Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2022

• Guillaume Carlier & Victor Chernozhukov & Gwendoline Bie & Alfred Galichon, 2022, "Correction to: Vector quantile regression and optimal transport, from theory to numerics," Empirical Economics, Springer, volume 62, issue 1, pages 63-63, January, DOI: 10.1007/s00181-020-01933-0.
• Lixiong Yang, 2022, "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, volume 62, issue 2, pages 533-551, February, DOI: 10.1007/s00181-021-02028-0.
• Cody Yu-Ling Hsiao & James Morley, 2022, "Debt and financial market contagion," Empirical Economics, Springer, volume 62, issue 4, pages 1599-1648, April, DOI: 10.1007/s00181-021-02077-5.
• Pål Boug & Ådne Cappelen, 2022, "Did OPEC change its behaviour after the November 2014 meeting?," Empirical Economics, Springer, volume 62, issue 5, pages 2285-2305, May, DOI: 10.1007/s00181-021-02104-5.
• David Powell, 2022, "Quantile regression with nonadditive fixed effects," Empirical Economics, Springer, volume 63, issue 5, pages 2675-2691, November, DOI: 10.1007/s00181-022-02216-6.
• Jinxin Cui & Aktham Maghyereh, 2022, "Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-022-00395-w.
• Pravakar Sahoo & Ranjan Kumar Dash & Yoon Jung Choi, 2022, "Do Absorptive Capacities Matter for FPI-Growth Nexus? Evidence from Cross-Country Analysis," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_8.
• J. Paul Elhorst, 2022, "The dynamic general nesting spatial econometric model for spatial panels with common factors: Further raising the bar," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), volume 42, issue 3, pages 249-267, December, DOI: 10.1007/s10037-021-00163-w.
• Noureddine Benlagha & Wael Hemrit, 2022, "Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 1-21, January, DOI: 10.1007/s12197-021-09554-8.
• Siab Mamipour & Sanaz Yazdani & Elmira Sepehri, 2022, "Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 785-801, October, DOI: 10.1007/s12197-022-09587-7.
• Jayanti Behera & Dukhabandhu Sahoo, 2022, "Asymmetric relationships between information and communication technology (ICT), globalization, and human development in India: evidence from non-linear ARDL analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40008-022-00269-5.
• Qiuyi Huang & Xiaoping Zheng & Mengjie Zhang & Xiaoshuan Zhang, 2022, "Agent-based modeling of the word-of-mouth effect on promoting brand-name agricultural products," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 875-896, July, DOI: 10.1007/s11403-022-00349-6.
• Kamel Helali, 2022, "Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 13, issue 1, pages 656-686, March, DOI: 10.1007/s13132-021-00740-x.
• Tobias Maier, 2022, "Advanced further training or dual higher education study: a choice experiment on the influence of employers’ preferences on career advancement," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 56, issue 1, pages 1-15, December, DOI: 10.1186/s12651-022-00309-4.
• Marcela Perticará & Mauricio Tejada, 2022, "Sources of gender wage gaps for skilled workers in Latin American countries," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 20, issue 2, pages 439-463, June, DOI: 10.1007/s10888-021-09500-y.
• Wei Cheng, 2022, "Consistent EM algorithm for a spatial autoregressive probit model," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-23, December, DOI: 10.1007/s43071-022-00022-x.
• Holger Steinmetz & Jörn Block, 2022, "Meta-analytic structural equation modeling (MASEM): new tricks of the trade," Management Review Quarterly, Springer, volume 72, issue 3, pages 605-626, September, DOI: 10.1007/s11301-022-00293-6.
• Robert H. Patrick, 2022, "Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests," Springer Books, Springer, chapter 78, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_78.
• Rosa Ferrentino & Luca Vota, 2022, "An Analysis of the Effectiveness of Japanese Monetary Policy Through a Statistical Mathematical Approach: a Simultaneous Equations Model (SEM)," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• Thomas von Brasch & Arvid Raknerud & Trond C. Vigtel, 2022, "Identifying the elasticity of substitution between capital and labour. A pooled GMM panel estimator," Discussion Papers, Statistics Norway, Research Department, number 976, Mar.
