Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2021

• Asongu, Simplice A. & Le Roux, Sara & Singh, Pritam, 2021, "Fighting terrorism in Africa: Complementarity between inclusive development, military expenditure and political stability," Journal of Policy Modeling, Elsevier, volume 43, issue 5, pages 897-922, DOI: 10.1016/j.jpolmod.2020.01.014.
• Pincheira, Pablo & Hardy, Nicolás, 2021, "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102066.
• Vásquez Cordano, Arturo L. & Prialé Zevallos, Rodrigo, 2021, "Country competitiveness and investment allocation in the mining industry: A survey of the literature and new empirical evidence," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102136.
• Hung, Ngo Thai, 2021, "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102236.
• Jena, Sangram Keshari & Lahiani, Amine & Tiwari, Aviral Kumar & Roubaud, David, 2021, "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102277.
• Den Haan, Wouter J. & Drechsel, Thomas, 2021, "Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 258-277, DOI: 10.1016/j.jmoneco.2020.01.005.
• Brownlees, Christian & Souza, André B.M., 2021, "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 312-330, DOI: 10.1016/j.jmoneco.2020.11.003.
• Omar, Arti & Prasanna, P. Krishna, 2021, "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101497.
• Zakamulin, Valeriy & Hunnes, John A., 2021, "Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 182-197, DOI: 10.1016/j.qref.2020.05.013.
• Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021, "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 195-209, DOI: 10.1016/j.qref.2021.01.019.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021, "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 272-286, DOI: 10.1016/j.qref.2021.02.005.
• Chang, Bi-Juan & Hung, Mao-Wei, 2021, "Corporate debt and cash decisions: A nonlinear panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 15-37, DOI: 10.1016/j.qref.2021.04.007.
• du Sart, Colin F. & van Vuuren, Gary W., 2021, "Comparing the performance and composition of tracking error constrained and unconstrained portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 276-287, DOI: 10.1016/j.qref.2021.06.019.
• Garciga, Christian & Verbrugge, Randal, 2021, "Robust covariance matrix estimation and identification of unusual data points: New tools," Research in Economics, Elsevier, volume 75, issue 2, pages 176-202, DOI: 10.1016/j.rie.2021.03.001.
• Bo, Hao & Galiani, Sebastian, 2021, "Assessing external validity," Research in Economics, Elsevier, volume 75, issue 3, pages 274-285, DOI: 10.1016/j.rie.2021.06.005.
• Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021, "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, volume 177, issue C, pages 95-100, DOI: 10.1016/j.renene.2021.05.134.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021, "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 330-365, DOI: 10.1016/j.iref.2021.04.001.
• Abakah, Emmanuel Joel Aikins & Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko, 2021, "Economic policy uncertainty: Persistence and cross-country linkages," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101442.
• Bernt P. Stigum, 2021, "Consumer Choice under Certainty and Uncertainty in Applied Econometrics," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/08, Oct.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2108, revised May 2021.
• Yang Zhao & Zhonglu Chen, 2021, "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 91-104, August, DOI: 10.1108/JABES-05-2021-0061.
• Simplice Asongu & Rexon Nting, 2021, "The mobile phone in governance for environmental sustainability in Sub-Saharan Africa," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 39, issue 1, pages 225-243, June, DOI: 10.1108/JEAS-01-2021-0001.
• Ramona Serrano Bautista & José Antonio Núñez Mora, 2021, "Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 197-221, November, DOI: 10.1108/JEFAS-03-2021-0009.
• R. Scott Hacker & Abdulnasser Hatemi-J, 2021, "Model selection in time series analysis: using information criteria as an alternative to hypothesis testing," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 6, pages 1055-1075, September, DOI: 10.1108/JES-09-2020-0469.
• Nikolai Dokuchaev, 2021, "On statistical indistinguishability of complete and incomplete market models," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 114-125, February, DOI: 10.1108/SEF-01-2020-0023.
