Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C53: Forecasting and Prediction Models; Simulation Methods
This JEL code is mentioned in the following RePEc Biblio entries:
2022
- Liu Yang & Kajal Lahiri & Adrian Pagan, 2022, "Getting the ROC into Sync," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-01, Jan.
- James Morley & Trung Duc Tran & Benjamin Wong, 2022, "A Simple Correction for Misspecification in Trend-Cycle Decompositions with an Application to Estimating r," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-02, Jan, revised Mar 2023.
- Fabio Calonaci & George Kapetanios & Simon Price, 2022, "Stock Returns Predictability with Unstable Predictors," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-04, Jan.
- Laurent Ferrara & Aikaterini Karadimitropoulou & Athanasios Triantafyllou, 2022, "Commodity Price Uncertainty Comovement: Does It Matter for Global Economic Growth?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-08, Jan.
- Jarvis, Stephen & Deschenes, Olivier & Jha, Akshaya, 2022, "The private and external costs of Germany’s nuclear phase-out," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113634, Jun.
- Oparina, Ekaterina & Kaiser, Caspar & Gentile, Niccoló & Tkatchenko, Alexandre & Clark, Andrew E. & De Neve, Jan-Emmanuel & D'Ambrosio, Conchita, 2022, "Human wellbeing and machine learning," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117955, Jul.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A007.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022, "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A008.
- Luca Nocciola, 2022, "Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A009.
- Luis Uzeda, 2022, "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044A003.
- Xuan Liu & G. Cornelis van Kooten & Eric Martin Gerbrandt & Jun Duan, 2022, "Prospects for weather-indexed insurance for blueberry growers," Agricultural Finance Review, Emerald Group Publishing Limited, volume 83, issue 2, pages 333-351, December, DOI: 10.1108/AFR-05-2022-0059.
- Peterson K. Ozili & Thankom G. Arun, 2022, "Does economic policy uncertainty affect bank profitability?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 4, pages 803-830, August, DOI: 10.1108/IJMF-04-2022-0177.
- Davide Fiaschi & Cristina Tealdi, 2022, "Young people between education and the labour market during the COVID-19 pandemic in Italy," International Journal of Manpower, Emerald Group Publishing Limited, volume 43, issue 7, pages 1719-1757, July, DOI: 10.1108/IJM-06-2021-0352.
- Fariq Rahadiyan Chalik & Taufik Faturohman, 2022, "Customer Satisfaction of E-wallet User: An Adoption of Information System Success Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Quantitative Analysis of Social and Financial Market Development", DOI: 10.1108/S1571-038620220000030005.
- Thi Thu Ha Nguyen & Salma Ibrahim & George Giannopoulos, 2022, "Detecting earnings management: a comparison of accrual and real earnings manipulation models," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 24, issue 2, pages 344-379, August, DOI: 10.1108/JAAR-08-2021-0217.
- Edmond Berisha & David Gabauer & Rangan Gupta & Jacobus Nel, 2022, "Time-varying predictability of financial stress on inequality in United Kingdom," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 987-1007, August, DOI: 10.1108/JES-02-2022-0103.
- Smita Roy Trivedi, 2022, "A volatile mind? Experimental evidence on dealers' biases and market volatility," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 550-569, March, DOI: 10.1108/RBF-10-2021-0223.
- Ioannis Georgakopoulos & Dimitrios Piromalis & Panagiotis S. Makrygiannis & Vassilis Zakopoulos & Christos Drosos, 2022, "A Robust Risk Model to Identify Factors that Affect Students’ Critical Achievement in Remote Lab Courses," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 3-22.
- Vassilis Zakopoulos & Ioannis Georgakopoulos & Pelagia Kontaxaki, 2022, "Developing a Risk Model to Control Attrition by Analyzing Students’ Academic and Nonacademic Data," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 350-366.
- Calonaci, Fabio & Kapetanios, George & Price, Simon, 2022, "Stock returns predictability with unstable predictors," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 32331, Feb.
- Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022, "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 22/061, Jan.
- Jan Sila & Michael Mark & Ladislav Kristoufek, 2022, "On Empirical Challenges in Forecasting Market Betas in Crypto Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/19, Aug, revised Aug 2022.
- Lorena Skufi & Adam Gersl, 2022, "Using Macro-Financial Models to Simulate Macroeconomic Developments During the Covid-19 Pandemic: The Case of Albania," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/24, Sep, revised Sep 2022.
- Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.
- Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16, Nov, DOI: 10.29338/wp2022-16.
- Ina Hajdini, 2022, "Mis-specified Forecasts and Myopia in an Estimated New Keynesian Model," Working Papers, Federal Reserve Bank of Cleveland, number 22-03R, Feb, revised 06 Mar 2023, DOI: 10.26509/frbc-wp-202203r.
- Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino, 2022, "Forecasting US Inflation Using Bayesian Nonparametric Models," Working Papers, Federal Reserve Bank of Cleveland, number 22-05, Mar, DOI: 10.26509/frbc-wp-202205.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates," Working Papers, Federal Reserve Bank of Cleveland, number 22-06, Mar, DOI: 10.26509/frbc-wp-202206.
- James Mitchell & Aubrey Poon & Dan Zhu, 2022, "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers, Federal Reserve Bank of Cleveland, number 22-12R, May, revised 11 Apr 2023, DOI: 10.26509/frbc-wp-202212r.
- Michael Clements & Robert W. Rich & Joseph Tracy, 2022, "Surveys of Professionals," Working Papers, Federal Reserve Bank of Cleveland, number 22-13, May, DOI: 10.26509/frbc-wp-202213.
- Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022, "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers, Federal Reserve Bank of Cleveland, number 22-25, Aug, DOI: 10.26509/frbc-wp-202225.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022, "Constructing Fan Charts from the Ragged Edge of SPF Forecasts," Working Papers, Federal Reserve Bank of Cleveland, number 22-36, Nov, DOI: 10.26509/frbc-wp-202236.
- Todd E. Clark & Gergely Ganics & Elmar Mertens, 2022, "What is the Predictive Value of SPF Point and Density Forecasts?," Working Papers, Federal Reserve Bank of Cleveland, number 22-37, Nov, DOI: 10.26509/frbc-wp-202237.
- Kirstin Hubrich & Daniel F. Waggoner, 2022, "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-034, Jun, DOI: 10.17016/FEDS.2022.034.
- Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022, "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers, Federal Reserve Bank of St. Louis, number 2022-001, Jan, revised 23 Oct 2023, DOI: 10.20955/wp.2022.001.
- Federico Bassetti & Roberto Casarin & Marco Del Negro, 2022, "A Bayesian Approach to Inference on Probabilistic Surveys," Staff Reports, Federal Reserve Bank of New York, number 1025, Jul.
- Tobias Adrian & Nina Boyarchenko & Domenico Giannone & Ananthakrishnan Prasad & Dulani Seneviratne & Yanzhe Xiao, 2022, "800,000 Years of Climate Risk," Staff Reports, Federal Reserve Bank of New York, number 1031, Sep.
- Vitaly Meursault & Daniel Moulton & Larry Santucci & Nathan Schor, 2022, "One Threshold Doesn’t Fit All: Tailoring Machine Learning Predictions of Consumer Default for Lower-Income Areas," Working Papers, Federal Reserve Bank of Philadelphia, number 22-39, Nov, DOI: 10.21799/frbp.wp.2022.39.
- Abay, Kibrom A. & Yonzan, Nishant & Kurdi, Sikandra & Tafere, Kibrom, 2022, "Revisiting poverty trends and the role of social protection systems in Africa during the COVID-19 pandemic," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 2142.
- Andrey Yu. Nevela & Victor A. Lapshin, 2022, "Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 91-112, April, DOI: 10.31107/2075-1990-2022-2-91-112.
- Daria S. Leonteva, 2022, "Using Market Indicators to Refine Estimates of Corporate Bankruptcy Probabilities," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 74-90, December, DOI: 10.31107/2075-1990-2022-6-74-90.
- Tsukhlo Sergey, 2022, "Russian industrial sector in 2021: (based on surveys’ findings)," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2022-1203, revised 2022.
- Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2022, "Russian small and medium-sized businesses during coronavirus crisis," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2022-1208, revised 2022.
