Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2021

• Yose Rizal Damuri & Prabaning Tyas & Haryo Aswicahyono & Lionel Priyadi & Stella Kusumawardhani & Ega Kurnia Yazid, 2021, "Tracking the Ups and Downs in Indonesia’s Economic Activity During COVID-19 Using Mobility Index: Evidence from Provinces in Java and Bali," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2021-18, Jul.
• Zoumpoulidis Vassilios, 2021, "The Relationship between Taxation Levels and Economic Growth in Greece: Comparison with Selected Countries," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 321-343.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021, "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 11, issue 1, pages 3-14.
• Halina Swieboda & Mateusz Kuczabski & Ryszard Szpyra & Tomasz Zawadzki & Tomasz Walecki & Pawel Stobiecki, 2021, "Social Control in the Face of Digital Propaganda," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1057-1069.
• Ilona Urych, 2021, "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 830-840.
• Joanna Kowalik, 2021, "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1055-1068.
• Tomasz Lukaszewski, 2021, "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2 - Part , pages 1081-1093.
• Michal Gostkowski & Tomasz Rokicki, 2021, "Forecasting the Unemployment Rate: Application of Selected Prediction Methods," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 985-1000.
• Vladislavas Kutut & Natalija Lepkova & Sabina Zrobek, 2021, "Immovable Cultural Heritage Usage Modes: Theoretical Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1136-1151.
• Joanna Holub-Iwan, 2021, "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 623-643.
• Katarzyna Puszko, 2021, "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 644-663.
• Katarzyna Puszko, 2021, "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 664-676.
• Pawel Rymarczyk & Piotr Bednarczuk & Ryszard Nowak & Tomasz Cieplak, 2021, "Methods of Analyzing Consumer Behavior Based on Multi-Source Data," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 335-345.
• Pawel Rymarczyk & Piotr Golabek & Sylwia Skrzypek - Ahmed & Magdalena Rzemieniak, 2021, "Profiling and Segmenting Clients with the Use of Machine Learning Algorithms," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 513-522.
• Lukasz Golabek & Konrad Gauda & Krzysztof Zuk & Edward Kozlowski, 2021, "Identification of the Demand Curve and Forecasts in Subsequent Periods Using the Metropolis-Hastings Algorithm," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 523-533.
• Ferrara, Laurent & Karadimitropoulou, Aikaterini & Triantafyllou, Athanasios, 2021, "Commodity price uncertainty comovement: Does it matter for global economic growth?," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 30945, Aug.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 21/074, Jan.
• Karen Poghosyan & Ruben Poghosyan, 2021, "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 1, pages 52-79, June.
• Michal Kuchta, 2021, "Scenario Generation for IFRS9 Purposes using a Bayesian MS-VAR Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/10, Apr, revised Apr 2021.
• Barbora Malinska, 2021, "Forecasting Sovereign Bond Realized Volatility Using Time-Varying Coefficients Model," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2021/19, Jun, revised Jun 2021.
• Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2021, "Forecasting Regional GDPs: a Comparison with Spatial Dynamic Panel Data Models," FBK-IRVAPP Working Papers, Research Institute for the Evaluation of Public Policies (IRVAPP), Bruno Kessler Foundation, number 2021-02, Dec.
• Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers, FEDEA, number 2021-14, Nov.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Addressing COVID-19 Outliers in BVARs with Stochastic Volatility," Working Papers, Federal Reserve Bank of Cleveland, number 21-02R, Feb, revised 09 Aug 2021, DOI: 10.26509/frbc-wp-202102r.
• Robert W. Rich & Joseph Tracy, 2021, "All Forecasters Are Not the Same: Time-Varying Predictive Ability across Forecast Environments," Working Papers, Federal Reserve Bank of Cleveland, number 21-06, Feb, DOI: 10.26509/frbc-wp-202106.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Tail Forecasting with Multivariate Bayesian Additive Regression Trees," Working Papers, Federal Reserve Bank of Cleveland, number 21-08R, Mar, revised 12 Jul 2022, DOI: 10.26509/frbc-wp-202108r.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Forecasting with Shadow-Rate VARs," Working Papers, Federal Reserve Bank of Cleveland, number 21-09, Mar, DOI: 10.26509/frbc-wp-202109.
