Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2018

• 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.
• Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018, "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/5, Jan.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/6, Jan.
• Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018, "The small sample properties of Indirect Inference in testing and estimating DSGE models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/7, Mar.
• Héctor Gustavo González Padilla, 2018, "Competencia en el Mercado de Préstamos Bancarios en Argentina, 2006 – 2011," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 636, Jul.
• Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2018, "Poorly measured confounders are more useful on the left than on the right," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1539, Apr.
• Tim Conley & Nirav Mehta & Ralph Stinebrickner & Todd Stinebrickner, 2018, "Social Interactions, Mechanisms, and Equilibrium: Evidence from a Model of Study Time and Academic Achievement," CESifo Working Paper Series, CESifo, number 6896.
• Jonas Dovern & Hans Manner, 2018, "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series, CESifo, number 7023.
• Giovanni Caggiano & Efrem Castelnuovo & Olivier Damette & Antoine Parent & Giovanni Pellegrino, 2018, "Liquidity Traps and Large-Scale Financial Crises," CESifo Working Paper Series, CESifo, number 7096.
• Øivind Anti Nilsen & Arvid Raknerud & Diana-Cristina Iancu, 2018, "Public R&D Support and Firms' Performance - A Panel Data Study," CESifo Working Paper Series, CESifo, number 7131.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 7187.
• Evžen Kocenda & Michala Moravcová & Evžen Kočenda, 2018, "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series, CESifo, number 7239.
• Max Löffler & Andreas Peichl & Sebastian Siegloch, 2018, "The Sensitivity of Structural Labor Supply Estimations to Modeling Assumptions," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 259.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2018, "The Demand for Money at the Zero Interest Rate Bound," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-444, Sep.
• Jagjit S. Chadha & Katsuyuki Shibayama, 2018, "Bayesian Estimation of DSGE Models: identification using a diagnostic indicator," Discussion Papers, Centre for Macroeconomics (CFM), number 1825, Sep.
• Wouter J. Den Haan & Thomas Drechsel, 2018, "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," Discussion Papers, Centre for Macroeconomics (CFM), number 1826, Aug.
• Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018, "The Missing Link: Monetary policy and the labor share," Discussion Papers, Centre for Macroeconomics (CFM), number 1829, Nov.
• Dhruv Grover & Sebastian Bauhoff & Jed Friedman, 2018, "Using Supervised Learning to Select Audit Targets in Performance-Based Financing in Health: An Example from Zambia," Working Papers, Center for Global Development, number 481, Apr.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Spencer Wheatley & Alexander Wehrli & Didier Sornette, 2018, "The Endo-Exo Problem in High Frequency Financial Price Fluctuations and Rejecting Criticality," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-57, Aug.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
• Simplice A. Asongu & Nicholas Biekpe, 2018, "Globalization and terror in Africa," International Economics, CEPII research center, issue 156, pages 86-97.
• Gabriele Fiorentini & Enrique Sentana, 2018, "Specification Tests for Non-Gaussian Maximum Likelihood Estimators," Working Papers, CEMFI, number wp2018_1804, May.
• Oscar Hernán Cerquera Losada & Juan Pablo Murcia Arias & jonas.conde@contraloria.gov.co, 2018, "Relationship between the Consumer Price Index and the Producer Price Index for Six South American Countries," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 37, issue 66, pages 39-74.
• Óscar Hernán Cerquera Losada & Stefany Alejandra Mar�n Mu�oz & William Polania G�mez, 2018, "Relación entre el precio del petróleo y la gasolina para Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 2, pages 373-387.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018, "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018018, Jun.
• Lettau, Martin & Pelger, Markus, 2018, "Estimating Latent Asset-Pricing Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12926, May.
• Sentana, Enrique & Fiorentini, Gabriele, 2018, "Specification tests for non-Gaussian maximum likelihood estimators," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12934, May.
• Forni, Mario & Di Bonaventura, Luca & Pattarin, Francesco, 2018, "The Forcasting Performance of Dynamic Factor Models with Vintage Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13034, Jul.
