-86, DOI: 10.1016/j.jeconom.2021.01.001.
• Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023, "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 155-183, DOI: 10.1016/j.jeconom.2022.02.002.
• Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun, 2023, "Estimation of panel group structure models with structural breaks in group memberships and coefficients," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 45-65, DOI: 10.1016/j.jeconom.2022.01.001.
• Higgins, Ayden & Martellosio, Federico, 2023, "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 66-87, DOI: 10.1016/j.jeconom.2021.11.017.
• Fan, Yanqin & Henry, Marc, 2023, "Vector copulas," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 128-150, DOI: 10.1016/j.jeconom.2021.11.012.
• Royer, Julien, 2023, "Conditional asymmetry in Power ARCH(∞) models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 178-204, DOI: 10.1016/j.jeconom.2021.10.013.
• Todorov, Viktor & Zhang, Yang, 2023, "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 53-81, DOI: 10.1016/j.jeconom.2021.12.001.
• Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu, 2023, "Over-identified Doubly Robust identification and estimation," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 25-42, DOI: 10.1016/j.jeconom.2022.01.009.
• Zhang, Xinyu & Liu, Chu-An, 2023, "Model averaging prediction by K-fold cross-validation," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 280-301, DOI: 10.1016/j.jeconom.2022.04.007.
• Gribisch, Bastian & Hartkopf, Jan Patrick, 2023, "Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 43-64, DOI: 10.1016/j.jeconom.2022.01.007.
• Lee, Ji Hyung & Park, Byoung G., 2023, "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1087-1113, DOI: 10.1016/j.jeconom.2022.10.001.
• Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023, "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1394-1418, DOI: 10.1016/j.jeconom.2022.11.001.
• Mehrabani, Ali, 2023, "Estimation and identification of latent group structures in panel data," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1464-1482, DOI: 10.1016/j.jeconom.2022.12.002.
• Chesher, Andrew & Kim, Dongwoo & Rosen, Adam M., 2023, "IV methods for Tobit models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1700-1724, DOI: 10.1016/j.jeconom.2023.01.010.
• Drautzburg, Thorsten & Wright, Jonathan H., 2023, "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1827-1847, DOI: 10.1016/j.jeconom.2023.01.011.
• Ma, Chenchen & Tu, Yundong, 2023, "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1876-1892, DOI: 10.1016/j.jeconom.2023.02.002.
• Su, Liangjun & Wang, Wuyi & Xu, Xingbai, 2023, "Identifying latent group structures in spatial dynamic panels," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1955-1980, DOI: 10.1016/j.jeconom.2023.02.007.
• Konstantinidi, Antri & Kourtellos, Andros & Sun, Yiguo, 2023, "Social threshold regression," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2057-2081, DOI: 10.1016/j.jeconom.2023.02.010.
• Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023, "The spread of COVID-19 in London: Network effects and optimal lockdowns," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2125-2154, DOI: 10.1016/j.jeconom.2023.02.012.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae, 2023, "Testing stochastic dominance with many conditioning variables," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 507-527, DOI: 10.1016/j.jeconom.2022.05.002.
• Fiorentini, Gabriele & Sentana, Enrique, 2023, "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 643-665, DOI: 10.1016/j.jeconom.2022.02.010.
• Lu, Xun & Su, Liangjun, 2023, "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 694-719, DOI: 10.1016/j.jeconom.2022.07.002.
• Guay, Alain & Pelgrin, Florian, 2023, "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.009.
• Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2023, "Inference and forecasting for continuous-time integer-valued trawl processes," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105476.
• Kocięcki, Andrzej & Kolasa, Marcin, 2023, "A solution to the global identification problem in DSGE models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105477.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023, "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105479.
• Higgins, Ayden & Jochmans, Koen, 2023, "Identification of mixtures of dynamic discrete choices," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.04.006.
• Tu, Yundong & Xie, Xinling, 2023, "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105509.
