Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2019

• Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-48, Sep.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019, "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 76, pages 23-50.
• Susana Martínez-Restrepo & David Forero & Luisa Parra & Lina Forero, 2019, "Evaluación de resultados del Diplomado Eco Radio del Putumayo," Informes de Investigación, Fedesarrollo, number 18134, Mar.
• Kenkin Morales González & William Manjarr�s de �vila & Sadan de la Cruz Almanza, 2019, "Evaluación del Servicio Público de Empleo: sus efectos en la inserción laboral formal en el Área Metropolitana de Barranquilla, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 211-239.
• Juan Pablo Alfonso Zorro, 2019, "Efectos de las variaciones del IPC en las decisiones financieras," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 17329, Jul.
• Jorge Iván Pérez García & Mauricio Lopera Casta�o & Fredy Alonso V�squez Bedoya, 2019, "Una breve aplicación a la predicción de la fragilidad de empresas colombianas, mediante el uso de modelos estadísticos," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17525, Sep.
• Zweimüller, Josef & Jäger, Simon & Schoefer, Benjamin, 2019, "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13473, Jan.
• León-Ledesma, Miguel & Cantore, Cristiano & Ferroni, Filippo, 2019, "The Missing Link: Monetary Policy and The Labor Share," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13551, Feb.
• Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019, "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13829, Jun.
• Kilian, Lutz, 2019, "Facts and Fiction in Oil Market Modeling," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14047, Oct.
• Wickens, Michael R. & Pagan, Adrian, 2019, "Checking if the Straitjacket Fits," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14140, Nov.
• Puga, Diego & Duranton, Gilles, 2019, "Urban growth and its aggregate implications," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14215, Dec.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2019, "Testing Constancy in Varying Coefficient Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27981, Jan.
• Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Score-driven time series models with dynamic shape : an application to the Standard & Poor's 500 index," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28133, Jan.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28451, May.
• Ayala, Astrid & Blazsek, Szabolcs & Escribano, Álvaro, 2019, "Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 28638, Jul.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2019, "Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 29030, Oct.
• Christian Cortes García & Álvaro Cangrejo Esquive, 2019, "Modelo de volatilidad a los precios de cierre de la acción pfcemargos comprendidas entre 16/mayo/2013 al 31/mayo/2017," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 119-138, Mayo.
• José Carlos Casas del Rosal & David E. Casas del Rosal & José María Caridad y Ocerin & Julia Núñez Tabales, 2019, "Mercado inmobiliario de españa: Una herramienta para el análisis de la oferta," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 207-218, Diciembre.
• Raúl de Jesús Gutiérrez & Miriam Sosa Castro, 2019, "Predicción de la volatilidad en los mercados del petróleo mexicano a través de modelos CgarCH asimétricos bajo dos supuestos distribucionales," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 253-267, Diciembre.
• Zhang, Xinyu & Liu, Chu-An, 2019, "Inference After Model Averaging In Linear Regression Models," Econometric Theory, Cambridge University Press, volume 35, issue 4, pages 816-841, August.
• Fries, Sébastien & Zakoian, Jean-Michel, 2019, "Mixed Causal-Noncausal Ar Processes And The Modelling Of Explosive Bubbles," Econometric Theory, Cambridge University Press, volume 35, issue 6, pages 1234-1270, December.
• Cole, Stephen J. & Milani, Fabio, 2019, "The Misspecification Of Expectations In New Keynesian Models: A Dsge-Var Approach," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 3, pages 974-1007, April.
• Blagov, Boris & Funke, Michael, 2019, "The Regime-Dependent Evolution Of Credibility: A Fresh Look At Hong Kong'S Linked Exchange Rate System," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 6, pages 2434-2468, September.
• Langlois, Hugues & Chaieb, Ines & Scaillet, O., 2018, "Time-Varying Risk Premia in Large International Equity Markets," HEC Research Papers Series, HEC Paris, number 1250, Jun, revised 29 May 2019.
• Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019, "Mind the gap: a multi-country BVAR benchmark for the Eurosystem projections," Working Paper Series, European Central Bank, number 2227, Jan.
