Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation
This JEL code is mentioned in the following RePEc Biblio entries:
2023
- Andreas Tryphonides, 2023, "Online Appendix to "Identifying Preferences when Households are Financially Constrained"," Online Appendices, Review of Economic Dynamics, number 21-242.
- Andreas Tryphonides, 2023, "Code and data files for "Identifying Preferences when Households are Financially Constrained"," Computer Codes, Review of Economic Dynamics, number 21-242, revised .
- Sei-Wan Kim & Donghyun Park & Shu Tian, 2023, "How Does Inflation in Advanced Economies Affect Emerging Market Bond Yields? Empirical Evidence from Two Channels," ADB Economics Working Paper Series, Asian Development Bank, number 695, Sep.
- Anirban Sengupta & Debasish Maitra & Saumya Ranjan Dash & Robert Brooks, 2023, "Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries," American Business Review, Pompea College of Business, University of New Haven, volume 26, issue 2, pages 399-430.
- Supapong Tunsuparp & Thanwar Phansatarn & Chalita Srinuan, 2023, "Consumer Behavior in Subscription to Media Content from Over-The-Top (OTT) Service," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 30, issue 1, pages 119-141.
- Joseph J. Henry & Peter Christensen & James C. Brau, 2023, "Interrelationships in Inventory Turnover Performance Between Supplier and Customer Firms," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 14, issue 2, pages 157-171.
- Vandudzai Mbanda & Lumengo Bonga-Bonga, 2023, "Municipal Infrastructure Spending Capacity in South Africa: A Panel Smooth Transition Regression Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 41-64.
- Hugo Erazo & Elisa Toledo, 2023, "Factores que inciden en el uso de transporte sustentable en Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 11, issue 1, pages 9-15.
- Hamid La’l khezri & Zahra Shirzour Aliabadi, 2023, "The Role of the Government in The Trade-off Between Income Inequality and Economic Growth:Bayesian Vector Auto Regression Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 4, pages 161-192.
- Graţiela Georgiana NOJA & Gheorghe HURDUZEU & Mirela CRISTEA & Flavia BARNA & Miruna-Lucia NĂCHESCU & Camelia GAVRILESCU, 2023, "Board Characteristics, Ownership Concentration and the Financial Performance of European Listed Insurance Companies: New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 25-42, December.
- Corina Saman, 2023, "Different quantile regression models for quantifying the dependence between environmental quality and economic growth," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 231001, Oct.
- Corina Saman & Bianca Pauna & Cecilia Alexandri, 2023, "Metodologie pentru evaluarea elasticitătii productiei agricole in raport cu fertilizatorii si pesticidele," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 233001, Dec.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023, "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2302.
- Ezekiel Lengaram, 2023, "Tax effort and capacity in developing countries: Unravelling the impact of the informal economy," ERSA Working Paper Series, Economic Research Southern Africa, number 889, Sep.
- Subaran Roy & Anusree Paul, 2023, "Role of Public Debt in Indian States in the Post-Reform Era," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 24, issue 2, pages 180-215, September, DOI: 10.1177/13915614231193997.
- Bernardina Algieri & Antonio à lvarez, 2023, "Assessing the ability of regions to attract foreign tourists: The case of Italy," Tourism Economics, , volume 29, issue 3, pages 788-811, May, DOI: 10.1177/13548166211068669.
- Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023, "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , volume 29, issue 6, pages 1484-1498, September, DOI: 10.1177/13548166221110540.
- Victor Pontines & Davaajargal Luvsannyam, 2023, "External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp51, Nov.
- Robert Kelm & Izabela Sobiech Pellegrini, 2023, "Import inflacji i sprzężenie płacowo-cenowe w Polsce," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 48-70.
- Andrzej Kocięcki & Marcin Kolasa, 2023, "A solution to the global identification problem in DSGE models," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2023-083, Jan, DOI: 10.33119/kaewps2023083.
- Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023, "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, volume 326, issue 1, pages 27-65, July, DOI: 10.1007/s10479-023-05289-3.
- Zhengtao Li & Henk Folmer, 2023, "Air pollution and perception-based averting behaviour in the Jinchuan mining area, China," The Annals of Regional Science, Springer;Western Regional Science Association, volume 70, issue 2, pages 477-505, April, DOI: 10.1007/s00168-022-01157-3.
- Michele Azzone & Roberto Baviera, 2023, "A fast Monte Carlo scheme for additive processes and option pricing," Computational Management Science, Springer, volume 20, issue 1, pages 1-34, December, DOI: 10.1007/s10287-023-00463-1.
- Ioannis Chalkiadakis & Gareth W. Peters & Matthew Ames, 2023, "Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors," Digital Finance, Springer, volume 5, issue 2, pages 295-365, June, DOI: 10.1007/s42521-023-00079-9.
