Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2020

• 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, volume 15, issue 2, pages 315-339, June, DOI: 10.24136/eq.2020.015.
• Lucia Svabova & Katarina Kramarova & Jan Chutka & Lenka Strakova, 2020, "Detecting earnings manipulation and fraudulent financial reporting in Slovakia," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 3, pages 485-508, September, DOI: 10.24136/oc.2020.020.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Bisin, Alberto & Moro, Andrea, 2020, "Learning Epidemiology by Doing: The Empirical Implications of a Spatial SIR Model with Behavioral Responses," MPRA Paper, University Library of Munich, Germany, number 101059, Jun.
• Phiri, Andrew, 2020, "Genetic diversity, disease prevalence and the coronavirus pandemic," MPRA Paper, University Library of Munich, Germany, number 101175, Jun.
• Bilgin, Cevat, 2020, "Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey," MPRA Paper, University Library of Munich, Germany, number 101316.
• Mullat, Joseph E., 2020, "Rational Choice Function Implementation for the German Stock Market Analysis," MPRA Paper, University Library of Munich, Germany, number 101591, Jul.
• Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020, "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper, University Library of Munich, Germany, number 103138, Jan.
• Asongu, Simplice & Odhiambo, Nicholas, 2020, "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," MPRA Paper, University Library of Munich, Germany, number 103143, Jan.
• Yadav, Jayant, 2020, "Flight to Safety in Business cycles," MPRA Paper, University Library of Munich, Germany, number 104093, Oct.
• Pacifico, Antonio, 2020, "Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series," MPRA Paper, University Library of Munich, Germany, number 104379.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020, "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 105342, revised Dec 2020.
• Muhammad, Fajar & Zelani, Nurfalah & Septiarida, Nonalisa, 2020, "Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach)," MPRA Paper, University Library of Munich, Germany, number 105876, Dec, revised 14 Dec 2020.
• Fajar, Muhammad & Winarti, Yuyun Guna, 2020, "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper, University Library of Munich, Germany, number 106098, Dec, revised 21 Dec 2020.
• Asongu, Simplice & Odhiambo, Nicholas, 2020, "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 107494, Jan.
• Das, Narasingha & Bera, Pinki, 2020, "Modelling cost function approach under panel data framework to estimate total factor productivity growth for the Indian manufacturing industries," MPRA Paper, University Library of Munich, Germany, number 108044, Aug.
• Maiorova, Ksenia & Fokin, Nikita, 2020, "Наукастинг Темпов Роста Стоимостных Объемов Экспорта И Импорта По Товарным Группам
  [Nowcasting the growth rates of the export and import by commodity groups]," MPRA Paper, University Library of Munich, Germany, number 109557, Jun.
• Desogus, Marco, 2020, "The stochastic dynamics of business evaluations using Markov models," MPRA Paper, University Library of Munich, Germany, number 114361.
• Jackson, Emerson Abraham, 2020, "Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 97965, Jan, revised 03 Jan 2020.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020, "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202055, Jun.
• David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working Papers, University of Pretoria, Department of Economics, number 202065, Jul.
• Tomáš Jeøábek, 2020, "The Efficiency of GARCH Models in Realizing Value at Risk Estimates," ACTA VSFS, University of Finance and Administration, volume 14, issue 1, pages 32-50.
• Timothy B. Armstrong & Michal Kolesár, 2020, "Sensitivity Analysis using Approximate Moment Condition Models," Working Papers, Princeton University. Economics Department., number 2020-28, Jul.
• Michał Majsterek & Emilia Gosińska, 2020, "Structural Change in the Deterministic and Stochastic Part of VECM. I(1) and I(2) Case," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 4, pages 317-345, December.
• 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, volume 12, issue 4, pages 413-429, December.
• Steven Lehrer & Tian Xie, 2020, "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper, Economics Department, Queen's University, number 1449, Oct.
• Alex Bryson & Peter Dolton & J James Reade & Dominik Schreyer & Carl Singleton, 2020, "Experimental effects of an absent crowd on performance and refereeing decisions during Covid-19," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 20-04, Aug.
• Chelsea Gray & Kirstine Hansen, 2020, "Did Covid-19 lead to an increase in hate crimes towards Chinese people in London?," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 20-05, Aug.
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2020, "Online Appendix to "Output Gap, Monetary Policy Trade-offs, and Financial Frictions"," Online Appendices, Review of Economic Dynamics, number 20-29.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2020, "Code and data files for "Monetary Policy and Macroeconomic Stability Revisited"," Computer Codes, Review of Economic Dynamics, number 19-271, revised .