- Andrey V. Polbin & Andrey V. Shumilov, 2022, "Forecasting Output Growth of Russian Manufacturing Industries Using Panel Data Models
[Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей ," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 15-19, February. - Vadim Ye. Zyamalov, 2022, "Applying the Multi Regime Models to the Modelling the Dynamics of Financial Time Series
[Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 13-19, May. - Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "IMF and World Bank Downgraded World Economy Growth Forecast for 2022–2023 and Raised Inflation Projection for 2022
[Мвф И Всемирный Банк Понизили Прогноз Роста Мировой Экономики В 2022–2023 Гг. И П," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 4-14, June. - Natalia S. Nikitina, 2022, "Forecasting the Real Estate Price Index in Russia
[Прогнозирование Индекса Цен На Недвижимость В России]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 6, pages 23-28, June. - Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "G20 Countries Tightened Their Monetary Policies in May 2022, Global Economic Outlook Revised Downward
[В Мае 2022 Г. Продолжилось Ужесточение Монетарной Политики В Странах G20, Прогнозы Роста Миров," Russian Economic Development, Gaidar Institute for Economic Policy, issue 7, pages 4-14, July. - Andrey V. Zubarev & Mariya A. Kirillova, 2022, "Estimating the Decline in Russia's GDP Due to the Trade Restrictions with the EU, the US, Great Britain and Japan
[Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией То," Russian Economic Development, Gaidar Institute for Economic Policy, issue 8, pages 21-23, August. - Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "Global Economic Development: Worsening Forecasts
[Развитие Мировой Экономики: Ухудшение Прогнозов]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 9, pages 4-14, September. - Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "Social and Economic Situation in G20 Countries: Outlooks are Getting Worse
[Социально-Экономическое Положение В Странах G20: Прогнозы Ухудшаются]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 4-12, October. - Andrey V. Polbin & Andrey V. Shumilov, 2022, "Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
- Vadim Ye. Zyamalov, 2022, "Использование Многорежимных Моделей Для Моделирования Динамики Финансовых Временных Рядов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 13-19, May.
- Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "Мвф И Всемирный Банк Понизили Прогноз Роста Мировой Экономики В 2022–2023 Гг. И Повысили Прогноз Инфляции На 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 4-14, June.
- Natalia S. Nikitina, 2022, "Прогнозирование Индекса Цен На Недвижимость В России," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 6, pages 23-28, June.
- Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "В Мае 2022 Г. Продолжилось Ужесточение Монетарной Политики В Странах G20, Прогнозы Роста Мировой Экономики Ухудшались," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 7, pages 4-14, July.
- Andrey V. Zubarev & Mariya A. Kirillova, 2022, "Оценка Потерь Ввп Из-За Ограничения Странами Ес, Сша, Великобританией И Японией Торговли С Россией," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 8, pages 21-23, August.
- Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "Развитие Мировой Экономики: Ухудшение Прогнозов," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 9, pages 4-14, September.
- Urmat K. Dzhunkeev & Yury N. Perevyshin & Pavel V. Trunin & Maria I. Chembulatova, 2022, "Социально-Экономическое Положение В Странах G20: Прогнозы Ухудшаются," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 4-12, October.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022, "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, volume 15, issue 22, pages 1-26, November.
- William A. Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," JRFM, MDPI, volume 15, issue 10, pages 1-17, October.
- Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
- Ilkin Huseynov & Nazrin Ramazanova & Hikmat Valirzayev, 2022, "Using National Payment System Data to Nowcast Economic Activity in Azerbaijan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 23-2022, Oct.
- Miriam Hortas-Rico & Vicente Rios, 2022, "Does women´s political empowerment matter for income inequality?," Working Papers. Collection A: Public economics, governance and decentralization, Universidade de Vigo, GEN - Governance and Economics research Network, number 2206, Nov.
- Dr. Britta Stöver & Dr. Markus Flaute & Saskia Reuschel, 2022, "Forschungsstand und Literatur zu den volkswirtschaftlichen Folgekosten des Klimawandels in Deutschland – Studie im Rahmen des Projektes Kosten durch Klimawandelfolgen in Deutschland," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 22-1.
- Markus Flaute & Saskia Reuschel & Britta Stöver, 2022, "Volkswirtschaftliche Folgekosten durch Klimawandel: Szenarioanalyse bis 2050 – Studie im Rahmen des Projektes Kosten durch Klimawandelfolgen in Deutschland," GWS Research Report Series, GWS - Institute of Economic Structures Research, number 22-2.
- Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2022, "Do expert experience and characteristics affect inflation forecasts?," Post-Print, HAL, number emse-04624966, Sep, DOI: 10.1016/j.jebo.2022.06.025.
