Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2021

• Makarewicz, Tomasz, 2021, "Traders, forecasters and financial instability: A model of individual learning of anchor-and-adjustment heuristics," Journal of Economic Behavior & Organization, Elsevier, volume 190, issue C, pages 626-673, DOI: 10.1016/j.jebo.2021.07.008.
• Al Mabsali, Yousuf Khamis & Hayward, Robert & Eliwa, Yasser, 2021, "Managerial tools used to meet or beat analyst forecasts: Evidence from the UK," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100383.
• Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2021, "Is China fudging its GDP figures? Evidence from trading partner data," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102262.
• Fernald, John G. & Hsu, Eric & Spiegel, Mark M., 2021, "Reprint: Is China fudging its GDP figures? Evidence from trading partner data," Journal of International Money and Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jimonfin.2021.102406.
• Biolsi, Christopher, 2021, "Labor productivity forecasts based on a Beveridge–Nelson filter: Is there statistical evidence for a slowdown?," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103321.
• Pozo, Veronica F. & Bachmeier, Lance J. & Schroeder, Ted C., 2021, "Are there price asymmetries in the U.S. beef market?," Journal of Commodity Markets, Elsevier, volume 21, issue C, DOI: 10.1016/j.jcomm.2020.100127.
• Nonejad, Nima, 2021, "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100167.
• Wolters, Jannik & Huchzermeier, Arnd, 2021, "Joint In-Season and Out-of-Season Promotion Demand Forecasting in a Retail Environment," Journal of Retailing, Elsevier, volume 97, issue 4, pages 726-745, DOI: 10.1016/j.jretai.2021.01.003.
• Mishra, Shekhar & Mishra, Sibanjan, 2021, "Are Indian sectoral indices oil shock prone? An empirical evaluation," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101889.
• Pincheira, Pablo & Hardy, Nicolás, 2021, "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102066.
• Dai, Zhifeng & Kang, Jie & Hu, Yangli, 2021, "Efficient predictability of oil price: The role of number of IPOs and U.S. dollar index," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102297.
• Kwas, Marek & Paccagnini, Alessia & Rubaszek, Michał, 2021, "Common factors and the dynamics of industrial metal prices. A forecasting perspective," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102319.
• Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021, "Pricing the exotic: Path-dependent American options with stochastic barriers," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 1, DOI: 10.1016/j.latcb.2021.100025.
• Larsen, Vegard H. & Thorsrud, Leif Anders & Zhulanova, Julia, 2021, "News-driven inflation expectations and information rigidities," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 507-520, DOI: 10.1016/j.jmoneco.2020.03.004.
• Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021, "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 798-815, DOI: 10.1016/j.jmoneco.2020.06.001.
• Brownlees, Christian & Souza, André B.M., 2021, "Backtesting global Growth-at-Risk," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 312-330, DOI: 10.1016/j.jmoneco.2020.11.003.
• Tang, Wenjin & Ding, Saijie & Chen, Hao, 2021, "Economic uncertainty and its spillover networks: Evidence from the Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101539.
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021, "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101591.
• Pamp, Oliver & Lebacher, Michael & Thurner, Paul W. & Ziegler, Eva, 2021, "Explaining destinations and volumes of international arms transfers: A novel network Heckman selection model," European Journal of Political Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.ejpoleco.2021.102033.
• Jiang, Minqi & Liu, Jiapeng & Zhang, Lu, 2021, "An extended regularized Kalman filter based on Genetic Algorithm: Application to dynamic asset pricing models," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 28-44, DOI: 10.1016/j.qref.2020.12.005.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2021, "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 303-329, DOI: 10.1016/j.qref.2020.07.004.
• Borgards, Oliver & Czudaj, Robert L., 2021, "Features of overreactions in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 31-48, DOI: 10.1016/j.qref.2021.01.010.
• Chaikumbung, Mayula, 2021, "Institutions and consumer preferences for renewable energy: A meta-regression analysis," Renewable and Sustainable Energy Reviews, Elsevier, volume 146, issue C, DOI: 10.1016/j.rser.2021.111143.
• Andreana, Gianmarco & Gualini, Andrea & Martini, Gianmaria & Porta, Flavio & Scotti, Davide, 2021, "The disruptive impact of COVID-19 on air transportation: An ITS econometric analysis," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101042.
• Plíhal, Tomáš & Lyócsa, Štefan, 2021, "Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 811-829, DOI: 10.1016/j.iref.2020.10.001.
• Chen, Shun & Ge, Lei, 2021, "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 936-942, DOI: 10.1016/j.iref.2020.07.010.
• Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021, "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 451-477, DOI: 10.1016/j.iref.2021.06.003.
• Bloise, Francesco & Tancioni, Massimiliano, 2021, "Predicting the spread of COVID-19 in Italy using machine learning: Do socio-economic factors matter?," Structural Change and Economic Dynamics, Elsevier, volume 56, issue C, pages 310-329, DOI: 10.1016/j.strueco.2021.01.001.
• Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021, "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
• Akaev, Askar & Devezas, Tessaleno & Ichkitidze, Yuri & Sarygulov, Askar, 2021, "Forecasting the labor intensity and labor income share for G7 countries in the digital age," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120675.
