Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2021

• 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.
• Cheng-Wen Lee & Yi Tang Hu, 2021, "Examining Factors Influencing Audit Risk for Professional Accountant in Business," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 1, pages 1-2.
• 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.
• Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021, "Evaluating forecast performance with state dependence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1800, Jul.
• Jaume Garcia Villar & María José Suárez, 2021, "The relevance of the specification assumptions when modelling the correlates of physical activity: an analysis across dimensions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1804, Nov.
• Giuseppe Arbia, 2021, "Stochastic Epidemic Modeling with Application to the Sars-Cov-2 Pandemic in Italy," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 129, issue 1, pages 21-36.
• Kosta Josifidis & Radmila Dragutinović Mitrović & Sladjana Bodor, 2021, "The Effect of Fiscal Deficit on the External Imbalances in the European Union," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 5, pages 625-652.
• Jitender, 2021, "Value-at-Risk Estimation of Equity Market Risk in India," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 9, issue 1, pages 1-24, September, DOI: 10.2478/auseb-2021-0001.
• Kimouche Bilal, 2021, "The Effect of Stock Market Listing on Real Earnings Management: Evidence From Algerian Companies," Naše gospodarstvo/Our economy, Sciendo, volume 67, issue 4, pages 96-107, December, DOI: 10.2478/ngoe-2021-0024.
• Dawid Siwicki, 2021, "The Application of Machine Learning Algorithms for Spatial Analysis: Predicting of Real Estate Prices in Warsaw," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-05.
• Mateusz Buczyński & Marcin Chlebus, 2021, "GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-08.
• Michał Woźniak & Marcin Chlebus, 2021, "HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-10.
• Szymon Lis & Marcin Chlebus, 2021, "Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-11.
• Michał Lewandowski & Marcin Chlebus, 2021, "Predicting football outcomes from Spanish league using machine learning models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-22.
• Aleksander Schiffers & Marcin Chlebus, 2021, "The effectiveness of Value-at-Risk models in various volatility regimes," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-28.
• Rodriguez Castelan,Carlos & Granguillhome Ochoa,Rogelio & Lach,Samantha & Masaki,Takaaki, 2021, "Mobile Internet Adoption in West Africa," Policy Research Working Paper Series, The World Bank, number 9560, Mar.
• Vadim Kufenko & Klaus Prettner, 2021, "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp316, Sep.
• Kufenko, Vadim & Prettner, Klaus, 2021, "Do you know your biases? A Monte Carlo analysis of dynamic panel data estimators," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 316, Sep.
• Cameron Roach & Rob Hyndman & Souhaib Ben Taieb, 2021, "Non‐linear mixed‐effects models for time series forecasting of smart meter demand," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 6, pages 1118-1130, September, DOI: 10.1002/for.2750.
• Ricardo Crisóstomo, 2021, "Estimating real‐world probabilities: A forward‐looking behavioral framework," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 41, issue 11, pages 1797-1823, November, DOI: 10.1002/fut.22248.
• Timothy B. Armstrong & Michal Kolesár, 2021, "Sensitivity analysis using approximate moment condition models," Quantitative Economics, Econometric Society, volume 12, issue 1, pages 77-108, January, DOI: 10.3982/QE1609.
• Gabriele Fiorentini & Enrique Sentana, 2021, "Specification tests for non‐Gaussian maximum likelihood estimators," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 683-742, July, DOI: 10.3982/QE1406.
• Simplice A. Asongu & Joseph Nnanna, 2021, "Globalization, Governance, and the Green Economy in Sub‐Saharan Africa: Policy Thresholds," World Affairs, John Wiley & Sons, volume 184, issue 2, pages 176-212, June, DOI: 10.1177/00438200211017288.
• Inoue, Atsushi & Kilian, Lutz, 2021, "The role of the prior in estimating VAR models with sign restrictions," CFS Working Paper Series, Center for Financial Studies (CFS), number 660.
• Kilian, Lutz, 2021, "Facts and fiction in oil market modeling," CFS Working Paper Series, Center for Financial Studies (CFS), number 661.
• Vrigazova, Borislava, 2021, "Novel Approach to Choosing Principal Components Number in Logistic Regression," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2021), Hybrid Conference, Zagreb, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Zagreb, Croatia, 9-10 September 2021", DOI: 10.54820/PUCR5250.
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
• Ofori, Isaac Kwesi, 2021, "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 235482.