- Thomas Conlon & John Cotter & Emmanuel Eyiah-Donkor, 2022, "The illusion of oil return predictability: The choice of data matters!," Post-Print, HAL, number hal-03519860, Jan, DOI: 10.1016/j.jbankfin.2021.106331.
- Caroline Jardet & Baptiste Meunier, 2022, "Nowcasting world GDP growth with high‐frequency data," Post-Print, HAL, number hal-03647097, Sep, DOI: 10.1002/for.2858.
- Alexandre Rubesam, 2022, "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Post-Print, HAL, number hal-03707365, Jun, DOI: 10.1016/j.ememar.2022.100891.
- Christian Gourieroux & Alain Monfort & Jean-Paul Renne, 2022, "Required Capital for Long-Run Risks," Post-Print, HAL, number hal-03865173, Nov, DOI: 10.1016/j.jedc.2022.104502.
- Mohamad Hassan Shahrour & Mostafa Dekmak, 2022, "Intelligent Stock Prediction: A Neural Network Approach," Post-Print, HAL, number hal-03884171, Jun, DOI: 10.1142/S2424786322500165.
- Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022, "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print, HAL, number hal-04021587, Mar, DOI: 10.1007/s42521-021-00045-3.
- Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022, "On the possibility of Krusell-Smith Equilibria," Post-Print, HAL, number halshs-03758982, Aug, DOI: 10.1016/j.jedc.2022.104391.
- Tobias Broer & Alexandre Kohlhas & Kurt Mitman & Kathrin Schlafmann, 2022, "On the possibility of Krusell-Smith Equilibria," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03758982, Aug, DOI: 10.1016/j.jedc.2022.104391.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Sciences Po Economics Publications (main), HAL, number hal-03573080, Feb.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices," Working Papers, HAL, number hal-03573080, Feb.
- Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022, "Technology network structure conditions the economic resilience of regions," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2202, Jan.
- Tea Baldigara, 2022, "Primjena Umjetnih Neuronskih Mreža U Modeliranju Domaće Turističke Potražnje," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 3, pages 349-370, DOI: 10.32910/ep.73.3.1.
- Zrinka Lukač, 2022, "Novi Način Određivanja Težina U Mjerenju Europskog Potrošačkog Sentimenta Pomoću Nelinearne Optimizacije," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 3, pages 415-432, DOI: 10.32910/ep.73.3.4.
- Natalya Makeeva & Ivan Stankevich, 2022, "Nowcasting of the Components of Russian GDP," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 4, pages 598-622.
- Juri Trifonov & Potanin Trifonov, 2022, "Semi-Nonparametric Generalized Autoregressive Conditional Heteroscedasticity Model with Application to Bitcoin Volatility Estimation," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 4, pages 623-646.
- Watanabe, Toshiaki & Nakajima, Jouchi, 2022, "Realized Volatility: Survey with Application to Nikkei 225 Stock Index," Economic Review, Hitotsubashi University, volume 73, issue 3, pages 254-280, July, DOI: 10.15057/74220.
- Morita, Hiroshi, 2022, "Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-118, Mar.
- Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022, "The Efficiency of the Government’s Revenue Projections," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-122, Sep.
- Alejandro Vargas Sanchez & Mauro Delboy Céspedes, 2022, "Análisis y agrupación de índices bursátiles," Investigación & Desarrollo, Universidad Privada Boliviana, volume 22, issue 2, pages 5-21, DOI: 10.23881/idupbo.022.2-1e.
- Valencia, Oscar & Parra, Diego A. & Díaz, Juan Camilo, 2022, "Assessing Macro-Fiscal Risk for Latin American and Caribbean Countries," IDB Publications (Working Papers), Inter-American Development Bank, number 12482, Oct, DOI: http://dx.doi.org/10.18235/0004530.
- Masrizal & Budi Trianto, 2022, "The Role Of Pls Financing On Economic Growth: Indonesian Case," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 1, pages 49-64, February, DOI: https://doi.org/10.21098/jimf.v8i1..
- Jesica Nauli Br. Siringo Ringo & Anugerah Karta Monika, 2022, "Nowcasting Regional Economic Growth In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 3, pages 291-322, November, DOI: https://doi.org/10.21098/bemp.v25i3.
