Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C51: Model Construction and Estimation

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This JEL code is mentioned in the following RePEc Biblio entries:

1. > Econometrics > Time Series Models > VAR Models > Sign Restrictions

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Socio-Economics of Innovation

2024

• López Torres, Virginia Guadalupe & Moreno Moreno, Luis Ramón & Montaño Armendáriz, Angélica & Pérez Concha, Juan Carlos, 2024. "Clima organizacional en empresas hoteleras de México mediante Modelo de Ecuaciones Estructurales," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 12(1), pages 118-129, Enero.
• Golmohammadi Tarzam, Zahra & Salmani, Behzad & Barghi Oskouei, Mohammad Mahdi, 2024. "Investigating the Spillover of Trade Partners' Uncertainty on Iran's Trade: GVAR Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 11(2), pages 63-96, September.
• Beshkar, Mostafa & Chang, Pao-Li & Song, Shenxi, 2024. "The Balance of Concessions in Trade Agreements," Economics and Statistics Working Papers 5-2024, Singapore Management University, School of Economics.
• Mihaela SIMIONESCU, 2024. "The Role of the European Directive on Renewable Energy Consumption in Reducing Pollution in CEE Countries from the European Union," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 5-21, July.
• Paramita Mukherjee & Dipankor Coondoo & Poulomi Lahiri, 2024. "Forecasting Hourly Spot Prices in Indian Electricity Market," Studies in Microeconomics, , vol. 12(3), pages 273-295, December.
• Mehmet Muzaffer Sandalc?, 2024. "The Modelling of Potential Evapotranspiration Based on Climate Data Using Empirical and Heuristic Methods," Proceedings of International Academic Conferences 14816441, International Institute of Social and Economic Sciences.
• Renáta K?e?ková & Daniela ?álková & Radka Procházková & Sergyi Yekimov, 2024. "Macroeconomics And Tourism Demand: Evaluating The Role Of Economic Indicators In The Czech Republic?S Hospitality Industry," Proceedings of Economics and Finance Conferences 14516470, International Institute of Social and Economic Sciences.
• Arthur Pantelides, 2024. "Gen Z concepts of leadership: Formulating archetypes based on inter-relational business, political, and generational characteristics," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 12(1), pages 47-73, April.
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024. "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(3), pages 577-609, September.
• L. Schneider & B. Tavin, 2024. "Seasonal volatility in agricultural markets: modelling and empirical investigations," Annals of Operations Research, Springer, vol. 334(1), pages 7-58, March.
• Michele Azzone & Roberto Baviera, 2024. "Short-time implied volatility of additive normal tempered stable processes," Annals of Operations Research, Springer, vol. 336(1), pages 93-126, May.
• Carme Frau & Viviana Fanelli, 2024. "Seasonality in commodity prices: new approaches for pricing plain vanilla options," Annals of Operations Research, Springer, vol. 336(1), pages 1089-1131, May.
• Apostolos G. Katsafados & Dimitris Anastasiou, 2024. "Short-term prediction of bank deposit flows: do textual features matter?," Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.
  • Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
• Tom Kornstad & Terje Skjerpen & Lasse Sigbjørn Stambøl, 2024. "Empirical modeling of internal migration and commuting flows for economic regions in Norway," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(2), pages 473-512, February.
  • Tom Kornstad & Terje Skjerpen & Lasse S. Stambøl, 2021. "Empirical modelling of internal migration and commuting flows for economic regions in Norway," Discussion Papers 966, Statistics Norway, Research Department.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2024. "What factors contribute to uneven suburbanisation? Predicting the number of migrants from Warsaw to its suburbs with machine learning," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(4), pages 1353-1382, April.
• Amelie Schischke & Patric Papenfuß & Andreas Rathgeber, 2024. "The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading," Empirical Economics, Springer, vol. 66(2), pages 883-925, February.
• Kushal Banik Chowdhury, 2024. "Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study," Empirical Economics, Springer, vol. 66(2), pages 623-650, February.
• Tim Kutzker & Dominik Wied, 2024. "Testing the correct specification of a system of spatial dependence models for stock returns," Empirical Economics, Springer, vol. 66(5), pages 2083-2103, May.
• Jozef Palkovič, 2024. "Unravelling the European food security puzzle: exploring determinants and constructing a comprehensive measure," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 847-871, December.
• Onur Polat, 2024. "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
• Fred Espen Benth & Carlo Sgarra, 2024. "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, vol. 28(4), pages 1035-1076, October.
• Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah & Nieves Carmona-González & Aviral Kumar Tiwari, 2024. "Consumer sentiments across G7 and BRICS economies: Are they related?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(2), pages 323-344, June.
• Yanping Liu & Bo Yan, 2024. "Spillover effects of carbon, energy, and stock markets considering economic policy uncertainty," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 48(3), pages 563-591, September.
• Voxi Heinrich Amavilah & Antonio Rodríguez Andrés, 2024. "Knowledge Economy and the Economic Performance of African Countries: A Seemingly Unrelated and Recursive Approach," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 110-143, March.
• Mohamed Ali Trabelsi, 2024. "The impact of corruption on economic growth: a nonlinear evidence," Journal of Social and Economic Development, Springer;Institute for Social and Economic Change, vol. 26(3), pages 953-962, December.
• Sergei Kharin & Zuzana Kapustova & Ivan Lichner, 2024. "Unveiling an asymmetric relationship between global crude oil and local food prices in an oil-importing economy," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-24, December.
• Gerasimos Bertsatos & Nicholas Tsounis, 2024. "An Empirical Analysis of the Trade Impediments in Greece’s Global Trade Relationships: A CGE Approach," Springer Proceedings in Business and Economics, in: Nicholas Tsounis & Aspasia Vlachvei (ed.), Applied Economic Research and Trends, chapter 0, pages 187-204, Springer.
• Bisiriyu Sodiq Olaide & Malik Manzoor Hassan, 2024. "Accounting for the interconnectedness of globalization, growth, and poverty towards achieving sustainable development," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(6), pages 5655-5681, December.
• Rouven E. Haschka, 2024. "Endogeneity in stochastic frontier models with 'wrong' skewness: copula approach without external instruments," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 807-826, July.
• Teshome Hailemeskel Abebe, 2024. "Regression Analysis: A Theoretical Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 13(1), pages 1-1.
• Svitlana Labunska & Andriy Pylypenko & Marharyta Sobakar & Ľubica Filipová & Edita Hajnišová, 2024. "Enterprises' innovative activity management oriented to their market value increase," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 11(3), pages 238-245, March.
• Joao M.C. Santos Silva & Rainer Winkelmann, 2024. "MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects," School of Economics Discussion Papers 0124, School of Economics, University of Surrey.
• Wolfgang Briglauer & Michał Grajek, 2024. "Effectiveness and efficiency of state aid for new broadband networks: evidence from OECD member states," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 33(5), pages 672-700, July.
  • Wolfgang Briglauer & Michał Grajek, 2021. "Effectiveness and efficiency of state aid for new broadband networks: Evidence from OECD member states," ESMT Research Working Papers ESMT-21-01, ESMT European School of Management and Technology.
• Monica Billio & Roberto Casarin & Matteo Iacopini, 2024. "Bayesian Markov-Switching Tensor Regression for Time-Varying Networks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(545), pages 109-121, January.
  • Monica Billio & Roberto Casarin & Matteo Iacopini, 2018. "Bayesian Markov Switching Tensor Regression for Time-varying Networks," Working Papers 2018:14, Department of Economics, University of Venice "Ca' Foscari".
• Knut Are Aastveit & Jamie Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024. "Taylor Rules with Endogenous Regimes," Tinbergen Institute Discussion Papers 24-030/III, Tinbergen Institute.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers 2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Komarov Artemiy & Mirzoyan Ashot, 2024. "The impact of cultural characteristics of coutries on the consequences of the financial crisis of 2008-2009," Working Papers 0064, Moscow State University, Faculty of Economics.
• Veniamin G. Mokhov & Vladimir G. Pluzhnikov, 2024. "Modelling economic development of an industrial metropolis," Journal of New Economy, Ural State University of Economics, vol. 25(1), pages 69-86, April.
• Kikoria Giga & Sanikidze Zezva & Sikora Marek & Gelashvili Simon, 2024. "What Factors Affect Bicycle Commuting? An Empirical Analysis in Tbilisi and Warsaw," Folia Oeconomica Stetinensia, Sciendo, vol. 24(1), pages 87-104.
• Korkmaz Murat & Yücel Ali Serdar & Gümüşdağ Hayrettin & Aytaç Ayhan & Düz Ozan, 2024. "Analysis of the Differences Between Female and Male Employment in Türkiye with Different Variables," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 34(3), pages 1-25.
• Onatunji Olufemi Gbenga & Adejumo Oluwabunmi Opeyemi & Olabode Oluwayinka Samuel, 2024. "A new perspective on the asymmetric Phillips curve: Fresh evidence from ECOWAS member countries," Zagreb International Review of Economics and Business, Sciendo, vol. 27(1), pages 115-135.
• Arabinda Basistha & Richard Startz, 2024. "Measuring persistent global economic factors with output, commodity price, and commodity currency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2860-2885, November.
  • Arabinda Basistha & Richard Startz, 2023. "Measuring Persistent Global Economic Factors with Output, Commodity Price, and Commodity Currency Data," Working Papers 23-05, Department of Economics, West Virginia University.
• Yuan-Ming Lee & Kuan-Min Wang, 2024. "Can The Narrow And Broad Money Supply Gap Be Used As An Investment Indicator For The Stock Market?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(02), pages 727-749, March.
• Yuchen Song & Fangyan Li, 2024. "The Construction And Application Of Financial Stress Index In China," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(03), pages 935-953, June.
• Hsiang-Hsi Liu & Yung-Ho Chiu, 2024. "An Evaluation On The Operational Efficiency Of Taiwanese Semiconductor Ic Industry," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(03), pages 1101-1131, June.
• Soumya Bhadury & Saurabh Ghosh & Pawan Gopalakrishnan, 2024. "In Quest For Policy €Œsilver Bullets†Towards Triggering A V-Shaped Recovery," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 69(03), pages 1023-1045, June.
• Langevin, R.;, 2024. "Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures," Health, Econometrics and Data Group (HEDG) Working Papers 24/16, HEDG, c/o Department of Economics, University of York.
• Fungáčová, Zuzana & Kerola, Eeva & Weill, Laurent, 2024. "European banks are not immune to national elections," BOFIT Discussion Papers 4/2024, Bank of Finland Institute for Emerging Economies (BOFIT).
• Balsimelli Ghelli, Bianca & Ventura, Luigi, 2024. "Migration, Diversity, and Economic Growth. A Replication Study of Bove and Elia (World Development, 2017)," Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics, vol. 3(2024-3), pages 1-18.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Kolesár, 2024. "Contamination Bias in Linear Regressions," American Economic Review, American Economic Association, vol. 114(12), pages 4015-4051, December.
• Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2024. "On Binscatter," American Economic Review, American Economic Association, vol. 114(5), pages 1488-1514, May.
  • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On Binscatter," Papers 1902.09608, arXiv.org, revised Apr 2024.
  • Richard K. Crump & Matias D. Cattaneo & Yingjie Feng, 2024. "On binscatter," French Stata Users' Group Meetings 2024 23, Stata Users Group.
  • Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng, 2019. "On binscatter," Staff Reports 881, Federal Reserve Bank of New York.
• Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event Studies with a Continuous Treatment," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 601-605, May.
  • Brantly Callaway & Andrew Goodman-Bacon & Pedro H. C. Sant'Anna, 2024. "Event-Studies with a Continuous Treatment," NBER Working Papers 32118, National Bureau of Economic Research, Inc.
• Liyang Sun & Eli Ben-Michael & Avi Feller, 2024. "Temporal Aggregation for the Synthetic Control Method," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 614-617, May.
  • Liyang Sun & Eli Ben-Michael & Avi Feller, 2024. "Temporal Aggregation for the Synthetic Control Method," Papers 2401.12084, arXiv.org, revised Apr 2024.
• Rodney Duffett & Rodica Milena Zaharia & Tudor Edu & Raluca Constantinescu & Costel Negricea, 2024. "Exploring the Antecedents of Artificial Intelligence Products’ Usage. The Case of Business Students," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 26(65), pages 106-106, February.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Papers 2403.06879, arXiv.org, revised Mar 2024.
  • Bacchiocchi, Emanuele & Bastianin, Andrea & Kitagawa, Toru & Mirto, Elisabetta, 2024. "Partially identified heteroskedastic SVARs," FEEM Working Papers 343513, Fondazione Eni Enrico Mattei (FEEM).
  • Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Working Papers 2024.15, Fondazione Eni Enrico Mattei.
• Tomasz Serafin & Rafal Weron, 2024. "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," WORking papers in Management Science (WORMS) WORMS/24/03, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2024. "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," WORking papers in Management Science (WORMS) WORMS/24/04, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Alper Yılmaz, 2024. "Do Geopolitical Risks and Political Stability Drive Foreign Direct Investments? New Evidence from Dynamic Panel CS-ARDL Model," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 9(1), pages 61-87.
• Ye Chenghao & Igor A. Mayburov & Wang Ying, 2024. "Fiscal Effects of Environmental Tax Reform: A Comparative Analysis of China, Germany and the United Kingdom," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, vol. 10(2), pages 258-270.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo & Meloni, Giulia, 2024. "Message in a bottle: Forecasting wine prices," LIDAM Reprints LFIN 2024006, Université catholique de Louvain, Louvain Finance (LFIN).
• Самат Молдир // Samat Moldir, 2024. "Эмпирическая оценка гетерогенности потребительского спроса к доходам населения по регионам Казахстана // An Empirical Assessment of Consumer Demand Heterogeneity to Household Income by Regions of Kaza," Working Papers #2024-4, National Bank of Kazakhstan.
• Liyang Sun & Eli Ben-Michael & Avi Feller, 2024. "Temporal Aggregation for the Synthetic Control Method," AEA Papers and Proceedings, American Economic Association, vol. 114, pages 614-617, May.
  • Liyang Sun & Eli Ben-Michael & Avi Feller, 2024. "Temporal Aggregation for the Synthetic Control Method," Papers 2401.12084, arXiv.org, revised Apr 2024.
• Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," Papers 2402.15585, arXiv.org, revised May 2024.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
• Bacchiocchi, Emanuele & Bastianin, Andrea & Kitagawa, Toru & Mirto, Elisabetta, 2024. "Partially identified heteroskedastic SVARs," FEEM Working Papers 343513, Fondazione Eni Enrico Mattei (FEEM).
  • Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Papers 2403.06879, arXiv.org, revised Mar 2024.
  • Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Working Papers 2024.15, Fondazione Eni Enrico Mattei.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org.
• Brice Magdalou & Gaëlle Aymeric, 2024. "Does the Gini index represent people's views on inequality?," Working Papers 678, ECINEQ, Society for the Study of Economic Inequality.
  • Gaelle Aymeric & Brice Magdalou, 2024. "Does the Gini index represent people's views on inequality?," Papers 2411.08601, arXiv.org.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," Papers 2402.15585, arXiv.org, revised May 2024.
  • Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
• Aifer Baimukhametova & Madina Tulegenova & Zhansaya Temerbulatova & Dinara Rakhmatullayeva, 2024. "Transformation of Innovative Business Models through the Digitalization of the Economic Space," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 48-60.
• Antoine Poulin-Moore & Kerem Tuzcuoglu, 2024. "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach," Staff Working Papers 24-10, Bank of Canada.
• Grzegorz Halaj & Ruben Hipp, 2024. "Decomposing Systemic Risk: The Roles of Contagion and Common Exposures," Staff Working Papers 24-19, Bank of Canada.
• Simone Narizzano & Marco Orlandi & Antonio Scalia, 2024. "The Bank of Italy’s statistical model for the credit assessment of non-financial firms," Temi di discussione (Economic working papers) 53, Bank of Italy, Economic Research and International Relations Area.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024. "Sectoral uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," "Marco Fanno" Working Papers 0288, Dipartimento di Scienze Economiche "Marco Fanno".
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CESifo Working Paper Series 10034, CESifo.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CAMA Working Papers 2022-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Anastasiia Pankratova, 2024. "Forecasting Key Macroeconomic Indicators Using DMA and DMS Methods," Russian Journal of Money and Finance, Bank of Russia, vol. 83(1), pages 32-52, March.
• Margarita Lyakhnova & Yuri Kolenko, 2024. "Nowcasting the Output Gap in Russia Using Enterprise Monitoring Data," Russian Journal of Money and Finance, Bank of Russia, vol. 83(2), pages 26-53, June.
• Suqin Ge & João Macieira, 2024. "Unobserved Worker Quality and Inter‐Industry Wage Differentials," Journal of Industrial Economics, Wiley Blackwell, vol. 72(1), pages 459-515, March.
  • Ge, Suqin & Macieira, João, 2020. "Unobserved Worker Quality and Inter-Industry Wage Differentials," GLO Discussion Paper Series 491, Global Labor Organization (GLO).
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024. "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 86(5), pages 1089-1121, October.
  • Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023. "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers) 764, Bank of Italy, Economic Research and International Relations Area.
• Hilde C. Bjørnland & Malin C. Jensen & Leif Anders Thorsrud, 2023. "Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective," Working Papers No 15/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers 2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024. "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers 202421, University of Macau, Faculty of Business Administration.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Papers 2403.08753, arXiv.org.
  • Giovanni Angelini & Luca Fanelli & Luca Neri, 2024. "Invalid proxies and volatility changes," Working Papers wp1193, Dipartimento Scienze Economiche, Universita' di Bologna.
• Hylton Keith N. & Kim Sanghoon, 2024. "Trial Selection and Estimating Damages Equations," Review of Law & Economics, De Gruyter, vol. 20(1), pages 1-20.
• Yang Lixiong, 2024. "High dimensional threshold model with a time-varying threshold based on Fourier approximation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(1), pages 83-117, February.
• Celani Alessandro & Pagnottoni Paolo, 2024. "Matrix autoregressive models: generalization and Bayesian estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 28(2), pages 227-248, April.
• Timothy R. Wojan & Stephan J. Goetz & Zheng Tian & Luyi Han, 2024. "Grassroots Design Meets Grassroots Innovation: Rural Design Orientation and Firm Performance," Working Papers 24-17, Center for Economic Studies, U.S. Census Bureau.
• M. Adam & O. Bonnet & E. Fize & T. Loisel & M. Rault & L. Wilner, 2023. "How does fuel demand respond to price changes? Quasi-experimental evidence based on high-frequency data," Documents de Travail de l'Insee - INSEE Working Papers 2023-17, Institut National de la Statistique et des Etudes Economiques.
  • Odran Bonnet & Étienne Fize & Tristan Loisel & Lionel Wilner, 2024. "Compensation against Fuel Inflation: Temporary Tax Rebates or Transfers?," CESifo Working Paper Series 10917, CESifo.
  • Odran Bonnet & Etienne Fize & Tristan Loisel & Lionel Wilner, 2024. "Compensation against fuel inflation: Temporary tax rebates or transfers?," Working Papers 2024-05, Center for Research in Economics and Statistics.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," Working Papers - Economics wp2024_05.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," Papers 2402.15585, arXiv.org, revised May 2024.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
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• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, vol. 238(1).
  • Hajivassiliou, Vassilis & Savignac, Frédérique, 2024. "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics 119379, London School of Economics and Political Science, LSE Library.
• Simionescu, Mihaela & Schneider, Nicolas & Gavurova, Beata, 2024. "A Bayesian vector-autoregressive application with time-varying parameters on the monetary shocks-production network nexus," LSE Research Online Documents on Economics 125580, London School of Economics and Political Science, LSE Library.