• Chaido Dritsaki & Pavlos Stamatiou, 2019, "Investigating the Impact of Market Openness on Economic Growth for Poland: An Autoregressive Distributed Lag Bounds Testing Approach to Cointegration," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 123-131.
• Ali Nikzadian & Lotfali Agheli & Abbas Assari Arani & Hossein Sadeghi, 2019, "The Effects of Resource Rent, Human Capital and Government Effectiveness on Government Health Expenditure in Organization of the Petroleum Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 381-389.
• Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2019, "Determinants of German outward FDI: variable selection using Bayesian statistical," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1906, Sep.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2019, "Searching The Us Fdi Determinants In The Eu: Is There A Euro Effect?," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 1916, Nov.
• Iskrev, Nikolay, 2019, "What to expect when you're calibrating: Measuring the effect of calibration on the estimation of macroeconomic models," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 54-81, DOI: 10.1016/j.jedc.2018.12.002.
• Ji, Jingru & Wang, Donghua & Xu, Dinghai, 2019, "Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market," Economic Modelling, Elsevier, volume 80, issue C, pages 383-391, DOI: 10.1016/j.econmod.2018.11.022.
• Granville, Brigitte & Zeng, Ning, 2019, "Time variation in inflation persistence: New evidence from modelling US inflation," Economic Modelling, Elsevier, volume 81, issue C, pages 30-39, DOI: 10.1016/j.econmod.2018.12.004.
• Escribano, Ana & Maggi, Mario, 2019, "Intersectoral default contagion: A multivariate Poisson autoregression analysis," Economic Modelling, Elsevier, volume 82, issue C, pages 376-400, DOI: 10.1016/j.econmod.2019.01.020.
• Camarero, Mariam & Montolio, Laura & Tamarit, Cecilio, 2019, "What drives German foreign direct investment? New evidence using Bayesian statistical techniques," Economic Modelling, Elsevier, volume 83, issue C, pages 326-345, DOI: 10.1016/j.econmod.2019.08.017.
• Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019, "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 857-867, DOI: 10.1016/j.najef.2018.08.010.
• Gonçalves, Tânia & Pinto, Lígia M. Costa & Lourenço-Gomes, Lina, 2019, "Exploring distinct sources of heterogeneity in discrete choice experiment: An application to wine choice across European consumers," Economics Letters, Elsevier, volume 178, issue C, pages 28-32, DOI: 10.1016/j.econlet.2019.02.019.
• Cerulli, Giovanni, 2019, "A flexible Synthetic Control Method for modeling policy evaluation," Economics Letters, Elsevier, volume 182, issue C, pages 40-44, DOI: 10.1016/j.econlet.2019.05.019.
• Ketz, Philipp, 2019, "Testing overidentifying restrictions with a restricted parameter space," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108743.
• Cerulli, Giovanni, 2019, "Data-driven sensitivity analysis for matching estimators," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108749.
• Liang, Chong & Schienle, Melanie, 2019, "Determination of vector error correction models in high dimensions," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 418-441, DOI: 10.1016/j.jeconom.2018.09.018.
• Jin, Fei & Lee, Lung-fei, 2019, "GEL estimation and tests of spatial autoregressive models," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 585-612, DOI: 10.1016/j.jeconom.2018.07.007.
• Rossi, Barbara & Sekhposyan, Tatevik, 2019, "Alternative tests for correct specification of conditional predictive densities," Journal of Econometrics, Elsevier, volume 208, issue 2, pages 638-657, DOI: 10.1016/j.jeconom.2018.07.008.
• Liao, Jun & Zong, Xianpeng & Zhang, Xinyu & Zou, Guohua, 2019, "Model averaging based on leave-subject-out cross-validation for vector autoregressions," Journal of Econometrics, Elsevier, volume 209, issue 1, pages 35-60, DOI: 10.1016/j.jeconom.2018.10.007.
• Sant’Anna, Pedro H.C. & Song, Xiaojun, 2019, "Specification tests for the propensity score," Journal of Econometrics, Elsevier, volume 210, issue 2, pages 379-404, DOI: 10.1016/j.jeconom.2019.02.002.
