Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2019

• Aknouche, Abdelhakim & Francq, Christian, 2019, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," MPRA Paper, University Library of Munich, Germany, number 97382, Dec.
• Pincheira, Pablo & Hernández, Ana María, 2019, "Forecasting Unemployment Rates with International Factors," MPRA Paper, University Library of Munich, Germany, number 97855, Dec.
• Zarei, Samira, 2019, "How do Real Exchange Rate Movements Affect the Economic Growth in Iran?," MPRA Paper, University Library of Munich, Germany, number 99102, Dec.
• Jiřina Kocourková & Anna Šťastná & Alena Černíková, 2019, "Vliv ekonomické krize na úroveň plodnosti ve státech Evropské unie
  [The Impact of the Economic Crisis on Fertility Levels in EU Member States]," Politická ekonomie, Prague University of Economics and Business, volume 2019, issue 1, pages 82-104, DOI: 10.18267/j.polek.1230.
• Consuela DICU & Maria Daniela BONDOC & Mihaela Bianca POPESCU, 2019, "A Quantitative Approach To Profitability Ratios," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 18, issue 1, pages 57-65.
• A Clements & D Preve, 2019, "A Practical Guide to Harnessing the HAR Volatility Model," NCER Working Paper Series, National Centre for Econometric Research, number 120, Apr.
• Liurui Deng & Lan Yang & Bolin Ma, 2019, "How Does a Portfolio Manager Balance the Relationship Between Money Management and Investment?," Applied Economics and Finance, Redfame publishing, volume 6, issue 4, pages 62-71, July.
• Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019, "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers, Red Investigadores de Economía, number 7, Jun.
• Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019, "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers, Red Investigadores de Economía, number 8, Jun.
• Roohollah Aboojafari & Alireza Daliri & Farhad Taghizadeh-Hesary & Mohammad Mokhtari & Mohsen Ekhtiari, 2019, "The Role of Credit Guarantee Schemes in the Development of Small and Medium-Sized Enterprises with an Emphasis on Knowledge-Based Enterprises," ADBI Working Papers, Asian Development Bank Institute, number 930, Mar.
• Nikita Moiseev & Andrei Volodin, 2019, "Increasing the accuracy of macroeconomic time series forecast by incorporating functional and correlational dependencies between them," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 53, pages 119-137.
• Aleksander Tsyganov & Valery Baskakov & Andrey Yazykov & Nikolay Sheparnev & Evgeny Yanenko & Yulia Grysenkova, 2019, "The impact of the bonus-malus system on the insurance ratemaking in the system of compulsory insurance of the responsibility of transport owners in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 56, pages 123-141.
• Ayberk Şeker, 2019, "Türki̇ye’Ni̇n D-8 Ülkeleri̇ne İhracat Potansi̇yeli̇ni̇n Anali̇zi̇: Panel Çeki̇m Modeli̇ Yaklaşimi," Academic Review of Humanities and Social Sciences, Bursa Teknik Üniversitesi, volume 2, issue 3, pages 236-255.
• Andrew Phiri, 2019, "The Feldstein-Horioka Puzzle and the Global Financial Crisis: Evidence from South Africa using Asymmetric Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 72, issue 2, pages 139-170.
• Fuad Fuad & Agung Juliarto & Puji Harto, 2019, "Does IFRS convergence really increase accounting qualities?Emerging market evidence," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 24, issue 48, pages 205-220.
• I. O. Oseni & A. T. Okwu & D. A. Babalola & S. B. Adegboyega, 2019, "Recession and the Challenge of Sustainable Economic Growth in Nigeria: An Evaluation of Macroeconomic Policies," Tanzanian Economic Review, Department of Economics, University of Dar es Salaam, volume 9, issue 1, pages 93-112.
• Ljupka Naumovska & Gordana Serafimovic & Ljupco Efremov, 2019, "Exposure And Use Of Mobile Media Devices By Children: Challenges And Implications," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 10, issue 1, pages 125-134.
• Paolo Andreini & Donato Ceci, 2019, "A Horse Race in High Dimensional Space," CEIS Research Paper, Tor Vergata University, CEIS, number 452, Feb, revised 14 Feb 2019.
• Viviana Celli, 2019, "Causal Mediation Analysis in Economics: objectives, assumptions, models," Working Papers, Sapienza University of Rome, DISS, number 12/19, Nov.
• Vincenzo Candila & Antonio Scognamillo, 2019, "On the Longshot Bias in Tennis Betting Markets: The Casco Normalization," Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno, number 3_236, Mar.