• Brokmann, Xavier & Itkin, David & Muhle-Karbe, Johannes & Schmidt, Peter, 2024. "Tackling nonlinear price impact with linear strategies," LSE Research Online Documents on Economics 125888, London School of Economics and Political Science, LSE Library.
• Flores-Xolocotzi, Ramiro, 2024. "Relación del PIB per cápita con emisiones agrícolas de metano y óxido nitroso en 26 países latinoamericanos y del Caribe (1990-2019)," El Trimestre Económico, Fondo de Cultura Económica, vol. 91(361), pages 79-114, enero-mar.
• Ly Ho, 2024. "Liquidity and dynamic leverage: the moderating impacts of leverage deviation and target instability," Journal of Economics and Development, Emerald Group Publishing Limited, vol. 26(3), pages 206-223, April.
• Georgiana Plesa, 2024. "Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 74(1), pages 105-140, March.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Papers 2403.06879, arXiv.org, revised Mar 2024.
  • Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024. "Partially identified heteroskedastic SVARs," Working Papers 2024.15, Fondazione Eni Enrico Mattei.
  • Bacchiocchi, Emanuele & Bastianin, Andrea & Kitagawa, Toru & Mirto, Elisabetta, 2024. "Partially identified heteroskedastic SVARs," FEEM Working Papers 343513, Fondazione Eni Enrico Mattei (FEEM).
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper 2024-4, Federal Reserve Bank of Atlanta.
• Francesco Furlanetto & Antoine Lepetit, 2024. "The Slope of the Phillips Curve," Finance and Economics Discussion Series 2024-043, Board of Governors of the Federal Reserve System (U.S.).
• Martín Almuzara & Víctor Sancibrián, 2024. "Micro responses to macro shocks," Working Papers wp2024_2412, CEMFI.
  • Martín Almuzara & Víctor Sancibrián, 2024. "Micro Responses to Macro Shocks," Staff Reports 1090, Federal Reserve Bank of New York.
• Arias, Jonas & Rubio-Ramírez, Juan Francisco & Shin, Minchul & Waggoner, Daniel, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," CEPR Discussion Papers 18837, C.E.P.R. Discussion Papers.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers 24-05, Federal Reserve Bank of Philadelphia.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers 24-18, Federal Reserve Bank of Philadelphia.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers 24-05, Federal Reserve Bank of Philadelphia.
  • Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024. "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers 24-18, Federal Reserve Bank of Philadelphia.
• Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," CESifo Working Paper Series 11082, CESifo.
  • Domenico Delli Gatti & Filippo Gusella & Giorgio Ricchiuti, 2024. "Endogenous vs Exogenous Instability: An Out-of-Sample Comparison," Working Papers - Economics wp2024_05.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Prodosh Eugene Simlai, 2024. "Risk Characterization of Firms with ESG Attributes Using a Supervised Machine Learning Method," JRFM, MDPI, vol. 17(5), pages 1-9, May.
• Dean Fantazzini, 2024. "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, vol. 17(6), pages 1-44, June.
  • Fantazzini, Dean, 2024. "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper 121214, University Library of Munich, Germany.
• Norbert Pfeifer & Miriam Steurer, 2024. "Stabilizing Geo-Spatial Surfaces in Data-Sparse Regions - An Application to Residential Property Prices," Graz Economics Papers 2024-11, University of Graz, Department of Economics.
• Thanasis Stengos & Stelios Arvanitis & Mehmet Pinar & Nikolas Topaloglou, 2024. "Multi-Objective Frequentistic Model Averaging with an Application to Economic Growth," Working Papers 2401, University of Guelph, Department of Economics and Finance.
• Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024. "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics 43987, Universidad Carlos III de Madrid. Departamento de Economía.
  • del Barrio Castro, Tomas & Escribano, Alvaro & Sibbertsen, Philipp, 2024. "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," Hannover Economic Papers (HEP) dp-722, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Karun Adusumilli & Francesco Agostinelli & Emilio Borghesan, 2024. "Heterogeneity and Endogenous Compliance: Implications for Scaling Class Size Interventions," Working Papers 2024-007, Human Capital and Economic Opportunity Working Group.
• Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024. "Reinvigorating Gva Nowcasting In The Postpandemic Period: A Case Study For India," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(Spesial I), pages 95-130, Februari.
• Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024. "Statistical Inference for Aggregation of Malmquist Productivity Indices," Operations Research, INFORMS, vol. 72(4), pages 1615-1629, July.
  • Manh D. Pham & Léopold Simar & Valentin Zelenyuk, 2019. "Statistical Inference for Aggregation of Malmquist Productivity Indices," CEPA Working Papers Series WP082019, School of Economics, University of Queensland, Australia.
  • Pham, Manh & Simar, Léopold & Zelenyuk, Valentin, 2023. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Reprints ISBA 2023010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin, 2022. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA 2022005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Brice Magdalou & Gaëlle Aymeric, 2024. "Does the Gini index represent people's views on inequality?," Working Papers 678, ECINEQ, Society for the Study of Economic Inequality.
• Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers No 01/2024, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," Working Papers 2401, Department of Economics, University of Missouri.
  • Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAMA Working Papers 2024-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ciscato, Edoardo & Goussé, Marion, 2024. "Matching on Gender and Sexual Orientation," IZA Discussion Papers 17420, Institute of Labor Economics (IZA).
• Zongwu Cai & Ying Fang & Dingshi Tian, 2024. "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202403, University of Kansas, Department of Economics, revised Jan 2024.
• Sreekha Pullaykkodi & Rajesh H. Acharya, 2024. "The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(3), pages 497-542, September.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1775-1801, September.
• Wanping Yang & Ruoying Huang & Dong Li, 2024. "China’s high-quality economic development: a study of regional variations and spatial evolution," Economic Change and Restructuring, Springer, vol. 57(2), pages 1-30, April.
• Kazeem Bello Ajide, 2024. "Does the presence of democratic traits enhance Africa’s appeal for foreign direct investment?," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-43, December.
• Lotanna E. Emediegwu, 2024. "Assessing the Asymmetric Effect of Global Climate Anomalies on Food Prices: Evidence from Local Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(10), pages 2743-2772, October.
• Nicola Comincioli & Mattia Guerini & Sergio Vergalli, 2024. "Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(12), pages 3131-3161, December.
• Tohru Morita, 2024. "Multicountry Time-Varying Taylor Rule: Modeling Unconventional Monetary Policies and Bond Premiums," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 30(2), pages 135-158, May.
• Joseph Emmanuel Fantcho & Patrick Konin N’Gouan, 2024. "Spatial characteristics and dynamic modeling of informal economies," International Economics and Economic Policy, Springer, vol. 21(2), pages 483-514, May.
• Danny Wende & Alexander Karmann & Ines Weinhold, 2024. "Deprivation as a fundamental cause of morbidity and reduced life expectancy: an observational study using German statutory health insurance data," International Journal of Health Economics and Management, Springer, vol. 24(2), pages 257-277, June.
• Marcin Hitczenko, 2024. "Division of Financial Responsibility within Mixed-Gender Couples," Journal of Family and Economic Issues, Springer, vol. 45(4), pages 819-835, December.
• Luc Anselin & Pedro Amaral, 2024. "Endogenous spatial regimes," Journal of Geographical Systems, Springer, vol. 26(2), pages 209-234, April.
• Alecos Papadopoulos, 2024. "Some notes on the asymmetry of the regression error," Journal of Productivity Analysis, Springer, vol. 61(1), pages 37-42, February.
• Alecos Papadopoulos & Christopher F. Parmeter, 2024. "The wrong skewness problem in stochastic frontier analysis: a review," Journal of Productivity Analysis, Springer, vol. 61(2), pages 121-134, April.
• Jaepil Han & Robin C. Sickles, 2024. "Estimation of industry-level productivity with cross-sectional dependence by using spatial analysis," Journal of Productivity Analysis, Springer, vol. 62(1), pages 29-52, August.
• Felipe D. Calainho & Alex M. Minne & Marc K. Francke, 2024. "A Machine Learning Approach to Price Indices: Applications in Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 68(4), pages 624-653, May.
• Xiangou Deng & Zhaohui Li & Michael J. Seiler & Hua Sun, 2024. "Market Strength and Brokerage Choice in Residential Housing," The Journal of Real Estate Finance and Economics, Springer, vol. 69(4), pages 741-777, November.
• Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Areistidis Samitas, 2024. "Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective," Review of Quantitative Finance and Accounting, Springer, vol. 63(3), pages 955-977, October.
• Federica Brenna & Zymantas Budrys, 2024. "The term structure of judgement: interpreting survey disagreement," Bank of Lithuania Working Paper Series 123, Bank of Lithuania.
• Gabor Hajnal & Zsuzsanna Hosszu & Akos Attila Ozoroczy & Balint Dancsik, 2024. "Estimating Deposit Interest Rate Pass-Through in Central and Eastern European Countries Using Wavelet Transform and Error Correction Model," MNB Occasional Papers 2024/151, Magyar Nemzeti Bank (Central Bank of Hungary).
• Michał Hebdzyński, 2024. "Price-setting factors or revealed preferences? How to understand the results of hedonic models and hedonic indices of the housing rental market that base on listings data?," Bank i Kredyt, Narodowy Bank Polski, vol. 55(4), pages 519-550.
• Karun Adusumilli & Francesco Agostinelli & Emilio Borghesan, 2024. "Heterogeneity and Endogenous Compliance: Implications for Scaling Class Size Interventions," NBER Working Papers 32338, National Bureau of Economic Research, Inc.
• Yuan, Zhe & Barwick, Panle, 2024. "Network Competition in the Airline Industry: An Empirical Framework," CEPR Discussion Papers 19423, C.E.P.R. Discussion Papers.
  • Zhe Yuan & Panle Jia Barwick, 2024. "Network Competition in the Airline Industry: An Empirical Framework," NBER Working Papers 32893, National Bureau of Economic Research, Inc.
• Vakulenko, E. & Ryzhkina, A., 2024. "APC modeling of the relationship between birth order fertility rates and economic shocks in Russia," Journal of the New Economic Association, New Economic Association, vol. 64(3), pages 84-102.
• A. Bourgeois & B. Favetto, 2024. "Construction d’intervalles de confiance et relecture du passé avec le modèle Mésange," Documents de Travail de l'Insee - INSEE Working Papers 2024-07, Institut National de la Statistique et des Etudes Economiques.
• Ed Cornforth & Patricia Sánchez Juanino, 2024. "Expansion of Country Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 558, National Institute of Economic and Social Research.
• Luca Vincenzo Ballestra & Enzo D’Innocenzo & Andrea Guizzardi, 2024. "Score-Driven Modeling with Jumps: An Application to S&P500 Returns and Options," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 375-406.
• Yanlin Shi, 2024. "A Tale of Two Tails: A New Unique Information Share Measure Based on Copulas," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 1170-1208.
• Karim M Abadir & Gabriel Talmain, 2024. "Beyond Co-integration: New Tools for Inference on Co-movements," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 839-867.
• Ivan A Canay & Magne Mogstad & Jack Mount, 2024. "On the Use of Outcome Tests for Detecting Bias in Decision Making," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(4), pages 2135-2167.
  • Ivan A. Canay & Magne Mogstad & Jack Mountjoy, 2020. "On the Use of Outcome Tests for Detecting Bias in Decision Making," Working Papers 2020-125, Becker Friedman Institute for Research In Economics.
  • Ivan A. Canay & Magne Mogstad & Jack Mountjoy, 2020. "On the Use of Outcome Tests for Detecting Bias in Decision Making," NBER Working Papers 27802, National Bureau of Economic Research, Inc.
• Runfeng Yang & Massimiliano Caporin & Juan-Angel Jiménez-Martin, 2024. "Measuring Climate Transition Risk Spillovers," Review of Finance, European Finance Association, vol. 28(2), pages 447-481.
• Morad Bali & Thanh T. Nguyen & Lincoln F. Pratson, 2024. "Impacts of EU Sanctions Levied in 2014 on Individual European Countries' Exports to Russia: Winners and Losers," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 50(2), pages 154-194, April.
• Giovanni Carnazza & Emilio Carnevali, 2024. "Days of future past? The reform of the European fiscal framework, the (enduring) role of the structural balance and the pro-cyclical bias of potential GDP endogeneity," Discussion Papers 2024/306, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Tsagkanos, Athanasios & ANDRIAKOPOULOS, KONSTANTINOS, 2024. "Ex - Post Risk and the Cyclicality of Banks’ Self - Discipline: Evidence from the USA banks," MPRA Paper 119664, University Library of Munich, Germany.
• Dushyn, Oleksiy & Dushyn, Borys, 2024. "Извлечение Информации Из Редких Событий В Регрессионном Анализе [Extracting information from rare events in regression analysis]," MPRA Paper 120235, University Library of Munich, Germany.
• Lee, David, 2024. "Hedge Fund Investment Returns and Performance," MPRA Paper 120350, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2024. "Noising the GARCH volatility: A random coefficient GARCH model," MPRA Paper 120456, University Library of Munich, Germany, revised 15 Mar 2024.
• Bai, Jushan & Wang, Peng, 2024. "Causal inference using factor models," MPRA Paper 120585, University Library of Munich, Germany.
• Dean Fantazzini, 2024. "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, vol. 17(6), pages 1-44, June.
  • Fantazzini, Dean, 2024. "Adaptive Conformal Inference for computing Market Risk Measures: an Analysis with Four Thousands Crypto-Assets," MPRA Paper 121214, University Library of Munich, Germany.
• Aliyu, Shehu Usman Rano & Salissu, Afees & Kale, Oyeyemi, 2024. "Migration and Youth Unemployment in Africa: Implications for the African Continental Free Trade Area," MPRA Paper 121437, University Library of Munich, Germany, revised 22 Jun 2024.
• Frank, Luis, 2024. "Impacto devaluatorio sobre las exportaciones e importaciones de Argentina [Devaluation Impact on Argentina's Exports and Imports]," MPRA Paper 121981, University Library of Munich, Germany.
• Jakob Vanschoonbeek, 2024. "The Spatial Political Economy of Discontent," Working Papers of VIVES - Research Centre for Regional Economics 750408, KU Leuven, Faculty of Economics and Business (FEB), VIVES - Research Centre for Regional Economics.
  • Vanschoonbeek, Jakob, 2024. "The Spatial Political Economy of Discontent," MPRA Paper 122310, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2024. "Volatility models versus intensity models: analogy and differences," MPRA Paper 122528, University Library of Munich, Germany.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024. "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers 202414, University of Pretoria, Department of Economics.
• Xiaohong Yu & Maonan Chen & Yujun Ye, 2024. "Multiple Large Shareholders, Investment Efficiency and Corporate Tax Avoidance: Evidence from China," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(1), pages 103-136.
• Xiaohong Yu & Maonan Chen & Yujun Ye, 2024. "Multiple Large Shareholders, Investment Efficiency and Corporate Tax Avoidance: Evidence from China," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(1), pages 103-136.
• Xiaohong Yu & Maonan Chen & Yujun Ye, 2024. "Multiple Large Shareholders, Investment Efficiency and Corporate Tax Avoidance: Evidence from China," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(1), pages 103-136.
• Dejan Živkov & Boris Kuzman & Nataša Papić-Blagojević, 2024. "Volatility Spillover Effect from Energy Markets to Foreign Exchange Markets: The Case of Central and Eastern European and Eurasian Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2024(4), pages 478-503.
• Martin Boďa & Karel Brychta & Michal Ištok & Veronika Solilová, 2024. "Factors of Credit Ratings for Transfer Pricing of Loans in European Conditions," Politická ekonomie, Prague University of Economics and Business, vol. 2024(5), pages 727-751.
• Liudas Giraitis & George Kapetanios & Yufei Li, 2024. "Regression Modelling under General Heterogeneity," Working Papers 983, Queen Mary University of London, School of Economics and Finance.
• Ernesto Gabriel Pizarro Levi, 2024. "Cambios en la dinamica inflacionaria de la Republica Argentina (2004-2020). Un analisis a traves del filtro de Kalman," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., vol. 21(2), pages 1-27, July-Dece.
• Dunja Meštroviæ & Lidija Bagariæ & Sonja Brleèiæ Valèiæ, 2024. "Exploring the relationship between sustainable marketing and the performance of a higher education institution," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 42(1), pages 123-147.
• Kramkov, Viacheslav & Maksimov, Andrey, 2024. "Monetary surprises and term structure of interest rates: Identification through heteroscedasticity," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 74, pages 5-34.
• Arslanov, Mark & Ratnikova, Tatiana, 2024. "Effects of accounting of characteristics heterogeneity in video game price indices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 75, pages 78-97.
• Dongho , Wamba Tejio Willi Verlaine & Dinah , Gembom Phungeh & Takoulac, Kamta Marcel, 2024. "Long-term Bank Financing of Productive Investments and Economic Growth in French-speaking African Countries," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 15(1), pages 19-32, January.
• Matonana, Ntombiyesibini & Phiri, Andrew, 2024. "Who in the World can Africa Catch-up to? Evidence from Income Convergence Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 77(3), pages 417-444.

2023

• Yingqian Lin & Yundong Tu, 2023. "Transformation Models with Cointegrated and Deterministically Trending Regressors," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 207-232, Emerald Group Publishing Limited.
• Ying Zhou & Hsein Kew & Jiti Gao, 2023. "Non-Stationary Parametric Single-Index Predictive Models: Simulation and Empirical Studies," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Theory, volume 45, pages 349-365, Emerald Group Publishing Limited.
• Olufemi Gbenga Onatunji & Oluwayemisi Kadijat Adeleke & Akintoye Victor Adejumo, 2023. "Non-linearity in the Phillips curve: evidence from Nigeria," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 15(1), pages 132-144, September.
• Soumya Bhadury & Satadru Das & Saurabh Ghosh & Pawan Gopalakrishnan, 2023. "Impact of crude prices shock on GDP growth: using a linear, nonlinear and extreme value framework," Indian Growth and Development Review, Emerald Group Publishing Limited, vol. 16(1), pages 91-103, March.
• Hao Fang & Chieh-Hsuan Wang & Joseph C.P. Shieh & Chien-Ping Chung, 2023. "Effects of time-varying political connections on loan contracts," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 20(4), pages 853-871, October.
• Md Badrul Alam & Muhammad Tahir & Norulazidah Omar Ali, 2023. "Do credit risks deter FDI? Empirical evidence from the SAARC countries," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 29(57), pages 42-56, November.
• Claire Economidou & Dimitris Karamanis & Alexandra Kechrinioti & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2023. "Unpacking the dynamics of military spending in a globalized world: economic impacts with a network GVAR model," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(3), pages 501-527, July.
• Isabel Abinzano & Harold Bonilla & Luis Muga, 2023. "Duty calls: prediction of failure in reorganization processes," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 24(3), pages 337-353, February.
• Eirini C. Drakou & Nicholas I. Symeonidis, 2023. "Towards a Holistic Approach to Economic Development: Incorporating Institutional and Schumpeterian Economics into Development Dynamics," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 132-158.
• Daniel Mider & Przemyslaw Potocki & Robert Staniszewski, 2023. "Cryptocurrencies and Other Forms of Payment in the Awareness of Poles: Declared Trust, Perceived Risk and Actual Victimization," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 480-491.
• Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2023. "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," NBER Working Papers 31647, National Bureau of Economic Research, Inc.
  • Aaron Bodoh-Creed & Brent Hickman & John List & Ian Muir & Gregory Sun, 2023. "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," Natural Field Experiments 00776, The Field Experiments Website.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023. "Bayesian Modeling of Time-Varying Parameters Using Regression Trees," Working Papers 23-05, Federal Reserve Bank of Cleveland.
• Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023. "State-Dependent Local Projections," Working Papers 2302, Federal Reserve Bank of Dallas.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2023. "Estimating Macroeconomic News and Surprise Shocks," Working Papers 2304, Federal Reserve Bank of Dallas, revised 22 Mar 2024.
• Kilian, Lutz, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," CEPR Discussion Papers 18348, C.E.P.R. Discussion Papers.
  • Lutz Kilian, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," Working Papers 2310, Federal Reserve Bank of Dallas.
• Pablo Guerrón-Quintana & Alexey Khazanov & Molin Zhong, 2023. "Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model," Finance and Economics Discussion Series 2023-027, Board of Governors of the Federal Reserve System (U.S.).
• Andrew C. Meldrum & Oleg Sokolinskiy, 2023. "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series 2023-028, Board of Governors of the Federal Reserve System (U.S.).
• Hrishikesh Vinod, 2023. "Causality Estimation in Panel Data," Fordham Economics Discussion Paper Series dp2023-09er:dp2023-09, Fordham University, Department of Economics.
• Hrishikesh Vinod, 2023. "Taraldsen's Exact Correlation Density," Fordham Economics Discussion Paper Series dp2023-10er:dp2023-10, Fordham University, Department of Economics.
• Julia A. Tarasova & Evgenii I. Lyashko, 2023. "The Influence of Institutional Factors on Green Bond Issuance: a Look Back to 2021," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 90-102, April.
• Artem I. Potapov, 2023. "Assessing the Margin Requirements Impact on the Russian Futures Market Liquidity," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 94-116, October.
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• Vesela Dimitrova, 2023. "Factors of the Regional Dynamics of the Newly Built Residential Area in Bulgaria for the 2005 – 2021 Period," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 48-66, September.
• Baneng NAAPE, 2023. "Can Credit Scores Enhance Tax Compliance In South Africa?," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 8(2), pages 33-47, September.
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• Ozili, Peterson K, 2023. "The acceptable R-square in empirical modelling for social science research," MPRA Paper 115769, University Library of Munich, Germany.
• Ramaharo, Franck M. & Rajaonarison, Njakanasandratra R., 2023. "Principal component regression analysis of electricity consumption factors in Madagascar," MPRA Paper 116142, University Library of Munich, Germany.
• Han, Jinyue & Wang, Jun & Gao, Wei & Tang, Man-Lai, 2023. "Estimation of the directions for unknown parameters in semiparametric models," MPRA Paper 116365, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials," MPRA Paper 116538, University Library of Munich, Germany, revised 10 Jan 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Economic Situations of Lagrange Multiplier When Costs of Various Inputs Increase for Nonlinear Budget Constraint," MPRA Paper 116879, University Library of Munich, Germany, revised 12 Feb 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case," MPRA Paper 116907, University Library of Munich, Germany, revised 19 Feb 2023.
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• Fantazzini, Dean, 2023. "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper 117141, University Library of Munich, Germany.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Mathematical Model for Nonlinear Budget Constraint: Economic Activities on Increased Budget," MPRA Paper 117299, University Library of Munich, Germany, revised 17 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper 117324, University Library of Munich, Germany, revised 27 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Economic Aspects of Profit Maximization if Cost of Principal Raw Material Increases," MPRA Paper 117453, University Library of Munich, Germany, revised 22 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor," MPRA Paper 117993, University Library of Munich, Germany, revised 07 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "Effects of Various Inputs for Increased Interest Rate of Capital: A Nonlinear Budget Constraint Consideration," MPRA Paper 118134, University Library of Munich, Germany, revised 06 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023. "An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint," MPRA Paper 118176, University Library of Munich, Germany, revised 05 May 2023.
• Arnold, Rob, 2023. "Uniform Confidence/Certainty Estimation," MPRA Paper 118234, University Library of Munich, Germany.
• Mohajan, Devajit, 2023. "Ponderal Index: An Important Anthropometric Indicator for Physical Growth," MPRA Paper 118334, University Library of Munich, Germany, revised 13 Feb 2023.
• Dean Fantazzini & Yufeng Xiao, 2023. "Detecting Pump-and-Dumps with Crypto-Assets: Dealing with Imbalanced Datasets and Insiders’ Anticipated Purchases," Econometrics, MDPI, vol. 11(3), pages 1-73, August.
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• Mohajan, Devajit, 2023. "Mathematical Analysis of an Industry When Cost of Principal Raw Materials Increase: A Nonlinear Budget Constraint Attempt," MPRA Paper 118933, University Library of Munich, Germany.
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• Yuan, Mingqing, 2023. "The nexus between economic growth, healthcare expenditure, and CO2 emissions in Asia-Pacific countries: Evidence from a PVAR approach," MPRA Paper 119994, University Library of Munich, Germany.
• Diakité, Zakary, 2023. "Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada," MPRA Paper 120115, University Library of Munich, Germany.
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• Ryan Shackleton & Sonali Das & Rangan Gupta, 2023. "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers 202328, University of Pretoria, Department of Economics.
• Andrea Čížků, 2023. "Potenciální produkt a mezera výstupu v období ekonomických krizí [Potential Output and Output Gap in a Period of Economic Crises]," Politická ekonomie, Prague University of Economics and Business, vol. 2023(2), pages 177-198.
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• Sengupta, Anirban & Maitra, Debasish & Dash, Saumya Ranjan & Brooks, Robert, 2023. "Do Oil Shocks Affect Financial Stress? Evidence from Oil-Exporting and -Importing Countries," American Business Review, Pompea College of Business, University of New Haven, vol. 26(2), pages 399-430, November.
• Tunsuparp, Supapong & Phansatarn, Thanwar & Srinuan, Chalita, 2023. "Consumer Behavior in Subscription to Media Content from Over-The-Top (OTT) Service," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 30(1), pages 119-141, June.
• Henry, Joseph J. & Christensen, Peter & Brau, James C., 2023. "Interrelationships in Inventory Turnover Performance Between Supplier and Customer Firms," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 14(2), pages 157-171, April.
• Mbanda, Vandudzai & Bonga-Bonga, Lumengo, 2023. "Municipal Infrastructure Spending Capacity in South Africa: A Panel Smooth Transition Regression Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(1), pages 41-64.
• Erazo, Hugo & Toledo, Elisa, 2023. "Factores que inciden en el uso de transporte sustentable en Ecuador," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, vol. 11(1), pages 9-15, Enero.
• La’l khezri , Hamid & Shirzour Aliabadi, Zahra, 2023. "The Role of the Government in The Trade-off Between Income Inequality and Economic Growth:Bayesian Vector Auto Regression Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 9(4), pages 161-192, March.
• Graţiela Georgiana NOJA & Gheorghe HURDUZEU & Mirela CRISTEA & Flavia BARNA & Miruna-Lucia NĂCHESCU & Camelia GAVRILESCU, 2023. "Board Characteristics, Ownership Concentration and the Financial Performance of European Listed Insurance Companies: New Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 25-42, December.
• Corina Saman, 2023. "Different quantile regression models for quantifying the dependence between environmental quality and economic growth," Working Papers of Institute for Economic Forecasting 231001, Institute for Economic Forecasting.
• Corina Saman & Bianca Pauna & Cecilia Alexandri, 2023. "Metodologie pentru evaluarea elasticitătii productiei agricole in raport cu fertilizatorii si pesticidele," Working Papers of Macroeconomic Modelling Seminar 233001, Institute for Economic Forecasting.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
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• Subaran Roy & Anusree Paul, 2023. "Role of Public Debt in Indian States in the Post-Reform Era," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 24(2), pages 180-215, September.
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• Victor Pontines & Davaajargal Luvsannyam, 2023. "External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy," CAMA Working Papers 2023-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023. "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, vol. 326(1), pages 27-65, July.
• Zhengtao Li & Henk Folmer, 2023. "Air pollution and perception-based averting behaviour in the Jinchuan mining area, China," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 70(2), pages 477-505, April.
• Michele Azzone & Roberto Baviera, 2023. "A fast Monte Carlo scheme for additive processes and option pricing," Computational Management Science, Springer, vol. 20(1), pages 1-34, December.
• Ioannis Chalkiadakis & Gareth W. Peters & Matthew Ames, 2023. "Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors," Digital Finance, Springer, vol. 5(2), pages 295-365, June.
• Jan Patrick Hartkopf, 2023. "Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models," Empirical Economics, Springer, vol. 64(1), pages 393-436, January.
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• Kihwan Kim & Hyun Hak Kim & Norman R. Swanson, 2023. "Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008," Empirical Economics, Springer, vol. 64(3), pages 1421-1469, March.
• Jiawen Xu & Yixuan Li & Kai Liu & Tao Chen, 2023. "Portfolio selection: from under-diversification to concentration," Empirical Economics, Springer, vol. 64(4), pages 1539-1557, April.
• Alecos Papadopoulos, 2023. "The noise error component in stochastic frontier analysis," Empirical Economics, Springer, vol. 64(6), pages 2795-2829, June.
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• Lixiong Yang, 2023. "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, vol. 65(1), pages 189-202, July.
• Takashi Kanamura, 2023. "Clean energy and (E)SG investing from energy and environmental linkages," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(9), pages 9779-9819, September.
• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023. "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1061-1072, September.
• Maria Berrittella, 2023. "Socioeconomic effects and the role of public spending decomposition on income mobility: a moderated regression model," International Journal of Economic Policy Studies, Springer, vol. 17(1), pages 187-210, February.
• Opeoluwa Adeniyi Adeosun & Richard Olaolu Olayeni & Mosab I. Tabash & Suhaib Anagreh, 2023. "Revisiting the Oil and Food Prices Dynamics: A Time Varying Approach," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 275-309, November.
• Mihaela Simionescu & Nicolas Schneider, 2023. "Monetary shocks and production network in the G7 countries," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-32, December.
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• Mustafa Yurtsever, 2023. "Unemployment rate forecasting: LSTM-GRU hybrid approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-9, December.
• Irene Brunetti & Davide Fiaschi, 2023. "Occupational mobility: theory and estimation for Italy," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(3), pages 641-661, September.
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• Chris Elbers & Peter Lanjouw, 2023. "The distributional impact of structural transformation in rural India: case-study evidence and model-based simulation," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(3), pages 703-722, September.
• Ozan Eksi, 2023. "Traces of the past in income inequality," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 21(4), pages 815-834, December.
• M. Aykut Attar, 2023. "Technology and survival in preindustrial England: a Malthusian view," Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(4), pages 2071-2110, October.
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• Yuheng Ling & Julie Gallo, 2023. "Bayesian spatial panel models: a flexible Kronecker error component approach," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-11, December.
• Sayeh Shojaeinia, 2023. "Metal market analysis: an empirical model for copper supply and demand in US market," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(3), pages 509-517, September.
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• Joern Block & Reza Fathollahi, 2023. "Foundation ownership and firm growth," Review of Managerial Science, Springer, vol. 17(8), pages 2633-2654, November.
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• Tiening Cui & Mengdie He, 2023. "Study on the Influence of Social Norms and Public Orientation on Domestic Waste Classification Behavior-Taking Beijing’s Garbage Classification as an Example," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 13(2), pages 1-3.
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• Adler Haymans MANURUNG & Fadh Fauzi HIBATULLAH & Jadongan SIJABAT, 2023. "Stock Selection Using Roy Criteria to Construct a Portfolio and the Effects of Variables on Portfolio Return," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
• Francesco Fusari, 2023. "Identifying Monetary Policy Shocks Through External Variable Constraints," School of Economics Discussion Papers 0123, School of Economics, University of Surrey.
• Timothy Neal, 2023. "The Importance of External Weather Effects in Projecting the Economic Impacts of Climate Change," Discussion Papers 2023-09, School of Economics, The University of New South Wales.
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• William A. Brock & J. Isaac Miller, 2023. "Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing," Working Papers 2304, Department of Economics, University of Missouri.
• Evgeny V. Popov, 2023. "Firms’ ecosystems: Developing a research programme," Upravlenets, Ural State University of Economics, vol. 14(1), pages 2-15, March.
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• Cellmer Radosław, 2023. "Points of Interest and Housing Prices," Real Estate Management and Valuation, Sciendo, vol. 31(1), pages 69-77, March.
• Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023. "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(3), pages 40-63, December.
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• Arabinda Basistha & Richard Startz, 2024. "Measuring persistent global economic factors with output, commodity price, and commodity currency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2860-2885, November.
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• Naape, Baneng, 2023. "Tax Knowledge, Tax Complexity and Tax Compliance in South Africa," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 5(1), pages 14-27.
• König, Johannes, 2023. "Bias in Tax Progressivity Estimates," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 76(2), pages 267-289.
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• Klaus Adam & Henning Weber, 2023. "Estimating the Optimal Inflation Target from Trends in Relative Prices," American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 1-42, July.
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• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023. "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS) WORMS/23/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
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• Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023. "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
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• Winston Wei Dou & Xiang Fang & Andrew W. Lo & Harald Uhlig, 2023. "Macro-Finance Models with Nonlinear Dynamics," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 407-432, November.
• Алимбаева Лаура // Alimbayeva Laura, 2023. "Оценка опережающих свойств краткосрочных экономических индикаторов Казахстана. // Assessment of leading properties of short-term economic indicators of Kazakhstan," Working Papers #2023-11, National Bank of Kazakhstan.
• Daniel Macek, 2023. "A Tool for Evaluating Public Procurement in the Context of Life Cycle Costs," International Journal of Economic Sciences, European Research Center, vol. 12(1), pages 116-126, May.
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• Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024. "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, vol. 240(1).
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• Yury D. Belkin & Alexey N. Matsuev & Alla V. Ryzhakova & Nadezhda V. Sedova, 2023. "Assessing the Impact of Investment Projects for the Development of Inland Waterway Transport on Social and Economic Indicators in Regions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 92-108.
• Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.
• Marc-André Gosselin & Sharon Kozicki, 2023. "Making It Real: Bringing Research Models into Central Bank Projections," Discussion Papers 2023-29, Bank of Canada.
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• Mercedes de Luis & Emilio Rodríguez & Diego Torres, 2023. "Machine learning applied to active fixed-income portfolio management: a Lasso logit approach," Working Papers 2324, Banco de España.
• Nadia Accoto & Valerio Astuti & Costanza Catalano, 2023. "A probabilistic method for reconstructing the foreign direct investments network in search of ultimate host economies," Questioni di Economia e Finanza (Occasional Papers) 760, Bank of Italy, Economic Research and International Relations Area.
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• Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023. "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia 1241, Banco de la Republica de Colombia.
• Alexandre Aspremont & Simon Ben Arous & Jean-Charles Bricongne & Benjamin Lietti & Baptiste Meunier, 2023. "Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks," Working papers 916, Banque de France.
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• Sanvi Avouyi-Dovi & Lorraine Chouteau & Lucas Devigne & Emmanuelle Politronacci, 2023. "Shadow Economy: What Factors Matter in the French Case?," Working papers 930, Banque de France.
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• Andrey Bedin & Alexander Kulikov & Andrey Polbin, 2023. "Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices," Russian Journal of Money and Finance, Bank of Russia, vol. 82(3), pages 87-109, September.
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• Zacharias Bragoudakis & Ioannis Krompas, 2023. "Greek GDP forecasting using Bayesian multivariate models," Working Papers 321, Bank of Greece.
• Blazsek Szabolcs & Haddad Michel Ferreira Cardia, 2023. "Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(4), pages 589-634, September.
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• Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wang, Ziqing, 2023. "UK monetary and fiscal policy since the Great Recession- an evaluation," Cardiff Economics Working Papers E2023/9, Cardiff University, Cardiff Business School, Economics Section.
• Bryan Bollinger & Naim Darghouth & Kenneth Gillingham & Andres Gonzalez-Lira, 2023. "Valuing Technology Complementarities: Rooftop Solar and Energy Storage," NBER Working Papers 32003, National Bureau of Economic Research, Inc.
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• Torres, Santiago, 2023. "Addressing Bias in Politician Characteristic Regression Discontinuity Designs," Documentos CEDE 20304, Universidad de los Andes, Facultad de Economía, CEDE.
• Quintero Montaño, Washington & Choez Icaza, Mariela & Montes Cantos, Andrea, 2023. "Un estudio de la empresa de venta directa ecuatoriana y su incidencia en el empleo adecuado femenino," Revista de Economía del Rosario, Universidad del Rosario, vol. 26(1), pages 1-39, June.
• Narváez, Liliana & Diaz, Yadira, 2023. "Más y mejores transferencias monetarias en tiempos de COVID-19," Documentos de trabajo 20987, Escuela de Gobierno - Universidad de los Andes.
• Ferroni, Filippo & Fisher, Jonas D.M. & Melosi, Leonardo, 2024. "Unusual shocks in our usual models," Journal of Monetary Economics, Elsevier, vol. 147(C).
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• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2023. "Jointly Estimating Macroeconomic News and Surprise Shocks," CEPR Discussion Papers 18201, C.E.P.R. Discussion Papers.
• Balestra, Simone & Eugster, Beatrix & Puljic, Fanny, 2023. "Misclassification in Linear-in-Means Models: Theory and Application to Peer Effects Estimation," CEPR Discussion Papers 18342, C.E.P.R. Discussion Papers.
• Lutz Kilian, 2023. "How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises," Working Papers 2310, Federal Reserve Bank of Dallas.
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• Asensi Descals-Tormo & Maria J. Murgui-García & Jose Ramon Ruiz-Tamari, 2023. "A theoretical model-based indirect estimation of the direct and cross price elasticities of demand for tourist goods and services," LIDAM Discussion Papers IRES 2023013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
• Francq, Christian & Zakoian, Jean-Michel, 2023. "Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-Driven Time-Series Models," Econometric Theory, Cambridge University Press, vol. 39(5), pages 1067-1092, October.
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• Wang, Yiren & Phillips, Peter C.B. & Su, Liangjun, 2024. "Panel data models with time-varying latent group structures," Journal of Econometrics, Elsevier, vol. 240(1).
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• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023. "The Long-Run Phillips Curve is ... a Curve," DEM Working Papers Series 213, University of Pavia, Department of Economics and Management.
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• Rashmi Ranjan PAITAL & Subhendu DUTTA, 2023. "Estimation Of Short-Run And Long-Run Elasticities Of Automobile Demand In India: An Empirical Analysis For The Period- 1987-2020," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(2), pages 113-126.
• Maria-Carmen GUISAN, 2023. "International Comparisons Of World Development: 2 Ebooks On Education, Production, Poverty And Quality Of Life For The Periods 1960-2000 And 2021-2023," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 23(2), pages 153-176.
• Maria-Carmen Guisan (ed.), 2023. "Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia," ESTUDIOS ECONOMICOS EEBOOK, Euro-American Association of Economic Development, edition 1, volume 11, number ee11.
• GUISAN, Maria-Carmen, 2023. "Development in the OECD, 1960-2000: Econometric Models and Indicators," ESTUDIOS ECONOMICOS EECHAPTER, in: M. Carmen Guisan Seijas (ed.), Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,, edition 1, volume 1, chapter 2, pages 33-62, Euro-American Association of Economic Development.
• GUISAN, Maria-Carmen, 2023. "World Development in the 20th century: Evolution and Econometric Model," ESTUDIOS ECONOMICOS EECHAPTER, in: M. Carmen Guisan Seijas (ed.), Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,, edition 1, volume 1, chapter 1, pages 5-32, Euro-American Association of Economic Development.
• GUISAN, Maria-Carmen & Expósito, Pilar, 2023. "Production by sector in OECD Countries, 1960-2000," ESTUDIOS ECONOMICOS EECHAPTER, in: M. Carmen Guisan Seijas (ed.), Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,, edition 1, volume 1, chapter 3, pages 63-74, Euro-American Association of Economic Development.