• Hautsch, Nikolaus & Voigt, Stefan, 2019, "Large-scale portfolio allocation under transaction costs and model uncertainty," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 221-240, DOI: 10.1016/j.jeconom.2019.04.028.
• Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019, "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 4-25, DOI: 10.1016/j.jeconom.2019.04.018.
• Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019, "A diagnostic criterion for approximate factor structure," Journal of Econometrics, Elsevier, volume 212, issue 2, pages 503-521, DOI: 10.1016/j.jeconom.2019.06.001.
• Giessing, Alexander & He, Xuming, 2019, "On the predictive risk in misspecified quantile regression," Journal of Econometrics, Elsevier, volume 213, issue 1, pages 235-260, DOI: 10.1016/j.jeconom.2019.04.013.
• Liu, Tuo & Lee, Lung-fei, 2019, "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 434-458, DOI: 10.1016/j.jeconom.2019.07.001.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2019, "The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016," Econometrics and Statistics, Elsevier, volume 12, issue C, pages 1-24, DOI: 10.1016/j.ecosta.2019.05.005.
• Ghysels, Eric & Qian, Hang, 2019, "Estimating MIDAS regressions via OLS with polynomial parameter profiling," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 1-16, DOI: 10.1016/j.ecosta.2018.02.001.
• Gourieroux, Christian & Jasiak, Joann, 2019, "Robust analysis of the martingale hypothesis," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 17-41, DOI: 10.1016/j.ecosta.2018.07.001.
• Chadwick, Meltem Gulenay & Ozturk, Huseyin, 2019, "Measuring financial systemic stress for Turkey: A search for the best composite indicator," Economic Systems, Elsevier, volume 43, issue 1, pages 151-172, DOI: 10.1016/j.ecosys.2018.09.004.
• Iskrev, Nikolay, 2019, "On the sources of information about latent variables in DSGE models," European Economic Review, Elsevier, volume 119, issue C, pages 318-332, DOI: 10.1016/j.euroecorev.2019.07.012.
• González-Astudillo, Manuel, 2019, "An output gap measure for the euro area: Exploiting country-level and cross-sectional data heterogeneity," European Economic Review, Elsevier, volume 120, issue C, DOI: 10.1016/j.euroecorev.2019.103301.
• Chen, Rongda & Xu, Jianjun, 2019, "Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model," Energy Economics, Elsevier, volume 78, issue C, pages 379-391, DOI: 10.1016/j.eneco.2018.11.011.
• Agnolucci, Paolo & Arvanitopoulos, Theodoros, 2019, "Industrial characteristics and air emissions: Long-term determinants in the UK manufacturing sector," Energy Economics, Elsevier, volume 78, issue C, pages 546-566, DOI: 10.1016/j.eneco.2018.12.005.
• Cheng, Fangzheng & Li, Tian & Wei, Yi-ming & Fan, Tijun, 2019, "The VEC-NAR model for short-term forecasting of oil prices," Energy Economics, Elsevier, volume 78, issue C, pages 656-667, DOI: 10.1016/j.eneco.2017.12.035.
• Bruns, Stephan B. & König, Johannes & Stern, David I., 2019, "Replication and robustness analysis of ‘energy and economic growth in the USA: A multivariate approach’," Energy Economics, Elsevier, volume 82, issue C, pages 100-113, DOI: 10.1016/j.eneco.2018.10.007.
• Cook, Steven & Fosten, Jack, 2019, "Replicating rockets and feathers," Energy Economics, Elsevier, volume 82, issue C, pages 139-151, DOI: 10.1016/j.eneco.2017.12.021.
• Leiva, Benjamin & Liu, Zhongyuan, 2019, "Energy and economic growth in the USA two decades later: Replication and reanalysis," Energy Economics, Elsevier, volume 82, issue C, pages 89-99, DOI: 10.1016/j.eneco.2018.02.002.
• Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2019, "The asymmetric role of shadow economy in the energy-growth nexus in Bolivia," Energy Policy, Elsevier, volume 125, issue C, pages 405-417, DOI: 10.1016/j.enpol.2018.10.060.