• James Mitchell & Martin Weale, 2021, "Censored Density Forecasts: Production and Evaluation," Working Papers, Federal Reserve Bank of Cleveland, number 21-12R, May, revised 16 Aug 2022, DOI: 10.26509/frbc-wp-202112r.
• Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022, "Macroeconomic Forecasting in a Multi-country Context," Working Papers, Federal Reserve Bank of Cleveland, number 22-02, Feb, DOI: 10.26509/frbc-wp-202202.
• Chad Fulton & Kirstin Hubrich, 2021, "Forecasting US Inflation in Real Time," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-014, Mar, DOI: 10.17016/FEDS.2021.014.
• Dong Hwan Oh & Andrew J. Patton, 2021, "Better the Devil You Know: Improved Forecasts from Imperfect Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-071, Nov, DOI: 10.17016/FEDS.2021.071.
• Benjamin Gardner & Chiara Scotti & Clara Vega, 2021, "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-074, Nov, DOI: 10.17016/FEDS.2021.074.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1311, Mar, DOI: 10.17016/IFDP.2021.1311.
• Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021, "Back to the Present: Learning about the Euro Area through a Now-casting Model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1313, Mar, DOI: 10.17016/IFDP.2021.1313.
• Dario Caldara & Chiara Scotti & Molin Zhong, 2021, "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1326, Aug, DOI: 10.17016/IFDP.2021.1326.
• Daniel Aaronson & Scott A. Brave & Michael Fogarty & Ezra Karger & Spencer D. Krane, 2021, "Tracking U.S. Consumers in Real Time with a New Weekly Index of Retail Trade," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2021-05, Mar, revised 18 Jun 2021, DOI: 10.21033/wp-2021-05.
• Richard K. Crump & Stefano Eusepi & Domenico Giannone & Eric Qian & Argia M. Sbordone, 2021, "A Large Bayesian VAR of the United States Economy," Staff Reports, Federal Reserve Bank of New York, number 976, Aug.
• Richard Berner & Robert Engle & Hyeyoon Jung, 2021, "CRISK: Measuring the Climate Risk Exposure of the Financial System," Staff Reports, Federal Reserve Bank of New York, number 977, Sep.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin, 2021, "Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models," Working Papers, Federal Reserve Bank of Philadelphia, number 21-21, Jun, DOI: 10.21799/frbp.wp.2021.21.
• Bogdan Ion Boldea & Costin Radu Boldea, 2021, "A quasi-cyclical regressive model of the pandemic impact on Romanian e-market," Journal of Financial Studies, Institute of Financial Studies, volume 11, issue 6, pages 46-56, December.
• Tsukhlo Sergey, 2021, "Russian industrial sector in 2020: (based on surveys’ findings)," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2021-1125, revised 2021.
• Barinova Vera & Zemtsov Tsepan & Tsareva Yulia, 2021, "Small and medium business amid coronacrisis," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2021-1130, revised 2021.
• Zubarev Andrey & Rybak Konstantin, 2021, "GDP Nowcasting: Dynamic Factor Model vs. Official Forecasts
  [Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
• Polbin Andrey & Fokin Nikita, 2021, "Employment in Russia in 2020: a Controversial Recovery
  [Занятость В России В 2020 Г.: Противоречивое Восстановление]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Zubarev Andrey & Rybak Konstantin, 2021, "Наукастинг Ввп: Динамическая Факторная Модель И Официальные Прогнозы," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 34-40, December.
• Polbin Andrey & Fokin Nikita, 2021, "Занятость В России В 2020 Г.: Противоречивое Восстановление," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 4, pages 74-76, April.
• Chad Fulton & Kirstin Hubrich, 2021, "Forecasting US Inflation in Real Time," Econometrics, MDPI, volume 9, issue 4, pages 1-20, October.
• Simon Liebermann & Jung-Sup Um & YoungSeok Hwang & Stephan Schlüter, 2021, "Performance Evaluation of Neural Network-Based Short-Term Solar Irradiation Forecasts," Energies, MDPI, volume 14, issue 11, pages 1-21, May.
• Arkadiusz Jędrzejewski & Grzegorz Marcjasz & Rafał Weron, 2021, "Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO," Energies, MDPI, volume 14, issue 11, pages 1-17, June.
• Alfredo Trespalacios & Lina M. Cortés & Javier Perote, 2021, "Modeling Electricity Price and Quantity Uncertainty: An Application for Hedging with Forward Contracts," Energies, MDPI, volume 14, issue 11, pages 1-26, June.
