Research classified by Journal of Economic Literature (JEL) codes

1. Sign Restrictions

2022

• 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.

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).
• Simar, Léopold & Wilson, Paul, 2021, "Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021003, Feb.
• Wunsch, Guillaume & Russo, Federica & Mouchart, Michel & Orsi, Renzo, 2021, "Time and causality in the social sciences," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2021052, Sep, DOI: https://doi.org/10.1177/0961463X211.
• Dennis Nchor, 2021, "Shadow economies and tax evasion: The case of the Czech Republic, Poland and Hungary," Society and Economy, Akadémiai Kiadó, Hungary, volume 43, issue 1, pages 21-37, March, DOI: 10.1556/204.2020.00029.
• Elizabeth Jane Casabianca & Alessia Lo Turco & Daniela Maggioni, 2021, "Migration And The Structure Of Manufacturing Production. A View From Italian Provinces," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 448, Jan.
• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021, "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 450, Jan.
• Touhami Abdelkhalek & Dorothee Boccanfuso, 2021, "Impact of tax reforms in applied models: which functional forms should be chosen for the demand system ? Theory and application for Morocco," Working Papers, Africa Institute for Research in Economics and Social Sciences, number 9, Jun.
• Ignacio Galará, 2021, "Miopes y pesimistas: ¿Cómo forman sus expectativas de inflación los argentinos? Revisión empírica de un modelo teórico agregado de expectativas con sesgos de información. Estudio del caso argentino," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 37, Mar.
• Oscar Claveria & Enric Monte & Salvador Torra, 2021, "“Nowcasting and forecasting GDP growth with machine-learning sentiment indicators”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202101, Feb, revised Feb 2021.
• Francis X. Diebold & Maximilian Gobel, 2021, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers, arXiv.org, number 2101.10359, Jan, revised Jan 2022.
• Alberto Bisin & Andrea Moro, 2021, "LATE for History," Papers, arXiv.org, number 2102.08174, Feb.
• Tobias Hartl, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers, arXiv.org, number 2102.10067, Feb.
• Guillaume Carlier & Victor Chernozhukov & Gwendoline De Bie & Alfred Galichon, 2021, "Vector quantile regression and optimal transport, from theory to numerics," Papers, arXiv.org, number 2102.12809, Feb.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Irene Brunetti & Davide Fiaschi, 2021, "Occupational Mobility: Theory and Estimation for Italy," Papers, arXiv.org, number 2104.01285, Apr.
• Nail Kashaev & Victor H. Aguiar, 2021, "A Random Attention and Utility Model," Papers, arXiv.org, number 2105.11268, May, revised May 2022.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar, 2021, "Contamination Bias in Linear Regressions," Papers, arXiv.org, number 2106.05024, Jun, revised Jun 2024.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes," Papers, arXiv.org, number 2107.03674, Jul, revised Feb 2023.
• Victor Aguirregabiria & Jesus M. Carro, 2021, "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Papers, arXiv.org, number 2107.06141, Jul, revised Jul 2024.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021, "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers, arXiv.org, number 2107.08808, Jul.
• Mohammad Rafiqul Islam & Masud Alam & Munshi Naser .Ibne Afzal & Sakila Alam, 2021, "Nighttime Light Intensity and Child Health Outcomes in Bangladesh," Papers, arXiv.org, number 2108.00926, Aug, revised Sep 2022.
• Oualid Bada & Alois Kneip & Dominik Liebl & Tim Mensinger & James Gualtieri & Robin C. Sickles, 2021, "A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters," Papers, arXiv.org, number 2109.10950, Sep.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021, "Interactive Effects Panel Data Models with General Factors and Regressors," Papers, arXiv.org, number 2111.11506, Nov.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Pravakar Sahoo & Ranjan Kumar Dash & Yoon Jung Choi, 2021, "Do Absorptive Capacities matter for FPI-Growth Nexus? Evidence from Cross-country Analysis," IEG Working Papers, Institute of Economic Growth, number 435, Jul.
• Pravakar Sahoo & Ranjan Kumar Das, 2021, "Differential Growth Impact of FDI on LICs, LMICs, and ECs: The Role of Absorptive Capabilities," IEG Working Papers, Institute of Economic Growth, number 447, Nov.
• Burim Gashi, 2021, "Impact of Bank Specific and Macro Determinants on Non-performing Loans of Polish Banking Sector," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 129-147.
• Martina Makarieva, 2021, "Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 61-83,84-10.