• Szőke, Tamás & Hortay, Olivér & Balogh, Eszter, 2019, "Asymmetric price transmission in the Hungarian retail electricity market," Energy Policy, Elsevier, volume 133, issue C, DOI: 10.1016/j.enpol.2019.110879.
• Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019, "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 257-272, DOI: 10.1016/j.irfa.2018.12.002.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019, "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 322-330, DOI: 10.1016/j.irfa.2019.01.002.
• Chen, Zhongfei & Matousek, Roman & Stewart, Chris & Webb, Rob, 2019, "Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 57-70, DOI: 10.1016/j.irfa.2019.04.011.
• Chang, Chia-Lin & McAleer, Michael, 2019, "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, volume 28, issue C, pages 11-19, DOI: 10.1016/j.frl.2018.03.008.
• Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019, "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, volume 30, issue C, pages 187-193, DOI: 10.1016/j.frl.2018.09.014.
• Wei, Yu & Qin, Songkun & Li, Xiafei & Zhu, Sha & Wei, Guiwu, 2019, "Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis," Finance Research Letters, Elsevier, volume 30, issue C, pages 23-29, DOI: 10.1016/j.frl.2019.03.028.
• Saraev, Vadim & Valatin, Gregory & Peace, Andrew & Quine, Christopher, 2019, "How does a biodiversity value impact upon optimal rotation length? An investigation using species richness and forest stand age," Forest Policy and Economics, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.forpol.2019.05.013.
• Maaser, Nicola & Paetzel, Fabian & Traub, Stefan, 2019, "Power illusion in coalitional bargaining: An experimental analysis," Games and Economic Behavior, Elsevier, volume 117, issue C, pages 433-450, DOI: 10.1016/j.geb.2019.07.010.
• Huber, Martin & Imhof, David, 2019, "Machine learning with screens for detecting bid-rigging cartels," International Journal of Industrial Organization, Elsevier, volume 65, issue C, pages 277-301, DOI: 10.1016/j.ijindorg.2019.04.002.
• Martinek, László & Arató, N. Miklós, 2019, "An approach to merit rating by means of autoregressive sequences," Insurance: Mathematics and Economics, Elsevier, volume 85, issue C, pages 205-217, DOI: 10.1016/j.insmatheco.2019.01.008.
• Lux, Thibaut & Papapantoleon, Antonis, 2019, "Model-free bounds on Value-at-Risk using extreme value information and statistical distances," Insurance: Mathematics and Economics, Elsevier, volume 86, issue C, pages 73-83, DOI: 10.1016/j.insmatheco.2019.01.007.
• Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019, "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 255-272, DOI: 10.1016/j.insmatheco.2019.07.004.
• Kočenda, Evžen & Moravcová, Michala, 2019, "Exchange rate comovements, hedging and volatility spillovers on new EU forex markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 42-64, DOI: 10.1016/j.intfin.2018.09.009.
• Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe, 2019, "Forecasting exchange rates using principal components," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.08.003.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• McAdam, Peter & Warne, Anders, 2019, "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 580-600, DOI: 10.1016/j.ijforecast.2018.10.013.
• Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019, "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 616-633, DOI: 10.1016/j.ijforecast.2018.12.002.
• Granziera, Eleonora & Sekhposyan, Tatevik, 2019, "Predicting relative forecasting performance: An empirical investigation," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1636-1657, DOI: 10.1016/j.ijforecast.2019.01.010.
• Angelini, Elena & Lalik, Magdalena & Lenza, Michele & Paredes, Joan, 2019, "Mind the gap: A multi-country BVAR benchmark for the Eurosystem projections," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1658-1668, DOI: 10.1016/j.ijforecast.2018.12.004.
• Thiele, Stephen, 2019, "Detecting underestimates of risk in VaR models," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 12-20, DOI: 10.1016/j.jbankfin.2019.01.018.
• Lazar, Emese & Zhang, Ning, 2019, "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 74-93, DOI: 10.1016/j.jbankfin.2019.05.017.
• Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019, "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 329-346, DOI: 10.1016/j.jebo.2018.12.022.