• Håvard Hungnes & Terje Skjerpen & Jørn Ivar Hamre & Xiaoming Chen Jansen & Dinh Quang Pham & Ole Sandvik, 2022, "Structural break in the Norwegian LFS due to the 2021 redesign," Discussion Papers, Statistics Norway, Research Department, number 987, Aug.
• Svitlana Khalatur & Manuela Tvaronavičienė & Manuela Tvaronavičienė & Olena Dovgal & Olena Dovgal & Oksana Levkovich & Oksana Vodolazska, 2022, "Impact of selected factors on digitalization of financial sector," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 358-377, September, DOI: 10.9770/jesi.2022.10.1(19).
• Andrea Tkacova & Beata Gavurova & Katarina Melasova & Peter Snopko, 2022, "Unemployment in the Context of Minimum Wage Concept in Slovakia," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 1, pages 395-407, September, DOI: 10.9770/jesi.2022.10.1(21).
• Ona Gražina RakauskienÄ— & Monika PetkeviÄ iÅ«tÄ—-StruÄ ko, 2022, "Determinants of logistics' performance: a new approach towards analysis of economic corridors and institutional quality impact," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 4, issue 3, pages 11-33, September, DOI: 10.9770/ird.2022.4.3(1).
• Thomas H. W. Ziesemer, 2022, "Foreign R&D spillovers to the USA and strategic reactions," Applied Economics, Taylor & Francis Journals, volume 54, issue 37, pages 4274-4291, August, DOI: 10.1080/00036846.2022.2030042.
• Burak Alparslan Eroğlu & J. Isaac Miller & Taner Yiğit, 2022, "Time-varying cointegration and the Kalman filter," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 1, pages 1-21, January, DOI: 10.1080/07474938.2020.1861776.
• Ekaterina Oparina & Sorawoot Srisuma, 2022, "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 2, pages 730-743, April, DOI: 10.1080/07350015.2020.1865169.
• Stephen L. Ross & Zhentao Shi, 2022, "Measuring Social Interaction Effects When Instruments Are Weak," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 995-1006, June, DOI: 10.1080/07350015.2021.1895811.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022, "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 12, pages 2257-2274, December, DOI: 10.1080/14697688.2022.2118071.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022, "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-022/III, Feb.
• Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022, "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-066/III, Sep, revised 23 Apr 2026.
• Jordi Brandts & Sabrine El Baroudi & Stefanie Huber & Christina Rott, 2022, "Gender Differences in Private and Public Goal Setting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-008/II, Jan.
• Victor Aguirregabiria, 2022, "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Working Papers, University of Toronto, Department of Economics, number tecipa-723, May.
• Yunjong Eo & James Morley, 2022, "Why Has the U.S. Economy Stagnated since the Great Recession?," The Review of Economics and Statistics, MIT Press, volume 104, issue 2, pages 246-258, May, DOI: 10.1162/rest_a_00957.
• Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022, "Bargaining and International Reference Pricing in the Pharmaceutical Industry," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1338, May.
• Laurent, Thibault & Margaretic, Paula & Thomas-Agnan, Christine, 2022, "Generalizing impact computations for the autoregressive spatial interaction model," TSE Working Papers, Toulouse School of Economics (TSE), number 22-1357, Sep, revised Feb 2023.
• David Benson & Matthew A. Masten & Alexander Torgovitsky, 2022, "ivcrc: An instrumental-variables estimator for the correlated random-coefficients model," Stata Journal, StataCorp LLC, volume 22, issue 3, pages 469-495, September, DOI: 10.1177/1536867X221124449.
• Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202201, Jan.
• Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202211, Jun.
• Justin Dang & Aman Ullah, 2022, "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers, University of California at Riverside, Department of Economics, number 202303, Jun, revised Mar 2023.
• Kateryna Savolchuk & Anton Grui, 2022, "Endogenous Monetary Policy Credibility in Ukraine," Working Papers, National Bank of Ukraine, number 02/2022, Jun.
• Per Lindh & Polina Lemenkova, 2022, "Leaching of Heavy Metals from Contaminated Soil Stabilised by Portland Cement and Slag Bremen," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/354610, Dec.