• GUISAN, Maria-Carmen & Aguayo, Eva, 2023. "Econometric models of Latin America. Studies of the period 1984- 2000," ESTUDIOS ECONOMICOS EECHAPTER, in: M. Carmen Guisan Seijas (ed.), Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,, edition 1, volume 1, chapter 4, pages 75-94, Euro-American Association of Economic Development.
• GUISAN, Maria-Carmen, 2023. "A Comparison of Regional Development in the European Union and the United States, 1960-2000," ESTUDIOS ECONOMICOS EECHAPTER, in: M. Carmen Guisan Seijas (ed.), Education And International Development, 1960-2000: Economic Studies Of Oecd Countries, Latin America, Europe, Africa And Asia,, edition 1, volume 1, chapter 5, pages 95-100, Euro-American Association of Economic Development.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023. "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
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• Hasdi Aimon & Anggi Putri Kurniadi & Sri Ulfa Sentosa & Nurhayati Abd Rahman, 2023. "Production, Consumption, Export and Carbon Emission for Coal Commodities: Cases of Indonesia and Australia," International Journal of Energy Economics and Policy, Econjournals, vol. 13(5), pages 484-492, September.
• Abdullah M. H. Alharbi, 2023. "Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy," International Journal of Energy Economics and Policy, Econjournals, vol. 13(6), pages 56-63, November.
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• Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023. "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
• Leong, Soon Heng & Urga, Giovanni, 2023. "A practical multivariate approach to testing volatility spillover," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
• Mertens, Elmar, 2023. "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
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• Golpe, Antonio A. & Sánchez-Fuentes, A. Jesus & Vides, José Carlos, 2023. "Fiscal sustainability, monetary policy and economic growth in the Euro Area: In search of the ultimate causal path," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1026-1045.
• Amin, Sakib Bin & Taghizadeh-Hesary, Farhad, 2023. "Tourism, sustainability, and the economy in Bangladesh: The innovation connection amidst Covid-19," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 153-167.
• Feng, Yun & Hou, Weijie & Song, Yuping, 2023. "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, vol. 119(C).
• Sun, Weihong & Liu, Ding, 2023. "Great moderation with Chinese characteristics: Uncovering the role of monetary policy," Economic Modelling, Elsevier, vol. 121(C).
• Giner, Javier & Zakamulin, Valeriy, 2023. "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, vol. 122(C).
• Hohberger, Stefan & Ratto, Marco & Vogel, Lukas, 2023. "The macroeconomic effects of unconventional monetary policy: Comparing euro area and US models with shadow rates," Economic Modelling, Elsevier, vol. 127(C).
• Fisher, Lance A. & Huh, Hyeon-seung, 2023. "Systematic monetary policy in a SVAR for Australia," Economic Modelling, Elsevier, vol. 128(C).
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• Ardakani, Omid M., 2023. "Capturing information in extreme events," Economics Letters, Elsevier, vol. 231(C).
• Eo, Yunjong & Morley, James, 2023. "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, vol. 233(C).
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• Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
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• Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun, 2023. "Estimation of panel group structure models with structural breaks in group memberships and coefficients," Journal of Econometrics, Elsevier, vol. 233(1), pages 45-65.
• Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
• Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
• Royer, Julien, 2023. "Conditional asymmetry in Power ARCH(∞) models," Journal of Econometrics, Elsevier, vol. 234(1), pages 178-204.
• Todorov, Viktor & Zhang, Yang, 2023. "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, vol. 234(1), pages 53-81.
• Lewbel, Arthur & Choi, Jin Young & Zhou, Zhuzhu, 2023. "Over-identified Doubly Robust identification and estimation," Journal of Econometrics, Elsevier, vol. 235(1), pages 25-42.
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• Lee, Ji Hyung & Park, Byoung G., 2023. "Nonparametric identification and estimation of the extended Roy model," Journal of Econometrics, Elsevier, vol. 235(2), pages 1087-1113.
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• Sabino da Silva, Fernando A.B. & Ziegelmann, Flavio A. & Caldeira, João F., 2023. "A pairs trading strategy based on mixed copulas," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 16-34.
• Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.
• Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 1-13.
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2022

• 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, vol. 26(Special), pages 53-76, December.
• Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
• Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022. "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers 2022-09, Department of Economics and Business Economics, Aarhus University.
• 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., vol. 35(3), pages 3-27, January.
• 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.
  • Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2017. "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," EconomiX Working Papers 2017-29, University of Paris Nanterre, EconomiX.
  • Dominique Meurs & Laurent Gobillon & Sébastien Roux, 2022. "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," Post-Print hal-03632232, HAL.
  • Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2022. "Differences in Positions along a Hierarchy: Counterfactuals Based on an Assignment Model," PSE-Ecole d'économie de Paris (Postprint) hal-04465511, HAL.
  • Gobillon, Laurent & Meurs, Dominique & Roux, Sébastien, 2017. "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," CEPR Discussion Papers 11982, C.E.P.R. Discussion Papers.
  • Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2017. "Differences in positions along a hierarchy: Counterfactuals based on an assignment model," Working Papers hal-04141640, HAL.
  • L. Gobillon & D. Meurs & S. Roux, 2021. "Differences in positions along a hierarchy : Counterfactuals based on an assignment model," Documents de Travail de l'Insee - INSEE Working Papers 2021-02, Institut National de la Statistique et des Etudes Economiques.
  • Laurent Gobillon & Dominique Meurs & Sébastien Roux, 2022. "Differences in Positions along a Hierarchy: Counterfactuals Based on an Assignment Model," Post-Print hal-04465511, HAL.
  • Gobillon, Laurent & Meurs, Dominique & Roux, Sébastien, 2017. "Differences in Positions along a Hierarchy: Counterfactuals Based on an Assignment Model," IZA Discussion Papers 10726, Institute of Labor Economics (IZA).
• Simon Alder & Timo Boppart & Andreas Müller, 2022. "A Theory of Structural Change That Can Fit the Data," American Economic Journal: Macroeconomics, American Economic Association, vol. 14(2), pages 160-206, April.
  • Simon Alder & Andreas Mueller & Timo Boppart, 2018. "A theory of structural change that can fit the data," 2018 Meeting Papers 988, Society for Economic Dynamics.
  • Boppart, Timo & Alder, Simon & Müller, Andreas, 2019. "A theory of structural change that can fit the data," CEPR Discussion Papers 13469, C.E.P.R. Discussion Papers.
• Jonathan Roth, 2022. "Pretest with Caution: Event-Study Estimates after Testing for Parallel Trends," American Economic Review: Insights, American Economic Association, vol. 4(3), pages 305-322, September.
• Federico Favata & Martin Segovia, 2022. "Estimación del Valor a Riesgo del mercado accionario argentino mediante modelos GARCH," Asociación Argentina de Economía Política: Working Papers 4562, Asociación Argentina de Economía Política.
• 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, vol. 69(2), pages 163-189, June.
  • António Portugal Duarte & Nuno Baetas da Silva, 2022. "Exchange Rate Synchronization for a set of Currencies from Different Monetary Areas," CeBER Working Papers 2022-03, Centre for Business and Economics Research (CeBER), University of Coimbra.
• Anatoliy KHOLODENKO & Victoria GUSAK, 2022. "Initial states and transitional expenses in production and transport systems optimization," Access Journal, Access Press Publishing House, vol. 3(3), pages 292-306, July.
• 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, vol. 21(4), pages 663-684.
• Manh Pham & Léopold Simar & Valentin Zelenyuk, 2024. "Statistical Inference for Aggregation of Malmquist Productivity Indices," Operations Research, INFORMS, vol. 72(4), pages 1615-1629, July.
  • Manh D. Pham & Léopold Simar & Valentin Zelenyuk, 2019. "Statistical Inference for Aggregation of Malmquist Productivity Indices," CEPA Working Papers Series WP082019, School of Economics, University of Queensland, Australia.
  • Pham, Manh & Simar, Léopold & Zelenyuk, Valentin, 2023. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Reprints ISBA 2023010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin, 2022. "Statistical Inference for Aggregation of Malmquist Productivity Indices," LIDAM Discussion Papers ISBA 2022005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Frédérique Fève & Jean-Pierre Florens & Léopold Simar, 2023. "Proportional incremental cost probability functions and their frontiers," Empirical Economics, Springer, vol. 64(6), pages 2721-2756, June.
  • Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2022. "Proportional Incremental Cost Probability Functions and their Frontiers," LIDAM Discussion Papers ISBA 2022016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold, 2023. "Proportional incremental cost probability functions and their frontiers," LIDAM Reprints ISBA 2023011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• 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 2022036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• M. Mouchart & R. Orsi & G. Wunsch, 2020. "Causality in Econometric Modeling. From Theory to Structural Causal Modeling," Working Papers wp1143, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022. "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA 2022024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA 2020021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  • MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022. "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN 2022003, Université catholique de Louvain, Louvain Finance (LFIN).
• Kurt Schmidheiny & Sebastian Siegloch, 2023. "On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 695-713, August.
  • Schmidheiny, Kurt & Siegloch, Sebastian, 2019. "On Event Studies and Distributed-Lags in Two-Way Fixed Effects Models: Identification, Equivalence, and Generalization," CEPR Discussion Papers 13477, C.E.P.R. Discussion Papers.
  • 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 201, University of Bonn and University of Cologne, Germany.
  • Schmidheiny, Kurt & Siegloch, Sebastian, 2020. "On event studies and distributed-lags in two-way fixed effects models: Identification, equivalence, and generalization," ZEW Discussion Papers 20-017, ZEW - Leibniz Centre for European Economic Research.
• 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 experie," 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 #2022-8, National Bank of Kazakhstan.
• Oscar Claveria, 2022. ""Modelling the dynamic interaction between economic uncertainty, growth, unemployment and suicide"," IREA Working Papers 202209, University of Barcelona, Research Institute of Applied Economics, revised Jun 2022.
  • Oscar Claveria, 2022. "“Modelling the dynamic interaction between economic uncertainty, growth, unemployment and suicide”," AQR Working Papers 202206, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2022.
• Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. ""Density forecasts of inflation using Gaussian process regression models"," IREA Working Papers 202210, University of Barcelona, Research Institute of Applied Economics, revised Jul 2022.
  • Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022. "“Density forecasts of inflation using Gaussian process regression models”," AQR Working Papers 202207, University of Barcelona, Regional Quantitative Analysis Group, revised Jul 2022.
• Diebold, Francis X. & Rudebusch, Glenn D. & Göbel, Maximilian & Goulet Coulombe, Philippe & Zhang, Boyuan, 2023. "When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume," Journal of Econometrics, Elsevier, vol. 236(2).
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive 22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  • 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 2203.04040, arXiv.org, revised May 2023.
  • Francis X. Diebold & Glenn D. Rudebusch & Maximilian Göbel & Philippe Goulet Coulombe & Boyuan Zhang, 2022. "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," NBER Working Papers 30732, National Bureau of Economic Research, Inc.
• Victor Aguirregabiria, 2023. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 1-25.
  • Aguirregabiria, Victor, 2022. "Dynamic demand for differentiated products with fixed effects unobserved heterogeneity," CEPR Discussion Papers 17292, C.E.P.R. Discussion Papers.
  • Victor Aguirregabiria, 2022. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Papers 2205.03948, arXiv.org, revised Aug 2022.
  • Victor Aguirregabiria, 2022. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Working Papers tecipa-723, University of Toronto, Department of Economics.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • 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 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020. "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers 2308, University of Strathclyde Business School, Department of Economics, revised Aug 2023.
  • Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2022. "Bayesian Modeling of TVP-VARs Using Regression Trees," Papers 2209.11970, arXiv.org, revised May 2023.
• Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024. "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, vol. 238(2).
  • Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022. "An identification and testing strategy for proxy-SVARs with weak proxies," Papers 2210.04523, arXiv.org, revised Oct 2023.
• 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", vol. 8(5).
• 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 2022-19, Bank of Canada.
• 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 22-15, Bank of Canada.
• Xiangjin Shen & Iskander Karibzhanov & Hiroki Tsurumi & Shiliang Li, 2022. "Comparison of Bayesian and Sample Theory Parametric and Semiparametric Binary Response Models," Staff Working Papers 22-31, Bank of Canada.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024. "Sectoral uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CAMA Working Papers 2022-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," "Marco Fanno" Working Papers 0288, Dipartimento di Scienze Economiche "Marco Fanno".
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CESifo Working Paper Series 10034, CESifo.
• Carlos Montes-Galdón & Eva Ortega, 2022. "Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks," Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 177-210, Emerald Group Publishing Limited.
  • Carlos Montes-Galdón & Eva Ortega, 2022. "Skewed SVARs: tracking the structural sources of macroeconomic tail risks," Working Papers 2208, Banco de España.
• Blanca Jiménez-García & Julio Rodríguez, 2022. "A quantification of the evolution of bilateral trade flows Once bilateral RTAs are implemented," Working Papers 2220, Banco de España.
• Luis J. Álvarez & Florens Odendahl, 2022. "Data outliers and Bayesian VARs in the Euro Area," Working Papers 2239, Banco de España.
• 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.
• Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
• 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, vol. 81(1), pages 3-22, March.
• 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, vol. 51(1), February.
  • Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020. "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper 106150, University Library of Munich, Germany.
• Arthur Lewbel & Xi Qu & Xun Tang, 2022. "Estimating Social Network Models with Missing Links," Boston College Working Papers in Economics 1056, Boston College Department of Economics.
• 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.
• 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 297, Bank of Greece.
• Emanuele Bacchiocchi & Toru Kitagawa, 2020. "Locally- but not globally-identified SVARs," CeMMAP working papers CWP40/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Emanuele Bacchiocchi & Toru Kitagawa, 2022. "Locally- but not Globally-identified SVARs," Working Papers wp1171, Dipartimento Scienze Economiche, Universita' di Bologna.
• Yang Lixiong, 2022. "Time-varying threshold cointegration with an application to the Fisher hypothesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(2), pages 257-274, April.
• 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, vol. 26(5), pages 635-647, December.
  • Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Transition from the Taylor rule to the zero lower bound," CREATES Research Papers 2018-31, Department of Economics and Business Economics, Aarhus University.
• Victor H. Aguiar & Roberto Serrano, 2022. "Slutsky Matrix Symmetry: A New Behavioral Condition," University of Western Ontario, Departmental Research Report Series 20228, University of Western Ontario, Department of Economics.
  • Victor H. Aguiar & Roberto Serrano, 2022. "Slutsky Matrix Symmetry: A New Behavioral Condition," Working Papers 2022-004, Brown University, Department of Economics.
• 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, vol. 0(2), pages 169-198.
• 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, vol. 0(2), pages 169-198.
• Auld, T., 2022. "Betting and financial markets are cointegrated on election night," Cambridge Working Papers in Economics 2263, Faculty of Economics, University of Cambridge.
• Auld, T., 2022. "Political markets as equity price factors," Cambridge Working Papers in Economics 2264, Faculty of Economics, University of Cambridge.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021. "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers E2021/8, Cardiff University, Cardiff Business School, Economics Section.
• Mueller, Holger & Giroud, Xavier & Lenzu, Simone & Maingi, Quinn, 2021. "Propagation and Amplification of Local Productivity Spillovers," CEPR Discussion Papers 16388, C.E.P.R. Discussion Papers.
  • Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2022. "Propagation and Amplification of Local Productivity Spillovers," Working Papers 22-32, Center for Economic Studies, U.S. Census Bureau.
  • Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2021. "Propagation and Amplification of Local Productivity Spillovers," NBER Working Papers 29084, National Bureau of Economic Research, Inc.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024. "Sectoral uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CESifo Working Paper Series 10034, CESifo.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," "Marco Fanno" Working Papers 0288, Dipartimento di Scienze Economiche "Marco Fanno".
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CAMA Working Papers 2022-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CEPR Discussion Papers 17698, C.E.P.R. Discussion Papers.
  • Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CESifo Working Paper Series 10121, CESifo.
  • Kilian, Lutz & Plante, Michael & Richter, Alexander W., 2022. "Macroeconomic responses to uncertainty shocks: The perils of recursive orderings," CFS Working Paper Series 687, Center for Financial Studies (CFS).
  • Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Working Papers 2223, Federal Reserve Bank of Dallas.
• Julia Levine & Stephan Seiler, 2022. "Identifying State Dependence in Brand Choice: Evidence from Hurricanes," CESifo Working Paper Series 9889, CESifo.
• Didier Sornette & Florian Ulmann & Alexander Wehrli, 2022. "On the Directional Destabilizing Feedback Effects of Option Hedging," Swiss Finance Institute Research Paper Series 22-34, Swiss Finance Institute.
• Marc S. Paolella & Pawel Polak, 2022. "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series 22-88, Swiss Finance Institute.
• Nicolas Legrand & Christophe Gouel, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers hal-03809825, HAL.
  • Christophe Gouel & Nicolas Legrand, 2022. "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers 2022-04, CEPII research center.
• 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 wp2022_2205, CEMFI.
• 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, vol. 38(165), pages 406-423, November.
• Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2022. "When Do State-Dependent Local Projections Work?," Working Papers 2205, Federal Reserve Bank of Dallas.
  • Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2022. "When do state-dependent local projections work?," CEPR Discussion Papers 17265, C.E.P.R. Discussion Papers.
• Victor Aguirregabiria, 2023. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 1-25.
  • Victor Aguirregabiria, 2022. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Papers 2205.03948, arXiv.org, revised Aug 2022.
  • Aguirregabiria, Victor, 2022. "Dynamic demand for differentiated products with fixed effects unobserved heterogeneity," CEPR Discussion Papers 17292, C.E.P.R. Discussion Papers.
  • Victor Aguirregabiria, 2022. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Working Papers tecipa-723, University of Toronto, Department of Economics.
• Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022. "Bargaining and International Reference Pricing in the Pharmaceutical Industry," Research Papers 3889, Stanford University, Graduate School of Business.
  • Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022. "Bargaining and International Reference Pricing in the Pharmaceutical Industry," CEPR Discussion Papers 17293, C.E.P.R. Discussion Papers.
  • Dubois, Pierre & Gandhi, Ashvin & Vasserman, Shoshana, 2022. "Bargaining and International Reference Pricing in the Pharmaceutical Industry," TSE Working Papers 22-1338, Toulouse School of Economics (TSE).
  • Pierre Dubois & Ashvin Gandhi & Shoshana Vasserman, 2022. "Bargaining and International Reference Pricing in the Pharmaceutical Industry," NBER Working Papers 30053, National Bureau of Economic Research, Inc.
• Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CESifo Working Paper Series 10121, CESifo.
  • Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CEPR Discussion Papers 17698, C.E.P.R. Discussion Papers.
  • Kilian, Lutz & Plante, Michael & Richter, Alexander W., 2022. "Macroeconomic responses to uncertainty shocks: The perils of recursive orderings," CFS Working Paper Series 687, Center for Financial Studies (CFS).
  • Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Working Papers 2223, Federal Reserve Bank of Dallas.
• Gehrig, Thomas & Sögner, Leopold, 2022. "Extending the Demand System Approach to Asset Pricing," CEPR Discussion Papers 17743, C.E.P.R. Discussion Papers.
• Verena Monschang & Bernd Wilfling, 2022. "A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction," CQE Working Papers 9722, Center for Quantitative Economics (CQE), University of Muenster.
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• Doszyń Mariusz, 2022. "Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 61-72, September.
• Kocięcki, Andrzej & Kolasa, Marcin, 2023. "A solution to the global identification problem in DSGE models," Journal of Econometrics, Elsevier, vol. 236(2).
  • Andrzej Kocięcki & Marcin Kolasa, 2022. "A solution to the global identification problem in DSGE models," Working Papers 2022-01, Faculty of Economic Sciences, University of Warsaw.