• Liang, Annie, 2019, "Inference of preference heterogeneity from choice data," Journal of Economic Theory, Elsevier, volume 179, issue C, pages 275-311, DOI: 10.1016/j.jet.2018.09.010.
• Schneider, Paul, 2019, "An anatomy of the market return," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 325-350, DOI: 10.1016/j.jfineco.2018.10.015.
• Hossain, Marup & Mullally, Conner & Asadullah, M. Niaz, 2019, "Alternatives to calorie-based indicators of food security: An application of machine learning methods," Food Policy, Elsevier, volume 84, issue C, pages 77-91, DOI: 10.1016/j.foodpol.2019.03.001.
• Maroney, Neal & Wang, Wei & Kabir Hassan, M., 2019, "Incorporating active adjustment into a financing based model of capital structure," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 204-221, DOI: 10.1016/j.jimonfin.2018.09.011.
• Cao, Shuo & Huang, Huichou & Liu, Ruirui & MacDonald, Ronald, 2019, "The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 379-401, DOI: 10.1016/j.jimonfin.2018.03.013.
• Hwang, Youngjin, 2019, "Forecasting recessions with time-varying models," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103153.
• Blázquez, Maite & Herrarte, Ainhoa & Sáez, Felipe, 2019, "Training and job search assistance programmes in Spain: The case of long-term unemployed," Journal of Policy Modeling, Elsevier, volume 41, issue 2, pages 316-335, DOI: 10.1016/j.jpolmod.2019.03.004.
• Pincheira Brown, Pablo & Hardy, Nicolás, 2019, "Forecasting base metal prices with the Chilean exchange rate," Resources Policy, Elsevier, volume 62, issue C, pages 256-281, DOI: 10.1016/j.resourpol.2019.02.019.
• Salisu, Afees A. & Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101520.
• Ba, Hélène A. & de Mey, Yann & Thoron, Sylvie & Demont, Matty, 2019, "Inclusiveness of contract farming along the vertical coordination continuum: Evidence from the Vietnamese rice sector," Land Use Policy, Elsevier, volume 87, issue C, DOI: 10.1016/j.landusepol.2019.104050.
• Nizam, Esma & Ng, Adam & Dewandaru, Ginanjar & Nagayev, Ruslan & Nkoba, Malik Abdulrahman, 2019, "The impact of social and environmental sustainability on financial performance: A global analysis of the banking sector," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 35-53, DOI: 10.1016/j.mulfin.2019.01.002.
• Ma, Feng & Wahab, M.I.M. & Zhang, Yaojie, 2019, "Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 132-146, DOI: 10.1016/j.pacfin.2019.02.006.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2019, "Forecasting the KOSPI200 spot volatility using various volatility measures," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 156-166, DOI: 10.1016/j.physa.2018.09.027.
• Radivojević, Nikola & Cvijanović, Drago & Sekulic, Dejan & Pavlovic, Dejana & Jovic, Srdjan & Maksimović, Goran, 2019, "Econometric model of non-performing loans determinants," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 481-488, DOI: 10.1016/j.physa.2019.01.015.
• Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.268.
• Baghdasaryan, Vardan & Iannantuoni, Giovanna & Maggian, Valeria, 2019, "Electoral fraud and voter turnout: An experimental study," European Journal of Political Economy, Elsevier, volume 58, issue C, pages 203-219, DOI: 10.1016/j.ejpoleco.2018.12.001.
• Debarsy, Nicolas & Ertur, Cem, 2019, "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, volume 75, issue C, pages 49-69, DOI: 10.1016/j.regsciurbeco.2019.01.002.
• Croonenbroeck, Carsten & Stadtmann, Georg, 2019, "Renewable generation forecast studies – Review and good practice guidance," Renewable and Sustainable Energy Reviews, Elsevier, volume 108, issue C, pages 312-322, DOI: 10.1016/j.rser.2019.03.029.
• Aguilar-Rivera, Noé, 2019, "A framework for the analysis of socioeconomic and geographic sugarcane agro industry sustainability," Socio-Economic Planning Sciences, Elsevier, volume 66, issue C, pages 149-160, DOI: 10.1016/j.seps.2018.07.006.