• Francesco Furlanetto & Paolo Gelain & Marzie Taheri Sanjani, 2020, "Code and data files for "Output Gap, Monetary Policy Trade-offs, and Financial Frictions"," Computer Codes, Review of Economic Dynamics, number 20-29, revised .
• Villamizar-Villegas, Mauricio & Pinzón-Puerto, Freddy A. & Ruiz-Sánchez, María Alejandra, 2020, "A Comprehensive History of Regression Discontinuity Designs: An Empirical Survey of the last 60 Years," Working papers, Red Investigadores de Economía, number 38, Apr.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2020, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 96, issue 4, pages 545-566.
• Fela Ozbey & Semin Paksoy, 2020, "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 385-396.
• Kriti Mahajan & Anand Srinivasan, 2020, "Inflation Forecasting In Emerging Markets: A Machine Learning Approach," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022296, Feb.
• Sailesh Bhaghoe & Gavin Ooft, 2020, "Modelling Exchange-Rate Volatility With Commodity Prices," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 165, Oct.
• Yue Qiu & Tian Xie & Jun Yu, 2020, "Forecast combinations in machine learning," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 13-2020, May.
• Nikola RADIVOJEVIĆ & Luka FILIPOVI & Тomislav D. BRZAKOVIĆ, 2020, "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-21, March.
• Emilian DOBRESCU, 2020, "Self-fulfillment degree of economic expectations within an integrated space: The European Union case study," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-32, December.
• Tommaso Proietti & Alessandro Giovannelli, 2020, "Nowcasting Monthly GDP with Big Data: a Model Averaging Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 482, May, revised 12 May 2020.
• Alessandro Giovannelli & Tommaso Proietti & Ambra Citton & Ottavio Ricchi & Cristian Tegami & Cristina Tinti, 2020, "Nowcasting GDP and its Components in a Data-rich Environment: the Merits of the Indirect Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 489, May, revised 30 May 2020.
• Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2020, "Local mortality estimates during the COVID-19 pandemic in Italy," Working Papers, Sapienza University of Rome, DISS, number 14/20, Jul.
• Guido de Blasio & Alessio D'Ignazio & Marco Letta, 2020, "Predicting Corruption Crimes with Machine Learning. A Study for the Italian Municipalities," Working Papers, Sapienza University of Rome, DISS, number 16/20, Sep.
• In Choi & Rui Lin & Yongcheol Shin, 2020, "Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2008.
• In Choi & Rui Lin & Yongcheol Shin, 2020, "Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2009.
• Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020, "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series, Institute of Economic Research, Seoul National University, number no136, Jun.
• Sinem Güler KANGALLI-UYAR, 2020, "The Matrix Exponential Spatial Specification Approach for Big Datasets: The Analysis of Istanbul Office Market," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
• Julie Le Gallo & Fernando A. López & Coro Chasco, 2020, "Testing for spatial group-wise heteroskedasticity in spatial autocorrelation regression models: Lagrange multiplier scan tests," The Annals of Regional Science, Springer;Western Regional Science Association, volume 64, issue 2, pages 287-312, April, DOI: 10.1007/s00168-019-00919-w.
• Laura Garcia-Jorcano & Alfonso Novales, 2020, "A dominance approach for comparing the performance of VaR forecasting models," Computational Statistics, Springer, volume 35, issue 3, pages 1411-1448, September, DOI: 10.1007/s00180-020-00990-4.
• Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
• Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020, "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, volume 58, issue 1, pages 139-167, January, DOI: 10.1007/s00181-019-01788-0.
• João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020, "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, volume 58, issue 1, pages 29-54, January, DOI: 10.1007/s00181-019-01810-5.
• Jacek Osiewalski & Justyna Wróblewska & Kamil Makieła, 2020, "Bayesian comparison of production function-based and time-series GDP models," Empirical Economics, Springer, volume 58, issue 3, pages 1355-1380, March, DOI: 10.1007/s00181-018-1575-8.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020, "Expiration day effects on European trading volumes," Empirical Economics, Springer, volume 58, issue 4, pages 1603-1638, April, DOI: 10.1007/s00181-019-01627-2.
• László Kónya, 2020, "Did the unemployment rates converge in the EU?," Empirical Economics, Springer, volume 59, issue 2, pages 627-657, August, DOI: 10.1007/s00181-019-01678-5.