• Ziesemer, Thomas, 2022, "Estimation of a production function with domestic and foreign capital stock," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-002, Jan.
• Lukas Hoesch & Adam Lee & Geert Mesters, 2022, "Robust inference for non-Gaussian SVAR models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1847, Oct.
• Pavel A. Mikhnenko, 2022, "Transformation of the largest Russian companies’ business vocabulary in annual reports: Data Mining," Upravlenets, Ural State University of Economics, volume 13, issue 5, pages 17-33, November, DOI: 10.29141/2218-5003-2022-13-5-2.
• Nail Kashaev & Victor H. Aguiar, 2022, "A Random Attention and Utility Model," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20223.
• Victor H. Aguiar & Roberto Serrano, 2022, "Slutsky Matrix Symmetry: A New Behavioral Condition," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20228.
• Chen Baoline & McElroy Tucker S. & Pang Osbert C., 2022, "Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates," Journal of Official Statistics, Sciendo, volume 38, issue 2, pages 399-428, June, DOI: 10.2478/jos-2022-0020.
• Doszyń Mariusz, 2022, "Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation," Real Estate Management and Valuation, Sciendo, volume 30, issue 3, pages 61-72, September, DOI: 10.2478/remav-2022-0021.
• Andrzej Kocięcki & Marcin Kolasa, 2022, "A solution to the global identification problem in DSGE models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-01.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022, "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 3, pages 461-476, April, DOI: 10.1002/jae.2887.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2022, "Measuring real activity using a weekly economic index," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 4, pages 667-687, June, DOI: 10.1002/jae.2873.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022, "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 7, pages 1356-1371, November, DOI: 10.1002/for.2877.
• Siyu Liu & Chaoyi Zhao & Lan Wu, 2022, "Order types and natural price change: Model and empirical study of the Chinese market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-32, December, DOI: 10.1142/S2424786322500335.
• Lance A. Fisher & Hyeon-seung Huh, 2022, "Systematic Monetary Policy in a SVAR for Australia," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2022rwp-194, May.
• Patrik Barišić & Tibor Kovač & Vladimir Arčabić, 2022, "Identifying aggregate supply and demand shocks in small open economies," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2202, Mar.
• Hartwig, Benny, 2022, "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers, Deutsche Bundesbank, number 52/2022.
• Kilian, Lutz & Plante, Michael & Richter, Alexander W., 2022, "Macroeconomic responses to uncertainty shocks: The perils of recursive orderings," CFS Working Paper Series, Center for Financial Studies (CFS), number 687, DOI: 10.2139/ssrn.4361693.
• Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2022, "Asymmetric Reactions of Retail Gasoline Prices on the Changes in Crude Oil Prices in Chosen US Cities," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2022), Hybrid Conference, Opatija, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Opatija, Croatia, 17-18 June 2022", DOI: 10.54820/entrenova-2022-0002.
• Naape, Baneng, 2022, "South African Taxpayers Perceptions towards E-Filing," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 6, issue 2, pages 21-41, DOI: 10.1991/jefa.v6i2.a53.
• Fengler, Matthias & Polivka, Jeanine, 2022, "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264010.
• Yuhan Nie & Jiafu Su, 2022, "Evaluating the Green Innovation Ability of Engineering Teams in a Hesitation Fuzzy Environment," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 53-76, December.
• Kristoffer Pons Bertelsen, 2022, "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-05, Jan.
• Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022, "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-09, May.
• Mahmoud Irshaid, 2022, "Trancseding what is literally prescribed about Zakāh in Islam: A Fiqh-Economic Study العدول عن إخراج المنصوص عليه في الزكاة: دراسة فقهية اقتصادية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 35, issue 3, pages 3-27, January, DOI: 10.4197/Islec.35-3.1.
• Çiğdem Özarı & Özge Demirkale, 2022, "Stock Market Index Prediction Using Dollar-tl and Euro-tl Exchange Rates With K-nearest Neighbor Algorithm," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 41-62, April, DOI: https://doi.org/10.33203/mfy.103415.
• Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2022, "Differences in Positions along a Hierarchy: Counterfactuals Based on an Assignment Model," Annals of Economics and Statistics, GENES, issue 145, pages 29-74, DOI: https://doi.org/10.2307/48655901.
