Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2022

• Daniel A. Griffith & Yongwan Chun, 2022, "Some useful details about the Moran coefficient, the Geary ratio, and the join count indices of spatial autocorrelation," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-30, December, DOI: 10.1007/s43071-022-00031-w.
• T. P. Sinha, 2022, "A Macro-Econometric VAR Model of India Incorporating Black Income," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 3, pages 629-660, September, DOI: 10.1007/s40953-022-00296-w.
• Holger Steinmetz & Jörn Block, 2022, "Meta-analytic structural equation modeling (MASEM): new tricks of the trade," Management Review Quarterly, Springer, volume 72, issue 3, pages 605-626, September, DOI: 10.1007/s11301-022-00293-6.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Moment tests of independent components," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 1, pages 429-474, May, DOI: 10.1007/s13209-021-00247-3.
• Cheng-Few Lee & Lie-Jane Kao & Po-Cheng Wu, 2022, "Alternative Models for Evaluating Convertible Bond: Review and Integration," Springer Books, Springer, chapter 68, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_68.
• Robert H. Patrick, 2022, "Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests," Springer Books, Springer, chapter 78, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_78.
• Anna D’Ambrosio & Sandro Montresor, 2022, "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 158, issue 1, pages 53-107, February, DOI: 10.1007/s10290-021-00423-4.
• Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022, "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/33, Oct.
• Sander Barendse & Andrew J. Patton, 2022, "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1057-1069, June, DOI: 10.1080/07350015.2021.1896527.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022, "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1246-1258, June, DOI: 10.1080/07350015.2021.1920960.
• Lutz Kilian, 2022, "Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 4, pages 1429-1433, October, DOI: 10.1080/07350015.2022.2102022.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022, "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 12, pages 2257-2274, December, DOI: 10.1080/14697688.2022.2118071.
• Alexander Wehrli & Didier Sornette, 2022, "Classification of flash crashes using the Hawkes(p,q) framework," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 2, pages 213-240, February, DOI: 10.1080/14697688.2021.1941212.
• Nguyen, BH & Zhang, Bo, 2022, "Forecasting oil Prices: can large BVARs help?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2022-04.
• Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022, "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-022/III, Feb.
• Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022, "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 764-779, October, DOI: 10.1162/rest_a_01016.
• Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022, "Energy Markets and Global Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 828-844, October, DOI: 10.1162/rest_a_00977.
• Beatriz de la Flor & Javier Ojea-Ferreiro & Eva Ferreira, 2022, "The Hedging Cost of Forgetting the Exchange Rate," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2022-01.
• Joshua D. Angrist & Brigham Frandsen, 2022, "Machine Labor," Journal of Labor Economics, University of Chicago Press, volume 40, issue S1, pages 97-140, DOI: 10.1086/717933.
• Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202201, Jan.
• Ruoyao Shi, 2022, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202211, Jun.
• Hao Hao & Bai Huang & Tae-Hwy Lee, 2022, "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers, University of California at Riverside, Department of Economics, number 202212, Jul.
• Justin Dang & Aman Ullah, 2022, "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers, University of California at Riverside, Department of Economics, number 202303, Jun, revised Mar 2023.
• Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022, "Bootstrap Inference Under Cross Sectional Dependence," Working papers, University of Connecticut, Department of Economics, number 2022-14, Jul.
• Sylvain Barde, 2022, "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics, School of Economics, University of Kent, number 2203, Aug.
• Tran, Thuy Nhung, 2022, "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 56, issue 1, pages 151-168, DOI: http://dx.doi.org/10.17576/JEM-2022.
• Nail Kashaev & Victor H. Aguiar, 2022, "A Random Attention and Utility Model," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20223.
• Victor H. Aguiar & Roberto Serrano, 2022, "Slutsky Matrix Symmetry: A New Behavioral Condition," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20228.
• Toleva Borislava, 2022, "ANOVA bootstrapped principal components analysis for logistic regression," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 1, pages 18-31, June, DOI: 10.2478/crebss-2022-0002.
• Sroka Łukasz, 2022, "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 2, pages 15-29, June, DOI: 10.15611/eada.2022.2.02.
• Mešić Amar & Miškić Smiljka & Stević Željko & Mastilo Zoran, 2022, "Hybrid MCDM Solutions for Evaluation of the Logistics Performance Index of the Western Balkan Countries," Economics, Sciendo, volume 10, issue 1, pages 13-34, June, DOI: 10.2478/eoik-2022-0004.
• Wołowiec Tomasz & Pavlov Kostiantyn & Pavlova Olena & Zaichuk Kateryna, 2022, "Tourist Services of the Western Region of Ukraine: Rating and Analysis," Economics, Sciendo, volume 10, issue 1, pages 183-198, June, DOI: 10.2478/eoik-2022-0007.