• Adrian Pagan & Tim Robinson, 2019, "Implications of Partial Information for Econometric Modeling of Macroeconomic Systems," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-41, Jun.
• Qazi Haque, 2019, "Monetary Policy, Inflation Target and the Great Moderation: An Empirical Investigation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-44, Jun.
• Joshua C. C. Chan, 2019, "Asymmetric Conjugate Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-51, Jul.
• Joshua C. C. Chan, 2019, "Minnesota-Type Adaptive Hierarchical Priors for Large Bayesian VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-61, Aug.
• Mariano Kulish & Adrian Pagan, 2019, "Turning Point and Oscillatory Cycles," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-74, Sep.
• Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
• Adrian Pagan & Michael Wickens, 2019, "Checking If the Straitjacket Fits," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-81, Nov.
• Hérault, Nicolas & Jenkins, Stephen P., 2019, "How valid are synthetic panel estimates of poverty dynamics?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100043, Apr.
• Schneider, Eric B., 2020, "Sample-selection biases and the historical growth pattern of children," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100826, Sep.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2019, "Novel approaches to coherency conditions in dynamic LDV models: quantifying financing constraints and a firm's decision and ability to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102544, Oct.
• Hajivassiliou, Vassilis, 2019, "Estimation and specification testing of panel data models with non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity and observable and unobservable dynamics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102843, Sep.
• Hajivassiliou, Vassilis, 2019, "Switching regressions with imperfect regime classification information: theory and applications," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103119, Nov.
• Thompson, Erica L. & Smith, Leonard A., 2019, "Escape from model-land," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103310, Oct.
• Bai Huang & Tae-Hwy Lee & Aman Ullah, 2019, "Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects," Advances in Econometrics, Emerald Group Publishing Limited, "Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part A", DOI: 10.1108/S0731-90532019000040A011.
• Wanglin Ma & Awudu Abdulai, 2018, "IPM adoption, cooperative membership and farm economic performance," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 11, issue 2, pages 218-236, September, DOI: 10.1108/CAER-12-2017-0251.
• Stan Hurn & Kenneth A. Lindsay & Lina Xu, 2019, "Revisiting the numerical solution of stochastic differential equations," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 3, pages 312-323, August, DOI: 10.1108/CFRI-12-2018-0155.
• Cleiton Rodrigues de Vasconcelos & Daniel Pereira da Silva, 2019, "Intellectual property challenges for the roads of innovation in Brazil," Innovation & Management Review, Emerald Group Publishing Limited, volume 16, issue 2, pages 185-192, April, DOI: 10.1108/INMR-02-2019-0010.

2018

• Jingchen Ren & Xu Guo, 2018, "A Three-Arm Non-Inferiority Test For Heteroscedastic Data," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 279-307, December.
• Philip Hans Franses, 2018, "Prediction Intervals For Expert-Adjusted Forecasts," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 308-320, December.
• Emilio Zanetti Chini, 2018, "Forecaster’s utility and forecasts coherence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-01, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Option Panels in Pure-Jump Settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-04, Jan.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
• Torben G. Andersen & Rasmus T. Varneskov, 2018, "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-09, Feb.
• Isabel Casas & Xiuping Mao & Helena Veiga, 2018, "Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-10, Mar.
• Emilio Zanetti Chini, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-13, Mar.
• Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018, "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-14, Apr.
• Changli He & Jian Kang & Timo Teräsvirta & Shuhua Zhang, 2018, "The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-15, Apr.
• Sebastian Ankargren & Måns Unosson & Yukai Yang, 2018, "A mixed-frequency Bayesian vector autoregression with a steady-state prior," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-32, Dec.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/013, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/017, Jan.
• Simplice A. Asongu, 2018, "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/023, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/026, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/037, Jan.
• Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018, "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/038, Jan.
• Simplice A. Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018, "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/045, Jan.
• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018, "The Comparative African Economics of Governance in Fighting Terrorism," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/055, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/011, Jan.
• Simplice A. Asongu & Nicholas M. Odhiambo, 2018, "Environmental Degradation and Inclusive Human Development in sub†Saharan Africa," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/015, Jan.