• Steiner, Viktor & Zhu, Junyi, 2021, "A joint top income and wealth distribution," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/3, DOI: 10.17169/refubium-29198.
• Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021, "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-010.
• Hu, Junjie & López Cabrera, Brenda & Melzer, Awdesch, 2021, "Advanced statistical learning on short term load process forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-020.
• Hartl, Tobias, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242380.

2020

• Lingxiang Zhang, 2020, "Linearity tests and stochastic trend under the STAR framework," Statistical Papers, Springer, volume 61, issue 6, pages 2271-2282, December, DOI: 10.1007/s00362-018-1047-4.
• Cheng-Wen Lee & Chin Kun Chang, 2020, "A Study of Evaluating Organizational Performance Based on Balanced Scoresheet Viewpoint," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 6, pages 1-3.
• Charline Uwilingiyimana & Abdou Kâ Diongue, 2020, "Rwanda Currency Market Risk Analysis: Evidence From Asymmetry Effects," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 2, pages 1-2.
• Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo, 2020, "Energy and non–energy Commodities: Spillover Effects on African Stock Markets," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 9, issue 4, pages 1-7.
• Massimiliano Mazzanti & Antonio Musolesi, 2020, "Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models," SEEDS Working Papers, SEEDS, Sustainability Environmental Economics and Dynamics Studies, number 1420, Sep, revised Sep 2020.
• Andrey Zahariev & Mikhail Zveryаkov & Stoyan Prodanov & Galina Zaharieva & Petko Angelov & Silvia Zarkova & Mariana Petrova, 2020, "Debt management evaluation through Support Vector Machines: on the example of Italy and Greece," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 2382-2393, March, DOI: 10.9770/jesi.2020.7.3(61).
• María Torrado & Álvaro Escribano, 2020, "European gasoline markets: price transmission asymmetries in mean and variance," Applied Economics, Taylor & Francis Journals, volume 52, issue 42, pages 4621-4638, September, DOI: 10.1080/00036846.2020.1739224.
• Andrea Bastianin, 2020, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Applied Economics, Taylor & Francis Journals, volume 52, issue 7, pages 637-670, February, DOI: 10.1080/00036846.2019.1640862.
• Xingwei Hu, 2020, "A theory of dichotomous valuation with applications to variable selection," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 10, pages 1075-1099, November, DOI: 10.1080/07474938.2020.1735750.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• Simplice A. Asongu & Rexon T. Nting & Joseph Nnanna, 2020, "Linkages between Globalisation, Carbon Dioxide Emissions and Governance in Sub-Saharan Africa," International Journal of Public Administration, Taylor & Francis Journals, volume 43, issue 11, pages 949-963, August, DOI: 10.1080/01900692.2019.1663530.
• Cross, James L. & Nguyen, Bao H. & Tran, Trung Duc, 2020, "The role of precautionary and speculative demand in the global market for crude oil," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-02.
• Mahmut Gunay, 2020, "Nowcasting Turkish GDP Growth with Targeted Predictors: Fill in the Blanks," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2006.
• Paolo Gorgi & Siem Jan Koopman, 2020, "Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-004/III, Jan.
• Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2020, "Sampling properties of the Bayesian posterior mean with an application to WALS estimation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-015/III, Mar.
• Leandro De Magalhaes & Dominik Hangartner & Salomo Hirvonen & Jaakko Meriläinen & Nelson A. Ruiz, 2020, "How Much Should We Trust Regression Discontinuity Design Estimates? Evidence from Experimental Benchmarks of the Incumbency Advantage," Discussion Papers, Aboa Centre for Economics, number 135, Aug.
• Cheng Chou & Ruoyao Shi, 2020, "Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202018, Jul.
• David Gabauer & Rangan Gupta & Hardik A. Marfatia & Stephen M. Miller, 2020, "Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models," Working papers, University of Connecticut, Department of Economics, number 2020-08, Aug.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020, "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance, University of St. Gallen, School of Finance, number 2001, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2020, "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers, University of South Africa, Department of Economics, number 26636, Jan.
• Asongu, Simplice A & Odhiambo, Nicholas M, 2020, "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers, University of South Africa, Department of Economics, number 26732, Oct.
• Rachele Foschi & Francesca Lilla & Cecilia Mancini, 2020, "Warnings about future jumps: properties of the exponential Hawkes model," Working Papers, University of Verona, Department of Economics, number 13/2020, Jun.
