My JEL codes
Follow this JEL code
Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C52: Model Evaluation, Validation, and Selection
This JEL code is mentioned in the following RePEc Biblio entries:
- > Econometrics > Forecasting
- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Estimated DSGE Models > Forecasting with DSGE Models
This topic is covered by the following reading lists:
2023
- Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2023. "Pension expenditure determinants: the case of Portugal," Public Sector Economics, Institute of Public Finance, vol. 47(2), pages 177-203.
- Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023.
"Synthetic Difference In Differences Estimation,"
Papers
2301.11859, arXiv.org, revised Feb 2023.
- Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023. "Synthetic Difference-in-Differences Estimation," IZA Discussion Papers 15907, Institute of Labor Economics (IZA).
- Gehr, Katja & Pflüger, Michael P., 2023. "The Worth of Cities in Germany," IZA Discussion Papers 16127, Institute of Labor Economics (IZA).
- Millimet, Daniel L. & Bellemare, Marc, 2023. "Fixed Effects and Causal Inference," IZA Discussion Papers 16202, Institute of Labor Economics (IZA).
- Haowen Bao & Zongwu Cai & Yuying Sun & Shouyang Wang, 2023. "Penalized Model Averaging for High Dimensional Quantile Regressions," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202302, University of Kansas, Department of Economics, revised Jan 2023.
- Shahnaz Parsaeian, 2023. "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202308, University of Kansas, Department of Economics.
- Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023.
"Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers 21-038/III, Tinbergen Institute.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- Jan G. De Gooijer, 2023. "Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 407-424, June.
- Dmitry Bazhutov & André Betzer & Richard Stehle, 2023. "Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 239-275, September.
- Kathryn E. Easterday & Pradyot K. Sen, 2023. "Another look at the dividend-price relationship in the accounting valuation framework," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 879-925, October.
- Csató, László & Bodnár, Gergely, 2023. "Mérhetnénk jobban a csapatok erejét a Bajnokok Ligájában? Fontos megjegyzés az Európai Labdarúgó-szövetség számára [How to better measure team strength in the Champions League. An important message," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 813-827.
- Anna Matuszyk, 2023. "Comparison of different approaches using Random Forest for imbalanced credit data," Bank i Kredyt, Narodowy Bank Polski, vol. 54(4), pages 419-436.
- Lin William Cong & Nathan Darden George & Guojun Wang, 2023. "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers 30967, National Bureau of Economic Research, Inc.
- Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023.
"Putting Quantitative Models to the Test: An Application to Trump’s Trade War,"
CESifo Working Paper Series
10484, CESifo.
- Rodrigo Adão & Arnaud Costinot & Dave Donaldson, 2023. "Putting Quantitative Models to the Test: An Application to Trump’s Trade War," NBER Working Papers 31321, National Bureau of Economic Research, Inc.
- Jinyong Hahn & John D. Singleton & Neşe Yildiz, 2023. "Identification of Non-Additive Fixed Effects Models: Is the Return to Teacher Quality Homogeneous?," NBER Working Papers 31384, National Bureau of Economic Research, Inc.
- Aaron Bodoh-Creed & Brent Hickman & John List & Ian Muir & Gregory Sun, 2023.
"Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing,"
Natural Field Experiments
00776, The Field Experiments Website.
- Aaron L. Bodoh-Creed & Brent R. Hickman & John A. List & Ian Muir & Gregory K. Sun, 2023. "Stress Testing Structural Models of Unobserved Heterogeneity: Robust Inference on Optimal Nonlinear Pricing," NBER Working Papers 31647, National Bureau of Economic Research, Inc.
- Vasil Bozev, 2023. "A Study of Convergence in the Poverty of the Working Poor among European Union Countries," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 117-129, June.
- Sina Smid, 2023. "Understanding cultural differences and extreme attitudes in the 2021 OECD Trust Survey: Text analysis of open-ended responses," OECD Working Papers on Public Governance 57, OECD Publishing.
- Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023. "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models [Relating Quantiles and Expectiles under Weighted-Symmetry]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 21(1), pages 1-72.
- Seok Young Hong & Ingmar Nolte & Stephen J Taylor & Xiaolu Zhao, 2023. "Volatility Estimation and Forecasts Based on Price Durations [Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 21(1), pages 106-144.
- Henry Penikas, 2023. "Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria," Risk Management, Palgrave Macmillan, vol. 25(4), pages 1-25, December.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials," MPRA Paper 116538, University Library of Munich, Germany, revised 10 Jan 2023.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "Sensitivity Analysis between Lagrange Multipliers and Consumer Budget: Utility Maximization Case," MPRA Paper 116907, University Library of Munich, Germany, revised 19 Feb 2023.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "A Study on Nonlinear Budget Constraint of a Local Industrial Firm of Bangladesh: A Profit Maximization Investigation," MPRA Paper 117324, University Library of Munich, Germany, revised 27 Mar 2023.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "Economic Investigation of Lagrange Multiplier if Cost of Inputs and Budget Size of a Firm Increase: A Profit Maximization Endeavor," MPRA Paper 117993, University Library of Munich, Germany, revised 07 May 2023.
- Mohajan, Devajit & Mohajan, Haradhan, 2023. "An Economical Study When Cost of Irregular Raw Materials of an Industry Increases for Nonlinear Budget Constraint," MPRA Paper 118176, University Library of Munich, Germany, revised 05 May 2023.
- Mohajan, Devajit, 2023. "Ponderal Index: An Important Anthropometric Indicator for Physical Growth," MPRA Paper 118334, University Library of Munich, Germany, revised 13 Feb 2023.
- Ryan Shackleton & Sonali Das & Rangan Gupta, 2023. "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers 202328, University of Pretoria, Department of Economics.
- Gogolev, Stepan & Ozhegov, Evgeniy, 2023. "Asymmetric loss function in product-level sales forecasting: An empirical comparison," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 70, pages 109-121.
- Saissi Hassani, Samir & Dionne, Georges, 2023. "Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation," Working Papers 23-2, HEC Montreal, Canada Research Chair in Risk Management.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2023. "Labor Market Institutions, Productivity, and the Business Cycle: An Application to Italy," Cahiers de recherche / Working Papers 2302, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023.
"Band-Pass Filtering with High-Dimensional Time Series,"
Papers
2305.06618, arXiv.org.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," CEIS Research Paper 559, Tor Vergata University, CEIS, revised 15 Jun 2023.
- Fayaz Ahmad Lone & M. Imran Ganaie & Showkat A. Ganaie & M. Shafi Bhat & Javeed Ahmad Rather, 2023. "Evaluation Criteria for the Suitability of Apple Cultivation in Kashmir Valley, India," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), vol. 20(1), pages 71-85, June.
- Laura Felber & Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
- Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
- Erdinc Akyildirim & Alper A. Hekimoglu & Ahmet Sensoy & Frank J. Fabozzi, 2023. "Extending the Merton model with applications to credit value adjustment," Annals of Operations Research, Springer, vol. 326(1), pages 27-65, July.
- Laura Spierdijk, 2023. "Assessing the consistency of the fixed-effects estimator: a regression-based Wald test," Empirical Economics, Springer, vol. 64(4), pages 1599-1630, April.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2023.
"Modelling Okun’s law: Does non-Gaussianity matter?,"
Empirical Economics, Springer, vol. 64(5), pages 2183-2213, May.
- Kiss, Tamas & Nguyen, Hoang & Österholm, Pär, 2022. "Modelling Okun’s Law – Does non-Gaussianity Matter?," Working Papers 2022:1, Örebro University, School of Business.
- Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
- Rodrigo Mulero & Alfredo Garcia-Hiernaux, 2023. "Forecasting unemployment with Google Trends: age, gender and digital divide," Empirical Economics, Springer, vol. 65(2), pages 587-605, August.
- David Neto, 2023. "Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications," Empirical Economics, Springer, vol. 65(2), pages 949-971, August.
- Sarra Ghaddab & Manel Kacem & Christian Peretti & Lotfi Belkacem, 2023. "Extreme severity modeling using a GLM-GPD combination: application to an excess of loss reinsurance treaty," Empirical Economics, Springer, vol. 65(3), pages 1105-1127, September.
- Weijia Peng & Chun Yao, 2023. "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, vol. 65(4), pages 1761-1798, October.
- Galina Williams & Irina Kinchin, 2023. "The application of discrete choice experiments eliciting young peoples’ preferences for healthcare: a systematic literature review," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(6), pages 987-998, August.
- India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023. "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1061-1072, September.
- Jiri Kukacka & Ladislav Kristoufek, 2023. "Fundamental and speculative components of the cryptocurrency pricing dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-23, December.
- James Yae & Yang Luo, 2023. "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
- Mustafa Yurtsever, 2023. "Unemployment rate forecasting: LSTM-GRU hybrid approach," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-9, December.
- Henk-Wim Boer & Egbert L. W. Jongen, 2023. "Analysing tax-benefit reforms in the Netherlands using structural models and natural experiments," Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(1), pages 179-209, January.
- Christos Agiakloglou & Apostolos Tsimpanos, 2023. "Evaluating the performance of AIC and BIC for selecting spatial econometric models," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-35, December.
- Rudrani Bhattacharya & Bornali Bhandari & Sudipto Mundle, 2023. "Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 213-234, March.
- Shikha Gupta & Nand Kumar, 2023. "Time varying dynamics of globalization effect in India," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(1), pages 81-97, January.
- Antonio Marsi, 2023. "Predicting European stock returns using machine learning," SN Business & Economics, Springer, vol. 3(7), pages 1-25, July.
- Paulo Chávez & Gabriel Rodríguez, 2023.
"Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 159(2), pages 505-544, May.
- Paulo Chávez & Gabriel Rodríguez, 2022. "Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility," Documentos de Trabajo / Working Papers 2022-509, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Saeed Shaker-Akhtekhane & Solmaz Poorabbas, 2023. "Value-at-Risk Estimation Using an Interpolated Distribution of Financial Returns Series," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(1), pages 1-6.
- Ådne Cappelen & Pierre Mohnen & Arvid Raknerud & Marina Rybalka, 2023. "A new approach to estimating private returns to R&D," Discussion Papers 1005, Statistics Norway, Research Department.
- Hoang Nguyen & Trong-Nghia Nguyen & Minh-Ngoc Tran, 2023.
"A dynamic leverage stochastic volatility model,"
Applied Economics Letters, Taylor & Francis Journals, vol. 30(1), pages 97-102, January.
- Nguyen, Hoang & Nguyen, Trong-Nghia & Tran, Minh-Ngoc, 2021. "A dynamic leverage stochastic volatility model," Working Papers 2021:14, Örebro University, School of Business.
- Joshua C. C. Chan, 2023.
"Large Hybrid Time-Varying Parameter VARs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
- Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C. C. Chan, 2022. "Large Hybrid Time-Varying Parameter VARs," Papers 2201.07303, arXiv.org, revised Jun 2022.
- Frédéric Vrins & Linqi Wang, 2023.
"Asymmetric short-rate model without lower bound,"
Quantitative Finance, Taylor & Francis Journals, vol. 23(2), pages 279-295, February.
- Vrins, Frédéric & Wang, Linqi, 2021. "Asymmetric short-rate model without lower bound," LIDAM Discussion Papers LFIN 2021006, Université catholique de Louvain, Louvain Finance (LFIN).
- Thomas H. Jørgensen, 2023.
"Sensitivity to Calibrated Parameters,"
The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 474-481, March.
- Thomas H. J{o}rgensen, 2020. "Sensitivity to Calibrated Parameters," Papers 2004.12100, arXiv.org, revised Mar 2021.
- Thomas Jorgensen, 2020. "Sensitivity to Calibrated Parameters," CeMMAP working papers CWP16/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Thomas H. Jørgensen, 2021. "Sensitivity to Calibrated Parameters," CEBI working paper series 20-14, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Stanca Lorenzo, 2023. "Robust Bayesian Choice," Working papers 079, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Luca Benati & Thomas A. Lubik, 2023. "Impulse Response Analysis at the Zero Lower Bound," Diskussionsschriften dp2306, Universitaet Bern, Departement Volkswirtschaft.
- Gaël Le Mens & Balász Kovács & Michael T. Hannan & Guillem Pros, 2023. "Uncovering the semantics of concepts using GPT-4 and Other recent large language models," Economics Working Papers 1864, Department of Economics and Business, Universitat Pompeu Fabra.
- Berezka Kateryna & Kovalchuk Olha, 2023. "The Application of Association Rules to Detect the Effects of Vaccinations against Covid-19 in the EU-27. Preliminary Estimates," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 27(1), pages 1-16, March.
- Węcel Krzysztof & Sawiński Marcin & Stróżyna Milena & Lewoniewski Włodzimierz & Księżniak Ewelina & Stolarski Piotr & Abramowicz Witold, 2023. "Artificial intelligence—friend or foe in fake news campaigns," Economics and Business Review, Sciendo, vol. 9(2), pages 41-70, April.
- Volvach Olena, 2023. "Assessment of the efficiency of use of EPS by business," Economics, Sciendo, vol. 11(1), pages 233-249, June.
- Marcin Chlebus & Artur Nowak, 2023. "From Alchemy to Analytics: Unleashing the Potential of Technical Analysis in Predicting Noble Metal Price Movement," Working Papers 2023-13, Faculty of Economic Sciences, University of Warsaw.
- Gary Koop & Dimitris Korobilis, 2023.
"Bayesian Dynamic Variable Selection In High Dimensions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
- Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
- Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
- Aaron J. Amburgey & Michael W. McCracken, 2023.
"On the real‐time predictive content of financial condition indices for growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 137-163, March.
- Aaron Amburgey & Michael W. McCracken, 2022. "On the Real-Time Predictive Content of Financial Conditions Indices for Growth," Working Papers 2022-003, Federal Reserve Bank of St. Louis, revised 03 Jun 2022.
- Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023.
"Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
- 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 2021:9, Örebro University, School of Business.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023.
"Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
- Carlos Cañizares Martínez & Gabe J. de Bondt & Arne Gieseck, 2023.
"Forecasting housing investment,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 543-565, April.
- Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023. "Forecasting housing investment," Working Paper Series 2807, European Central Bank.
- Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023.
"Bootstrap inference under cross‐sectional dependence,"
Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
- Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022. "Bootstrap Inference Under Cross Sectional Dependence," Working papers 2022-14, University of Connecticut, Department of Economics.
- Quast, Josefine & Wolters, Maik H., 2023. "The Federal Reserve's output gap: The unreliability of real-time realiability tests," IMFS Working Paper Series 179, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Ankel-Peters, Jörg & Bensch, Gunther & Vance, Colin, 2023. "Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening," Ruhr Economic Papers 991, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta, 2023. "Long Monthly European Temperature Series and the North Atlantic Oscillation," Economics Working Papers 2023-03, Department of Economics and Business Economics, Aarhus University.
- Petra E. Todd & Kenneth I. Wolpin, 2023. "The Best of Both Worlds: Combining Randomized Controlled Trials with Structural Modeling," Journal of Economic Literature, American Economic Association, vol. 61(1), pages 41-85, March.
- Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023. "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 463-463, April.
- Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023.
"Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy,"
Working Papers
23/002, European Xtramile Centre of African Studies (EXCAS).
- Awa Traoré & Cheikh T. Ndour & Simplice A. Asongu, 2023. "Promoting Environmental Sustainability in Africa: Evidence from Governance Synergy," Working Papers of the African Governance and Development Institute. 23/002, African Governance and Development Institute..
- Awa Traoré & Simplice A. Asongu, 2023. "Diffusion of Green technology, Governance and CO2 emissions in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 23/054, African Governance and Development Institute..
- Lucian MIRESCU & Ana-Maria Camelia POPESCU, 2023. "A Statistical Study On Key Performance Indicators In Health System," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(1), pages 25-35, May.
- Clarke, Damian & Pailañir, Daniel & Athey, Susan & Imbens, Guido W., 2023.
"Synthetic Difference-in-Differences Estimation,"
IZA Discussion Papers
15907, Institute of Labor Economics (IZA).
- Damian Clarke & Daniel Paila~nir & Susan Athey & Guido Imbens, 2023. "Synthetic Difference In Differences Estimation," Papers 2301.11859, arXiv.org, revised Feb 2023.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020.
"Out of sample predictability in predictive regressions with many predictor candidates,"
UC3M Working papers. Economics
31554, Universidad Carlos III de Madrid. Departamento de Economía.
- Jesus Gonzalo & Jean-Yves Pitarakis, 2023. "Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates," Papers 2302.02866, arXiv.org.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023.
"Band-Pass Filtering with High-Dimensional Time Series,"
CEIS Research Paper
559, Tor Vergata University, CEIS, revised 15 Jun 2023.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023. "Band-Pass Filtering with High-Dimensional Time Series," Papers 2305.06618, arXiv.org.
- Tony Chernis, 2023. "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers 23-45, Bank of Canada.
- Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023. "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers) 764, Bank of Italy, Economic Research and International Relations Area.
- Raffaele De Marchi & Alessandro Moro, 2023. "Forecasting fiscal crises in emerging markets and low-income countries with machine learning models," Temi di discussione (Economic working papers) 1405, Bank of Italy, Economic Research and International Relations Area.
- Julián Alonso Cárdenas-Cárdenas & Deicy J. Cristiano-Botia & Nicolás Martínez-Cortés, 2023. "Colombian inflation forecast using Long Short-Term Memory approach," Borradores de Economia 1241, Banco de la Republica de Colombia.
- Gaël Le Mens & Balász Kovács & Michael T. Hannan & Guillem Pros, 2023. "Uncovering the Semantics of Concepts Using GPT-4 and Other Recent Large Language Models," Working Papers 1394, Barcelona School of Economics.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023.
"Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," "Marco Fanno" Working Papers 0257, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers 2021-08, Monash University, Department of Economics.
- Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," CAMA Working Papers 2020-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Sune Karlsson & Pär Österholm, 2023.
"Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 125(1), pages 287-314, January.
- Karlsson, Sune & Österholm, Pär, 2018. "Is the US Phillips Curve Stable? Evidence from Bayesian VARs," Working Papers 2018:5, Örebro University, School of Business.
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"The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach,"
Technological Forecasting and Social Change, Elsevier, vol. 176(C).
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"What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques,"
Working Papers
22/061, European Xtramile Centre of African Studies (EXCAS).
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"Searching for Sustainable Footprints: Does ICT increase CO2 emissions?,"
Working Papers
22/062, European Xtramile Centre of African Studies (EXCAS).
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"Globalisation, technology and global health,"
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22/070, European Xtramile Centre of African Studies (EXCAS).
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"Thresholds of external flows in financial development for environmental sustainability in sub-Saharan Africa,"
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22/082, European Xtramile Centre of African Studies (EXCAS).
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"Unemployment and Health: A Meta-Analysis,"
GLO Discussion Paper Series
1128, Global Labor Organization (GLO).
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"Market power in the Argentine liquid fuels wholesale chain,"
Asociación Argentina de Economía Política: Working Papers
4554, Asociación Argentina de Economía Política.
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"Large Hybrid Time-Varying Parameter VARs,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
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"When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume,"
PIER Working Paper Archive
22-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"Dealing with Logs and Zeros in Regression Models,"
Working Papers
2022-08, Center for Research in Economics and Statistics.
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"A new algorithm for structural restrictions in Bayesian vector autoregressions,"
European Economic Review, Elsevier, vol. 148(C).
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"Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models,"
PIER Working Paper Archive
22-028, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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"A penalized two-pass regression to predict stock returns with time-varying risk premia,"
Swiss Finance Institute Research Paper Series
21-09, Swiss Finance Institute.
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"Score-based calibration testing for multivariate forecast distributions,"
Discussion Papers
50/2022, Deutsche Bundesbank.
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"Optimal Model Selection in RDD and Related Settings Using Placebo Zones,"
IZA Discussion Papers
13639, Institute of Labor Economics (IZA).
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- Seighalani, Shahbod & Jalali-Naini, Seyed Ahmadreza & Khiabani, Nasser, 2022. "External Shocks, Exchange Rate Changes, and Intermediate Goods: Explanation of Stagflation in Iranian Economy (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه), Institute for Management and Planning studies, vol. 27(2), pages 3-50, September.
- Anton A. Gerunov, 2022. "Performance of 109 Machine Learning Algorithms across Five Forecasting Tasks: Employee Behavior Modeling, Online Communication, House Pricing, IT Support and Demand Planning," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 15-43.
- Tsvetomir Tsvetkov & Sonya Georgieva, 2022. "Inflation, Inflation Instability and Nominal Uncertainty in Bulgarian Economy," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 41-64.
- Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022. "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," Working Papers 22-04, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
- Luis Antonio Espinosa & Juan José Li Ng, 2022. "México | ¿El confinamiento por COVID-19 redujo la contaminación del aire? [Mexico | Did the COVID-19 lockdown reduce air pollution?]," Working Papers 22/09, BBVA Bank, Economic Research Department.
- James Younker, 2022. "Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models," Discussion Papers 2022-19, Bank of Canada.
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"How well do DSGE models with real estate and collateral constraints fit the data?,"
BCL working papers
168, Central Bank of Luxembourg.
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- Giuseppe Cascarino & Mirko Moscatelli & Fabio Parlapiano, 2022. "Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning," Questioni di Economia e Finanza (Occasional Papers) 674, Bank of Italy, Economic Research and International Relations Area.
- Emilia Bonaccorsi Di Patti & Filippo Calabresi & Biagio De Varti & Fabrizio Federico & Massimiliano Affinito & Marco Antolini & Francesco Lorizzo & Sabina Marchetti & Ilaria Masiani & Mirko Moscatelli, 2022. "Artificial intelligence in credit scoring. An analysis of some experiences in the Italian financial system," Questioni di Economia e Finanza (Occasional Papers) 721, Bank of Italy, Economic Research and International Relations Area.
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"Visualization, Identification, and stimation in the Linear Panel Event-Study Design,"
Working Papers
21-44, Federal Reserve Bank of Philadelphia.
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"Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(3), pages 514-529, April.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations," Discussion Papers 22-12, Department of Economics, University of Birmingham.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2023. "Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations," Working Papers 314, Bank of Greece.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022.
"Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom,"
Working Papers
309, Bank of Greece.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom," Discussion Papers 22-13, Department of Economics, University of Birmingham.
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- Henry Penikas, 2022. "Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022," Russian Journal of Money and Finance, Bank of Russia, vol. 81(2), pages 20-48, June.
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"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
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"Transnational machine learning with screens for flagging bid‐rigging cartels,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(3), pages 1074-1114, July.
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"Bayesian estimation and comparison of conditional moment models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
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"Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom,"
Discussion Papers
22-13, Department of Economics, University of Birmingham.
- Stephen G. Hall & George S. Tavlas & Yongli Wang, 2022. "Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom," Working Papers 309, Bank of Greece.
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"Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(1), pages 73-98, February.
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"The Demand for Money at the Zero Interest Rate Bound,"
Working Papers on Central Bank Communication
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"The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data,"
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"Dealing with Logs and Zeros in Regression Models,"
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"Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts,"
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"Big data forecasting of South African inflation,"
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"The financial accelerator mechanism: does frequency matter?,"
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"Disciplining expectations and the forward guidance puzzle,"
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"Estimating and simulating a SIRD Model of COVID-19 for many countries, states, and cities,"
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"A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model,"
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"Should stock returns predictability be ‘hooked on’ long‐horizon regressions?,"
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"Forecasting oil prices with penalized regressions, variance risk premia and Google data,"
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"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
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- Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
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- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
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"Forecasting oil prices with penalized regressions, variance risk premia and Google data,"
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- Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022. "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper 118239, University Library of Munich, Germany.
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"Climate Change and Child Health: A Nigerian Perspective,"
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"Big data forecasting of South African inflation,"
School of Economics Macroeconomic Discussion Paper Series
2022-03, School of Economics, University of Cape Town.
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- Zouhaier Dhifaoui, 2022. "Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets," South Asian Journal of Macroeconomics and Public Finance, , vol. 11(1), pages 69-94, June.
- Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022. "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(6), pages 523-542, June.
- Alexander Bobkov & Oksana Savchina, 2022. "Verification of the production structure evolution model of industrial enterprises using cluster analysis," Proceedings of Economics and Finance Conferences 13215738, International Institute of Social and Economic Sciences.
- Tomasz P. Kostyra, 2022. "Yield Curve Modelling with the Nelson-Siegel Method for Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 44-56.
- Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.
- Vo Hoang Ha & Takeshi Mizunoya & Nguyen Duc Kien & Truong Quang Dung & Le Thanh An & Nguyen Thai Phan & Nguyen Quang Tan & Pham Thi Trieu Tien & Nguyen Cong Dinh, 2022. "Post-flood recovery in the central coastal plain of Vietnam: determinants and policy implications," Asia-Pacific Journal of Regional Science, Springer, vol. 6(3), pages 899-929, October.
- Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
- Jaeho Kim & Sora Chon, 2022. "Bayesian estimation of the long-run trend of the US economy," Empirical Economics, Springer, vol. 62(2), pages 461-485, February.
- Lixiong Yang, 2022. "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, vol. 62(2), pages 533-551, February.
- Khyati Kathuria & Nand Kumar, 2022. "Are exports and imports of India’s trading partners cointegrated? Evidence from Fourier bootstrap ARDL procedure," Empirical Economics, Springer, vol. 62(3), pages 1177-1191, March.
- Julia Kielmann & Hans Manner & Aleksey Min, 2022. "Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models," Empirical Economics, Springer, vol. 62(4), pages 1543-1574, April.
- Astrid Ayala & Szabolcs Blazsek & Adrian Licht, 2022. "Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020," Empirical Economics, Springer, vol. 62(5), pages 2179-2203, May.
- Pål Boug & Ådne Cappelen, 2022. "Did OPEC change its behaviour after the November 2014 meeting?," Empirical Economics, Springer, vol. 62(5), pages 2285-2305, May.
- Manuel González-Astudillo & John M. Roberts, 2022. "When are trend–cycle decompositions of GDP reliable?," Empirical Economics, Springer, vol. 62(5), pages 2417-2460, May.
- Dejan Živkov & Slavica Manić & Ivan Pavkov, 2022. "Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals," Empirical Economics, Springer, vol. 63(2), pages 1109-1134, August.
- Alessandra Garbero & Marco Letta, 2022. "Predicting household resilience with machine learning: preliminary cross-country tests," Empirical Economics, Springer, vol. 63(4), pages 2057-2070, October.
- Masato Ubukata, 2022. "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, vol. 63(5), pages 2633-2653, November.
- Khurram Shehzad & Umer Zaman & Mahmood Ahmad & Xiaoxing Liu, 2022. "Asymmetric impact of information and communication technologies on environmental quality: analyzing the role of financial development and energy consumption," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(2), pages 1761-1780, February.
- Jeronymo Marcondes Pinto & Jennifer L. Castle, 2022. "Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(2), pages 129-157, July.
- Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez & Raquel Y. Badillo & Sergio Lopez-Araiza, 2022. "Gender stereotypes in job advertisements: What do they imply for the gender salary gap?," Journal of Labor Research, Springer, vol. 43(1), pages 65-102, March.
- Daniel A. Griffith & Yongwan Chun, 2022. "Some useful details about the Moran coefficient, the Geary ratio, and the join count indices of spatial autocorrelation," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-30, December.
- T. P. Sinha, 2022. "A Macro-Econometric VAR Model of India Incorporating Black Income," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(3), pages 629-660, September.
- Holger Steinmetz & Jörn Block, 2022. "Meta-analytic structural equation modeling (MASEM): new tricks of the trade," Management Review Quarterly, Springer, vol. 72(3), pages 605-626, September.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Moment tests of independent components,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 429-474, May.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Moment tests of independent components," Working Papers wp2021_2102, CEMFI.
- Cheng-Few Lee & Lie-Jane Kao & Po-Cheng Wu, 2022. "Alternative Models for Evaluating Convertible Bond: Review and Integration," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 68, pages 1563-1580, Springer.
- Robert H. Patrick, 2022. "Financial Panel Data Models, Strict Versus Contemporaneous Exogeneity, and Durbin-Wu-Hausman Specification Tests," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 78, pages 1799-1828, Springer.
- Anna D’Ambrosio & Sandro Montresor, 2022. "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 53-107, February.
- Sander Barendse & Andrew J. Patton, 2022.
"Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
- Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
- Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022.
"Binary Conditional Forecasts,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
- Michael W. McCracken & Joseph McGillicuddy & Michael T. Owyang, 2019. "Binary Conditional Forecasts," Working Papers 2019-029, Federal Reserve Bank of St. Louis, revised Apr 2021.
- Lutz Kilian, 2022.
"Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1429-1433, October.
- Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.
- Alexander Wehrli & Didier Sornette, 2022.
"Classification of flash crashes using the Hawkes(p,q) framework,"
Quantitative Finance, Taylor & Francis Journals, vol. 22(2), pages 213-240, February.
- Alexander Wehrli & Didier Sornette, 2020. "Classification of flash crashes using the Hawkes(p,q) framework," Swiss Finance Institute Research Paper Series 20-92, Swiss Finance Institute.
- Nguyen, BH & Zhang, Bo, 2022. "Forecasting oil Prices: can large BVARs help?," Working Papers 2022-04, University of Tasmania, Tasmanian School of Business and Economics.
- Roman Frydman & Joshua Stillwagon & Halina Frydman, 2022. "Underreacting to News or Responding to Change? Reexamining Macroeconomic Expectations," Working Papers Series inetwp179, Institute for New Economic Thinking.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2022.
"Asymptotic properties of the weighted-average least squares (WALS) estimator,"
EIEF Working Papers Series
2203, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2022.
- Giuseppe De Luca & Jan Magnus & Franco Peracchi, 2022. "Asymptotic properties of the weighted average least squares (WALS) estimator," Tinbergen Institute Discussion Papers 22-022/III, Tinbergen Institute.
- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022.
"The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
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- Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
- Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022.
"Energy Markets and Global Economic Conditions,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
- Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
- Beatriz de la Flor & Javier Ojea-Ferreiro & Eva Ferreira, 2022. "The Hedging Cost of Forgetting the Exchange Rate," Documentos de Trabajo del ICAE 2022-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Joshua D. Angrist & Brigham Frandsen, 2022.
"Machine Labor,"
Journal of Labor Economics, University of Chicago Press, vol. 40(S1), pages 97-140.
- Joshua Angrist & Brigham Frandsen, 2019. "Machine Labor," NBER Working Papers 26584, National Bureau of Economic Research, Inc.
- Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202201, University of California at Riverside, Department of Economics.
- Ruoyao Shi, 2022. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202211, University of California at Riverside, Department of Economics.
- Hao Hao & Bai Huang & Tae-Hwy Lee, 2022. "Model Averaging Estimation of Panel Data Models with Many Instruments and Boosting," Working Papers 202212, University of California at Riverside, Department of Economics.
- Justin Dang & Aman Ullah, 2022. "Generalized Kernel Regularized Least Squares Estimator with Parametric Error Covariance," Working Papers 202303, University of California at Riverside, Department of Economics, revised Mar 2023.
- Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023.
"Bootstrap inference under cross‐sectional dependence,"
Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
- Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022. "Bootstrap Inference Under Cross Sectional Dependence," Working papers 2022-14, University of Connecticut, Department of Economics.
- Sylvain Barde, 2022. "Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates," Studies in Economics 2203, School of Economics, University of Kent.
- Tran, Thuy Nhung, 2022. "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(1), pages 151-168.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2022. "The Demand for Money at the Zero Interest Rate Bound," Working Papers on Central Bank Communication 044, University of Tokyo, Graduate School of Economics.
- Kashaev, Nail & Aguiar, Victor H., 2022.
"A random attention and utility model,"
Journal of Economic Theory, Elsevier, vol. 204(C).
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- Nail Kashaev & Victor H. Aguiar, 2022. "A Random Attention and Utility Model," University of Western Ontario, Departmental Research Report Series 20223, University of Western Ontario, Department of Economics.
- Victor H. Aguiar & Roberto Serrano, 2022. "Slutsky Matrix Symmetry: A New Behavioral Condition," University of Western Ontario, Departmental Research Report Series 20228, University of Western Ontario, Department of Economics.
- Toleva Borislava, 2022. "ANOVA bootstrapped principal components analysis for logistic regression," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(1), pages 18-31, June.
- Sroka Łukasz, 2022. "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 26(2), pages 15-29, June.
- Mešić Amar & Miškić Smiljka & Stević Željko & Mastilo Zoran, 2022. "Hybrid MCDM Solutions for Evaluation of the Logistics Performance Index of the Western Balkan Countries," Economics, Sciendo, vol. 10(1), pages 13-34, June.
- Wołowiec Tomasz & Pavlov Kostiantyn & Pavlova Olena & Zaichuk Kateryna, 2022. "Tourist Services of the Western Region of Ukraine: Rating and Analysis," Economics, Sciendo, vol. 10(1), pages 181-195, June.
- Trajkov Aleksandar & Andreeski Cvetko & Biljan Jovanka, 2022. "Measuring the Impact of the Coviid-19 Crisis on the Foreign Tourist Receipts," Economic Themes, Sciendo, vol. 60(1), pages 1-19, March.
- Berezka Kateryna M. & Kovalchuk Olha Ya. & Banakh Serhiy V. & Zlyvko Stanislav V. & Hrechaniuk Roksolana, 2022. "A Binary Logistic Regression Model for Support Decision Making in Criminal Justice," Folia Oeconomica Stetinensia, Sciendo, vol. 22(1), pages 1-17, June.
- Sakouvogui Kekoura & Guilavogui Mama Genevieve, 2022. "How are the United States Banks faring during the COVID-19 Pandemic? Evidence of Economic Efficiency Measures," Open Economics, De Gruyter, vol. 5(1), pages 11-29, January.
- Doszyń Mariusz, 2022. "Econometric Models of Real Estate Prices with Prior Information. Mixed Estimation," Real Estate Management and Valuation, Sciendo, vol. 30(3), pages 61-72, September.
- Rena Ravinder & Kamuinjo Albert V., 2022. "An Empirical Analysis of the Relationship Between Capital, Market Risks, and Liquidity Shocks in the Banking Industry," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 67(2), pages 67-83, August.
- Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022. "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers 2022-29, Faculty of Economic Sciences, University of Warsaw.
- Thi Huyen Tran & Robert Ślepaczuk, 2022. "Quantile regression analysis to predict GDP distribution using data from the US and UK," Working Papers 2022-30, Faculty of Economic Sciences, University of Warsaw.
- Shon M. Ferguson & Aaron Smith, 2022.
"Import demand elasticities based on quantity data: Theory and evidence,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(2), pages 1027-1056, May.
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- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022.
"The role of investor sentiment in forecasting housing returns in China: A machine learning approach,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1725-1740, December.
- Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2020. "The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach," Working Papers 202055, University of Pretoria, Department of Economics.
- Joshua C. C. Chan, 2022.
"Asymmetric conjugate priors for large Bayesian VARs,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
- Joshua C. C. Chan, 2019. "Asymmetric conjugate priors for large Bayesian VARs," CAMA Working Papers 2019-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C. C. Chan, 2021. "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers 2111.07170, arXiv.org.
- Alexander Glas & Matthias Hartmann, 2022.
"Uncertainty measures from partially rounded probabilistic forecast surveys,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
- Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
- Jinshun Wu & Taps Maiti, 2022. "A Frequency-Domain Analysis Of Medium-Scale Dsge Models," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 67(06), pages 1951-1986, December.
- José Antonio Pérez Mínguez & Inmaculada Villanúa Martín, 2022. "El contraste reset en los modelos logit y probit. Un estudio de Monte Carlo," Documentos de Trabajo dt2022-02, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
- Malte Knuppel & Fabian Kruger & Marc-Oliver Pohle, 2022.
"Score-based calibration testing for multivariate forecast distributions,"
Papers
2211.16362, arXiv.org, revised May 2023.
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- Matteo Picchio & Michele Ubaldi, 2022.
"Unemployment And Health: A Meta-Analysis,"
Working Papers
467, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
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- Picchio, Matteo & Ubaldi, Michele, 2022. "Unemployment and Health: A Meta-Analysis," IZA Discussion Papers 15433, Institute of Labor Economics (IZA).
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- Gantert, Konstantin, 2022. "The Impact of Active Aggregate Demand on Utilization-Adjusted TFP," VfS Annual Conference 2022 (Basel): Big Data in Economics 264103, Verein für Socialpolitik / German Economic Association.
- Wan, Wayne Xinwei & Lindenthal, Thies, 2022. "Towards accountability in machine learning applications: A system-testing approach," ZEW Discussion Papers 22-001, ZEW - Leibniz Centre for European Economic Research.
2021
- Bastos, João A. & Matos, Sara M., 2022.
"Explainable models of credit losses,"
European Journal of Operational Research, Elsevier, vol. 301(1), pages 386-394.
- João A. Bastos & Sara M. Matos, 2021. "Explainable models of credit losses," Working Papers REM 2021/0161, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Granguillhome Ochoa, Rogelio & Lach, Samantha & Masaki, Takaaki & Rodríguez-Castelán, Carlos, 2022.
"Mobile internet adoption in West Africa,"
Technology in Society, Elsevier, vol. 68(C).
- Rodriguez Castelan,Carlos & Granguillhome Ochoa,Rogelio & Lach,Samantha & Masaki,Takaaki, 2021. "Mobile Internet Adoption in West Africa," Policy Research Working Paper Series 9560, The World Bank.
- Rodriguez Castelan, Carlos & Ochoa, Rogelio Granguillhome & Lach, Samantha & Masaki, Takaaki, 2021. "Mobile Internet Adoption in West Africa," IZA Discussion Papers 14151, Institute of Labor Economics (IZA).
- Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
- Zamira Oskonbaeva, 2021. "Main drivers of tobacco consumption among adolescents- the case of Kyrgyzstan," Journal of Applied Microeconometrics, Holistence Publications, vol. 1(1), pages 29-39, June.
- 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, vol. 28(1), pages 101-119, March.
- 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, vol. 19(3), pages 369-407, December.
- Rob Donnelly & Francisco R. Ruiz & David Blei & Susan Athey, 2019. "Counterfactual Inference for Consumer Choice Across Many Product Categories," Papers 1906.02635, arXiv.org, revised Aug 2023.
- 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, vol. 56(2), pages 647-673, February.
- 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 2110, Koc University-TUSIAD Economic Research Forum.
- Florian Eckert & Nina Mühlebach, 2021. "Global and Local Components of Output Gaps," KOF Working papers 21-497, KOF Swiss Economic Institute, ETH Zurich.
- Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021. "Deep Structural Estimation:With an Application to Option Pricing," Cahiers de Recherches Economiques du Département d'économie 21.14, Université de Lausanne, Faculté des HEC, Département d’économie.
- Schlicht, Ekkehart, 2021.
"VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C,"
Discussion Papers in Economics
75514, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2005. "VCC - A Program for Estimating Time-Varying Coefficients. Console Version With Source Code in C," Software in Economics 719, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2021.
"VC - A Program for Estimating Time-Varying Coefficients,"
Discussion Papers in Economics
74981, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 74981, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2005. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 684, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2021.
"VC - A Program for Estimating Time-Varying Coefficients,"
Discussion Papers in Economics
74981, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Discussion Papers in Economics 92509, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2022. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 92509, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2021. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 74981, University of Munich, Department of Economics.
- Schlicht, Ekkehart, 2005. "VC - A Program for Estimating Time-Varying Coefficients," Software in Economics 684, University of Munich, Department of Economics.
- 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 2021/01, Latvijas Banka.
- Don Bredin & Stilianos Fountas & Christos Savva, 2021.
"Is British output growth related to its uncertainty? Evidence using eight centuries of data,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 345-364, July.
- Don Bredin & Stilianos Fountas & Christos Savva, 2021. "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series 2021_02, Department of Economics, University of Macedonia, revised Feb 2021.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023.
"Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," "Marco Fanno" Working Papers 0257, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers 2021-08, Monash University, Department of Economics.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
- Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," CAMA Working Papers 2020-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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 21021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Matthew Backus & Christopher Conlon & Michael Sinkinson, 2021. "Common Ownership and Competition in the Ready-to-Eat Cereal Industry," NBER Working Papers 28350, National Bureau of Economic Research, Inc.
- Sebastian Galiani & Juan Pantano, 2021. "Structural Models: Inception and Frontier," NBER Working Papers 28698, National Bureau of Economic Research, Inc.
- Schorfheide, Frank & Chang, Minsu & Chen, Xiaohong, 2021.
"Heterogeneity and Aggregate Fluctuations,"
CEPR Discussion Papers
16183, C.E.P.R. Discussion Papers.
- Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021. "Heterogeneity and Aggregate Fluctuations," NBER Working Papers 28853, National Bureau of Economic Research, Inc.
- Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021. "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers 2289, Cowles Foundation for Research in Economics, Yale University.
- Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021.
"Visualization, Identification, and stimation in the Linear Panel Event-Study Design,"
Working Papers
21-44, Federal Reserve Bank of Philadelphia.
- Freyaldenhoven Simon & Hansen Christian & Pérez Pérez Jorge & Shapiro Jesse M., 2022. "Visualization, Identification, and Estimation in the Linear Panel Event Study Design," Working Papers 2022-07, Banco de México.
- 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 29170, National Bureau of Economic Research, Inc.
- Baumeister, Christiane, 2021.
"Measuring Market Expectations,"
CEPR Discussion Papers
16520, C.E.P.R. Discussion Papers.
- Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
- Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
- Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
- Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021. "Predicting the Oil Market," NBER Working Papers 29379, National Bureau of Economic Research, Inc.
- 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
21/357, National Institute of Public Finance and Policy.
- 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 130, National Council of Applied Economic Research.
- 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 21/357, National Institute of Public Finance and Policy.
- 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, vol. 30(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, vol. 19(3), pages 1592-1620.
- Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel A., 2018. "The missing link: monetary policy and the labor share," LSE Research Online Documents on Economics 90873, London School of Economics and Political Science, LSE Library.
- Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018. "The Missing Link: Monetary policy and the labor share," Discussion Papers 1829, Centre for Macroeconomics (CFM).
- León-Ledesma, Miguel & Cantore, Cristiano & Ferroni, Filippo, 2019. "The Missing Link: Monetary Policy and The Labor Share," CEPR Discussion Papers 13551, C.E.P.R. Discussion Papers.
- Cantore, Cristiano & Ferroni, Filippo & León-Ledesma, Miguel, 2020. "The missing link: monetary policy and the labor share," Bank of England working papers 857, Bank of England, revised 29 May 2020.
- Cristiano Cantore & Filippo Ferroni & Miguel A. Leon-Ledesma, 2018. "The Missing Link: Monetary Policy and The Labor Share," Studies in Economics 1808, School of Economics, University of Kent.
- Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li & Ralph Koijen, 2021. "Implied Stochastic Volatility Models," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 394-450.
- 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]," Review of Financial Studies, Society for Financial Studies, vol. 34(12), pages 6032-6086.
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- 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, vol. 31(1), pages 144-160, June.
- Alessandro Bitetto & Paola Cerchiello & Stefano Filomeni & Alessandra Tanda & Barbara Tarantino, 2021. "Machine Learning and Credit Risk: Empirical Evidence from SMEs," DEM Working Papers Series 201, University of Pavia, Department of Economics and Management.
- Alessandro Bitetto & Stefano Filomeni & Michele Modina, 2021. "Understanding corporate default using Random Forest: The role of accounting and market information," DEM Working Papers Series 205, University of Pavia, Department of Economics and Management.
- Jesús Mur, 2021. "A Simple Test of Spatial Autocorrelation for Centered Variables," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 41-55.
- Fernando A. López Hernández & Román Mínguez Salidos, 2021. "The Scan-LM to Test Instability in the Constant Coefficient ofSpatial Autoregressive Models," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(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 2021-502, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Gabriel Rodríguez & Paul Castillo & Harumi Hasegawa & Hernán B. Garrafa-Aragón, 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 2021-504, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
- Krisztina Kistoth, 2021. "Measuring and analysing the financial performance of state-owned economic entities," Public Finance Quarterly, State Audit Office of Hungary, vol. 66(6), pages 31-51.
- Kistóth, Krisztina, 2021. "Measuring and Analysing the Financial Performance of State-Owned Economic Entities," Public Finance Quarterly, Corvinus University of Budapest, vol. 66(S2), pages 31-51.
- 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 105892, University Library of Munich, Germany, revised 05 Jan 2021.
- Pincheira, Pablo & Hardy, Nicolas, 2021. "The Mean Squared Prediction Error Paradox," MPRA Paper 107403, University Library of Munich, Germany.