- Mahir Binici & Samuele Centorrino & Mr. Serhan Cevik & Gyowon Gwon, 2022, "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," IMF Working Papers, International Monetary Fund, number 2022/241, Dec.
- Montserrat Reyna Miranda & Ricardo Massa Roldán & Vicente Gómez Salcido, 2022, "Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 1, pages 1-23, Enero - M.
- Miguel Antonio Alba Suarez & Miguel Ángel Alba Acosta & David Camilo Alba Acosta, 2022, "Estimación bayesiana del modelo de difusión con saltos de Merton," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 2, pages 1-32, Abril - J.
- Steven F. Lehrer & Tian Xie, 2022, "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, volume 68, issue 1, pages 189-210, January, DOI: 10.1287/mnsc.2020.3911.
- Arash Aloosh & Geert Bekaert, 2022, "Currency Factors," Management Science, INFORMS, volume 68, issue 6, pages 4042-4064, June, DOI: 10.1287/mnsc.2021.4023.
- Hai-Anh Dang & Peter Lanjouw, 2022, "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 632, Dec.
- Petar Soric & Enric Monte & Salvador Torra & Oscar Claveria, 2022, ""Density forecasts of inflation using Gaussian process regression models"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202210, Jul, revised Jul 2022.
- Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022, ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202217, Oct, revised Oct 2022.
- Gulsah Senturk, 2022, "Can Google Search Data Improve the Unemployment Rate Forecasting Model? An Empirical Analysis for Turkey," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 229-244, July, DOI: 10.26650/JEPR963438.
- Antonio Cappiello, 2022, "OECD PMR indicators for professional services. Civil law notaries as public good: efficiency and legal protection need higher regulation," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 76, issue 3, pages 179-190, July-Sept.
- Fiaschi, Davide & Tealdi, Cristina, 2022, "Scarring Effects of the COVID-19 Pandemic on the Italian Labour Market," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15102, Feb.
- Immervoll, Herwig & Hyee, Raphaela & Fernandez, Rodrigo & Lee, Jongmi, 2022, "How Reliable Are Social Safety Nets? Value and Accessibility in Situations of Acute Economic Need," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15232, Apr.
- Dang, Hai-Anh H & Lanjouw, Peter F., 2022, "Measuring Poverty Dynamics with Synthetic Panels Based on Repeated Cross-Sections," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15827, Dec.
- NICOLAE Simona & GRIGORE George-Eduard & MUȘETESCU Radu-Cristian, 2022, "The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
- Foltas Alexander, 2022, "Testing Investment Forecast Efficiency with Forecasting Narratives," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 242, issue 2, pages 191-222, April, DOI: 10.1515/jbnst-2020-0027.
- Tran Huynh & Silke Uebelmesser, 2022, "Early warning models for systemic banking crises: can political indicators improve prediction?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2022-007, Jun.
- Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202212, Jun.
- Zongwu Cai & Pixiong Chen, 2022, "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202216, Nov, revised Nov 2022.
- William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
- Tsvetan Tsvetanov, 2022, "Tax Holidays and the Heterogeneous Pass-Through of Gasoline Taxes," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202219, Dec.
- Sanjay Kumar Rout & Hrushikesh Mallick, 2022, "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 4, pages 697-734, December, DOI: 10.1007/s10690-022-09371-x.
- Michele Catalano & Emilia Pezzolla, 2022, "Global natural projections," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 4, pages 949-990, November, DOI: 10.1007/s10663-022-09550-z.
- Ivan Faiella & Alessandro Mistretta, 2022, "The Net Zero Challenge for Firms’ Competitiveness," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 83, issue 1, pages 85-113, September, DOI: 10.1007/s10640-022-00652-7.
- Fabian Baier & Peter Berster & Marc Gelhausen, 2022, "Global cargo gravitation model: airports matter for forecasts," International Economics and Economic Policy, Springer, volume 19, issue 1, pages 219-238, February, DOI: 10.1007/s10368-021-00525-2.
- E. Ezzahid & Z. Firano & J. Ennouhi & A. Laaroussi & A. Serghini Anbari, 2022, "Countries’ readiness to deal with large-scale crises: analysis, measure, and World classification," Policy Sciences, Springer;Society of Policy Sciences, volume 55, issue 3, pages 555-572, September, DOI: 10.1007/s11077-022-09464-4.