• Lettau, Martin & Pelger, Markus, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13049, Jul.
• Den Haan, Wouter & Drechsel, Thomas, 2018, "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13145, Aug.
• Salanié, Bernard & Wolak, Frank, 2018, "Fast, “Robust†, and Approximately Correct: Estimating Mixed Demand Systems," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13236, Oct.
• Zviadadze, Irina, 2018, "Term Structure of Risk in Expected Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13414, Dec.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 26316, Feb.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2018, "Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 27483, Sep.
• Octavio J. Salcedo Parraa & Marco Aguilera-Prado & Diego Guevara Fletcher, 2018, "Compartel (telecentros): una evaluación de su apropiación social," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 116, pages 181-187, Enero.
• Jan F. Kiviet & Zhenxi Chen, 2018, "A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 151-196, May.
• Afees A. Salisu & Ahamuefula Ephraim Ogbonna & Paul Adeoye Omosebi, 2018, "Does the choice of estimator matter for forecasting? A revisit," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 053, Apr.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
• Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
• Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
• Timothy B. Armstrong & Michal Koles'r, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2158, Nov.
• Timothy B. Armstrong & Michal Koles'r, 2018, "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2158R, Nov, revised Feb 2019.
• ASONGU, Simplice & ODHIAMBO, Nicholas, 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," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 5-22.
• Brahma, D. & Mukherjee, D., 2018, "India’S Mid-Day Meal Program And Schooling: An Evaluation Based On Machine Learning," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 141-152.
• Marcel, Bräutigam & Michel, Dacorogna & Marie, Kratz, 2018, "Predicting risk with risk measures : an empirical study," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number WP1803, Feb.
• Ehrmann, Michael & Ferrucci, Gianluigi & Lenza, Michele & O'Brien, Derry, 2018, "Measures of underlying inflation for the euro area," Economic Bulletin Articles, European Central Bank, volume 4.
• McAdam, Peter & Warne, Anders, 2018, "Euro area real-time density forecasting with financial or labor market frictions," Working Paper Series, European Central Bank, number 2140, Apr.
• Iskrev, Nikolay, 2018, "Are asset price data informative about news shocks? A DSGE perspective," Working Paper Series, European Central Bank, number 2161, Jun.
• Hahn, Elke & Zekaite, Zivile & de Bondt, Gabe, 2018, "ALICE: A new inflation monitoring tool," Working Paper Series, European Central Bank, number 2175, Sep.
• Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018, "A framework for early-warning modeling with an application to banks," Working Paper Series, European Central Bank, number 2182, Oct.
• Coenen, Günter & Karadi, Peter & Schmidt, Sebastian & Warne, Anders, 2018, "The New Area-Wide Model II: an extended version of the ECB’s micro-founded model for forecasting and policy analysis with a financial sector," Working Paper Series, European Central Bank, number 2200, Nov.
• Zouheir Ahmed Mighri & Majid Ibrahim Al Saggaf, 2018, "Gold - Silver Nexus: A Threshold Cointegration Approach," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 210-219.
• Kingsley Nwala, 2018, "The Determinants of Economic Growth: An Empirical Investigation of North Carolina," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 26-34.
• Nabil Maalel & Haider Mahmood, 2018, "Oil-Abundance and Macroeconomic Performance in the GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 182-187.
• Lamperti, Francesco & Roventini, Andrea & Sani, Amir, 2018, "Agent-based model calibration using machine learning surrogates," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 366-389, DOI: 10.1016/j.jedc.2018.03.011.
• Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018, "Bayesian estimation of DSGE models: Identification using a diagnostic indicator," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 172-186, DOI: 10.1016/j.jedc.2018.08.005.
• Halkos, George & Matsiori, Steriani, 2018, "Environmental attitudes and preferences for coastal zone improvements," Economic Analysis and Policy, Elsevier, volume 58, issue C, pages 153-166, DOI: 10.1016/j.eap.2017.10.002.