• Simon Alder & Timo Boppart & Andreas Müller, 2022, "A Theory of Structural Change That Can Fit the Data," American Economic Journal: Macroeconomics, American Economic Association, volume 14, issue 2, pages 160-206, April, DOI: 10.1257/mac.20190303.
• Jonathan Roth, 2022, "Pretest with Caution: Event-Study Estimates after Testing for Parallel Trends," American Economic Review: Insights, American Economic Association, volume 4, issue 3, pages 305-322, September, DOI: 10.1257/aeri.20210236.
• Federico Favata & Martin Segovia, 2022, "Estimación del Valor a Riesgo del mercado accionario argentino mediante modelos GARCH," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4562, Nov.
• Antonio Portugal Duarte & Nuno Baetas da Silva, 2022, "Exchange Rate Synchronization for a Set of Currencies from Different Monetary Areas," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 69, issue 2, pages 163-189, June.
• Anatoliy KHOLODENKO & Victoria GUSAK, 2022, "Initial states and transitional expenses in production and transport systems optimization," Access Journal, Access Press Publishing House, volume 3, issue 3, pages 292-306, July, DOI: 10.46656/access.2022.3.3(8).
• Rogneda I. Vasilyeva & Ekaterina A. Rozhina, 2022, "Econometric Modeling of the Impact of Ethnic Diversity on Economic Diversification: Analysis of Russian Regions," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 21, issue 4, pages 663-684, DOI: http://dx.doi.org/10.15826/vestnik..
• Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin, 2022, "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022005, Jan.
• Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2022, "Proportional Incremental Cost Probability Functions and their Frontiers," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022016, May.
• Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K., 2022, "DAI Digital Art Index : a robust price index for heterogeneous digital assets," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022036, Nov.
• Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022, "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022024, Jun.
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022, "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022003, May.
• Kurt Schmidheiny & Sebastian Siegloch, 2022, "On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 201, Sep.
• Агамбаева С.Б. // Agambayeva S.B. & Джусангалиева К.Е. // Jussangaliyeva K.E. & Акылбеков А.А. // Akylbekov A.A. & Ханетова А.Б. // Khanetova A.B., 2022, "Таргет по инфляции: формулировка цели и последствия ее смены. Обзор международного опыта. // Inflation Target: Formulation of the Goal and Implications of its Change. Overview of international experience," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3/4, pages 4-25.
• Дускалиева Сауле // Duskaliyeva Saule & Галимова Агия // Galimova Agiya & Жанабеков Сарсен // Zhanabekov Sarsen, 2022, "Влияние конкурентной среды на ценообразование // The impact of the competitive environment on pricing," Working Papers, National Bank of Kazakhstan, number #2022-8.
• Oscar Claveria, 2022, "“Modelling the dynamic interaction between economic uncertainty, growth, unemployment and suicide”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202206, Jun, revised Jun 2022.
• Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022, "“Density forecasts of inflation using Gaussian process regression models”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202207, Jul, revised Jul 2022.
• Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022, "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers, arXiv.org, number 2203.04040, Mar, revised May 2023.
• Victor Aguirregabiria, 2022, "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Papers, arXiv.org, number 2205.03948, May, revised Aug 2022.
• Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022, "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers, arXiv.org, number 2209.11970, Sep, revised May 2023.
• Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022, "An identification and testing strategy for proxy-SVARs with weak proxies," Papers, arXiv.org, number 2210.04523, Oct, revised Oct 2023.
• Timo Dimitriadis & Roxana Halbleib & Jeannine Polivka & Jasper Rennspies & Sina Streicher & Axel Friedrich Wolter, 2022, "Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models," Papers, arXiv.org, number 2212.11833, Dec, revised Oct 2025.
• Olga Shevchenko & Oleg Shevchuk & Bohdan Polovynko, 2022, "Regulation Of Dynamic Processes In The Indicators Of Disproportions Of Ukrainian Regions: Operational And Logistic Approach," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 5, DOI: 10.30525/2256-0742/2022-8-5-198-208.