- Chris Charalambous & Spiros H. Martzoukos & Zenon Taoushianis, 2022, "Estimating corporate bankruptcy forecasting models by maximizing discriminatory power," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 297-328, January, DOI: 10.1007/s11156-021-00995-0.
- Yang Pang & Shimeng Shi & Yukun Shi & Yang Zhao, 2022, "A nonlinear dynamic approach to cash flow forecasting," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 1, pages 205-237, July, DOI: 10.1007/s11156-022-01066-8.
- Klaus Abberger & Michael Graff & Oliver Müller & Boriss Silverstovs, 2022, "Imputing monthly values for quarterly time series. An application performed with Swiss business cycle data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 22-509, Dec, DOI: 10.3929/ethz-b-000589093.
- Syed Ateeb Akhter Shah & Fatima Kaneez & Arshad Riffat, 2022, "Forecasting the GDP Growth in Pakistan: The Role of Consumer Confidence," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 27, issue 1, pages 68-88, Jan-June.
- Ludmila Fadejeva & Boriss Siliverstovs & Karlis Vilerts & Anete Brinke, 2022, "Consumer Spending in the Covid-19 Pandemic: Evidence from Card Transactions in Latvia," Discussion Papers, Latvijas Banka, number 2022/01, Feb.
- Andreas Marcus Gohs, 2022, "Forecasting Market Diffusion of Innovative Battery-Electric and Conventional Vehicles in Germany under Model Uncertainty," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202209.
- Tino Berger & Christian Ochsner, 2022, "Tracking the German Business Cycle," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202212.
- Daniel Stempel & Johannes Zahner, 2022, "DSGE Models and Machine Learning: An Application to Monetary Policy in the Euro Area," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202232.
- Nico Peter Benjamin Wehrle, 2022, "The Cost of Renewable Electricity and Energy Storage in Germany," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 1, pages 19-41, DOI: 10.11118/ejobsat.2022.005.
- Makram El-Shagi & Yizhuang Zheng, 2022, "Money Demand in China: A Meta Study," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 58, issue 1, pages 145-163, January, DOI: 10.1080/1540496X.2019.1643317.
- Rueben Ellul & Germano Ruisi, 2022, "Nowcasting the Maltese economy with a dynamic factor model," CBM Working Papers, Central Bank of Malta, number WP/02/2022.
- Andras Viktor Szabo, 2022, "Credit Risk Modelling of Mortgage Loans in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 1, pages 56-94.
- Laszlo Bokor, 2022, "Climate Stress Test of the Hungarian Banking System," MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2022/147.
- Resce, Giuliano & Vaquero-Pineiro, Cristina, 2022, "Predicting Agri-food Quality across Space: A Machine Learning Model for the Acknowledgment of Geographical Indications," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp22082, Apr.
- Francis X. Diebold & Minchul Shin & Boyuan Zhang, 2022, "On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 29635, Jan.
- Richard B. Freeman, 2022, "Planning for the “Expected Unexpected”: Work and Retirement in the U.S. After the COVID-19 Pandemic Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 29653, Jan.
- Sara B. Heller & Benjamin Jakubowski & Zubin Jelveh & Max Kapustin, 2022, "Machine Learning Can Predict Shooting Victimization Well Enough to Help Prevent It," NBER Working Papers, National Bureau of Economic Research, Inc, number 30170, Jun.
- Edward E. Leamer, 2022, "A New Way of Forecasting Recessions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30247, Jul.
- Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
- Anton A. Gerunov, 2022, "Forecasting Customer Support Resolution Times Through Automated Machine Learning," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 19, issue 2, pages 1-11, DOI: 10.37708/em.swu.v19i2.1.
- Ana Živkovic, Jelena Momcilovic, Zorica Roljic Mihanovic, Danilo Cerovic & Ana Živkovic & Jelena Momcilovic & Zorica Roljic Mihanovic & Danilo Cerovic, 2022, "Structural changes to quarterly projection model," Working Papers Bulletin, National Bank of Serbia, number 13, Sep.
- Gary Koop & Stuart McIntyre & James Mitchell & Aubrey Poon, 2022, "Using hierarchical aggregation constraints to nowcast regional economic aggregates," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-04, Mar.
- Martin Weale & Paul Labonne, 2022, "Nowcasting in the presence of large measurement errors and revisions," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-05, Mar.
- Paul Labonne, 2022, "Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2022-23, Oct.