• Alex Karagrigoriou & George-Jason Siouris & Despoina Skilogianni, 2019, "Adjusted Evaluation Measures for Asymmetrically Important Data," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 4, issue 1, pages 41-66, June, DOI: 10.33119/ERFIN.2019.4.1.3.
• Duo Qin & Sophie van Huellen & Raghda Elshafie & Yimeng Liu & Thanos Moraitis, 2019, "A Principled Approach to Assessing Missing-Wage Induced Selection Bias," Working Papers, Department of Economics, SOAS University of London, UK, number 216, Jan.
• Fernando Fernandes Neto & Claudio Garcia, Rodrigo de Losso da Silveira Bueno, Pedro Delano Cavalcanti, Alemayehu Solomon Admas, 2019, "Deep Haar Scattering Networks in Unidimensional Pattern Recognition Problems," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_16, May.
• Yan Gao & Xinyu Zhang & Shouyang Wang & Terence Tai-leung Chong & Guohua Zou, 2019, "Frequentist model averaging for threshold models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, volume 71, issue 2, pages 275-306, April, DOI: 10.1007/s10463-017-0642-9.
• Gianna Figá-Talamanca & Marco Patacca, 2019, "Does market attention affect Bitcoin returns and volatility?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 135-155, June, DOI: 10.1007/s10203-019-00258-7.
• Dilip B. Madan & Sofie Reyners & Wim Schoutens, 2019, "Advanced model calibration on bitcoin options," Digital Finance, Springer, volume 1, issue 1, pages 117-137, November, DOI: 10.1007/s42521-019-00002-1.
• Jose Ignacio Gimenez-Nadal & Miguel Lafuente & Jose Alberto Molina & Jorge Velilla, 2019, "Resampling and bootstrap algorithms to assess the relevance of variables: applications to cross section entrepreneurship data," Empirical Economics, Springer, volume 56, issue 1, pages 233-267, January, DOI: 10.1007/s00181-017-1355-x.
• Martin Gürtler, 2019, "Dynamic analysis of trade balance behavior in a small open economy: the J-curve phenomenon and the Czech economy," Empirical Economics, Springer, volume 56, issue 2, pages 469-497, February, DOI: 10.1007/s00181-018-1445-4.
• Andrea Beccarini, 2019, "Testing for the omission of relevant variables and regime-switching misspecification," Empirical Economics, Springer, volume 56, issue 3, pages 775-796, March, DOI: 10.1007/s00181-017-1373-8.
• Simplice Asongu & Vanessa Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2019, "Fighting terrorism in Africa: evidence from bundling and unbundling institutions," Empirical Economics, Springer, volume 56, issue 3, pages 883-933, March, DOI: 10.1007/s00181-017-1378-3.
• Natalia Ponomareva & Jeffrey Sheen & Ben Zhe Wang, 2019, "The common component of bilateral US exchange rates: to what is it related?," Empirical Economics, Springer, volume 56, issue 4, pages 1251-1268, April, DOI: 10.1007/s00181-017-1395-2.
• Oscar Claveria, 2019, "Forecasting the unemployment rate using the degree of agreement in consumer unemployment expectations," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 53, issue 1, pages 1-10, December, DOI: 10.1186/s12651-019-0253-4.
• Nicolas Hérault & Stephen P. Jenkins, 2019, "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 17, issue 1, pages 51-76, March, DOI: 10.1007/s10888-019-09408-8.
• Takamitsu Kurita, 2019, "A Recursive Monte Carlo Study of Structural-Break Sensitivity of Adjustment Coefficients in Cointegrated VAR Systems," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 251-270, June, DOI: 10.1007/s40953-019-00162-2.
• Gaetano Lisi, 2019, "Hedonic pricing models and residual house price volatility," Letters in Spatial and Resource Sciences, Springer, volume 12, issue 2, pages 133-142, August, DOI: 10.1007/s12076-019-00232-2.
• Gabriel Rodríguez & Junior A. Ojeda Cunya & José Carlos Gonzáles Tanaka, 2019, "An empirical note about estimation and forecasting Latin American Forex returns volatility: the role of long memory and random level shifts components," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 18, issue 2, pages 107-123, June, DOI: 10.1007/s10258-019-00156-1.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2019, "The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 81, issue 1, pages 201-233, September, DOI: 10.1007/s13571-019-00189-8.
• Astrid Ayala & Szabolcs Blazsek, 2019, "Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 1, pages 65-92, March, DOI: 10.1007/s13209-018-0186-0.
• Sara Rica & Lucía Gorjón, 2019, "Assessing the impact of a minimum income scheme: the Basque Country case," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 10, issue 3, pages 251-280, November, DOI: 10.1007/s13209-019-00203-2.