• Sauveur Giannoni & Juan M. Hernández & Jorge V. Pérez-Rodríguez, 2020, "Economic growth and market segment choice in tourism-based economies," Empirical Economics, Springer, volume 59, issue 3, pages 1435-1452, September, DOI: 10.1007/s00181-019-01668-7.
• Kenneth R. Szulczyk & Changyong Zhang, 2020, "Switching-regime regression for modeling and predicting a stock market return," Empirical Economics, Springer, volume 59, issue 5, pages 2385-2403, November, DOI: 10.1007/s00181-019-01763-9.
• Gianna Figà-Talamanca & Marco Patacca, 2020, "Disentangling the relationship between Bitcoin and market attention measures," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 71-91, March, DOI: 10.1007/s40812-019-00133-x.
• Yaohao Peng & Lucas Ferreira Mation, 2020, "The Challenge of Pairing Big Datasets: Probabilistic Record Linkage Methods and Diagnosis of Their Empirical Viability," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 1, pages 35-57, April, DOI: 10.1007/s41549-020-00043-1.
• James R. Bland, 2020, "Heterogeneous trembles and model selection in the strategy frequency estimation method," Journal of the Economic Science Association, Springer;Economic Science Association, volume 6, issue 2, pages 113-124, December, DOI: 10.1007/s40881-020-00097-y.
• Brian Albert Monroe, 2020, "The statistical power of individual-level risk preference estimation," Journal of the Economic Science Association, Springer;Economic Science Association, volume 6, issue 2, pages 168-188, December, DOI: 10.1007/s40881-020-00098-x.
• Lingxiang Zhang, 2020, "Linearity tests and stochastic trend under the STAR framework," Statistical Papers, Springer, volume 61, issue 6, pages 2271-2282, December, DOI: 10.1007/s00362-018-1047-4.
• Cheng-Wen Lee & Chin Kun Chang, 2020, "A Study of Evaluating Organizational Performance Based on Balanced Scoresheet Viewpoint," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 6, pages 1-3.
• Charline Uwilingiyimana & Abdou Kâ Diongue, 2020, "Rwanda Currency Market Risk Analysis: Evidence From Asymmetry Effects," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 2, pages 1-2.
• Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo, 2020, "Energy and non–energy Commodities: Spillover Effects on African Stock Markets," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-7.

2019

• Simplice Asongu & Jacinta Nwachukwu & Sara le Roux, 2019, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 3, pages 681-709, August, DOI: 10.1108/JES-11-2017-0343.
• Vo, D.H. & Nguyen, H.M. & Vo, A.T. & McAleer, M.J., 2019, "CO2 Emissions, Energy Consumption and Economic Growth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-11, Mar.
• McAleer, M.J., 2019, "What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-13, Mar.
• Fok, D. & Paap, R., 2019, "New Misspecification Tests for Multinomial Logit Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-24, Jun.
• Bhaghoe, S. & Ooft, G. & Franses, Ph.H.B.F., 2019, "Estimates of quarterly GDP growth using MIDAS regressions," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-29, Aug.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/006, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/010, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/011, Jan.
• Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2019, "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/051, Jan.
• Simplice A. Asongu, 2019, "The persistence of global terrorism," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/053, Jan.
• Simplice A. Asongu, 2019, "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/057, Jan.
• Samuel Egbetokun & Evans S. Osabuohien & Temidayo Akinbobola & Olaronke Onanuga & Obindah Gershon & Victoria Okafor, 2019, "Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/059, Jan.
• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina P. Tchamyou, 2019, "Fighting terrorism in Africa when existing terrorism levels matter," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/084, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 19/090, Jan.
• Jaromir Baxa & Pavel Jancovic, 2019, "Czech BEERs with PEERs: Tackling the Uncertainty," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/30, Oct, revised Oct 2019.
• Joseph E. Stiglitz, 2019, "An Agenda for Reforming Economic Theory," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 14, issue 2, pages 149-167, June.
• Charles B. Perkins & J. Christina Wang, 2019, "How Magic a Bullet Is Machine Learning for Credit Analysis? An Exploration with FinTech Lending Data," Working Papers, Federal Reserve Bank of Boston, number 19-16, Oct, DOI: 10.29412/res.wp.2019.16.
• Yasuo Hirose & Takushi Kurozumi & Willem Van Zandweghe, 2019, "Monetary Policy and Macroeconomic Stability Revisited," Working Papers, Federal Reserve Bank of Cleveland, number 19-14, Jun, DOI: 10.26509/frbc-wp-201914.