- Subramaniam, Viswanatha, 2021. "Developmment aceleration - a practical methodology," MPRA Paper 107606, University Library of Munich, Germany.
- Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021. "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper 107828, University Library of Munich, Germany.
- Ofori, Isaac Kwesi, 2021.
"Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
EconStor Preprints
235482, ZBW - Leibniz Information Centre for Economics.
- Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
- Kindop, Igor, 2021. "Ubiquitous multimodality in mixed causal-noncausal processes," MPRA Paper 109594, University Library of Munich, Germany, revised 04 Sep 2021.
- Simplice A. Asongu & Joseph Nnanna, 2021.
"Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds,"
Working Papers
21/015, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Nnanna, Joseph, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," MPRA Paper 109905, University Library of Munich, Germany.
- Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers of the African Governance and Development Institute. 21/015, African Governance and Development Institute..
- Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Research Africa Network Working Papers 21/015, Research Africa Network (RAN).
- Simplice A. Asongu & Tii N. Nchofoung, 2021.
"The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa,"
Research Africa Network Working Papers
21/016, Research Africa Network (RAN).
- Asongu, Simplice & Nchofoung, Tii, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," MPRA Paper 110130, University Library of Munich, Germany.
- Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 21/016, African Governance and Development Institute..
- Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers 21/016, European Xtramile Centre of African Studies (EXCAS).
- 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, vol. 3(4), pages 1-30, October.
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- 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, vol. 39(1), pages 225-243, June.
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/035, African Governance and Development Institute..
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- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 21/035, Research Africa Network (RAN).
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 21/035, European Xtramile Centre of African Studies (EXCAS).
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"ICT for sustainable development: Global comparative evidence of globalisation thresholds,"
Telecommunications Policy, Elsevier, vol. 46(5).
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- Nchofoung, Tii & Asongu, Simplice, 2021. "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," MPRA Paper 110754, University Library of Munich, Germany.
- Tii N. Nchofoung & Simplice A. Asongu, 2021. "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," Working Papers of the African Governance and Development Institute. 21/061, African Governance and Development Institute..
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"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- 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
21/1013, Ghent University, Faculty of Economics and Business Administration.
- De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021. "A method for evaluating the rank condition for CCE estimators," MPRA Paper 112305, University Library of Munich, Germany, 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 112474, University Library of Munich, Germany.
- Afees A. Salisu & Umar Bida Ndako & Rangan Gupta, 2021. "Forecasting US Output Growth with Large Information Sets," Working Papers 202103, University of Pretoria, Department of Economics.
- Baumeister, Christiane, 2021.
"Measuring Market Expectations,"
CEPR Discussion Papers
16520, C.E.P.R. Discussion Papers.
- Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
- Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
- Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
- Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021. "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers 202164, University of Pretoria, Department of Economics.
- Matthew D. Cocci & Mikkel Plagborg-Møller, 2021. "Standard Errors for Calibrated Parameters," Working Papers 2021-20, Princeton University. Economics Department..
- Nikolay Iskrev, 2021. "Spectral decomposition of the information about latent variables in dynamic macroeconomic models," Working Papers w202105, Banco de Portugal, Economics and Research Department.
- Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021. "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers 168, Puey Ungphakorn Institute for Economic Research.
- N'Golo Kone, 2021. "Efficient mean-variance portfolio selection by double regularization," Working Paper 1453, Economics Department, Queen's University.
- 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 75, Red Investigadores de Economía.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021.
"Multivariate Hermite polynomials and information matrix tests,"
Econometrics Working Papers Archive
2021_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Paper series 21-12, Rimini Centre for Economic Analysis.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Tests for Random Coefficient Variation in Vector Autoregressive Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35,
Emerald Group Publishing Limited.
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- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Paper series 21-21, Rimini Centre for Economic Analysis.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
- OJAGHLOU , Mortaza & SATVATİ, Rozita, 2021. "An Analysis of the Relationship between Inflation and Gold Prices: Evidence from Turkey," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(2), pages 79-89, December.
- Saissi Hassani, Samir & Dionne, Georges, 2021.
"The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation,"
Working Papers
21-1, HEC Montreal, Canada Research Chair in Risk Management.
- Saissi Hassani, Samir & Dionne, Georges, 2021. "The new international regulation of market risk: Roles of VaR and CVaR in model validation," Working Papers 20-3, HEC Montreal, Canada Research Chair in Risk Management.
- Saissi Hassani, Samir & Dionne, Georges, 2021.
"The new international regulation of market risk: Roles of VaR and CVaR in model validation,"
Working Papers
20-3, HEC Montreal, Canada Research Chair in Risk Management.
- Saissi Hassani, Samir & Dionne, Georges, 2021. "The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation," Working Papers 21-1, HEC Montreal, Canada Research Chair in Risk Management.
- Oluseye Ibukun, Cleopatra & Temilola Osinubi, Tolulope & Nathaniel Oladunjoye, Opeyemi, 2021. "Growth-Led Energy Hypothesis In Nigeria: An Asymmetric Investigation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 8(1), pages 31-45, June.
- Emilian DOBRESCU, 2021. "Potential Output: A Market Conditionalities Interpretation," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 5-38, December.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021.
"Italian Labour Frictions and Wage Rigidities in an Estimated DSGE,"
BEMPS - Bozen Economics & Management Paper Series
BEMPS88, Faculty of Economics and Management at the Free University of Bozen.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," Cahiers de recherche / Working Papers 2105, Chaire de recherche sur les enjeux économiques intergénérationnels / Research Chair in Intergenerational Economics.
- Josué Diwambuena & Raquel Fonseca & Stefan Schubert, 2021. "Italian Labour Frictions and Wage Rigidities in an Estimated DSGE," CIRANO Working Papers 2021s-33, CIRANO.
- Proietti, Tommaso & Pedregal, Diego J., 2023.
"Seasonality in High Frequency Time Series,"
Econometrics and Statistics, Elsevier, vol. 27(C), pages 62-82.
- Tommaso Proietti & Diego J. Pedregal, 2021. "Seasonality in High Frequency Time Series," CEIS Research Paper 508, Tor Vergata University, CEIS, revised 11 Mar 2021.
- De Vos, Ignace & Everaert, Gerdie & Sarafidis, Vasilis, 2021.
"A method for evaluating the rank condition for CCE estimators,"
MPRA Paper
112305, University Library of Munich, Germany, revised 09 Mar 2022.
- 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 21/1013, Ghent University, Faculty of Economics and Business Administration.
- 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, vol. 19(2), pages 181-200.
- Donal Bredin & Stilianos Fountas, 2007. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Money Macro and Finance (MMF) Research Group Conference 2006 125, Money Macro and Finance Research Group.
- Don Bredin & Stilianos Fountas, 2022. "Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries," Discussion Paper Series 2022_03, Department of Economics, University of Macedonia, revised Mar 2022.
- 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, vol. 11(1), pages 5-31, enero-jun.
- Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2020.
"What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC,"
Papers
2006.06274, arXiv.org, revised Aug 2022.
- Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021. "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers 2021-12, Swiss National Bank.
- M. Karanasos & S. Yfanti & A. Christopoulos, 2021. "The long memory HEAVY process: modeling and forecasting financial volatility," Annals of Operations Research, Springer, vol. 306(1), pages 111-130, November.
- Christos Agiakloglou & Apostolos Tsimpanos, 2021. "Evaluating information criteria for selecting spatial processes," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(3), pages 677-697, June.
- 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, vol. 5(2), pages 327-349, June.
- Kenshiro Ninomiya & Masaaki Tokuda, 2021. "Structural change and financial instability in the US economy," Evolutionary and Institutional Economics Review, Springer, vol. 18(1), pages 205-226, April.
- Erik Meijer & Edward Oczkowski & Tom Wansbeek, 2021. "How measurement error affects inference in linear regression," Empirical Economics, Springer, vol. 60(1), pages 131-155, January.
- Esfandiar Maasoumi & Almas Heshmati & Inhee Lee, 2021. "Green innovations and patenting renewable energy technologies," Empirical Economics, Springer, vol. 60(1), pages 513-538, January.
- Siwen Zhou, 2021. "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, vol. 60(2), pages 557-606, February.
- Jack Fosten & Daniel Gutknecht, 2021. "Horizon confidence sets," Empirical Economics, Springer, vol. 61(2), pages 667-692, August.
- Laura Casula & Giovanni Masala, 2021. "Electricity derivatives: an application to the futures Italian market," Empirical Economics, Springer, vol. 61(2), pages 637-666, August.
- 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, vol. 61(2), pages 799-825, August.
- Georges Tsafack & James Cataldo, 2021. "Backtesting and estimation error: value-at-risk overviolation rate," Empirical Economics, Springer, vol. 61(3), pages 1351-1396, September.
- 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, vol. 7(1), pages 1-19, December.
- Tobias Fissler & Jana Hlavinová & Birgit Rudloff, 2021. "Elicitability and identifiability of set-valued measures of systemic risk," Finance and Stochastics, Springer, vol. 25(1), pages 133-165, January.
- 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), vol. 17(1), pages 27-53, April.
- 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, vol. 16(1), pages 173-210, January.
- 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, vol. 34(4), pages 1189-1217, October.
- Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2020. "Local mortality estimates during the COVID-19 pandemic in Italy," Working Papers 14/20, Sapienza University of Rome, DISS.
- Augusto Cerqua & Roberta Di Stefano & Marco Letta & Sara Miccoli, 2020. "Local mortality estimates during the COVID-19 pandemic in Italy," Discussion Paper series in Regional Science & Economic Geography 2020-06, Gran Sasso Science Institute, Social Sciences, revised Oct 2020.
- 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), vol. 19(1), pages 363-381, December.
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"Deconstructing Systemic Risk: A Reverse Stress Testing Approach,"
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"Is there a euro effect in the drivers of US FDI? New evidence using Bayesian model averaging techniques,"
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"What does forecaster disagreement tell us about the state of the economy?,"
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"Aid in Modulating the Impact of Terrorism on FDI: No Positive Thresholds, No Policy,"
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"Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models,"
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"Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure,"
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"Is Neo-Fisherism ‘alive’ in South Africa? A frequency domain causality approach,"
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"Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes,"
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"Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals,"
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"Japan’s voluntary lockdown: further evidence based on age-specific mobile location data,"
The Japanese Economic Review, Springer, vol. 72(3), pages 333-370, July.
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"Japan’s voluntary lockdown: further evidence based on age-specific mobile location data,"
The Japanese Economic Review, Springer, vol. 72(3), pages 333-370, July.
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"Non‐linear mixed‐effects models for time series forecasting of smart meter demand,"
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"Facts and fiction in oil market modeling,"
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"What Drives Financial Sector Development in Africa? Insights from Machine Learning,"
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"Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
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"Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds,"
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"The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa,"
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"The mobile phone in governance for environmental sustainability in Sub-Saharan Africa,"
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"Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning,"
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- Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
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"ICT for sustainable development: Global comparative evidence of globalisation thresholds,"
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- 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.
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- Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
- Pincheira, Pablo & Hardy, Nicolás, 2021.
"Forecasting aluminum prices with commodity currencies,"
Resources Policy, Elsevier, vol. 73(C).
- Pincheira, Pablo & Hardy, Nicolás, 2019. "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper 97005, University Library of Munich, Germany.
- 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, vol. 73(C).
- Vásquez Cordano, Arturo Leonardo & Prialé Zevallos, Rodrigo, 2020. "Country Competitiveness and Investment Allocation in the Mining Industry: A survey of the literature and new empirical evidence," Documentos de Trabajo 004, Escuela de Postgrado GERENS.
- Hung, Ngo Thai, 2021. "Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Resources Policy, Elsevier, vol. 73(C).
- 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, vol. 74(C).
- 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-03573202, HAL.
- Den Haan, Wouter J. & Drechsel, Thomas, 2021.
"Agnostic Structural Disturbances (ASDs): Detecting and reducing misspecification in empirical macroeconomic models,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 258-277.
- Den Haan, Wouter J. & Drechsel, Thomas, 2018. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 90384, London School of Economics and Political Science, LSE Library.
- Den Haan, Wouter & Drechsel, Thomas, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," CEPR Discussion Papers 13145, C.E.P.R. Discussion Papers.
- Den Haan, Wouter J. & Drechsel, Thomas, 2020. "Agnostic structural disturbances (ASDs): detecting and reducing misspecification in empirical macroeconomic models," LSE Research Online Documents on Economics 103147, London School of Economics and Political Science, LSE Library.
- Wouter J. Den Haan & Thomas Drechsel, 2018. "Agnostic Structural Disturbances (ASDs): Detecting and Reducing Misspecification in Empirical Macroeconomic Models," Discussion Papers 1826, Centre for Macroeconomics (CFM).
- Brownlees, Christian & Souza, André B.M., 2021. "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 312-330.
- Omar, Arti & Prasanna, P. Krishna, 2021. "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
- 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, vol. 79(C), pages 182-197.
- 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, vol. 80(C), pages 195-209.
- 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, vol. 80(C), pages 272-286.
- 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, vol. 81(C), pages 15-37.
- 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, vol. 81(C), pages 276-287.
- Garciga, Christian & Verbrugge, Randal, 2021. "Robust covariance matrix estimation and identification of unusual data points: New tools," Research in Economics, Elsevier, vol. 75(2), pages 176-202.
- Bo, Hao & Galiani, Sebastian, 2021.
"Assessing external validity,"
Research in Economics, Elsevier, vol. 75(3), pages 274-285.
- Hao Bo & Sebastian Galiani, 2019. "Assessing External Validity," NBER Working Papers 26422, National Bureau of Economic Research, Inc.
- Pradhan, Ashis Kumar & Tiwari, Aviral Kumar, 2021. "Estimating the market risk of clean energy technologies companies using the expected shortfall approach," Renewable Energy, Elsevier, vol. 177(C), pages 95-100.
- 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, vol. 75(C), pages 330-365.
- 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, vol. 58(C).
- Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2020. "Economic Policy Uncertainty: Persistence and Cross-Country Linkages," CESifo Working Paper Series 8289, CESifo.
- Bernt P. Stigum, 2021. "Consumer Choice under Certainty and Uncertainty in Applied Econometrics," EERI Research Paper Series EERI RP 2021/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Giuseppe Luca & Jan R. Magnus & Franco Peracchi, 2023.
"Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals,"
Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1637-1664, April.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," Tinbergen Institute Discussion Papers 21-038/III, Tinbergen Institute.
- Giuseppe De Luca & Jan R. Magnus & Franco Peracchi, 2021. "Weighted-average least squares (WALS): Confidence and prediction intervals," EIEF Working Papers Series 2108, Einaudi Institute for Economics and Finance (EIEF), revised May 2021.
- 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, vol. 39(1), pages 225-243, June.
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/035, African Governance and Development Institute..
- Asongu, Simplice & Nting, Rexon, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 110608, University Library of Munich, Germany.
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 21/035, Research Africa Network (RAN).
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 21/035, European Xtramile Centre of African Studies (EXCAS).
- 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, vol. 26(52), pages 197-221, November.
