Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2022

• Lukas Janasek, 2022, "Acquisition of Costly Information in Data-Driven Decision Making," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/10, May, revised May 2022.
• Diana Kmetkova & Milas Scasny, 2022, "Income Elasticity for Animal-Based Protein and Food Supply," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/23, Sep, revised Sep 2022.
• Claudia Foroni & Paolo Gelain & Massimiliano Marcellino, 2022, "The financial accelerator mechanism: does frequency matter?," Working Papers, Federal Reserve Bank of Cleveland, number 22-29, Nov, DOI: 10.26509/frbc-wp-202229.
• Takushi Kurozumi & Ryohei Oishi & Willem Van Zandweghe, 2022, "Sticky Information Versus Sticky Prices Revisited: A Bayesian VAR-GMM Approach," Working Papers, Federal Reserve Bank of Cleveland, number 22-34, Nov, DOI: 10.26509/frbc-wp-202234.
• William Barcelona & Danilo Cascaldi-Garcia & Jasper Hoek & Eva Van Leemput, 2022, "What Happens in China Does Not Stay in China," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1360, Nov, DOI: 10.17016/IFDP.2022.1360.
• Aaron Amburgey & Michael W. McCracken, 2022, "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers, Federal Reserve Bank of St. Louis, number 2022-003, Jan, revised 03 Jun 2022, DOI: 10.20955/wp.2022.003.
• Emil Heesche & Mette Asmild, 2022, "Implications of Aggregation Uncertainty in DEA," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2022/02, Mar.
• Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022, "A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model," Econometrics, MDPI, volume 10, issue 3, pages 1-41, August.
• Antonio Musa, 2022, "Nowcasting Bosnia and Herzegovina GDP in Real Time," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2022, Apr.
• Ilkin Huseynov & Nazrin Ramazanova & Hikmat Valirzayev, 2022, "Using National Payment System Data to Nowcast Economic Activity in Azerbaijan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 23-2022, Oct.
• Nicolas Legrand & Christophe Gouel, 2022, "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," Working Papers, HAL, number hal-03809825, Oct.
• Sullivan Hué & Christophe Hurlin & Christophe Pérignon & Sébastien Saurin, 2022, "Explainable Performance," Working Papers, HAL, number hal-03897380, Dec, DOI: 10.2139/ssrn.4280563.
• Borowczyk-Martins, Daniel & Pacini, David, 2022, "Measuring Labor Market Transitions in Europe: Identification and Validation Analysis," Working Papers, Copenhagen Business School, Department of Economics, number 3-2022, Jan.
• Song, Zisheng & Wilhelmsson, Mats & Zalejska-Jonsson, Agnieszka, 2022, "The relationship between owner-occupied housing prices and rental housing rents: evidence from Beijing, China," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 22/3, May.
• Hermansson, Cecilia & Lundgren, Berndt, 2022, "What factors matter in rent negotiations? Differences in views between landlords and retail trade tenants," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 22/9, Aug.
• Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022, "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers, Örebro University, School of Business, number 2022:1, Jan.
• Österholm, Pär & Poon, Aubrey, 2022, "Trend Inflation in Sweden," Working Papers, Örebro University, School of Business, number 2022:2, Jan.
• Nguyen, Hoang & Virbickaite, Audrone, 2022, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers, Örebro University, School of Business, number 2022:5, May.
• Aas, Eline & Gomez, Monica & Tariq, Fawaz, 2022, "Health Technology Assessment (HTA) of GLP-1 receptor agonists and SGLT-2 inhibitors in combination with metformin as first-line treatment in patient with type 2 diabetes mellitus (T2DM) and established cardiovascular or chronic kidney disease," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2022:3, Oct, DOI: https://www.med.uio.no/helsam/forsk.