  • Andrzej Kocięcki & Marcin Kolasa, 2023. "A solution to the global identification problem in DSGE models," KAE Working Papers 2023-083, Warsaw School of Economics, Collegium of Economic Analysis.
• Simona Delle Chiaie & Laurent Ferrara & Domenico Giannone, 2022. "Common factors of commodity prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 461-476, April.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2018. "Common factors of commodity prices," Research Bulletin, European Central Bank, vol. 51.
  • S. Delle Chiaie & L. Ferrara & D. Giannone, 2017. "Common Factors of Commodity Prices," Working papers 645, Banque de France.
  • Giannone, Domenico & Ferrara, Laurent & Delle Chiaie, Simona, 2018. "Common Factors of Commodity Prices," CEPR Discussion Papers 12767, C.E.P.R. Discussion Papers.
  • Delle Chiaie, Simona & Ferrara, Laurent & Giannone, Domenico, 2017. "Common factors of commodity prices," Working Paper Series 2112, European Central Bank.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2022. "Measuring real activity using a weekly economic index," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 667-687, June.
  • Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
  • Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Measuring Real Activity Using a Weekly Economic Index," Working Papers 2011, Federal Reserve Bank of Dallas, revised 02 Mar 2021.
• Robert A. Hill & Paulo M. M. Rodrigues, 2022. "Forgetting approaches to improve forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1356-1371, November.
  • Paulo M.M. Rodrigues & Robert Hill, 2022. "Forgetting Approaches to Improve Forecasting," Working Papers w202208, Banco de Portugal, Economics and Research Department.
• Siyu Liu & Chaoyi Zhao & Lan Wu, 2022. "Order types and natural price change: Model and empirical study of the Chinese market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 1-32, December.
• Lance A. Fisher & Hyeon-seung Huh, 2022. "Systematic Monetary Policy in a SVAR for Australia," Working papers 2022rwp-194, Yonsei University, Yonsei Economics Research Institute.
• Patrik Barišić & Tibor Kovač & Vladimir Arčabić, 2022. "Identifying aggregate supply and demand shocks in small open economies," EFZG Working Papers Series 2202, Faculty of Economics and Business, University of Zagreb.
• Hartwig, Benny, 2022. "Bayesian VARs and prior calibration in times of COVID-19," Discussion Papers 52/2022, Deutsche Bundesbank.
• Kilian, Lutz & Plante, Michael D. & Richter, Alexander W., 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CEPR Discussion Papers 17698, C.E.P.R. Discussion Papers.
  • Kilian, Lutz & Plante, Michael & Richter, Alexander W., 2022. "Macroeconomic responses to uncertainty shocks: The perils of recursive orderings," CFS Working Paper Series 687, Center for Financial Studies (CFS).
  • Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," CESifo Working Paper Series 10121, CESifo.
  • Lutz Kilian & Michael D. Plante & Alexander W. Richter, 2022. "Macroeconomic Responses to Uncertainty Shocks: The Perils of Recursive Orderings," Working Papers 2223, Federal Reserve Bank of Dallas.
• 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, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Opatija, Croatia, 17-18 June 2022, pages 9-15, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Naape, Baneng, 2022. "South African Taxpayers Perceptions towards E-Filing," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 6(2), pages 21-41.
• Fengler, Matthias & Polivka, Jeanine, 2022. "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics 264010, Verein für Socialpolitik / German Economic Association.

2021

• Hosainahmadi, Moahmad Reza & Erfani, Alireza, 2021. "Investigating the Optimal Behavior of Policymakers in Determining Bank Interest Rates in the Iranian Economy," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 7(4), pages 1-26, February.
• Moftakhari, Ali & Jafari, Mohammad & Abunoori, Esmail & Nademi, Younes, 2021. "Investigating the Effects of Social Welfare on Brain Drain in Developing Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(2), pages 1-34, September.
• Mora Barrenechea, Mauricio, 2021. "Una revisión a la Curva de Phillips en Bolivia," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB) "San Pablo", issue 35, pages 159-185, May.
• Romualdas GINEVICIUS & Katarzyna SZCZEPANSKAWOSZCZYNA & Marek SZARUCKI & Andrius STASIUKYNAS, 2021. "Assessing Alternatives To The Development Of Administrativeeconomic Units Applying The Fare-M Method," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, vol. 2021(36), pages 6-24, June.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers 2021s-33, CIRANO.
  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Identifying Economic Shocks in a Rare Disaster Environment," CEIS Research Paper 517, Tor Vergata University, CEIS, revised 18 Jul 2024.
• Kirill Dragun & Kris Boudt & Orimar Sauri & Steven Vanduffel, 2021. "Beta-Adjusted Covariance Estimation," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1010, Ghent University, Faculty of Economics and Business Administration.
• Amit Nandan & Hrushikesh Mallick, 2021. "Does regulation induce cost efficiency in electricity distribution utilities? Use of stochastic cost frontier analysis for the Indian states," Competition and Regulation in Network Industries, , vol. 22(2), pages 127-159, June.
• Khyati Kathuria & Nand Kumar, 2021. "An Empirical Investigation of the Disaggregated Import Demand Function: Non-linear ARDL Framework," Foreign Trade Review, , vol. 56(2), pages 197-205, May.
• Gustavo Canavire-Bacarreza & Maria Cecilia Deza & Osmel Manzano & Alejandro Puerta, 2021. "Revisiting tax effort in emerging markets," Public Finance Review, , vol. 49(6), pages 845-873, November.
• L. El’shin A. & V. Banderov V. & A. Abdukaeva A. & Л. Ельшин А. & В. Бандеров В. & А. Абдукаева А., 2021. "Методика оценки влияния диффузии блокчейн-технологий на развитие национальной экономической системы (на примере экономики РФ) // Methodology for Assessing the Impact of the Diffusion of blockchain Tec," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 25(2), pages 145-165.
• O. Efimova V. & M. Volkov A. & D. Koroleva A. & О. Ефимова B. & М. Волков А. & Д. Королёва А., 2021. "Анализ влияния принципов ESG на доходность активов: эмпирическое исследование // The Impact of ESG Factors on Asset Returns: Empirical Research," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 25(4), pages 82-97.
• Don Bredin & Stilianos Fountas, 2021. "Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 19(2), pages 181-200.
  • Donal Bredin & Stilianos Fountas, 2007. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006 125, Money Macro and Finance Research Group.
  • Don Bredin & Stilianos Fountas, 2022. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Discussion Paper Series 2022_03, Department of Economics, University of Macedonia, revised Mar 2022.
• Reyes Zárate, Francisco J & León López, Iván, 2021. "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Ass," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 11(2), pages 117-146, julio-dic.
• Fabrice Dabiré & Hashmat Khan & Patrick Richard & Jean-François Rouillard, 2021. "Characterizing G-multipliers in Canada," Carleton Economic Papers 21-14, Carleton University, Department of Economics, revised 14 Mar 2023.
  • Fabrice Dabiré & Hashmat Khan & Patrick Richard & Jean-François Rouillard, 2021. "Characterizing G-multipliers in Canada," Cahiers de recherche 21-01, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Mar 2023.
• Ahmed H. Elsayed & Mohamad Husam Helmi, 2021. "Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk," Annals of Operations Research, Springer, vol. 305(1), pages 1-22, October.
• Yuzhi Cai & Thanaset Chevapatrakul & Danilo V. Mascia, 2021. "How is price explosivity triggered in the cryptocurrency markets?," Annals of Operations Research, Springer, vol. 307(1), pages 37-51, December.
• David Volkmann, 2021. "Explaining S&P500 option returns: an implied risk-adjusted approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 29(2), pages 665-685, June.
• Purbash Nayak & Mayank Sharma & Harshit Shandilya, 2021. "Information, Policy, and Market Disorder Under Democracy: Evidences from the United States," Contributions to Economics, in: Aswini Kumar Mishra & Vairam Arunachalam & Debasis Patnaik (ed.), Critical Perspectives on Emerging Economies, chapter 0, pages 57-94, Springer.
• G. Rigatos & P. Siano & M. Abbaszadeh & T. Ghosh, 2021. "Nonlinear optimal control of coupled time-delayed models of economic growth," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 375-399, June.
• Kenshiro Ninomiya & Masaaki Tokuda, 2021. "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, vol. 18(1), pages 205-226, April.
• Aman Ullah & Tao Wang & Weixin Yao, 2021. "Modal regression for fixed effects panel data," Empirical Economics, Springer, vol. 60(1), pages 261-308, January.
  • Aman Ullah & Tao Wang & Weixin Yao, 2020. "Modal Regression for Fixed Effects Panel Data," Working Papers 202102, University of California at Riverside, Department of Economics, revised Nov 2020.
• Abeer Elshennawy & Mohammed Bouaddi, 2021. "Sources of firm-level heterogeneity in labour productivity in Egypt’s manufacturing sector," Empirical Economics, Springer, vol. 60(5), pages 2589-2612, May.
• Nima Nonejad, 2021. "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, vol. 61(2), pages 973-1009, August.
• Yi-Ting Chen, 2021. "A mixed-frequency smooth measure for business conditions," Empirical Economics, Springer, vol. 61(4), pages 1699-1724, October.
• Yun Feng & Xin Li, 2021. "Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model," Empirical Economics, Springer, vol. 61(6), pages 3213-3237, December.
• Pedro André Cerqueira & Elias Soukiazis & Sara Proença, 2021. "Assessing the linkages between recycling, renewable energy and sustainable development: evidence from the OECD countries," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(7), pages 9766-9791, July.
• Ngo Thai Hung, 2021. "Financial connectedness of GCC emerging stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(4), pages 753-773, December.
• Anand Sahasranaman & Henrik Jeldtoft Jensen, 2021. "Dynamics of reallocation within India’s income distribution," Indian Economic Review, Springer, vol. 56(1), pages 1-23, June.
• Junyue Wu & Yasumasa Matsuda, 2021. "A threshold extension of spatial dynamic panel model with fixed effects," Journal of Spatial Econometrics, Springer, vol. 2(1), pages 1-30, December.
• Giuseppe Luca & Jan R. Magnus, 2021. "Weak Versus Strong Dominance of Shrinkage Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
  • Giuseppe De Luca & Jan R. Magnus, 2021. "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers 21-007/III, Tinbergen Institute.
• Ali Habibnia & Esfandiar Maasoumi, 2021. "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 363-381, December.
  • Ali Habibnia & Esfandiar Maasoumi, 2019. "Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Papers 1904.11145, arXiv.org.
• Roberto S. Mariano & Suleyman Ozmucur, 2021. "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 383-400, December.
• Oscar Claveria, 2021. "Disagreement on expectations: firms versus consumers," SN Business & Economics, Springer, vol. 1(12), pages 1-23, December.
• W. A. Razzak, 2021. "Measuring the effect of negative interest rate on New Zealand banks," SN Business & Economics, Springer, vol. 1(3), pages 1-23, March.
  • Weshah Razzak, 2020. "Measuring the Effect of Negative Interest Rate on New Zealand Banks," Discussion Papers 2008, School of Economics and Finance, Massey University, New Zealand.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021. "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 11(4), pages 1-3.
• Md. Mizanur Rahman & Deluar J. Moloy & Md. Sifat Ar Salan, 2021. "Evaluating the Approaches of Small Area Estimation Using Poverty Mapping Data," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(2), pages 1-1.
• Mitch Kunce, 2021. "The Impact of Socioeconomic Factors on State Suicide Rates: Revisited," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(4), pages 1-1.
• Spyros Missiakoulis, 2021. "Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 10(4), pages 1-2.
• Tom Kornstad & Terje Skjerpen & Lasse Sigbjørn Stambøl, 2024. "Empirical modeling of internal migration and commuting flows for economic regions in Norway," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(2), pages 473-512, February.
  • Tom Kornstad & Terje Skjerpen & Lasse S. Stambøl, 2021. "Empirical modelling of internal migration and commuting flows for economic regions in Norway," Discussion Papers 966, Statistics Norway, Research Department.
• Svitlana Khalatur & Yuliia Masiuk & Svitlana Kachula & Larysa Brovko & Oleksandr Karamushka & Inna Shramko, 2021. "Entrepreneurship development management in the context of economic security," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 9(1), pages 558-573, September.
• Andrey Polbin, 2021. "Multivariate unobserved component model for an oil-exporting economy: the case of Russia," Applied Economics Letters, Taylor & Francis Journals, vol. 28(8), pages 681-685, May.
  • Polbin, Andrey, 2020. "Multivariate Unobserved Component Model for an Oil-exporting Economy: The Case of Russia," MPRA Paper 99381, University Library of Munich, Germany.
• Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 262-276, January.
  • Dufrénot Gilles & Gossé Jean-Baptiste & Clerc Caroline, 2020. "Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel," Working papers 781, Banque de France.
  • Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Post-Print hal-02978130, HAL.
• Luigi Ventura & Maria Ventura, 2021. "Migration, diversity and regional risk sharing," Applied Economics, Taylor & Francis Journals, vol. 53(44), pages 5090-5102, September.
  • Ventura, Luigi & Ventura, Maria, 2021. "Migration, Diversity and Regional Risk Sharing," MPRA Paper 107712, University Library of Munich, Germany.
• Tommaso Proietti, 2021. "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 433-454, April.
  • Tommaso Proietti, 2019. "Predictability, Real Time Estimation, and the Formulation of Unobserved Components Models," CEIS Research Paper 455, Tor Vergata University, CEIS, revised 22 Mar 2019.
• Xun Lu & Ke Miao & Liangjun Su, 2021. "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, vol. 40(9), pages 867-898, October.
  • Lu, Xun & Miao, Ke & Su, Liangjun, 2018. "Determination of Different Types of Fixed Effects in Three-Dimensional Panels," Economics and Statistics Working Papers 10-2018, Singapore Management University, School of Economics.
• Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2021. "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 54-68, January.
  • Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2016. "Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure," IEAS Working Paper : academic research 16-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021. "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(4), pages 1054-1065, October.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," EMF Research Papers 29, Economic Modelling and Forecasting Group.
  • Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019. "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers 14107, C.E.P.R. Discussion Papers.
  • Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers) 1296, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020. "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series 2369, European Central Bank.
• Mert Gökcü, 2021. "Estimating Time-Varying Potential Output and NAIRU Using a Multivariate Filter for Turkey," Working Papers 2139, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Ghamsi Deffo Salomon Leroy & Ajoumessi Houmpe Donal & Demgne Pouokam Véronique & Njoupouognigni Moussa Ledoux, 2021. "Effects of Natural Resource exploitation on CEMAC Countries Development: The Human Capital Channel," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 14(3), pages 60-71, December.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman & Zhaokun Zhang, 2021. "Forecasting in a changing world: from the great recession to the COVID-19 pandemic," Tinbergen Institute Discussion Papers 21-006/III, Tinbergen Institute.
• Giuseppe Luca & Jan R. Magnus, 2021. "Weak Versus Strong Dominance of Shrinkage Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 239-266, December.
  • Giuseppe De Luca & Jan R. Magnus, 2021. "Weak versus strong dominance of shrinkage estimators," Tinbergen Institute Discussion Papers 21-007/III, Tinbergen Institute.
• Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Other publications TiSEM 1317bf39-d02e-4f61-a34f-e, Tilburg University, School of Economics and Management.
  • Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Paper 2021-025, Tilburg University, Center for Economic Research.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers - Economics wp2021_16.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Papers of DIW Berlin 1965, DIW Berlin, German Institute for Economic Research.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers wp1165, Dipartimento Scienze Economiche, Universita' di Bologna.
• Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers wp1165, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Other publications TiSEM 1317bf39-d02e-4f61-a34f-e, Tilburg University, School of Economics and Management.
  • Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Paper 2021-025, Tilburg University, Center for Economic Research.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers - Economics wp2021_16.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Papers of DIW Berlin 1965, DIW Berlin, German Institute for Economic Research.
• Aguirregabiria, Victor & Carro, Jesus, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," CEPR Discussion Papers 16354, C.E.P.R. Discussion Papers.
  • Victor Aguirregabiria & Jesus Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Working Papers tecipa-701, University of Toronto, Department of Economics.
  • Victor Aguirregabiria & Jesus M. Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Papers 2107.06141, arXiv.org, revised Jul 2024.
• Higgins, Ayden & Jochmans, Koen, 2023. "Identification of mixtures of dynamic discrete choices," Journal of Econometrics, Elsevier, vol. 237(1).
  • Higgins, Ayden & Jochmans, Koen, 2021. "Identification Of Mixtures Of Dynamic Discrete Choices," TSE Working Papers 21-1272, Toulouse School of Economics (TSE), revised Jan 2023.
  • Ayden Higgins & Koen Jochmans, 2023. "Identification of mixtures of dynamic discrete choices," Post-Print hal-04251997, HAL.
• Damian Clarke & Kathya Tapia-Schythe, 2021. "Implementing the panel event study," Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
  • Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
  • Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
  • Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
• Damian Clarke & Kathya Tapia-Schythe, 2021. "Implementing the panel event study," Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
  • Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
  • Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
  • Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
• Federico Ciliberto & Charles Murry & Elie Tamer, 2021. "Market Structure and Competition in Airline Markets," Journal of Political Economy, University of Chicago Press, vol. 129(11), pages 2995-3038.
  • Ciliberto, Federico & , & ,, 2018. "Market Structure and Competition in Airline Markets," CEPR Discussion Papers 13346, C.E.P.R. Discussion Papers.
• Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
• Justin Dang & Aman Ullah, 2022. "Machine-Learning-Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," JRFM, MDPI, vol. 15(1), pages 1-12, January.
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• Francis Bismans, 2021. "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA 2021-42, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
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• Nataniele dos Santos Alencar & Jair Andrade de Araujo & Wellington Ribeiro Justo & Diogo Brito Sobreira, 2021. "Diferentes características dos professores explicam o gap educacional entre escolas urbanas e rurais no Brasil? [Do different characteristics of teachers explain the educational gap between urban a," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, vol. 38(76), pages 45-68, january-j.
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• LIYANAGAMAGE, Champika, 2021. "Effect Of Inter-Industry Competition And Financial Freedom On Competitiveness Of Commercial Banking Sector," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(1), pages 30-47, March.
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• Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume, 2020. "Time and Causality in the Social Sciences," LIDAM Discussion Papers ISBA 2020022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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• Emanuele Ciola & Edoardo Gaffeo & Mauro Gallegati, 2021. "Search for Profits and Business Fluctuations: How Banks' Behaviour Explain Cycles?," Working Papers 450, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Monash Econometrics and Business Statistics Working Papers 23/21, Monash University, Department of Econometrics and Business Statistics.
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• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
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• Jordan Ngu Chuan Yong & Sayyed Mahdi Ziaei & Kenneth R. Szulczyk, 2021. "The Impact of Covid-19 Pandemic on Stock Market Return Volatility: Evidence from Malaysia and Singapore," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(3), pages 191-204, March.
• Ramesh Bommadevara & Akshay Sakharkar, 2021. "Do Good Institutions and Economic Uncertainty Matter to Foreign Direct Investment?," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(6), pages 471-487, June.
• 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 435, Institute of Economic Growth.
• Pravakar Sahoo & Ranjan Kumar Das, 2021. "Differential Growth Impact of FDI on LICs, LMICs, and ECs: The Role of Absorptive Capabilities," IEG Working Papers 447, Institute of Economic Growth.
• 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 21-07, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
• Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Financial condition indices for emerging market economies: Can Google help?," Economics Letters, Elsevier, vol. 216(C).
  • Fabrizio Ferriani & Andrea Gazzani, 2021. "Financial condition indices for emerging market economies: can Google help?," Questioni di Economia e Finanza (Occasional Papers) 653, Bank of Italy, Economic Research and International Relations Area.
• Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024. "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(3), pages 1010-1025, July.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021. "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers) 1324, Bank of Italy, Economic Research and International Relations Area.
  • Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022. "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers 15109, C.E.P.R. Discussion Papers.
• De la Peña Rogelio, 2021. "Should monetary policy lean against the wind in a small-open economy? Revisiting the Tinbergen rule," Working Papers 2021-01, Banco de México.
• Chen Baoline & McElroy Tucker S. & Pang Osbert C., 2022. "Assessing Residual Seasonality in the U.S. National Income and Product Accounts Aggregates," Journal of Official Statistics, Sciendo, vol. 38(2), pages 399-428, June.
  • Baoline Chen & Tucker McElroy & Osbert Pang, 2021. "Assessing Residual Seasonality in the U.S. National Income and Product Account Aggregates," BEA Working Papers 0186, Bureau of Economic Analysis.
• Amandine Tran, 2021. "Statistical Modelization of Overindebtedness," Working papers 807, Banque de France.
• Jean-Charles Bricongne & Baptiste Meunier & Thomas Pical, 2021. "Can satellite data on air pollution predict industrial production?," Working papers 847, Banque de France.
• 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, vol. 21(2), pages 184-204.
  • Andrejs Bessonovs & Olegs Krasnopjorovs, 2020. "Short-Term Inflation Projections Model and Its Assessment in Latvia," Working Papers 2020/01, Latvijas Banka.
• Denis Shibitov & Mariam Mamedli, 2021. "Forecasting Russian Cpi With Data Vintages And Machine Learning Techniques," Bank of Russia Working Paper Series wps70, Bank of Russia.
• 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, vol. 83(1), pages 252-272, February.
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• 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, vol. 68(3), pages 345-364, July.
  • Don Bredin & Stilianos Fountas & Christos Savva, 2021. "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series 2021_02, Department of Economics, University of Macedonia, revised Feb 2021.
• Arthur Lewbel & Xi Qu & Xun Tang, 2021. "Social Networks with Mismeasured Links," Boston College Working Papers in Economics 1031, Boston College Department of Economics.
• 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 1042, Boston College Department of Economics, 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.
• Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Other publications TiSEM 1317bf39-d02e-4f61-a34f-e, Tilburg University, School of Economics and Management.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers wp1165, Dipartimento Scienze Economiche, Universita' di Bologna.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Working Papers - Economics wp2021_16.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  • Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Paper 2021-025, Tilburg University, Center for Economic Research.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Papers of DIW Berlin 1965, DIW Berlin, German Institute for Economic Research.
• Kawakatsu Hiroyuki, 2021. "Simple Multivariate Conditional Covariance Dynamics Using Hyperbolically Weighted Moving Averages," Journal of Econometric Methods, De Gruyter, vol. 10(1), pages 33-52, January.
• 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, vol. 27(3), pages 405-430, September.
• Schneider Friedrich, 2021. "Mehr Licht im Schatten? Neuere Ergebnisse über die Schattenwirtschaft," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 22(3), pages 225-246, September.
• Lahiri Kajal & Yang Liu, 2021. "Construction of leading economic index for recession prediction using vine copulas," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(4), pages 193-212, September.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers 2021s-33, CIRANO.
  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
• 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, vol. 72(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 aléatoir," Revue d'économie industrielle, De Boeck Université, vol. 0(3), pages 99-136.
• Palumbo, D., 2021. "Testing and Modelling Time Series with Time Varying Tails," Cambridge Working Papers in Economics 2111, Faculty of Economics, University of Cambridge.
• Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why Do Couples and Singles Save During Retirement?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(09), pages 1-65, May.
  • De Nardi, Mariacristina & French, Eric Baird & Jones, John Bailey & McGee, Rory, 2021. "Why Do Couples and Singles Save During Retirement?," CEPR Discussion Papers 16155, C.E.P.R. Discussion Papers.
  • De Nardi, M. & French, E. & Bailey Jones, J. & McGee, R., 2021. "Why Do Couples and Singles Save During Retirement?," Cambridge Working Papers in Economics 2172, Faculty of Economics, University of Cambridge.
  • Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why Do Couples and Singles Save During Retirement?," Opportunity and Inclusive Growth Institute Working Papers 49, Federal Reserve Bank of Minneapolis.
  • Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why do couples and singles save during retirement?," IFS Working Papers W21/12, Institute for Fiscal Studies.
  • Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why Do Couples and Singles Save During Retirement?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20212, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
• Fabrice Dabiré & Hashmat Khan & Patrick Richard & Jean-François Rouillard, 2021. "Characterizing G-multipliers in Canada," Cahiers de recherche 21-01, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, revised Mar 2023.
  • Fabrice Dabiré & Hashmat Khan & Patrick Richard & Jean-François Rouillard, 2021. "Characterizing G-multipliers in Canada," Carleton Economic Papers 21-14, Carleton University, Department of Economics, 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, vol. 10(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, vol. 10(2), pages 39-56.
• Balázs Égert, 2021. "Investment in OECD Countries: a Primer," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(2), pages 200-223, June.
  • Balázs Egert, 2021. "Investment in OECD Countries: a Primer," Post-Print hal-03252923, HAL.
  • Balazs Egert, 2021. "Investment in OECD Countries: A Primer," CESifo Working Paper Series 9136, CESifo.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • 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 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
• Caio Almeida & Paul Schneider, 2021. "Constrained Polynomial Likelihood," Swiss Finance Institute Research Paper Series 21-45, Swiss Finance Institute.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021. "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series 21-83, Swiss Finance Institute.
• Damir Filipović & Amir Khalilzadeh, 2021. "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series 21-95, Swiss Finance Institute.
• 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 21-96, Swiss Finance Institute.
  • Yannick Malevergne & Didier Sornette & Ran Wei, 2023. "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Working Papers hal-04012267, HAL.
• Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yeşiltaş & Muhammed A. Yıldırım, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," NBER Working Papers 28395, National Bureau of Economic Research, Inc.
  • 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 390, Center for International Development at Harvard University.
  • Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan & Yıldırım, Muhammed A., 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CEPR Discussion Papers 15710, C.E.P.R. Discussion Papers.
  • Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," Koç University-TUSIAD Economic Research Forum Working Papers 2104, Koc University-TUSIAD Economic Research Forum.
• 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.
• Selmi, Refk & Bouoiyour, Jamal & Hammoudeh, Shawkat & Errami, Youssef & Wohar, Mark E., 2021. "The energy transition, Trump energy agenda and COVID-19," International Economics, Elsevier, vol. 165(C), pages 140-153.
  • 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.
• Bali, Morad & Rapelanoro, Nady, 2021. "How to simulate international economic sanctions: A multipurpose index modelling illustrated with EU sanctions against Russia," International Economics, Elsevier, vol. 168(C), pages 25-39.
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• 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 9, Africa Institute for Research in Economics and Social Sciences.
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• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers 2021s-33, CIRANO.
  • Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
• Miroslav Plasil, 2021. "Designing Macro-Financial Scenarios: The New CNB Framework and Satellite Models for Property Prices and Credit," Research and Policy Notes 2021/01, Czech National Bank.
• Jeimy Lorena Martínez Arroyo & Nini Johana Marín Rodríguez, 2021. "Relación dinámica entre los Credit Default Swaps y la deuda pública. Análisis en el contexto latinoamericano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 40(83), pages 583-608, August.
• Héctor Javier Fuentes López & Cindy Carolina Ferrucho-Parra & William Alexander Martínez-González, 2021. "La minería y su impacto en el desarrollo económico en Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 40(71), pages 189-216, February.
• Casas Herrera, Julián Augusto & Ayala, Jhancarlos Gutiérrez, 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, January.
• Martha Yánez Contreras & Haroldo Emilio Rodríguez Páez & 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, vol. 29(2), pages 143-165, October.
• Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers' Heterogeneity in Unemployment Dynamics," IZA Discussion Papers 14822, Institute of Labor Economics (IZA).
  • Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics," Dynare Working Papers 71, CEPREMAP.
• Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023. "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, vol. 145(C).
  • Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," NBER Working Papers 27191, National Bureau of Economic Research, Inc.
  • 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 15154, C.E.P.R. Discussion Papers.
• Roshen Fernando & Weifeng Liu & Warwick J McKibbin, 2021. "Global economic impacts of climate shocks, climate policy and changes in climate risk assessment," CAMA Working Papers 2021-37, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Mckibbin, Warwick & Fernando, Roshen & Liu, Weifeng, 2021. "Global Economic Impacts of Climate Shocks, Climate Policy and Changes in Climate Risk Assessment," CEPR Discussion Papers 16154, C.E.P.R. Discussion Papers.
• Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why Do Couples and Singles Save During Retirement?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 21(09), pages 1-65, May.
  • De Nardi, M. & French, E. & Bailey Jones, J. & McGee, R., 2021. "Why Do Couples and Singles Save During Retirement?," Cambridge Working Papers in Economics 2172, Faculty of Economics, University of Cambridge.
  • De Nardi, Mariacristina & French, Eric Baird & Jones, John Bailey & McGee, Rory, 2021. "Why Do Couples and Singles Save During Retirement?," CEPR Discussion Papers 16155, C.E.P.R. Discussion Papers.
  • Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why Do Couples and Singles Save During Retirement?," Opportunity and Inclusive Growth Institute Working Papers 49, Federal Reserve Bank of Minneapolis.
  • Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why do couples and singles save during retirement?," IFS Working Papers W21/12, Institute for Fiscal Studies.
  • Mariacristina De Nardi & Eric French & John Bailey Jones & Rory McGee, 2021. "Why Do Couples and Singles Save During Retirement?," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20212, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
• Victor Aguirregabiria & Jesus M. Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Papers 2107.06141, arXiv.org, revised Jul 2024.
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  • Victor Aguirregabiria & Jesus Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Working Papers tecipa-701, University of Toronto, Department of Economics.
• Xavier Giroud & Simone Lenzu & Quinn Maingi & Holger Mueller, 2021. "Propagation and Amplification of Local Productivity Spillovers," NBER Working Papers 29084, National Bureau of Economic Research, Inc.
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• Ms. Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," IMF Working Papers 2021/195, International Monetary Fund.
  • Mckibbin, Warwick & Jaumotte, Florence & Liu, Weifeng, 2021. "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," CEPR Discussion Papers 16553, C.E.P.R. Discussion Papers.
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• Dendramis, Yiannis & Giraitis, Liudas & Kapetanios, George, 2021. "Estimation Of Time-Varying Covariance Matrices For Large Datasets," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1100-1134, December.
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• 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, vol. 16(3), pages 283-304, August.
• Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Other publications TiSEM 1317bf39-d02e-4f61-a34f-e, Tilburg University, School of Economics and Management.
  • Pauline Affeldt & Elena Argentesi & Lapo Filistrucchi, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Papers of DIW Berlin 1965, DIW Berlin, German Institute for Economic Research.
  • Affeldt, P. & Argentesi, E. & Filistrucchi, Lapo, 2021. "Estimating Demand with Multi-Homing in Two-Sided Markets," Discussion Paper 2021-025, Tilburg University, Center for Economic Research.
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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 16553, C.E.P.R. Discussion Papers.
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• Daniel Mider, 2021. "Fear of Crime Determinants in Poland at the Covid-19 Pandemic: Empirical Assessment of Socio-Demographic and Economic Factors," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 1050-1057.
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• Jolanta Sloniec, 2021. "The Level of Outsourced Tasks in IT and its Dependence on Selected Explanatory Factors," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 152-167.
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• Jolanta Pasionek, 2021. "Response of the USD/MXN Exchange Rate to Macroeconomic Data," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 914-927.
• Eric Kulbiej, 2021. "Full Sea Trial Based Estimation of Hydrodynamic Derivatives of a Research Vessel," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 4), pages 469-489.
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  • Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021. "Mitigating climate change: Growth-friendly policies to achieve net zero emissions by 2050," CAMA Working Papers 2021-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Oscar Claveria & Enric Monte & Salvador Torra, 2021. "“Nowcasting and forecasting GDP growth with machine-learning sentiment indicators”," AQR Working Papers 202101, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2021.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2021. ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers 202103, University of Barcelona, Research Institute of Applied Economics, revised Feb 2021.
• Muhammad Akbar Farahmand, 2021. "The Relationship Between Economic Growth and Foreign Aid: The Case of Afghanistan," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 141-154, July.
• Alper Karasoy, 2021. "The Impacts of Economic Globalization and Financial Development on Turkey’s Carbon Dioxide Emissions: Do Multi-Dimensional Indices Provide Fresh Evidence?," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 75-100, July.
• Adjemian, Stéphane & Karamé, Frédéric & Langot, François, 2021. "Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics," Dynare Working Papers 71, CEPREMAP.
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• Drautzburg, Thorsten & Wright, Jonathan H., 2023. "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, vol. 235(2), pages 1827-1847.
  • Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," NBER Working Papers 29316, National Bureau of Economic Research, Inc.
  • Drautzburg, Thorsten & Wright, Jonathan H, 2021. "Refining Set-Identification in VARs through Independence," Economics Working Paper Archive 64575, The Johns Hopkins University,Department of Economics.
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• Ahmet Kamacı & Oya Kurt, 2021. "The relationship between public expenditures and tax revenues: An evaluation before and after the pandemic," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 8(4), pages 455-462, October.
• H. Nazan ÇaÄŸlar, 2021. "Bitcoin chaotic analysis: A price forecasting model proposal," JOURNAL OF LIFE ECONOMICS, Holistence Publications, vol. 9(1), pages .33-39, February.
• Prüser Jan & Hanck Christoph, 2021. "A Comparison of Approaches to Select the Informativeness of Priors in BVARs," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(4), pages 501-525, August.
• Giovannini, Massimo & Pfeiffer, Philipp & Ratto, Marco, 2021. "Efficient and robust inference of models with occasionally binding constraints," Working Papers 2021-03, Joint Research Centre, European Commission.
• Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 2021. "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 101-119, March.
• Tai-Hsin Huang & Yi-Huang Chiu & Chih-Ying Mao, 2021. "Imposing Regularity Conditions to Measure Banks’ Productivity Changes in Taiwan Using a Stochastic Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(2), pages 273-303, June.
• Apriliani Gustiana & Nasrudin, 2021. "Evaluating Financial System Stability Using Heatmap from Aggregate Financial Stability Index with Change Point Analysis Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(3), pages 367-396, September.
• Isabel Casas & Helena Veiga, 2021. "Exploring Option Pricing and Hedging via Volatility Asymmetry," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1015-1039, April.
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• Kuang-Liang Chang, 2021. "A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 965-999, December.
• Andrew Phiri & Lutho Mbekeni, 2021. "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, vol. 18(4), pages 825-846, October.
• Emmanouil Mentzakis & Jana Sadeh, 2021. "Experimental evidence on the effect of incentives and domain in risk aversion and discounting tasks," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 203-224, June.
• Franz Xaver Zobl & Martin Ertl, 2021. "The Condemned Live Longer – New Evidence of the New Keynesian Phillips Curve in Central and Eastern Europe," Open Economies Review, Springer, vol. 32(4), pages 671-699, September.
• Samir Mamadehussene, 2021. "Measuring the competition effects of price-matching guarantees," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 261-287, December.
• Juan Sebastian Cubillos-Rocha & Juliana Gamboa-Arbelaez & Luis Fernando Melo-Velandia & Sara Restrepo-Tamayo & Maria Jose Roa-Garcia & Mauricio Villamizar-Villegas, 2021. "Effects of interest rate caps on credit access," Journal of Regulatory Economics, Springer, vol. 60(2), pages 117-139, December.
  • Juan Sebastian Cubillos-Rocha & Luis Fernando Melo-Velandia & María José Roa-García & Juliana Gamboa-Arbeláez & Sara Restrepo-Tamayo & Mauricio Villamizar-Villegas, 2018. "Effects of Interest Rate Caps on Financial Inclusion," Borradores de Economia 1060, Banco de la Republica de Colombia.
• Sonnan Chen & Yuchi Gu, 2021. "Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property," Review of Quantitative Finance and Accounting, Springer, vol. 56(4), pages 1357-1397, May.
• Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yeşiltaş & Muhammed A. Yıldırım, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," NBER Working Papers 28395, National Bureau of Economic Research, Inc.
  • Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," Koç University-TUSIAD Economic Research Forum Working Papers 2104, Koc University-TUSIAD Economic Research Forum.
  • Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan & Yıldırım, Muhammed A., 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CEPR Discussion Papers 15710, C.E.P.R. Discussion Papers.
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• Hakan Kara & Cagri Sarikaya, 2021. "Enflasyon dinamiklerindeki değişim: Döviz kuru geçişkenliği güçleniyor mu?," Koç University-TUSIAD Economic Research Forum Working Papers 2121, Koc University-TUSIAD Economic Research Forum.
• Julian Augusto Casas Herrera & Jhancarlos Gutiérrez-Ayala, 2021. "Territorial Analysis of the Elasticities of Substitution of Production Factors in the Colombian Manufacturing Industry (1992–2018)," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 94, pages 223-255, Enero-Jun.
• Schlicht, Ekkehart, 2021. "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Discussion Papers in Economics 75514, University of Munich, Department of Economics.
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• Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 74981, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 74981, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2005. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 684, University of Munich, Department of Economics.
• Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 74981, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
  • Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 74981, University of Munich, Department of Economics.
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• Yoonseok Lee & Mary E. Lovely & Hoang Pham, 2023. "Dynamic and non‐neutral productivity effects of foreign ownership: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(1), pages 24-48, January.
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• 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, vol. 68(3), pages 345-364, July.
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• Kadir Özen & Dilem Yıldırım, 2021. "Application of Bagging in Day-Ahead Electricity Price Forecasting and Factor Augmentation," ERC Working Papers 2101, ERC - Economic Research Center, Middle East Technical University, revised Apr 2021.
• Gergõ Horváth, 2021. "Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(1), pages 43-73.
• Gabriella Meresz & Norbert Holczinger & Koppany Nagy, 2021. "Methodological Background of the New Motor Third-Party Liability Insurance Index of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(3), pages 59-79.
• Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
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• Algaba, Andres & Borms, Samuel & Boudt, Kris & Verbeken, Brecht, 2023. "Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 266-278.
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• Mueller, Holger & Giroud, Xavier & Lenzu, Simone & Maingi, Quinn, 2021. "Propagation and Amplification of Local Productivity Spillovers," CEPR Discussion Papers 16388, C.E.P.R. Discussion Papers.
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• Drautzburg, Thorsten & Wright, Jonathan H., 2023. "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, vol. 235(2), pages 1827-1847.
  • Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," Working Papers 21-31, Federal Reserve Bank of Philadelphia.
  • Thorsten Drautzburg & Jonathan H. Wright, 2021. "Refining Set-Identification in VARs through Independence," NBER Working Papers 29316, National Bureau of Economic Research, Inc.
  • Drautzburg, Thorsten & Wright, Jonathan H, 2021. "Refining Set-Identification in VARs through Independence," Economics Working Paper Archive 64575, The Johns Hopkins University,Department of Economics.
• Susana Campos-Martins & Cristina Amado, 2021. "Modelling Time-Varying Volatility Interactions," NIPE Working Papers 12/2021, NIPE - Universidade do Minho.
• Xintong Li & Fatemeh Mokhtarzadeh & G. Cornelis van Kooten, 2021. "A Gravity Model of Softwood Lumber Trade: An Application to the Canada-U.S. Trade Dispute," Journal of Forest Economics, now publishers, vol. 36(4), pages 351-381, October.
• 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.
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• Luisa Corrado & Stefano Grassi & Aldo Paolillo, 2021. "Modelling and Estimating Large Macroeconomic Shocks During the Pandemic," CREATES Research Papers 2021-08, Department of Economics and Business Economics, Aarhus University.