- 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, vol. 49(6), pages 1055-1075, September.
- R. Scott Hacker & Abdulnasser Hatemi-J, 2018. "Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing," Papers 1805.08991, arXiv.org.
- Nikolai Dokuchaev, 2021. "On statistical indistinguishability of complete and incomplete market models," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 114-125, February.
- 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, vol. 39(1), pages 150-173, October.
- Erdem Baþçý & Sýdýka Baþçý, 2021. "Demand Deficiency and Inflation in the G7 Countries," International Econometric Review (IER), Econometric Research Association, vol. 13(3), pages 59-70, September.
- 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, vol. 0(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, vol. 0(Special 3), pages 719-736.
- Tii N. Nchofoung & Simplice A. Asongu, 2021. "ICT for Sustainable Development: Global Comparative Evidence of Globalisation Thresholds," Working Papers 20/061, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Nnanna, Joseph, 2021.
"Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds,"
MPRA Paper
109905, University Library of Munich, Germany.
- Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers 21/015, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Working Papers of the African Governance and Development Institute. 21/015, African Governance and Development Institute..
- Simplice A. Asongu & Joseph Nnanna, 2021. "Globalization, Governance and the Green Economy in Sub-Saharan Africa: Policy Thresholds," Research Africa Network Working Papers 21/015, Research Africa Network (RAN).
- Simplice A. Asongu & Tii N. Nchofoung, 2021.
"The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa,"
Research Africa Network Working Papers
21/016, Research Africa Network (RAN).
- Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers 21/016, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Tii N. Nchofoung, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," Working Papers of the African Governance and Development Institute. 21/016, African Governance and Development Institute..
- Asongu, Simplice & Nchofoung, Tii, 2021. "The terrorism-finance nexus contingent on globalisation and governance dynamics in Africa," MPRA Paper 110130, University Library of Munich, Germany.
- 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, vol. 39(1), pages 225-243, June.
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 21/035, African Governance and Development Institute..
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Working Papers 21/035, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Nting, Rexon, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," MPRA Paper 110608, University Library of Munich, Germany.
- Simplice A. Asongu & Rexon T. Nting, 2021. "The Mobile Phone in Governance for Environmental Sustainability in Sub-Saharan Africa," Research Africa Network Working Papers 21/035, Research Africa Network (RAN).
- 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.
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
- Poghosyan, Karen & Poghosyan, Ruben, 2021.
"On the applicability of dynamic factor models for forecasting real GDP growth in Armenia,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 61, pages 28-46.
- 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, vol. 71(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 2021-02, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation.
- Maranzano, Paolo & Cerdeira Bento, Joao Paulo & Manera, Matteo, 2021.
"The Role of Education and Income Inequality on Environmental Quality. A Panel Data Analysis of the EKC Hypothesis on OECD,"
FEEM Working Papers
310225, Fondazione Eni Enrico Mattei (FEEM).
- 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 2021.08, Fondazione Eni Enrico Mattei.
- Lutz Kilian, 2022.
"Comment on Giacomini, Kitagawa, and Read’s “Narrative Restrictions and Proxies”,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1429-1433, October.
- Lutz Kilian, 2021. "Comment on Giacomini, Kitagawa and Read's 'Narrative Restrictions and Proxies'," Working Papers 2117, Federal Reserve Bank of Dallas.
- Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers 1311, Board of Governors of the Federal Reserve System (U.S.).
- Giacomini, Raffaella & Kitagawa, Toru & Read, Matthew, 2021.
"Robust Bayesian Analysis for Econometrics,"
CEPR Discussion Papers
16488, C.E.P.R. Discussion Papers.
- Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Robust Bayesian Analysis for Econometrics," Working Paper Series WP-2021-11, Federal Reserve Bank of Chicago.
- Freyaldenhoven, Simon, 2022.
"Factor models with local factors — Determining the number of relevant factors,"
Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
- Simon Freyaldenhoven, 2021. "Factor Models with Local Factors—Determining the Number of Relevant Factors," Working Papers 21-15, Federal Reserve Bank of Philadelphia.
- 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
29170, National Bureau of Economic Research, Inc.
- Freyaldenhoven Simon & Hansen Christian & Pérez Pérez Jorge & Shapiro Jesse M., 2022. "Visualization, Identification, and Estimation in the Linear Panel Event Study Design," Working Papers 2022-07, Banco de México.
- Simon Freyaldenhoven & Christian Hansen & Jorge Perez Perez & Jesse Shapiro, 2021. "Visualization, Identification, and stimation in the Linear Panel Event-Study Design," Working Papers 21-44, Federal Reserve Bank of Philadelphia.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021.
"Multivariate Hermite polynomials and information matrix tests,"
Working Paper series
21-12, Rimini Centre for Economic Analysis.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Econometrics Working Papers Archive 2021_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Multivariate Hermite polynomials and information matrix tests," Working Papers wp2021_2103, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2022.
"Tests for Random Coefficient Variation in Vector Autoregressive Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 1-35,
Emerald Group Publishing Limited.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Papers wp2021_2108, CEMFI.
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Econometrics Working Papers Archive 2021_18, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021. "Tests for random coefficient variation in vector autoregressive models," Working Paper series 21-21, Rimini Centre for Economic Analysis.
- Emil Heesche & Peter Bogetoft, 2021. "Incentives in regulatory DEA models with discretionary outputs: The case of Danish water regulation," IFRO Working Paper 2021/04, University of Copenhagen, Department of Food and Resource Economics.
- 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, vol. 9(1), pages 1-35, March.
- Knorre, Fabian & Wagner, Martin & Grupe, Maximilian, 2020. "Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions," IHS Working Paper Series 27, Institute for Advanced Studies.
- Katarina Juselius, 2021.
"Searching for a Theory That Fits the Data: A Personal Research Odyssey,"
Econometrics, MDPI, vol. 9(1), pages 1-27, February.
- Katarina Juselius, 2018. "Searching for a theory that fits the data: A personal research odyssey," Discussion Papers 18-07, University of Copenhagen. Department of Economics.
- Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta & Darwin Ugarte Ontiveros, 2021.
"Outliers in Semi-Parametric Estimation of Treatment Effects,"
Econometrics, MDPI, vol. 9(2), pages 1-32, April.
- Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Development Research Working Paper Series 06/2017, Institute for Advanced Development Studies.
- Darwin Ugarte Ontiveros & Gustavo Canavire-Bacarreza & Luis Castro Peñarrieta, 2017. "Outliers in semi-parametric Estimation of Treatment Effects," Documentos de Trabajo CIEF 15810, Universidad EAFIT.
- David H. Bernstein & Andrew B. Martinez, 2021.
"Jointly Modeling Male and Female Labor Participation and Unemployment,"
Econometrics, MDPI, vol. 9(4), pages 1, December.
- David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers 2021-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- 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, vol. 3(4), pages 1-30, October.
- 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 110452, University Library of Munich, Germany.
- Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021.
"Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails,"
JRFM, MDPI, vol. 14(11), pages 1, October.
- Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020. "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers 2020:13, Örebro University, School of Business.
- 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, vol. 9(21), pages 1, November.
- 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) dp-690, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Diego Chicana & Rafael Nivin, 2021. "Evaluating Growth-at-Risk as a tool for monitoring macro-financial risks in the Peruvian economy," IHEID Working Papers 07-2021, Economics Section, The Graduate Institute of International Studies.
- Dimitris Korobilis & Kenichi Shimizu, 2022.
"Bayesian Approaches to Shrinkage and Sparse Estimation,"
Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
- Korobilis, Dimitris & Shimizu, Kenichi, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," MPRA Paper 111631, University Library of Munich, Germany.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.
- Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Papers 2112.11751, arXiv.org.
- Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Paper series 22-02, Rimini Centre for Economic Analysis.
- Céline Huber & Luc Doyen & Sylvie Ferrari, 2021. "Profitability and conservation goals reconciled through biodiversity offsets," Bordeaux Economics Working Papers 2021-19, Bordeaux School of Economics (BSE).
- 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 2021-01, University of Graz, Department of Economics.
- Hans Manner & Gabriel Rodriguez & Florian Stöckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
- Neil R. Ericsson, 2021. "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers 2021-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- David H. Bernstein & Andrew B. Martinez, 2021.
"Jointly Modeling Male and Female Labor Participation and Unemployment,"
Econometrics, MDPI, vol. 9(4), pages 1, December.
- David H. Bernstein & Andrew B. Martinez, 2021. "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers 2021-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022.
"Bayesian estimation and comparison of conditional moment models,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2019. "Bayesian Estimation and Comparison of Conditional Moment Models," Working Papers 19-51, Federal Reserve Bank of Philadelphia.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian Estimation and Comparison of Conditional Moment Models," Post-Print hal-03504122, HAL.
- Siddhartha Chib & Minchul Shin & Anna Simoni, 2021. "Bayesian Estimation and Comparison of Conditional Moment Models," Papers 2110.13531, arXiv.org.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021.
"Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures,"
Management Science, INFORMS, vol. 67(9), pages 5730-5754, September.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print hal-03526444, HAL.
- Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020. "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers unige:134136, University of Geneva, Geneva School of Economics and Management.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & Olivier Scaillet, 2020. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Working Papers halshs-03088668, HAL.
- 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, vol. 74(C).
- 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-03573202, HAL.
- 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, vol. 9(21), pages 1, November.
- 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) dp-690, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Virk, Nader & Javed, Farrukh & Awartani, Basel, 2021. "A reality check on the GARCH-MIDAS volatility models," Working Papers 2021:2, Örebro University, School of Business.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023.
"Vector autoregression models with skewness and heavy tails,"
Journal of Economic Dynamics and Control, Elsevier, vol. 146(C).
- Sune Karlsson & Stepan Mazur & Hoang Nguyen, 2021. "Vector autoregression models with skewness and heavy tails," Papers 2105.11182, arXiv.org.
- Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2021. "Vector autoregression models with skewness and heavy tails," Working Papers 2021:8, Örebro University, School of Business.
- Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023.
"Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 347-368, March.
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- 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, vol. 17(71), pages 1-41, December.
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- 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, vol. 16(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, vol. 67(9), pages 5730-5754, September.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series 19-48, Swiss Finance Institute.
- Denisa Banulescu-Radu & Christophe Hurlin & Jérémy Leymarie & Olivier Scaillet, 2021. "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Post-Print hal-03526444, HAL.
- Banulescu-Radu, Denisa & Hurlin, Christophe & Leymarie, Jeremy & Scaillet, Olivier, 2020. "Backtesting marginal expected shortfalland related systemic risk measures," Working Papers unige:134136, University of Geneva, Geneva School of Economics and Management.
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2020
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore, 2020.
"A Scoring Rule for Factor and Autoregressive Models Under Misspecification,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
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- Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020. "Predicting bond return predictability," CREATES Research Papers 2020-09, Department of Economics and Business Economics, Aarhus University.
- Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2020. "A statistical model of the global carbon budget," CREATES Research Papers 2020-18, Department of Economics and Business Economics, Aarhus University.
- Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020. "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers 2020-19, Department of Economics and Business Economics, Aarhus University.
- 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, vol. 43(5), pages 897-922.
- Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Research Africa Network Working Papers 20/004, Research Africa Network (RAN).
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers of the African Governance and Development Institute. 20/004, African Governance and Development Institute..
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers 20/004, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Odhiambo, Nicholas, 2020.
"The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development,"
MPRA Paper
103143, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Research Africa Network Working Papers 20/015, Research Africa Network (RAN).
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers 20/015, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers 26636, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers of the African Governance and Development Institute. 20/015, African Governance and Development Institute..
- Asongu, Simplice & Odhiambo, Nicholas, 2020.
"Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa,"
MPRA Paper
107494, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 20/072, Research Africa Network (RAN).
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 20/072, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 20/072, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 26732, University of South Africa, Department of Economics.
- Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020. "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics," American Economic Review, American Economic Association, vol. 110(11), pages 3634-3660, November.
- Mark F. J. Steel, 2020.
"Model Averaging and Its Use in Economics,"
Journal of Economic Literature, American Economic Association, vol. 58(3), pages 644-719, September.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 81568, University Library of Munich, Germany.
- Steel, Mark F. J., 2017. "Model Averaging and its Use in Economics," MPRA Paper 90110, University Library of Munich, Germany, revised 16 Nov 2018.
- Mhamed-Ali El-Aroui & Wafa Snoussi, 2020. "Value-at-Risk in Frontier Markets: Adapted Models and Evidences from Two North-African Stock Exchanges," The African Finance Journal, Africagrowth Institute, vol. 22(1), pages 1-20.
- 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, vol. 43(5), pages 897-922.
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers 20/004, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers of the African Governance and Development Institute. 20/004, African Governance and Development Institute..
- Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Research Africa Network Working Papers 20/004, Research Africa Network (RAN).
- Asongu, Simplice & Odhiambo, Nicholas, 2020.
"The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development,"
MPRA Paper
103143, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers of the African Governance and Development Institute. 20/015, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers 20/015, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers 26636, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Research Africa Network Working Papers 20/015, Research Africa Network (RAN).
- Asongu, Simplice A & Odhiambo, Nicholas M, 2020.
"Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa,"
Working Papers
26732, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 20/072, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 20/072, Research Africa Network (RAN).
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 20/072, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Odhiambo, Nicholas, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," MPRA Paper 107494, University Library of Munich, Germany.
- Tao Hong & Pierre Pinson & Yi Wang & Rafal Weron & Dazhi Yang & Hamidreza Zareipour, 2020. "Energy forecasting: A review and outlook," WORking papers in Management Science (WORMS) WORMS/20/08, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020.
"A Scoring Rule for Factor and Autoregressive Models Under Misspecification,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Nguyen Domenico Sartore & Wing-Keung Wong, 2020. "A Scoring Rule for Factor and Autoregressive Models Under Misspecification," International Association of Decision Sciences, Asia University, Taiwan, vol. 24(2), pages 66-103, June.
- Roberto Casarin & Fausto Corradin & Francesco Ravazzolo & Domenico Sartore, 2018. "A scoring rule for factor and autoregressive models under misspecification," Working Papers 2018:18, Department of Economics, University of Venice "Ca' Foscari".
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"Local mortality estimates during the COVID-19 pandemic in Italy,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(4), pages 1189-1217, October.
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- Lodewikus Jacobus Basson & Gary van Vuuren, 2020. "Exploring Hedging Strategies Identified by Fractal Dimensions," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 67(1), pages 1-13, March.
- Candelon, Bertrand & Luisi, Angelo, 2020. "Testing for the Validity of W in GVAR models," LIDAM Discussion Papers LFIN 2020009, Université catholique de Louvain, Louvain Finance (LFIN).
- Hakan Eryüzlü & Sertaç Hopoğlu, 2020. "A Comparison of Economic Expectations In Germany and Turkey: An Analysis of ZEW and Economic Trust Index Sentiment Indicators," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 8(1), pages 131-142, June.
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"A higher-order correct fast moving-average bootstrap for dependent data,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 65-81.