• Fan, Yanqin & Han, Fang & Park, Hyeonseok, 2023, "Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105513.
• Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2023, "Dynamic conditional eigenvalue GARCH," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.003.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023, "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 31-51, DOI: 10.1016/j.ecosta.2021.05.004.
• Dibiasi, Andreas & Sarferaz, Samad, 2023, "Measuring macroeconomic uncertainty: A cross-country analysis," European Economic Review, Elsevier, volume 153, issue C, DOI: 10.1016/j.euroecorev.2023.104383.
• Houssa, Romain & Mohimont, Jolan & Otrok, Christopher, 2023, "Commodity exports, financial frictions, and international spillovers," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104465.
• Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023, "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 144-164, DOI: 10.1016/j.jempfin.2022.12.001.
• Lee, Cheol Woo & Kang, Kyu Ho, 2023, "Estimating and testing skewness in a stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 445-467, DOI: 10.1016/j.jempfin.2023.04.009.
• Qiao, W. & Bu, D. & Gibberd, A. & Liao, Y. & Wen, T. & Li, E., 2023, "When “time varying” volatility meets “transaction cost” in portfolio selection," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 220-237, DOI: 10.1016/j.jempfin.2023.06.006.
• Sun, Xianming & Xiao, Shiyi & Ren, Xiaohang & Xu, Bing, 2023, "Time-varying impact of information and communication technology on carbon emissions," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106492.
• Blazsek, Szabolcs & Escribano, Alvaro, 2023, "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2023.106522.
• Harrison, Andre & Liu, Xiaochun & Stewart, Shamar L., 2023, "Structural sources of oil market volatility and correlation dynamics," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106658.
• V., Ernesto Guerra & H., Eugenio Bobenrieth & H., Juan Bobenrieth & Wright, Brian D., 2023, "Endogenous thresholds in energy prices: Modeling and empirical estimation," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106669.
• Bai, Yiyi & Okullo, Samuel J., 2023, "Drivers and pass-through of the EU ETS price: Evidence from the power sector," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106698.
• Ma, Xiaohan, 2023, "Oil uncertainty and the price-cost markup: Evidence from U.S. data," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106728.
• Lee, Chien-Chiang & He, Zhi-Wen & Yuan, Zihao, 2023, "A pathway to sustainable development: Digitization and green productivity," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106772.
• Liddle, Brantley & Parker, Steven & Hasanov, Fakhri, 2023, "Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106832.
• Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023, "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106947.
• Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023, "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106985.
• Chen, Bin & Yan, Jun & Zhu, Xun & Liu, Yue, 2023, "The potential role of renewable power penetration in energy intensity reduction: Evidence from the Chinese provincial electricity sector," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107060.
• Yan, Zhimin & Park, Sung Y., 2023, "Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach," Energy Policy, Elsevier, volume 173, issue C, DOI: 10.1016/j.enpol.2022.113371.
• Rassi, Samin & Kanamura, Takashi, 2023, "Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX," Energy Policy, Elsevier, volume 177, issue C, DOI: 10.1016/j.enpol.2023.113552.
• Bax, Karoline & Sahin, Özge & Czado, Claudia & Paterlini, Sandra, 2023, "ESG, risk, and (tail) dependence," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102513.
• Jin, Xing & Hong, Yi, 2023, "Jump-diffusion volatility models for variance swaps: An empirical performance analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102606.
• Cooray, Arusha & Gangopadhyay, Partha & Das, Narasingha, 2023, "Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102792.
• Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023, "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102794.
• Jareño, Francisco & Yousaf, Imran, 2023, "Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102826.
• Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023, "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102858.
• Tian, Sihua & Li, Shaofang & Gu, Qinen, 2023, "Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102913.
• Rašiová, Barbara & Árendáš, Peter, 2023, "Copula approach to market volatility and technology stocks dependence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103553.
• Peña, Juan Ignacio, 2023, "The hedging effectiveness of electricity futures in the Spanish market," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103507.