• Kurita, Takamitsu, 2018, "A note on potential one-way policy instruments in cointegrated VAR systems," Economic Analysis and Policy, Elsevier, volume 58, issue C, pages 55-59, DOI: 10.1016/j.eap.2017.12.004.
• Bao, Te & Diks, Cees & Li, Hao, 2018, "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, volume 68, issue C, pages 611-621, DOI: 10.1016/j.econmod.2017.03.035.
• Grant, Angelia L., 2018, "The Great Recession and Okun's law," Economic Modelling, Elsevier, volume 69, issue C, pages 291-300, DOI: 10.1016/j.econmod.2017.10.002.
• Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018, "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, volume 71, issue C, pages 305-315, DOI: 10.1016/j.econmod.2017.10.004.
• Caporale, Guglielmo Maria & Helmi, Mohamad Husam & Çatık, Abdurrahman Nazif & Menla Ali, Faek & Akdeniz, Coşkun, 2018, "Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?," Economic Modelling, Elsevier, volume 72, issue C, pages 306-319, DOI: 10.1016/j.econmod.2018.02.006.
• Chen, W.D., 2018, "Upward wage rigidity and Japan's dispatched worker system," Economic Modelling, Elsevier, volume 73, issue C, pages 152-162, DOI: 10.1016/j.econmod.2018.03.010.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018, "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, volume 75, issue C, pages 422-431, DOI: 10.1016/j.econmod.2018.07.015.
• Ma, Feng & Li, Yu & Liu, Li & Zhang, Yaojie, 2018, "Are low-frequency data really uninformative? A forecasting combination perspective," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 92-108, DOI: 10.1016/j.najef.2017.11.006.
• Zhang, Lingxiang, 2018, "Spurious regressions with high-order models: A reconsideration," Economics Letters, Elsevier, volume 168, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.04.007.
• Kapetanios, George & Zikes, Filip, 2018, "Time-varying Lasso," Economics Letters, Elsevier, volume 169, issue C, pages 1-6, DOI: 10.1016/j.econlet.2018.04.029.
• Chan, Joshua C.C. & Eisenstat, Eric, 2018, "Comparing hybrid time-varying parameter VARs," Economics Letters, Elsevier, volume 171, issue C, pages 1-5, DOI: 10.1016/j.econlet.2018.06.031.
• Liu, Chu-An, 2018, "Averaging estimators for kernel regressions," Economics Letters, Elsevier, volume 171, issue C, pages 102-105, DOI: 10.1016/j.econlet.2018.07.016.
• Li, Haiqi & Fan, Rui & Park, Sung Y., 2018, "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, volume 171, issue C, pages 149-153, DOI: 10.1016/j.econlet.2018.07.024.
• Hossain, Ishrat & Saqib, Najam U. & Haq, Munshi Masudul, 2018, "Scale heterogeneity in discrete choice experiment: An application of generalized mixed logit model in air travel choice," Economics Letters, Elsevier, volume 172, issue C, pages 85-88, DOI: 10.1016/j.econlet.2018.08.037.
• Cho, Jin Seo & Phillips, Peter C.B., 2018, "Pythagorean generalization of testing the equality of two symmetric positive definite matrices," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 45-56, DOI: 10.1016/j.jeconom.2017.05.020.
• Zhang, Xinyu & Yu, Jihai, 2018, "Spatial weights matrix selection and model averaging for spatial autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 1-18, DOI: 10.1016/j.jeconom.2017.05.021.
• Gallant, A. Ronald & Hong, Han & Khwaja, Ahmed, 2018, "A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 19-32, DOI: 10.1016/j.jeconom.2017.04.004.
• Li, Jia & Patton, Andrew J., 2018, "Asymptotic inference about predictive accuracy using high frequency data," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 223-240, DOI: 10.1016/j.jeconom.2017.10.005.