• Rangan Gupta & Christian Pierdzioch, 2021, "Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers," Energies, MDPI, volume 14, issue 14, pages 1-15, July.
• Rangan Gupta & Christian Pierdzioch & Wing-Keung Wong, 2021, "A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Energies, MDPI, volume 14, issue 20, pages 1-12, October.
• Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment," Energies, MDPI, volume 14, issue 23, pages 1-18, December.
• Dean Fantazzini & Julia Pushchelenko & Alexey Mironenkov & Alexey Kurbatskii, 2021, "Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg," Forecasting, MDPI, volume 3, issue 4, pages 1-30, October.
• Dean Fantazzini & Raffaella Calabrese, 2021, "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, volume 14, issue 11, pages 1-23, October.
• Nadiia Shapovalenko, 2021, "A BVAR Model for Forecasting Ukrainian Inflation," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2021, Mar.
• Anastasiya Ivanova & Alona Shmygel & Ihor Lubchuk, 2021, "The Growth-at-Risk (GaR) Framework: Implication For Ukraine," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 10-2021, Jul.
• Vasco J.Gabriel & Luis F. Martins & Anthoulla Phella, 2021, "Modelling Low-Frequency Covariability of Paleoclimatic Data," Working Papers, Business School - Economics, University of Glasgow, number 2022_17, Dec.
• Julia Kielmann & Hans Manner & Aleksey Min, 2021, "Stock Market Returns and Oil Price Shocks: A CoVaR Analysis based on Dynamic Vine Copula Models," Graz Economics Papers, University of Graz, Department of Economics, number 2021-01, Jan.
• Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021, "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers, University of Graz, Department of Economics, number 2021-14, Dec.
• Guoyou Yue, 2021, "Forecasting the Logistics Demand of Guangxi Beibu Gulf Port," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr587, Mar, DOI: https://doi.org/10.35609/gjbssr.202.
• Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," Working Papers, The George Washington University, The Center for Economic Research, number 2021-001, Mar.
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021, "Employment Reconciliation and Nowcasting," Working Papers, The George Washington University, The Center for Economic Research, number 2021-007, Dec.
• Jean-David Fermanian & Dominique Guegan, 2021, "Fair learning with bagging," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500906, Nov.
• Jamal Bouoiyour & Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," Post-Print, HAL, number hal-02108636, DOI: 10.25428/1824-2979/202101-87-104.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print, HAL, number hal-03103717, Jan, DOI: 10.1007/978-3-030-54252-8_9.
• Christina Christou & Rangan Gupta & Fredj Jawadi, 2021, "Does inequality help in forecasting equity premium in a panel of G7 countries?," Post-Print, HAL, number hal-04478772, Jul, DOI: 10.1016/j.najef.2021.101456.
• Elizaveta Golovanova & Andrey Zubarev, 2021, "Forecasting Aggregate Retail Sales with Google Trends," Post-Print, HAL, number hal-05250233, Dec, DOI: 10.31477/rjmf.202104.50.
• Jean-David Fermanian & Dominique Guegan, 2021, "Fair learning with bagging," Post-Print, HAL, number halshs-03500906, Nov.
• Antoine Auberger, 2021, "Vote, popularity, economic conditions and French legislative elections
  [Vote, popularité, conditions économiques et élections législatives françaises]," Working Papers, HAL, number hal-03480853, Dec.
• Vanella, Patrizio & Rodriguez Gonzalez, Miguel & Wilke, Christina B., 2021, "The Impact of Population Aging on the German Statutory Pension Insurance - A Probabilistic Approach," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-688, Jul.
• Fink Simonsen, Nicolai & Kjær, Trine, 2021, "New Evidence of Health State Dependent Utility of Consumption: A combined survey and register study," DaCHE discussion papers, University of Southern Denmark, Dache - Danish Centre for Health Economics, number 2021:2, Jun, DOI: 10.21996/2c7w-0m41.
• Liudmila Kitrar & Tamara Lipkind, 2021, "Assessment Of GDP Growth After The Corona Crisis Using The Results Of Business And Consumer Surveys," HSE Working papers, National Research University Higher School of Economics, number WP BRP 118/STI/2021.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.
• Ozana Nadoveza Jelić & Rafael Ravnik, 2021, "Introducing Policy Analysis Croatian MAcroecoNometric Model (PACMAN)," Surveys, The Croatian National Bank, Croatia, number 41, Feb.
