Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2022

• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022, "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102926.
• de Boer, Henk-Wim & Jongen, Egbert L.W. & Kabatek, Jan, 2022, "The effectiveness of fiscal stimuli for working parents," Labour Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.labeco.2022.102152.
• Black, Dan A. & Joo, Joonhwi & LaLonde, Robert & Smith, Jeffrey A. & Taylor, Evan J., 2022, "Simple Tests for Selection: Learning More from Instrumental Variables," Labour Economics, Elsevier, volume 79, issue C, DOI: 10.1016/j.labeco.2022.102237.
• Bui, Quynh & Ślepaczuk, Robert, 2022, "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 592, issue C, DOI: 10.1016/j.physa.2021.126784.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Masoud, Najeb & Al-Utaibi, Ghassan, 2022, "The determinants of cybersecurity risk disclosure in firms’ financial reporting: Empirical evidence," Research in Economics, Elsevier, volume 76, issue 2, pages 131-140, DOI: 10.1016/j.rie.2022.07.001.
• López-Martín, Carmen & Arguedas-Sanz, Raquel & Muela, Sonia Benito, 2022, "A cryptocurrency empirical study focused on evaluating their distribution functions," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 387-407, DOI: 10.1016/j.iref.2022.02.021.
• Koki, Constandina & Leonardos, Stefanos & Piliouras, Georgios, 2022, "Exploring the predictability of cryptocurrencies via Bayesian hidden Markov models," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101554.
• González-Sánchez, Mariano, 2022, "Factorial asset pricing models using statistical anomalies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101595.
• Franke, Reiner, 2022, "An empirical test of a fundamental Harrod-Kaldor business cycle model," Structural Change and Economic Dynamics, Elsevier, volume 60, issue C, pages 1-14, DOI: 10.1016/j.strueco.2021.11.001.
• Shobande, Olatunji A. & Asongu, Simplice A., 2022, "The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach," Technological Forecasting and Social Change, Elsevier, volume 176, issue C, DOI: 10.1016/j.techfore.2022.121480.
• de Blasio, Guido & D'Ignazio, Alessio & Letta, Marco, 2022, "Gotham city. Predicting ‘corrupted’ municipalities with machine learning," Technological Forecasting and Social Change, Elsevier, volume 184, issue C, DOI: 10.1016/j.techfore.2022.122016.
• Granguillhome Ochoa, Rogelio & Lach, Samantha & Masaki, Takaaki & Rodríguez-Castelán, Carlos, 2022, "Mobile internet adoption in West Africa," Technology in Society, Elsevier, volume 68, issue C, DOI: 10.1016/j.techsoc.2021.101845.
• Nchofoung, Tii N. & Asongu, Simplice A., 2022, "ICT for sustainable development: Global comparative evidence of globalisation thresholds," Telecommunications Policy, Elsevier, volume 46, issue 5, DOI: 10.1016/j.telpol.2021.102296.
• Bernt P. Stigum, 2022, "Consumer Choice under Certainty and Uncertainty in Applied Econometrics," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 65, issue 1, pages 1-27.
• Liu Yang & Kajal Lahiri & Adrian Pagan, 2022, "Getting the ROC into Sync," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-01, Jan.
• Daniel Buncic & Adrian Pagan, 2022, "Discovering Stars: Problems in Recovering Latent Variables from Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-52, Sep.
• Bao H. Nguyen & Bo Zhang, 2022, "Forecasting Oil Prices: Can Large BVARs Help?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-65, Oct.
• Rogelio Mercado Jr. & Victor Pontines, 2022, "Which Financial Inclusion Indicators and Dimensions Matter for Income Inequality? A Bayesian Model Averaging Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-67, Oct.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022, "Asymptotic properties of the weighted-average least squares (WALS) estimator," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2203, revised Mar 2022.
• Jean-Marie Dufour & Vinh Nguyen, 2022, "Identification-robust Inference for Endogeneity Parameters in Models with an Incomplete Reduced Form," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B014.
• Pedro Brinca & Nikolay Iskrev & Francesca Loria, 2022, "On Identification Issues in Business Cycle Accounting Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A004.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022, "Tests for Random Coefficient Variation in Vector Autoregressive Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044B001.
• Yizhi Wang & Brian Lucey & Samuel Alexandre Vigne & Larisa Yarovaya, 2022, "An index of cryptocurrency environmental attention (ICEA)," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 378-414, January, DOI: 10.1108/CFRI-09-2021-0191.
