Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2023

• Carlo Marinelli & Stefano d’Addona, 2023, "Nonparametric estimates of option prices via Hermite basis functions," Annals of Finance, Springer, volume 19, issue 4, pages 477-522, December, DOI: 10.1007/s10436-023-00431-4.
• Jan Matas & Jan Pospíšil, 2023, "Robustness and sensitivity analyses of rough Volterra stochastic volatility models," Annals of Finance, Springer, volume 19, issue 4, pages 523-543, December, DOI: 10.1007/s10436-023-00433-2.
• Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023, "Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 4, pages 1637-1664, April, DOI: 10.1007/s10614-022-10255-5.
• Jan G. De Gooijer, 2023, "Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 1, pages 407-424, June, DOI: 10.1007/s10614-022-10289-9.
• Hannes Wallimann & David Imhof & Martin Huber, 2023, "A Machine Learning Approach for Flagging Incomplete Bid-Rigging Cartels," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1669-1720, December, DOI: 10.1007/s10614-022-10315-w.
• Dmitry Bazhutov & André Betzer & Richard Stehle, 2023, "Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 3, pages 239-275, September, DOI: 10.1007/s11408-023-00428-z.
• Michel Ferreira Cardia Haddad & Szabolcs Blazsek & Philip Arestis & Franz Fuerst & Hsia Hua Sheng, 2023, "The two-component Beta-t-QVAR-M-lev: a new forecasting model," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 379-401, December, DOI: 10.1007/s11408-023-00431-4.
• Kathryn E. Easterday & Pradyot K. Sen, 2023, "Another look at the dividend-price relationship in the accounting valuation framework," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 3, pages 879-925, October, DOI: 10.1007/s11156-023-01167-y.
• Csató, László & Bodnár, Gergely, 2023, "Mérhetnénk jobban a csapatok erejét a Bajnokok Ligájában? Fontos megjegyzés az Európai Labdarúgó-szövetség számára
  [How to better measure team strength in the Champions League. An important message to the European Football Confederation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 813-827, DOI: 10.18414/KSZ.2023.7-8.813.
• Anna Matuszyk, 2023, "Comparison of different approaches using Random Forest for imbalanced credit data," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 4, pages 419-436.
• Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
• Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023, "Putting Quantitative Models to the Test: An Application to Trump’s Trade War," NBER Working Papers, National Bureau of Economic Research, Inc, number 31321, Jun.
• Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023, "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31384, Jun.
• Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2023, "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31647, Aug.
• Hom Nath Gaire, 2023, "Forecasting Loanable Funds in Nepal's Banking System: A VECM Approach," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 35, issue 1-2, pages 1-21, December.
• Vasil Bozev, 2023, "A Study of Convergence in the Poverty of the Working Poor among European Union Countries," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 117-129, June.
• Sina Smid, 2023, "Understanding cultural differences and extreme attitudes in the 2021 OECD Trust Survey: Text analysis of open-ended responses," OECD Working Papers on Public Governance, OECD Publishing, number 57, Mar, DOI: 10.1787/ef25d883-en.
• Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023, "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 1-72.
• Seok Young Hong & Ingmar Nolte & Stephen J Taylor & Xiaolu Zhao, 2023, "Volatility Estimation and Forecasts Based on Price Durations," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 106-144.
• Timo Dimitriadis & iaochun Liu & Julie Schnaitmann, 2023, "Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 412-444.
• Alessio Sancetta, 2023, "Intraday Trades Profile Estimation: An Intensity Approach," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 651-677.
• Shenyi Pan & Harry Joe & Guofu Li, 2023, "Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 714-741.
• A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023, "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1759-1790.
• Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023, "When Should You Adjust Standard Errors for Clustering?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 138, issue 1, pages 1-35.
• Thuy Duong Dang & Fabian Hollstein & Marcel Prokopczuk & Zhiguo He, 2023, "Which Factors for Corporate Bond Returns?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 13, issue 4, pages 615-652.
• Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2023, "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," The Review of Economic Studies, Review of Economic Studies Ltd, volume 90, issue 3, pages 1265-1303.
• Leland Bybee & Bryan Kelly & Yinan Su & Tarun Ramadorai, 2023, "Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text," The Review of Financial Studies, Society for Financial Studies, volume 36, issue 12, pages 4759-4787.
• Henry Penikas, 2023, "Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria," Risk Management, Palgrave Macmillan, volume 25, issue 4, pages 1-25, December, DOI: 10.1057/s41283-023-00129-x.
• Alexander Meléndez Holguín & Gabriel Rodríguez, 2023, "Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2023-516, DOI: 10.18800/2079-8474.0516.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials," MPRA Paper, University Library of Munich, Germany, number 116538, Jan, revised 10 Jan 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case," MPRA Paper, University Library of Munich, Germany, number 116907, Feb, revised 19 Feb 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper, University Library of Munich, Germany, number 117324, Mar, revised 27 Mar 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor," MPRA Paper, University Library of Munich, Germany, number 117993, May, revised 07 May 2023.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint," MPRA Paper, University Library of Munich, Germany, number 118176, May, revised 05 May 2023.
• Mohajan, Devajit, 2023, "Ponderal Index: An Important Anthropometric Indicator for Physical Growth," MPRA Paper, University Library of Munich, Germany, number 118334, Feb, revised 13 Feb 2023.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
• Ryan Shackleton & Sonali Das & Rangan Gupta, 2023, "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202328, Sep.
• Caio Almeida & Gustavo Freire, 2023, "Which (Nonlinear) Factor Models?," Working Papers, Princeton University. Economics Department., number 2023-07, Apr.
• Stepan Gogolev & Evgeniy Ozhegov, 2023, "Asymmetric loss function in product-level sales forecasting: An empirical comparison," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 70, pages 109-121.
• Jamilu Said Babangida, 2023, "Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 72, pages 23-37.
• Samir Saissi Hassani & Georges Dionne, 2023, "Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 23-2, Mar.
• Bianca PĂUNA & Corina SÂMAN, 2023, "Inequality and the Environment: The Synergy or the Trade-off Effect," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 159-175, December.
• Shilov, Kirill (Шилов, Кирилл) & Zubarev, Andrey (Зубарев, Андрей), 2023, "Return factors of Ether cryptocurrency: on chain metrics and DeFi," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220221, Apr.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023, "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2302.
• Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023, "Band-Pass Filtering with High-Dimensional Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 559, Jun, revised 15 Jun 2023.
• Samir Kumer Das & Amit K. Biswas, 2023, "Trade Data Falsification and Informal Capita Movement: A Study of Bangladesh with Major Asian Trade Partners," Foreign Trade Review, , volume 58, issue 4, pages 467-483, November, DOI: 10.1177/00157325221120720.
• Fayaz Ahmad Lone & M. Imran Ganaie & Showkat A. Ganaie & M. Shafi Bhat & Javeed Ahmad Rather, 2023, "Evaluation Criteria for the Suitability of Apple Cultivation in Kashmir Valley, India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 20, issue 1, pages 71-85, June.
• Laura Felber & Simon Beyeler, 2023, "Nowcasting economic activity using transaction payments data," Working Papers, Swiss National Bank, number 2023-01.
• Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023, "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_10, Aug, revised 11 Sep 2023.
• Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023, "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, volume 326, issue 1, pages 27-65, July, DOI: 10.1007/s10479-023-05289-3.
• Éva Gyurkovics & Tibor Takács, 2023, "Estimation of the potential GDP by a new robust filter method," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 31, issue 4, pages 1183-1207, December, DOI: 10.1007/s10100-023-00851-7.