• Aloisio Campelo & Ataman Ozyildirim & Jing Sima-Friedman & Paulo Picchetti & Sarah Piassi Machado Lima, 2019, "Coincident and Leading Indicators for Brazilian Cycles," Societies and Political Orders in Transition, Springer, in: Sergey Smirnov & Ataman Ozyildirim & Paulo Picchetti, "Business Cycles in BRICS", DOI: 10.1007/978-3-319-90017-9_18.
• Paolo Brunori & Vito Peragine & Laura Serlenga, 2019, "Upward and downward bias when measuring inequality of opportunity," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 52, issue 4, pages 635-661, April, DOI: 10.1007/s00355-018-1165-x.
• Giorgio d’Agostino & Luca Pieroni, 2019, "Modelling Corruption Perceptions: Evidence from Eastern Europe and Central Asian Countries," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 311-341, February, DOI: 10.1007/s11205-018-1886-3.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2019, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 143, issue 3, pages 1271-1297, June, DOI: 10.1007/s11205-018-2009-x.
• Emerson JACKSON & Edmund TAMUKE, 2019, "Predicting Disaggregated Tourist Arrivals In Sierra Leone Using Arima Model," Theoretical and Practical Research in the Economic Fields, ASERS Publishing, volume 10, issue 2, pages 132-142.
• Ragnar Nymoen & Victoria Sparrman & Bjorn Dapi, 2019, "Robustness of the Norwegian wage formation system and free EU labour movement. Evidence from wage data for natives," Discussion Papers, Statistics Norway, Research Department, number 895, Feb.
• Anders Rygh Swensen & Pål Boug & Ådne Cappelen & Eilev S. Jansen, 2019, "The consumption Euler equation or the Keynesian consumption function?," Discussion Papers, Statistics Norway, Research Department, number 904, Apr.
• Brita Bye & Marit Klemetsen & Arvid Raknerud, 2019, "The impact of public R&D support on firms' patenting," Discussion Papers, Statistics Norway, Research Department, number 911, Jul.
• Aleksandr M. Batkovskiy & Alexey E. Kurennykh & Elena G. Semenova & Vladimir A. Sudakov & Alena V. Fomina & Viktor M. Balashov, 2019, "Sustainable project management for multi-agent development of enterprise information systems," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 1, pages 278-290, September, DOI: 10.9770/jesi.2019.7.1(21).
• Adam Kuèera & Evžen Koèenda & Aleš Maršál, 2019, "Yield Curve Dynamics and Fiscal Policy Shocks," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 2/2019, Mar.
• Philip Hans Franses & Eva Janssens, 2019, "Spurious principal components," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 1, pages 37-39, January, DOI: 10.1080/13504851.2018.1433292.
• Katja Heinisch & Axel Lindner, 2019, "For how long do IMF forecasts of world economic growth stay up-to-date?," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 3, pages 255-260, February, DOI: 10.1080/13504851.2018.1459035.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1695-1707, October, DOI: 10.1080/01621459.2018.1512864.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "On the Identification of Fractionally Cointegrated VAR Models With the Condition," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 1, pages 134-146, January, DOI: 10.1080/07350015.2017.1294077.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2019, "Poorly Measured Confounders are More Useful on the Left than on the Right," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 205-216, April, DOI: 10.1080/07350015.2018.1462710.
• Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2019, "The endo–exo problem in high frequency financial price fluctuations and rejecting criticality," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 7, pages 1165-1178, July, DOI: 10.1080/14697688.2018.1550266.
• Simplice A. Asongu & John C. Anyanwu & Vanessa S. Tchamyou, 2019, "Technology-driven information sharing and conditional financial development in Africa," Information Technology for Development, Taylor & Francis Journals, volume 25, issue 4, pages 630-659, October, DOI: 10.1080/02681102.2017.1311833.
• Fethi Ogunc, 2019, "A Bayesian VAR Approach to Short-Term Inflation Forecasting," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1925.
• Martin Wiegand, 2019, "Do early-ending conditional cash transfer programs crowd out school enrollment?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-053/V, Jul.
• Barbara Rossi & Yiru Wang, 2019, "Vector autoregressive-based Granger causality test in the presence of instabilities," Stata Journal, StataCorp LLC, volume 19, issue 4, pages 883-899, December, DOI: 10.1177/1536867X19893631.
• Laura Garcia-Jorcano & Alfonso Novales, 2019, "A dominance approach for comparing the performance of VaR forecasting models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-23, Sep.
• Enoch Cheng & Clemens C. Struck, 2019, "Time-Series Momentum: A Monte-Carlo Approach," Working Papers, School of Economics, University College Dublin, number 201906, Mar.