• Houmera Bibi Sabera Nunkoo & Preethee Nunkoo Gonpot & Noor-Ul-Hacq Sookia & T.V. Ramanathan, 2021, "Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 150-173, October, DOI: 10.1108/SEF-04-2021-0146.
• Trakakis Anastasios & Nektarios Miltiadis & Tziaferi Styliani & Prezerakos Panagiotis, 2021, "Measuring Technical Efficiency of Health Centers in Greece: A Data Envelopment Analysis Application for the Primary Health System of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1333-1353.
• Natalia Nehrebecka, 2021, "Internal Credit Risk Models and Digital Transformation: What to Prepare for? An Application to Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 719-736.
• Tii N. Nchofoung & Simplice A. Asongu, 2021, "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 20/061, Jan.
• Simplice A. Asongu & Joseph Nnanna, 2021, "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers, European Xtramile Centre of African Studies (EXCAS), 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, European Xtramile Centre of African Studies (EXCAS), 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, European Xtramile Centre of African Studies (EXCAS), number 21/035, Jan.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/074, Jan.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 1, pages 52-79, June.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021, "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2021-02, Dec.
• Paolo Maranzano & Joao Paulo Cerdeira Bento & Matteo Manera, 2021, "The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD," Working Papers, Fondazione Eni Enrico Mattei, number 2021.08, Mar.
• Lutz Kilian, 2021, "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers, Federal Reserve Bank of Dallas, number 2117, Dec, DOI: 10.24149/wp2117.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1311, Mar, DOI: 10.17016/IFDP.2021.1311.
• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021, "Robust Bayesian Analysis for Econometrics," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-11, Aug, DOI: 10.21033/wp-2021-11.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2021, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-12, Nov, revised 06 Aug 2024, DOI: 10.18651/RWP2021-12.
• Simon Freyaldenhoven, 2021, "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers, Federal Reserve Bank of Philadelphia, number 21-15, Apr, DOI: 10.21799/frbp.wp.2021.15.
• Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021, "Visualization, Identification, and stimation in the Linear Panel Event-Study Design," Working Papers, Federal Reserve Bank of Philadelphia, number 21-44, Dec, DOI: 10.21799/frbp.wp.2021.44.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_07, May.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2021_18, Oct.
• Emil Heesche & Peter Bogetoft, 2021, "Incentives in regulatory DEA models with discretionary outputs: The case of Danish water regulation," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2021/04, May.
• Fabian Knorre & Martin Wagner & Maximilian Grupe, 2021, "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," Econometrics, MDPI, volume 9, issue 1, pages 1-35, March.
• Katarina Juselius, 2021, "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, volume 9, issue 1, pages 1-27, February.
• Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021, "Outliers in Semi-Parametric Estimation of Treatment Effects," Econometrics, MDPI, volume 9, issue 2, pages 1-32, April.
• David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, volume 9, issue 4, pages 1-14, December.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021, "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, volume 3, issue 4, pages 1-30, October.
• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021, "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, volume 14, issue 11, pages 1-17, October.
• Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen, 2021, "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Mathematics, MDPI, volume 9, issue 21, pages 1-33, November.
• Diego Chicana & Rafael Nivin, 2021, "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2021, Apr.
• Dimitris Korobilis & Kenichi Shimizu, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers, Business School - Economics, University of Glasgow, number 2021_19, Nov.
• Céline Huber & Luc Doyen & Sylvie Ferrari, 2021, "Profitability and conservation goals reconciled through biodiversity offsets," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2021-19.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021, "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers, University of Graz, Department of Economics, number 2021-01, Jan.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers, University of Graz, Department of Economics, number 2021-14, Dec.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers, The George Washington University, The Center for Economic Research, number 2021-001, Mar.
• David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers, The George Washington University, The Center for Economic Research, number 2021-006, Nov.
• Siddhartha Chib & Minchul Shin & Anna Simoni, 2022, "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print, HAL, number hal-03504122, Jul.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print, HAL, number hal-03526444, Sep, DOI: 10.1287/mnsc.2020.3751.