• Chai, Nana & Shi, Baofeng & Hua, Yiting, 2023, "Loss given default or default status: Which is better to determine farmers’ credit ratings?," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103674.
• Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van, 2023, "Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103817.
• Daglis, Theodoros & Yfanti, Stavroula & Xidonas, Panos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2023, "Does solar activity affect the price of crude oil? A causality and volatility analysis," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103833.
• Man, Yuanyuan & Zhang, Sunpei & Liu, Jianing, 2023, "Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104083.
• Hartkopf, Jan Patrick & Reh, Laura, 2023, "Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104129.
• Affuso, Ermanno & Buleca, Jan & Zhang, Dengjun & Zoricak, Martin, 2023, "The welfare impact of Euro on European consumers," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104141.
• Ardakani, Omid M., 2023, "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104222.
• Roy Chowdhury, S. & Gupta, Kirti & Tzeremes, Panayiotis, 2023, "US housing prices and the transmission mechanism of connectedness," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104636.
• Lee, Chien-Chiang & Lee, Hsiang-Tai, 2023, "Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100808.
• Han, Xintong & Liu, Zimin & Wang, Tong, 2023, "Nonlinear pricing in multidimensional context: An empirical analysis of energy consumption," International Journal of Industrial Organization, Elsevier, volume 91, issue C, DOI: 10.1016/j.ijindorg.2023.103034.
• Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023, "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103825.
• Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023, "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, volume 109, issue C, pages 94-112, DOI: 10.1016/j.insmatheco.2023.01.001.
• Chen, Yu & Ma, Mengyuan & Sun, Hongfang, 2023, "Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 142-162, DOI: 10.1016/j.insmatheco.2023.04.001.
• Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023, "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101712.
• Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023, "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101730.
• Dong, Xue & Minford, Patrick & Meenagh, David & Yang, Xiaoliang, 2023, "Bounded rational expectation: How it can affect the effectiveness of monetary rules in the open economy," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101845.
• Liang, Chao & Huynh, Luu Duc Toan & Li, Yan, 2023, "Market momentum amplifies market volatility risk: Evidence from China’s equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101856.
• Algaba, Andres & Borms, Samuel & Boudt, Kris & Verbeken, Brecht, 2023, "Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 266-278, DOI: 10.1016/j.ijforecast.2021.11.005.
• Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 884-900, DOI: 10.1016/j.ijforecast.2022.03.001.
• Zila, Eric & Kukacka, Jiri, 2023, "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 366-391, DOI: 10.1016/j.jebo.2023.05.040.
• Bento, Antonio M. & Miller, Noah & Mookerjee, Mehreen & Severnini, Edson, 2023, "A unifying approach to measuring climate change impacts and adaptation," Journal of Environmental Economics and Management, Elsevier, volume 121, issue C, DOI: 10.1016/j.jeem.2023.102843.
• Engle, Robert F. & Campos-Martins, Susana, 2023, "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 221-242, DOI: 10.1016/j.jfineco.2022.09.009.
• Bollerslev, Tim & Todorov, Viktor, 2023, "The jump leverage risk premium," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103723.
• Yuan, Ying & Wang, Haiying & Wang, Tianyang, 2023, "Investigating the dynamics of crisis transmission channels: A comparative analysis," Journal of International Money and Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jimonfin.2023.102857.
• Ahmed, Shamim & Bu, Ziwen & Symeonidis, Lazaros & Tsvetanov, Daniel, 2023, "Which factor model? A systematic return covariation perspective," Journal of International Money and Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jimonfin.2023.102865.
• Serletis, Apostolos & Xu, Libo, 2023, "Consumer preferences, the demand for Divisia money, and the welfare costs of inflation," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103490.
• Doojav, Gan-Ochir & Luvsannyam, Davaajargal & Enkh-Amgalan, Elbegjargal, 2023, "Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2023.100332.