• Anna Conte & Peter G Moffatt & Mary Riddel, 2019, "The Multivariate Random Preference Estimatorfor Switching Multiple Price List Data," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-04, Nov.
• Anton Grui & Artem Vdovychenko, 2019, "Quarterly Projection Model for Ukraine," Working Papers, National Bank of Ukraine, number 03/2019, Sep.
• Sylvain Barde, 2019, "Macroeconomic simulation comparison with a multivariate extension of the Markov Information Criterion," Studies in Economics, School of Economics, University of Kent, number 1908, Jun.
• David M. Kaplan, 2019, "Unbiased Estimation as a Public Good," Working Papers, Department of Economics, University of Missouri, number 1911, Sep.
• Yiru Wang & Barbara Rossi, 2019, "VAR-based Granger-causality test in the presence of instabilities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1642, Jan.
• Qazi Haque, 2019, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 19-10.
• Nail Kashaev & Bruno Salcedo, 2019, "Discerning Solution Concepts," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20193.
• Katrina J. Davis & Michael Burton & Marit E. Kragt, 2019, "Scale Heterogeneity and Its Implications for Discrete Choice Analysis," Land Economics, University of Wisconsin Press, volume 95, issue 3, pages 353-368.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019, "Inclusive development in enviromental sustainability in Sub-Saharan Africa: Insights from governance mechanisms," Working Papers, University of South Africa, Department of Economics, number 25226, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019, "Economic development thresholds for a green economy in Sub-Saharan Africa," Working Papers, University of South Africa, Department of Economics, number 25252, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019, "Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa," Working Papers, University of South Africa, Department of Economics, number 25253, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2019, "Enhancing governance for environmental sustainability in Sub-Saharan Africa," Working Papers, University of South Africa, Department of Economics, number 26282, Dec.
• Atsushi Inoue & Lutz Kilian, 2019, "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 19-00001, Mar.
• Kita-Wojciechowska Kinga & Kidziński Łukasz, 2019, "Google Street View image predicts car accident risk," Central European Economic Journal, Sciendo, volume 6, issue 53, pages 151-163, January, DOI: 10.2478/ceej-2019-0011.
• Kita-Wojciechowska Kinga & Kidziński Łukasz, 2019, "Google Street View image predicts car accident risk," Central European Economic Journal, Sciendo, volume 6, issue 53, pages 151-163, January, DOI: 10.2478/ceej-2019-0011.
• Zyga Jacek, 2019, "Data Selection as the Basis for Better Value Modelling," Real Estate Management and Valuation, Sciendo, volume 27, issue 1, pages 25-34, March, DOI: 10.2478/remav-2019-0003.
• Adamczyk Tomasz & Bieda Agnieszka & Parzych Piotr, 2019, "Principles and Criteria for using Statistical Parametric Models and Conditional Models for Valuation of Multi-Component Real Estate," Real Estate Management and Valuation, Sciendo, volume 27, issue 2, pages 33-43, June, DOI: 10.2478/remav-2019-0013.
• Gnat Sebastian, 2019, "The Impact of the Training Set Size on the Classification of Real Estate with an Increased Fiscal Burden," Real Estate Management and Valuation, Sciendo, volume 27, issue 2, pages 53-62, June, DOI: 10.2478/remav-2019-0015.
• Mateusz Buczyński & Marcin Chlebus, 2019, "Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-12.
• Patrick Kline & Christopher R. Walters, 2019, "On Heckits, LATE, and Numerical Equivalence," Econometrica, Econometric Society, volume 87, issue 2, pages 677-696, March, DOI: 10.3982/ECTA15444.
• Michael W. McCracken & Joseph T. McGillicuddy, 2019, "An empirical investigation of direct and iterated multistep conditional forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 2, pages 181-204, March, DOI: 10.1002/jae.2668.
• Gabriele Fiorentini & Enrique Sentana, 2019, "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 325-346, April, DOI: 10.1002/jae.2678.
• Matteo Barigozzi & Christian Brownlees, 2019, "NETS: Network estimation for time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 3, pages 347-364, April, DOI: 10.1002/jae.2676.
• Florian Huber & Gregor Kastner & Martin Feldkircher, 2019, "Should I stay or should I go? A latent threshold approach to large‐scale mixture innovation models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 5, pages 621-640, August, DOI: 10.1002/jae.2680.
• João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti, 2019, "Modeling and forecasting the oil volatility index," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 8, pages 773-787, December, DOI: 10.1002/for.2598.
