Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2020

• Alexander Wehrli & Spencer Wheatley & Didier Sornette, 2020, "Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-39, May.
• Roberto Molinari & Gaetan Bakalli & Stéphane Guerrier & Cesare Miglioli & Samuel Orso & O. Scaillet, 2020, "Swag: A Wrapper Method for Sparse Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-49, Jun.
• Alexander Wehrli & Didier Sornette, 2020, "Classification of flash crashes using the Hawkes(p,q) framework," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-92, Nov.
• Gilles Duranton & Diego Puga, 2020, "Urban Growth and its Aggreate Implications," Working Papers, CEMFI, number wp2020_2013, Jun.
• Hernán Rincón-Castro & Luc�a Arango-Lozano & Sara Ariza-Murillo & Valeria Bejarano-Salcedo & Pamela Cardozo & Fredy Gamboa-Estrada & Juan Manuel Julio-Rom�n & ..., 2020, "Impacto de la intervención cambiaria y su duración," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 98, pages 1-120.
• Jairo Núnez Méndez & Mar�a del Pilar Ruiz & Juan M. Monroy & Olga T�llez, 2020, "Evaluación del funcionamiento operativo e institucional de las Defensorías de Familia y los Centros Zonales : Recomendaciones y modelo de optimización para centros zonales y defensorías de familia," Informes de Investigación, Fedesarrollo, number 18441, Mar.
• Henry Caicedo-Asprilla *, 2020, "La producción del conocimiento de las regiones competitivas: una aproximación basada en modelos de variables latentes," Estudios Gerenciales, Universidad Icesi, volume 36, issue 155, pages 177-192, DOI: 10.18046/j.estger.2020.155.3257.
• Jorge Barrientos Marin & Carlos Andr�s Vasco Correa, 2020, "Producción de biocombustibles y empleo rural en Colombia 2009-2015," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 39, issue 70, pages 233-260.
• Maria Teresa V. D. Alves, 2020, "Do Accounting and Finance Master’s Students Apply Prospect Theory?," Revista CEA, Instituto Tecnológico Metropolitano, volume 6, issue 11, pages 45-69.
• Maria Teresa V. D. Alves, 2020, "¿Aplican los estudiantes de maestría en contabilidad y finanzas la teoría de la perspectiva?," Revista CEA, Instituto Tecnológico Metropolitano, volume 6, issue 11, pages 45-69.
• Marente Vlekke & Martin Mellens & Siem Jan Koopmans, 2020, "An assessment of the Phillips curve over time: evidence for the United States and the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 416, Sep, DOI: 10.34932/9sxf-1876.
• Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14266, Jan.
• Kilian, Lutz & Zhou, Xiaoqing, 2020, "The Econometrics of Oil Market VAR Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14460, Mar.
• Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020, "Energy Markets and Global Economic Conditions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14580, Apr.
• Fernández-Villaverde, Jesús & Jones, Chad, 2020, "Estimating and Simulating a SIRD Model of COVID-19 for Many Countries, States, and Cities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14711, May.
• Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020, "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15217, Aug.
• Kilian, Lutz, 2020, "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15244, Sep.
• Baumeister, Christiane & Guerin, Pierre, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15403, Oct.
• Kilian, Lutz & Inoue, Atsushi, 2020, "The Role of the Prior in Estimating VAR Models with Sign Restrictions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15545, Dec.
• Torrado, María & Escribano, Álvaro, 2020, "European gasoline markets: price transmission asymmetries in mean and variance," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29633, Jan.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2020, "Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30346, May.
• Escribano, Álvaro & Wang, Dandan, 2020, "Forecasting gasoline prices with mixed random forest error correction models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30557, Jun.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31554, Dec.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Veiga, Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31648, Dec.
• María Elizabeth Cristófoli & Javier García Fronti, 2020, "Stress Test Bancarios: selección de indicadores claves para la estabilidad financiera," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 63-78, Enero.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2020, "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 20/010, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2020, "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 20/023, Jan.
• Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020, "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 20/024, Jan.
• McAdam, Peter & Warne, Anders, 2020, "Density forecast combinations: the real-time dimension," Working Paper Series, European Central Bank, number 2378, Feb.
• Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020, "Disciplining expectations and the forward guidance puzzle," Working Paper Series, European Central Bank, number 2424, Jun.
• Ishaq Saidu & Abbas Abdullahi Marafa, 2020, "The Effect of Financial Sector Development on Poverty Reduction in Nigeria: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 9-17.