• Sangram Keshari Jena & Amine Lahiani & Aviral Kumar Tiwari & David Roubaud, 2021, "Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study," Post-Print, HAL, number hal-03573202, Dec, DOI: 10.1016/j.resourpol.2021.102277.
• Dissanayake, Pushpa & Flock, Teresa & Meier, Johanna & Sibbertsen, Philipp, 2021, "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-690, Sep.
• Virk, Nader & Javed, Farrukh & Awartani, Basel, 2021, "A reality check on the GARCH-MIDAS volatility models," Working Papers, Örebro University, School of Business, number 2021:2, Mar.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021, "Vector autoregression models with skewness and heavy tails," Working Papers, Örebro University, School of Business, number 2021:8, May.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021, "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers, Örebro University, School of Business, number 2021:9, May.
• Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021, "A dynamic leverage stochastic volatility model," Working Papers, Örebro University, School of Business, number 2021:14, May.
• Nguyen, Hoang & Javed, Farrukh, 2021, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Working Papers, Örebro University, School of Business, number 2021:15, Aug.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021, "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 71, pages 1-41, December.
• Callum Jones & Mr. Pau Rabanal, 2021, "Credit Cycles, Fiscal Policy, and Global Imbalances," IMF Working Papers, International Monetary Fund, number 2021/043, Feb.
• Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021, "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-26, Abril - J.
• Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Management Science, INFORMS, volume 67, issue 9, pages 5730-5754, September, DOI: 10.1287/mnsc.2020.3751.
• João A. Bastos & Sara M. Matos, 2021, "Explainable models of credit losses," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0161, Feb.
• Rodriguez Castelan, Carlos & Ochoa, Rogelio Granguillhome & Lach, Samantha & Masaki, Takaaki, 2021, "Mobile Internet Adoption in West Africa," IZA Discussion Papers, IZA Network @ LISER, number 14151, Feb.
• Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021, "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2021/03.
• Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 2021, "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 101-119, March, DOI: 10.1007/s10690-020-09318-0.
• Robert Donnelly & Francisco J.R. Ruiz & David Blei & Susan Athey, 2021, "Counterfactual inference for consumer choice across many product categories," Quantitative Marketing and Economics (QME), Springer, volume 19, issue 3, pages 369-407, December, DOI: 10.1007/s11129-021-09241-2.
• Robert Donnelly & Francisco J. R. Ruiz & David Blei & Susan Athey, 2021, "Correction to: Counterfactual inference for consumer choice across many product categories," Quantitative Marketing and Economics (QME), Springer, volume 19, issue 3, pages 409-409, December, DOI: 10.1007/s11129-021-09245-y.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Cem Cakmakli & Verda Ozturk, 2021, "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2110, Jul.
• Florian Eckert & Nina Mühlebach, 2021, "Global and Local Components of Output Gaps," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 21-497, Nov, DOI: 10.3929/ethz-b-000514977.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021, "Deep Structural Estimation:With an Application to Option Pricing," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.14, Feb.
• Schlicht, Ekkehart, 2021, "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Discussion Papers in Economics, University of Munich, Department of Economics, number 75514.
• Schlicht, Ekkehart, 2022, "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics, University of Munich, Department of Economics, number 92509.
• Schlicht, Ekkehart, 2021, "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics, University of Munich, Department of Economics, number 74981, revised .
• Boriss Siliverstovs, 2021, "Gauging the Effect of Influential Observations on Measures of Relative Forecast Accuracy in a Post-COVID-19 Era: Application to Nowcasting Euro Area GDP Growth," Working Papers, Latvijas Banka, number 2021/01, Feb.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_02, Feb, revised Feb 2021.
• Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021, "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers, Monash University, Department of Economics, number 2021-08, Sep.
• François Gardes, 2021, "Sur l'anthropologie économique de Bourdieu et la sociologie de la consommation de Simon Langlois," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21021, Jan.
