Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2022

• 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.
• Victor H. Aguiar & Roberto Serrano, 2022, "Slutsky Matrix Symmetry: A New Behavioral Condition," Working Papers, Brown University, Department of Economics, number 2022-004.
• Vincent Boly & Manon Enjolras & Severine Husson & Laure Morel & Laurent Dupont & Lina Benis, 2022, "Innovation Capacity of City Administrations: A Best Practices Approach," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 169-198.
• Auld, T., 2022, "Betting and financial markets are cointegrated on election night," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2263, Nov.
• Auld, T., 2022, "Political markets as equity price factors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2264, Nov.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/8, May.
• Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2022, "Propagation and Amplification of Local Productivity Spillovers," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 22-32, Aug.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," CESifo Working Paper Series, CESifo, number 10034.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022, "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CESifo Working Paper Series, CESifo, number 10121.
• Julia Levine & Stephan Seiler, 2022, "Identifying State Dependence in Brand Choice: Evidence from Hurricanes," CESifo Working Paper Series, CESifo, number 9889.
• Didier Sornette & Florian Ulmann & Alexander Wehrli, 2022, "On the Directional Destabilizing Feedback Effects of Option Hedging," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-34, Apr.
• Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
• Christophe Gouel & Nicolas Legrand, 2022, "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers, CEPII research center, number 2022-04, Jul.
• Pravakar Sahoo & Ranjan Kumar Dash, 2022, "Does FDI have differential impacts on exports? Evidence from developing countries," International Economics, CEPII research center, issue 172, pages 227-237.
• Siqi Wei, 2022, "Income, Employment and Health Risks of Older Workers," Working Papers, CEMFI, number wp2022_2205, Jul.
• Nancy Matos Reyes & Robert McDonald & Jaime Rivera Camino, 2022, "La influencia del conflicto social y la licencia social para operar sobre el valor de la empresa," Estudios Gerenciales, Universidad Icesi, volume 38, issue 165, pages 406-423, DOI: 10.18046/j.estger.2022.165.5136.
• Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022, "When do state-dependent local projections work?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17265, Apr.
• Aguirregabiria, Victor, 2022, "Dynamic demand for differentiated products with fixed effects unobserved heterogeneity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17292, May.
• Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022, "Bargaining and International Reference Pricing in the Pharmaceutical Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, 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, C.E.P.R. Discussion Papers, number 17698, Nov.
• Gehrig, Thomas & Sögner, Leopold, 2022, "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17743, Dec.
• Verena Monschang & Bernd Wilfling, 2022, "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9722, Mar.
• Bjoern Schulte-Tillman & Mawuli Segnon & Bernd Wilfling, 2022, "Financial-market volatility prediction with multiplicative Markov-switching MIDAS components," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 9922, Jun.
• Christian Francq & Jean-Michel Zakoïan, 2022, "Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models," Working Papers, Center for Research in Economics and Statistics, number 2022-06, Mar.
• Blazsek, Szabolcs & Escribano, Álvaro, 2022, "Score-driven threshold ice-age models: benchmark models for long-run climate forecasts," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 34757, May.
• Kourtellos, Andros & Stengos, Thanasis & Sun, Yiguo, 2022, "Endogeneity In Semiparametric Threshold Regression," Econometric Theory, Cambridge University Press, volume 38, issue 3, pages 562-595, June.
• 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.
• Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2323, Feb.
• Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022, "Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data," Working Papers, Central Bank of Cyprus, number 2022-1, Jun.
• 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.
• Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022, "Bargaining and International Reference Pricing in the Pharmaceutical Industry," Research Papers, Stanford University, Graduate School of Business, number 3889, Apr.
• 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.
• Kadilli, Anjeza & Krishnakumar, Jaya, 2022, "Smooth Transition Simultaneous Equation Models," Journal of Economic Dynamics and Control, Elsevier, volume 145, issue C, DOI: 10.1016/j.jedc.2022.104546.
• 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.
• Jeong, Minsoo, 2022, "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110237.
• Li, Li & Tu, Yundong, 2022, "The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110306.
• Diebold, Francis X. & Göbel, Maximilian, 2022, "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110478.
• Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110528.
• Bada, O. & Kneip, A. & Liebl, D. & Mensinger, T. & Gualtieri, J. & Sickles, R.C., 2022, "A wavelet method for panel models with jump discontinuities in the parameters," Journal of Econometrics, Elsevier, volume 226, issue 2, pages 399-422, DOI: 10.1016/j.jeconom.2021.09.006.
• 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.
• Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "From zero to hero: Realized partial (co)variances," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 348-360, DOI: 10.1016/j.jeconom.2021.04.013.
• 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.
• Ballotta, Laura & Rayée, Grégory, 2022, "Smiles & smirks: Volatility and leverage by jumps," European Journal of Operational Research, Elsevier, volume 298, issue 3, pages 1145-1161, DOI: 10.1016/j.ejor.2021.08.023.
