Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2020

• 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 Jerábek, 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.
• Massimiliano Mazzanti & Antonio Musolesi, 2020, "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 1420, Sep, revised Sep 2020.
• Andrey Zahariev & Mikhail Zveryаkov & Stoyan Prodanov & Galina Zaharieva & Petko Angelov & Silvia Zarkova & Mariana Petrova, 2020, "Debt management evaluation through Support Vector Machines: on the example of Italy and Greece," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 2382-2393, March, DOI: 10.9770/jesi.2020.7.3(61).
• María Torrado & Álvaro Escribano, 2020, "European gasoline markets: price transmission asymmetries in mean and variance," Applied Economics, Taylor & Francis Journals, volume 52, issue 42, pages 4621-4638, September, DOI: 10.1080/00036846.2020.1739224.
• Andrea Bastianin, 2020, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Applied Economics, Taylor & Francis Journals, volume 52, issue 7, pages 637-670, February, DOI: 10.1080/00036846.2019.1640862.
• Xingwei Hu, 2020, "A theory of dichotomous valuation with applications to variable selection," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 10, pages 1075-1099, November, DOI: 10.1080/07474938.2020.1735750.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2020, "Linkages between Globalisation, Carbon Dioxide Emissions and Governance in Sub-Saharan Africa," International Journal of Public Administration, Taylor & Francis Journals, volume 43, issue 11, pages 949-963, August, DOI: 10.1080/01900692.2019.1663530.
• Cross, James L. & Nguyen, Bao H. & Tran, Trung Duc, 2020, "The role of precautionary and speculative demand in the global market for crude oil," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-02.
• Mahmut Gunay, 2020, "Nowcasting Turkish GDP Growth with Targeted Predictors: Fill in the Blanks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2006.
• Paolo Gorgi & Siem Jan Koopman, 2020, "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-004/III, Jan.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-015/III, Mar.
• Leandro De Magalhaes & Dominik Hangartner & Salomo Hirvonen & Jaakko Meriläinen & Nelson A. Ruiz, 2020, "How Much Should We Trust Regression Discontinuity Design Estimates? Evidence from Experimental Benchmarks of the Incumbency Advantage," Discussion Papers, Aboa Centre for Economics, number 135, Aug.
• Cheng Chou & Ruoyao Shi, 2020, "Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202018, Jul.
• 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 Connecticut, Department of Economics, number 2020-08, Aug.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020, "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance, University of St. Gallen, School of Finance, number 2001, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2020, "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers, University of South Africa, Department of Economics, number 26636, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2020, "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers, University of South Africa, Department of Economics, number 26732, Oct.
• Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020, "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers, University of Verona, Department of Economics, number 13/2020, Jun.
• Vuković Marija & Pivac Snježana & Babić Zoran, 2020, "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 6, issue 2, pages 58-68, December, DOI: 10.2478/crebss-2020-0011.
• Kubus Mariusz, 2020, "Evaluation of Resampling Methods in the Class Unbalance Problem," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 1, pages 39-50, March, DOI: 10.15611/eada.2020.1.04.
• Migut Grzegorz, 2020, "Assessment of the Influence of Dependent Variable Distribution on Selected Goodness of Fit Measures Using the Example of Customer Churn Model," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 24, issue 1, pages 51-70, March, DOI: 10.15611/eada.2020.1.05.
• Kubus Mariusz, 2020, "The Influence of Unbalanced Economic Data on Feature Selection and Quality of Classifiers," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 1, pages 232-247, June, DOI: 10.2478/foli-2020-0014.
• Zanka Mikhail, 2020, "A Comparison of Variables Selection Methods and their Sequential Application: A Case Study of the Bankruptcy of Polish Companies," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 1, pages 531-543, June, DOI: 10.2478/foli-2020-0031.
• Mbekeni Lutho & Phiri Andrew, 2020, "South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 2, pages 230-248, December, DOI: 10.2478/foli-2020-0046.
• Szkutnik Tomasz, 2020, "Identification of Outliers in High Density Areas with the Use of a Quantile Regression Model," Folia Oeconomica Stetinensia, Paradigm, volume 20, issue 2, pages 375-391, December, DOI: 10.2478/foli-2020-0054.
• Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
• Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
• Marcin Chlebus & Maciej Stefan Świtała, 2020, "So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-16.
• Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
• Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
• Mateusz Heba & Marcin Chlebus, 2020, "Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-30.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020, "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-34.
• Piotr Wójcik & Bartłomiej Wieczorek, 2020, "We have just explained real convergence factors using machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-38.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Julia Grübler & Oliver Reiter, 2020, "Non-tariff Trade Policy Analysis: An Ex-post Assessment of the EU-Korea Agreement," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 182, Aug.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020, "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, volume 28, issue 4, pages 581-620, October, DOI: 10.1111/ecot.12251.
• Michael W. McCracken, 2020, "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, volume 88, issue 4, pages 1753-1754, July, DOI: 10.3982/ECTA17523.
• Xiaoqing Zhou, 2020, "Refining the workhorse oil market model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 130-140, January, DOI: 10.1002/jae.2743.
• Jonas Dovern & Hans Manner, 2020, "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 440-456, June, DOI: 10.1002/jae.2755.
• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020, "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 5, pages 645-652, August, DOI: 10.1002/jae.2760.
• Duc Khuong Nguyen & Thomas Walther, 2020, "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 126-142, March, DOI: 10.1002/for.2617.
• Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead, 2020, "Validity and reliability of contingent valuation and life satisfaction measures of welfare: An application to the value of national Olympic success," Southern Economic Journal, John Wiley & Sons, volume 87, issue 1, pages 316-330, July, DOI: 10.1002/soej.12453.
• Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020, "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2020.
• Kilian, Lutz, 2020, "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series, Center for Financial Studies (CFS), number 649.
• Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
• Vrigazova, Borislava, 2020, "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020".
• Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020, "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 11-2020.
• Nelson, Jon Paul, 2020, "Fixed-effect versus random-effects meta-analysis in economics: A study of pass-through rates for alcohol beverage excise taxes," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-1.
• Brighton, Henry, 2020, "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2020-.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2020, "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-009.
• Schlösser, Alexander, 2020, "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 838, DOI: 10.4419/86788971.
• Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020, "Effects of rural electrification on employment: A comment on Dinkelman (2011)," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 840, DOI: 10.4419/86788973.
• Zhu, Junyi & Steiner, Viktor, 2020, "A Joint Top Income and Wealth Distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224651.

2019

• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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.
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• 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, Paradigm, volume 27, issue 2, pages 33-43, June, DOI: 10.2478/remav-2019-0013.
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• 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.
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• 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.
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• 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.
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