• Vuković Marija & Pivac Snježana & Babić Zoran, 2020, "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 6, issue 2, pages 58-68, December, DOI: 10.2478/crebss-2020-0011.
• Kubus Mariusz, 2020, "Evaluation of Resampling Methods in the Class Unbalance Problem," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 1, pages 39-50, March, DOI: 10.15611/eada.2020.1.04.
• Migut Grzegorz, 2020, "Assessment of the Influence of Dependent Variable Distribution on Selected Goodness of Fit Measures Using the Example of Customer Churn Model," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 1, pages 51-70, March, DOI: 10.15611/eada.2020.1.05.
• Kubus Mariusz, 2020, "The Influence of Unbalanced Economic Data on Feature Selection and Quality of Classifiers," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 232-247, June, DOI: 10.2478/foli-2020-0014.
• Zanka Mikhail, 2020, "A Comparison of Variables Selection Methods and their Sequential Application: A Case Study of the Bankruptcy of Polish Companies," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 531-543, June, DOI: 10.2478/foli-2020-0031.
• Mbekeni Lutho & Phiri Andrew, 2020, "South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 2, pages 230-248, December, DOI: 10.2478/foli-2020-0046.
• Szkutnik Tomasz, 2020, "Identification of Outliers in High Density Areas with the Use of a Quantile Regression Model," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 2, pages 375-391, December, DOI: 10.2478/foli-2020-0054.
• Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
• Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
• Marcin Chlebus & Maciej Stefan Świtała, 2020, "So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-16.
• Illya Barziy & Marcin Chlebus, 2020, "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-21.
• Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020, "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-22.
• Mateusz Heba & Marcin Chlebus, 2020, "Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-30.
• Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020, "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-34.
• Piotr Wójcik & Bartłomiej Wieczorek, 2020, "We have just explained real convergence factors using machine learning," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-38.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Julia Grübler & Oliver Reiter, 2020, "Non-tariff Trade Policy Analysis: An Ex-post Assessment of the EU-Korea Agreement," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 182, Aug.
• M. Hakan Eratalay & Evgenii V. Vladimirov, 2020, "Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?," Economics of Transition and Institutional Change, John Wiley & Sons, volume 28, issue 4, pages 581-620, October, DOI: 10.1111/ecot.12251.
• Michael W. McCracken, 2020, "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, volume 88, issue 4, pages 1753-1754, July, DOI: 10.3982/ECTA17523.
• Xiaoqing Zhou, 2020, "Refining the workhorse oil market model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 1, pages 130-140, January, DOI: 10.1002/jae.2743.
• Jonas Dovern & Hans Manner, 2020, "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 440-456, June, DOI: 10.1002/jae.2755.
• Marcin Błażejowski & Paweł Kufel & Jacek Kwiatkowski, 2020, "Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001)," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 5, pages 645-652, August, DOI: 10.1002/jae.2760.
• Duc Khuong Nguyen & Thomas Walther, 2020, "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 126-142, March, DOI: 10.1002/for.2617.
• Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead, 2020, "Validity and reliability of contingent valuation and life satisfaction measures of welfare: An application to the value of national Olympic success," Southern Economic Journal, John Wiley & Sons, volume 87, issue 1, pages 316-330, July, DOI: 10.1002/soej.12453.
• Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020, "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers, Bank of Finland, number 13/2020.
• Kilian, Lutz, 2020, "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series, Center for Financial Studies (CFS), number 649.
• Inoue, Atsushi & Kilian, Lutz, 2020, "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series, Center for Financial Studies (CFS), number 650.
• Vrigazova, Borislava, 2020, "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020".
• Dimitriadis, Timo & Liu, Xiaochun & Schnaitmann, Julie, 2020, "Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 11-2020.
• Nelson, Jon Paul, 2020, "Fixed-effect versus random-effects meta-analysis in economics: A study of pass-through rates for alcohol beverage excise taxes," Economics Discussion Papers, Kiel Institute for the World Economy, number 2020-1.
• Brighton, Henry, 2020, "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2020-.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2020, "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-009.
• Schlösser, Alexander, 2020, "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 838, DOI: 10.4419/86788971.
• Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020, "Effects of rural electrification on employment: A comment on Dinkelman (2011)," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 840, DOI: 10.4419/86788973.
• Zhu, Junyi & Steiner, Viktor, 2020, "A Joint Top Income and Wealth Distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224651.