• Bothwell Nyoni & Andrew Phiri, 2020, "Renewable Energy - Economic Growth Nexus in South Africa: Linear, Nonlinear or Non-existent?," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 635-644.
• Dmitry Kulikov & Nicolas Reigl, 2020, "Inflation expectations in Phillips Curves models for the euro area," Bank of Estonia Working Papers, Bank of Estonia, number wp2019-8, Jan, revised 29 Jan 2020, DOI: 10.23656/25045520/082019/0171.
• Liu, Bin & Xia, XiangYang & Xiao, Wen, 2020, "Public information content and market information efficiency: A comparison between China and the U.S," China Economic Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.chieco.2020.101405.
• Sun, Yuying & Bao, Qin & Zheng, Jiali & Wang, Shouyang, 2020, "Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach," China Economic Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.chieco.2020.101476.
• Bontempi, Maria Elena & Bottazzi, Laura & Golinelli, Roberto, 2020, "A multilevel index of heterogeneous short-term and long-term debt dynamics," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101666.
• Barde, Sylvain, 2020, "Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103795.
• Platt, Donovan, 2020, "A comparison of economic agent-based model calibration methods," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103859.
• Stolbov, Mikhail & Shchepeleva, Maria, 2020, "What predicts the legal status of cryptocurrencies?," Economic Analysis and Policy, Elsevier, volume 67, issue C, pages 273-291, DOI: 10.1016/j.eap.2020.07.011.
• Davidson, Sharada Nia, 2020, "Interdependence or contagion: A model switching approach with a focus on Latin America," Economic Modelling, Elsevier, volume 85, issue C, pages 166-197, DOI: 10.1016/j.econmod.2019.05.015.
• Michaelides, Michael & Spanos, Aris, 2020, "On modeling heterogeneity in linear models using trend polynomials," Economic Modelling, Elsevier, volume 85, issue C, pages 74-86, DOI: 10.1016/j.econmod.2019.05.008.
• Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2020, "Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin," Economic Modelling, Elsevier, volume 87, issue C, pages 212-224, DOI: 10.1016/j.econmod.2019.07.023.
• Hu, Haiqing & Chen, Di & Sui, Bo & Zhang, Lang & Wang, Yinyin, 2020, "Price volatility spillovers between supply chain and innovation of financial pledges in China," Economic Modelling, Elsevier, volume 89, issue C, pages 397-413, DOI: 10.1016/j.econmod.2019.11.012.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je, 2020, "Volatility forecasting using related markets’ information for the Tokyo stock exchange," Economic Modelling, Elsevier, volume 90, issue C, pages 143-158, DOI: 10.1016/j.econmod.2020.05.008.
• Sant’Anna, Leonardo Riegel & Caldeira, João Frois & Filomena, Tiago Pascoal, 2020, "Lasso-based index tracking and statistical arbitrage long-short strategies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101055.
• Chiu, Hsin-Yu & Chen, Ting-Fu, 2020, "Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101112.
• Ataurima Arellano, Miguel & Rodríguez, Gabriel, 2020, "Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101163.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020, "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101165.
• Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin, 2020, "Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.01.004.
• Sharma, Abhijit & Woodward, Richard & Grillini, Stefano, 2020, "Unconditional quantile regression analysis of UK inbound tourist expenditures," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108857.
• Karlsson, Sune & Österholm, Pär, 2020, "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108883.
• Feng, Yang & Liu, Qingfeng & Okui, Ryo, 2020, "On the sparsity of Mallows model averaging estimator," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108916.
• Wei, Jie & Chen, Hui, 2020, "Determining the number of factors in approximate factor models by twice K-fold cross validation," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109149.
• Kurita, Takamitsu, 2020, "Normalising cointegrating relationships subject to long-run exclusion," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109161.
• Tu, Yundong & Wang, Siwei, 2020, "Jackknife model averaging for expectile regressions in increasing dimension," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109607.
• Karlsson, Sune & Österholm, Pär, 2020, "A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States," Economics Letters, Elsevier, volume 197, issue C, DOI: 10.1016/j.econlet.2020.109622.
• Holt, Matthew T. & Teräsvirta, Timo, 2020, "Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis," Journal of Econometrics, Elsevier, volume 214, issue 1, pages 198-215, DOI: 10.1016/j.jeconom.2019.05.011.
• Lu, Xun & Su, Liangjun, 2020, "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 60-83, DOI: 10.1016/j.jeconom.2019.07.008.
• Inoue, Atsushi & Kilian, Lutz, 2020, "The uniform validity of impulse response inference in autoregressions," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 450-472, DOI: 10.1016/j.jeconom.2019.10.001.