- Jan Patrick Hartkopf, 2023, "Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models," Empirical Economics, Springer, volume 64, issue 1, pages 393-436, January, DOI: 10.1007/s00181-022-02245-1.
- Alfred A. Haug & Anh T. N. Nguyen & P. Dorian Owen, 2023, "Do the determinants of foreign direct investment have a reverse and symmetric impact on foreign direct divestment?," Empirical Economics, Springer, volume 64, issue 2, pages 659-680, February, DOI: 10.1007/s00181-022-02263-z.
- Kihwan Kim & Hyun Hak Kim & Norman R. Swanson, 2023, "Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008," Empirical Economics, Springer, volume 64, issue 3, pages 1421-1469, March, DOI: 10.1007/s00181-022-02289-3.
- Jiawen Xu & Yixuan Li & Kai Liu & Tao Chen, 2023, "Portfolio selection: from under-diversification to concentration," Empirical Economics, Springer, volume 64, issue 4, pages 1539-1557, April, DOI: 10.1007/s00181-022-02300-x.
- Alecos Papadopoulos, 2023, "The noise error component in stochastic frontier analysis," Empirical Economics, Springer, volume 64, issue 6, pages 2795-2829, June, DOI: 10.1007/s00181-022-02339-w.
- Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023, "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, volume 64, issue 6, pages 2721-2756, June, DOI: 10.1007/s00181-023-02386-x.
- Lixiong Yang, 2023, "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, volume 65, issue 1, pages 189-202, July, DOI: 10.1007/s00181-022-02340-3.
- Takashi Kanamura, 2023, "Clean energy and (E)SG investing from energy and environmental linkages," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 25, issue 9, pages 9779-9819, September, DOI: 10.1007/s10668-022-02460-x.
- India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023, "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 7, pages 1061-1072, September, DOI: 10.1007/s10198-022-01519-w.
- Maria Berrittella, 2023, "Socioeconomic effects and the role of public spending decomposition on income mobility: a moderated regression model," International Journal of Economic Policy Studies, Springer, volume 17, issue 1, pages 187-210, February, DOI: 10.1007/s42495-022-00098-1.
- Opeoluwa Adeniyi Adeosun & Richard Olaolu Olayeni & Mosab I. Tabash & Suhaib Anagreh, 2023, "Revisiting the Oil and Food Prices Dynamics: A Time Varying Approach," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 275-309, November, DOI: 10.1007/s41549-023-00083-3.
- Mihaela Simionescu & Nicolas Schneider, 2023, "Monetary shocks and production network in the G7 countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 12, issue 1, pages 1-32, December, DOI: 10.1186/s40008-023-00313-y.
- Mustafa Yurtsever, 2023, "Unemployment rate forecasting: LSTM-GRU hybrid approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 57, issue 1, pages 1-9, December, DOI: 10.1186/s12651-023-00345-8.
- Irene Brunetti & Davide Fiaschi, 2023, "Occupational mobility: theory and estimation for Italy," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 3, pages 641-661, September, DOI: 10.1007/s10888-023-09568-8.
- Chris Elbers & Peter Lanjouw, 2023, "The distributional impact of structural transformation in rural India: case-study evidence and model-based simulation," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 3, pages 703-722, September, DOI: 10.1007/s10888-023-09597-3.
- Ozan Eksi, 2023, "Traces of the past in income inequality," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 4, pages 815-834, December, DOI: 10.1007/s10888-023-09573-x.
- M. Aykut Attar, 2023, "Technology and survival in preindustrial England: a Malthusian view," Journal of Population Economics, Springer;European Society for Population Economics, volume 36, issue 4, pages 2071-2110, October, DOI: 10.1007/s00148-023-00952-2.
- Pawan Kumar & Vipul Kumar Singh, 2023, "Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 21, issue 1, pages 99-121, March, DOI: 10.1007/s40953-022-00333-8.
- Yuheng Ling & Julie Gallo, 2023, "Bayesian spatial panel models: a flexible Kronecker error component approach," Letters in Spatial and Resource Sciences, Springer, volume 16, issue 1, pages 1-11, December, DOI: 10.1007/s12076-023-00362-8.
- Sayeh Shojaeinia, 2023, "Metal market analysis: an empirical model for copper supply and demand in US market," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 36, issue 3, pages 509-517, September, DOI: 10.1007/s13563-023-00371-5.
- Fisnik Morina & Djellza Loci & Fitim Deari, 2023, "VAR Analysis Between Interest Rates and Foreign Direct Investment Inflows in OECD Countries," Springer Proceedings in Business and Economics, Springer, in: Abdylmenaf Bexheti & Hyrije Abazi-Alili & Léo-Paul Dana & Veland Ramadani & Andrea Caputo, "Economic Recovery, Consolidation, and Sustainable Growth", DOI: 10.1007/978-3-031-42511-0_12.