• Toleu PANIYAZ & Kargash ZHANPEIISSOVA & Oralbay KABUL & Aigul AMANTAYEVA, 2021, "Strategic Priorities Of The National Policy Of The Republic Of Kazakhstan On The Development Of Regions," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 83-92, June.
• Collischon, Matthias, 2021, "Identifying supervisory or managerial status in administrative records," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202120, Dec.
• Luigi Longo & Massimo Riccaboni & Armando Rungi, 2021, "A Neural Network Ensemble Approach for GDP Forecasting," Working Papers, IMT School for Advanced Studies Lucca, number 02/2021, Mar, revised Mar 2021.
• Francesca Micocci & Armando Rungi, 2021, "Predicting Exporters with Machine Learning," Working Papers, IMT School for Advanced Studies Lucca, number 03/2021, Jul, revised Jul 2021.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021, "Palm Oil Price–Exchange Rate Nexus in Indonesia and Malaysia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 2, pages 169-180, June, DOI: https://doi.org/10.21098/bemp.v24i2.
• Crespo-Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava & Obersteiner, Michael, 2021, "Regime-dependent commodity price dynamics: A predictive analysis," IHS Working Paper Series, Institute for Advanced Studies, number 28, Jan.
• Fortin, Ines & Hlouskova, Jaroslava & Soegner, Leopold, 2021, "Financial instability and economic activity," IHS Working Paper Series, Institute for Advanced Studies, number 36, Nov.
• Eda Gülşen & Hakan Kara, 2021, "Policy Performance and the Behavior of Inflation Expectations," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 70, pages 1-46, October.
• Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021, "Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR," International Journal of Central Banking, International Journal of Central Banking, volume 17, issue 71, pages 1-41, December.
• Ms. Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021, "Mitigating Climate Change: Growth-Friendly Policies to Achieve Net Zero Emissions by 2050," IMF Working Papers, International Monetary Fund, number 2021/195, Jul.
• Lukas Boer & Mr. Andrea Pescatori & Martin Stuermer, 2021, "Energy Transition Metals," IMF Working Papers, International Monetary Fund, number 2021/243, Oct.
• Mr. Yan Carriere-Swallow & José Marzluf, 2021, "Macrofinancial Causes of Optimism in Growth Forecasts," IMF Working Papers, International Monetary Fund, number 2021/275, Nov.
• David Conaly Martínez Vázquez & Christian Bucio Pacheco & Alejandra Cabello Rosales, 2021, "Proyección Markoviana para 2020 y 2021 de las Calificaciones Corporativas en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-21, Enero - M.
• Gustavo Cabrera González & Adrián de León Arias, 2021, "Dinámica anticipada del PIB trimestral en México ante shocks negativos derivados de factores debidos a la crisis sanitaria del covid-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-15, Enero - M.
• Paolo Riccardo Morganti, 2021, "Extreme Value Theory and Auction Models," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 2, pages 1-15, Abril - J.
• Maria del Carmen Gomez-Rios & Dora Carmen Galvez-Cruz, 2021, "Simulation of Levelized Costs of Electricity Considering Externalities," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-23, Octubre -.
• Adrián F. Rossignolo, 2021, "The New Standardised Approach as a Credible Fallback," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-27, Septiembr.
• Guillermo Benavides, 2021, "Asymmetric Volatility Relevance in Risk Management: An Empirical Analysis using Stock Index Futures," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-18, Septiembr.
• Emerson Abraham Jackson, 2021, "Forecasting COVID-19 Daily Contraction in Sierra Leone with Implications for Policy Formulation," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 8, issue 1, pages 29-43, January, DOI: 10.26650/JEPR795665.
• Sergio Navarro Palacios, 2021, "Limitaciones de las metodologías basadas en opiniones de expertos. El caso de la automatización del empleo," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2021-01, Apr.
• Fiaschi, Davide & Tealdi, Cristina, 2021, "A General Methodology to Measure Labour Market Dynamics," IZA Discussion Papers, IZA Network @ LISER, number 14254, Apr.
• Sansone, Dario & Zhu, Anna, 2021, "Using Machine Learning to Create an Early Warning System for Welfare Recipients," IZA Discussion Papers, IZA Network @ LISER, number 14377, May.
• Fiaschi, Davide & Tealdi, Cristina, 2021, "Young People between Education and the Labour Market during the COVID-19 Pandemic in Italy," IZA Discussion Papers, IZA Network @ LISER, number 14479, Jun.