• Vladyslav Sotnyk & Artem Kupchyn & Viktor Trynchuk & Vladimer Glonti & Larisa Belinskaja, 2022, "Fuzzy Logic Decision-Making Model for Technology Foresight," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 139-159.
• James Younker, 2022, "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers, Bank of Canada, number 2022-19, Sep, DOI: 10.34989/sdp-2022-19.
• Kim Huynh & Gradon Nicholls & Oleksandr Shcherbakov, 2022, "Equilibrium in Two-Sided Markets for Payments: Consumer Awareness and the Welfare Cost of the Interchange Fee," Staff Working Papers, Bank of Canada, number 22-15, Mar, DOI: 10.34989/swp-2022-15.
• Xiangjin Shen & Iskander Karibzhanov & Hiroki Tsurumi & Shiliang Li, 2022, "Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models," Staff Working Papers, Bank of Canada, number 22-31, Jul, DOI: 10.34989/swp-2022-31.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," Staff Working Papers, Bank of Canada, number 22-38, Sep, DOI: 10.34989/swp-2022-38.
• Carlos Montes-Galdón & Eva Ortega, 2022, "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers, Banco de España, number 2208, Mar.
• Blanca Jiménez-García & Julio Rodríguez, 2022, "A quantification of the evolution of bilateral trade flows Once bilateral RTAs are implemented," Working Papers, Banco de España, number 2220, Jun.
• Luis J. Álvarez & Florens Odendahl, 2022, "Data outliers and Bayesian VARs in the Euro Area," Working Papers, Banco de España, number 2239, Nov, DOI: https://doi.org/10.53479/23552.
• Lazar Čolić & Ivana Prica, 2022, "Uloga Regulacionog Stanja Na Ponašanje Potrošača (The Role Of The Regulatory State On Consumer Behavior)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 45, pages 1-13, June.
• Adam Lee & Lukas Hoesch & Geert Mesters, 2022, "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers, Barcelona School of Economics, number 1367, Oct.
• Sofya Kolesnik & Elizaveta Dobronravova, 2022, "Modelling the Effects of Unconventional Monetary Policy in a Heterogeneous Monetary Union," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 1, pages 3-22, March, DOI: 10.31477/rjmf.202201.03.
• Fulvia Pennoni & Francesco Bartolucci & Gianfranco Forte & Ferdinando Ametrano, 2022, "Exploring the dependencies among main cryptocurrency log‐returns: A hidden Markov model," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 51, issue 1, February, DOI: 10.1111/ecno.12193.
• Arthur Lewbel & Xi Qu & Xun Tang, 2022, "Estimating Social Network Models with Missing Links," Boston College Working Papers in Economics, Boston College Department of Economics, number 1056, Dec.
• Ioanna C. Bardakas, 2022, "Energy consumption by energy type and exports of goods in Greece: a comparative analysis in relation to the euro area," Economic Bulletin, Bank of Greece, issue 56, pages 75-92, December, DOI: 10.52903/econbull20225603.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos & Peter Hatzopoulos & Aliki Sagianou, 2022, "Forecasting actuarial time series: a practical study of the effect of statistical pre-adjustments," Working Papers, Bank of Greece, number 297, May, DOI: 10.52903/wp2022297.
• Emanuele Bacchiocchi & Toru Kitagawa, 2022, "Locally- but not Globally-identified SVARs," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1171, May.
• Yang Lixiong, 2022, "Time-varying threshold cointegration with an application to the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 257-274, April, DOI: 10.1515/snde-2018-0101.
• Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo, 2022, "Transition from the Taylor rule to the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 5, pages 635-647, December, DOI: 10.1515/snde-2019-0102.
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• Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022, "Bargaining and International Reference Pricing in the Pharmaceutical Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 17293, May.
• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2022, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CEPR Discussion Papers, Centre for Economic Policy Research, number 17698, Nov.
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• Millimet, Daniel L. & Parmeter, Christopher F., 2022, "Accounting for Skewed or One-Sided Measurement Error in the Dependent Variable," Political Analysis, Cambridge University Press, volume 30, issue 1, pages 66-88, January.