- Joern Block & Reza Fathollahi, 2023, "Foundation ownership and firm growth," Review of Managerial Science, Springer, volume 17, issue 8, pages 2633-2654, November, DOI: 10.1007/s11846-022-00595-9.
- Mohammad Rafiqul Islam & Masud Alam & Munshi Naser İbne Afzal & Sakila Alam, 2023, "Nighttime light intensity and child health outcomes in Bangladesh," SN Business & Economics, Springer, volume 3, issue 9, pages 1-33, September, DOI: 10.1007/s43546-023-00556-8.
- Pami Dua & Deepika Goel, 2023, "Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_9.
- Tiening Cui & Mengdie He, 2023, "Study on the Influence of Social Norms and Public Orientation on Domestic Waste Classification Behavior-Taking Beijing’s Garbage Classification as an Example," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 13, issue 2, pages 1-3.
- Adler Haymans Manurung & Nita Yudhaningsih Sinaga & Amran Manurung, 2023, "Construction Portfolio Using Elton Gruber Model: COVID-19," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 4, pages 1-6.
- Francesco Fusari, 2023, "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0123, Jan.
- Timothy Neal, 2023, "The Importance of External Weather Effects in Projecting the Economic Impacts of Climate Change," Discussion Papers, School of Economics, The University of New South Wales, number 2023-09, Jun.
- Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023, "Bayesian Dynamic Tensor Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 429-439, April, DOI: 10.1080/07350015.2022.2032721.
- Léopold Simar & Paul W. Wilson, 2023, "Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 4, pages 1391-1403, October, DOI: 10.1080/07350015.2022.2110882.
- Daan Opschoor & Dick van Dijk, 2023, "Slow Expectation-Maximization Convergence in Low-Noise Dynamic Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-018/III, Apr.
- Mariia Artemova & Francisco Blasques & Siem Jan Koopman, 2023, "A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-021/III, Apr.
- Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023, "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-065/III, Oct, revised 01 Mar 2024.
- Abir HASSAN & Mahbubul Md. ALAM & Azmaine FAEIQUE, 2023, "Forecasting Monthly Inflation in Bangladesh: A Seasonal Autoregressive Moving Average (SARIMA) Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 2, pages 25-43, DOI: 10.1991/jefa.v7i2.a61.
- Dargel, Lukas & Thomas-Agnan, Christine, 2023, "Efficient Estimation of Spatial Econometric Interaction Models for Sparse OD Matrices," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1409, Feb.
- Vesna Bucevska & Borjan Gjelevski & Lea Matevska, 2023, "Oil Prices And Their Long-Term Relationship With Macroeconomic And Financial Indicators," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 21, issue 1, pages 3-24, May.
- Arthur Lewbel & Xi Qu & Xun Tang, 2023, "Social Networks with Unobserved Links," Journal of Political Economy, University of Chicago Press, volume 131, issue 4, pages 898-946, DOI: 10.1086/722090.
- Olga Bondarenko, 2023, "Agricultural Commodity Price Dynamics: Evidence from BVAR Models," Working Papers, National Bank of Ukraine, number 03/2023, Aug.
- Kateryna Savolchuk & Tetiana Yukhymenko, 2023, "The NBU's Credibility in the Formation of Firms' Inflation Expectations," Working Papers, National Bank of Ukraine, number 04/2023, Dec.
- William A. Brock & J. Isaac Miller, 2023, "Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing," Working Papers, Department of Economics, University of Missouri, number 2304, May.
- Evgeny V. Popov, 2023, "Firms’ ecosystems: Developing a research programme," Upravlenets, Ural State University of Economics, volume 14, issue 1, pages 2-15, March, DOI: 10.29141/2218-5003-2023-14-1-1.
- Masuhr Andreas & Trede Mark, 2023, "Mutual volatility transmission between assets and trading places," Dependence Modeling, De Gruyter, volume 11, issue 1, pages 1-15, DOI: 10.1515/demo-2022-0155.
- Pavlov Kostiantyn & Pavlova Olena & Ilyin Leonid & Novosad Oksana & Bortnik Svitlana, 2023, "Assessment of Innovation and Investment Attractiveness of the Western Ukrainian Regional Market of Tourist Services," Economics, Sciendo, volume 11, issue 1, pages 45-68, June, DOI: 10.2478/eoik-2023-0005.
- Darwez Faten & Alharbi Farea & Ifa Adel & Bayomei Samah & Mostfa Engy & Lutfi Abdalwali & haya Mohammed Abu & Alrawad Mahmaod, 2023, "Assessing the Impact of Oil Price Volatility on Food Prices in Saudi Arabia: Insights From Nonlinear Autoregressive Distributed Lags (NARDL) Analysis," Economics, Sciendo, volume 11, issue 2, pages 5-23, December, DOI: 10.2478/eoik-2023-0056.