• Matthew Backus & Christopher Conlon & Michael Sinkinson, 2021, "Common Ownership and Competition in the Ready-to-Eat Cereal Industry," NBER Working Papers, National Bureau of Economic Research, Inc, number 28350, Jan.
• Sebastian Galiani & Juan Pantano, 2021, "Structural Models: Inception and Frontier," NBER Working Papers, National Bureau of Economic Research, Inc, number 28698, Apr.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021, "Heterogeneity and Aggregate Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 28853, May.
• Simon Freyaldenhoven & Christian Hansen & Jorge Pérez Pérez & Jesse M. Shapiro, 2021, "Visualization, Identification, and Estimation in the Linear Panel Event-Study Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 29170, Aug.
• Christiane Baumeister, 2021, "Measuring Market Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29232, Sep.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021, "Predicting the Oil Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29379, Oct.
• Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2021, "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," NCAER Working Papers, National Council of Applied Economic Research, number 130, Oct.
• Bhattacharya, Rudrani & Bhandari, Bornali & Mundle, Sudipto, 2021, "Nowcasting India's Quarterly GDP Growth: A Factor Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Working Papers, National Institute of Public Finance and Policy, number 21/357, Oct.
• Iva Raycheva, 2021, "Child Poverty among European Countries and Bulgaria’s Place among Them. Statistical Analysis of Convergence," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 37-51, September.
• Katarina Juselius, 2021, "Disequilibrium macroeconometrics
  [The financial crisis and the systemic failure of the academics profession]," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 30, issue 2, pages 357-376.
• Cristiano Cantore & Filippo Ferroni & Miguel León-Ledesma, 2021, "The Missing Link: Monetary Policy and The Labor Share," Journal of the European Economic Association, European Economic Association, volume 19, issue 3, pages 1592-1620.
• Irina Zviadadze, 2021, "Term Structure of Risk in Expected Returns
  [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6032-6086.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li, 2021, "Implied Stochastic Volatility Models
  [Testing continuous-time models of the spot interest rate]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 394-450.
• Solano Sánchez, Miguel Ángel & Núñez Tabales, Julia M. & Caridad y Ocerin, José M., 2021, "Un modelo hedónico para los alquileres turísticos en la ciudad de Sevilla. || A hedonic model for the vacation rentals in the city of Seville," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 144-160, June, DOI: https://doi.org/10.46661/revmetodos.
• Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2021, "Machine Learning and Credit Risk: Empirical Evidence from SMEs," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 201, Feb.
• Alessandro Bitetto & Stefano Filomeni & Michele Modina, 2021, "Understanding corporate default using Random Forest: The role of accounting and market information," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 205, Oct.
• Jesús Mur, 2021, "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 41-55.
• Fernando A. López Hernández & Román Mínguez Salidos, 2021, "The Scan-LM to Test Instability in the Constant Coefficient of Spatial Autoregressive Models," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 44, issue 87, pages 74-88.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Gabriel Rodríguez & Paul Castillo & Harumi Hasegawa, 2021, "Does the Central Bank of Peru Respond to Exchange Rate Movements? A Bayesian Estimation of a New Keynesian DSGE Model with FX Interventions," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-504, DOI: 10.18800/2079-8474.0504.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021, "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 141, Apr.
• Kistóth, Krisztina, 2021, "Measuring and Analysing the Financial Performance of State-Owned Economic Entities," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue S2, pages 31-51, DOI: https://doi.org/10.35551/PFQ_2021_s.
• Jackson, Emerson Abraham & Tamuke, Edmund, 2021, "The Science and Art of Communicating Fan Chart Uncertainty: The case of Inflation Outcome in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 105892, Jan, revised 05 Jan 2021.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Subramaniam, Viswanatha, 2021, "Developmment aceleration - a practical methodology," MPRA Paper, University Library of Munich, Germany, number 107606, May.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Ofori, Isaac K, 2021, "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper, University Library of Munich, Germany, number 108622.
• Kindop, Igor, 2021, "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper, University Library of Munich, Germany, number 109594, Jul, revised 04 Sep 2021.