• Lutz Kilian, 2019, "Facts and Fiction in Oil Market Modeling," Working Papers, Federal Reserve Bank of Dallas, number 1907, Sep, revised 21 Dec 2020, DOI: 10.24149/wp1907r1.
• Atsushi Inoue & Lutz Kilian, 2019, "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 1908, Aug, DOI: 10.24149/wp1908.
• Xiaoqing Zhou, 2019, "Refining the Workhorse Oil Market Model," Working Papers, Federal Reserve Bank of Dallas, number 1910, Sep, DOI: 10.24149/wp1910.
• Michael W. McCracken, 2019, "Tests of Conditional Predictive Ability: Some Simulation Evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2019-11, Mar, DOI: 10.20955/wp.2019.011.
• Michael W. McCracken, 2019, "Diverging Tests of Equal Predictive Ability," Working Papers, Federal Reserve Bank of St. Louis, number 2019-018, Jul, revised 09 Mar 2020, DOI: 10.20955/wp.2019.018.
• Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019, "Binary Conditional Forecasts," Working Papers, Federal Reserve Bank of St. Louis, number 2019-029, Oct, revised Apr 2021, DOI: 10.20955/wp.2019.029.
• Simon Freyaldenhoven, 2019, "A Generalized Factor Model with Local Factors," Working Papers, Federal Reserve Bank of Philadelphia, number 19-23, Apr, DOI: 10.21799/frbp.wp.2019.23.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2019, "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers, Federal Reserve Bank of Philadelphia, number 19-51, Dec, DOI: https://doi.org/10.21799/frbp.wp.20.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2018_07, Jan.
• Sophie van Huellen & Duo Qin, 2019, "Compulsory Schooling and Returns to Education: A Re-Examination," Econometrics, MDPI, volume 7, issue 3, pages 1-20, September.
• Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model," JRFM, MDPI, volume 12, issue 2, pages 1-9, April.
• Michael McAleer, 2019, "What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model," JRFM, MDPI, volume 12, issue 2, pages 1-7, April.
• Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1912.
• Meri Papavangjeli, 2019, "Forecasting the Albanian short-term inflation through a Bayesian VAR model," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 16-2019, Oct, revised 09 Oct 2019.
• Jim Malley & Ulrich Woitek, 2019, "Estimated Human Capital Externalities in an Endogenous Growth Framework," Working Papers, Business School - Economics, University of Glasgow, number 2019_04, Apr.
• Dimitris Korobilis, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers, Business School - Economics, University of Glasgow, number 2019_07, Sep.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "Estimation of large dimensional conditional factor models in finance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:125031.
• Michael S. Lee-Browne, 2019, "Estimating monetary policy rules in small open economies," Working Papers, The George Washington University, The Center for Economic Research, number 2019-002, May.
• Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019, "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," CERDI Working papers, HAL, number hal-02014292, Feb.
• Ramzi Benkraiem & Amine Lahiani & Anthony Miloudi & Shahbaz Muhammad, 2019, "The asymmetric role of shadow economy in the energy-growth nexus in Bolivia," Post-Print, HAL, number hal-01935226, DOI: 10.1016/j.enpol.2018.10.060.
• Jean-Pierre Florens & Christian Gouriéroux & Alain Monfort, 2019, "Model Risk Management: Limits and Future of Bayesian Approaches," Post-Print, HAL, number hal-02952910, Dec, DOI: 10.15609/annaeconstat2009.136.0001.
• Philipp Ketz, 2019, "Testing overidentifying restrictions with a restricted parameter space," Post-Print, HAL, number halshs-02492665, Dec, DOI: 10.1016/j.econlet.2019.108743.
• Philipp Ketz, 2019, "Testing overidentifying restrictions with a restricted parameter space," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02492665, Dec, DOI: 10.1016/j.econlet.2019.108743.
• Marleen Marra, 2024, "Estimating and Auction Platform Game with Two-Sided Entry," Sciences Po Economics Publications (main), HAL, number hal-03393068, Jun.
• Mai Nguyen & Marie-Ange Véganzonès-Varoudakis, 2019, "Investment climate, outward orientation and manufacturing firm productivity: New empirical evidence," Working Papers, HAL, number hal-02014292, Feb.
• Tim Xiao, 2019, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," Working Papers, HAL, number hal-02165501, Jun.
• Marleen Marra, 2024, "Estimating and Auction Platform Game with Two-Sided Entry," Working Papers, HAL, number hal-03393068, Jun.