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"Saddlepoint Approximations for Spatial Panel Data Models,"
Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(542), pages 1164-1175, April.
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- Lee, Ji Hyung & Shin, Youngki, 2023.
"Complete Subset Averaging For Quantile Regressions,"
Econometric Theory, Cambridge University Press, vol. 39(1), pages 146-188, February.
- Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
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"A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels,"
FSES Working Papers
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- Dimitris Korobilis, 2021.
"High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
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- Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
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- Thomas H. Jørgensen, 2023.
"Sensitivity to Calibrated Parameters,"
The Review of Economics and Statistics, MIT Press, vol. 105(2), pages 474-481, March.
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"What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC,"
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"Sparse HP filter: Finding kinks in the COVID-19 contact rate,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
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- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.
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- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series no136, Institute of Economic Research, Seoul National University.
- 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
11-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
- Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020. "Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary," Papers 2009.07341, arXiv.org.
- Ai Jun Hou & Weining Wang & Cathy Y H Chen & Wolfgang Karl Härdle, 2020.
"Pricing Cryptocurrency Options,"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(2), pages 250-279.
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"Policy evaluation of waste pricing programs using heterogeneous causal effect estimation,"
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"Estimating real‐world probabilities: A forward‐looking behavioral framework,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1797-1823, November.
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- Ricardo Crisóstomo, 2021. "Estimating real word probabilities: a forward-looking behavioral framework," CNMV Working Papers CNMV Working Papers no. 7, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Tetsuji Tanaka & Jin Guo, 2020. "Realistic Specifications and Model Predictability: Testing the Performance of a Stochastic CGE Model with Regionally Correlated Yield Variability in the Wheat and Rice Sectors," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 8(1), pages 55-75, March.
- Onwe, Joshua Chukwuma & Omolara King, 2020. "Electricity Consumption and Manufacturing Sector Output in Nigeria: Evidence from ARDL Approach," Energy Economics Letters, Asian Economic and Social Society, vol. 7(2), pages 110-117, December.
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"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
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"Impacto de la intervención cambiaria y su duración,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 98, pages 1-120, November.
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"Simple and Credible Value-Added Estimation Using Centralized School Assignment,"
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"Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 15(3), pages 355-387, July.
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"Incorporating financial development indicators into early warning systems,"
The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
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"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
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"Media‐Based Sentiment Indices as an Alternative Measure of Consumer Confidence,"
South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 409-434, December.
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"Time-varying trend models for forecasting inflation in Australia,"
CAMA Working Papers
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"The Missing Link: Monetary Policy and The Labor Share,"
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"Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
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Papers
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- Ji Hyung Lee & Youngki Shin, 2020. "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers 2020-03, McMaster University.
- Lee, Sokbae & Liao, Yuan & Seo, Myung Hwan & Shin, Youngki, 2021.
"Sparse HP filter: Finding kinks in the COVID-19 contact rate,"
Journal of Econometrics, Elsevier, vol. 220(1), pages 158-180.
- Sokbae (Simon) Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP filter: Finding kinks in the COVID-19 contact rate," CeMMAP working papers CWP32/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Department of Economics Working Papers 2020-06, McMaster University.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Working Paper Series no136, Institute of Economic Research, Seoul National University.
- Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2020. "Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate," Papers 2006.10555, arXiv.org, revised Jul 2020.
- Evžen Kočenda & Karen Poghosyan, 2020.
"Nowcasting Real GDP Growth: Comparison between Old and New EU Countries,"
Eastern European Economics, Taylor & Francis Journals, vol. 58(3), pages 197-220, May.
- Evzen Kocenda & Karen Poghosyan, 2018. "Nowcasting real GDP growth with business tendency surveys data: A cross country analysis," KIER Working Papers 1002, Kyoto University, Institute of Economic Research.
- Evzen Kocenda & Karen Poghosyan, 2020. "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Working Papers IES 2020/5, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2020.
- Ntombiyesibini Matonana & Andrew Phiri, 2020. "Convergence Dynamics between South Africa and Her Main Trading Partners," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 18(1 (Spring), pages 25-44.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014.
"Forecasting the oil–gasoline price relationship: Do asymmetries help?,"
Energy Economics, Elsevier, vol. 46(S1), pages 44-56.
- Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
- Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
- Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
- Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
- Alexander Glas & Matthias Hartmann, 2022.
"Uncertainty measures from partially rounded probabilistic forecast surveys,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 979-1022, July.
- Alexander Glas & Matthias Hartmann, 2020. "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers 427, University of Milano-Bicocca, Department of Economics, revised Jan 2020.
- Ntombiyesibini Matonana & Andrew Phiri, 2020. "Convergence dynamics between South Africa and her main trading partners," Working Papers 2004, Department of Economics, Nelson Mandela University, revised Mar 2020.
- Gael M. Martin & David T. Frazier & Christian P. Robert, 2020. "Computing Bayes: Bayesian Computation from 1763 to the 21st Century," Monash Econometrics and Business Statistics Working Papers 14/20, Monash University, Department of Econometrics and Business Statistics.
- 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., vol. 40(6), pages 1118-1130, September.
- Cameron Roach & Rob J Hyndman & Souhaib Ben Taieb, 2020. "Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand," Monash Econometrics and Business Statistics Working Papers 41/20, Monash University, Department of Econometrics and Business Statistics.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2022.
"Energy Markets and Global Economic Conditions,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 828-844, October.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," Working Papers 2020_08, Business School - Economics, University of Glasgow.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," NBER Working Papers 27001, National Bureau of Economic Research, Inc.
- Baumeister, Christiane & Korobilis, Dimitris & Lee, Thomas K., 2020. "Energy Markets and Global Economic Conditions," CEPR Discussion Papers 14580, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Dimitris Korobilis & Thomas K. Lee, 2020. "Energy Markets and Global Economic Conditions," CESifo Working Paper Series 8282, CESifo.
- Beth Ann Griffin & Megan S. Schuler & Elizabeth A. Stuart & Stephen Patrick & Elizabeth McNeer & Rosanna Smart & David Powell & Bradley Stein & Terry Schell & Rosalie Liccardo Pacula, 2020. "Variation in Performance of Commonly Used Statistical Methods for Estimating Effectiveness of State-Level Opioid Policies on Opioid-Related Mortality," NBER Working Papers 27029, National Bureau of Economic Research, Inc.
- Bradley Shapiro & Günter J. Hitsch & Anna Tuchman, 2020. "Generalizable and Robust TV Advertising Effects," NBER Working Papers 27684, National Bureau of Economic Research, Inc.
- Baumeister, Christiane & Guérin, Pierre, 2021.
"A comparison of monthly global indicators for forecasting growth,"
International Journal of Forecasting, Elsevier, vol. 37(3), pages 1276-1295.
- Baumeister, Christiane & Guerin, Pierre, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers 15403, C.E.P.R. Discussion Papers.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," NBER Working Papers 28014, National Bureau of Economic Research, Inc.
- Christiane Baumeister & Pierre Guérin, 2020. "A comparison of monthly global indicators for forecasting growth," CAMA Working Papers 2020-93, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christiane Baumeister & Pierre Guérin, 2020. "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series 8656, CESifo.
- Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2020. "Inference on Risk Premia in Continuous-Time Asset Pricing Models," NBER Working Papers 28140, National Bureau of Economic Research, Inc.
- Diebold, Francis X. & Rudebusch, Glenn D., 2022.
"Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 520-534.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," PIER Working Paper Archive 20-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers 28228, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Glenn D. Rudebusch, 2019. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Papers 1912.10774, arXiv.org, revised Jul 2021.
- Francis X. Diebold & Glenn D. Rudebusch, 2020. "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," Working Paper Series 2020-02, Federal Reserve Bank of San Francisco.
- Joshua D. Angrist & Peter Hull & Parag Pathak & Christopher Walters, 2020.
"Simple and Credible Value-Added Estimation Using Centralized School Assignment,"
Working Papers
2020-186, Becker Friedman Institute for Research In Economics.
- Joshua Angrist & Peter Hull & Parag A. Pathak & Christopher R. Walters, 2020. "Simple and Credible Value-Added Estimation Using Centralized School Assignment," NBER Working Papers 28241, National Bureau of Economic Research, Inc.
- Shane Lubold & Arun G. Chandrasekhar & Tyler H. McCormick, 2020. "Identifying the Latent Space Geometry of Network Models through Analysis of Curvature," NBER Working Papers 28273, National Bureau of Economic Research, Inc.
- Smolyak, S., 2020. "The Poisson process of machinery degradation: Application to valuation," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 63-84.
- Anton A. Gerunov, 2020. "Machine Learning Algorithms For Forecasting Asset Prices: An Application To The Housing Market," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 17(1), pages 27-42.
- Plakhotnik Olena, 2020. "Consideration of leasing as an effective tool in the system of effective activity of industrial enterprises," Technology audit and production reserves, Socionet;Technology audit and production reserves, vol. 3(4(53)), pages 36-40.
- J. L’Hour, 2020. "L'économétrie en grande dimension," Documents de Travail de l'Insee - INSEE Working Papers m2020-01, Institut National de la Statistique et des Etudes Economiques.
- Helmut Elsinger, 2020. "Serial Correlation in Contingency Tables (Helmut Elsinger)," Working Papers 228, Oesterreichische Nationalbank (Austrian Central Bank).
- Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020.
"Effects of rural electrification on employment: A comment on Dinkelman (2011),"
Ruhr Economic Papers
840, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020. "Effects of Rural Electrification on Employment: A Comment on Dinkelman (2011)," MetaArXiv zhn9b, Center for Open Science.
- Johanna F Ziegel & Fabian Krüger & Alexander Jordan & Fernando Fasciati, 2020. "Robust Forecast Evaluation of Expected Shortfall [Designing Realized Kernels to Measure the Ex Post Variation of Equity Prices in the Presence of Noise]," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(1), pages 95-120.
- Ai Jun Hou & Weining Wang & Cathy Y H Chen & Wolfgang Karl Härdle, 2020.
"Pricing Cryptocurrency Options,"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(2), pages 250-279.
- Ai Jun Hou & Weining Wang & Cathy Y. H. Chen & Wolfgang Karl Hardle, 2020. "Pricing Cryptocurrency Options," Papers 2009.11007, arXiv.org.
- Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020.
"Realized Variance Modeling: Decoupling Forecasting from Estimation,"
The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(3), pages 532-555.
- Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0. "Realized Variance Modeling: Decoupling Forecasting from Estimation," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(3), pages 532-555.
- Fabrizio Cipollini & Giampiero M. Gallo & Alessandro Palandri, 2019. "Realized variance modeling: decoupling forecasting from estimation," Econometrics Working Papers Archive 2019_05, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Axel Bücher & Peter N Posch & Philipp Schmidtke, 2020. "Using the Extremal Index for Value-at-Risk Backtesting," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 18(3), pages 556-584.
- Jing-Zhi Huang & Zhan Shi & Hao Zhou, 2020.
"Specification Analysis of Structural Credit Risk Models [Corporate bond valuation and hedging with stochastic interest rates and endogenous bankruptcy],"
Review of Finance, European Finance Association, vol. 24(1), pages 45-98.
- Jing-zhi Huang & Hao Zhou, 2008. "Specification analysis of structural credit risk models," Finance and Economics Discussion Series 2008-55, Board of Governors of the Federal Reserve System (U.S.).
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020. "Empirical Asset Pricing via Machine Learning," Review of Finance, European Finance Association, vol. 33(5), pages 2223-2273.
- Martin Lettau & Markus Pelger, 2020. "Factors That Fit the Time Series and Cross-Section of Stock Returns," Review of Finance, European Finance Association, vol. 33(5), pages 2274-2325.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Andrew KarolyiEditor, 2020.
"Dissecting Characteristics Nonparametrically,"
Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Andrew KarolyiEditor, 2020. "Dissecting Characteristics Nonparametrically," Review of Finance, European Finance Association, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020.
"Empirical Asset Pricing via Machine Learning,"
Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
- Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," NBER Working Papers 25398, National Bureau of Economic Research, Inc.
- Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series 18-71, Swiss Finance Institute.
- Martin Lettau & Markus Pelger & Stijn Van Nieuwerburgh, 2020.
"Factors That Fit the Time Series and Cross-Section of Stock Returns,"
Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2274-2325.
- Lettau, Martin & Pelger, Markus, 2018. "Factors that Fit the Time Series and Cross-Section of Stock Returns," CEPR Discussion Papers 13049, C.E.P.R. Discussion Papers.
- Martin Lettau & Markus Pelger, 2018. "Factors that Fit the Time Series and Cross-Section of Stock Returns," NBER Working Papers 24858, National Bureau of Economic Research, Inc.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2020.
"Dissecting Characteristics Nonparametrically,"
Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2326-2377.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," NBER Working Papers 23227, National Bureau of Economic Research, Inc.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 7187, CESifo.
- Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series 6391, CESifo.
- Valentina Raponi & Cesare Robotti & Paolo Zaffaroni & Andrew Karolyi, 2020. "Testing Beta-Pricing Models Using Large Cross-Sections [Beta matrix and common factors in stock returns]," Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2796-2842.
- Sander Barendse & Andrew J. Patton, 2022.
"Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1057-1069, June.
- Sander Barendse & Andrew J. Patton, 2020. "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers 909, University of Oxford, Department of Economics.
- Boada, Antonio José & Alzate, Isabel Cristina, 2020. "Debilidad simétrica en los indicadores de gestión: consecuencias e impacto estructural || Symmetric weakness in Management Indicators: consequences and structural impact," 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, vol. 29(1), pages 319-336, June.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023.
"Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," CAMA Working Papers 2020-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," "Marco Fanno" Working Papers 0257, Dipartimento di Scienze Economiche "Marco Fanno".
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers 2021-08, Monash University, Department of Economics.
- Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
- Arianna Agosto & Paolo Giudici & Emanuela Raffinetti, 2020. "A rank graduation accuracy measure," DEM Working Papers Series 179, University of Pavia, Department of Economics and Management.
- Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022.
"Modeling risk contagion in the Italian zonal electricity market,"
European Journal of Operational Research, Elsevier, vol. 298(2), pages 656-679.
- Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020. "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series 182, University of Pavia, Department of Economics and Management.
- Daniel Felix Ahelegbey & Paolo Giudici, 2020. "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series 188, University of Pavia, Department of Economics and Management.
- Ahelegbey, Daniel Felix & Giudici, Paolo, 2022.
"NetVIX — A network volatility index of financial markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
- Daniel Felix Ahelegbey & Paolo Giudici, 2020. "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series 192, University of Pavia, Department of Economics and Management.
- Daniel Felix Ahelegbey, 2020. "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series 194, University of Pavia, Department of Economics and Management.
- Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020. "Modeling Turning Points In Global Equity Market," DEM Working Papers Series 195, University of Pavia, Department of Economics and Management.
- Jean Pierre Fernández Prada Saucedo & Gabriel Rodríguez, 2020. "Modeling the Volatility of Returns on Commodities: An Application and Empirical Comparison of GARCH and SV Models," Documentos de Trabajo / Working Papers 2020-484, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2022.
"Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models,"
Econometrica, Econometric Society, vol. 90(2), pages 685-713, March.
- Xu Cheng & Winston Wei Dou & Zhipeng Liao, 2020. "Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models," PIER Working Paper Archive 20-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Roberto S. Mariano & Suleyman Ozmucur, 2020. "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences ," PIER Working Paper Archive 20-029, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Leonid Galchynskyi, 2020. "Estimation of the price elasticity of petroleum products’ consumption in Ukraine," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(2), pages 315-339, June.
- Lucia Svabova & Katarina Kramarova & Jan Chutka & Lenka Strakova, 2020. "Detecting earnings manipulation and fraudulent financial reporting in Slovakia," Oeconomia Copernicana, Institute of Economic Research, vol. 11(3), pages 485-508, September.
- Gary Koop & Dimitris Korobilis, 2023.
"Bayesian Dynamic Variable Selection In High Dimensions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1047-1074, August.
- Gary Koop & Dimitris Korobilis, 2018. "Bayesian dynamic variable selection in high dimensions," Papers 1809.03031, arXiv.org, revised May 2020.
- Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2020. "Bayesian dynamic variable selection in high dimensions," Working Papers 2020_11, Business School - Economics, University of Glasgow.
- Alberto Bisin & Andrea Moro, 2020.
"Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses,"
NBER Working Papers
27590, National Bureau of Economic Research, Inc.
- Bisin, Alberto & Moro, Andrea, 2020. "Learning Epidemiology by Doing: The Empirical Implications of a Spatial SIR Model with Behavioral Responses," MPRA Paper 101059, University Library of Munich, Germany.
- Alberto Bisin & Andrea Moro, 2021. "Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses," Papers 2102.10145, arXiv.org, revised Jun 2021.
- Phiri, Andrew, 2020. "Genetic diversity, disease prevalence and the coronavirus pandemic," MPRA Paper 101175, University Library of Munich, Germany.
- Bilgin, Cevat, 2020. "Asymmetric Effects of Exchange Rate Changes on Exports: A Sectoral Nonlinear Cointegration Analysis for Turkey," MPRA Paper 101316, University Library of Munich, Germany.
- Mullat, Joseph E., 2020. "Rational Choice Function Implementation for the German Stock Market Analysis," MPRA Paper 101591, University Library of Munich, Germany.
- 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, vol. 43(5), pages 897-922.
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Research Africa Network Working Papers 20/004, Research Africa Network (RAN).
- Asongu, Simplice & Le Roux, Sara & Singh, Pritam, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," MPRA Paper 103138, University Library of Munich, Germany.
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers of the African Governance and Development Institute. 20/004, African Governance and Development Institute..
- Simplice A. Asongu & Sara Le Roux & Pritam Singh, 2020. "Fighting terrorism in Africa: complementarity between inclusive development, military expenditure and political stability," Working Papers 20/004, European Xtramile Centre of African Studies (EXCAS).
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020.
"The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development,"
Working Papers of the African Governance and Development Institute.
20/015, African Governance and Development Institute..
- Asongu, Simplice & Odhiambo, Nicholas, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," MPRA Paper 103143, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Working Papers 20/015, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "The role of globalization in modulating the effect of enviromental degradation on inclusive human development," Working Papers 26636, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development," Research Africa Network Working Papers 20/015, Research Africa Network (RAN).
- Yadav, Jayant, 2020. "Flight to Safety in Business cycles," MPRA Paper 104093, University Library of Munich, Germany.
- Pacifico, Antonio, 2020. "Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series," MPRA Paper 104379, University Library of Munich, Germany.
- Pincheira, Pablo & Hardy, Nicolas, 2020. "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper 105020, University Library of Munich, Germany.
- Pincheira, Pablo & Jarsun, Nabil, 2020. "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper 105056, University Library of Munich, Germany.
- Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020. "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper 105342, University Library of Munich, Germany, revised Dec 2020.
- Muhammad, Fajar & Zelani, Nurfalah & Septiarida, Nonalisa, 2020. "Modeling of Poverty Determinants in Sumatera Island (Panel Regression Approach)," MPRA Paper 105876, University Library of Munich, Germany, revised 14 Dec 2020.
- Fajar, Muhammad & Winarti, Yuyun Guna, 2020. "Modeling of Big Chili Supply Response Using Bayesian Method," MPRA Paper 106098, University Library of Munich, Germany, revised 21 Dec 2020.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020.
"Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa,"
Working Papers
20/072, European Xtramile Centre of African Studies (EXCAS).
- Asongu, Simplice & Odhiambo, Nicholas, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," MPRA Paper 107494, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 20/072, African Governance and Development Institute..
- Asongu, Simplice A & Odhiambo, Nicholas M, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Working Papers 26732, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2020. "Trade and FDI Thresholds of CO2 emissions for a Green Economy in Sub-Saharan Africa," Research Africa Network Working Papers 20/072, Research Africa Network (RAN).
- Das, Narasingha & Bera, Pinki, 2020. "Modelling cost function approach under panel data framework to estimate total factor productivity growth for the Indian manufacturing industries," MPRA Paper 108044, University Library of Munich, Germany.
- Maiorova, Ksenia & Fokin, Nikita, 2020. "Наукастинг Темпов Роста Стоимостных Объемов Экспорта И Импорта По Товарным Группам [Nowcasting the growth rates of the export and import by commodity groups]," MPRA Paper 109557, University Library of Munich, Germany.
- Desogus, Marco, 2020. "The stochastic dynamics of business evaluations using Markov models," MPRA Paper 114361, University Library of Munich, Germany.
- Jackson, Emerson Abraham, 2020. "Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach," MPRA Paper 97965, University Library of Munich, Germany, revised 03 Jan 2020.
- Oguzhan Cepni & Rangan Gupta & Yigit Onay, 2022.
"The role of investor sentiment in forecasting housing returns in China: A machine learning approach,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1725-1740, December.
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"Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models,"
Working papers
2020-08, University of Connecticut, Department of Economics.
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"The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success,"
Management Science, INFORMS, vol. 68(1), pages 189-210, January.
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"Experimental Effects of an Absent Crowd on Performances and Refereeing Decisions during COVID-19,"
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"Output Gap, Monetary Policy Trade-offs, and Financial Frictions,"
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"Monetary Policy and Macroeconomic Stability Revisited,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 37, pages 255-274, July.
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"Output Gap, Monetary Policy Trade-offs, and Financial Frictions,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 41, pages 52-70, July.
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"A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years,"
Journal of Economic Surveys, Wiley Blackwell, vol. 36(4), pages 1130-1178, September.
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"Nowcasting monthly GDP with big data: A model averaging approach,"
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"Nowcasting GDP and its components in a data-rich environment: The merits of the indirect approach,"
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"Local mortality estimates during the COVID-19 pandemic in Italy,"
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"Sparse HP filter: Finding kinks in the COVID-19 contact rate,"
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"A dominance approach for comparing the performance of VaR forecasting models,"
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"Nowcasting East German GDP growth: a MIDAS approach,"
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"European gasoline markets: price transmission asymmetries in mean and variance,"
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"A theory of dichotomous valuation with applications to variable selection,"
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"Is a Normal Copula the Right Copula?,"
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"Linkages between Globalisation, Carbon Dioxide Emissions and Governance in Sub-Saharan Africa,"
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"The role of precautionary and speculative demand in the global market for crude oil,"
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"Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models,"
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"The role of Globalization in Modulating the Effect of Environmental Degradation on Inclusive Human Development,"
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- Mbekeni, Lutho & Phiri, Andrew, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," MPRA Paper 94159, University Library of Munich, Germany.
- Szkutnik Tomasz, 2020. "Identification of Outliers in High Density Areas with the Use of a Quantile Regression Model," Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 375-391, December.
- Marek Stelmach & Marcin Chlebus, 2020. "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers 2020-08, Faculty of Economic Sciences, University of Warsaw.
- Mateusz Buczyński & Marcin Chlebus, 2020. "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers 2020-09, Faculty of Economic Sciences, University of Warsaw.
- 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 2020-16, Faculty of Economic Sciences, University of Warsaw.
- Illya Barziy & Marcin Chlebus, 2020. "HRP performance comparison in portfolio optimization under various codependence and distance metrics," Working Papers 2020-21, Faculty of Economic Sciences, University of Warsaw.
- Chlebus Marcin & Dyczko Michał & Woźniak Michał, 2021.
"Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem,"
Central European Economic Journal, Sciendo, vol. 8(55), pages 44-62, January.
- Marcin Chlebus & Michał Dyczko & Michał Woźniak, 2020. "Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem," Working Papers 2020-22, Faculty of Economic Sciences, University of Warsaw.
- Mateusz Heba & Marcin Chlebus, 2020. "Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model," Working Papers 2020-30, Faculty of Economic Sciences, University of Warsaw.
- Honorata Bogusz & Szymon Winnicki & Piotr Wójcik, 2020. "What factors determine unequal suburbanisation? New evidence from Warsaw, Poland," Working Papers 2020-34, Faculty of Economic Sciences, University of Warsaw.
- Piotr Wójcik & Bartłomiej Wieczorek, 2020. "We have just explained real convergence factors using machine learning," Working Papers 2020-38, Faculty of Economic Sciences, University of Warsaw.
- Quynh Bui & Robert Ślepaczuk, 2020. "Applying Hurst Exponent in Pair Trading Strategies," Working Papers 2020-39, Faculty of Economic Sciences, University of Warsaw.
- Julia Grübler & Oliver Reiter, 2020. "Non-tariff Trade Policy Analysis: An Ex-post Assessment of the EU-Korea Agreement," wiiw Working Papers 182, The Vienna Institute for International Economic Studies, wiiw.
- 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, vol. 28(4), pages 581-620, October.
- M. Hakan Eratalay & Evgenii Vladimirov, 2017. "Mapping the Stocks in MICEX: Who Is Central in Moscow Stock Exchange?," EUSP Department of Economics Working Paper Series 2017/01, European University at St. Petersburg, Department of Economics.
- M. Hakan Eratalay; Evgenii V. Vladimirov, 2018. "Mapping The Stocks In Micex: Who Is Central To The Moscow Stock Exchange?," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 111, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Michael W. McCracken, 2020.
"Diverging Tests of Equal Predictive Ability,"
Econometrica, Econometric Society, vol. 88(4), pages 1753-1754, July.
- Michael W. McCracken, 2019. "Diverging Tests of Equal Predictive Ability," Working Papers 2019-018, Federal Reserve Bank of St. Louis, revised 09 Mar 2020.
- Jonas Dovern & Hans Manner, 2020.
"Order‐invariant tests for proper calibration of multivariate density forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 440-456, June.
- Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," Graz Economics Papers 2018-09, University of Graz, Department of Economics.
- Jonas Dovern & Hans Manner, 2018. "Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts," CESifo Working Paper Series 7023, CESifo.
- 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., vol. 35(5), pages 645-652, August.
- Blazejowski, Marcin & Kufel, Paweł & Kwiatkowski, Jacek, 2018. "Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001)," MPRA Paper 88745, University Library of Munich, Germany.
- 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., vol. 39(2), pages 126-142, March.
- Nguyen, Duc Khuong & Walther, Thomas, 2017. "Modeling and forecasting commodity market volatility with long-term economic and financial variables," MPRA Paper 84464, University Library of Munich, Germany, revised Jan 2018.
- Thomas Walther & Duc Khuong Nguyen, 2018. "Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables," Working Papers on Finance 1824, University of St. Gallen, School of Finance.
- 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, vol. 87(1), pages 316-330, July.
- Brad R. Humphreys & Bruce K. Johnson & John C. Whitehead, 2017. "Validity and Reliability of Contingent Valuation and Life Satisfaction Measures of Welfare: An Application to the Value of National Olympic Success," Working Papers 17-08, Department of Economics, Appalachian State University.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2023.
"Are Fiscal Multipliers Estimated with Proxy‐SVARs Robust?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(1), pages 95-122, February.
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- Angelini, Giovanni & Caggiano, Giovanni & Castelnuovo, Efrem & Fanelli, Luca, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," Bank of Finland Research Discussion Papers 13/2020, Bank of Finland.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2021. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Monash Economics Working Papers 2021-08, Monash University, Department of Economics.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," Working Papers wp1151, Dipartimento Scienze Economiche, Universita' di Bologna.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are fiscal multipliers estimated with proxy-SVARs robust?," CAMA Working Papers 2020-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Giovanni Angelini & Giovanni Caggiano & Efrem Castelnuovo & Luca Fanelli, 2020. "Are Fiscal Multipliers Estimated with Proxy-SVARs Robust?," CESifo Working Paper Series 8438, CESifo.
- Kilian, Lutz, 2022.
"Understanding the estimation of oil demand and oil supply elasticities,"
Energy Economics, Elsevier, vol. 107(C).
- Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," Working Papers 2027, Federal Reserve Bank of Dallas.
- Kilian, Lutz, 2020. "Understanding the estimation of oil demand and oil supply elasticities," CFS Working Paper Series 649, Center for Financial Studies (CFS).
- Lutz Kilian, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CESifo Working Paper Series 8567, CESifo.
- Kilian, Lutz, 2020. "Understanding the Estimation of Oil Demand and Oil Supply Elasticities," CEPR Discussion Papers 15244, C.E.P.R. Discussion Papers.
- Inoue, Atsushi & Kilian, Lutz, 2022.
"Joint Bayesian inference about impulse responses in VAR models,"
Journal of Econometrics, Elsevier, vol. 231(2), pages 457-476.
- Atsushi Inoue & Lutz Kilian, 2020. "Joint Bayesian Inference about Impulse Responses in VAR Models," Working Papers 2022, Federal Reserve Bank of Dallas.
- Inoue, Atsushi & Kilian, Lutz, 2020. "Joint Bayesian inference about impulse responses in VAR models," CFS Working Paper Series 650, Center for Financial Studies (CFS).
- Vrigazova, Borislava, 2020. "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 74-83, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
- Timo Dimitriadis & Xiaochun Liu & Julie Schnaitmann, 2020.
"Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary,"
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- 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 2020-1, Kiel Institute for the World Economy (IfW Kiel).
- Brighton, Henry, 2020. "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-32.
- Trimborn, Simon & Härdle, Wolfgang Karl, 2018.
"CRIX an Index for cryptocurrencies,"
Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
- Trimborn, Simon & Härdle, Wolfgang Karl, 2020. "CRIX an Index for cryptocurrencies," IRTG 1792 Discussion Papers 2020-009, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Schlösser, Alexander, 2020. "Forecasting industrial production in Germany: The predictive power of leading indicators," Ruhr Economic Papers 838, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Bensch, Gunther & Gotz, Gunnar & Peters, Jörg, 2020.
"Effects of Rural Electrification on Employment: A Comment on Dinkelman (2011),"
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- Zhu, Junyi & Steiner, Viktor, 2020. "A Joint Top Income and Wealth Distribution," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224651, Verein für Socialpolitik / German Economic Association.
