Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2022

• 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 of a Discontinuous Density Function]," 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 Variance Shifts.”]," 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.
• Mohajan, Devajit & Mohajan, Haradhan, 2022, "Sensitivity Analysis between Lagrange Multipliers and Consumer Coupon: Utility Maximization Perspective," MPRA Paper, University Library of Munich, Germany, number 116022, Sep, revised 16 Sep 2022.
• Jadidzadeh, Ali, 2022, "An Application of Smooth Transition Regression Models to Homeless Research," MPRA Paper, University Library of Munich, Germany, number 116356, Dec.
• Mohajan, Devajit & Mohajan, Haradhan, 2022, "Sensitivity Analysis between Commodity and Budget: Utility Maximization Case," MPRA Paper, University Library of Munich, Germany, number 116495, Dec, revised 20 Dec 2022.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
• Brahmana, Rayenda Khresna, 2022, "Do Machine Learning Approaches Have the Same Accuracy in Forecasting Cryptocurrencies Volatilities?," MPRA Paper, University Library of Munich, Germany, number 119598, Dec.
• Majumder, Rajarshi & Ghosh, Subhadip & Chatterjee, Bidisha, 2022, "Energy infrastructure in India: challenges and opportunities," MPRA Paper, University Library of Munich, Germany, number 120106.
• Ubilava, David & Valera, Harold Glenn & Pede, Valerien, 2022, "The Rice Market Reaction to El Nino Southern Oscillation Shocks," MPRA Paper, University Library of Munich, Germany, number 123384, Feb.
• Mawuli Segnon & Rangan Gupta & Bernd Wilfling, 2022, "Forecasting Stock Market Volatility with Regime-Switching GARCH-MIDAS: The Role of Geopolitical Risks," Working Papers, University of Pretoria, Department of Economics, number 202203, Jan.
• Oguzhan Cepni & Rangan Gupta & Daniel Pienaar & Christian Pierdzioch, 2022, "Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202205, Jan.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates," Working Papers, University of Pretoria, Department of Economics, number 202210, Feb.
• Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022, "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202211, Feb.
• Elie Bouri & Christina Christou & Rangan Gupta, 2022, "Forecasting Returns of Major Cryptocurrencies: Evidence from Regime-Switching Factor Models," Working Papers, University of Pretoria, Department of Economics, number 202213, Feb.
• Rangan Gupta & Christian Pierdzioch, 2022, "Do Economic Conditions of U.S. States Predict the Realized Volatility of Oil-Price Returns? A Quantile Machine-Learning Approach," Working Papers, University of Pretoria, Department of Economics, number 202216, Mar.
• 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," Working Papers, University of Pretoria, Department of Economics, number 202217, Mar.
• David Gabauer & Rangan Gupta & Sayar Karmakar & Joshua Nielsen, 2022, "Stock Market Bubbles and the Forecastability of Gold Returns (and Volatility)," Working Papers, University of Pretoria, Department of Economics, number 202228, Jun.
• Elie Bouri & Rangan Gupta & Luca Rossini, 2022, "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers, University of Pretoria, Department of Economics, number 202229, Jun.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2022, "Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality," Working Papers, University of Pretoria, Department of Economics, number 202232, Jun.
• Rangan Gupta & Xiaojin Sun, 2022, "Time-Varying Parameter Four-Equation DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 202234, Aug.
• Rangan Gupta & Jacobus Nel & Afees A. Salisu & Qiang Ji, 2022, "Predictability of Economic Slowdowns in Advanced Countries over Eight Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202237, Aug.
• Hardik A. Marfatia & Rangan Gupta & Goodness C. Aye & Christian Pierdzioch, 2022, "Forecasting More than Three Centuries of Economic Growth of the United Kingdom: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202238, Aug.
• Sayar Karmakar & Rangan Gupta & Oguzhan Cepni & Lavinia Rognone, 2022, "Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model," Working Papers, University of Pretoria, Department of Economics, number 202241, Sep.
• Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2022, "Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 202242, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
• Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022, "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers, University of Pretoria, Department of Economics, number 202251, Oct.
• Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022, "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers, University of Pretoria, Department of Economics, number 202252, Oct.
• Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022, "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers, University of Pretoria, Department of Economics, number 202258, Dec.
• Muhammad Usman, 2022, "Price Efficiency, Bubbles, Crashes and Crash Risk: Evidence from Chinese Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2022, issue 3-4, pages 236-258, DOI: 10.18267/j.pep.804.
• Duarte Maia & Ivan De Lorenzo Buratta, 2022, "How Bad Can Financial Crises Be? A GDP Tail Risk Assessment for Portugal," Working Papers, Banco de Portugal, Economics and Research Department, number w202204.
• Paulo M.M. Rodrigues & Robert Hill, 2022, "Forgetting Approaches to Improve Forecasting," Working Papers, Banco de Portugal, Economics and Research Department, number w202208.
• Kaelo Ntwaepelo & Grivas Chiyaba, 2022, "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-06, Aug.
• Biwei Chen, 2022, "Shape Evolution of the Interest Rate Term Structure," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 427-457, January, DOI: https://doi.org/10.15353/rea.v13i3..
• Kulvik, Martti & Lintunen, Jussi & Kunttu, Janni & Orfanidou, Timokleia, 2022, "Management Practices and Use of Finnish Forests: Conclusions and Recommendations of the FutureForest2040 Project I," ETLA Brief, The Research Institute of the Finnish Economy, number 114, Nov.
• Kulvik, Martti & Lintunen, Jussi & Kunttu, Janni & Orfanidou, Timokleia, 2022, "Forest-based Production in Finland: Conclusions and Recommendations of the FutureForest2040 Project II," ETLA Brief, The Research Institute of the Finnish Economy, number 115, Nov.
• Berg-Andersson, Birgitta & Kulvik, Martti & Lintunen, Jussi & Kunttu, Janni & Orfanidou, Timokleia, 2022, "Structural Changes in the Finnish Forest-based Sector, and Market and Employment Impacts in 2040," ETLA Reports, The Research Institute of the Finnish Economy, number 131, Sep.
• Reza Gharoie Ahangar & Myungsup Kim, 2022, "The Impact of COVID-19 Shocks on Business and GDP of Global Economy," American Business Review, Pompea College of Business, University of New Haven, volume 25, issue 2, pages 328-354.
• Raphael Amaro & Carlos Pinho & Mara Madaleno, 2022, "Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 65, pages 77-101.
• Andrei Zubarev & Maria Kirillova, 2022, "Modeling COVID-19 spread in the Russian Federation using global VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 65, pages 117-138.
• Yakup Arı, 2022, "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 67, pages 5-26.
• Raphael Amaro & Carlos Pinho, 2022, "Energy commodities: A study on model selection for estimating Value-at-Risk," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 5-27.
• Maria Lycheva & Alexey Mironenkov & Alexey Kurbatskii & Dean Fantazzini, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 68, pages 28-49.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2022, "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-5, Sep.
• Ina Hajdini & Andre Kurmann, 2022, "Predictable Forecast Errors in Full-Information Rational Expectations Models with Regime Shifts," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2022-5, May.
• Fabiano Guasti Lima & Carolina Trinca Paulino & Rodrigo Lanna Franco Silveira & Rafael Confetti Gatsios & Alexandre Assaf Neto, 2022, "Determining Factors and their Impacts on the Ratings of Companies and Countries," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 1, pages 16-29.
• Cordelia Frings & Broghan Helgeson, 2022, "Developing a Model for Consumer Management of Decentralized Options," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI), number 2022-5, Dec.
• José M. Belbute & Alfredo M. Pereira, 2022, "ARFIMA Reference Forecasts for Worldwide CO2 Emissions and the National Dimension of the Policy Efforts to Meet IPCC Targets," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 1, pages 1-27.