• Rabia Özdemir & Münevver Turanlı, 2021, "Comparison of machine learning classification algorithms for purchasing forecast," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 8, issue 1, pages .59-68, January, DOI: 10.15637/jlecon.8.1.06.
• Christian Stummer & Lars Lüpke & Markus Günther, 2021, "Beaming market simulation to the future by combining agent-based modeling with scenario analysis," Journal of Business Economics, Springer, volume 91, issue 9, pages 1469-1497, November, DOI: 10.1007/s11573-021-01046-9.
• Martin Pažický, 2021, "Predicting Recessions in Germany Using the German and the US Yield Curve," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 17, issue 3, pages 263-291, December, DOI: 10.1007/s41549-021-00061-7.
• Pelin Akyol & Kala Krishna & Jinwen Wang, 2021, "Taking PISA Seriously: How Accurate are Low-Stakes Exams?," Journal of Labor Research, Springer, volume 42, issue 2, pages 184-243, June, DOI: 10.1007/s12122-021-09317-8.
• Filippo Massari, 2021, "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 72, issue 1, pages 133-166, July, DOI: 10.1007/s00199-020-01270-4.
• Annalisa Cristini & Piero Ferri, 2021, "Nonlinear models of the Phillips curve," Journal of Evolutionary Economics, Springer, volume 31, issue 4, pages 1129-1155, September, DOI: 10.1007/s00191-021-00736-5.
• Ali Habibnia & Esfandiar Maasoumi, 2021, "Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 363-381, December, DOI: 10.1007/s40953-021-00275-7.
• Roberto S. Mariano & Suleyman Ozmucur, 2021, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 383-400, December, DOI: 10.1007/s40953-021-00276-6.
• Subhash C. Sharma & Anil K. Bera, 2021, "Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 419-441, December, DOI: 10.1007/s40953-021-00278-4.
• Guilherme Lindenmeyer & Pedro Pablo Skorin & Hudson da Silva Torrent, 2021, "Using boosting for forecasting electric energy consumption during a recession: a case study for the Brazilian State Rio Grande do Sul," Letters in Spatial and Resource Sciences, Springer, volume 14, issue 2, pages 111-128, August, DOI: 10.1007/s12076-021-00268-3.
• Ricarda B. Bouncken & Yixin Qiu & Noemi Sinkovics & Wolfgang Kürsten, 2021, "Qualitative research: extending the range with flexible pattern matching," Review of Managerial Science, Springer, volume 15, issue 2, pages 251-273, February, DOI: 10.1007/s11846-021-00451-2.
• Rosina O. Weber & Kedma B. Duarte, 2021, "Data-driven artificial intelligence to automate researcher assessment," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 4, pages 3265-3281, April, DOI: 10.1007/s11192-020-03859-x.
• Rodrigo Mulero & Alfredo García-Hiernaux, 2021, "Forecasting Spanish unemployment with Google Trends and dimension reduction techniques," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 3, pages 329-349, September, DOI: 10.1007/s13209-021-00231-x.
• Ángel Cuevas & Ramiro Ledo & Enrique M. Quilis, 2021, "Seasonal adjustment of the Spanish sales daily data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 12, issue 4, pages 687-708, December, DOI: 10.1007/s13209-021-00251-7.
• Javier Ojea-Ferreiro, 2021, "Deconstructing Systemic Risk: A Reverse Stress Testing Approach," Springer Books, Springer, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-030-78965-7_54.
• Raad Mozib Lalon & PhD & Nusrat Jahan, 2021, "Predicting Economic Performance of Bangladesh using Autoregressive Integrated Moving Average (ARIMA) model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 2, pages 1-5.
• Yu-Min Lian & Chia-Hsuan Li & Yi-Hsuan Wei, 2021, "Machine Learning and Time Series Models for VNQ Market Predictions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 5, pages 1-2.
• Rebecca F. Gleditsch & Adrian F. Rogne & Astri Syse & Michael Thomas, 2021, "The accuracy of Statistics Norway’s national population projections," Discussion Papers, Statistics Norway, Research Department, number 948, Mar.
• Pål Boug & Håvard Hungnes & Takamitsu Kurita, 2021, "The empirical modelling of house prices and debt revisited. A policy-oriented perspective," Discussion Papers, Statistics Norway, Research Department, number 967, Nov.