• 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.
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022, "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106125.
• 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.
• Crosby, John & Frau, Carme, 2022, "Jumps in commodity prices: New approaches for pricing plain vanilla options," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106302.
• Oladosu, Gbadebo & Leiby, Paul & Uria-Martinez, Rocio & Bowman, David, 2022, "Sensitivity of the U.S. economy to oil prices controlling for domestic production and imports," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106355.
• 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.
• Tran, Quang Van & Kukal, Jaromir, 2022, "A novel heavy tail distribution of logarithmic returns of cryptocurrencies," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102574.
• Zhao, Lili & Liu, Wenhua & Zhou, Min & Wen, Fenghua, 2022, "Extreme event shocks and dynamic volatility interactions: The stock, commodity, and carbon markets in China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102645.
• Cho, Yongbok & Lee, Yongwoong, 2022, "Asymmetric asset correlation in credit portfolios," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103037.
• Bhatt, Vipul & Kishor, N. Kundan, 2022, "Role of credit and expectations in house price dynamics," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103203.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.
• Wang, Zheng-Xin & Jv, Yue-Qi, 2022, "A smooth difference-in-differences model for assessing gradual policy effects: Revisiting the impact of banking deregulation on income distribution," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103319.
• Daures-Lescourret, Laurence & Fulop, Andras, 2022, "Standardization, transparency initiatives, and liquidity in the CDS market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100718.
• Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Gabauer, David & Dwumfour, Richard Adjei, 2022, "Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100692.
• Doi, Naoshi, 2022, "A simple method to estimate discrete-type random coefficients logit models," International Journal of Industrial Organization, Elsevier, volume 81, issue C, DOI: 10.1016/j.ijindorg.2022.102825.
• Marri, Fouad & Moutanabbir, Khouzeima, 2022, "Risk aggregation and capital allocation using a new generalized Archimedean copula," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 75-90, DOI: 10.1016/j.insmatheco.2021.11.007.
• Sun, Hongfang & Chen, Yu & Hu, Taizhong, 2022, "Statistical inference for tail-based cumulative residual entropy," Insurance: Mathematics and Economics, Elsevier, volume 103, issue C, pages 66-95, DOI: 10.1016/j.insmatheco.2022.01.002.
• Henckaerts, Roel & Antonio, Katrien, 2022, "The added value of dynamically updating motor insurance prices with telematics collected driving behavior data," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 79-95, DOI: 10.1016/j.insmatheco.2022.03.011.
• Zhou, Hongjuan & Zhou, Kenneth Q. & Li, Xianping, 2022, "Stochastic mortality dynamics driven by mixed fractional Brownian motion," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 218-238, DOI: 10.1016/j.insmatheco.2022.07.006.
• Malavasi, Matteo & Peters, Gareth W. & Shevchenko, Pavel V. & Trück, Stefan & Jang, Jiwook & Sofronov, Georgy, 2022, "Cyber risk frequency, severity and insurance viability," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 90-114, DOI: 10.1016/j.insmatheco.2022.05.003.
• Hillairet, Caroline & Lopez, Olivier & d'Oultremont, Louise & Spoorenberg, Brieuc, 2022, "Cyber-contagion model with network structure applied to insurance," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 88-101, DOI: 10.1016/j.insmatheco.2022.08.002.
• Sahoo, Pravakar & Dash, Ranjan Kumar, 2022, "Does FDI have differential impacts on exports? Evidence from developing countries," International Economics, Elsevier, volume 172, issue C, pages 227-237, DOI: 10.1016/j.inteco.2022.10.002.
• Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022, "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101674.
• Chen, Chun-Da & Su, Ching-Hui (Joan) & Chen, Ming-Hsiang, 2022, "Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns," Journal of Air Transport Management, Elsevier, volume 102, issue C, DOI: 10.1016/j.jairtraman.2022.102229.
• Alam, Jessica & Georgalos, Konstantinos & Rolls, Harrison, 2022, "Risk preferences, gender effects and Bayesian econometrics," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 168-183, DOI: 10.1016/j.jebo.2022.08.013.
• Szőke, Bálint, 2022, "Estimating robustness," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105225.
• Kashaev, Nail & Aguiar, Victor H., 2022, "A random attention and utility model," Journal of Economic Theory, Elsevier, volume 204, issue C, DOI: 10.1016/j.jet.2022.105487.
• Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder, 2022, "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2022.102601.
• Anderegg, Benjamin & Ulmann, Florian & Sornette, Didier, 2022, "The impact of option hedging on the spot market volatility," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102627.
• Oladosu, Gbadebo, 2022, "Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100219.
• Pradeep, Siddhartha, 2022, "Impact of diesel price reforms on asymmetricity of oil price pass-through to inflation: Indian perspective," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00249.
• Kumar, Pawan & Singh, Vipul Kumar, 2022, "Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102773.
• Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson, 2022, "Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102877.