• Kalli, Maria & Griffin, Jim E., 2018, "Bayesian nonparametric vector autoregressive models," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 267-282, DOI: 10.1016/j.jeconom.2017.11.009.
• Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018, "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 248-267, DOI: 10.1016/j.jeconom.2018.02.004.
• Ronald Gallant, A. & Tauchen, George, 2018, "Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 140-155, DOI: 10.1016/j.jeconom.2018.03.008.
• Gourieroux, Christian & Jasiak, Joann, 2018, "Misspecification of noncausal order in autoregressive processes," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 226-248, DOI: 10.1016/j.jeconom.2018.03.012.
• Chen, Le-Yu & Lee, Sokbae, 2018, "Best subset binary prediction," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 39-56, DOI: 10.1016/j.jeconom.2018.05.001.
• Panayi, Efstathios & Peters, Gareth W. & Danielsson, Jon & Zigrand, Jean-Pierre, 2018, "Designating market maker behaviour in limit order book markets," Econometrics and Statistics, Elsevier, volume 5, issue C, pages 20-44, DOI: 10.1016/j.ecosta.2016.10.008.
• Bayer, Sebastian, 2018, "Combining Value-at-Risk forecasts using penalized quantile regressions," Econometrics and Statistics, Elsevier, volume 8, issue C, pages 56-77, DOI: 10.1016/j.ecosta.2017.08.001.
• Kočenda, Evžen & Moravcová, Michala, 2018, "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, volume 42, issue 4, pages 597-615, DOI: 10.1016/j.ecosys.2018.05.003.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018, "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 243-268, DOI: 10.1016/j.jempfin.2017.11.010.
• Kaminska, Iryna & Roberts-Sklar, Matt, 2018, "Volatility in equity markets and monetary policy rate uncertainty," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 68-83, DOI: 10.1016/j.jempfin.2017.09.008.
• Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018, "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 111-129, DOI: 10.1016/j.jempfin.2017.12.008.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018, "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 107-122, DOI: 10.1016/j.jempfin.2018.08.004.
• Zhu, Bangzhu & Ye, Shunxin & Wang, Ping & He, Kaijian & Zhang, Tao & Wei, Yi-Ming, 2018, "A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting," Energy Economics, Elsevier, volume 70, issue C, pages 143-157, DOI: 10.1016/j.eneco.2017.12.030.
• Tovar Reaños, Miguel A. & Wölfing, Nikolas M., 2018, "Household energy prices and inequality: Evidence from German microdata based on the EASI demand system," Energy Economics, Elsevier, volume 70, issue C, pages 84-97, DOI: 10.1016/j.eneco.2017.12.002.
• Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018, "The role of energy prices in the Great Recession — A two-sector model with unfiltered data," Energy Economics, Elsevier, volume 71, issue C, pages 14-34, DOI: 10.1016/j.eneco.2018.01.030.
• Liu, Jing & Ma, Feng & Yang, Ke & Zhang, Yaojie, 2018, "Forecasting the oil futures price volatility: Large jumps and small jumps," Energy Economics, Elsevier, volume 72, issue C, pages 321-330, DOI: 10.1016/j.eneco.2018.04.023.
• Cheng, Fangzheng & Fan, Tijun & Fan, Dandan & Li, Shanling, 2018, "The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm," Energy Economics, Elsevier, volume 72, issue C, pages 341-355, DOI: 10.1016/j.eneco.2018.03.038.
• Hahn, Warren J. & DiLellio, James A. & Dyer, James S., 2018, "Risk premia in commodity price forecasts and their impact on valuation," Energy Economics, Elsevier, volume 72, issue C, pages 393-403, DOI: 10.1016/j.eneco.2018.04.018.
• Brix, Anne Floor & Lunde, Asger & Wei, Wei, 2018, "A generalized Schwartz model for energy spot prices — Estimation using a particle MCMC method," Energy Economics, Elsevier, volume 72, issue C, pages 560-582, DOI: 10.1016/j.eneco.2018.03.037.