• Trajkov Aleksandar & Andreeski Cvetko & Biljan Jovanka, 2022, "Measuring the Impact of the Coviid-19 Crisis on the Foreign Tourist Receipts," Economic Themes, Sciendo, volume 60, issue 1, pages 1-19, March, DOI: 10.2478/ethemes-2022-0001.
• Berezka Kateryna M. & Kovalchuk Olha Ya. & Banakh Serhiy V. & Zlyvko Stanislav V. & Hrechaniuk Roksolana, 2022, "A Binary Logistic Regression Model for Support Decision Making in Criminal Justice," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 1, pages 1-17, June, DOI: 10.2478/foli-2022-0001.
• Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022, "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, volume 5, issue 1, pages 11-29, January, DOI: 10.1515/openec-2022-0117.
• Doszyń Mariusz, 2022, "Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation," Real Estate Management and Valuation, Sciendo, volume 30, issue 3, pages 61-72, September, DOI: 10.2478/remav-2022-0021.
• Rena Ravinder & Kamuinjo Albert V., 2022, "An Empirical Analysis of the Relationship Between Capital, Market Risks, and Liquidity Shocks in the Banking Industry," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 67, issue 2, pages 67-83, August, DOI: 10.2478/subboec-2022-0010.
• Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022, "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-29.
• Thi Huyen Tran & Robert Ślepaczuk, 2022, "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-30.
• Shon M. Ferguson & Aaron Smith, 2022, "Import demand elasticities based on quantity data: Theory and evidence," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 55, issue 2, pages 1027-1056, May, DOI: 10.1111/caje.12596.
• Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022, "Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," Econometrica, Econometric Society, volume 90, issue 2, pages 685-713, March, DOI: 10.3982/ECTA18506.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2022, "The role of precautionary and speculative demand in the global market for crude oil," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 882-895, August, DOI: 10.1002/jae.2905.
• Na Guo & Bo Zhang & Jamie L. Cross, 2022, "Time‐varying trend models for forecasting inflation in Australia," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 2, pages 316-330, March, DOI: 10.1002/for.2814.
• Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022, "The role of investor sentiment in forecasting housing returns in China: A machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 8, pages 1725-1740, December, DOI: 10.1002/for.2893.
• Joshua C. C. Chan, 2022, "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, volume 13, issue 3, pages 1145-1169, July, DOI: 10.3982/QE1381.
• Alexander Glas & Matthias Hartmann, 2022, "Uncertainty measures from partially rounded probabilistic forecast surveys," Quantitative Economics, Econometric Society, volume 13, issue 3, pages 979-1022, July, DOI: 10.3982/QE1703.
• Jinshun Wu & Taps Maiti, 2022, "A Frequency-Domain Analysis Of Medium-Scale Dsge Models," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 06, pages 1951-1986, December, DOI: 10.1142/S0217590822500229.
• Jos� Antonio P�rez M�nguez & Inmaculada Villan�a Mart�n, 2022, "El contraste reset en los modelos logit y probit. Un estudio de Monte Carlo," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2022-02, Feb.
• Knüppel, Malte & Krüger, Fabian & Pohle, Marc-Oliver, 2022, "Score-based calibration testing for multivariate forecast distributions," Discussion Papers, Deutsche Bundesbank, number 50/2022.
• Picchio, Matteo & Ubaldi, Michele, 2022, "Unemployment and Health: A Meta-Analysis," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1128.
• Shrub, Yuliya & Rieger, Jonas & Müller, Henrik & Jentsch, Carsten, 2022, "Text data rule - don't they? A study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 964, DOI: 10.4419/96973128.
• Gantert, Konstantin, 2022, "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264103.
• Wan, Wayne Xinwei & Lindenthal, Thies, 2022, "Towards accountability in machine learning applications: A system-testing approach," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-001.
• Yuhan Nie & Jiafu Su, 2022, "Evaluating the Green Innovation Ability of Engineering Teams in a Hesitation Fuzzy Environment," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 53-76, December.
• 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," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-01, Jan.
• Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022, "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-09, May.
• Çiğdem Özarı & Özge Demirkale, 2022, "Stock Market Index Prediction Using Dollar-tl and Euro-tl Exchange Rates With K-nearest Neighbor Algorithm," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 41-62, April, DOI: https://doi.org/10.33203/mfy.103415.
• Sebastian Kranz & Peter Pütz, 2022, "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Comment," American Economic Review, American Economic Association, volume 112, issue 9, pages 3124-3136, September, DOI: 10.1257/aer.20210121.
• Abel Brodeur & Nikolai Cook & Anthony Heyes, 2022, "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics: Reply," American Economic Review, American Economic Association, volume 112, issue 9, pages 3137-3139, September, DOI: 10.1257/aer.20220277.