• Ugur, Hatice Kubra & Dogan, Nukhet & Berument, M. Hakan, 2022, "Effects of US foreign and domestic shocks on US shale oil production across different basins," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102991.
• Zhao, Jing, 2022, "Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103031.
• Khezri, Mohsen & Heshmati, Almas & Ghazal, Reza & Khodaei, Mehdi, 2022, "Non-resource revenues and the resource curse in different institutional structures: The DIGNAR-MTFF model," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103120.
• Restrepo-Ángel, Sergio & Rincón-Castro, Hernán & Ospina-Tejeiro, Juan J., 2022, "Multipliers of taxes and public spending in Colombia: SVAR and local projections approaches," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 3, DOI: 10.1016/j.latcb.2022.100070.
• Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022, "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101851.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022, "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 600, issue C, DOI: 10.1016/j.physa.2022.127524.
• Le, Thanh Ha, 2022, "Connectedness between nonrenewable and renewable energy consumption, economic growth and CO2 emission in Vietnam: New evidence from a wavelet analysis," Renewable Energy, Elsevier, volume 195, issue C, pages 442-454, DOI: 10.1016/j.renene.2022.05.083.

2021

• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021, "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-08, Jun.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Jul.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/044, Jan.
• Andrew Chesher & Adam M. Rosen, 2021, "Counterfactual Worlds," Annals of Economics and Statistics, GENES, issue 142, pages 311-335, DOI: https://doi.org/10.15609/annaeconst.
• Markus Brunnermeier & Darius Palia & Karthik A. Sastry & Christopher A. Sims, 2021, "Feedbacks: Financial Markets and Economic Activity," American Economic Review, American Economic Association, volume 111, issue 6, pages 1845-1879, June, DOI: 10.1257/aer.20180733.
• Kfir Eliaz & Ran Spiegler & Yair Weiss, 2021, "Cheating with Models," American Economic Review: Insights, American Economic Association, volume 3, issue 4, pages 417-434, December, DOI: 10.1257/aeri.20200635.
• Jessie Li, 2021, "The Proximal Bootstrap for Finite-Dimensional Regularized Estimators," AEA Papers and Proceedings, American Economic Association, volume 111, pages 616-620, May, DOI: 10.1257/pandp.20211036.
• Tetsuya Kaji & Elena Manresa & Guillaume A. Pouliot, 2021, "Adversarial Inference Is Efficient," AEA Papers and Proceedings, American Economic Association, volume 111, pages 621-625, May, DOI: 10.1257/pandp.20211037.
• Barbara Rossi, 2021, "Forecasting in the Presence of Instabilities: How We Know Whether Models Predict Well and How to Improve Them," Journal of Economic Literature, American Economic Association, volume 59, issue 4, pages 1135-1190, December, DOI: 10.1257/jel.20201479.
• Mauricio Gallardo, 2021, "Measuring vulnerability to multidimensional poverty with Bayesian network classifiers," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4475, Nov.
• Mauricio Gallardo & María Emma Santos & Pablo Villatoro & Vicky Pizarro, 2021, "Measuring vulnerability to multidimensional poverty in Latin América," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4476, Nov.
• Vesna Karadzic & Bojan Pejovic, 2021, "Inflation Forecasting in the Western Balkans and EU: A Comparison of Holt-Winters, ARIMA and NNAR Models," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue 57, pages 517-517.
• Mihai Paunica & Alexandru Manole & Catalina Motofei & Gabriela-Lidia Tanase, 2021, "Resilience of the European Union Economies. An Analysis of the Granger Causality at the Level of the Gross Domestic Product," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue Special15, pages 914-914, November.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/044, Jan.
• Maranzano, Paolo & Cerdeira Bento, Joao Paulo & Manera, Matteo, , "The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 310225, DOI: 10.22004/ag.econ.310225.
• Gouel, Christophe & Legrand, Nicolas, 2021, "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," 2021 Conference, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 316404, DOI: 10.22004/ag.econ.316404.
• Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
• Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021, "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/06, Apr.
• Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/07, Apr.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/12, Jul.
• Joel Hinaunye Eita & Zitsile Zamantungwa Khumalo & Ireen Choga, 2021, "Productivity and Real Exchange Rate: Investigating the Balassa-Samuelson Effect and misalignment in Five African Countries," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 2, pages 177-194, June, DOI: 10.47743/saeb-2021-0011.
• Argyrios D. Kolokontes, 2021, "Reposition of Forward-to-Backward Input-Output Analysis," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 2, pages 195-232, June, DOI: 10.47743/saeb-2021-0015.
• Irada DZHALLADOVA & Oleh KAMINSKY & Oleksandr LUTYJ, 2021, "The impact of the consequences of the Covid-19 pandemic on the social security of Ukraine," Access Journal, Access Press Publishing House, volume 2, issue 3, pages 252-260, September, DOI: 10.46656/access.2021.2.3(4).