Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2019

• 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.
• 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.
• Wouter Nientker & Rob Alessie, 2019, "Female Labor Market Participation Across Cohorts: Evidence from the Netherlands," De Economist, Springer, volume 167, issue 4, pages 407-433, December, DOI: 10.1007/s10645-019-09352-y.
• 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.
• 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.
• David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing DSGE Models by Indirect Inference: a Survey of Recent Findings," Open Economies Review, Springer, volume 30, issue 3, pages 593-620, July, DOI: 10.1007/s11079-019-09526-w.
• Byung-hill Jun & Hosin Song, 2019, "Tests for Detecting Probability Mass Points," Korean Economic Review, Korean Economic Association, volume 35, pages 205-248.
• Boriss Siliverstovs & Daniel Wochner, 2019, "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 19-463, Oct, DOI: 10.3929/ethz-b-000374306.
• Hortay, Olivér & Szőke, Tamás, 2019, "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon
  [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 788-804, DOI: 10.18414/KSZ.2019.7-8.788.
• 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.
• Dániel Béres, 2019, "Integrity of Financial Benchmarks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 1, pages 33-59.
• 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.
• Kambale Kavese & Andrew Phiri, 2019, "Fiscal cyclicality in South African public expenditures: Do asymmetries explain inconsistencies?," Working Papers, Department of Economics, Nelson Mandela University, number 1909, Sep, revised Sep 2019.
• 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, DOI: 10.1093/jjfinec/nbaa042.
• 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.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26329, Sep.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2019, "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26418, Nov.
• Hao Bo & Sebastian Galiani, 2019, "Assessing External Validity," NBER Working Papers, National Bureau of Economic Research, Inc, number 26422, Nov.
• Alexander M. Chinco & Andreas Neuhierl & Michael Weber, 2019, "Estimating The Anomaly Base Rate," NBER Working Papers, National Bureau of Economic Research, Inc, number 26493, Nov.
• Joshua Angrist & Brigham Frandsen, 2019, "Machine Labor," NBER Working Papers, National Bureau of Economic Research, Inc, number 26584, Dec.
• Gilles Duranton & Diego Puga, 2019, "Urban Growth and its Aggregate Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 26591, Dec.
• Daniel Wilhelm, 2019, "Testing for the Presence of Measurement Error," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2019-18, Nov.
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019, "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2019/03, Nov.
• Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019, "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv, Center for Open Science, number bkrn8, Jun, DOI: 10.31219/osf.io/bkrn8.
• 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.
• Ai Jun Hou & Ian Khrashchevskyi & Jarkko Peltomäki, 2019, "Hedge and safe haven investing with investment styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 351-364, September, DOI: 10.1057/s41260-019-00127-3.
• 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.
• Asongu, Simplice, 2019, "FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance," MPRA Paper, University Library of Munich, Germany, number 101557, Jan.
• Asongu, Simplice & Tchamyou, Vanessa & Asongu, Ndemaze & Tchamyou, Nina, 2019, "Fighting terrorism in Africa when existing terrorism levels matter," MPRA Paper, University Library of Munich, Germany, number 102026, Jan.
• 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.
• Yang, Bill Huajian, 2019, "Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy," MPRA Paper, University Library of Munich, Germany, number 93400, Mar.
• 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.
• Asongu, Simplice & Odhiambo, Nicholas, 2019, "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 93534, Jan.
• 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.
• 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.