• Asongu, Simplice & Nnanna, Joseph, 2021, "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," MPRA Paper, University Library of Munich, Germany, number 109905, Jan.
• Asongu, Simplice & Nchofoung, Tii, 2021, "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," MPRA Paper, University Library of Munich, Germany, number 110130, Jan.
• Fantazzini, Dean & Pushchelenko, Julia & Mironenkov, Alexey & Kurbatskii, Alexey, 2021, "Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg," MPRA Paper, University Library of Munich, Germany, number 110452.
• Asongu, Simplice & Nting, Rexon, 2021, "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 110608, Jan.
• Nchofoung, Tii & Asongu, Simplice, 2021, "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," MPRA Paper, University Library of Munich, Germany, number 110754, Jan.
• Korobilis, Dimitris & Shimizu, Kenichi, 2021, "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper, University Library of Munich, Germany, number 111631, Dec.
• De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021, "A method for evaluating the rank condition for CCE estimators," MPRA Paper, University Library of Munich, Germany, number 112305, Apr, revised 09 Mar 2022.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021, "Forecasting US Output Growth with Large Information Sets," Working Papers, University of Pretoria, Department of Economics, number 202103, Jan.
• Christiane Baumeister, 2021, "Measuring Market Expectations," Working Papers, University of Pretoria, Department of Economics, number 202163, Sep.
• Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021, "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers, University of Pretoria, Department of Economics, number 202164, Sep.
• Matthew D. Cocci & Mikkel Plagborg-Møller, 2021, "Standard Errors for Calibrated Parameters," Working Papers, Princeton University. Economics Department., number 2021-20, Sep.
• Nikolay Iskrev, 2021, "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers, Banco de Portugal, Economics and Research Department, number w202105.
• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021, "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 168, Nov.
• N'Golo Kone, 2021, "Efficient mean-variance portfolio selection by double regularization," Working Paper, Economics Department, Queen's University, number 1453, Feb.
• Gomez-Gonzalez, Jose Eduardo & Gualtero-Briceño, Daniela & Melo-Velandia, Luis Fernando, 2021, "Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model," Working papers, Red Investigadores de Economía, number 75, Feb.
• Mortaza OJAGHLOU & Rozita SATVATİ, 2021, "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, volume 6, issue 2, pages 79-89.
• Samir Saissi Hassani & Georges Dionne, 2021, "The new international regulation of market risk: Roles of VaR and CVaR in model validation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 20-3, Jan.
• Samir Saissi Hassani & Georges Dionne, 2021, "The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-1, Jan.
• Cleopatra Oluseye Ibukun & Tolulope Temilola Osinubi & Opeyemi Nathaniel Oladunjoye, 2021, "Growth-Led Energy Hypothesis In Nigeria: An Asymmetric Investigation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 8, issue 1, pages 31-45.
• Emilian DOBRESCU, 2021, "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 5-38, December.
• Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021, "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics, number 2105.
• Tommaso Proietti & Diego J. Pedregal, 2021, "Seasonality in High Frequency Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 508, Mar, revised 11 Mar 2021.
• Ignace De Vos & Gerdie Everaert & Vasilis Sarafidis, 2021, "A method for evaluating the rank condition for CCE estimators," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1013, Apr.
• Don Bredin & Stilianos Fountas, 2021, "Inflation, Inflation Uncertainty, and Markov Regime Switching Heteroskedasticity: Evidence from European Countries," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 2, pages 181-200.
• Campuzano, Cristian Miguel & Cabello, Alejandra, 2021, "Superficie de volatilidad de la Bolsa Mexicana de Valores: Evaluación con el Modelo de Merton / Mexico´s Stock Market volatility surface: Evaluation with Merton’s model," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 5-31, enero-jun.
• Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021, "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers, Swiss National Bank, number 2021-12.
• M. Karanasos & S. Yfanti & A. Christopoulos, 2021, "The long memory HEAVY process: modeling and forecasting financial volatility," Annals of Operations Research, Springer, volume 306, issue 1, pages 111-130, November, DOI: 10.1007/s10479-019-03493-8.