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• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
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• Katarina Juselius, 2021. "Disequilibrium macroeconometrics [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 30(2), pages 357-376.
• Atsushi Inoue & Lu Jin & Denis Pelletier, 2021. "Local-Linear Estimation of Time-Varying-Parameter GARCH Models and Associated Risk Measures [Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, vol. 19(1), pages 202-234.
• Jeremias Bekierman & Bastian Gribisch, 2021. "A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns," Journal of Financial Econometrics, Oxford University Press, vol. 19(3), pages 496-530.
• Giorgio Calzolari & Roxana Halbleib & Aygul Zagidullina, 2021. "A Latent Factor Model for Forecasting Realized Variances [Stock Returns and Volatility: Pricing the Short-Run and Long-Run Components of Market Risk]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 860-909.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021. "Price Discovery in a Continuous-Time Setting [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 985-1008.
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• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li & Ralph Koijen, 2021. "Implied Stochastic Volatility Models," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 394-450.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li, 2021. "Implied Stochastic Volatility Models [Testing continuous-time models of the spot interest rate]," The Review of Financial Studies, Society for Financial Studies, vol. 34(1), pages 394-450.
• Solano Sánchez, Miguel Ángel & Núñez Tabales, Julia M. & Caridad y Ocerin, José M., 2021. "Un modelo hedónico para los alquileres turísticos en la ciudad de Sevilla. || A hedonic model for the vacation rentals in the city of Seville," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 31(1), pages 144-160, June.
• Burbano Vallejo, Edy Lorena & Castro Aristizabal, Geovanny & Castillo Caicedo, Maribel, 2021. "What determines own-account work in Colombia? Some empirical evidence for the years 2010 and 2013 || ¿Qué determina el trabajo por cuenta propia en Colombia? Una evidencia empírica para los años 2010 ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 32(1), pages 274-299, December.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021. "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, vol. 204(C).
  • Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors, 2021. "Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach," Working Papers in Economics & Finance 2021-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021. "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers 2021-502, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
• Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
• Bastian Schäfer & Yuanhua Feng, 2021. "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE 143, Paderborn University, CIE Center for International Economics.
• Yuanhua Feng & Bastian Schäfer, 2021. "Boundary modification in local polynomial regression," Working Papers CIE 144, Paderborn University, CIE Center for International Economics.
• Yuanhua Feng & Jan Beran & Sebastian Letmathe, 2021. "An extended exponential SEMIFAR model with application in R," Working Papers CIE 145, Paderborn University, CIE Center for International Economics.
• Yilmaz, Nejat & Yucel, Eray, 2021. "Exchange Rate Pass-Through to Consumer Prices in Turkey: Nonparametric Kernel Estimation Evidence," MPRA Paper 105895, University Library of Munich, Germany.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021. "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper 106248, University Library of Munich, Germany.
• Francq, Christian & Zakoian, Jean-Michel, 2023. "Local Asymptotic Normality Of General Conditionally Heteroskedastic And Score-Driven Time-Series Models," Econometric Theory, Cambridge University Press, vol. 39(5), pages 1067-1092, October.
  • Francq, Christian & Zakoian, Jean-Michel, 2021. "Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models," MPRA Paper 106542, University Library of Munich, Germany.
  • Christian Francq & Jean-Michel Zakoïan, 2022. "Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models," Working Papers 2022-06, Center for Research in Economics and Statistics.
• Lemus, Antonio & Pulgar, Carlos, 2021. "Households’ Debt Thresholds: A Market Aspects Approach," MPRA Paper 106958, University Library of Munich, Germany.
• Omoshoro-Jones, Oyeyinka Sunday, 2021. "Asymmetry in Okun’s Law Revisited: New evidence on cyclical unemployment–cyclical output trade-off in the Free State Province using NARDL model," MPRA Paper 107126, University Library of Munich, Germany.
• Ndiweni, Zinzile Lorna & Bonga-Bonga, Lumengo, 2021. "Capital inflows and economic growth nexus in Sub-Saharan Africa: evidence on the role of institutions," MPRA Paper 107392, University Library of Munich, Germany.
• Dimitris Anastasiou & Athanassios Petralias, 2021. "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," International Journal of Business Management and Finance Research, Academia Publishing Group, vol. 4(1), pages 1-11.
  • Anastasiou, Dimitrios & Petralias, Athanassios, 2021. "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," MPRA Paper 107602, University Library of Munich, Germany.
• Subramaniam, Viswanatha, 2021. "Developmment aceleration - a practical methodology," MPRA Paper 107606, University Library of Munich, Germany.
• Luigi Ventura & Maria Ventura, 2021. "Migration, diversity and regional risk sharing," Applied Economics, Taylor & Francis Journals, vol. 53(44), pages 5090-5102, September.
  • Ventura, Luigi & Ventura, Maria, 2021. "Migration, Diversity and Regional Risk Sharing," MPRA Paper 107712, University Library of Munich, Germany.
• Rikhotso, Prayer & Bonga-Bonga, Lumengo, 2021. "Exchange rate misalignments and current accounts in BRICS countries," MPRA Paper 107973, University Library of Munich, Germany.
• German-Soto, Vicente & Gluschenko, Konstantin, 2021. "Long-Run Cross-State Growth Comparison in Mexico," MPRA Paper 109015, University Library of Munich, Germany.
• Royer, Julien, 2021. "Conditional asymmetry in Power ARCH($\infty$) models," MPRA Paper 109118, University Library of Munich, Germany.
• Kindop, Igor, 2021. "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper 109594, University Library of Munich, Germany, revised 04 Sep 2021.
• Riccardo Lucchetti & Francesco Valentini, 2023. "Kernel-based time-varying IV estimation: handle with care," Empirical Economics, Springer, vol. 65(6), pages 3001-3026, December.
  • Lucchetti, Riccardo & Valentini, Francesco, 2021. "Kernel-based Time-Varying IV estimation: handle with care," MPRA Paper 110033, University Library of Munich, Germany.
• Dean Fantazzini & Raffaella Calabrese, 2021. "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, vol. 14(11), pages 1-23, October.
  • Fantazzini, Dean & Calabrese, Raffaella, 2021. "Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure," MPRA Paper 110391, University Library of Munich, Germany.
• Ventura, Luigi, 2021. "A Note on Migration, Diversity and Economic Growth: a Replication Study of Bove and Elia (World Development, 2017)," MPRA Paper 110512, University Library of Munich, Germany.
• Valdivia Coria, Joab Dan & Valdivia Coria, Daney David, 2021. "Impacto del Stress Sistémico en el Crecimiento Económico: Caso Guatemala [Systemic Stress Impact on Economic Growth: The case of Guatemala]," MPRA Paper 110669, University Library of Munich, Germany.
• Bhadury, Soumya & Ghosh, Saurabh & Gopalakrishnan, Pawan, 2021. "In quest for policy 'silver bullets' towards triggering a v-shaped recovery," MPRA Paper 110905, University Library of Munich, Germany.
• Rutayisire, J.Musoni, 2021. "Public debt dynamics and nonlinear effects on economic growth : evidence from Rwanda," MPRA Paper 110931, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2021. "Autoregressive conditional proportion: A multiplicative-error model for (0,1)-valued time series," MPRA Paper 110954, University Library of Munich, Germany, revised 06 Dec 2021.
• Doojav, Gan-Ochir, 2021. "Macroeconomic modeling for optimal stabilization policy in Mongolia," MPRA Paper 111206, University Library of Munich, Germany.
• Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
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  • Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
  • Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
  • Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
• Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
• Papavangjeli, Meri, 2021. "The bank lending channel and monetary transmission in Central, Eastern and South-Eastern European countries," MPRA Paper 116919, University Library of Munich, Germany.
• Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
• Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2023. "Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests," Tourism Economics, , vol. 29(6), pages 1484-1498, September.
  • Nicholas Apergis & Konstantinos Gavriilidis & Rangan Gupta, 2021. "Does Climate Policy Uncertainty Affect Tourism Demand? Evidence from Time-Varying Causality Tests," Working Papers 202186, University of Pretoria, Department of Economics.
• Yipu Pang & Jingqi Dang & Wei Xu, 2021. "Elasticity of Substitution, Price Effect and Sustainable Fertilizer Use: A Translog and SUR Analysis in China," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(2), pages 189-215.
• María-Carmen Sánchez-Sellero & Beatriz García-Carro & Pedro Sánchez-Sellero, 2021. "Synthetic Indicators of Quality of Subjective Life in the EU: Rural and Urban Areas," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(5), pages 529-551.
• María-Carmen Sánchez-Sellero & Beatriz García-Carro & Pedro Sánchez-Sellero, 2021. "Synthetic Indicators of Quality of Subjective Life in the EU: Rural and Urban Areas," Prague Economic Papers, Prague University of Economics and Business, vol. 2021(5), pages 529-551.
• Caio Almeida & Paul Schneider, 2021. "Constrained Polynomial Likelihood," Working Papers 2021-45, Princeton University. Economics Department..
• Abdeljalil Settar & Nadia Idrissi Fatmi & Mohammed Badaoui, 2021. "New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(1), pages 55-74, March.
• Jakub Boratyński & Jacek Osiewalski, 2021. "Bayesian Estimation of Capital Stock and Depreciation in the Production Function Framework," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(4), pages 455-486, December.
• Burak Byükoglu & Ahmet Šit & Ibrahim Halil Ekši, 2021. "Governance matters on non-performing loans: Evidence from emerging markets," PSL Quarterly Review, Economia civile, vol. 74(296), pages 75-91.
• Nikolay Iskrev, 2021. "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers w202105, Banco de Portugal, Economics and Research Department.
• Lucas Navarro & Mauricio Tejada, 2022. "Does Public Sector Employment Buffer the Minimum Wage Effects?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 168-196, January.
  • Lucas Navarro & Mauricio Tejada, 2021. "Code and data files for "Does Public Sector Employment Buffer the Minimum Wage Effects?"," Computer Codes 20-43, Review of Economic Dynamics.
• Chafik, Omar, 2021. "Impôt sur les sociétés et investissement : quel lien au Maroc ?," Document de travail 2021-4, Bank Al-Maghrib, Département de la Recherche.
  • Chafik, Omar & Achour, Aya, 2021. "Impôt sur les sociétés et investissement : quel lien au Maroc ?," Document de travail 2020-4, Bank Al-Maghrib, Département de la Recherche.
• Chafik, Omar, 2021. "Impôt sur les sociétés et investissement : quel lien au Maroc ?," Document de travail 2021-4, Bank Al-Maghrib, Département de la Recherche.
• Aksoy, Baris, 2021. "Predicting Direction of Stock Price Using Machine Learning Techniques: The Sample of Borsa Istanbul (Pay Senedi Fiyat Yönünün Makine Öğrenmesi Yöntemleri ile Tahmini: Borsa İstanbul Örneği)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(1), pages 89-110, January.
• Kandemir Kocaaslan, Ozge & Catik, Abdurrahman Nazif & Kat, Ali, 2021. "Is There Any Asymmetry Between Wholesale and Consumer Food Prices in Selected European Countries and Turkey?," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(3), pages 469-490, July.
• Felek, Sencan & Ceylan, Resat, 2021. "The Impact of Unconventional Monetary Policy Instruments on Financial Stability: The Case of Turkey (Geleneksel Olmayan Para Politikası Araçlarının Finansal İstikrar Üzerindeki Etkisi: Türkiye Uygulam," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 12(3), pages 537-555, July.
• Thrane, Christer & Uzagalieva, Ainura & Menezes, Antonio, 2021. "A Multivariate Logit for Propensity to Choose Package Tour over Independent Travel," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(3), pages 369-388.

2020

• Andrew Phiri, 2020. "Endogenous monetary approach to optimal inflation–growth nexus in Swaziland," African Journal of Economic and Management Studies, Emerald Group Publishing, vol. 11(4), pages 559-571, March.
  • Phiri, Andrew, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," MPRA Paper 88258, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers 1827, Department of Economics, Nelson Mandela University.
• Andrew Phiri, 2020. "Endogenous monetary approach to optimal inflation–growth nexus in Swaziland," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, vol. 11(4), pages 559-571, March.
  • Phiri, Andrew, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," MPRA Paper 88258, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Endogenous monetary approach to optimal inflation-growth nexus in Swaziland," Working Papers 1827, Department of Economics, Nelson Mandela University.
• Roseline Tapuwa Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2020. "The human capital–economic growth nexus in SSA countries: what can strengthen the relationship?," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 47(9), pages 1143-1159, July.
• Roseline Tapuwa Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2020. "The human capital–economic growth nexus in SSA countries: what can strengthen the relationship?," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 47(9), pages 1143-1159, July.
  • Karambakuwa, Tapuwa & Ncwadi, Ronney & Phiri, Andrew, 2019. "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," MPRA Paper 95199, University Library of Munich, Germany.
  • Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019. "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers 1905, Department of Economics, Nelson Mandela University, revised Jul 2019.
• Idris Abdullahi Abdulqadir & Soo Y. Chua, 2020. "Asymmetric impact of exchange rate pass-through into employees' wages in sub-Saharan Africa: panel non-linear threshold estimation," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(7), pages 1629-1647, April.
• Shadi Farahzadi & Mohammad Rahmati, 2020. "Female labor participation in Iran: a structural model estimation," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 47(1), pages 1-19, March.
• Ingo Hoffmann & Christoph J. Börner, 2020. "Tail models and the statistical limit of accuracy in risk assessment," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(3), pages 201-216, July.
• Ingo Hoffmann & Christoph J. Börner, 2020. "Tail models and the statistical limit of accuracy in risk assessment," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(3), pages 201-216, July.
• Georgios Gatopoulos & Helen Gazopoulou & George A. Zombanakis, 2020. "Assessing the Impact of Domestic Economic Crises on Foreign Travel Data Recording: The Greek Case," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 327-339.
• Alexandros Pasiouras & Theodoros Daglis, 2020. "The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 352-361.
• Marcin Jurgilewicz & Krzysztof Michalski & Andrzej Misiuk & Jozefína Drotarova, 2020. "Internal Whistleblowing Systems – New Standards for Active Security Management and Protection Against Systemic Risks," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 638-658.
• Bartosz Kozicki & Marcin Gornikiewicz, 2020. "Unemployment Rate in Poland and USA during COVID-19 Pandemic: A Case Study," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 187-200.
• Bartosz Kozicki & Patrycja Bryczek-Wrobel, 2020. "The Impact of Covid-19 Pandemic on Energy Security by Demand Analysis for Oil and Air Passengers in European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 201-212.
• Bartosz Kozicki & Szymon Mitkow, 2020. "Analysis of Human Deaths in Regard to Covid-19 Pandemic in European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 213-227.
• Bartosz Kozicki & Marcin Gornikiewicz & Marzena Walkowiak, 2020. "Correlation between the Dynamics of Changes in the Population of Selected European Societies and the Level of European Regional Security in the Day of Covid-19," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 311-323.
• Bartosz Kozicki & Marcin Gornikiewicz & Marzena Walkowiak, 2020. "The Impact of COVID-19 Pandemic on the Economic Security of Russia and European Countries," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 324-338.
• Marcin Jurgilewicz & Krzysztof Michalski & Andrzej Misiuk & Jozefína Drotarova, 2020. "Internal Whistleblowing Systems – New Standards for Active Security Management and Protection Against Systemic Risks," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 339-359.
• Omoke Philip Chimobi & Uche Emmanuel, 2020. "Asymmetric impact of oil price shocks on selected macroeconomic variables: NARDL exposition," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, vol. 0(1), pages 171-189.
• Lenka Slegerova, 2020. "Using Costs States in a Semi-Markov Model to Estimate Cost-Effectiveness with an Illustration for Metastatic HER2+ Breast Cancer in the Czech Republic," Working Papers IES 2020/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2020.
• Vedunka Kopecna & Milan Scasny & Lukas Recka, 2020. "Estimating Elasticity of Substitution in CES Production Function: Examining Different Nesting Structures and EU Regions," Working Papers IES 2020/43, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2020.
• Yifan Liu & Shi-Dong Liang, 2020. "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 15(1), pages 124-139, March.
• Comincioli, Nicola & Vergalli, Sergio, 2020. "Effects of Carbon Tax on Electricity Price Volatility: Empirical Evidences from the Australian Market," 2030 Agenda 305205, Fondazione Eni Enrico Mattei (FEEM).
  • Nicola Comincioli & Sergio Vergalli, 2020. "Effects of Carbon Tax on Electricity Price Volatility: Empirical Evidences from the Australian Market," Working Papers 2020.02, Fondazione Eni Enrico Mattei.
• Chiara Castelli & Angela Parenti, 2020. "Commuting in Europe: An Inter-regional Analysis on its Determinants and Spatial Effects," Working Papers 2020.19, Fondazione Eni Enrico Mattei.
• Kaiji Chen & Patrick Higgins & Tao Zha, 2021. "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 283-306, October.
  • Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020. "Cyclical Lending Standards: A Structural Analysis," NBER Working Papers 27214, National Bureau of Economic Research, Inc.
  • Kaiji Chen & Patrick C. Higgins & Tao Zha, 2020. "Cyclical Lending Standards: A Structural Analysis," FRB Atlanta Working Paper 2020-6, Federal Reserve Bank of Atlanta.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2021. "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 52-70, July.
  • Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2017. "Output gap, monetary policy trade-offs and financial frictions," Working Paper 2017/8, Norges Bank.
  • Francesco Furlanetto & Paolo Gelain & Marzie Sanjani, 2020. "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Working Papers 20-05, Federal Reserve Bank of Cleveland.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2022. "Measuring real activity using a weekly economic index," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 667-687, June.
  • Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "Measuring Real Activity Using a Weekly Economic Index," Staff Reports 920, Federal Reserve Bank of New York.
  • Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Measuring Real Activity Using a Weekly Economic Index," Working Papers 2011, Federal Reserve Bank of Dallas, revised 02 Mar 2021.
• Marwan Izzeldin & Emmanuel Mamatzakis & Anthony Murphy & Mike G. Tsionas, 2020. "A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth," Working Papers 2012, Federal Reserve Bank of Dallas.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2021. "Impulse response analysis for structural dynamic models with nonlinear regressors," Journal of Econometrics, Elsevier, vol. 225(1), pages 107-130.
  • Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2020. "Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors," Working Papers 2019, Federal Reserve Bank of Dallas.
• David Benson & Matthew A. Masten & Alexander Torgovitsky, 2022. "ivcrc: An instrumental-variables estimator for the correlated random-coefficients model," Stata Journal, StataCorp LP, vol. 22(3), pages 469-495, September.
  • David A. Benson & Matthew A. Masten & Alexander Torgovitsky, 2020. "ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model," Finance and Economics Discussion Series 2020-046r1, Board of Governors of the Federal Reserve System (U.S.), revised 04 Apr 2022.
• Matthew B. Canzoneri & Behzad T. Diba & Luca Guerrieri & Arsenii Mishin, 2020. "Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules," Finance and Economics Discussion Series 2020-056, Board of Governors of the Federal Reserve System (U.S.).
• Daniel J. Lewis & Karel Mertens & James H. Stock, 2020. "Tracking the COVID-19 Economy with the Weekly Economic Index (WEI)," Liberty Street Economics 20200804, Federal Reserve Bank of New York.
• Jan J. J. Groen & Michael Nattinger & Adam I. Noble, 2020. "Measuring Global Financial Market Stresses," Staff Reports 940, Federal Reserve Bank of New York.
• Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2021. "High-Frequency Data and a Weekly Economic Index during the Pandemic," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 326-330, May.