• Di Sanzo, Silvestro, 2018, "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, volume 74, issue C, pages 351-359, DOI: 10.1016/j.eneco.2018.06.015.
• Li, Xiafei & Wei, Yu, 2018, "The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method," Energy Economics, Elsevier, volume 74, issue C, pages 565-581, DOI: 10.1016/j.eneco.2018.07.011.
• Laporta, Alessandro G. & Merlo, Luca & Petrella, Lea, 2018, "Selection of Value at Risk Models for Energy Commodities," Energy Economics, Elsevier, volume 74, issue C, pages 628-643, DOI: 10.1016/j.eneco.2018.07.009.
• Rodrigues, Niágara & Losekann, Luciano & Silveira Filho, Getulio, 2018, "Demand of automotive fuels in Brazil: Underlying energy demand trend and asymmetric price response," Energy Economics, Elsevier, volume 74, issue C, pages 644-655, DOI: 10.1016/j.eneco.2018.07.005.
• Qu, Hui & Duan, Qingling & Niu, Mengyi, 2018, "Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets," Energy Economics, Elsevier, volume 74, issue C, pages 767-776, DOI: 10.1016/j.eneco.2018.07.033.
• Ma, Feng & Zhang, Yaojie & Huang, Dengshi & Lai, Xiaodong, 2018, "Forecasting oil futures price volatility: New evidence from realized range-based volatility," Energy Economics, Elsevier, volume 75, issue C, pages 400-409, DOI: 10.1016/j.eneco.2018.09.006.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 208-220, DOI: 10.1016/j.irfa.2018.01.011.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Blazsek, Szabolcs & Carrizo, Daniela & Eskildsen, Ricardo & Gonzalez, Humberto, 2018, "Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH," Finance Research Letters, Elsevier, volume 24, issue C, pages 193-198, DOI: 10.1016/j.frl.2017.09.006.
• Ping, Yuan & Li, Rui, 2018, "Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market," Finance Research Letters, Elsevier, volume 25, issue C, pages 222-229, DOI: 10.1016/j.frl.2017.10.028.
• Dey, Shubhasis & Sampath, Aravind, 2018, "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, volume 25, issue C, pages 41-46, DOI: 10.1016/j.frl.2017.10.002.
• Chae, Joon & Lee, Eun Jung, 2018, "Distribution uncertainty and expected stock returns," Finance Research Letters, Elsevier, volume 25, issue C, pages 55-61, DOI: 10.1016/j.frl.2017.10.006.
• Kupiec, Paul H., 2018, "On the accuracy of alternative approaches for calibrating bank stress test models," Journal of Financial Stability, Elsevier, volume 38, issue C, pages 132-146, DOI: 10.1016/j.jfs.2018.08.001.
• Mozumder, Sharif & Choudhry, Taufiq & Dempsey, Michael, 2018, "Spectral measures of risk for international futures markets: A comparison of extreme value and Lévy models," Global Finance Journal, Elsevier, volume 37, issue C, pages 248-261, DOI: 10.1016/j.gfj.2018.07.001.
• Punzo, Antonio & Bagnato, Luca & Maruotti, Antonello, 2018, "Compound unimodal distributions for insurance losses," Insurance: Mathematics and Economics, Elsevier, volume 81, issue C, pages 95-107, DOI: 10.1016/j.insmatheco.2017.10.007.
• Doan, Bao & Papageorgiou, Nicolas & Reeves, Jonathan J. & Sherris, Michael, 2018, "Portfolio management with targeted constant market volatility," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 134-147, DOI: 10.1016/j.insmatheco.2018.09.010.
• Asongu, Simplice A. & Biekpe, Nicholas, 2018, "Globalization and terror in Africa," International Economics, Elsevier, volume 156, issue C, pages 86-97, DOI: 10.1016/j.inteco.2017.12.005.
• Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba, 2018, "A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 104-127, DOI: 10.1016/j.intfin.2018.02.013.