• Christos Agiakloglou & Apostolos Tsimpanos, 2021, "Evaluating information criteria for selecting spatial processes," The Annals of Regional Science, Springer;Western Regional Science Association, volume 66, issue 3, pages 677-697, June, DOI: 10.1007/s00168-020-01033-y.
• Hoang Ha Vo & Takeshi Mizunoya & Cong Dinh Nguyen, 2021, "Determinants of farmers’ adaptation decisions to climate change in the central coastal region of Vietnam," Asia-Pacific Journal of Regional Science, Springer, volume 5, issue 2, pages 327-349, June, DOI: 10.1007/s41685-020-00181-5.
• Kenshiro Ninomiya & Masaaki Tokuda, 2021, "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, volume 18, issue 1, pages 205-226, April, DOI: 10.1007/s40844-020-00169-y.
• Erik Meijer & Edward Oczkowski & Tom Wansbeek, 2021, "How measurement error affects inference in linear regression," Empirical Economics, Springer, volume 60, issue 1, pages 131-155, January, DOI: 10.1007/s00181-020-01942-z.
• Esfandiar Maasoumi & Almas Heshmati & Inhee Lee, 2021, "RETRACTED ARTICLE: Green innovations and patenting renewable energy technologies," Empirical Economics, Springer, volume 60, issue 1, pages 513-538, January, DOI: 10.1007/s00181-020-01986-1.
• Siwen Zhou, 2021, "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, volume 60, issue 2, pages 557-606, February, DOI: 10.1007/s00181-019-01776-4.
• Jack Fosten & Daniel Gutknecht, 2021, "Horizon confidence sets," Empirical Economics, Springer, volume 61, issue 2, pages 667-692, August, DOI: 10.1007/s00181-020-01891-7.
• Laura Casula & Giovanni Masala, 2021, "Electricity derivatives: an application to the futures Italian market," Empirical Economics, Springer, volume 61, issue 2, pages 637-666, August, DOI: 10.1007/s00181-020-01915-2.
• Yan Qian & Zijun Wang, 2021, "A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market," Empirical Economics, Springer, volume 61, issue 2, pages 799-825, August, DOI: 10.1007/s00181-020-01916-1.
• Georges Tsafack & James Cataldo, 2021, "Backtesting and estimation error: value-at-risk overviolation rate," Empirical Economics, Springer, volume 61, issue 3, pages 1351-1396, September, DOI: 10.1007/s00181-020-01905-4.
• Afees A. Salisu & Kingsley Obiora, 2021, "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00253-1.
• Tobias Fissler & Jana Hlavinová & Birgit Rudloff, 2021, "Elicitability and identifiability of set-valued measures of systemic risk," Finance and Stochastics, Springer, volume 25, issue 1, pages 133-165, January, DOI: 10.1007/s00780-020-00446-z.
• Takashi Oga, 2021, "Intertemporal Cointegration Model: A New Approach to the Lead–Lag Relationship Between Cointegrated Time Series," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 1, pages 27-53, April, DOI: 10.1007/s41549-021-00052-8.
• Nils Bertschinger & Iurii Mozzhorin, 2021, "Bayesian estimation and likelihood-based comparison of agent-based volatility models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 16, issue 1, pages 173-210, January, DOI: 10.1007/s11403-020-00289-z.
• Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2021, "Local mortality estimates during the COVID-19 pandemic in Italy," Journal of Population Economics, Springer;European Society for Population Economics, volume 34, issue 4, pages 1189-1217, October, DOI: 10.1007/s00148-021-00857-y.
• Ali Habibnia & Esfandiar Maasoumi, 2021, "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 363-381, December, DOI: 10.1007/s40953-021-00275-7.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• Rosina O. Weber & Kedma B. Duarte, 2021, "Data-driven artificial intelligence to automate researcher assessment," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 4, pages 3265-3281, April, DOI: 10.1007/s11192-020-03859-x.