  • Daniel J. Lewis & Karel Mertens & James H. Stock & Mihir Trivedi, 2020. "High Frequency Data and a Weekly Economic Index during the Pandemic," Staff Reports 954, Federal Reserve Bank of New York.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023. "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, vol. 232(1), pages 70-86.
  • Paul Ho & Thomas A. Lubik & Christian Matthes, 2020. "How To Go Viral: A COVID-19 Model with Endogenously Time-Varying Parameters," Working Paper 20-10, Federal Reserve Bank of Richmond.
• Emil Heesche & Mette Asmild, 2020. "Controlling for environmental conditions in regulatory benchmarking," IFRO Working Paper 2020/03, University of Copenhagen, Department of Food and Resource Economics.
• Emil Heesche & Mette Asmild, 2020. "Incorporating quality in economic regulatory benchmarking," IFRO Working Paper 2020/13, University of Copenhagen, Department of Food and Resource Economics.
• Victor Ogneru & Iulian Panait, 2020. "Analiza relației dintre veniturile fiscale și bazele de impunere în cazul României," Journal of Financial Studies, Institute of Financial Studies, vol. 8(5), pages 113-128, June.
• Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, vol. 8(2), pages 1-24, May.
  • Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damages," Working Papers 2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, vol. 13(14), pages 1-19, July.
  • Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020. "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS) WORMS/20/02, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020. "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, vol. 13(7), pages 1-16, April.
  • Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020. "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS) WORMS/20/01, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
• Dean Fantazzini & Nikita Kolodin, 2020. "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, vol. 13(11), pages 1-29, October.
  • Fantazzini, Dean & Kolodin, Nikita, 2020. "Does the hashrate affect the bitcoin price?," MPRA Paper 103812, University Library of Munich, Germany.
• Rui Pedro Brito & Pedro Alarcão Judice, 2020. "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers 2020-06, Centre for Business and Economics Research (CeBER), University of Coimbra.
• 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, vol. 85(C).
  • Jump, Robert Calvert & Kohler, Karsten, 2020. "A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016," Greenwich Papers in Political Economy 30959, University of Greenwich, Greenwich Political Economy Research Centre.
• Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, vol. 8(2), pages 1-24, May.
  • Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damages," Working Papers 2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022. "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 143-165, Emerald Group Publishing Limited.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021. "Smooth Robust Multi-Horizon Forecasts," Economics Papers 2021-W01, Economics Group, Nuffield College, University of Oxford.
• Anke Mönnig & Dr. Marc Ingo Wolter, 2020. "TINFORGE – Trade in INFORGE. Methoden-Update 2020," GWS Discussion Paper Series 20-4, GWS - Institute of Economic Structures Research.
• Prat, Georges & Uctum, Remzi, 2021. "Term structure of interest rates: Modelling the risk premium using a two horizons framework," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 421-436.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01828843, HAL.
  • Remzi Uctum & Georges Prat, 2021. "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print hal-02284725, HAL.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers 2018-25, University of Paris Nanterre, EconomiX.
  • Georges Prat & Remzi Uctum, 2018. "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print hal-01828854, HAL.
  • Georges Prat & Remzi Uctum, 2021. "Term structure of interest rates: modelling the risk premium using a two horizons framework," Post-Print hal-03319099, HAL.
• Philippe Alby & Emmanuelle Auriol & Pierre Nguimkeu, 2020. "Does Social Pressure Hinder Entrepreneurship in Africa? The Forced Mutual Help Hypothesis," Economica, London School of Economics and Political Science, vol. 87(346), pages 299-327, April.
  • Alby, Philippe & Auriol, Emmanuelle & Nguimkeu, Pierre, 2018. "Does Social Pressure Hinder Entrepreneurship in Africa? The Forced Mutual Help Hypothesis," TSE Working Papers 18-956, Toulouse School of Economics (TSE).
  • Philippe Alby & Emmanuelle Auriol & Pierre Nguimkeu, 2020. "Does Social Pressure Hinder Entrepreneurship in Africa? The Forced Mutual Help Hypothesis," Post-Print hal-02929477, HAL.
• Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 262-276, January.
  • Dufrénot Gilles & Gossé Jean-Baptiste & Clerc Caroline, 2020. "Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel," Working papers 781, Banque de France.
  • Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Post-Print hal-02978130, HAL.
• Hansen, Peter Reinhard & Dumitrescu, Elena-Ivona, 2022. "How should parameter estimation be tailored to the objective?," Journal of Econometrics, Elsevier, vol. 230(2), pages 535-558.
  • Elena Ivona Dumitrescu & Peter Hansen, 2020. "How Should Parameter Estimation Be Tailored to the Objective?," Post-Print hal-03331109, HAL.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020. "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Journal of Political Economy, University of Chicago Press, vol. 128(2), pages 740-781.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2014. "Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Working Papers hal-03429892, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020. "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Post-Print hal-03898337, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2015. "Like Attract Like ? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," SciencePo Working papers Main hal-03393232, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2015. "Like Attract Like ? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Working Papers hal-03393232, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020. "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," SciencePo Working papers Main hal-03898337, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2014. "Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," SciencePo Working papers Main hal-03429892, HAL.
• Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model," OECD Statistics Working Papers 2020/01, OECD Publishing.
  • Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," PSE Working Papers halshs-02443364, HAL.
  • Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," Working Papers halshs-02443364, HAL.
• Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020. "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Journal of Political Economy, University of Chicago Press, vol. 128(2), pages 740-781.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2014. "Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Working Papers hal-03429892, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020. "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," SciencePo Working papers Main hal-03898337, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2015. "Like Attract Like ? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," SciencePo Working papers Main hal-03393232, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2015. "Like Attract Like ? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," Working Papers hal-03393232, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2020. "Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households," Post-Print hal-03898337, HAL.
  • Edoardo Ciscato & Alfred Galichon & Marion Goussé, 2014. "Like Attract Like? A Structural Comparison of Homogamy Across Same-Sex and Different-Sex Households," SciencePo Working papers Main hal-03429892, HAL.
• Federico Bassi, 2020. "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," CEPN Working Papers 2020-02, Centre d'Economie de l'Université de Paris Nord.
  • Federico Bassi, 2020. "Growth without Full Capacity Utilization And Full Capacity Utilization Without Growth," Working Papers hal-02524546, HAL.
• Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An extended Markov-Switching Dynamic Factor Model," OECD Statistics Working Papers 2020/01, OECD Publishing.
  • Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," Working Papers halshs-02443364, HAL.
  • Catherine Doz & Laurent Ferrara & Pierre-Alain Pionnier, 2020. "Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model," PSE Working Papers halshs-02443364, HAL.
• Engerstam, Sviatlana, 2020. "Macroeconomic determinants of apartment prices in Swedish and German cities," Working Paper Series 20/2, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Song, Zisheng & Wilhelmsson, Mats & Yang, Zan, 2020. "Constructing a rental housing index and identifying market segmentation in the case of Beijing, China," Working Paper Series 20/10, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Karlsson, Niklas & Lunander, Anders, 2020. "Choosing Opponents in Skiing Sprint Elimination Tournaments," Working Papers 2020:6, Örebro University, School of Business, revised 01 Sep 2020.
• Kyvik Nordås, Hildegunn & Klügl, Franziska, 2020. "Drivers of automation and consequences for jobs in engineering services: an agent-based modelling approach," Working Papers 2020:16, Örebro University, School of Business.
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• Jennifer Castle & David Hendry, 2020. "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers 898, University of Oxford, Department of Economics.
• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021. "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1556-1575.
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• Díaz-Hernández, Juan José & Martínez-Budría, Eduardo & González, Rosa Marina, 2020. "Effects of Inefficiency on Marginal Costs, Degree of Economies of Scale and Technical Change: A Theoretical Relationship. The Case of Spanish Port Authorities || Efectos de la ineficiencia sobre los c," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 29(1), pages 190-207, June.
• Gavilan, José M. & Ortega, Francisco J., 2020. "Productive efficiency analysis of quantitative economics journals through Stochastic Frontier Analysis using panel data || Análisis de eficiencia productiva de revistas de economía cuantitativa a trav," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 30(1), pages 297-311, December.
• Lwin Lwin Aung & Peter Warr, 2020. "Explaining Changes in Inequality: Myanmar, 2005 to 2010," Departmental Working Papers 2020-06, The Australian National University, Arndt-Corden Department of Economics.
• Jayant Menon & Anna Cassandra Melendez, 2020. "When does trade reduce poverty? Revisiting the evidence for East Asia," Departmental Working Papers 2020-14, The Australian National University, Arndt-Corden Department of Economics.
• Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020. "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series 181, University of Pavia, Department of Economics and Management.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series 188, University of Pavia, Department of Economics and Management.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022. "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
  • Daniel Felix Ahelegbey & Paolo Giudici, 2020. "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series 192, University of Pavia, Department of Economics and Management.
• Daniel Felix Ahelegbey, 2020. "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series 194, University of Pavia, Department of Economics and Management.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024. "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, vol. 30(C), pages 60-75.
  • Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
• Roberto S. Mariano & Suleyman Ozmucur, 2020. "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences ," PIER Working Paper Archive 20-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Leonid Galchynskyi, 2020. "Estimation of the price elasticity of petroleum products’ consumption in Ukraine," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(2), pages 315-339, June.
• Erika Onuferova & Veronika Cabinova & Tunde Dzurov Vargova, 2020. "Analysis of modern methods for increasing and managing the financial prosperity of businesses in the context of performance: a case study of the tourism sector in Slovakia," Oeconomia Copernicana, Institute of Economic Research, vol. 11(1), pages 95-116, March.
• Santos, João & Borges, Afonso & Domingos, Tiago, 2020. "Exploring the links between total factor productivity, final-to-useful exergy efficiency, and economic growth: Case study Portugal 1960-2014," MPRA Paper 100214, University Library of Munich, Germany.
• Jayasooriya, Sujith, 2020. "Macroeconometric Approach: Optimal Taxation Policies for Economic Growth in Emerging Asia," MPRA Paper 100748, University Library of Munich, Germany.
• Jayasooriya, Sujith, 2020. "Nexus of Demographic Change, Structural Transformation and Economic Growth in South Asia," MPRA Paper 100831, University Library of Munich, Germany.
• Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020. "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper 100877, University Library of Munich, Germany.
• Awijen, Haithem & Ben Zaied, Younes & Nguyen, Duc Khuong & Sensoy, Ahmet, 2020. "Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States," MPRA Paper 101276, University Library of Munich, Germany, revised Jun 2020.
• Eita, Joel Hinaunye & Pedro, Marcio Jose, 2020. "Modelling total factor productivity in a developing economy: evidence from Angola," MPRA Paper 101304, University Library of Munich, Germany, revised 30 Apr 2020.
• Bilgin, Cevat, 2020. "Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey," MPRA Paper 101316, University Library of Munich, Germany.
• Damian Clarke & Kathya Tapia-Schythe, 2021. "Implementing the panel event study," Stata Journal, StataCorp LP, vol. 21(4), pages 853-884, December.
  • Clarke, Damian & Schythe, Kathya Tapia, 2020. "Implementing the Panel Event Study," IZA Discussion Papers 13524, Institute of Labor Economics (IZA).
  • Clarke, Damian & Tapia Schythe, Kathya, 2020. "Implementing the Panel Event Study," MPRA Paper 101669, University Library of Munich, Germany.
  • Damian Clarke & Kathya Tapia Schythe, 2020. "Implementing the Panel Event Study," Working Papers wp497, University of Chile, Department of Economics.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020. "Periodic autoregressive conditional duration," MPRA Paper 101696, University Library of Munich, Germany, revised 08 Jul 2020.
• Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020. "Modeling Portfolio Loss by Interval Distributions," MPRA Paper 102219, University Library of Munich, Germany.
• Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 33-54.
  • Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper 102315, University Library of Munich, Germany.
• Fantazzini, Dean, 2020. "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper 102317, University Library of Munich, Germany.
• Polbin, Andrey & Shumilov, Andrei, 2020. "Модель Зависимости Обменного Курса Рубля От Цен На Нефть С Марковскими Переключениями Режимов [Modeling the relationship between the Russian ruble exchange rate and oil prices: A Markov regime swit," MPRA Paper 102450, University Library of Munich, Germany.
• Kumbhakar, Subal C. & Peresetsky, Anatoly & Shchetynin, Yevgenii & Zaytsev, Alexey, 2020. "Technical efficiency and inefficiency: Reassurance of standard SFA models and a misspecification problem," MPRA Paper 102797, University Library of Munich, Germany.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020. "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper 103250, University Library of Munich, Germany, revised 01 Oct 2020.
• Dean Fantazzini & Nikita Kolodin, 2020. "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, vol. 13(11), pages 1-29, October.
  • Fantazzini, Dean & Kolodin, Nikita, 2020. "Does the hashrate affect the bitcoin price?," MPRA Paper 103812, University Library of Munich, Germany.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020. "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper 103890, University Library of Munich, Germany, revised 20 Oct 2020.
• Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
• Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020. "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper 105406, University Library of Munich, Germany.
• Muhammad, Fajar & Zelani, Nurfalah & Septiarida, Nonalisa, 2020. "Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach)," MPRA Paper 105876, University Library of Munich, Germany, revised 14 Dec 2020.
• 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, vol. 51(1), February.
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• Hassan B. Ghassan & Zakaria Boulanouar & Kabir M. Hassan, 2021. "Revisiting Banking Stability Using a New Panel Cointegration Test," IJFS, MDPI, vol. 9(2), pages 1-8, April.
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• Adediran, Idris & Salisu, Afees & Ogbonna, Ahamuefula E, 2020. "To “ECO” or not to “ECO”? Evidence for the single currency agenda of ECOWAS," MPRA Paper 109680, University Library of Munich, Germany.
• Hassan B. Ghassan & Hassan R. Alhajhoj & Faruk Balli, 2022. "Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia," Economic Change and Restructuring, Springer, vol. 55(3), pages 1327-1363, August.
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• Bell, Alex, 2020. "Job Amenities & Earnings Inequality," MPRA Paper 118516, University Library of Munich, Germany.
• Blazejowski, Marcin & Kwiatkowski, Jacek, 2020. "Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl," MPRA Paper 98387, University Library of Munich, Germany.
• Younus, Rijja Ali & Yucel, Eray, 2020. "Exchange Rate Pass-Through in Pakistan," MPRA Paper 98955, University Library of Munich, Germany.
• Gluschenko, Konstantin, 2020. "Nonlinear Models of Convergence," MPRA Paper 99316, University Library of Munich, Germany.
• Andrey Polbin, 2021. "Multivariate unobserved component model for an oil-exporting economy: the case of Russia," Applied Economics Letters, Taylor & Francis Journals, vol. 28(8), pages 681-685, May.
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• Atoi Ngozi Victor, 2020. "Macroeconometric Assessment of Monetary Approach to Balance of Payments in a Small Open Economy: The Nigeria Experience," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 6(3), pages 41-50, 03-2020.
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• Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020. "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 167-177.
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• Ayşen Sivrikaya & Zühal Kurul, 2020. "Sustainability of Current Account Surpluses: Evidence from European Countries," Prague Economic Papers, Prague University of Economics and Business, vol. 2020(4), pages 481-501.
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• Marilena Furno, 2020. "Returns to Education and Gender Wage Gap Across Quantiles in Italy," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 145-169, June.
• Wojciech Starosta, 2020. "Modelling Recovery Rate for Incomplete Defaults Using Time Varying Predictors," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(2), pages 195-225, June.
• Victor Bystrov, 2020. "Identification and Estimation of Initial Conditions in Non-Minimal State-Space Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 413-429, December.
• 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, vol. 122(C).
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• António Rua & Francisco Dias, 2020. "A non-hierarchical dynamic factor model for three-way data," Working Papers w202007, Banco de Portugal, Economics and Research Department.
• Christopher Ferrall, 2020. "Object Oriented (Dynamic) Programming: Replication, Innovation and "Structural" Estimation," Working Paper 1432, Economics Department, Queen's University.
• Giraitis, Liudas & Kapetanios, George & Marcellino, Massimiliano, 2021. "Time-varying instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 224(2), pages 394-415.
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• Kaiji Chen & Patrick Higgins & Tao Zha, 2021. "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 283-306, October.
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• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2021. "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 52-70, July.
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• Kaiji Chen & Patrick Higgins & Tao Zha, 2021. "Cyclical Lending Standards: A Structural Analysis," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 283-306, October.
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• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2021. "Output Gap, Monetary Policy Trade-offs, and Financial Frictions," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 52-70, July.
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• Syed Fazal Rehman, 2020. "Exploring The Long Run Effects And Relationship Of Military Expenditures And Economic Growth In The Scenario Of Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 9(3), pages 106-112, September.
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• Fantazzini, Dean, 2020. "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 59, pages 33-54.
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• Kramkov, Viacheslav & Maksimov, Andrey, 2020. "Loan market markups and noncausal autoregressions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 48-69.
• Kopnova, Elena & Rodionova, Liliya, 2020. "Globalization and socio-economic development in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 60, pages 80-101.
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• Kinfack, Emilie & Bonga-Bonga, Lumengo, 2020. "Trade Linkages and Business Cycle Co-movement: Analysis of Trade between African Economies and their Main Trading partners," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(2), pages 275-306.
• Borisov, Gleb V. & Popova, Liudmila V. & Rasoulinezhad, Ehsan, 2020. "Modification of Russia’s Trade Pattern under External Shocks in 2014 and Beyond," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 35(2), pages 296-325.
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• Polbin, Andrey V. (Полбин, Андрей В.), 2020. "Estimating Time-Varying Long-Run Growth Rate of Russian GDP in the ARX Model with Oil Prices [Оценка Траектории Темпов Трендового Роста Ввп России В Arx-Модели С Ценами На Нефть]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 40-63, February.
• Zubarev, Andrey (Зубарев, Андрей) & Bekirova, Olga (Бекирова, Ольга), 2020. "Analysis of Bank Default Factors in 2013–2019 [Анализ Факторов Банковских Дефолтов 2013–2019 Годов]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 3, pages 106-133, June.
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• Sylvester Ohiomu, 2020. "External Debt and Economic Growth Nexus: Empirical Evidence From Nigeria," The American Economist, Sage Publications, vol. 65(2), pages 330-343, October.
• Andy Titus Okwu & Isiaq Olasunkanmi Oseni & Rowland Tochukwu Obiakor, 2020. "Does Foreign Direct Investment Enhance Economic Growth? Evidence from 30 Leading Global Economies," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 12(2), pages 217-230, May.
• Ji?í Valecký, 2020. "Note on mismodelling of policyholder?s age in claim frequency model: a matter of gender in vehicle insurance," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 9(1), pages 224-240, June.
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• Paulo Mourao, 2020. "Exploring the Likelihood of a Country Being a Tax Haven Using MIMIC Models," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 5(1), pages 17-32, June.
• Magdalena Ulrichs & Emilia Gosińska, 2020. "Sektorowe funkcje produkcji - wnioski z modeli panelowych dla Polski," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 71-94.
• Jerzy Marzec & Andrzej Pisulewski, 2020. "Pomiar efektywności zróżnicowanych technologicznie gospodarstw rolnych w Unii Europejskiej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 111-137.
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• Philip Hans Franses, 2020. "Measurement Error in a First-order Autoregression," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 1-14, June.
• Mapitsi Rangata & Sonali Das & Montaz Ali, 2020. "Analysing Maximum Monthly Temperatures in South Africa for 45 years Using Functional Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 1-27, September.
• Adrian Mendieta-Aragon & Teresa Garin-Munoz, 2020. "Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 110-141, September.
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• Adrian Mendieta-Aragon & Teresa Garin-Munoz, 2020. "Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis," Advances in Decision Sciences, Asia University, Taiwan, vol. 24(3), pages 110-141, September.
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