• de Almeida, Daniel & Hotta, Luiz K. & Ruiz, Esther, 2018, "MGARCH models: Trade-off between feasibility and flexibility," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 45-63, DOI: 10.1016/j.ijforecast.2017.08.003.
• Zanetti Chini, Emilio, 2018, "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," International Journal of Forecasting, Elsevier, volume 34, issue 4, pages 711-732, DOI: 10.1016/j.ijforecast.2018.05.003.
• de Carvalho, Pablo Jose Campos & Gupta, Aparna, 2018, "A network approach to unravel asset price comovement using minimal dependence structure," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 119-132, DOI: 10.1016/j.jbankfin.2018.04.012.
• Foroni, Claudia & Ravazzolo, Francesco & Sadaba, Barbara, 2018, "Assessing the predictive ability of sovereign default risk on exchange rate returns," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 242-264, DOI: 10.1016/j.jimonfin.2017.12.001.
• Proaño, Christian R. & Tarassow, Artur, 2018, "Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan," Journal of the Japanese and International Economies, Elsevier, volume 50, issue C, pages 60-71, DOI: 10.1016/j.jjie.2018.08.002.
• Fizaine, Florian, 2018, "Toward generalization of futures contracts for raw materials: A probabilistic answer applied to metal markets," Resources Policy, Elsevier, volume 59, issue C, pages 379-388, DOI: 10.1016/j.resourpol.2018.08.010.
• Asongu, Simplice A. & Tchamyou, Vanessa S. & Minkoua N., Jules R. & Asongu, Ndemaze & Tchamyou, Nina P., 2018, "Fighting terrorism in Africa: Benchmarking policy harmonization," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1931-1957, DOI: 10.1016/j.physa.2017.11.109.
• Duan, Yinying & Chen, Wang & Zeng, Qing & Liu, Zhicao, 2018, "Leverage effect, economic policy uncertainty and realized volatility with regime switching," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 493, issue C, pages 148-154, DOI: 10.1016/j.physa.2017.10.040.
• Ben Sita, Bernard, 2018, "Estimating the beta-return relationship by considering the sign and the magnitude of daily returns," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 28-35, DOI: 10.1016/j.qref.2017.04.010.
• Chasco, Coro & Le Gallo, Julie & López, Fernando A., 2018, "A scan test for spatial groupwise heteroscedasticity in cross-sectional models with an application on houses prices in Madrid," Regional Science and Urban Economics, Elsevier, volume 68, issue C, pages 226-238, DOI: 10.1016/j.regsciurbeco.2017.10.015.
• Jin, Fei & Lee, Lung-fei, 2018, "Outer-product-of-gradients tests for spatial autoregressive models," Regional Science and Urban Economics, Elsevier, volume 72, issue C, pages 35-57, DOI: 10.1016/j.regsciurbeco.2017.03.006.
• Yang, Chao & Lee, Lung-fei & Qu, Xi, 2018, "Tobit models with social interactions: Complete vs incomplete information," Regional Science and Urban Economics, Elsevier, volume 73, issue C, pages 30-50, DOI: 10.1016/j.regsciurbeco.2018.07.007.
• Yu, Honghai & Du, Donglei & Fang, Libing & Yan, Panpan, 2018, "Risk contribution of crude oil to industry stock returns," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 179-199, DOI: 10.1016/j.iref.2018.03.009.
• Aguirre, Idoia & Vázquez, Jesús, 2018, "Inflation monitoring in real time: A comparative analysis of the Federal Reserve and the Bank of England," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 200-209, DOI: 10.1016/j.iref.2018.03.010.
• Oloko, Tirimisiyu F., 2018, "Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 219-232, DOI: 10.1016/j.ribaf.2017.07.153.
• Matemilola, B.T. & Bany-Ariffin, A.N. & Azman-Saini, W.N.W. & Nassir, Annuar Md, 2018, "Does top managers’ experience affect firms’ capital structure?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 488-498, DOI: 10.1016/j.ribaf.2017.07.184.