2019
- Maria Teresa Medeiros Garcia & André Fernando Rodrigues Rocha da Silva, 2019. "Assessing Pension Expenditure Determinants – the Case of Portugal," Working Papers REM 2019/68, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Maria Teresa Medeiros Garcia & Ana Catarina Gomes Rodrigues, 2019. "The dynamic relationship between stock market indexes and foreign exchange," Working Papers REM 2019/90, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2018.
"Marginal jobs and job surplus: a test of the efficiency of separations,"
ECON - Working Papers
314, Department of Economics - University of Zurich.
- Jäger, Simon & Schoefer, Benjamin & Zweimüller, Josef, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," IZA Discussion Papers 12127, Institute of Labor Economics (IZA).
- Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," NBER Working Papers 25492, National Bureau of Economic Research, Inc.
- Zweimüller, Josef & Jäger, Simon & Schoefer, Benjamin, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," CEPR Discussion Papers 13473, C.E.P.R. Discussion Papers.
- Emmanuel Antwi & Emmanuel Numapau Gyamfi & Kwabena A. Kyei, 2019. "Modeling And Forecasting Ghana’s Inflation Rate Under Threshold Models," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(3), pages 93-105, Summer.
- Yongquan Cao & Grey Gordon, 2019.
"A Practical Approach to Testing Calibration Strategies,"
Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1165-1182, March.
- Yongquan Cao & Grey Gordon, 2016. "A Practical Approach to Testing Calibration Strategies," CAEPR Working Papers 2016-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, revised Jan 2018.
- Wouter Nientker & Rob Alessie, 2019. "Female Labor Market Participation Across Cohorts: Evidence from the Netherlands," De Economist, Springer, vol. 167(4), pages 407-433, December.
- Nels Christiansen & John H. Kagel, 2019. "Reference point effects in legislative bargaining: experimental evidence," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 735-752, September.
- Riadh Abed & Amna Zardoub, 2019. "On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach," International Economics and Economic Policy, Springer, vol. 16(4), pages 701-719, October.
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"How valid are synthetic panel estimates of poverty dynamics?,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
- Nicolas Hérault & Stephen P. Jenkins, 2019. "How valid are synthetic panel estimates of poverty dynamics?," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(1), pages 51-76, March.
- Nicolas Herault & Stephen P. Jenkins, 2018. "How Valid are Synthetic Panel Estimates of Poverty Dynamics?," Melbourne Institute Working Paper Series wp2018n05, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- P. Jenkins, Stephen & Hérault, Nicolas, 2018. "How valid are synthetic panel estimates of poverty dynamics?," ISER Working Paper Series 2018-05, Institute for Social and Economic Research.
- Herault, Nicolas & Jenkins, Stephen P., 2018. "How Valid Are Synthetic Panel Estimates of Poverty Dynamics?," IZA Discussion Papers 11484, Institute of Labor Economics (IZA).
- Nicolas Hérault & Stephen P. Jenkins, 2018. "How valid are synthetic panel estimates of poverty dynamics?," Working Papers 465, ECINEQ, Society for the Study of Economic Inequality.
- Hérault, Nicolas & Jenkins, Stephen P., 2019. "How valid are synthetic panel estimates of poverty dynamics?," LSE Research Online Documents on Economics 100043, London School of Economics and Political Science, LSE Library.
- Hérault, Nicolas & Jenkins, Stephen P., 2018. "How valid are synthetic panel estimates of poverty dynamics?," GLO Discussion Paper Series 207, Global Labor Organization (GLO).
- David Meenagh & Patrick Minford & Michael Wickens & Yongdeng Xu, 2019.
"Testing DSGE Models by Indirect Inference: a Survey of Recent Findings,"
Open Economies Review, Springer, vol. 30(3), pages 593-620, July.
- Meenagh, David & Minford, Patrick & Wickens, Michael & Xu, Yongdeng, 2018. "Testing DSGE Models by indirect inference: a survey of recent findings," Cardiff Economics Working Papers E2018/14, Cardiff University, Cardiff Business School, Economics Section.
- Byung-hill Jun & Hosin Song, 2019. "Tests for Detecting Probability Mass Points," Korean Economic Review, Korean Economic Association, vol. 35, pages 205-248.
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"Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data,"
KOF Working papers
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- Boriss Siliverstovs & Daniel Wochner, 2020. "Recessions as Breadwinner for Forecasters State-Dependent Evaluation of Predictive Ability: Evidence from Big Macroeconomic US Data," Working Papers 2020/02, Latvijas Banka.
- Hortay, Olivér & Szőke, Tamás, 2019. "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 788-804.
- Kenkin Morales-González & William Manjarrés de Ávila & Sadan de la Cruz Almanza, 2019. "Assessing the Employment Public Service: its effects on formal labour insertion in the metropolitan area of Barranquilla, Colombia," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 91, pages 211-239, Julio - D.
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"VC - A Method For Estimating Time-Varying Coefficients in Linear Models,"
Discussion Papers in Economics
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- Schlicht, Ekkehart, 2020. "VC - A Method For Estimating Time-Varying Coefficients in Linear Models," IZA Discussion Papers 12920, Institute of Labor Economics (IZA).
- Schlicht, Ekkehart, 2019. "VC - A method for estimating time-varying coefficients in linear models," Economics Discussion Papers 2019-22, Kiel Institute for the World Economy (IfW Kiel).
- Andrea Bastianin, 2020.
"Robust measures of skewness and kurtosis for macroeconomic and financial time series,"
Applied Economics, Taylor & Francis Journals, vol. 52(7), pages 637-670, February.
- Andrea Bastianin, 2019. "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Working Papers 408, University of Milano-Bicocca, Department of Economics, revised 06 May 2019.
- Dániel Béres, 2019. "Integrity of Financial Benchmarks," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 18(1), pages 33-59.
- Mbekeni Lutho & Phiri Andrew, 2020.
"South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?,"
Folia Oeconomica Stetinensia, Sciendo, vol. 20(2), pages 230-248, December.
- Mbekeni, Lutho & Phiri, Andrew, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," MPRA Paper 94159, University Library of Munich, Germany.
- Lutho Mbekeni & Andrew Phiri, 2019. "South African unemployment in the post-financial crisis era: What are the determinants?," Working Papers 1903, Department of Economics, Nelson Mandela University, revised May 2019.
- Kambale Kavese & Andrew Phiri, 2019. "Fiscal cyclicality in South African public expenditures: Do asymmetries explain inconsistencies?," Working Papers 1909, Department of Economics, Nelson Mandela University, revised Sep 2019.
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"Is Neo-Fisherism ‘alive’ in South Africa? A frequency domain causality approach,"
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- Christophe Chorro & R.H. Fanirisoa Zazaravaka, 2019. "Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures," Documents de travail du Centre d'Economie de la Sorbonne 19014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Christophe Chorro & R.H. Fanirisoa Zazaravaka, 2019. "Discriminating between GARCH models for option pricing by their ability to compute accurate VIX measures," Documents de travail du Centre d'Economie de la Sorbonne 19014r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2020.
- Kanchana Nadarajah & Gael M Martin & Donald S Poskitt, 2019. "Optimal Bias Correction of the Log-periodogram Estimator of the Fractional Parameter: A Jackknife Approach," Monash Econometrics and Business Statistics Working Papers 7/19, Monash University, Department of Econometrics and Business Statistics.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2020.
"Taming the Factor Zoo: A Test of New Factors,"
Journal of Finance, American Finance Association, vol. 75(3), pages 1327-1370, June.
- Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020. "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers 14266, C.E.P.R. Discussion Papers.
- Hansen, Lars Peter & Sargent, Thomas J., 2021.
"Macroeconomic uncertainty prices when beliefs are tenuous,"
Journal of Econometrics, Elsevier, vol. 223(1), pages 222-250.
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- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022.
"The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-328, Boston University - Department of Economics.
- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
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- Matthew Backus & Sida Peng, 2019. "On Testing Continuity and the Detection of Failures," NBER Working Papers 26016, National Bureau of Economic Research, Inc.
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"Assessing external validity,"
Research in Economics, Elsevier, vol. 75(3), pages 274-285.
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"Estimating the anomaly base rate,"
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"Machine Labor,"
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"Nowcasting GDP using machine-learning algorithms: A real-time assessment,"
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- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Peck, 2022.
"The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia,"
The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 764-779, October.
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- Bazzi, Samuel & Blair, Robert & Blattman, Chris & Dube, Oeindrila & Gudgeon, Matthew & Peck, Richard, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," SocArXiv bkrn8, Center for Open Science.
- Blattman, Christopher & Dube, Oeindrila & Bazzi, Samuel & Gudgeon, Matthew & Peck, Richard & Blair, Robert, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," CEPR Discussion Papers 13829, C.E.P.R. Discussion Papers.
- Samuel Bazzi & Robert A. Blair & Christopher Blattman & Oeindrila Dube & Matthew Gudgeon & Richard Merton Peck, 2019. "The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia," NBER Working Papers 25980, National Bureau of Economic Research, Inc.
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"Realized Wishart-GARCH: A Score-driven Multi-Asset Volatility Model,"
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"Forecasting aluminum prices with commodity currencies,"
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"How valid are synthetic panel estimates of poverty dynamics?,"
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"The Second-Order Asymptotic Properties of Asymmetric Least Squares Estimation,"
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"Upward and downward bias when measuring inequality of opportunity,"
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"The Comparative Economics of ICT, Environmental Degradation and Inclusive Human Development in Sub-Saharan Africa,"
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"The Consumption Euler Equation or the Keynesian Consumption Function?,"
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"Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms,"
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"Economic Development Thresholds for a Green Economy in Sub-Saharan Africa,"
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"Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa,"
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"The uniform validity of impulse response inference in autoregressions,"
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"Environmental degradation and inclusive human development in sub‐Saharan Africa,"
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"Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms,"
Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
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"Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms,"
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"Economic Development Thresholds for a Green Economy in Sub-Saharan Africa,"
Working Papers of the African Governance and Development Institute.
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"Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa,"
Working Papers
25253, University of South Africa, Department of Economics.
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"Linkages between Globalisation, Carbon Dioxide Emissions and Governance in Sub-Saharan Africa,"
International Journal of Public Administration, Taylor & Francis Journals, vol. 43(11), pages 949-963, August.
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"The persistence of global terrorism,"
MPRA Paper
101536, University Library of Munich, Germany.
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"FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance,"
MPRA Paper
101557, University Library of Munich, Germany.
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"Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria,"
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19/059, African Governance and Development Institute..
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"Fighting terrorism in Africa when existing terrorism levels matter,"
MPRA Paper
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"Enhancing Governance for Environmental Sustainability in Sub-Saharan Africa,"
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19/090, African Governance and Development Institute..
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"Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms,"
Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
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"Economic Development Thresholds for a Green Economy in Sub-Saharan Africa,"
Working Papers of the African Governance and Development Institute.
19/010, African Governance and Development Institute..
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- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Economic Development Thresholds for a Green Economy in Sub-Saharan Africa," Working Papers 19/010, European Xtramile Centre of African Studies (EXCAS).
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"Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa,"
Working Papers
25253, University of South Africa, Department of Economics.
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"Model Risk Management: Limits and Future of Bayesian Approaches,"
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"Inclusive development in environmental sustainability in sub‐Saharan Africa: Insights from governance mechanisms,"
Sustainable Development, John Wiley & Sons, Ltd., vol. 27(4), pages 713-724, July.
- Asongu, Simplice & Odhiambo, Nicholas, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," MPRA Paper 93530, University Library of Munich, Germany.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers of the African Governance and Development Institute. 19/006, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Research Africa Network Working Papers 19/006, Research Africa Network (RAN).
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- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Inclusive development in environmental sustainability in sub-Saharan Africa: insights from governance mechanisms," Working Papers 19/006, European Xtramile Centre of African Studies (EXCAS).
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"Economic Development Thresholds for a Green Economy in Sub-Saharan Africa,"
MPRA Paper
93534, University Library of Munich, Germany.
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"Governance,CO2 emissions and inclusive human development in Sub-Saharan Africa,"
Working Papers
25253, University of South Africa, Department of Economics.
- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers of the African Governance and Development Institute. 19/011, African Governance and Development Institute..
- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Research Africa Network Working Papers 19/011, Research Africa Network (RAN).
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- Simplice A. Asongu & Nicholas M. Odhiambo, 2019. "Governance, CO2 emissions and Inclusive Human Development in Sub-Saharan Africa," Working Papers 19/011, European Xtramile Centre of African Studies (EXCAS).
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- 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, vol. 43(11), pages 949-963, August.
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"The persistence of global terrorism,"
MPRA Paper
101536, University Library of Munich, Germany.
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"FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance,"
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"Environmental Pollution, Economic Growth and Institutional Quality: Exploring the Nexus in Nigeria,"
Research Africa Network Working Papers
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"Fighting terrorism in Africa when existing terrorism levels matter,"
MPRA Paper
102026, University Library of Munich, Germany.
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"Enhancing governance for environmental sustainability in Sub-Saharan Africa,"
Working Papers
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"Import Demand Elasticities Based on Quantity Data: Theory, Evidence and Implications for the Gains from Trade,"
2019: Trading for Good - Agricultural Trade in the Context of Climate Change Adaptation and Mitigation... Symposium, June 23-25, 2019, Seville, Spain
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"Parametric inference with universal function approximators,"
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"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), vol. 19(1), pages 363-381, December.
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"Counterfactual inference for consumer choice across many product categories,"
Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 369-407, December.
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"Publish and Perish: Creative Destruction and Macroeconomic Theory,"
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"Discerning Solution Concepts,"
University of Western Ontario, Departmental Research Report Series
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"Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections,"
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- Ekaterina Tzvetanova, 2019. "Adaptation of the Altman’s Corporate Insolvency Prediction Model – The Bulgarian Case," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 125-142.
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"VAR-based Granger-causality test in the presence of instabilities,"
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"Nowcasting GDP using machine-learning algorithms: A real-time assessment,"
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- Pablo Picardo, 2019. "Predicción de precios de vivienda: Aprendizaje estadístico con datos de oferta y transacciones para la ciudad de Montevideo," Documentos de trabajo 2019002, Banco Central del Uruguay.
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"Foreign Aid, Terrorism And Growth: Conditional Evidence From Quantile Regression,"
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"A Quasi Real‐Time Leading Indicator for the EU Industrial Production,"
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"Testing Part of a DSGE Model by Indirect Inference,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(1), pages 178-194, February.
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"Detecting Imbalances in House Prices: What Goes Up Must Come Down?,"
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"Disaggregated Short-Term Inflation Forecast (Stif) For Monetary Policy Decision In Sierra Leone,"
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"Parametric inference with universal function approximators,"
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"The Promise and Pitfalls of Conflict Prediction: Evidence from Colombia and Indonesia,"
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"Broken or Fixed Effects?,"
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"Dynamic D-Vine Copula Model with Applications to Value-at-Risk (VaR),"
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"How Large is the Demand for Money at the ZLB? Evidence from Japan,"
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