• Martin, Gael M. & Nadarajah, K. & Poskitt, D.S., 2020, "Issues in the estimation of mis-specified models of fractionally integrated processes," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 559-573, DOI: 10.1016/j.jeconom.2019.09.007.
• Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J., 2020, "Twisted probabilities, uncertainty, and prices," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 151-174, DOI: 10.1016/j.jeconom.2020.01.011.
• Fan, Jianqing & Ke, Yuan & Wang, Kaizheng, 2020, "Factor-adjusted regularized model selection," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 71-85, DOI: 10.1016/j.jeconom.2020.01.006.
• Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020, "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 207-229, DOI: 10.1016/j.jeconom.2019.12.002.
• Lettau, Martin & Pelger, Markus, 2020, "Estimating latent asset-pricing factors," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 1-31, DOI: 10.1016/j.jeconom.2019.08.012.
• Bertanha, Marinho, 2020, "Regression discontinuity design with many thresholds," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 216-241, DOI: 10.1016/j.jeconom.2019.09.010.
• Doko Tchatoka, Firmin & Dufour, Jean-Marie, 2020, "Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 390-418, DOI: 10.1016/j.jeconom.2020.04.022.
• Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020, "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 655-689, DOI: 10.1016/j.jeconom.2020.04.033.
• Kiviet, Jan F., 2020, "Microeconometric dynamic panel data methods: Model specification and selection issues," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 16-45, DOI: 10.1016/j.ecosta.2019.08.003.
• Huang, Bai & Lee, Tae-Hwy & Ullah, Aman, 2020, "Combined estimation of semiparametric panel data models," Econometrics and Statistics, Elsevier, volume 15, issue C, pages 30-45, DOI: 10.1016/j.ecosta.2019.05.001.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2020, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Econometrics and Statistics, Elsevier, volume 16, issue C, pages 1-27, DOI: 10.1016/j.ecosta.2018.12.002.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2020, "Economic indicators and stock market volatility in an emerging economy," Economic Systems, Elsevier, volume 44, issue 2, DOI: 10.1016/j.ecosys.2020.100788.
• Maciejowska, Katarzyna, 2020, "Assessing the impact of renewable energy sources on the electricity price level and variability – A quantile regression approach," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104532.
• Gong, Binlei, 2020, "Multi-dimensional interactions in the oilfield market: A jackknife model averaging approach of spatial productivity analysis," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2017.08.032.
• Okorie, David Iheke & Lin, Boqiang, 2020, "Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104703.
• Marchese, Malvina & Kyriakou, Ioannis & Tamvakis, Michael & Di Iorio, Francesca, 2020, "Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104757.
• Bernstein, David H., 2020, "An updated assessment of technical efficiency and returns to scale for U.S. electric power plants," Energy Policy, Elsevier, volume 147, issue C, DOI: 10.1016/j.enpol.2020.111896.
• de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina, 2020, "On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101505.
• Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020, "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101526.
• Sobreira, Nuno & Louro, Rui, 2020, "Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.010.
• Ballinari, Daniele & Behrendt, Simon, 2020, "Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101479.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Tölö, Eero, 2020, "Predicting systemic financial crises with recurrent neural networks," Journal of Financial Stability, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfs.2020.100746.
• Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020, "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1318-1328, DOI: 10.1016/j.ijforecast.2020.01.004.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105727.
• Gordy, Michael B. & McNeil, Alexander J., 2020, "Spectral backtests of forecast distributions with application to risk management," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105817.
• Austin, Josh & Harris, Jeremiah & O'Brien, William, 2020, "Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105888.
• Karimova, Amira & Simsek, Esra & Orhan, Mehmet, 2020, "Policy implications of the Lucas Critique empirically tested along the global financial crisis," Journal of Policy Modeling, Elsevier, volume 42, issue 1, pages 153-172, DOI: 10.1016/j.jpolmod.2019.06.003.
• Tsai, Pei-Hsuan, 2020, "Strategic evaluation criteria to assess competitiveness of the service industry in Taiwan," Journal of Policy Modeling, Elsevier, volume 42, issue 6, pages 1287-1309, DOI: 10.1016/j.jpolmod.2020.05.003.
• Inoue, Atsushi & Kuo, Chun-Hung & Rossi, Barbara, 2020, "Identifying the sources of model misspecification," Journal of Monetary Economics, Elsevier, volume 110, issue C, pages 1-18, DOI: 10.1016/j.jmoneco.2019.01.003.