• María T. Verónica Culós & María Florencia Gabrielli & Marcos Herrera Gómez, 2022, "Market power in the Argentine liquid fuels wholesale chain," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4554, Nov.
• Mirta Lidia González & Alberto Héctor Landro, 2022, "Subjetividad y causalidad en los fenómenos económicos dinámicos," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4568, Nov.
• Alexandra Perju-Mitran & Andreea-Elisabeta Budacia & Lucian Constantin Gabriel Budacia & Marian-Florin Busuioc, 2022, "A Conceptual Model of Consumer Intention to Continue Buying Eco-Labeled Products," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 24, issue 60, pages 546-546, April.
• Vasile Dinu & Veronica Câmpian & Cristinel Vasiliu & Lauren?iu Tãchiciu & Dan-Cristian Dabija, 2022, "Ethics and Integrity in the Context of Economic Research Within Doctoral Schools," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 24, issue Special16, pages 912-912, November.
• Olatunji A. Shobande & Simplice A. Asongu, 2022, "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/006, Jan.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022, "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/061, Jan.
• Olatunji A. Shobande & Simplice A. Asongu, 2022, "Searching for Sustainable Footprints: Does ICT increase CO2 emissions?," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/062, Jan.
• Olatunji A. Shobande & Lawrence Ogbeifun & Simplice A. Asongu, 2022, "Globalisation, technology and global health," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/070, Jan.
• Simplice A. Asongu & Barbara D. Mensah & Judith C. M. Ngoungou, 2022, "Thresholds of external flows in financial development for environmental sustainability in sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 22/082, Nov.
• Maria Letiția Andronic (Brătulescu), 2022, "The Government Deficit Management In Greece, Bulgaria And Romania," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 50, pages 76-88, April.
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022, "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022003, May.
• Matteo Picchio & Michele Ubaldi, 2022, "Unemployment And Health: A Meta-Analysis," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 467, Jul.
• Stefano Giglio & Bryan Kelly & Dacheng Xiu, 2022, "Factor Models, Machine Learning, and Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 337-368, November, DOI: 10.1146/annurev-financial-101521-10.
• M. T. Verónica Culós & M. Florencia Gabrielli & Marcos Herrera Gómez, 2022, "Market Power in the Argentine Liquid Fuels Wholesale Chain," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 157, Jul.
• Joshua C. C. Chan, 2022, "Large Hybrid Time-Varying Parameter VARs," Papers, arXiv.org, number 2201.07303, Jan, revised Jun 2022.
• Francis X. Diebold & Glenn D. Rudebusch & Maximilian Goebel & Philippe Goulet Coulombe & Boyuan Zhang, 2022, "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," Papers, arXiv.org, number 2203.04040, Mar, revised May 2023.
• David Benatia & Christophe Bell'ego & Louis Pape, 2022, "Dealing with Logs and Zeros in Regression Models," Papers, arXiv.org, number 2203.11820, Mar, revised Sep 2025.
• Dimitris Korobilis, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers, arXiv.org, number 2206.06892, Jun.
• Francis X. Diebold & Maximilian Goebel & 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," Papers, arXiv.org, number 2206.10721, Jun, revised Jun 2023.
• Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.
• Giovanni Angelini & Giuseppe Cavaliere & Luca Fanelli, 2022, "An identification and testing strategy for proxy-SVARs with weak proxies," Papers, arXiv.org, number 2210.04523, Oct, revised Oct 2023.
• Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022, "Score-based calibration testing for multivariate forecast distributions," Papers, arXiv.org, number 2211.16362, Nov, revised Dec 2023.
• Nathan Kettlewell & Peter Siminski, 2022, "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," Papers, arXiv.org, number 2212.04043, Dec.
• Seighalani, Shahbod & Jalali-Naini, Seyed Ahmadreza & Khiabani, Nasser, 2022, "External Shocks, Exchange Rate Changes, and Intermediate Goods: Explanation of Stagflation in Iranian Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 27, issue 2, pages 3-50, September.
• Anton A. Gerunov, 2022, "Performance of 109 Machine Learning Algorithms across Five Forecasting Tasks: Employee Behavior Modeling, Online Communication, House Pricing, IT Support and Demand Planning," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 15-43.
• Tsvetomir Tsvetkov & Sonya Georgieva, 2022, "Inflation, Inflation Instability and Nominal Uncertainty in Bulgarian Economy," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 41-64.
• 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," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 22-04, Jul.
• Luis Antonio Espinosa & Juan José Li Ng, 2022, "México | ¿El confinamiento por COVID-19 redujo la contaminación del aire?
  [Mexico | Did the COVID-19 lockdown reduce air pollution?]," Working Papers, BBVA Bank, Economic Research Department, number 22/09, Oct.