- Pasionek Jolanta, 2023, "Reaction of the USD/PLN currency pair exchange rate to the published macroeconomic data," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 19, issue 1, pages 1-7, March, DOI: 10.2478/fiqf-2023-0001.
- Cellmer Radosław, 2023, "Points of Interest and Housing Prices," Real Estate Management and Valuation, Sciendo, volume 31, issue 1, pages 69-77, March, DOI: 10.2478/remav-2023-0007.
- Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023, "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 3, pages 40-63, December, DOI: 10.2478/subboec-2023-0014.
- Chocholatá Michaela & Furková Andrea, 2023, "Spatial Heterogeneity and Spillovers of Employment in the EU Regions," Zagreb International Review of Economics and Business, Sciendo, volume 26, issue 2, pages 163-182, DOI: 10.2478/zireb-2023-0019.
- Marcin Chlebus & Artur Nowak, 2023, "From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-13.
- Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023, "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 4, pages 1347-1395, November, DOI: 10.1111/iere.12647.
- Yoonseok Lee & Mary E. Lovely & Hoang Pham, 2023, "Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 1, pages 24-48, January, DOI: 10.1002/jae.2942.
- Kurt Schmidheiny & Sebastian Siegloch, 2023, "On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 5, pages 695-713, August, DOI: 10.1002/jae.2971.
- Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023, "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 543-565, April, DOI: 10.1002/for.2946.
- Tonami, Shun, 2023, "Application Method of Rational Inattention Hypothesis and Rational Inattention New Keynesian Phillips Curve Creation," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 53.
- Marc S. Paolella & Paweł Polak, 2023, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-37, March, DOI: 10.1142/S2010495222500336.
- Tsoy Lyubov & Almas Heshmati, 2023, "Impact Of Financial Crises On The Dynamics Of Capital Structure: Evidence From Korean Listed Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 867-898, June, DOI: 10.1142/S0217590819500498.
- Lining Yu & Wolfgang Karl Hã„Rdle & Lukas Borke & Thijs Benschop, 2023, "An Ai Approach To Measuring Financial Risk," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1529-1549, September, DOI: 10.1142/S0217590819500668.
- Arabinda Basistha & Richard Startz, 2023, "Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data," Working Papers, Department of Economics, West Virginia University, number 23-05, Oct.
- Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Discussion Papers, Deutsche Bundesbank, number 25/2023.
- Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2023, "Relation of Retail Gasoline and Diesel Prices in Croatia with Crude Oil Prices on World Markets," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2023), Hybrid Conference, Dubrovnik, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Dubrovnik, Croatia, 4-6 September, 2023", DOI: 10.54820/entrenova-2023-0005.
- Naape, Baneng, 2023, "Tax Knowledge, Tax Complexity and Tax Compliance in South Africa," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 5, issue 1, pages 14-27.
- König, Johannes, 2023, "Bias in Tax Progressivity Estimates," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 76, issue 2, pages 267-289, DOI: 10.1086/724186.
- Tatar, Balint, 2023, "Has the reaction function of the European Central Bank changed over time?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 183.
- Costola, Michele & Iacopini, Matteo & Wichers, Casper, 2023, "Bayesian SAR model with stochastic volatility and multiple time-varying weights," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 407, DOI: 10.2139/ssrn.4620913.
- Ragnar van der Merwe, 2023, "Collapsing the Complicated/Complex Distinction: It's Complexity all the Way Down," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 21, issue 1, pages 1-17.
- Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2023-07 Classification-C3, Aug.
- Christoph E. Boehm & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2023, "The Long and Short (Run) of Trade Elasticities," American Economic Review, American Economic Association, volume 113, issue 4, pages 861-905, April, DOI: 10.1257/aer.20210225.
- Klaus Adam & Henning Weber, 2023, "Estimating the Optimal Inflation Target from Trends in Relative Prices," American Economic Journal: Macroeconomics, American Economic Association, volume 15, issue 3, pages 1-42, July, DOI: 10.1257/mac.20200320.
- Treb Allen & Costas Arkolakis, 2023, "Economic Activity across Space: A Supply and Demand Approach," Journal of Economic Perspectives, American Economic Association, volume 37, issue 2, pages 3-28, Spring, DOI: 10.1257/jep.37.2.3.
- Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023, "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 63, pages 463-463, April.
- 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.
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- 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.
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- 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.
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- 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.
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- 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.
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- 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.
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- Kilian, Lutz, 2023, "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," CEPR Discussion Papers, Centre for Economic Policy Research, number 18348, Aug.
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- 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.
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- 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,".
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- 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.
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