• Valentin Jouvanceau, 2019, "New Evidence on the Effects of Quantitative Easing," Working Papers, HAL, number halshs-02073826.
• Marleen Marra, 2024, "Estimating and Auction Platform Game with Two-Sided Entry," Sciences Po Economics Discussion Papers, HAL, number hal-03393068, Jun.
• Ferguson, Shon & Smith, Aaron, 2019, "Import Demand Elasticities Based on Quantity Data: Theory and Evidence," Working Paper Series, Research Institute of Industrial Economics, number 1296, Aug, revised 30 Jun 2021.
• Karlsson, Sune & Österholm, Pär, 2019, "The Relation between the Corporate Bond-Yield Spread and the Real Economy: Stable or TimeVarying?," Working Papers, Örebro University, School of Business, number 2019:7, Sep.
• Dapi, Bjorn & Nymoen, Ragnar & Sparrman, Victoria, 2019, "Robustness of the Norwegian wage formation system and free EU labour movement. Evidence from wage data for natives," Memorandum, Oslo University, Department of Economics, number 1/2019, Feb.
• Isabel Martínez Martín & Miguel Sánchez Galindo & César Pérez López & Rosa Santero Sánchez, 2019, "Evaluación del impacto del programa Redes de Innovación al Servicio de la Competitividad (RISC)," Hacienda Pública Española / Review of Public Economics, IEF, volume 229, issue 2, pages 59-86, June.
• Claveria, Oscar, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 53, issue , pages 1-003, DOI: 10.1186/s12651-019-0253-4.
• Claveria, Oscar, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 53, issue 1, pages 1-3, DOI: 10.1186/s12651-019-0253-4.
• Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Applied Macroeconomic Modelling," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2019n12, Oct.
• Nicky L. Grant & Richard J. Smith, 2019, "Generalised Anderson-Rubin statistic based inference in the presence of a singular moment variance matrix," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/19, Jan.
• Daniel Wilhelm, 2019, "Testing for the presence of measurement error," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP48/19, Sep.
• Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019, "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/68, Feb.
• Maria Teresa Medeiros Garcia & Ana Catarina Gomes Rodrigues, 2019, "The dynamic relationship between stock market indexes and foreign exchange," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/90, Sep.
• Jäger, Simon & Schoefer, Benjamin & Zweimüller, Josef, 2019, "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," IZA Discussion Papers, IZA Network @ LISER, number 12127, Jan.
• Emmanuel Antwi & Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2019, "Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 3, pages 93-105, Summer.
• Yongquan Cao & Grey Gordon, 2019, "A Practical Approach to Testing Calibration Strategies," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 3, pages 1165-1182, March, DOI: 10.1007/s10614-018-9793-x.
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• Nels Christiansen & John H. Kagel, 2019, "Reference point effects in legislative bargaining: experimental evidence," Experimental Economics, Springer;Economic Science Association, volume 22, issue 3, pages 735-752, September, DOI: 10.1007/s10683-017-9559-7.
• Riadh Abed & Amna Zardoub, 2019, "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, volume 16, issue 4, pages 701-719, October, DOI: 10.1007/s10368-019-00444-3.
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• Kenkin Morales-González & William Manjarrés de Ávila & Sadan de la Cruz Almanza, 2019, "Assessing the Employment Public Service: its effects on formal labour insertion in the metropolitan area of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 91, pages 211-239, Julio - D, DOI: 10.17533/udea.le.n91a07.
• Schlicht, Ekkehart, 2019, "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," Discussion Papers in Economics, University of Munich, Department of Economics, number 69765, Nov.
• Andrea Bastianin, 2019, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers, University of Milano-Bicocca, Department of Economics, number 408, May, revised 06 May 2019.
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• Lutho Mbekeni & Andrew Phiri, 2019, "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers, Department of Economics, Nelson Mandela University, number 1903, May, revised May 2019.
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• Andrew Phiri, 2019, "Is Neo-Fisherian ‘alive’ in South Africa? A frequency domain causality approach," Working Papers, Department of Economics, Nelson Mandela University, number 1911, Nov, revised Nov 2019.
• Christophe Chorro & R.H. Fanirisoa Zazaravaka, 2019, "Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19014, Oct.
• Christophe Chorro & R.H. Fanirisoa Zazaravaka, 2019, "Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19014r, Oct, revised Oct 2020.
• Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019, "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/19.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019, "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25481, Jan.