• Irene Brunetti & Enrica Maria Martino & Andrea Ricci, 2022, "Evaluating hiring incentives: evidence from Italian firms," International Journal of Manpower, Emerald Group Publishing Limited, volume 43, issue 7, pages 1646-1669, April, DOI: 10.1108/IJM-06-2021-0360.

2021

• Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta, 2021, "Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-13, Sep.
• Simplice A. Asongu & Joseph Nnanna, 2021, "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/015, Jan.
• Simplice A. Asongu & Tii N. Nchofoung, 2021, "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/016, Mar.
• Simplice A. Asongu & Rexon T. Nting, 2021, "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/035, Jan.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/044, Jan.
• Tii N. Nchofoung & Simplice A. Asongu, 2021, "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/061, Jan.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/074, Jan.
• Mihai Paunica & Alexandru Manole & Catalina Motofei & Gabriela-Lidia Tanase, 2021, "Resilience of the European Union Economies. An Analysis of the Granger Causality at the Level of the Gross Domestic Product," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 23, issue Special15, pages 914-914, November.
• Simplice A. Asongu & Joseph Nnanna, 2021, "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/015, Jan.
• Simplice A. Asongu & Tii N. Nchofoung, 2021, "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/016, Mar.
• Simplice A. Asongu & Rexon T. Nting, 2021, "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/035, Jan.
• Isaac K. Ofori, 2021, "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/044, Jan.
• Tii N. Nchofoung & Simplice A. Asongu, 2021, "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/061, Jan.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/074, Jan.
• Maranzano, Paolo & Cerdeira Bento, Joao Paulo & Manera, Matteo, , "The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 310225, DOI: 10.22004/ag.econ.310225.
• Gouel, Christophe & Legrand, Nicolas, 2021, "The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data," 2021 Conference, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 316404, DOI: 10.22004/ag.econ.316404.
• Argyrios D. Kolokontes, 2021, "Reposition of Forward-to-Backward Input-Output Analysis," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 68, issue 2, pages 195-232, June, DOI: 10.47743/saeb-2021-0015.
• Vrins, Frédéric & Wang, Linqi, 2021, "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Aug.
• Lachlan O'Neill & Simon D Angus & Satya Borgohain & Nader Chmait & David Dowe, 2021, "Creating Powerful and Interpretable Models with Regression Networks," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2021-09, Sep.
• Lachlan O'Neill & Nandini Anantharama & Wray Buntine & Simon D Angus, 2021, "Quantitative Discourse Analysis at Scale - AI, NLP and the Transformer Revolution," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2021-12, Dec.
• Aneta Kosztowniak, 2021, "Reinvestment of earnings in Polish FDI inflows," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 3, pages 465-485, September, DOI: 10.1556/032.2021.00023.
• Riccardo Lucchetti & Luca Pedini & Claudia Pigini, 2021, "Bayesian Model Averaging For Propensity Score Matching In Tax Rebate," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 457, Jun.
• Игсатов О.Р. // Igsatov О.R., 2021, "Анализ эффективности процентного канала в Казахстане // Analyzing effectiveness of the interest rate channel in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 4-14.
• Константин Орлов // Konstantin Orlov, 2021, "Построение большой байесовской авторегрессионной модели для Казахстана // Building a Large Bayesian Vector Autoregression Model for Kazakhstan," Working Papers, National Bank of Kazakhstan, number #2021-1.
• Тулеуов Олжас // Tuleuov Olzhas & Багжанов Бекжан // Bagzhanov Bekzhan & Жузбаев Адам // Zhuzbayev Adam, 2021, "Роль фискальной политики в ценовой (не)стабильности в Казахстане: эмпирическая оценка и механизм макроэкономической балансировки // Role of the Fiscal Policy in the Price (In) Stability in Kazakhstan: Empiric Assessment and Macroeconomic Equilibratin," Working Papers, National Bank of Kazakhstan, number #2021-3.
• Marinho Bertanha, 2021, "Regression Discontinuity Design with Many Thresholds," Papers, arXiv.org, number 2101.01245, Jan.
• Francis X. Diebold & Maximilian Gobel, 2021, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers, arXiv.org, number 2101.10359, Jan, revised Jan 2022.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2021, "Optimal transportation and the falsifiability of incompletely specified economic models," Papers, arXiv.org, number 2102.04162, Feb, revised Feb 2021.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021, "Deep Structural Estimation: With an Application to Option Pricing," Papers, arXiv.org, number 2102.09209, Feb.