• Perevyshin, Yury (Перевышин, Юрий) & Drobyshevsky, Sergey (Дробышевский, Сергей) & Trunin, Pavel (Трунин, Павел), 2022, "Analysis Of Alternative Approaches To Determining The Target Level Of Inflation In Russia
  [Анализ Альтернативных Подходов К Определению Целевого Уровня Инфляции Банком России]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220204, Nov.
• Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Organization Of The System Of Macroeconomic Analysis And Forecasting In The Republic Of Uzbekistan
  [Организация Системы Макроэкономического Анализа И Прогнозирования В Республике Узбекистан]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220210, Nov.
• Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Assessment Of The Prospects For Russia To Enter The Path Of Sustainable Growth After 2021: Analysis Of Possible Development Risks And Development Of Proposals For Risk Management
  [Оценка Перспектив Выхода России На Траекторию Устойчивого Роста Пос," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220211, Nov.
• Vedev, Alexey (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Analysis Of The Efficiency Of Industry Support Measures During The Coronavirus Pandemic And Their Contribution To The Recovery Of Economic Activity In Russia
  [Анализ Эффективности Отраслевых Мер Поддержки В Условиях Пандемии Коронавируса И Их Вкла," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220298, Nov.
• Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & Thomas Walther, 2022, "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-Out on the German Coal Industry," The Energy Journal, , volume 43, issue 5, pages 27-50, September, DOI: 10.5547/01956574.43.5.mbre.
• Mihaela Simionescu & Mihaela-Daniela Vornicescu (Niculescu), 2022, "The Impact of the European Economic Integration on Sustainable Development in the EU New Member States," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2022-02, Jan, revised Jan 2022.
• Mihaela Simionescu, 2022, "Non-life Insurance Market and Macroeconomic Indicators in Baltic States," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2022-05, Jun, revised Jun 2022.
• Christian Hepenstrick & Jason Blunier, 2022, "What were they thinking? Estimating the quarterly forecasts underlying annual growth projections," Working Papers, Swiss National Bank, number 2022-05.
• Gabriel Lyrio de Oliveira & Andre Luis Squarize Chagas & Denise Leyi Li, 2022, "Public Sector Procurements and Reference Prices Estimation with Small Samples in Brazil," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_02, Jan.
• 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," Digital Finance, Springer, volume 4, issue 1, pages 17-61, March, DOI: 10.1007/s42521-021-00045-3.
• Helmut Wasserbacher & Martin Spindler, 2022, "Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls," Digital Finance, Springer, volume 4, issue 1, pages 63-88, March, DOI: 10.1007/s42521-021-00046-2.
• Charl Maree & Christian W. Omlin, 2022, "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, volume 4, issue 2, pages 241-262, September, DOI: 10.1007/s42521-022-00068-4.
• Lixiong Yang, 2022, "Threshold mixed data sampling (TMIDAS) regression models with an application to GDP forecast errors," Empirical Economics, Springer, volume 62, issue 2, pages 533-551, February, DOI: 10.1007/s00181-021-02028-0.
• Julián Andrada-Félix & Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2022, "Time connectedness of fear," Empirical Economics, Springer, volume 62, issue 3, pages 905-931, March, DOI: 10.1007/s00181-021-02056-w.
• 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, volume 62, issue 4, pages 1543-1574, April, DOI: 10.1007/s00181-021-02073-9.
• Chao Liang & Yin Liao & Feng Ma & Bo Zhu, 2022, "United States Oil Fund volatility prediction: the roles of leverage effect and jumps," Empirical Economics, Springer, volume 62, issue 5, pages 2239-2262, May, DOI: 10.1007/s00181-021-02093-5.
• Christian Glocker & Serguei Kaniovski, 2022, "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, volume 63, issue 1, pages 43-91, July, DOI: 10.1007/s00181-021-02129-w.
• Raisul Islam & Vladimir Volkov, 2022, "Contagion or interdependence? Comparing spillover indices," Empirical Economics, Springer, volume 63, issue 3, pages 1403-1455, September, DOI: 10.1007/s00181-021-02169-2.