• Simplice A. Asongu, 2018, "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/020, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/022, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/031, Jan.
• Simplice A. Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018, "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/032, Jan.
• Simplice A. Asongu & Jacinta C. Nwachukwu & Nicholas Biekpe, 2018, "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/038, Jan.
• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018, "The Comparative African Economics of Governance in Fighting Terrorism," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/046, Jan.
• Simplice Asongu & Nicholas Odhiambo, 2018, "Drivers of Growth in Fast Emerging Economies: a Dynamic Instrumental Quantile Approach to Real Output and its Rates of Growth in BRICS and MINT countries, 2001-2011," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/013, Jan.
• Simplice Asongu & Nicholas Odhiambo, 2018, "Environmental Degradation and Inclusive Human Development in sub‐Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/017, Jan.
• Simplice Asongu, 2018, "CO2 emission thresholds for inclusive human development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/023, Jan.
• Simplice Asongu & Jacinta C. Nwachukwu & Sara le Roux, 2018, "The role of inclusive development and military expenditure in modulating the effect of terrorism on governance," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/026, Jan.
• Simplice Asongu & Jacinta C. Nwachukwu & Chris Pyke, 2018, "The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/037, Jan.
• Simplice Asongu & Uduak S. Akpan & Salisu R. Isihak, 2018, "Determinants of Foreign Direct Investment in Fast-Growing Economies: Evidence from the BRICS and MINT Countries," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/038, Jan.
• Simplice Asongu & Jacinta Nwachukwu & Nicholas Biekpe, 2018, "Foreign Aid, Terrorism and Growth: Conditional Evidence from Quantile Regression," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/045, Jan.
• Simplice A. Asongu & Vanessa S. Tchamyou & Ndemaze Asongu & Nina Tchamyou, 2018, "The Comparative African Economics of Governance in Fighting Terrorism," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/055, Jan.
• Daniel Heymann & Gabriel Montes-Rojas, 2018, "On model-consistent expectations in macroeconomics," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 22-45, January-D.
• Imelda Lorena Vazquez Jimenez & Ricardo Aguirre Choix & Maria Dolores Moreno Millanes, , "The Process Of The Strategic Planning Of The Nonprofit Organization In Southern Sonora, Mexico," Review of Socio - Economic Perspectives, Reviewsep, number 201823, DOI: https://doi.org/10.19275/RSEP047.
• Oscar Claveria, 2018, "“A new metric of consensus for Likert scales”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201810, Oct, revised Oct 2018.
• Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.
• R. Scott Hacker & Abdulnasser Hatemi-J, 2018, "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers, arXiv.org, number 1805.08991, May.
• Timothy B. Armstrong & Michal Koles'ar, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Papers, arXiv.org, number 1808.07387, Aug, revised Jul 2020.
• Gary Koop & Dimitris Korobilis, 2018, "Bayesian dynamic variable selection in high dimensions," Papers, arXiv.org, number 1809.03031, Sep, revised May 2020.
• Stephan Smeekes & Etienne Wijler, 2018, "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers, arXiv.org, number 1809.08889, Sep, revised Jul 2020.
• Arun Advani & Toru Kitagawa & Tymon S{l}oczy'nski, 2018, "Mostly Harmless Simulations? Using Monte Carlo Studies for Estimator Selection," Papers, arXiv.org, number 1809.09527, Sep, revised Apr 2019.
• Kfir Eliaz & Ran Spiegler, 2018, "The Model Selection Curse," Papers, arXiv.org, number 1810.02888, Oct.
• Pavlo Ilchuk & Petro Viblyi & Iryna Lashchyk, 2018, "Theoretical And Methodological Aspects Of The Anti-Crisis Capacity Of Enterprises," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 3, DOI: 10.30525/2256-0742/2018-4-3-88-93.
• Dmitrii Yadranskii & Viktor Chigrin & Elena Chumak, 2018, "The Economic, Social, And Spiritual Efficiency Of The Economic System: Approaches To Assessment," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-380-386.