• Rodrigo Mulero & Alfredo García-Hiernaux, 2021, "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 3, pages 329-349, September, DOI: 10.1007/s13209-021-00231-x.
• Alperen Bektas & Valentino Piana & René Schumann, 2021, "A meso-level empirical validation approach for agent-based computational economic models drawing on micro-data: a use case with a mobility mode-choice model," SN Business & Economics, Springer, volume 1, issue 6, pages 1-25, June, DOI: 10.1007/s43546-021-00083-4.
• Javier Ojea-Ferreiro, 2021, "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_54.
• Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2021, "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 4, pages 881-926, November, DOI: 10.1007/s10290-020-00405-y.
• Kuo-Yu Peng & Hsiu-Li Liao, 2021, "Effectiveness of Using the Meeting Systems in Council Chamber," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 6, pages 1-9.
• Ioannis N. Kallianiotis, 2021, "Exchange Rate Determination: The Portfolio-Balance Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021, "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-3.
• Magnus, Jan & Vasnev, Andrey, 2021, "On the uncertainty of a combined forecast: The critical role of correlation," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2022-01, Dec.
• Constantin Bürgi & Tara M. Sinclair, 2021, "What does forecaster disagreement tell us about the state of the economy?," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 1, pages 49-53, January, DOI: 10.1080/13504851.2020.1730751.
• Antoine A. Djogbenou, 2021, "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 470-503, April, DOI: 10.1080/07474938.2020.1808371.
• Xun Lu & Ke Miao & Liangjun Su, 2021, "Determination of different types of fixed effects in three-dimensional panels," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 9, pages 867-898, October, DOI: 10.1080/07474938.2021.1889176.
• Simplice A. Asongu & Uchenna R. Efobi & Ibukun Beecroft, 2021, "Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy," Forum for Social Economics, Taylor & Francis Journals, volume 50, issue 4, pages 432-456, October, DOI: 10.1080/07360932.2018.1434676.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021, "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 307-324, January, DOI: 10.1080/07350015.2019.1660175.
• Shou-Yung Yin & Chu-An Liu & Chang-Ching Lin, 2021, "Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 54-68, January, DOI: 10.1080/07350015.2019.1623044.
• Dimitris Korobilis, 2021, "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 2, pages 493-504, March, DOI: 10.1080/07350015.2019.1677472.
• Andrew Phiri, 2021, "Is Neo-Fisherism ‘alive’ in South Africa? A frequency domain causality approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 14, issue 2, pages 142-156, May, DOI: 10.1080/17520843.2020.1796732.
• Alexander Wehrli & Spencer Wheatley & Didier Sornette, 2021, "Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 5, pages 729-752, May, DOI: 10.1080/14697688.2020.1838602.
• Selcuk Gul & Abdullah Kazdal, 2021, "Nowcasting and Short-term Forecasting Turkish GDP: Factor-MIDAS Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2111.
• Roman Frydman & Joshua Stillwagon, 2021, "Market Participants Neither Commit Predictable Errors nor Conform to REH: Evidence from Survey Data of Inflation Forecasts," Working Papers Series, Institute for New Economic Thinking, number inetwp163, Sep, DOI: 10.36687/inetwp163.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021, "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-038/III, May.
• Francisco Blasques & Enzo D'Innocenzo & Siem Jan Koopman, 2021, "Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-057/III, Jun.
• Mirza Sikalo & Almira Arnaut-Berilo, 2021, "Efficiency Analysis Of The Insurance Sector In Bosnia And Herzegovina," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 19, issue 1, pages 49-62, May.
• Ruoyao Shi, 2021, "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers, University of California at Riverside, Department of Economics, number 202105, Feb.
• Nadiia Shapovalenko, 2021, "A Suite of Models for CPI Forecasting," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 252, pages 4-36, DOI: 10.26531/vnbu2021.252.01.
• Francis Bismans, 2021, "Une analyse économétrique des déterminants des hospitalisations dues à la Covid-19," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-42.