• Simon Blöthner & Mario Larch, 2022, "Economic determinants of regional trade agreements revisited using machine learning," Empirical Economics, Springer, volume 63, issue 4, pages 1771-1807, October, DOI: 10.1007/s00181-022-02203-x.
• Masato Ubukata, 2022, "A time-varying jump tail risk measure using high-frequency options data," Empirical Economics, Springer, volume 63, issue 5, pages 2633-2653, November, DOI: 10.1007/s00181-022-02209-5.
• Gaetano Perone, 2022, "Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 23, issue 6, pages 917-940, August, DOI: 10.1007/s10198-021-01347-4.
• Anna Pajor & Justyna Wróblewska, 2022, "Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 3, pages 427-448, September, DOI: 10.1007/s40822-022-00203-x.
• Şirin Özlem & Omer Faruk Tan, 2022, "Predicting cash holdings using supervised machine learning algorithms," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-19, December, DOI: 10.1186/s40854-022-00351-8.
• Charles O. Manasseh & Nnah M. Iroha & Kingsley I. Okere & Ifeoma C. Nwakoby & Ogochukwu C. Okanya & Nnenna Nwonye & Onuselogu Odidi & Oliver I. Inyiama, 2022, "Application of Markov chain to share price movement in Nigeria (1985–2019)," Future Business Journal, Springer, volume 8, issue 1, pages 1-14, December, DOI: 10.1186/s43093-022-00168-y.
• Daniel Baier & Björn Stöcker, 2022, "Profit uplift modeling for direct marketing campaigns: approaches and applications for online shops," Journal of Business Economics, Springer, volume 92, issue 4, pages 645-673, May, DOI: 10.1007/s11573-021-01068-3.
• Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022, "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, volume 92, issue 4, pages 675-706, May, DOI: 10.1007/s11573-021-01075-4.
• 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), volume 18, issue 2, pages 129-157, July, DOI: 10.1007/s41549-022-00066-w.
• Tae-Seok Jang & Stephen Sacht, 2022, "Macroeconomic dynamics under bounded rationality: on the impact of consumers’ forecast heuristics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 3, pages 849-873, July, DOI: 10.1007/s11403-022-00348-7.
• 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, volume 43, issue 1, pages 65-102, March, DOI: 10.1007/s12122-022-09331-4.
• Richard J. Arend, 2022, "Balancing the perceptions of NK modelling with critical insights," Journal of Innovation and Entrepreneurship, Springer, volume 11, issue 1, pages 1-15, December, DOI: 10.1186/s13731-022-00212-9.
• Stephanie Glaser & Robert C. Jung & Karsten Schweikert, 2022, "Spatial panel count data: modeling and forecasting of urban crimes," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-29, December, DOI: 10.1007/s43071-021-00019-y.
• Oleksandr Bartkoviak & Viktor Shpyrko & Oleksandr Chernyak & Yevgen Chernyak, 2022, "Statistical Arbitrage Using Cointegration and Principal Component Analysis Approach," Springer Proceedings in Business and Economics, Springer, in: Pantelis Sklias & Persefoni Polychronidou & Anastasios Karasavvoglou & Victoria Pistikou & Nikolaos , "Business Development and Economic Governance in Southeastern Europe", DOI: 10.1007/978-3-031-05351-1_9.
• Pawan Kumar Singh & Anushka Chouhan & Rajiv Kumar Bhatt & Ravi Kiran & Ansari Saleh Ahmar, 2022, "Implementation of the SutteARIMA method to predict short-term cases of stock market and COVID-19 pandemic in USA," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 4, pages 2023-2033, August, DOI: 10.1007/s11135-021-01207-6.
• Afees A. Salisu & Abeeb Olaniran, 2022, "The U.S. Nonfarm Payroll and the out-of-sample predictability of output growth for over six decades," Quality & Quantity: International Journal of Methodology, Springer, volume 56, issue 6, pages 4663-4673, December, DOI: 10.1007/s11135-022-01342-8.