• Tobias Hartl, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers, arXiv.org, number 2102.10067, Feb.
• Alberto Bisin & Andrea Moro, 2021, "Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses," Papers, arXiv.org, number 2102.10145, Feb, revised Jun 2021.
• Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021, "Vector autoregression models with skewness and heavy tails," Papers, arXiv.org, number 2105.11182, May.
• Nail Kashaev & Victor H. Aguiar, 2021, "A Random Attention and Utility Model," Papers, arXiv.org, number 2105.11268, May, revised May 2022.
• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E. D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes," Papers, arXiv.org, number 2107.03674, Jul, revised Feb 2023.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021, "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers, arXiv.org, number 2107.08808, Jul.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2021, "Bayesian Estimation and Comparison of Conditional Moment Models," Papers, arXiv.org, number 2110.13531, Oct.
• Joshua C. C. Chan, 2021, "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers, arXiv.org, number 2111.07170, Nov.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers, arXiv.org, number 2112.11751, Dec.
• Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021, "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers, Institute of Economic Growth, number 446, Oct.
• Felix Brunner & Ruben Hipp, 2021, "Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers," Staff Working Papers, Bank of Canada, number 21-37, Aug, DOI: 10.34989/swp-2021-37.
• Claire Giordano & Marco Marinucci & Andrea Silvestrini, 2021, "Forecasting corporate capital accumulation in Italy: the role of survey-based information," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 596, Feb.
• Valentina Aprigliano & Simone Emiliozzi & Gabriele Guaitoli & Andrea Luciani & Juri Marcucci & Libero Monteforte, 2021, "The power of text-based indicators in forecasting the Italian economic activity," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1321, Mar.
• Maria Ludovica Drudi & Stefano Nobili, 2021, "A liquidity risk early warning indicator for Italian banks: a machine learning approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1337, Jun.
• Hernán Rincón-Castro & Pedro Rubiano-López & Lisseth Yaya-Garzón & Héctor M. Zárate-Solano, 2021, "Traspaso de la tasa de cambio a la inflación básica en Colombia: un análisis de parámetros cambiantes en el tiempo," Borradores de Economia, Banco de la Republica de Colombia, number 1177, Oct, DOI: 10.32468/be.1177.
• Amandine Tran, 2021, "Statistical Modelization of Overindebtedness," Working papers, Banque de France, number 807.
• Mathilde Gerardin & Martial Ranvier, 2021, "Enrichment of the Banque de France s monthly business survey: lessons from textual analysis of business leaders comments," Working papers, Banque de France, number 821.
• Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021, "Evaluating Forecast Performance with State Dependence," Working Papers, Barcelona School of Economics, number 1295, Oct.
• María José Suarez & Jaume Garcia-Villar, 2021, "The Relevance of the Specification Assumptions when Modelling the Correlates of Physical Activity: an Analysis across Dimensions," Working Papers, Barcelona School of Economics, number 1296, Nov.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2021, "Short-term inflation projections model and its assessment in Latvia," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 21, issue 2, pages 184-204.
• Vrigazova Borislava, 2021, "The Proportion for Splitting Data into Training and Test Set for the Bootstrap in Classification Problems," Business Systems Research, Sciendo, volume 12, issue 1, pages 228-242, May, DOI: 10.2478/bsrj-2021-0015.
• Ksenia Mayorova & Nikita Fokin, 2021, "Nowcasting Growth Rates of Russia's Export and Import by Commodity Group," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 3, pages 34-48, September, DOI: 10.31477/rjmf.202103.34.
• Sergey Slobodyan & Raf Wouters, 2021, "Survey Expectations and Learning," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 2, pages 3-27, June, DOI: 10.31477/rjmf.202102.03.
• Roman Tikhonov & Aleksey Masyutin & Vadim Anpilogov, 2021, "The Relationship Between the Financial Performance of Banks and the Quality of Credit Scoring Models," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 2, pages 76-95, June, DOI: 10.31477/rjmf.202102.76.
• Tommaso Proietti & Alessandro Giovannelli, 2021, "Nowcasting monthly GDP with big data: A model averaging approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 184, issue 2, pages 683-706, April, DOI: 10.1111/rssa.12645.