- George Kapetanios & Fotis Papailias, 2022, "Real Time Indicators During the COVID-19 Pandemic Individual Predictors & Selection," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-15, Mar.
- George Kapetanios & Fotis Papailias, 2022, "An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-17, May.
- George Kapetanios & Fotis Papailias, 2022, "A Quality Assessment Framework for Maintaining & Publishing New Indicators," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-18, May.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022, "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 541, Sep.
- Mihaela Simionescu, 2022, "Macroeconomic Challenges for Life Insurance Market in the Baltic States," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 647-660, December.
- Petar Rangelov, 2022, "Application of Simulation-based Approach for Determining the Value of Companies Operating in an Environment of Uncertainty," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 111-131, March.
- Andrew Binning, 2022, "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series, New Zealand Treasury, number 22/02, Jul.
- Grégoire Tallard & Marcel Adenäuer & Koen Deconinck & Gaëlle Gouarin, 2022, "Potential impact of dietary changes on the triple challenge facing food systems: Three stylised scenarios," OECD Food, Agriculture and Fisheries Papers, OECD Publishing, number 173, Jan, DOI: 10.1787/d7a18023-en.
- Stephen Jarvis & Olivier Deschenes & Akshaya Jha, 2022, "The Private and External Costs of Germany’s Nuclear Phase-Out," Journal of the European Economic Association, European Economic Association, volume 20, issue 3, pages 1311-1346.
- Hannes Mueller & Christopher Rauh, 2022, "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, volume 20, issue 6, pages 2440-2467.
- Richard Gerlach & Chao Wang, 2022, "Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting
[On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters o," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 105-138. - Diaa Noureldin, 2022, "Volatility Prediction Using a Realized-Measure-Based Component Model
[Modelling Volatility by Variance Decomposition]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 76-104. - Tim Bollerslev, 2022, "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
[Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 219-252. - Young Min Kim & Kyu Ho Kang, 2022, "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters
[“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 391-436. - Sebastian Bayer & Timo Dimitriadis, 2022, "Regression-Based Expected Shortfall Backtesting
[Backtesting Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 437-471. - Rogier Quaedvlieg & Peter Schotman, 2022, "Hedging Long-Term Liabilities
[Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 505-538. - Gianluca De Nard, 2022, "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage
[Eigenvalue Ratio Test for the Number of Factors]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 569-611. - Yushuang Jiang & Emese Lazar, 2022, "Forecasting VIX Using Filtered Historical Simulation
[A GARCH Option Pricing Model with Filtered Historical Simulation]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 655-680. - Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
[Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805. - Mikkel Bennedsen & Asger Lunde & Mikko S Pakkanen, 2022, "Decoupling the Short- and Long-Term Behavior of Stochastic Volatility
[Multifactor Approximation of Rough Volatility Models]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 961-1006. - Martínez Vargas, Agustín María & Edilson Hernández, Marcos & Velásquez Cerón, Omar, 2022, "Evaluación de las decisiones financieras operacionales que generan flujo de caja en las MIPYMES
[Evaluation of Operational Financial Decisions that Generate Cash Flow in Msmes]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 60-82, December, DOI: https://doi.org/10.46661/revmetodos. - Philippe Dupuy & Jean-Charles Garibal, 2022, "Cross-dispersion bias-adjusted ESG rankings," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 7, pages 631-643, December, DOI: 10.1057/s41260-022-00293-x.
- Walid Mansour & Hechem Ajmi & Karima Saci, 2022, "Regulatory policies in the global Islamic banking sector in the outbreak of COVID-19 pandemic," Journal of Banking Regulation, Palgrave Macmillan, volume 23, issue 3, pages 265-287, September, DOI: 10.1057/s41261-021-00147-3.
- Pablo Pincheira Brown, 2022, "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 150-183.
- Carlos A. Medel, 2022, "Searching for the Best Inflation Forecasters within an EmploymentSurvey: Microdata Evidence from Chile," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 184-216.
- Francis X. Diebold & Maximilian Gobel, 2022, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-002, Jan.
- Francis X. Diebold & Glenn D. Rudebusch & Maximilian Gobel & Philippe Goulet Coulombe & Boyuan Zhang, 2022, "When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-011, Mar.
- 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," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-028, Jun.