• Jakob A. Dambon & Stefan S. Fahrländer & Saira Karlen & Manuel Lehner & Jaron Schlesinger & Fabio Sigrist & Anna Zimmermann, 2022, "Examining the vintage effect in hedonic pricing using spatially varying coefficients models: a case study of single-family houses in the Canton of Zurich," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 158, issue 1, pages 1-14, December, DOI: 10.1186/s41937-021-00080-2.
• Mehmet Sahiner, 2022, "Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods," SN Business & Economics, Springer, volume 2, issue 10, pages 1-74, October, DOI: 10.1007/s43546-022-00329-9.
• Siddhartha Pradeep, 2022, "Role of monetary policy on CO2 emissions in India," SN Business & Economics, Springer, volume 2, issue 1, pages 1-33, January, DOI: 10.1007/s43546-021-00175-1.
• Anja Rossen, 2022, "Rückkehr zu stärkerem Beschäftigungswachstum in den Städten erwartet
  [Return to Stronger Employment Growth Expected in Cities]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 102, issue 7, pages 568-570, July, DOI: 10.1007/s10273-022-3232-2.
• Yu-Min Lian & Jia-Ling Chen & Hsueh-Chien Cheng, 2022, "Predicting Bitcoin Prices via Machine Learning and Time Series Models," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 5, pages 1-2.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022, "Expectations and term premia in EFSF bond yields," Working Papers, European Stability Mechanism, number 54, Jul.
• Alexander Foltas & Christian Pierdzioch, 2022, "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 867-872, June, DOI: 10.1080/13504851.2021.1896668.
• Xin Sheng & Rangan Gupta & Qiang Ji, 2022, "Forecasting charge-off rates with a panel Tobit model: the role of uncertainty," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 10, pages 927-931, June, DOI: 10.1080/13504851.2021.1898532.
• Peter Fuleky, 2022, "Nowcasting the trajectory of the COVID-19 recovery," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 11, pages 1037-1041, June, DOI: 10.1080/13504851.2021.1907278.
• Mar Delgado-Téllez & Esther Gordo & Iván Kataryniuk & Javier J. Pérez, 2022, "The decline in public investment: ``social dominance’’ or too-rigid fiscal rules?," Applied Economics, Taylor & Francis Journals, volume 54, issue 10, pages 1123-1136, February, DOI: 10.1080/00036846.2021.1990841.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent asset allocation using neural networks," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 11, pages 1130-1156, July, DOI: 10.1080/1351847X.2021.1960404.
• Hannes Mueller & Christopher Rauh, 2022, "Using past violence and current news to predict changes in violence," International Interactions, Taylor & Francis Journals, volume 48, issue 4, pages 579-596, July, DOI: 10.1080/03050629.2022.2063853.
• Hardik A. Marfatia & Christophe André & Rangan Gupta, 2022, "Predicting Housing Market Sentiment: The Role of Financial, Macroeconomic and Real Estate Uncertainties," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 2, pages 189-209, May, DOI: 10.1080/15427560.2020.1865354.
• Daniel Borup & Erik Christian Montes Schütte, 2022, "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 186-200, January, DOI: 10.1080/07350015.2020.1791133.
• Mengheng Li & Marcel Scharth, 2022, "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 1, pages 285-301, January, DOI: 10.1080/07350015.2020.1806853.
• 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, volume 40, issue 3, pages 1057-1069, June, DOI: 10.1080/07350015.2021.1896527.
• Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022, "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1246-1258, June, DOI: 10.1080/07350015.2021.1920960.
• Alessio Volpicella, 2022, "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 40, issue 3, pages 1291-1301, June, DOI: 10.1080/07350015.2021.1927742.
• Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022, "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, volume 22, issue 12, pages 2257-2274, December, DOI: 10.1080/14697688.2022.2118071.
• Young Min Kim & Seojin Lee, 2022, "Korean exchange rate forecasts using Bayesian variable selection," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 29, issue 4, pages 1045-1062, July, DOI: 10.1080/16081625.2019.1653777.