• Chen, Ji & Huang, Jiayan & Su, Weihua & Štreimikienė, Dalia & Baležentis, Tomas, 2021, "The challenges of COVID-19 control policies for sustainable development of business: Evidence from service industries," Technology in Society, Elsevier, volume 66, issue C, DOI: 10.1016/j.techsoc.2021.101643.
• Gutiérrez-Romero, Roxana & Ahamed, Mostak, 2021, "COVID-19 response needs to broaden financial inclusion to curb the rise in poverty," World Development, Elsevier, volume 138, issue C, DOI: 10.1016/j.worlddev.2020.105229.
• K. Peren Arin & Kevin Devereux & Mieszko Mazur, 2021, "Taxes and firm investment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-08, Jan.
• Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2021, "Oil and fiscal policy regimes," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-10, Jan.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021, "Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-34, Mar.
• Roshen Fernando & Weifeng Liu & Warwick J McKibbin, 2021, "Global economic impacts of climate shocks, climate policy and changes in climate risk assessment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-37, Apr.
• Mototsugu Shintani & Kozo Ueda, 2021, "Identifying the source of information rigidities in the expectations formation process," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-48, Jun.
• Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2021, "Testing the predictive accuracy of COVID-19 forecasts," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-52, Jul.
• Hanol Lee & Jong-Wha Lee, 2021, "Why East Asian students perform better in mathematics than their peers: An investigation using a machine learning approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-66, Jul.
• Florence Jaumotte & Weifeng Liu & Warwick J. McKibbin, 2021, "Mitigating climate change: Growth-friendly policies to achieve net zero emissions by 2050," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-75, Aug.
• Tino Berger & Paul David Boll & James Morley & Benjamin Wong, 2021, "Cyclical signals from the labor market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-91, Oct.
• Daniel Goller & Michael C. Knaus & Michael Lechner & Gabriel Okasa, 2021, "Predicting match outcomes in football by an Ordered Forest estimator," Chapters, Edward Elgar Publishing, chapter 22, in: Ruud H. Koning & Stefan Kesenne, "A Modern Guide to Sports Economics".
• Taniya Ghosh & Sakshi Agarwal, 2021, "Do Machine Learning Models Hold the Key to Better Money Demand Forecasting?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A017.
• Ramona Serrano Bautista & José Antonio Núñez Mora, 2021, "Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 197-221, November, DOI: 10.1108/JEFAS-03-2021-0009.
• Knut Lehre Seip & Dan Zhang, 2021, "The GDP, the US treasury yield and the federal funds rate: who follows whom, when and why?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 187-206, October, DOI: 10.1108/JFEP-11-2020-0241.
• Nikolai Dokuchaev, 2021, "On statistical indistinguishability of complete and incomplete market models," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 114-125, February, DOI: 10.1108/SEF-01-2020-0023.
• Houmera Bibi Sabera Nunkoo & Preethee Nunkoo Gonpot & Noor-Ul-Hacq Sookia & T.V. Ramanathan, 2021, "Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 150-173, October, DOI: 10.1108/SEF-04-2021-0146.
• Ramiro Bautista Espinosa & Diana Terrazas Santamaría, 2021, "La viabilidad de invertir en almacenamiento de energía solar en México: un enfoque de opciones reales," Serie documentos de trabajo del Centro de Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, number 2021-09, Nov.
• Patrycja Klusak & Matthew Agarwala & Matt Burke & Moritz Kraemer & Kamiar Mohaddes, 2021, "Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2110, Apr.
• 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.
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• 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
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• 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.
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• 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.
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• 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.
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• 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.
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• Yongchen Zhao, 2021, "The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms," Empirical Economics, Springer, volume 61, issue 1, pages 173-199, July, DOI: 10.1007/s00181-020-01864-w.
• Jack Fosten & Daniel Gutknecht, 2021, "Horizon confidence sets," Empirical Economics, Springer, volume 61, issue 2, pages 667-692, August, DOI: 10.1007/s00181-020-01891-7.
• Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021, "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, volume 61, issue 2, pages 947-972, August, DOI: 10.1007/s00181-020-01896-2.
• Georges Tsafack & James Cataldo, 2021, "Backtesting and estimation error: value-at-risk overviolation rate," Empirical Economics, Springer, volume 61, issue 3, pages 1351-1396, September, DOI: 10.1007/s00181-020-01905-4.
• Edmond Berisha & David Gabauer & Rangan Gupta & Chi Keung Marco Lau, 2021, "Time-varying influence of household debt on inequality in United Kingdom," Empirical Economics, Springer, volume 61, issue 4, pages 1917-1933, October, DOI: 10.1007/s00181-020-01940-1.
• Angela Capolongo & Claudia Pacella, 2021, "Forecasting inflation in the euro area: countries matter!," Empirical Economics, Springer, volume 61, issue 5, pages 2477-2499, November, DOI: 10.1007/s00181-020-01959-4.
• Nima Nonejad, 2021, "Crude oil price point forecasts of the Norwegian GDP growth rate," Empirical Economics, Springer, volume 61, issue 5, pages 2913-2930, November, DOI: 10.1007/s00181-020-01964-7.
• Ahmet Akca & Ethem Çanakoğlu, 2021, "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 48, issue 3, pages 463-504, September, DOI: 10.1007/s40812-021-00184-z.
• David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021, "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00274-w.
• 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.
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• 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.
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• 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.
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