• Alain Guay & Florian Pelgrin, 2021, "SVARs in the Frequency Domain using a Continuum of Restrictions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 21-07, Aug.
• Fabrizio Ferriani & Andrea Gazzani, 2021, "Financial condition indices for emerging market economies: can Google help?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 653, Nov.
• Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021, "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1324, Mar.
• De la Peña Rogelio, 2021, "Should monetary policy lean against the wind in a small-open economy? Revisiting the Tinbergen rule," Working Papers, Banco de México, number 2021-01, Apr.
• Baoline Chen & Tucker McElroy & Osbert Pang, 2021, "Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates," BEA Working Papers, Bureau of Economic Analysis, number 0186, Jan.
• Amandine Tran, 2021, "Statistical Modelization of Overindebtedness," Working papers, Banque de France, number 807.
• Jean-Charles Bricongne & Baptiste Meunier & Thomas Pical, 2021, "Can satellite data on air pollution predict industrial production?," Working papers, Banque de France, number 847.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2021, "Short-term inflation projections model and its assessment in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 21, issue 2, pages 184-204.
• Denis Shibitov & Mariam Mamedli, 2021, "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series, Bank of Russia, number wps70, Apr.
• Pål Boug & Ådne Cappelen & Eilev S. Jansen & Anders Rygh Swensen, 2021, "The Consumption Euler Equation or the Keynesian Consumption Function?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 1, pages 252-272, February, DOI: 10.1111/obes.12394.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British output growth related to its uncertainty? Evidence using eight centuries of data," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 3, pages 345-364, July, DOI: 10.1111/sjpe.12270.
• Arthur Lewbel & Xi Qu & Xun Tang, 2021, "Social Networks with Mismeasured Links," Boston College Working Papers in Economics, Boston College Department of Economics, number 1031, Apr.
• Gerard J. van den Berg & Hanno Foerster & Arne Uhlendorff, 2021, "A Structural Analysis of Vacancy Referrals with Imperfect Monitoring and the Strategic Use of Sickness Absence," Boston College Working Papers in Economics, Boston College Department of Economics, number 1042, Aug, revised 17 Sep 2023.
• Ioanna Bardaka & Athina Rentifi, 2021, "The importance of selected structural competitiveness indicators for exports: a comparative analysis between the euro area and Greece," Economic Bulletin, Bank of Greece, issue 54, pages 59-78, December.
• Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021, "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1165, Sep.
• Kawakatsu Hiroyuki, 2021, "Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages," Journal of Econometric Methods, De Gruyter, volume 10, issue 1, pages 33-52, January, DOI: 10.1515/jem-2020-0004.
• Elveren Adem Yavuz & Taşıran Ali Cevat, 2021, "Soft Modeling of Military Expenditure, Income Inequality, and Profit Rate, 1988–2008," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 27, issue 3, pages 405-430, September, DOI: 10.1515/peps-2020-0013.
• Schneider Friedrich, 2021, "Mehr Licht im Schatten? Neuere Ergebnisse über die Schattenwirtschaft," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 22, issue 3, pages 225-246, September, DOI: 10.1515/pwp-2021-0037.
• Lahiri Kajal & Yang Liu, 2021, "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 4, pages 193-212, September, DOI: 10.1515/snde-2019-0033.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021, "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS88, Sep.
• Maurin Baillif & Matthieu de Lapparent & Evanthia Kazagli, 2021, "A Hybrid Approach to Real Estate Price Definition: A Case Study in Western Switzerland," Revue économique, Presses de Sciences-Po, volume 72, issue 6, pages 1055-1077.
• Nabil Nassiri & Abdelhak Nassiri, 2021, "Effets des réseaux de télémédecine sur la durée de séjour et l’intensité des transferts des patients : application au réseau Périn@t à l’aide d’un modèle de durée à population séparée à effet aléatoire," Revue d'économie industrielle, De Boeck Université, volume 0, issue 3, pages 99-136.
• Palumbo, D., 2021, "Testing and Modelling Time Series with Time Varying Tails," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2111, Jan.
• De Nardi, M. & French, E. & Bailey Jones, J. & McGee, R., 2021, "Why Do Couples and Singles Save During Retirement?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2172, Oct.
• Fabrice Dabiré & Hashmat Khan & Patrick Richard & Jean-François Rouillard, 2021, "Characterizing G-multipliers in Canada," Carleton Economic Papers, Carleton University, Department of Economics, number 21-14, Dec, revised 14 Mar 2023.