• Laura Spierdijk, 2023, "Assessing the consistency of the fixed-effects estimator: a regression-based Wald test," Empirical Economics, Springer, volume 64, issue 4, pages 1599-1630, April, DOI: 10.1007/s00181-022-02298-2.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023, "Modelling Okun’s law: Does non-Gaussianity matter?," Empirical Economics, Springer, volume 64, issue 5, pages 2183-2213, May, DOI: 10.1007/s00181-022-02309-2.
• Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023, "Big data forecasting of South African inflation," Empirical Economics, Springer, volume 65, issue 1, pages 149-188, July, DOI: 10.1007/s00181-022-02329-y.
• Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023, "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, volume 65, issue 2, pages 587-605, August, DOI: 10.1007/s00181-022-02347-w.
• David Neto, 2023, "Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications," Empirical Economics, Springer, volume 65, issue 2, pages 949-971, August, DOI: 10.1007/s00181-023-02362-5.
• Sarra Ghaddab & Manel Kacem & Christian Peretti & Lotfi Belkacem, 2023, "Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty," Empirical Economics, Springer, volume 65, issue 3, pages 1105-1127, September, DOI: 10.1007/s00181-023-02371-4.
• Weijia Peng & Chun Yao, 2023, "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, volume 65, issue 4, pages 1761-1798, October, DOI: 10.1007/s00181-023-02404-y.
• Florian Eckert & Nina Mühlebach, 2023, "Global and local components of output gaps," Empirical Economics, Springer, volume 65, issue 5, pages 2301-2331, November, DOI: 10.1007/s00181-023-02419-5.
• Galina Williams & Irina Kinchin, 2023, "The application of discrete choice experiments eliciting young peoples’ preferences for healthcare: a systematic literature review," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 6, pages 987-998, August, DOI: 10.1007/s10198-022-01528-9.
• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023, "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 24, issue 7, pages 1061-1072, September, DOI: 10.1007/s10198-022-01519-w.
• Jiri Kukacka & Ladislav Kristoufek, 2023, "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00465-7.
• James Yae & Yang Luo, 2023, "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-28, December, DOI: 10.1186/s40854-023-00497-z.
• Saulius Jokubaitis & Dmitrij Celov, 2023, "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 311-371, November, DOI: 10.1007/s41549-023-00090-4.
• Mustafa Yurtsever, 2023, "Unemployment rate forecasting: LSTM-GRU hybrid approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 57, issue 1, pages 1-9, December, DOI: 10.1186/s12651-023-00345-8.
• Henk-Wim Boer & Egbert L. W. Jongen, 2023, "Analysing tax-benefit reforms in the Netherlands using structural models and natural experiments," Journal of Population Economics, Springer;European Society for Population Economics, volume 36, issue 1, pages 179-209, January, DOI: 10.1007/s00148-021-00852-3.
• Christos Agiakloglou & Apostolos Tsimpanos, 2023, "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-35, December, DOI: 10.1007/s43071-022-00030-x.
• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023, "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 21, issue 1, pages 213-234, March, DOI: 10.1007/s40953-022-00335-6.
• Shikha Gupta & Nand Kumar, 2023, "Time varying dynamics of globalization effect in India," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 22, issue 1, pages 81-97, January, DOI: 10.1007/s10258-020-00190-4.
• Joern Block & Reza Fathollahi, 2023, "Foundation ownership and firm growth," Review of Managerial Science, Springer, volume 17, issue 8, pages 2633-2654, November, DOI: 10.1007/s11846-022-00595-9.
• Antonio Marsi, 2023, "Predicting European stock returns using machine learning," SN Business & Economics, Springer, volume 3, issue 7, pages 1-25, July, DOI: 10.1007/s43546-023-00487-4.
• Paulo Chávez & Gabriel Rodríguez, 2023, "Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 159, issue 2, pages 505-544, May, DOI: 10.1007/s10290-022-00474-1.
• Saeed Shaker-Akhtekhane & Solmaz Poorabbas, 2023, "Value-at-Risk Estimation Using an Interpolated Distribution of Financial Returns Series," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 1, pages 1-6.