• Martin Iseringhausen, 2021, "A time-varying skewness model for Growth-at-Risk," Working Papers, European Stability Mechanism, number 49, Jun.
• Clements, Adam & Vasnev, Andrey, 2021, "Forecast combination puzzle in the HAR model," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2021-01, Feb.
• Magnus, Jan & Vasnev, Andrey, 2021, "On the uncertainty of a combined forecast: The critical role of correlation," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2022-01, Dec.
• Hanjo Odendaal, 2021, "A machine learning approach to domain specific dictionary generation. An economic time series framework," Working Papers, Stellenbosch University, Department of Economics, number 06/2021.
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• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2021, "A note on oil price shocks and the forecastability of gold realized volatility," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 21, pages 1889-1897, December, DOI: 10.1080/13504851.2020.1854658.
• Antonio Rodríguez Andrés & Voxi Heinrich S. Amavilah & Abraham Otero, 2021, "Evaluation of technology clubs by clustering: a cautionary note," Applied Economics, Taylor & Francis Journals, volume 53, issue 52, pages 5989-6001, November, DOI: 10.1080/00036846.2021.1934393.
• Tommaso Proietti, 2021, "Predictability, real time estimation, and the formulation of unobserved components models," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 433-454, April, DOI: 10.1080/07474938.2020.1793508.
• Antoine A. Djogbenou, 2021, "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, volume 40, issue 5, pages 470-503, April, DOI: 10.1080/07474938.2020.1808371.
• Gergely Ganics & Atsushi Inoue & Barbara Rossi, 2021, "Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 1, pages 307-324, January, DOI: 10.1080/07350015.2019.1660175.
• Davide Delle Monache & Ivan Petrella & Fabrizio Venditti, 2021, "Price Dividend Ratio and Long-Run Stock Returns: A Score-Driven State Space Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1054-1065, October, DOI: 10.1080/07350015.2020.1763805.
• Selcuk Gul & Abdullah Kazdal, 2021, "Nowcasting and Short-term Forecasting Turkish GDP: Factor-MIDAS Approach," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2111.
• Ioannis Sitzimis, 2021, "An Optimal Forecasting Method of Passenger Traffic in Greek Coastal Shipping," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 14, issue 3, pages 72-87, December.
• Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2021, "A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-016/III, Feb.
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• Jitender, 2021, "Value-at-Risk Estimation of Equity Market Risk in India," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 9, issue 1, pages 1-24, September, DOI: 10.2478/auseb-2021-0001.
• Kaczmarczyk Paweł, 2021, "Econometric Modelling of Compound Cyclicality of using Telecommunication Services," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 25, issue 2, pages 27-45, June, DOI: 10.15611/eada.2021.2.03.
• Chi Yeong Nain & Chi Orson, 2021, "Modeling and Forecasting of Monthly Global Price of Bananas Using Seasonal Arima and Multilayer Perceptron Neural Network," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 25, issue 3, pages 21-41, September, DOI: 10.15611/eada.2021.3.02.
• Lauraéus Theresa & Kaivo-oja Jari & Knudsen Mikkel S. & Kuokkanen Kimmo, 2021, "Market Structure analysis with Herfindahl-Hirchman Index and Lauraéus-Kaivo-Oja Indices in the Global Cobotics Markets," Economics and Culture, Sciendo, volume 18, issue 1, pages 70-81, June, DOI: 10.2478/jec-2021-0006.
• Wang Guan-Yuan, 2021, "The Brand Effect: A Case Study in Taiwan Second-Hand Smartphone Market," Journal of Social and Economic Statistics, Sciendo, volume 10, issue 1-2, pages 30-42, December, DOI: 10.2478/jses-2021-0003.
• Ataguba Joseph Obaje, 2021, "Synthesis of Short-Cut DCF Appraisal and Spreadsheet Iteration of Freehold Rental Growth Rates Across Specific Valuation Epochs," Real Estate Management and Valuation, Sciendo, volume 29, issue 2, pages 52-70, June, DOI: 10.2478/remav-2021-0013.
• Ramadani Gani & Petrovska Magdalena & Bucevska Vesna, 2021, "Evaluation of Mixed Frequency Approaches for Tracking Near-Term Economic Developments in North Macedonia," South East European Journal of Economics and Business, Sciendo, volume 16, issue 2, pages 43-52, December, DOI: 10.2478/jeb-2021-0013.
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