• Ana Paula MARTINS, 2022, "The aggregate “portfolio”: Econometrics of economic rates of return with a Portuguese illustration," Journal of Economics Bibliography, EconSciences Journals, volume 9, issue 3, pages 99-136, September.
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• Zewdie Habte SHIKUR, 2022, "Development And Enterprises’ Labor Demand In Sub-Saharan Africa: Evidence From Panel Data Of Four Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 2, pages 109-124.
• GUISAN, Maria-Carmen, 2022, "Estudios Económicos De La Asociación Hispalink-Galicia: 25 Años De Economía Española, Europea, Americana Y Mundial, 1997-2022," Economic Development, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics., number 126.
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• Izabela Pruchnicka-Grabias, 2022, "Interdependence between WTI Crude Oil Prices and the US Equity Market," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 226-232, March.
• Isah Wada, 2022, "The Nexus of Anthropogenic Climate Change, Primary Energy Consumption and Dynamic Economic Change in India," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 1-9, November.
• Hasdi Aimon & Anggi Putri Kurniadi & Mike Triani, 2022, "Determination of Natural Gas Consumption and Carbon Emission in Natural Gas Supplying Countries in Asia Pacific," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 96-101, November.
• Alberto Gallegos David & Arturo Lorenzo Valdes & Barbara Trejo Becerril, 2022, "Reference Price for the Mexican Crude Oil Mix Export Price: An Alternative Estimation for the Budget and Fiscal Responsibility Law," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 237-247, November.
• Benini, Giacomo & Cattani, Gilles, 2022, "Measuring the long run technical efficiency of offshore wind farms," Applied Energy, Elsevier, volume 308, issue C, DOI: 10.1016/j.apenergy.2021.118218.
• Ni, Shiying & Bai, Xiwen & Li, Lefei, 2022, "Behind the heterogeneous trade effects of standards: Multi-sector evidence from China," Journal of Asian Economics, Elsevier, volume 82, issue C, DOI: 10.1016/j.asieco.2022.101513.
• Ciola, Emanuele & Gaffeo, Edoardo & Gallegati, Mauro, 2022, "Search for profits and business fluctuations: How does banks’ behaviour explain cycles?," Journal of Economic Dynamics and Control, Elsevier, volume 135, issue C, DOI: 10.1016/j.jedc.2021.104292.
• Mohimont, Jolan, 2022, "Welfare effects of business cycles and monetary policies in a small open emerging economy," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104316.
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• Jongeneel, Roel & Gonzalez-Martinez, Ana Rosa, 2022, "The role of market drivers in explaining the EU milk supply after the milk quota abolition," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 194-209, DOI: 10.1016/j.eap.2021.11.020.
• Sunal, Onur, 2022, "The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 255-261, DOI: 10.1016/j.eap.2021.12.002.
• Balakumar, Suganya & Dash, Saumya Ranjan & Maitra, Debasish & Kang, Sang Hoon, 2022, "Do oil price shocks have any implications for stock return momentum?," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 637-663, DOI: 10.1016/j.eap.2022.06.016.
• Chen, Jiandong & Xie, Qiaoli & Shahbaz, Muhammad & Song, Malin & Li, Li, 2022, "Impact of bilateral trade on fossil energy consumption in BRICS: An extended decomposition analysis," Economic Modelling, Elsevier, volume 106, issue C, DOI: 10.1016/j.econmod.2021.105698.
• Jeong, Minsoo, 2022, "Modelling persistent stationary processes in continuous time," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105776.
• Alanya-Beltran, Willy, 2022, "Unit roots in lower-bounded series with outliers," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105984.
• Pan, Qunxing & Mei, Xiaowen & Gao, Tianqing, 2022, "Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101591.
• Chen, Qi-an & Hu, Qingyu & Yang, Hu & Qi, Kai, 2022, "A kind of new time-weighted nonnegative lasso index-tracking model and its application," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101603.
• Zhang, Xu & Ding, Zhijing & Hang, Jianqin & He, Qizhi, 2022, "How do stock price indices absorb the COVID-19 pandemic shocks?," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101672.
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• Zhang, Congshan & Li, Jia & Todorov, Viktor & Tauchen, George, 2022, "Variation and efficiency of high-frequency betas," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 156-175, DOI: 10.1016/j.jeconom.2020.05.022.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022, "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 177-220, DOI: 10.1016/j.jeconom.2021.02.008.