• Francesco Cordoni & Nicolas Doremus & Alessio Moneta, 2023, "Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/07, Jan.
• Ådne Cappelen & Pierre Mohnen & Arvid Raknerud & Marina Rybalka, 2023, "A new approach to estimating private returns to R&D," Discussion Papers, Statistics Norway, Research Department, number 1005, Aug.
• Ikefuji, Masako & Magnus, Jan R. & Vasnev, Andrey L., 2023, "The role of data and priors in estimating climate sensitivity," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2023-02, Nov.
• Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023, "A dynamic leverage stochastic volatility model," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 1, pages 97-102, January, DOI: 10.1080/13504851.2021.1983127.
• Chaonan Jiang & Davide La Vecchia & Elvezio Ronchetti & Olivier Scaillet, 2023, "Saddlepoint Approximations for Spatial Panel Data Models," Journal of the American Statistical Association, Taylor & Francis Journals, volume 118, issue 542, pages 1164-1175, April, DOI: 10.1080/01621459.2021.1981913.
• Joshua C. C. Chan, 2023, "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 890-905, July, DOI: 10.1080/07350015.2022.2080683.
• Frédéric Vrins & Linqi Wang, 2023, "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 2, pages 279-295, February, DOI: 10.1080/14697688.2022.2156384.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023, "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, volume 18, issue 4, pages 530-551, October, DOI: 10.1080/17421772.2023.2199034.
• Mirko Armillotta & Paolo Gorgi, 2023, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-054/III, Oct.
• Thomas H. Jørgensen, 2023, "Sensitivity to Calibrated Parameters," The Review of Economics and Statistics, MIT Press, volume 105, issue 2, pages 474-481, March, DOI: 10.1162/rest_a_01054.
• Stanca Lorenzo, 2023, "Robust Bayesian Choice," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 079, Jan.
• Luca Benati & Thomas A. Lubik, 2023, "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2306, Jun.
• Tae-Hwy Lee & Aman Ullah & He Wang, 2023, "The Second-order Bias and Mean Squared Error of Quantile Regression Estimators," Working Papers, University of California at Riverside, Department of Economics, number 202313, Aug.
• Joseph Cummins & Brock Smith & Douglas L. Miller & David Eliot Simon, 2023, "Matching on Noise: Finite Sample Bias in the Synthetic Control Estimator," Working papers, University of Connecticut, Department of Economics, number 2023-07, Oct.
• Vladimir M. Markovic & Nikola Radivojevic & Tatjana Ivanovic & Slobodan Radisic & Nenad Novakovic, 2023, "The quantum harmonic oscillator expected shortfall model," Estudios de Economia, University of Chile, Department of Economics, volume 50, issue 2 Year 20, pages 233-261, December.
• Alejo Estavillo & Gabriela Mordecki, 2023, "Nowcasting del PIB para Uruguay en base a un modelo de ecuaciones puente," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 23-26, Dec.
• Gaël Le Mens & Balász Kovács & Michael T. Hannan & Guillem Pros, 2023, "Uncovering the semantics of concepts using GPT-4 and Other recent large language models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1864, Jun.
• Berezka Kateryna & Kovalchuk Olha, 2023, "The Application of Association Rules to Detect the Effects of Vaccinations against Covid-19 in the EU-27. Preliminary Estimates," Econometrics. Advances in Applied Data Analysis, Paradigm, volume 27, issue 1, pages 1-16, March, DOI: 10.15611/eada.2023.1.01.
• Węcel Krzysztof & Sawiński Marcin & Stróżyna Milena & Lewoniewski Włodzimierz & Księżniak Ewelina & Stolarski Piotr & Abramowicz Witold, 2023, "Artificial intelligence—friend or foe in fake news campaigns," Economics and Business Review, Paradigm, volume 9, issue 2, pages 41-70, April, DOI: 10.18559/ebr.2023.2.736.