- Katarina Kramarova & Lucia Svabova & Barbora Gabrikova, 2022, "Impacts of the Covid-19 crisis on unemployment in Slovakia: a statistically created counterfactual approach using the time series analysis," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 2, pages 343-389, June, DOI: 10.24136/eq.2022.012.
- Andrea Kolková & Petr Rozehnal, 2022, "Hybrid demand forecasting models: pre-pandemic and pandemic use studies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 3, pages 699-725, September, DOI: 10.24136/eq.2022.024.
- Beata Gavurova & Sylvia Jencova & Radovan Bacik & Marta Miskufova & Stanislav Letkovsky, 2022, "Artificial intelligence in predicting the bankruptcy of non-financial corporations," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 4, pages 1215-1251, December, DOI: 10.24136/oc.2022.035.
- Syed Ateeb Akhter Shah & Muhammad Ishtiaq & Sumbal Qureshi & Kaneez Fatima, 2022, "Inflation Forecasting for Pakistan in a Data-rich Environment (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 61, issue 4, pages 643-658.
- Sonan Memon, 2022, "Inflation in Pakistan: High-Frequency Estimation and Forecasting," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2022:12.
- Razzak, Weshah, 2022, "The Ownership of Oil, Democracy, and Iraq’s Past, Present, and Future," MPRA Paper, University Library of Munich, Germany, number 111417, Jan.
- Pincheira, Pablo & Hardy, Nicolas, 2022, "Correlation Based Tests of Predictability," MPRA Paper, University Library of Munich, Germany, number 112014, Feb.
- Arikha, Dahlia, 2022, "Strategi Pembangunan Ekonomi Islam M. Umer Chapra
[The Strategy of Islamic Economic Development in Perspective of M. Umer Chapra]," MPRA Paper, University Library of Munich, Germany, number 112257, Jan, revised 28 Feb 2022. - G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022, "Analyzing the Impact of Companies’ Investment on Skill Upgradation in Improving their Resilience amidst COVID-19," MPRA Paper, University Library of Munich, Germany, number 112425.
- Naimoli, Antonio, 2022, "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper, University Library of Munich, Germany, number 112588, Mar.
- Lehmann, Robert & Wikman, Ida, 2022, "Quarterly GDP Estimates for the German States," MPRA Paper, University Library of Munich, Germany, number 112642, Mar.
- Li, Chenxing, 2022, "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper, University Library of Munich, Germany, number 112792, Mar.
- Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
- Anastasiou, Dimitris & Drakos, Konstantinos & Kapopoulos, Panayotis, 2022, "Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator," MPRA Paper, University Library of Munich, Germany, number 113860, Jul.
- G.K., Chetan Kumar & K.B., Rangappa & S., Suchitra, 2022, "Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model," MPRA Paper, University Library of Munich, Germany, number 114027, Jun.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022, "Asymmetry and Interdependence when Evaluating U.S. Energy Information Agency Forecasts," MPRA Paper, University Library of Munich, Germany, number 114325, Aug.
- Cengiz, Doruk & Tekgüç, Hasan, 2022, "Counterfactual Reconciliation: Incorporating Aggregation Constraints For More Accurate Causal Effect Estimates," MPRA Paper, University Library of Munich, Germany, number 114478, Jun.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.
- Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
- Mohajan, Devajit & Mohajan, Haradhan, 2022, "Importance of Total Coupon in Utility Maximization: A Sensitivity Analysis," MPRA Paper, University Library of Munich, Germany, number 115553, Sep, revised 17 Sep 2022.
- Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2022, "Asymmetry and Interdependence when Evaluating U.S. Energy Information Administration Forecasts," MPRA Paper, University Library of Munich, Germany, number 115559, Aug.
- Mohajan, Devajit & Mohajan, Haradhan, 2022, "Utility Maximization Analysis of an Organization: A Mathematical Economic Procedure," MPRA Paper, University Library of Munich, Germany, number 115791, Oct, revised 15 Oct 2022.
- Mohajan, Devajit & Mohajan, Haradhan, 2022, "Utility maximization analysis of an emerging firm: a bordered Hessian approach," MPRA Paper, University Library of Munich, Germany, number 115838, Sep, revised 25 Sep 2022.
- Mohajan, Devajit & Mohajan, Haradhan, 2022, "Mathematical Analysis of SEIR Model to Prevent COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 115858, Aug, revised 25 Aug 2022.
Printed from https://ideas.repec.org/j/C53-11.html