• Martín Almuzara & Dante Amengual & Enrique Sentana, 2019, "Normality tests for latent variables," Quantitative Economics, Econometric Society, volume 10, issue 3, pages 981-1017, July, DOI: 10.3982/QE859.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Environmental degradation and inclusive human development in sub‐Saharan Africa," Sustainable Development, John Wiley & Sons, Ltd., volume 27, issue 1, pages 25-34, January, DOI: 10.1002/sd.1858.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms," Sustainable Development, John Wiley & Sons, Ltd., volume 27, issue 4, pages 713-724, July, DOI: 10.1002/sd.1936.
• Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.
• Christopher Kath & Weronika Nitka & Tomasz Serafin & Tomasz Weron & Przemyslaw Zaleski & Rafal Weron, 2019, "Balancing RES generation: Profitability of an energy trader," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/07, Dec.
• Katarzyna Maciejowska & Weronika Nitka & Tomasz Weron, 2019, "Enhancing load, wind and solar generation forecasts in day-ahead forecasting of spot and intraday electricity prices," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/08, Dec.
• Dakyung Seong & Jin Seo Cho & Timo Terasvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2019rwp-151, Nov.
• Oh, Ilfan, 2019, "Autonomy of profit rate distribution and its dynamics from firm size measures: A statistical equilibrium approach," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 146.
• Tölö, Eero, 2019, "Predicting systemic financial crises with recurrent neural networks," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2019.
• Eraslan, Sercan & Schröder, Maximilian, 2019, "Nowcasting GDP with a large factor model space," Discussion Papers, Deutsche Bundesbank, number 41/2019.
• Szomolányi, Karol & Lukáčik, Martin & Lukáčiková, Adriana, 2019, "Analysis of Asymmetry in Slovak Gasoline and Diesel Retail Market," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019".
• Jackson, Emerson Abraham & Tamuke, Edmund, 2019, "Predicting disaggregated tourist arrivals in Sierra Leone using ARIMA model," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202547.
• Jaramillo, Miguel, 2019, "The unprotecting effects of employment protection: the impact of the 2001 labor reform in Peru," GLO Discussion Paper Series, Global Labor Organization (GLO), number 299.
• Schlicht, Ekkehart, 2019, "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-22.
• Thompson, Erica L. & Smith, Leonard A., 2019, "Escape from model-land," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-23.
• Brighton, Henry, 2019, "Beyond quantified ignorance: Rebuilding rationality without the bias bias," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-25.
• Thompson, Erica L. & Smith, Leonard A., 2019, "Escape from model-land," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-17, DOI: 10.5018/economics-ejournal.ja.2019-.
• Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019, "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-002.
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2019, "VCRIX - a volatility index for crypto-currencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-027.
• Claudio, João C. & Heinisch, Katja & Holtemöller, Oliver, 2019, "Nowcasting East German GDP growth: A MIDAS approach," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 24/2019.
• Liang, Chong & Schienle, Melanie, 2019, "Determination of vector error correction models in high dimensions," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 124, DOI: 10.5445/IR/1000092474.
• Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2019, "Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/10, DOI: 10.2139/ssrn.3435054.
• Dominika Moravcikova & Anna Krizanova, 2019, "The Effectiveness Of Facebook Promoting The Brands Of Slovak Wellness Hotels Based On The Dea Methodology," CBU International Conference Proceedings, ISE Research Institute, volume 7, issue 0, pages 221-227, September, DOI: 10.12955/cbup.v7.1365.
• Atefeh Hasan-Zadeh, 2019, "Mathematical Modelling Of Decision-Making Application To Investment," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 1-14, June.
• Daniel Borup & Bent Jesper Christensen & Yunus Emre Ergemen, 2019, "Assessing predictive accuracy in panel data models with long-range dependence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-04, Mar.
• Kristoffer Pons Bertelsen, 2019, "Comparing Tests for Identification of Bubbles," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-16, Oct.
• Dakyung Seong & Jin Seo Cho & Timo Teräsvirta, 2019, "Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-17, Nov.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-18, Nov.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2019, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-19, Nov.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/006, Jan.
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/011, Jan.
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/010, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," CEREDEC Working Papers, Centre de Recherche pour le Développement Economique (CEREDEC), number 19/011, Jan.
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• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/010, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., 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 of the African Governance and Development Institute., African Governance and Development Institute., number 19/051, Jan.
• Simplice A. Asongu, 2019, "The persistence of global terrorism," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/053, Jan.
• Simplice A. Asongu, 2019, "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/057, Jan.
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• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina P. Tchamyou, 2019, "Fighting terrorism in Africa when existing terrorism levels matter," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/084, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2019, "Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/090, Jan.
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