• Stahl, Dale O., 2018, "Assessing the forecast performance of models of choice," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 73, issue C, pages 86-92, DOI: 10.1016/j.socec.2018.02.006.
• Long, Zhiming & Herrera, Rémy, 2018, "Some considerations on China’s long-run economic growth: 1952–2015 from the analysis of factor contributions to that of the profit rate," Structural Change and Economic Dynamics, Elsevier, volume 44, issue C, pages 14-22, DOI: 10.1016/j.strueco.2018.01.004.
• Asongu, Simplice A. & Le Roux, Sara & Biekpe, Nicholas, 2018, "Enhancing ICT for environmental sustainability in sub-Saharan Africa," Technological Forecasting and Social Change, Elsevier, volume 127, issue C, pages 209-216, DOI: 10.1016/j.techfore.2017.09.022.
• George Richards, 2018, "Estimation of a Nonlinear Common Factor Model," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 1, pages 1-28.
• Andrew Phiri, 2018, "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 3, pages 15-38.
• Andrew Phiri, 2018, "Nonlinear Relationship between Exchange Rate Volatility and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/08, Jun.
• Stephan B. Bruns & Johannes König & David I. Stern, 2018, "Replication and Robustness Analysis of 'Energy and Economic Growth in the USA: A Multivariate Approach'," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-18, Apr.
• Joshua C.C. Chan & Eric Eisenstat, 2018, "Comparing Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-31, Jun.
• Bo Zhang & Joshua C.C. Chan & Jamie L. Cross, 2018, "Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-32, Jun.
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018, "Nowcasting New Zealand GDP Using Machine Learning Algorithms," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-47, Sep.
• Cortes, Fabio & Lindner, Peter & Malik, Sheheryar & Segoviano, Miguel, 2018, "A comprehensive multi-sector tool for analysis of Systemic Risk and Interconnectedness (SyRIN)," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118928, Jul.
• Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018, "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88352, Apr.
• Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018, "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88690, Apr.
• Chadha, Jagjit S. & Shibayama, Katsuyuki, 2018, "Bayesian estimation of DSGE models: identification using a diagnostic indicator," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90383, Sep.
• Den Haan, Wouter J. & Drechsel, Thomas, 2018, "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90384, Aug.
• Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2018, "The missing link: monetary policy and the labor share," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90873, Nov.
• Schneider, Eric B., 2018, "Sample selection biases and the historical growth pattern of children," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 87075, Jan.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-003/III, Jan.
• Allou Allou Alfonse & José Carlos Trejo García & Miguel Ángel Martínez García, 2018, "Opción climática para la producción de café en México. (Climate Option of Coffee Production in Mexico)," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 135-154, October.
• Davillas, Apostolos & M. Jones, Andrew, 2018, "Parametric models for biomarkers based on flexible size distributions," ISER Working Paper Series, Institute for Social and Economic Research, number 2018-03, Mar.
• P. Jenkins, Stephen & Hérault, Nicolas, 2018, "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series, Institute for Social and Economic Research, number 2018-05, Apr.
• Korobilis, Dimitris & Koop, Gary, 2018, "Variational Bayes inference in high-dimensional time-varying parameter models," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 22665, Jul.
• Anna Czapkiewicz & Pawel Jamer & Joanna Landmesser, 2018, "Effects of Macroeconomic Indicators on the Financial Markets Interrelations," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 3, pages 268-293, July.
• Hongjie Wei & Yan Sun & Meidi Hu, 2018, "Model Selection in Spatial Autoregressive Models with Varying Coefficients," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 13, issue 4, pages 559-576, December.
• Mark Bognanni, 2018, "A Class of Time-Varying Parameter Structural VARs for Inference under Exact or Set Identification," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1811, Sep, DOI: 10.26509/frbc-wp-201811.
• Michael B. Gordy & Alexander J. McNeil, 2018, "Spectral Backtests of Forecast Distributions with Application to Risk Management," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-021, Mar, DOI: 10.17016/FEDS.2018.021.