• Dimitrios Anastasiou, 2021, "Macroeconomic determinants of MIR interest rate margin in the euro area," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 1, pages 39-53.
• Vesna Karadžić & Nikola Đalović, 2021, "Profitability Determinants of Big European Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 2, pages 39-56.
• Balazs Egert, 2021, "Investment in OECD Countries: A Primer," CESifo Working Paper Series, CESifo, number 9136.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
• Caio Almeida & Paul Schneider, 2021, "Constrained Polynomial Likelihood," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-45, May.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021, "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-83, Sep.
• Damir Filipović & Amir Khalilzadeh, 2021, "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-95, Dec.
• Yannick Malevergne & Didier Sornette & Ran Wei, 2021, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-96, Dec.
• Muhammed A. Yildirim & Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas, 2021, "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CID Working Papers, Center for International Development at Harvard University, number 390, Jan.
• Siew-Voon Soon & Ahmad Zubaidi Baharumshah, 2021, "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, CEPII research center, issue 165, pages 67-84.
• Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh & Youssef Errami & Mark E. Wohar, 2021, "The energy transition, Trump energy agenda and COVID-19," International Economics, CEPII research center, issue 165, pages 140-153.
• Morad Bali & Nady Rapelanoro, 2021, "How to simulate international economic sanctions: A multipurpose index modelling illustrated with EU sanctions against Russia," International Economics, CEPII research center, issue 168, pages 25-39.
• Touhami Abdelkhalek & Dorothée Boccanfuso, 2021, "Impact of Tax Reforms in Applied Models: Which Functional Forms Should Be Chosen for the Demand System? Theory and Application for Morocco," CIRANO Working Papers, CIRANO, number 2021s-07, Feb.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021, "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers, CIRANO, number 2021s-33, Sep.
• Miroslav Plasil, 2021, "Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2021/01, Sep.
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• Héctor Javier Fuentes López & Cindy Carolina Ferrucho-Parra & William Alexander Mart�nez-Gonz�lez, 2021, "La minería y su impacto en el desarrollo económico en Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 40, issue 71, pages 189-216.
• Julián Augusto Casas Herrera & Jhancarlos Guti�rrez Ayala, 2021, "Análisis territorial de las elasticidades de sustitución de los factores de producción en la industria manufacturera colombiana (1992 – 2018)," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 94, pages 233-265.
• Martha Yánez Contreras & Haroldo Emilio Rodr�guez P�ez & Devian Parra Padilla, 2021, "Determinantes no económicos de la migración de graduados de educación superior: un caso de análisis en el Caribe colombiano," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 29, issue 2, pages 143-165, DOI: 10.18359/rfce.5297.
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• Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020, "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 15154, Aug.
• Mckibbin, Warwick & Fernando, Roshen & Liu, Weifeng, 2021, "Global Economic Impacts of Climate Shocks, Climate Policy and Changes in Climate Risk Assessment," CEPR Discussion Papers, Centre for Economic Policy Research, number 16154, May.
• De Nardi, Mariacristina & French, Eric Baird & Jones, John Bailey & McGee, Rory, 2021, "Why Do Couples and Singles Save During Retirement?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16155, May.
• Aguirregabiria, Victor & Carro, Jesus, 2021, "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 16354, Jul.
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• Mckibbin, Warwick & Jaumotte, Florence & Liu, Weifeng, 2021, "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," CEPR Discussion Papers, Centre for Economic Policy Research, number 16553, Sep.
• Dendramis, Yiannis & Giraitis, Liudas & Kapetanios, George, 2021, "Estimation Of Time-Varying Covariance Matrices For Large Datasets," Econometric Theory, Cambridge University Press, volume 37, issue 6, pages 1100-1134, December.
• Bassi, Francesca & Pennoni, Fulvia & Rossetto, Luca, 2021, "Market Segmentation and Dynamic Analysis of Sparkling Wine Purchases in Italy," Journal of Wine Economics, Cambridge University Press, volume 16, issue 3, pages 283-304, August.
• Bachar FAKHRY, 2021, "Towards an explanation of the Euro FX market reaction in the EU: A review of European integration during the EU crises," Journal of Economics and Political Economy, EconSciences Journals, volume 8, issue 1, pages 1-42, March.
• Mouhamadou Bassirou POUYE, 2021, "Digital marketing and brand capital: IX9INE syndrome," Journal of Economics Library, EconSciences Journals, volume 8, issue 2, pages 64-77, June.
• Ahmed KHATTAB & Yahya SALMI, 2021, "Economic optimality of the exchange rate regime applied in Morocco," Journal of Economics Library, EconSciences Journals, volume 8, issue 2, pages 78-88, June.