• Saart, Patrick W. & Xia, Yingcun, 2022, "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 127-151, DOI: 10.1016/j.jeconom.2020.11.012.
• Fang, Fang & Li, Jialiang & Xia, Xiaochao, 2022, "Semiparametric model averaging prediction for dichotomous response," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 219-245, DOI: 10.1016/j.jeconom.2020.09.008.
• Peng, Jingfu & Yang, Yuhong, 2022, "On improvability of model selection by model averaging," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 246-262, DOI: 10.1016/j.jeconom.2020.12.003.
• Todorov, Viktor, 2022, "Nonparametric jump variation measures from options," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 255-280, DOI: 10.1016/j.jeconom.2021.04.005.
• Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022, "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 535-558, DOI: 10.1016/j.jeconom.2020.12.014.
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• Diebold, Francis X. & Rudebusch, Glenn D., 2022, "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 520-534, DOI: 10.1016/j.jeconom.2020.12.007.
• Kleppe, Tore Selland & Liesenfeld, Roman & Moura, Guilherme Valle & Oglend, Atle, 2022, "Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 105-127, DOI: 10.1016/j.ecosta.2021.03.008.
• Curato, Imma Valentina & Sanfelici, Simona, 2022, "Stochastic leverage effect in high-frequency data: a Fourier based analysis," Econometrics and Statistics, Elsevier, volume 23, issue C, pages 53-82, DOI: 10.1016/j.ecosta.2021.03.001.
• Bittencourt, Manoel & Gupta, Rangan & Makena, Philton & Stander, Lardo, 2022, "Socio-political instability and growth dynamics," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101005.
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• Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022, "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105760.
• Kanamura, Takashi & Bunn, Derek W., 2022, "Market making and electricity price formation in Japan," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2021.105765.
• Mahler, Valentin & Girard, Robin & Kariniotakis, Georges, 2022, "Data-driven structural modeling of electricity price dynamics," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105811.
• Selmi, Refk & Hammoudeh, Shawkat & Kasmaoui, Kamal & Sousa, Ricardo M. & Errami, Youssef, 2022, "The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105913.
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• Miller, J. Isaac & Nam, Kyungsik, 2022, "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106291.
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• Lee, Chien-Chiang & Yuan, Zihao & Lee, Chi-Chuan & Chang, Yu-Fang, 2022, "The impact of renewable energy technology innovation on energy poverty: Does climate risk matter?," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106427.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2022, "Cannibalization, depredation, and market remuneration of power plants," Energy Policy, Elsevier, volume 167, issue C, DOI: 10.1016/j.enpol.2022.113086.
• Calvert Jump, Robert & Kohler, Karsten, 2022, "A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016," Explorations in Economic History, Elsevier, volume 85, issue C, DOI: 10.1016/j.eeh.2022.101448.
• Zhao, Dongxu & Li, Kai, 2022, "Bounded rationality, adaptive behaviour, and asset prices," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102037.
• Shi, Yukun & Chen, Ding & Guo, Biao & Xu, Yaofei & Yan, Cheng, 2022, "The information content of CDS implied volatility and associated trading strategies," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102295.
• Yuan, Ying & Wang, Haiying & Jin, Xiu, 2022, "Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102315.
• Lee, Hsiang-Tai & Lee, Chien-Chiang, 2022, "A regime-switching real-time copula GARCH model for optimal futures hedging," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102395.
• Yousaf, Imran & Jareño, Francisco & Esparcia, Carlos, 2022, "Tail connectedness between lending/borrowing tokens and commercial bank stocks," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102417.
• Baviera, Roberto, 2022, "The measure of model risk in credit capital requirements," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102064.
• Tian, Maoxi & Ji, Hao, 2022, "GARCH copula quantile regression model for risk spillover analysis," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102104.
• Shi, Yanlin, 2022, "A closed-form estimator for the Markov switching in mean model," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102107.
• Hřebačka, Viktor, 2022, "The impact of provider-specific factors on the profitability of contract for difference traders," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102201.