• Gala, Vito D. & Gomes, Joao F. & Liu, Tong, 2020, "Investment without Q," Journal of Monetary Economics, Elsevier, volume 116, issue C, pages 266-282, DOI: 10.1016/j.jmoneco.2019.10.014.
• Naeem, Muhammad & Umar, Zaghum & Ahmed, Sheraz & Ferrouhi, El Mehdi, 2020, "Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 557, issue C, DOI: 10.1016/j.physa.2020.124885.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020, "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 156-164, DOI: 10.1016/j.qref.2020.03.004.
• Zargar, Faisal Nazir & Kumar, Dilip, 2020, "Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 271-285, DOI: 10.1016/j.qref.2019.09.015.
• Vo, Duc Hong & Vo, Anh The & Ho, Chi Minh & Nguyen, Ha Minh, 2020, "The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries," Renewable Energy, Elsevier, volume 161, issue C, pages 278-292, DOI: 10.1016/j.renene.2020.07.093.
• Nilsen, Øivind A. & Raknerud, Arvid & Iancu, Diana-Cristina, 2020, "Public R&D support and firm performance: A multivariate dose-response analysis," Research Policy, Elsevier, volume 49, issue 7, DOI: 10.1016/j.respol.2020.104067.
• Chen, Wang & Ma, Feng & Wei, Yu & Liu, Jing, 2020, "Forecasting oil price volatility using high-frequency data: New evidence," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 1-12, DOI: 10.1016/j.iref.2019.10.014.
• Chen, W.D., 2020, "Liquidity, covered interest rate parity, and zero lower bound in Japan’s foreign exchange markets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 334-349, DOI: 10.1016/j.iref.2020.05.007.
• Jung, Alexander, 2020, "An empirical analysis of loan supply and demand in the euro area," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 187-201, DOI: 10.1016/j.iref.2020.06.032.
• Ahmed, Walid M.A., 2020, "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101240.
• Gonçalves, Tânia & Lourenço-Gomes, Lina & Pinto, Lígia M. Costa, 2020, "Dealing with ignored attributes through an inferred approach in wine choice experiments," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 87, issue C, DOI: 10.1016/j.socec.2020.101551.
• Brancaccio, Emiliano & Califano, Andrea & Lopreite, Milena & Moneta, Alessio, 2020, "Nonperforming loans and competing rules of monetary policy: A statistical identification approach," Structural Change and Economic Dynamics, Elsevier, volume 53, issue C, pages 127-136, DOI: 10.1016/j.strueco.2020.02.001.
• Välilä, Timo, 2020, "Infrastructure and growth: A survey of macro-econometric research," Structural Change and Economic Dynamics, Elsevier, volume 53, issue C, pages 39-49, DOI: 10.1016/j.strueco.2020.01.007.
• Sam Ouliaris & Adrian Pagan, 2020, "Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-101, Nov.
• Adrian Pagan & Tim Robinson, 2020, "Too many shocks spoil the interpretation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-28, Mar.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2020, "The role of precautionary and speculative demand in the global market for crude oil," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-34, Apr.
• Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020, "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-69, Jul.
• Augustus J. Panton, 2020, "Climate Hysteresis and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-76, Aug.
• Christiane Baumeister & Pierre Guerin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-93, Oct.
• Na Guo & Bo Zhang & Jamie Cross, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-99, Nov.
• Den Haan, Wouter J. & Drechsel, Thomas, 2020, "Agnostic structural disturbances (ASDs) detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103147, Jan.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118924, Jan.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with anapplication to WALS estimation," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2003, revised Mar 2020.
• Paula Cruz-García & Anabel Forte & Jesús Peiró-Palomino, 2020, "On the drivers of profitability in the banking industry in restructuring times: a Bayesian perspective," Applied Economic Analysis, Emerald Group Publishing Limited, volume 28, issue 83, pages 111-131, June, DOI: 10.1108/AEA-01-2020-0003.
• Joshua C. C. Chan & Chenghan Hou & Thomas Tao Yang, 2020, "Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Cheng Hsiao", DOI: 10.1108/S0731-905320200000041008.
• Diego Rojas & Juan Estrada & Kim P. Huynh & David T. Jacho-Chávez, 2020, "Survival Analysis of Bank Note Circulation: Fitness, Network Structure, and Machine Learning," Advances in Econometrics, Emerald Group Publishing Limited, "The Econometrics of Networks", DOI: 10.1108/S0731-905320200000042018.
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2020, "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/015, Jan.
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