• Lars Peter Hansen & Thomas J. Sargent, 2019, "Macroeconomic Uncertainty Prices when Beliefs are Tenuous," NBER Working Papers, National Bureau of Economic Research, Inc, number 25781, Apr.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019, "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers, National Bureau of Economic Research, Inc, number 25980, Jun.
• Matthew Backus & Sida Peng, 2019, "On Testing Continuity and the Detection of Failures," NBER Working Papers, National Bureau of Economic Research, Inc, number 26016, Jun.
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• P Gorgi & P R Hansen & P Janus & S J Koopman, 2019, "Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 1, pages 1-32.
• Rangan Gupta & Mark Wohar, 2019, "The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom: evidence from over 150 years of data," Economics and Business Letters, Oviedo University Press, volume 8, issue 3, pages 138-146.
• Jennifer Castle & Takamitsu Kurita, 2019, "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 866, Jan.
• Mora Rodríguez, Jhon James & González Terán, Ángela María, 2019, "Progresos educativos intergeneracionales: un análisis para Colombia || Intergenerational educational progress: an analysis for Colombia," 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, volume 28, issue 1, pages 143-159, December.
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• Carlos A. Abanto-Valle & Hernán B. Garrafa-Aragón, 2019, "Threshold Stochastic Volatility Models with Heavy Tails:A Bayesian Approach," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 83, pages 32-53.
• Dhruv Grover & Sebastian Bauhoff & Jed Friedman, 2019, "Using supervised learning to select audit targets in performance-based financing in health: An example from Zambia," PLOS ONE, Public Library of Science, volume 14, issue 1, pages 1-13, January, DOI: 10.1371/journal.pone.0211262.
• Rossi, Barbara & Wang, Yiru, 2019, "Vector autoregressive-based Granger causality test in the presence of instabilities," MPRA Paper, University Library of Munich, Germany, number 101492, Dec.
• Asongu, Simplice & Nting, Rexon & Nnanna, Joseph, 2019, "Linkages between Globalisation, Carbon dioxide emissions and Governance in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 101534, Jan.
• Asongu, Simplice, 2019, "The persistence of global terrorism," MPRA Paper, University Library of Munich, Germany, number 101536, Jan.
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• Asongu, Simplice & Odhiambo, Nicholas, 2019, "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 102035, Jan.
• Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2019, "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 111037.
• Hollenbeck, Brett & Taylor, Wayne, 2019, "Leveraging Loyalty Programs Using Competitor Based Targeting," MPRA Paper, University Library of Munich, Germany, number 92900.
• Kiviet, Jan, 2019, "Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues," MPRA Paper, University Library of Munich, Germany, number 93147, Apr.
• Yang, Bill Huajian, 2019, "Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models," MPRA Paper, University Library of Munich, Germany, number 93398, Mar.
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• Asongu, Simplice & Odhiambo, Nicholas, 2019, "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," MPRA Paper, University Library of Munich, Germany, number 93530, Jan.
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• Hein, Yarzar & Vijitsrikamol, Kampanat & Attavanich, Witsanu & Janekarnkij, Penporn, 2019, "Economic Assessment of Climate Adaptation Options in Myanmar Rice-Based Farming System," MPRA Paper, University Library of Munich, Germany, number 93587, Jan, revised Mar 2019.
• Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019, "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper, University Library of Munich, Germany, number 93634, Apr.
• Asongu, Simplice & Odhiambo, Nicholas, 2019, "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 93660, Jan.
• Xiao, Tim, 2019, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," MPRA Paper, University Library of Munich, Germany, number 94135, Mar.
• Mbekeni, Lutho & Phiri, Andrew, 2019, "South African unemployment in the post-financial crisis era: What are the determinants?," MPRA Paper, University Library of Munich, Germany, number 94159, May.
• Xiao, Tim, 2019, "Pricing Interest Rate Swap Subject to Bilateral Counterparty Risk," MPRA Paper, University Library of Munich, Germany, number 94233, May.
• Korobilis, Dimitris, 2019, "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper, University Library of Munich, Germany, number 96079, Sep.
• Sucarrat, Genaro, 2019, "User-Specified General-to-Specific and Indicator Saturation Methods," MPRA Paper, University Library of Munich, Germany, number 96148, Sep.
• Jackson, Emerson Abraham & Tamuke, Edmund & Jabbie, Mohamed, 2019, "Disaggregated Short-Term Inflation Forecast (STIF) for Monetary Policy Decision in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 96735, Sep, revised 26 Nov 2019.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," MPRA Paper, University Library of Munich, Germany, number 96845, Sep, revised 23 Dec 2019.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.