Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2020

• Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics, University of Trier, Department of Economics, number 2020-01.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2020, "lassopack: Model selection and prediction with regularized regression in Stata," Stata Journal, StataCorp LLC, volume 20, issue 1, pages 176-235, March, DOI: 10.1177/1536867X20909697.
• Benedikt Janzen & Doina Radulescu, 2020, "Electricity Use as a Real Time Indicator of the Economic Burden of the COVID-19-Related Lockdown: Evidence from Switzerland," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2010, Jun.
• Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
• Dmytro Krukovets, 2020, "Data Science Opportunities at Central Banks: Overview," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 13-24, DOI: 10.26531/vnbu2020.249.02.
• Olivier DAMETTE & Claude DIEBOLT & Stephane GOUTTE & Umberto TRIACCA, 2020, "Cliometrics of Climate Change: A Natural Experiment on the Little Ice Age," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2020-20.
• Juan Equiza-Goñi, 2020, "WP02/20 Datos de mortalidad diarios durante la crisis del COVID-19: una propuesta de mejora," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 01/20, Mar.
• Lukas Hoesch & Barbara Rossi & Tatevik Sekhposyan, 2020, "Has the information channel of monetary policy disappeared? Revisiting the empirical evidence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1701, Feb, revised Jul 2021.
• Miriam Breitenstein & Carl-Philipp Anke & Duc Khuong Nguyen & T. Walther, 2020, "Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry," Working Papers, Utrecht School of Economics, number 2002.
• Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020, "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance, University of St. Gallen, School of Finance, number 2001, Jan.
• Mesias Alfeus & Christina Sklibosios Nikitopoulos, 2020, "Forecasting Commodity Markets Volatility: HAR or Rough?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 415, Dec.
• Christina Sklibosios Nikitopoulos & Alice Thomas & Jianxin Wang, 2020, "The Economic Impact of Volatility Persistence on Energy Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 417, Dec.
• Hans R. ISAKSON & Mark D. ECKER & Lee KENNEDY, 2020, "Principles For Calculating Avm Performance Metrics," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 16, issue 2, pages 38-69.
• SAHIN, Emrah & GUNGOR, Selim & KARACA, Suleyman Serdar, 2020, "Empirical Analysis Of The Relationship Between Purchasing Managers Index And Bist Industrial Index Under Structural Breaks," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 3, pages 6-22, September.
• Hristina Vasileva, 2020, "Application Of Logistic Regressionin Assessing The Credit Risk Of Smes," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 334-345.
• Žmuk Berislav & Kovač Matej, 2020, "Ornstein-Uhlenbeck process and GARCH model for temperature forecasting in weather derivatives valuation," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 6, issue 1, pages 27-42, May, DOI: 10.2478/crebss-2020-0003.
• Oesterreich Maciej, 2020, "On the Method of Identification of Atypical Observations in Time Series," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 1-16, June, DOI: 10.15611/eada.2020.2.01.
• Krzciuk Małgorzata K., 2020, "On Empirical Best Linear Unbiased Predictor Under a Linear Mixed Model with Correlated Random Effects," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 17-29, June, DOI: 10.15611/eada.2020.2.02.
• Jaworski Stanisław, 2020, "A Few Remarks on the Stochastic Structure of the Unemployment Rate in Poland by Gender," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 41-52, June, DOI: 10.15611/eada.2020.2.04.
• Gürsakal Necmi & Yilmaz Fırat Melih & Uğurlu Erginbay, 2020, "Finding Opportunity Windows in Time Series Data Using the Sliding Window Technique: the Case of Stock Exchanges," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 3, pages 1-19, September, DOI: 10.15611/eada.2020.3.01.
• Wójcik Filip & Górnik Michał, 2020, "Improvement of E-Commerce Recommendation Systems with Deep Hybrid Collaborative Filtering with Content: A Case Study," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 3, pages 37-50, September, DOI: 10.15611/eada.2020.3.03.
• Zanka Mikhail, 2020, "A Comparison of Variables Selection Methods and their Sequential Application: A Case Study of the Bankruptcy of Polish Companies," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 531-543, June, DOI: 10.2478/foli-2020-0031.
• Wodecki Andrzej, 2020, "The Reserve Price Optimization for Publishers on Real-Time Bidding on-Line Marketplaces with Time-Series Forecasting," Foundations of Management, Sciendo, volume 12, issue 1, pages 167-180, January, DOI: 10.2478/fman-2020-0013.
• Rządkowski Grzegorz & Sobczak Lidia, 2020, "A Generalized Logistic Function and Its Applications," Foundations of Management, Sciendo, volume 12, issue 1, pages 85-92, January, DOI: 10.2478/fman-2020-0007.
• Rządkowski Grzegorz & Sobczak Lidia, 2020, "A Generalized Logistic Function and Its Applications," Foundations of Management, Sciendo, volume 12, issue 1, pages 85-92, January, DOI: 10.2478/fman-2020-0007.
• Moro Matheus Fernando & Weise Andreas Dittmar & Bornia Antonio Cezar, 2020, "Model Hybrid for Sales Forecast for the Housing Market of São Paulo," Real Estate Management and Valuation, Sciendo, volume 28, issue 3, pages 45-64, September, DOI: 10.1515/remav-2020-0023.
• Ngozi E. Egbuna (PhD) & Maimuna John-Sowe & Santigie M. Kargbo (PhD) & Ibrahima Diallo & Sani Bawa (PhD) & Isatou Mendy, 2020, "When Will Normalcy Return? Exploring The Novel Covid-19 Spread In The West African Monetary Zone," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 20, issue 1b, pages 1-22, June.