• Schling, Maja & Guerrero Compeán, Roberto & Pazos, Nicolas & Bailey, Allison & Arkema, Katie & Ruckelshaus, Mary, 2022, "The Economic Impact of Sargassum: Evidence from the Mexican Coast," IDB Publications (Working Papers), Inter-American Development Bank, number 12460, Sep, DOI: http://dx.doi.org/10.18235/0004470.
• Qazi Haque, 2022, "Monetary Policy, Inflation Target, and the Great Moderation: An Empirical Investigation," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 4, pages 1-52, October.
• Anders Klevmarken, 2022, "Statistical Inference in Micro-simulation Models: Incorporating External Information," International Journal of Microsimulation, International Microsimulation Association, volume 15, issue 1, pages 111-120, DOI: 10.34196/ijm.00255.
• Diego Emilio Linthon-Delgado & Lizethe Berenice Méndez-Heras, 2022, "Descomposición de la brecha salarial de género en el Ecuador," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 1, pages 1-25, Enero - M.
• Ashima Goyal & Sritama Ray, 2022, "Exploring correlations between aggregate demand and supply shocks in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2022-004, Mar.
• Steven F. Lehrer & Tian Xie, 2022, "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, volume 68, issue 1, pages 189-210, January, DOI: 10.1287/mnsc.2020.3911.
• Picchio, Matteo & Ubaldi, Michele, 2022, "Unemployment and Health: A Meta-Analysis," IZA Discussion Papers, IZA Network @ LISER, number 15433, Jul.
• Cochrane, William & Poot, Jacques & Roskruge, Matthew, 2022, "Urban Resilience and Social Security Uptake: New Zealand Evidence from the Global Financial Crisis and the COVID-19 Pandemic," IZA Discussion Papers, IZA Network @ LISER, number 15510, Aug.
• William A. Barnett & Unal Eryilmaz, 2022, "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202203, Jan.
• Zongwu Cai & Ying Fang & Ming Lin & Mingfeng Zhan, 2022, "Estimating Quantile Treatment Effects for Panel Data," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202205, Feb, revised Feb 2022.
• Donovan Platt, 2022, "Bayesian Estimation of Economic Simulation Models Using Neural Networks," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 2, pages 599-650, February, DOI: 10.1007/s10614-021-10095-9.
• John N. Ng’ombe & B. Wade Brorsen, 2022, "The Effect of Including Irrelevant Alternatives in Discrete Choice Models of Recreation Demand," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 1, pages 71-97, June, DOI: 10.1007/s10614-021-10138-1.
• Simos G. Meintanis & Christos K. Papadimitriou, 2022, "Goodness--of--fit tests for stochastic frontier models based on the characteristic function," Journal of Productivity Analysis, Springer, volume 57, issue 3, pages 285-296, June, DOI: 10.1007/s11123-022-00632-5.
• Kamil Makieła & Błażej Mazur, 2022, "Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors," Journal of Productivity Analysis, Springer, volume 58, issue 1, pages 35-54, August, DOI: 10.1007/s11123-022-00639-y.
• Schlicht, Ekkehart, 2022, "VCwrapper," Discussion Papers in Economics, University of Munich, Department of Economics, number 84584.
• Schlicht, Ekkehart, 2022, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 92509, revised .
• Feriansyah & Hari Nugroho & Aura Asyda Larre & Qori’atul Septiavin & Cintya Khairun Nisa, 2022, "Economic Growth and CO2 Emission in ASEAN: Panel-ARDL Approach," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 68, pages 102-113, Desember.
• Theologos Dergiades & Panos K. Pouliasis, 2021, "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_03, Feb, revised Feb 2021.
• Don Bredin & Stilianos Fountas, 2022, "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2022_03, Mar, revised Mar 2022.
• Zsuzsanna Hosszu & Gergely Lakos, 2022, "Early Warning Performance of Univariate Credit-to-GDP Gaps," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2022/142.
• Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey A. Smith & Evan J. Taylor, 2022, "Simple Tests for Selection: Learning More from Instrumental Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 30291, Jul.