• Bollino, Carlo Andrea, 2023, "The human life vs economic loss dilemma: Relation between death rate and the output rate in Europe during the Covid 19 pandemic," Journal of Policy Modeling, Elsevier, volume 45, issue 2, pages 377-387, DOI: 10.1016/j.jpolmod.2023.04.003.
• Escribano, Ana & Koczar, Monika W. & Jareño, Francisco & Esparcia, Carlos, 2023, "Shock transmission between crude oil prices and stock markets," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103754.
• Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023, "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104142.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Yi, Shangkun & Zhang, Weiping, 2023, "COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102004.
• Yousaf, Imran & Hunjra, Ahmed Imran & Alshater, Muneer M. & Bouri, Elie & Li, Yanshuang, 2023, "Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102163.
• Sabino da Silva, Fernando A.B. & Ziegelmann, Flavio A. & Caldeira, João F., 2023, "A pairs trading strategy based on mixed copulas," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 16-34, DOI: 10.1016/j.qref.2022.10.007.
• Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023, "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 56-67, DOI: 10.1016/j.qref.2023.07.006.
• Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 1-13, DOI: 10.1016/j.qref.2023.07.008.
• Cremaschini, Alessandro & Maruotti, Antonello, 2023, "A finite mixture analysis of structural breaks in the G-7 gross domestic product series," Research in Economics, Elsevier, volume 77, issue 1, pages 76-90, DOI: 10.1016/j.rie.2023.01.001.
• Yousaf, Imran & Pham, Linh & Goodell, John W., 2023, "Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 271-283, DOI: 10.1016/j.iref.2023.03.013.
• Li, Bo & Liu, Zhenya & Teka, Hanen & Wang, Shixuan, 2023, "The evolvement of momentum effects in China: Evidence from functional data analysis," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101833.
• Ghosh, Bikramaditya & Bouri, Elie & Wee, Jung Bum & Zulfiqar, Noshaba, 2023, "Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101945.
• Yang, Shanran & Shi, Benye & Yang, Fujia, 2023, "Macroeconomic impact of the Sino–U.S. trade frictions: Based on a two-country, two-sector DSGE model," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101956.
• Ahmad, Wasim & Tiwari, Shiv Ratan & Wadhwani, Akshay & Khan, Mohammad Azeem & Bekiros, Stelios, 2023, "Financial networks and systemic risk vulnerabilities: A tale of Indian banks," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101962.
• Reddy, Krishna & Wellalage, Nirosha Hewa, 2023, "Effects of family ownership and family management on the performance of entrepreneurial firms," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101977.
• Moutinho, Victor & Santos de Oliveira, Helena M. & Viana Espinosa de Oliveira, Henrique & Puime Guillén, Félix, 2023, "The augmented and integrative model of economic growth: Theoretical and empirical evidence from USA," Socio-Economic Planning Sciences, Elsevier, volume 89, issue C, DOI: 10.1016/j.seps.2023.101673.
• Barišić, Patrik & Kovač, Tibor & Arčabić, Vladimir, 2023, "More than just supply and demand: Macroeconomic shock decomposition in Croatia during and after the transition period," Structural Change and Economic Dynamics, Elsevier, volume 67, issue C, pages 420-438, DOI: 10.1016/j.strueco.2023.09.006.
• Yousaf, Imran & Jareño, Francisco & Tolentino, Marta, 2023, "Connectedness between Defi assets and equity markets during COVID-19: A sector analysis," Technological Forecasting and Social Change, Elsevier, volume 187, issue C, DOI: 10.1016/j.techfore.2022.122174.
• Rødseth, Kenneth Løvold, 2023, "Noise pollution of container handling: External and abatement costs and environmental efficiency," Transport Policy, Elsevier, volume 134, issue C, pages 82-93, DOI: 10.1016/j.tranpol.2023.02.002.
• Max Gillman & Adrian Pagan, 2023, "Investigating Cycle Anatomy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-09, Feb.