• Pål Boug & Ådne Cappelen & Eilev S. Jansen & Anders Rygh Swensen, 2021, "The Consumption Euler Equation or the Keynesian Consumption Function?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 1, pages 252-272, February, DOI: 10.1111/obes.12394.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British output growth related to its uncertainty? Evidence using eight centuries of data," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 3, pages 345-364, July, DOI: 10.1111/sjpe.12270.
• Jamie L. Cross & Bao H. Nguyen & Trung Duc Tran, 2021, "The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2021, Nov.
• Zacharias Bragoudakis & Dimitrios Panas, 2021, "Investigating government spending multiplier for the US economy: empirical evidence using a triple lasso approach," Working Papers, Bank of Greece, number 292, Oct.
• Sahoko Furuta & Yudai Hatayama & Atsushi Kawakami & Yusuke Oh, 2021, "New Hedonic Quality Adjustment Method using Sparse Estimation," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-8, Jul.
• Becker William & Paruolo Paolo & Saltelli Andrea, 2021, "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 2, pages 187-233, July, DOI: 10.1515/jtse-2018-0025.
• Elena Denisa Bala & Stelian Stancu, 2021, "Limiting informal economy in the context of business environment regulations. An analysis of -young- European Union members," Manager Journal, Faculty of Business and Administration, University of Bucharest, volume 33, issue 1, pages 55-66, May.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021, "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS88, Sep.
• Maurin Baillif & Matthieu de Lapparent & Evanthia Kazagli, 2021, "A Hybrid Approach to Real Estate Price Definition: A Case Study in Western Switzerland," Revue économique, Presses de Sciences-Po, volume 72, issue 6, pages 1055-1077.
• Palumbo, D., 2021, "Testing and Modelling Time Series with Time Varying Tails," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2111, Jan.
• Vesna Karadžić & Nikola Đalović, 2021, "Profitability Determinants of Big European Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 2, pages 39-56.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2021, "Does Inattentiveness Matter for DSGE Modelling? An Empirical Investigation," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/35, Dec.
• Filip Stanek, 2021, "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp712, Nov.
• Douglas Silveira & Silvinha Vasconcelos & Marcelo Resende & Daniel O. Cajueiro, 2021, "Won't Get Fooled Again: A Supervised Machine Learning Approach for Screening Gasoline Cartels," CESifo Working Paper Series, CESifo, number 8835.
• Christiane Baumeister, 2021, "Measuring Market Expectations," CESifo Working Paper Series, CESifo, number 9305.
• Adam N. Smith & Stephan Seiler & Ishant Aggarwal, 2021, "Optimal Price Targeting," CESifo Working Paper Series, CESifo, number 9439.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2021, "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-508, Feb.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
• Michael Mayer & Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio, 2021, "Structured Additive Regression and Tree Boosting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-83, Sep.
• Damir Filipović & Amir Khalilzadeh, 2021, "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-95, Dec.
• Maxime Fajeau, 2021, "Too much finance or too many weak instruments?," International Economics, CEPII research center, issue 165, pages 14-36.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021, "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers, CIRANO, number 2021s-33, Sep.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Moment tests of independent components," Working Papers, CEMFI, number wp2021_2102, Feb.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Multivariate Hermite polynomials and information matrix tests," Working Papers, CEMFI, number wp2021_2103, May.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Tests for random coefficient variation in vector autoregressive models," Working Papers, CEMFI, number wp2021_2108, Sep.
• Ricardo Crisóstomo, 2021, "Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Javier Ojea-Ferreiro, 2021, "Deconstrucción del riesgo sistémico: Un método de prueba de resistencia inversa," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ricardo Crisóstomo, 2021, "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Javier Ojea-Ferreiro, 2021, "Deconstructing systemic risk: A reverse stress testing approach," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Nicol√°s Urdaneta Andrade, 2021, "¬øHombres "cracks" y mujeres "amables"? Sesgos de g√©nero en encuestas de profesores," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19557, Aug.
• Smith, Adam & Seiler, Stephan & Aggarwal, Ishant, 2022, "Optimal Price Targeting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16096, Jul.
• Schorfheide, Frank & Chang, Minsu & Chen, Xiaohong, 2021, "Heterogeneity and Aggregate Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16183, May.
• Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2021, "Robust Bayesian Analysis for Econometrics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16488, Aug.
• Baumeister, Christiane, 2021, "Measuring Market Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16520, Sep.