• Ibrahim NGOUHOUO & Rodrigue N. TCHOFFO & Younchawou NGOUWOUO & Marie-José M. TAFAKEU, 2021, "Opening of alcoholic drink establishments during the Coronavirus period in Cameroon: scope and economic consequences," Journal of Economics Library, EconSciences Journals, volume 8, issue 2, pages 89-106, June.
• Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021, "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1965.
• Philip Beran & Arne Vogler, 2021, "Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2102, Oct, revised Oct 2021.
• GUISAN, Maria-Carmen, 2021, "Employment By Sector And Development In India For 1950- 2020 And International Comparisons With China And Oecd Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 21, issue 1, pages 59-70.
• Koester, Gerrit & Lis, Eliza & Nickel, Christiane & Osbat, Chiara & Smets, Frank, 2021, "Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers," Occasional Paper Series, European Central Bank, number 280, Sep.
• Georgiadis, Georgios & Hildebrand, Sebastian & Ricci, Martino & Schumann, Ben & van Roye, Björn, 2021, "ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion," Working Paper Series, European Central Bank, number 2530, Mar.
• Kang, Zi Yang & Vasserman, Shoshana, 2021, "Robust Bounds for Welfare Analysis," Research Papers, Stanford University, Graduate School of Business, number 4002, Dec.
• Pavel Baboshkin & Mafura Uandykova, 2021, "Multi-source Model of Heterogeneous Data Analysis for Oil Price Forecasting," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 384-391.
• Andrey Feliksovich Bedin & Alexander Vladimirovich Kulikov & Andrey Vladimirovich Polbin, 2021, "A Markov Switching VECM Model for Russian Real GDP, Real Exchange Rate and Oil Prices," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 402-412.
• Sonal Devesh & Abdullah M. Asrul Affendi, 2021, "Modelling the Impact of Oil Price on Food Imports: Case of Oman," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 113-120.
• Izabela Pruchnicka-Grabias, 2021, "The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 276-282.
• Anggi Putri Kurniadi & Hasdi Aimon & Syamsul Amar, 2021, "Determinants of Biofuels Production and Consumption, Green Economic Growth and Environmental Degradation in 6 Asia Pacific Countries: A Simultaneous Panel Model Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 460-471.
• Pu, Yun, 2021, "College admissions in three Chinese provinces: Boston mechanism vs. deferred acceptance mechanism," China Economic Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.chieco.2021.101622.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M. M, 2021, "The expected time to cross a threshold and its determinants: a simple and flexible framework," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104047.
• Lee, Dong Jin & Kim, Tae-Hwan & Mizen, Paul, 2021, "Impulse response analysis in conditional quantile models with an application to monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104102.
• Khalaf, Lynda & Lin, Zhenjiang, 2021, "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104138.
• Serletis, Apostolos & Xu, Libo, 2021, "The welfare cost of inflation," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104144.
• Jeong, Hanbat & Lee, Lung-fei, 2021, "Spatial dynamic game models for coevolution of intertemporal economic decision-making and spatial networks," Journal of Economic Dynamics and Control, Elsevier, volume 129, issue C, DOI: 10.1016/j.jedc.2021.104186.
• Bennihi, Aymen Salah & Bouriche, Lahcene & Schneider, Friedrich, 2021, "The informal economy in Algeria: New insights using the MIMIC approach and the interaction with the formal economy," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 470-491, DOI: 10.1016/j.eap.2021.09.010.
• Yuksel Haliloglu, Ebru & Sahin, Serkan & Berument, M. Hakan, 2021, "Brent–Dubai oil spread: Basic drivers," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 492-505, DOI: 10.1016/j.eap.2021.09.014.
• Anderson, Evan W. & Brock, William, 2021, "Logarithmic depreciation," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105503.
• Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021, "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105531.
• von Brasch, T. & Cappelen, Å. & Hungnes, H. & Skjerpen, T., 2021, "Modeling R&D spillovers to productivity: The effects of tax credits," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105545.
• Zhang, Xiaoyu & Pan, Fanghui, 2021, "Asymmetric effects of monetary policy and output shocks on the real estate market in China," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105600.
• Wang, Haiying & Yuan, Ying & Li, Yiou & Wang, Xunhong, 2021, "Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory," Economic Modelling, Elsevier, volume 94, issue C, pages 401-414, DOI: 10.1016/j.econmod.2020.10.002.