• Sylvain Catherine & Mehran Ebrahimian & Mohammad Fereydounian & David Sraer & David Thesmar, 2022, "Robustness Checks in Structural Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 30443, Sep.
• Cristina Amado, 2022, "Outlier robust specification of multiplicative time-varying volatility models," NIPE Working Papers, NIPE - Universidade do Minho, number 11/2022.
• Dimitris Korobilis & Kenichi Shimizu, 2022, "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, volume 11, issue 4, pages 230-354, June, DOI: 10.1561/0800000041.
• Musdalifah Azis & Rusdiah Iskandar & Lusiana Desy Ariswati & I Made Surya Negara Sudirman & Dio Caisar Darma, 2022, "The Treynor-Mazuy Conditional Model: Overview of Market Timing and Stock Selection on Equity Mutual Funds Performance," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 252-263, June.
• Stoyan Stoyanov & Nikolay Oresharov & Oleg Dimov & Nikolina Nikolova & Kalina Kavaldzhieva, 2022, "Evaluation and Effectiveness of the Adaptation of Evaluation Standards to the Training, Business Environment and Practices in the Republic of Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 69-79, March.
• Fang Duan & Hans Manner & Dominik Wied, 2022, "Model and Moment Selection in Factor Copula Models
  [Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 45-75.
• Genaro Sucarrat & Steffen Grønneberg, 2022, "Risk Estimation with a Time-Varying Probability of Zero Returns
  [On the Coherence of Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 278-309.
• Sebastian Bayer & Timo Dimitriadis, 2022, "Regression-Based Expected Shortfall Backtesting
  [Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 437-471.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805.
• Christophe Chorro & Rahantamialisoa H Fanirisoa, 2022, "Discriminating Between GARCH Models for Option Pricing by Their Ability to Compute Accurate VIX Measures
  [Option Valuation with Volatility Components, Fat Tails, and Non-Monotonic Pricing Kernels]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 902-941.
• Todd Mitton, 2022, "Methodological Variation in Empirical Corporate Finance," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 527-575.
• Andrei-Dragos Popescu & Cristi-Marcel Spulbar, 2022, "The Impact of Returns and Influence of Crypto Assets on Different Asset Classes," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 969-980, September.
• Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022, "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis
  [¿Cuáles son los principales factores que impulsan el déficit de cuenta corriente de los países MENA? Un análisis de enfoque de pa," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 134-153, June, DOI: https://doi.org/10.46661/revmetodos.
• León Mendoza, Juan Celestino & Valcárcel Pineda, Paolo, 2022, "Influencia de las características sociodemográficas personales en el éxito empresarial en Perú
  [Influence of personal sociodemographic characteristics on business success in Peru]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 33, issue 1, pages 326-352, June, DOI: https://doi.org/10.46661/revmetodos.
• Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2022, "Market and model risks: a feasible joint estimate methodology," Risk Management, Palgrave Macmillan, volume 24, issue 3, pages 187-213, September, DOI: 10.1057/s41283-022-00090-1.
• Pablo Pincheira Brown, 2022, "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 150-183.
• Gabriel Rodríguez & Paulo Chávez, 2022, "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2022-509, DOI: 10.18800/2079-8474.0509.
• Francis X. Diebold & Maximilian Gobel, 2022, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-002, Jan.
• Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022, "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-011, Mar.
• Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022, "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-028, Jun.
• Maria Kovacova & Lenka Hrosova & Pavol Durana & Jakub Horak, 2022, "Earnings management model for Visegrad Group as an immanent part of creative accounting," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 4, pages 1143-1176, December, DOI: 10.24136/oc.2022.033.
• Barnett, William A. & Eryilmaz, Unal, 2022, "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," MPRA Paper, University Library of Munich, Germany, number 111567, Jan.
• Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.
• Pedini, Luca & Severini, Sabrina, 2022, "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 112339.