• Srini Vasan (Correspondence author) & Jack Baker & Ad¨¦lamar Alc¨¢ntara, 2018, "Use of Kernel Density and Raster Manipulation in GIS to Predict Population in New Mexico Census Tracts," Review of Economics & Finance, Better Advances Press, Canada, volume 14, pages 25-38, November.
• Andrew Lee-Poy, 2018, "Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches," Staff Analytical Notes, Bank of Canada, number 2018-34, DOI: 10.34989/san-2018-34.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2018, "Confidence intervals for bias and size distortion in IV and local projections — IV models," Working Papers, Banco de España, number 1841, Dec.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2019, "Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models," Working Papers, Barcelona School of Economics, number 1077, Mar.
• Hernán Rincón-Castro & Norberto Rodríguez-Niño, 2018, "Nonlinear state and shock dependence of exchange rate pass through on prices," BIS Working Papers, Bank for International Settlements, number 690, Jan.
• Simplice Asongu & Jacinta Nwachukwu, 2018, "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, Verein für Socialpolitik, volume 19, issue 3, pages 237-259, August, DOI: 10.1111/geer.12126.
• Giampiero M. Gallo & Edoardo Otranto, 2018, "Combining sharp and smooth transitions in volatility dynamics: a fuzzy regime approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 549-573, April, DOI: 10.1111/rssc.12253.
• Antonio Accetturo & Valter Di Giacinto & Giacinto Micucci & Marcello Pagnini, 2018, "Geography, productivity, and trade: Does selection explain why some locations are more productive than others?," Journal of Regional Science, Wiley Blackwell, volume 58, issue 5, pages 949-979, November, DOI: 10.1111/jors.12393.
• Bruno Albuquerque & Georgi Krustev, 2018, "Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 64, issue 2, pages 459-481, June, DOI: 10.1111/roiw.12265.
• Kim Ristolainen, 2018, "Predicting Banking Crises with Artificial Neural Networks: The Role of Nonlinearity and Heterogeneity," Scandinavian Journal of Economics, Wiley Blackwell, volume 120, issue 1, pages 31-62, January, DOI: 10.1111/sjoe.12216.
• Giovanni Cerulli, 2018, "Data-driven sensitivity analysis for matching estimators," London Stata Conference 2018, Stata Users Group, number 02, Oct.
• Thomai Filippeli & Richard Harrison & Konstantinos Theodoridis, 2018, "DSGE-based priors for BVARs and quasi-Bayesian DSGE estimation," Bank of England working papers, Bank of England, number 716, Mar.
• Zacharias Bragoudakis, 2018, "Are the price adjustments asymmetric in basic food categories? The case of the Greek food market," Economic Bulletin, Bank of Greece, issue 47, pages 75-91, July.
• Rida Ahroum & Othmane Touri & Fatima-Zahra Sabiq & Boujemâa Achchab, 2018, "Investment strategies with rebalancing: How could they serve Sukuk secondary market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 91-100, June.
• Asongu Simplice & Nwachukwu Jacinta, 2018, "Fighting Terrorism: Empirics on Policy Harmonisation," German Economic Review, De Gruyter, volume 19, issue 3, pages 237-259, August, DOI: 10.1111/geer.12126.
• Mothuti Gosego & Phiri Andrew, 2018, "Inflation-Growth Nexus in Botswana: Can Lower Inflation Really Spur Growth in the Country?," Global Economy Journal, De Gruyter, volume 18, issue 4, pages 1-11, December, DOI: 10.1515/gej-2018-0045.
• Audrino Francesco, 2018, "Do match officials give preferential treatment to the strongest football teams? An analysis of four top European clubs," Journal of Quantitative Analysis in Sports, De Gruyter, volume 14, issue 4, pages 185-199, December, DOI: 10.1515/jqas-2018-0052.
• Escribano Alvaro & Torrado María, 2018, "Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 5, pages 1-19, December, DOI: 10.1515/snde-2017-0065.
• Arun Advani & Toru Kitagawa & Tymon Sloczynski, 2018, "Mostly Harmless Simulations? On the Internal Validity of Empirical Monte Carlo Studies," Working Papers, Brandeis University, Department of Economics and International Business School, number 124, Sep.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/14, Jun.