• Seong, Byeongchan & Lee, Kiseop, 2021, "Intervention analysis based on exponential smoothing methods: Applications to 9/11 and COVID-19 effects," Economic Modelling, Elsevier, volume 98, issue C, pages 290-301, DOI: 10.1016/j.econmod.2020.11.014.
• Nonejad, Nima, 2021, "Predicting equity premium using dynamic model averaging. Does the state–space representation matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101442.
• Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021, "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101530.
• Lin, Yingqian & Tu, Yundong, 2021, "On transformed linear cointegration models," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109686.
• Zhou, Xianbo & Li, Heyang, 2021, "Interaction and quadratic effects in probit model with endogenous regressors," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109695.
• Boubaker, Sabri & Li, Bo & Liu, Zhenya & Zhang, Yifan, 2021, "Decomposing anomalies," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109835.
• Li, Yiyun & Law, Keith K.F., 2021, "Systematic risk in pairs trading and dynamic parameterization," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109842.
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• Chang, Seong Yeon, 2021, "Estimation of a level shift in panel data with fractionally integrated errors," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109971.
• Zhu, Chao & Zhang, Yuwei & Yi, Zhen, 2021, "The high frequency risk attitude implied by the volatility risk premium," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110048.
• Kourtellos, Andros, 2021, "The Great Gatsby Curve in education with a kink," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110054.
• Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021, "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 158-180, DOI: 10.1016/j.jeconom.2020.08.008.
• Keane, Michael & Neal, Timothy, 2021, "Consumer panic in the COVID-19 pandemic," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 86-105, DOI: 10.1016/j.jeconom.2020.07.045.
• Wang, Wuyi & Su, Liangjun, 2021, "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 272-295, DOI: 10.1016/j.jeconom.2020.04.003.
• Okui, Ryo & Wang, Wendun, 2021, "Heterogeneous structural breaks in panel data models," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 447-473, DOI: 10.1016/j.jeconom.2020.04.009.
• Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021, "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 180-197, DOI: 10.1016/j.jeconom.2020.05.011.
• Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021, "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 198-222, DOI: 10.1016/j.jeconom.2020.05.003.
• Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu, 2021, "Closed-form implied volatility surfaces for stochastic volatility models with jumps," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 364-392, DOI: 10.1016/j.jeconom.2020.07.006.
• Heiler, Phillip & Mareckova, Jana, 2021, "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 161-189, DOI: 10.1016/j.jeconom.2020.07.051.
• Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021, "Sufficient statistics for unobserved heterogeneity in structural dynamic logit models," Journal of Econometrics, Elsevier, volume 223, issue 2, pages 280-311, DOI: 10.1016/j.jeconom.2019.07.010.
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• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021, "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 107-130, DOI: 10.1016/j.jeconom.2021.06.009.
• Guay, Alain, 2021, "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, volume 225, issue 1, pages 27-46, DOI: 10.1016/j.jeconom.2020.10.006.
• Gragera, Albert & Hybel, Jesper & Madsen, Edith & Mulalic, Ismir, 2021, "A model for estimation of the demand for on-street parking," Economics of Transportation, Elsevier, volume 28, issue C, DOI: 10.1016/j.ecotra.2021.100231.
• Fezzi, Carlo & Fanghella, Valeria, 2021, "Tracking GDP in real-time using electricity market data: Insights from the first wave of COVID-19 across Europe," European Economic Review, Elsevier, volume 139, issue C, DOI: 10.1016/j.euroecorev.2021.103907.
• Dagsvik, John K. & Strøm, Steinar & Locatelli, Marilena, 2021, "Marginal compensated effects in discrete labor supply models," Journal of choice modelling, Elsevier, volume 41, issue C, DOI: 10.1016/j.jocm.2021.100326.
• Ewald, Christian & Zou, Yihan, 2021, "Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 37-52, DOI: 10.1016/j.jempfin.2021.08.006.
• Boccard, Nicolas & Gautier, Axel, 2021, "Solar rebound: The unintended consequences of subsidies," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105334.
• Santos, João & Borges, Afonso S. & Domingos, Tiago, 2021, "Exploring the links between total factor productivity and energy efficiency: Portugal, 1960–2014," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105407.
• Ladokhin, Sergiy & Borovkova, Svetlana, 2021, "Three-factor commodity forward curve model and its joint P and Q dynamics," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105418.
• Lingohr, Daniel & Müller, Gernot, 2021, "Conditionally independent increment processes for modeling electricity prices with regard to renewable power generation," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105244.