• Kilian, Lutz, 2021, "Comment on Giacomini, Kitagawa and Read’s ‘Narrative Restrictions and Proxies’," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16818, Dec.
• Zea Bermúdez, Patricia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Veiga, Helena, 2021, "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31804, Jan.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2289, May.
• Тодор Кръстевич, 2021, "Моделиране На Вероятностния Избор При Покупка," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 29, issue 1 Year 20, pages 5-47.
• Simplice A. Asongu & Rexon T. Nting, 2021, "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 21/013, Jan.
• Simplice A. Asongu & Tii N. Nchofoung, 2021, "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Journal of Africa SEER Centre(ASC), Africa SEER Centre(ASC), number 21/022, Mar.
• Jan Philipp Fritsche, 2021, "Labor-Intensive Firms Are a Catalyst for Monetary Policy and Its Distributive Effects," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 11, issue 35/36, pages 261-266.
• Armin Varmaz & Katharina Riebe & Sabrina Hegner, 2021, "Sustainable Financial Literacy and Preferences for Sustainable Investments among Young Adults," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 90, issue 4, pages 43-69, DOI: 10.3790/vjh.90.4.43.
• Jan Philipp Fritsche, 2021, "Arbeitsintensive Unternehmen sind ein Katalysator für Geldpolitik und ihre Verteilungseffekte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 36, pages 587-592.
• Jan Philipp Fritsche & Lea Steininger, 2021, "Zooming in on Monetary Policy - The Labor Share and Production Dynamics of Two Million Firms," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1967.
• Marica Valente, 2021, "Policy Evaluation of Waste Pricing Programs Using Heterogeneous Causal Effect Estimation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1980.
• Nickel, Christiane & Fröhling, Annette & Álvarez, Luis J. & Willeke, Caroline & Zevi, Giordano & Osbat, Chiara & Ganoulis, Ioannis & Koester, Gerrit & Lis, Eliza & Peronaci, Romana & Hahn, Elke & Beka, 2021, "Inflation measurement and its assessment in the ECB’s monetary policy strategy review," Occasional Paper Series, European Central Bank, number 265, Sep.
• Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021, "Economic predictions with big data: the illusion of sparsity," Working Paper Series, European Central Bank, number 2542, Apr.
• Korobilis, Dimitris & Landau, Bettina & Musso, Alberto & Phella, Anthoulla, 2021, "The time-varying evolution of inflation risks," Working Paper Series, European Central Bank, number 2600, Oct.
• Anton Lisin & Tomonobu Senjyu, 2021, "Renewable Energy Transition: Evidence from Spillover Effects in Exchange-Traded Funds," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 184-190.
• Chaido Dritsaki & Dimitrios Niklis & Pavlos Stamatiou, 2021, "Oil Consumption Forecasting using ARIMA Models: An Empirical Study for Greece," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 214-224.
• Bosede Ngozi Adeleye & Darlington Akam & Nasiru Inuwa & Muftau Olarinde & Victoria Okafor & Ifeoluwa Ogunrinola & Paul Adekola, 2021, "Investigating Growth-Energy-Emissions Trilemma in South Asia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 112-120.
• Chung, Hess & Fuentes-Albero, Cristina & Paustian, Matthias & Pfajfar, Damjan, 2021, "Latent variables analysis in structural models: A New decomposition of the kalman smoother," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104097.
• Berger, Tino & Everaert, Gerdie & Pozzi, Lorenzo, 2021, "Testing for international business cycles: A multilevel factor model with stochastic factor selection," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104134.
• Castle, Jennifer L. & Kurita, Takamitsu, 2021, "A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104139.
• Belomestny, Denis & Krymova, Ekaterina & Polbin, Andrey, 2021, "Bayesian TVP-VARX models with time invariant long-run multipliers," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105531.
• Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021, "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105556.
• Lagomarsino, Elena, 2021, "Which nesting structure for the CES? A new selection approach based on input separability," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105562.
• Cross, Jamie L. & Hou, Chenghan & Trinh, Kelly, 2021, "Returns, volatility and the cryptocurrency bubble of 2017–18," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105643.
• Liu, Ding & Sun, Weihong & Chang, Long, 2021, "Monetary–fiscal policy regime and macroeconomic dynamics in China," Economic Modelling, Elsevier, volume 95, issue C, pages 121-135, DOI: 10.1016/j.econmod.2020.12.007.
• Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng, 2021, "Systemic financial risk early warning of financial market in China using Attention-LSTM model," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101383.
• Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco, 2021, "Regime switches and commonalities of the cryptocurrencies asset class," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101425.
• Bastianin, Andrea & Manera, Matteo, 2021, "A test of symmetry based on L-moments with an application to the business cycles of the G7 economies," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109662.
• Qiu, Yue, 2021, "Complete subset least squares support vector regression," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109737.
• Ciccarelli, Matteo & García, Juan Angel, 2021, "Expectation spillovers and the return of inflation," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110119.
• Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021, "Sparse HP filter: Finding kinks in the COVID-19 contact rate," Journal of Econometrics, Elsevier, volume 220, issue 1, pages 158-180, DOI: 10.1016/j.jeconom.2020.08.008.
• Perera, Indeewara & Silvapulle, Mervyn J., 2021, "Bootstrap based probability forecasting in multiplicative error models," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 1-24, DOI: 10.1016/j.jeconom.2020.01.022.
• Smeekes, Stephan & Wijler, Etienne, 2021, "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, volume 221, issue 1, pages 247-276, DOI: 10.1016/j.jeconom.2020.07.021.
• Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu, 2021, "Closed-form implied volatility surfaces for stochastic volatility models with jumps," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 364-392, DOI: 10.1016/j.jeconom.2020.07.006.
• Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021, "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 451-467, DOI: 10.1016/j.jeconom.2020.07.010.
• Meitz, Mika & Saikkonen, Pentti, 2021, "Testing for observation-dependent regime switching in mixture autoregressive models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 601-624, DOI: 10.1016/j.jeconom.2020.04.048.
• Delgado, Miguel A. & Arteaga-Molina, Luis A., 2021, "Testing constancy in varying coefficient models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 625-644, DOI: 10.1016/j.jeconom.2020.07.041.
• Sun, Yuying & Hong, Yongmiao & Lee, Tae-Hwy & Wang, Shouyang & Zhang, Xinyu, 2021, "Time-varying model averaging," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 974-992, DOI: 10.1016/j.jeconom.2020.02.006.
• Heiler, Phillip & Mareckova, Jana, 2021, "Shrinkage for categorical regressors," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 161-189, DOI: 10.1016/j.jeconom.2020.07.051.
• Liao, Jun & Zou, Guohua & Gao, Yan & Zhang, Xinyu, 2021, "Model averaging prediction for time series models with a diverging number of parameters," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 190-221, DOI: 10.1016/j.jeconom.2020.10.004.
• Hansen, Lars Peter & Sargent, Thomas J., 2021, "Macroeconomic uncertainty prices when beliefs are tenuous," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 222-250, DOI: 10.1016/j.jeconom.2019.11.010.
• Su, Jiun-Hua, 2021, "Model selection in utility-maximizing binary prediction," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 96-124, DOI: 10.1016/j.jeconom.2020.07.052.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
• Voges, Michelle & Sibbertsen, Philipp, 2021, "Cyclical fractional cointegration," Econometrics and Statistics, Elsevier, volume 19, issue C, pages 114-129, DOI: 10.1016/j.ecosta.2020.05.004.
• Chiang, I-Hsuan Ethan & Liao, Yin & Zhou, Qing, 2021, "Modeling the cross-section of stock returns using sensible models in a model pool," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 56-73, DOI: 10.1016/j.jempfin.2020.11.003.
• Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021, "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 179-201, DOI: 10.1016/j.jempfin.2021.03.003.
• Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021, "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 46-61, DOI: 10.1016/j.jempfin.2021.01.007.
• Olson, Luke M. & Qi, Min & Zhang, Xiaofei & Zhao, Xinlei, 2021, "Machine learning loss given default for corporate debt," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 144-159, DOI: 10.1016/j.jempfin.2021.08.009.
• Ewald, Christian & Zou, Yihan, 2021, "Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 37-52, DOI: 10.1016/j.jempfin.2021.08.006.
• Uniejewski, Bartosz & Weron, Rafał, 2021, "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105121.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021, "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.eneco.2021.105118.
• He, Changli & Kang, Jian & Teräsvirta, Timo & Zhang, Shuhua, 2021, "Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105171.
• Kramer, Anke & Kiesel, Rüdiger, 2021, "Exogenous factors for order arrivals on the intraday electricity market," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105186.