• James Younker, 2022, "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers, Bank of Canada, number 2022-19, Sep, DOI: 10.34989/sdp-2022-19.
• Alban Moura & Olivier Pierrard, 2022, "How well do DSGE models with real estate and collateral constraints fit the data?," BCL working papers, Central Bank of Luxembourg, number 168, Oct.
• Giuseppe Cascarino & Mirko Moscatelli & Fabio Parlapiano, 2022, "Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 674, Mar.
• Emilia Bonaccorsi Di Patti & Filippo Calabresi & Biagio De Varti & Fabrizio Federico & Massimiliano Affinito & Marco Antolini & Francesco Lorizzo & Sabina Marchetti & Ilaria Masiani & Mirko Moscatelli, 2022, "Artificial intelligence in credit scoring. An analysis of some experiences in the Italian financial system," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 721, Oct.
• Freyaldenhoven Simon & Hansen Christian & Pérez Pérez Jorge & Shapiro Jesse M., 2022, "Visualization, Identification, and Estimation in the Linear Panel Event Study Design," Working Papers, Banco de México, number 2022-07, Aug.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022, "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers, Department of Economics, University of Birmingham, number 22-12, Oct.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022, "Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom," Discussion Papers, Department of Economics, University of Birmingham, number 22-13, Oct.
• Aleksei Kipriyanov, 2022, "Comparison of Models for Growth-at-Risk Forecasting," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 1, pages 23-45, March, DOI: 10.31477/rjmf.202201.23.
• Henry Penikas, 2022, "Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 2, pages 20-48, June.
• Evgeny Moiseev & Denis Zagorodnev & Alexander Berezinskiy & Roman Tikhonov, 2022, "A Method for Assessing the IT Component of Model Risk and the Economic Capital to Cover It," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 3, pages 107-127, September.
• Henry Penikas, 2022, "Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models," Bank of Russia Working Paper Series, Bank of Russia, number wps92, Apr.
• Mauricio Villamizar‐Villegas & Freddy A. Pinzon‐Puerto & Maria Alejandra Ruiz‐Sanchez, 2022, "A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years," Journal of Economic Surveys, Wiley Blackwell, volume 36, issue 4, pages 1130-1178, September, DOI: 10.1111/joes.12461.
• Martin Huber & David Imhof & Rieko Ishii, 2022, "Transnational machine learning with screens for flagging bid‐rigging cartels," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 3, pages 1074-1114, July, DOI: 10.1111/rssa.12811.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 84, issue 3, pages 740-764, July, DOI: 10.1111/rssb.12484.
• Jorge Eduardo Pérez, 2022, "Visualization, identification, and estimation in linear panel event-study design," Colombian Stata Users' Group Meetings 2022, Stata Users Group, number 05, Sep.
• Marcus Buckmann & Andreas Joseph, 2022, "An interpretable machine learning workflow with an application to economic forecasting," Bank of England working papers, Bank of England, number 984, Jun.
• Sophocles N. Brissimis & Michalis-Panayiotis Papafilis, 2022, "The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?," Working Papers, Bank of Greece, number 300, Jul, DOI: 10.52903/wp2022300.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022, "Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom," Working Papers, Bank of Greece, number 309, Dec, DOI: 10.52903/wp2022309.
• Takushi Kurozumi & Ryohei Oishi, 2022, "A Comparison of Japanese and US New Keynesian Phillips Curves with Bayesian VAR-GMM," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-3, Mar.
• Takashi Nakazawa, 2022, "Constructing GDP Nowcasting Models Using Alternative Data," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-9, Jul.
• Segnon Mawuli & Lau Chi Keung & Wilfling Bernd & Gupta Rangan, 2022, "Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 1, pages 73-98, February, DOI: 10.1515/snde-2019-0009.
• Schmidt Alexander & Schweikert Karsten, 2022, "Multiple structural breaks in cointegrating regressions: a model selection approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 219-254, April, DOI: 10.1515/snde-2020-0063.
• Victor H. Aguiar & Roberto Serrano, 2022, "Slutsky Matrix Symmetry: A New Behavioral Condition," Working Papers, Brown University, Department of Economics, number 2022-004.
• Alves, C., 2022, "Joan Robinson in 1942, an encounter between Marxian Economics and Macroeconomics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2226, Apr.
• Ashby, M. & Linton, O. B., 2022, "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2259, Oct.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/8, May.
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• Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
• Bastos, João A. & Matos, Sara M., 2022, "Explainable models of credit losses," European Journal of Operational Research, Elsevier, volume 301, issue 1, pages 386-394, DOI: 10.1016/j.ejor.2021.11.009.
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• Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022, "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105760.
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• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022, "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102249.
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