• Volvach Olena, 2023, "Assessment of the efficiency of use of EPS by business," Economics, Paradigm, volume 11, issue 1, pages 233-249, June, DOI: 10.2478/eoik-2023-0003.
• Berezka Kateryna M. & Kovalchuk Olha Ya., 2023, "Associative Rules for Modeling International Security Decisions in the Context of the Ukrainian-Russian War. Preliminary Evaluations," Folia Oeconomica Stetinensia, Paradigm, volume 23, issue 2, pages 67-85, December, DOI: 10.2478/foli-2023-0019.
• Moretti Melita, 2023, "Validating a Scale for Innovation in Sustainable Water Management in the Manufacturing Sector: A Slovenian Study," Naše gospodarstvo/Our economy, Paradigm, volume 69, issue 4, pages 12-25, December, DOI: 10.2478/ngoe-2023-0020.
• Ciocîrlan Cecilia & Zwak-Cantoriu Maria-Cristina & Stancea Andreea & Plăcintă Dimitrie-Daniel, 2023, "European Macroeconomic Dynamics on Financial Markets and Economic Policy: A Cross Country Study for Spillover Effects," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 68, issue 3, pages 40-63, December, DOI: 10.2478/subboec-2023-0014.
• Marcin Chlebus & Artur Nowak, 2023, "From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-13.
• Jesus Crespo Cuaresma & Oscar Fernandez, 2023, "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp344, Jul.
• Crespo Cuaresma, Jesus & Fernandez, Oscar, 2023, "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 344, Jul.
• Gilles Duranton & Diego Puga, 2023, "Urban Growth and Its Aggregate Implications," Econometrica, Econometric Society, volume 91, issue 6, pages 2219-2259, November, DOI: 10.3982/ECTA17936.
• Gary Koop & Dimitris Korobilis, 2023, "Bayesian Dynamic Variable Selection In High Dimensions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 3, pages 1047-1074, August, DOI: 10.1111/iere.12623.
• Pär Österholm & Aubrey Poon, 2023, "Trend Inflation in Sweden," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 4, pages 4707-4716, October, DOI: 10.1002/ijfe.2672.
• Aaron J. Amburgey & Michael W. McCracken, 2023, "On the real‐time predictive content of financial condition indices for growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 2, pages 137-163, March, DOI: 10.1002/jae.2943.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2023, "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 6, pages 968-976, September, DOI: 10.1002/jae.2983.
• Josefine Quast & Maik H. Wolters, 2023, "The Federal Reserve's output gap: The unreliability of real‐time reliability tests," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 7, pages 1101-1111, November, DOI: 10.1002/jae.3003.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023, "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 347-368, March, DOI: 10.1002/for.2911.
• Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023, "Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 514-529, April, DOI: 10.1002/for.2948.
• Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023, "Forecasting housing investment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 3, pages 543-565, April, DOI: 10.1002/for.2946.
• Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023, "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, volume 14, issue 2, pages 511-569, May, DOI: 10.3982/QE1626.
• Quast, Josefine & Wolters, Maik H., 2023, "The Federal Reserve's output gap: The unreliability of real-time realiability tests," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 179.
• Ankel-Peters, Jörg & Bensch, Gunther & Vance, Colin, 2023, "Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 991, DOI: 10.4419/96973157.
• Bensch, Gunther & Ankel-Peters, Jörg & Vance, Colin, 2023, "Spotlight on Researcher Decisions – Infrastructure Evaluation, Instrumental Variables, and Specification Screening," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277703.

2022

• 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.
• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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.
• Andrew Phiri, 2022, "Pursuing the Phillips Curve in an African Monarchy: A Swazi Case Study," Contemporary Economics, Vizja University, volume 16, issue 4, December.
• 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.
• Matthew A. Masten & Alexandre Poirier, 2022, "The Effect of Omitted Variables on the Sign of Regression Coefficients," Papers, arXiv.org, number 2208.00552, Aug, revised May 2026.
• 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.