• Sun, Jie & Zhao, Xiaojun & Xu, Chao, 2021, "Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105239.
• Yang, Haijun & Han, Xin & Wang, Li, 2021, "Is there a bubble in the shale gas market?," Energy, Elsevier, volume 215, issue PA, DOI: 10.1016/j.energy.2020.119101.
• Nunes, Luis Eduardo & Lima, Marcus Vinicius Andrade de & Davison, Matthew & Leite, André Luis da Silva, 2021, "Switch and defer option in renewable energy projects: Evidences from Brazil," Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.energy.2021.120972.
• Kim, Alisa & Trimborn, Simon & Härdle, Wolfgang Karl, 2021, "VCRIX — A volatility index for crypto-currencies," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101915.
• Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021, "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101425.
• Huang, Zhuo & Liang, Fang & Wang, Tianyi & Li, Chao, 2021, "Modeling dynamic higher moments of crude oil futures," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101570.
• Zhou, Jian & Shen, Yixuan & Pantelous, Athanasios A. & Zhang, Hui, 2021, "The range of uncertainty on the property market pricing: The case of the city of Shanghai," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101720.
• Zhao, Yuqian, 2021, "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102020.
• Ferrari, Stijn & Van Roy, Patrick & Vespro, Cristina, 2021, "Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100805.
• Avanzi, Benjamin & Taylor, Greg & Wang, Melantha & Wong, Bernard, 2021, "SynthETIC: An individual insurance claim simulator with feature control," Insurance: Mathematics and Economics, Elsevier, volume 100, issue C, pages 296-308, DOI: 10.1016/j.insmatheco.2021.06.004.
• Fajeau, Maxime, 2021, "Too much finance or too many weak instruments?," International Economics, Elsevier, volume 165, issue C, pages 14-36, DOI: 10.1016/j.inteco.2020.10.003.
• Calice, Pietro & Leonida, Leone & Muzzupappa, Eleonora, 2021, "Concentration-stability vs concentration-fragility. New cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101411.
• Costantini, Mauro & Kunst, Robert M., 2021, "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 445-460, DOI: 10.1016/j.ijforecast.2020.06.010.
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021, "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 941-948, DOI: 10.1016/j.ijforecast.2020.10.005.
• Chan, Joshua C.C., 2021, "Minnesota-type adaptive hierarchical priors for large Bayesian VARs," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1212-1226, DOI: 10.1016/j.ijforecast.2021.01.002.
• Baumeister, Christiane & Guérin, Pierre, 2021, "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1276-1295, DOI: 10.1016/j.ijforecast.2021.02.008.
• Proietti, Tommaso & Giovannelli, Alessandro & Ricchi, Ottavio & Citton, Ambra & Tegami, Christían & Tinti, Cristina, 2021, "Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1376-1398, DOI: 10.1016/j.ijforecast.2021.04.003.
• Imhof, David & Wallimann, Hannes, 2021, "Detecting bid-rigging coalitions in different countries and auction formats," International Review of Law and Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.irle.2021.106016.
• Clements, Adam & Preve, Daniel P.A., 2021, "A Practical Guide to harnessing the HAR volatility model," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106285.
• Cole, Stephen J. & Milani, Fabio, 2021, "Heterogeneity in individual expectations, sentiment, and constant-gain learning," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 627-650, DOI: 10.1016/j.jebo.2021.05.034.
• Howard, Gregory & Whitehead, John C. & Hochard, Jacob, 2021, "Estimating discount rates using referendum-style choice experiments: An analysis of multiple methodologies," Journal of Environmental Economics and Management, Elsevier, volume 105, issue C, DOI: 10.1016/j.jeem.2020.102399.
• Chinco, Alex & Neuhierl, Andreas & Weber, Michael, 2021, "Estimating the anomaly base rate," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 101-126, DOI: 10.1016/j.jfineco.2020.12.003.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Biolsi, Christopher, 2021, "Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103321.
• Li, Bing & Pei, Pei & Tan, Fei, 2021, "Financial distress and fiscal inflation," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103353.
• Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021, "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00203.
• Wolters, Jannik & Huchzermeier, Arnd, 2021, "Joint In-Season and Out-of-Season Promotion Demand Forecasting in a Retail Environment," Journal of Retailing, Elsevier, volume 97, issue 4, pages 726-745, DOI: 10.1016/j.jretai.2021.01.003.