• Ben Salem, Ameni & Safer, Imene & Khefacha, Islem, 2022, "Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets," MPRA Paper, University Library of Munich, Germany, number 113350, Feb, revised May 2022.
• Lee, David, 2022, "Pricing Cancellation Product," MPRA Paper, University Library of Munich, Germany, number 114147, Aug.
• Boskabadi, Elahe, 2022, "Economic policy uncertainty and forecast bias in the survey of professional forecasters," MPRA Paper, University Library of Munich, Germany, number 115081, Oct.
• Hoffmaister, Alexander W., 2022, "Two's not company: mis-aggregation and "supply-induced" unemployment increases," MPRA Paper, University Library of Munich, Germany, number 115513, Nov.
• Mohajan, Devajit & Mohajan, Haradhan, 2022, "Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure," MPRA Paper, University Library of Munich, Germany, number 115791, Oct, revised 15 Oct 2022.
• M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022, "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 116824, Oct, revised 06 Feb 2023.
• B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022, "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 117067, Aug, revised 05 Jan 2023.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
• Shobande, Olatunji & Asongu, Simplice A, 2022, "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," MPRA Paper, University Library of Munich, Germany, number 119054, Jan.
• Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
• Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022, "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202212, Feb.
• Rangan Gupta & Xiaojin Sun, 2022, "Time-Varying Parameter Four-Equation DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202234, Aug.
• Dušan Steinhauser & Zuzana Borovská, 2022, "The Impact of Institutional Environment on Risk Assessment," Central European Business Review, Prague University of Economics and Business, volume 2022, issue 2, pages 61-79, DOI: 10.18267/j.cebr.288.
• Chen Yang & Xu Shaorui & Ali Farhan, 2022, "Investigating Spatial-Temporal Pattern and Inducing Factors to Green Technology Innovation and High-Quality Economic Development," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 3-4, pages 296-323, DOI: 10.18267/j.pep.807.
• Helena Mitwallyová & Lucie Kureková & Daniel Zikmund, 2022, "Možnosti zlepšování životního prostředí územní samosprávou na příkladu snížení koncentrace prachových částic PM10 v ovzduší
  [Environmental Improvement Possibilities for Local Governments: Example of Reducing PM10 Concentration in Air]," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 2, pages 209-234, DOI: 10.18267/j.polek.1343.
• Chicama, Diego & Nivin, Rafael, 2022, "Evaluando el modelo Growth-at-Risk como herramienta para vigilar los riesgos macrofiancieros en la economía peruana," Working Papers, Banco Central de Reserva del Perú, number 2022-008, Oct.
• Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," Working Papers, South African Reserve Bank, number 11022, Feb.
• Biwei Chen, 2022, "Shape Evolution of the Interest Rate Term Structure," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 427-457, January, DOI: https://doi.org/10.15353/rea.v13i3..
• Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
• Samir Saissi Hassani, 2022, "Précisions importantes sur le backtesting comparatif de la VaR," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-5, Feb.
• Samir Saissi Hassani & Georges Dionne, 2022, "Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-3, Jul.
• Umair Bin YOUSAF & Khalil JEBRAN & Man WANG, 2022, "A Comparison of Static, Dynamic and Machine Learning Models in Predicting the Financial Distress of Chinese Firms," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 122-138, April.
• Eduard van der Merwe & Eleni Yitbarek & Matthew W. Clance, 2022, "Climate change and child health: A Nigerian perspective," ERSA Working Paper Series, Economic Research Southern Africa, number 871, Jan.
• Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022, "Big data forecasting of South African inflation," ERSA Working Paper Series, Economic Research Southern Africa, number 873, Feb.
• Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, , "Big data forecasting of South African inflation," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2022:i::id:41.
• Zouhaier Dhifaoui, 2022, "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , volume 11, issue 1, pages 69-94, June, DOI: 10.1177/2277978721995654.
• Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022, "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 6, pages 523-542, June.