• Yunjong Eo & James Morley, 2023, "Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? ," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-24, May.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-37, Aug.
• Mohammad Mahabub Alam, 2023, "Deficit Financing with the National Saving Certificate and Its Macroeconomic Consequences on Bangladesh's Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-45, Sep.
• Roshen Fernando & Caterina Lepore, 2023, "Global Economic Impacts of Physical Climate Risks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-50, Oct.
• Victor Pontines & Davaajargal Luvsannyam, 2023, "External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-57, Nov.
• Roshen Fernando, 2023, "Impact of Demographic Trends on Antimicrobial Resistance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-60, Nov.
• Roshen Fernando, 2023, "Impact of Physical Climate Risks on Antimicrobial Resistance," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-61, Nov.
• Julliard, Christian & Shi, Ran & Yuan, Kathy, 2023, "The spread of COVID-19 in London: network effects and optimal lockdowns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118825, Aug.
• Dergiades, Theologos & Milas, Costas & Mossialos, Elias & Panagiotidis, Theodore, 2023, "COVID-19 anti-contagion policies and economic support measures in the USA," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119774, Jul.
• Wang, Yuton & Guo, Jingyuan & Deng, Kent, 2023, "Inputs, outputs and living standards in rural China during the 1920s and 30s: a quantitative analysis," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 120277, Sep.
• Yingqian Lin & Yundong Tu, 2023, "Transformation Models with Cointegrated and Deterministically Trending Regressors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A007.
• Ying Zhou & Hsein Kew & Jiti Gao, 2023, "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A012.
• Olufemi Gbenga Onatunji & Oluwayemisi Kadijat Adeleke & Akintoye Victor Adejumo, 2023, "Non-linearity in the Phillips curve: evidence from Nigeria," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 132-144, September, DOI: 10.1108/AJEMS-10-2022-0418.
• Abdelaziz Hakimi & Rim Boussaada & Majdi Karmani, 2023, "Corporate social responsibility and firm performance: a threshold analysis of European firms," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 34, issue 3, pages 282-299, June, DOI: 10.1108/EJMBE-07-2022-0224.
• Soumya Bhadury & Satadru Das & Saurabh Ghosh & Pawan Gopalakrishnan, 2023, "Impact of crude prices shock on GDP growth: using a linear, nonlinear and extreme value framework," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 16, issue 1, pages 91-103, March, DOI: 10.1108/IGDR-05-2022-0065.
• Hao Fang & Chieh-Hsuan Wang & Joseph C.P. Shieh & Chien-Ping Chung, 2023, "Effects of time-varying political connections on loan contracts," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 20, issue 4, pages 853-871, October, DOI: 10.1108/IJMF-09-2022-0400.
• Md Badrul Alam & Muhammad Tahir & Norulazidah Omar Ali, 2023, "Do credit risks deter FDI? Empirical evidence from the SAARC countries," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 29, issue 57, pages 42-56, November, DOI: 10.1108/JEFAS-09-2021-0191.
• Claire Economidou & Dimitris Karamanis & Alexandra Kechrinioti & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2023, "Unpacking the dynamics of military spending in a globalized world: economic impacts with a network GVAR model," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 3, pages 501-527, July, DOI: 10.1108/JES-03-2023-0137.
• Isabel Abinzano & Harold Bonilla & Luis Muga, 2023, "Duty calls: prediction of failure in reorganization processes," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 337-353, February, DOI: 10.1108/JRF-08-2022-0227.
• Eirini C. Drakou & Nicholas I. Symeonidis, 2023, "Towards a Holistic Approach to Economic Development: Incorporating Institutional and Schumpeterian Economics into Development Dynamics," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 132-158.
• Daniel Mider & Przemyslaw Potocki & Robert Staniszewski, 2023, "Cryptocurrencies and Other Forms of Payment in the Awareness of Poles: Declared Trust, Perceived Risk and Actual Victimization," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 480-491.