• Gergő Tóth & Zoltán Elekes & Adam Whittle & Changjun Lee & Dieter F. Kogler, 2022, "Technology Network Structure Conditions the Economic Resilience of Regions," Economic Geography, Taylor & Francis Journals, volume 98, issue 4, pages 355-378, August, DOI: 10.1080/00130095.2022.2035715.
• Mar Delgado-Téllez & José Federico Geli & Enrique Moral-Benito & Javier J. Pérez, 2022, "Outsourcing and public expenditure: an aggregate perspective with regional data," Regional Studies, Taylor & Francis Journals, volume 56, issue 8, pages 1347-1358, August, DOI: 10.1080/00343404.2021.1968364.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman van Dijk, 2022, "A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-013/III, Feb.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2022, "A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 22-053/III, Aug.
• Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022, "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 686-704, October, DOI: 10.1162/rest_a_00974.
• 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, volume 104, issue 4, pages 764-779, October, DOI: 10.1162/rest_a_01016.
• Aman Ullah & Tao Wang & Weixin Yao, 2022, "Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19," Working Papers, University of California at Riverside, Department of Economics, number 202207, Feb.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," Working Papers, University of California at Riverside, Department of Economics, number 202208, Feb.
• Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," Working Papers, University of California at Riverside, Department of Economics, number 202210, May.
• Diana Balioz, 2022, "Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 15-28, DOI: 10.26531/vnbu2022.254.02.
• Yuriy Kleban & Tetiana Stasiuk, 2022, "Crypto Currency Price Forecast: Neural Network Perspectives," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 254, pages 29-42, DOI: 10.26531/vnbu2022.254.03.
• Kaan Arik & Murat Gezer & Seda Tolun Tayali, 2022, "The study of indicators affecting customer churn in MMORPG games with machine learning models," Upravlenets, Ural State University of Economics, volume 13, issue 6, pages 70-85, January, DOI: 10.29141/2218-5003-2022-13-6-6.
• Goller, Daniel & Heiniger, Sandro, 2022, "A general framework to quantify the event importance in multi-event contests," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2204, Jul.
• Todd H. Kuethe & Brady Brewer & Chad Fiechter, 2022, "Loss Aversion in Farmland Price Expectations," Land Economics, University of Wisconsin Press, volume 98, issue 1, pages 98-114.
• Matthew C. TRIMBLE, 2022, "Regression Promises And Aggregation Bias Illusions The Application Of Market Delineation To Land Valuation Models," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 18, issue 1, pages 56-95.
• Sroka Łukasz, 2022, "Applying Block Bootstrap Methods in Silver Prices Forecasting," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 2, pages 15-29, June, DOI: 10.15611/eada.2022.2.02.
• Fatih Chellai, 2022, "Forecasting Models Based on Fuzzy Logic: An Application on International Coffee Prices," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 26, issue 4, pages 1-16, December, DOI: 10.15611/eada.2022.4.01.
• Srhoj Stjepan, 2022, "Can we predict high growth firms with financial ratios?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 1, pages 66-73, March, DOI: 10.2478/fiqf-2022-0006.
• Płaza Natalia & Žilinskienė Deimantė, 2022, "The Role of Customs Procedures in Reduction of Maintenance, Repair and Overhaul Costs in the Aviation Industry," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 2, pages 67-82, June, DOI: 10.2478/fiqf-2022-0013.
• Koloane Cathrine Thato & Bodhlyera Oliver, 2022, "A statistical approach to modeling the underground economy in South Africa," Journal of Economics and Management, Sciendo, volume 44, issue 1, pages 64-95, January, DOI: 10.22367/jem.2022.44.04.
• Baiquan Ma & Robert Ślepaczuk, 2022, "The profitability of pairs trading strategies on Hong-Kong stock market: distance, cointegration, and correlation methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-02.
• Maciej Wysocki & Paweł Sakowski, 2022, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-12.
• Illia Baranochnikov & Robert Ślepaczuk, 2022, "A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-21.
• Katarzyna Kryńska & Robert Ślepaczuk, 2022, "Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-25.
• 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, Faculty of Economic Sciences, University of Warsaw, number 2022-29.