• Rogelio V. Mercado, Jr. & Victor Pontines, 2022, "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre, number wp47, Oct.
• Alexander Bobkov & Oksana Savchina, 2022, "Verification of the production structure evolution model of industrial enterprises using cluster analysis," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 13215738, Oct.
• Tomasz P. Kostyra, 2022, "Yield Curve Modelling with the Nelson-Siegel Method for Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 44-56.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022, "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, volume 313, issue 1, pages 77-103, June, DOI: 10.1007/s10479-021-04097-x.
• Vo Hoang Ha & Takeshi Mizunoya & Nguyen Duc Kien & Truong Quang Dung & Le Thanh An & Nguyen Thai Phan & Nguyen Quang Tan & Pham Thi Trieu Tien & Nguyen Cong Dinh, 2022, "Post-flood recovery in the central coastal plain of Vietnam: determinants and policy implications," Asia-Pacific Journal of Regional Science, Springer, volume 6, issue 3, pages 899-929, October, DOI: 10.1007/s41685-022-00244-9.
• Charl Maree & Christian W. Omlin, 2022, "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, volume 4, issue 2, pages 241-262, September, DOI: 10.1007/s42521-022-00068-4.
• Jaeho Kim & Sora Chon, 2022, "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, volume 62, issue 2, pages 461-485, February, DOI: 10.1007/s00181-021-02024-4.
• Lixiong Yang, 2022, "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, volume 62, issue 2, pages 533-551, February, DOI: 10.1007/s00181-021-02028-0.
• Khyati Kathuria & Nand Kumar, 2022, "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, volume 62, issue 3, pages 1177-1191, March, DOI: 10.1007/s00181-021-02061-z.
• Julia Kielmann & Hans Manner & Aleksey Min, 2022, "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, volume 62, issue 4, pages 1543-1574, April, DOI: 10.1007/s00181-021-02073-9.
• Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022, "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, volume 62, issue 5, pages 2179-2203, May, DOI: 10.1007/s00181-021-02103-6.
• Pål Boug & Ådne Cappelen, 2022, "Did OPEC change its behaviour after the November 2014 meeting?," Empirical Economics, Springer, volume 62, issue 5, pages 2285-2305, May, DOI: 10.1007/s00181-021-02104-5.
• Manuel González-Astudillo & John M. Roberts, 2022, "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, volume 62, issue 5, pages 2417-2460, May, DOI: 10.1007/s00181-021-02105-4.
• Dejan Živkov & Slavica Manić & Ivan Pavkov, 2022, "Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals," Empirical Economics, Springer, volume 63, issue 2, pages 1109-1134, August, DOI: 10.1007/s00181-021-02148-7.
• Alessandra Garbero & Marco Letta, 2022, "Predicting household resilience with machine learning: preliminary cross-country tests," Empirical Economics, Springer, volume 63, issue 4, pages 2057-2070, October, DOI: 10.1007/s00181-022-02199-4.
• Masato Ubukata, 2022, "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, volume 63, issue 5, pages 2633-2653, November, DOI: 10.1007/s00181-022-02209-5.
• Khurram Shehzad & Umer Zaman & Mahmood Ahmad & Xiaoxing Liu, 2022, "Asymmetric impact of information and communication technologies on environmental quality: analyzing the role of financial development and energy consumption," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 2, pages 1761-1780, February, DOI: 10.1007/s10668-021-01506-w.
• Jeronymo Marcondes Pinto & Jennifer L. Castle, 2022, "Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 18, issue 2, pages 129-157, July, DOI: 10.1007/s41549-022-00066-w.
• Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez & Raquel Y. Badillo & Sergio Lopez-Araiza, 2022, "Gender stereotypes in job advertisements: What do they imply for the gender salary gap?," Journal of Labor Research, Springer, volume 43, issue 1, pages 65-102, March, DOI: 10.1007/s12122-022-09331-4.
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