• Mateusz Buczyński & Marcin Chlebus, 2020, "Size does matter. A study on the required window size for optimal quality market risk models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-09.
• Maciej Wysocki & Robert Ślepaczuk, 2020, "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-19.
• Mateusz Kijewski & Robert Ślepaczuk, 2020, "Predicting prices of S&P500 index using classical methods and recurrent neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-27.
• Karol Kielak & Robert Ślepaczuk, 2020, "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-28.
• Mateusz Heba & Marcin Chlebus, 2020, "Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-30.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
• Robert Ślepaczuk & Igor Wabik, 2020, "The impact of the results of football matches on the stock prices of soccer clubs," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-35.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Christian Glocker & Serguei Kaniovski, 2020, "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers, WIFO, number 614, Oct.
• Stefan Jestl & Roman Römisch, 2020, "On the Economic Effects of a Reallocation of EU Cohesion Policy Expenditures," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 183, Aug.
• Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020, "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp305, Nov.
• Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020, "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 305, Nov.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Forecasting With Dynamic Panel Data Models," Econometrica, Econometric Society, volume 88, issue 1, pages 171-201, January, DOI: 10.3982/ECTA14952.
• Michael W. McCracken, 2020, "Diverging Tests of Equal Predictive Ability," Econometrica, Econometric Society, volume 88, issue 4, pages 1753-1754, July, DOI: 10.3982/ECTA17523.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 3, pages 1027-1072, August, DOI: 10.1111/iere.12448.
• Gloria Gonzalez‐Rivera & Yun Luo & Esther Ruiz, 2020, "Prediction regions for interval‐valued time series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 373-390, June, DOI: 10.1002/jae.2754.
• Jonas Dovern & Hans Manner, 2020, "Order‐invariant tests for proper calibration of multivariate density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 440-456, June, DOI: 10.1002/jae.2755.
• Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop, 2020, "Composite likelihood methods for large Bayesian VARs with stochastic volatility," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 6, pages 692-711, September, DOI: 10.1002/jae.2793.
• Duc Khuong Nguyen & Thomas Walther, 2020, "Modeling and forecasting commodity market volatility with long‐term economic and financial variables," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 2, pages 126-142, March, DOI: 10.1002/for.2617.
• Benedikt Maas, 2020, "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 394-411, April, DOI: 10.1002/for.2630.
• Andrea Bucci, 2020, "Cholesky–ANN models for predicting multivariate realized volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 865-876, September, DOI: 10.1002/for.2664.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020, "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 934-943, September, DOI: 10.1002/for.2660.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2020, "The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 957-965, September, DOI: 10.1002/for.2672.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
• Gaetano Perone, 2020, "An ARIMA model to forecast the spread and the final size of COVID-2019 epidemic in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/07, Apr.
• Berta, P. & Lovaglio, P.G. & Paruolo, P. & Verzillo, S., 2020, "Real Time Forecasting of Covid-19 Intensive Care Units demand," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/16, Aug.
• Perone, G., 2020, "Comparison of ARIMA, ETS, NNAR and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/18, Nov.
• Sriubaite, I. & Harris, A. & Jones, A.M. & Gabbe, B., 2020, "Economic Consequences of Road Traffic Injuries. Application of the Super Learner algorithm," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 20/20, Nov.
• Laura Coroneo & Fabrizio Iacone & Alessia Paccagnini & Paulo Santos Monteiro, 2020, "Testing the predictive accuracy of COVID-19 forecasts," Discussion Papers, Department of Economics, University of York, number 20/10, Oct.
• Martins, Manuel Mota Freitas & Verona, Fabio, 2020, "Forecasting inflation with the New Keynesian Phillips curve: Frequency matters," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2020.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020, "Financial variables as predictors of real growth vulnerability," Discussion Papers, Deutsche Bundesbank, number 05/2020.
• Eraslan, Sercan & Nöller, Marvin, 2020, "Recession probabilities falling from the STARs," Discussion Papers, Deutsche Bundesbank, number 08/2020.
• Opiła, Janusz, 2020, "Employing of Extended Characteristic Surface Model for Forecasting of Demand in Tourism," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020".
• Sallam, Walid & Ahmed, Osama, 2020, "The socio-economic assessment to evaluate the potentiality of developing the rural community in Upper Egypt," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 8, issue 2, pages 143-165.
• Benchimol, Jonathan & El-Shagi, Makram, 2020, "Forecast performance in times of terrorism," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 91, pages 386-402.
• Heinrich, Markus, 2020, "Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219312.
• Dieckelmann, Daniel, 2020, "Cross-border lending and the international transmission of banking crises," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/13, DOI: 10.17169/refubium-27524.
• Fischer, Benjamin & Hügle, Dominik, 2020, "The private and fiscal returns to higher education: A simulation approach for a young German cohort," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/21, DOI: 10.17169/refubium-28847.
• Hügle, Dominik, 2020, "Higher education funding in Germany: A distributional lifetime perspective," Discussion Papers, Free University Berlin, School of Business & Economics, number 2021/1, DOI: 10.17169/refubium-28932.
• Seuffert, Stefan, 2020, "German Pension Simulation: Arbeitspapier zur Methodik eines anwartschaftsbasierten Projektionsmodells der gesetzlichen Rentenversicherung," FZG Discussion Papers, University of Freiburg, Research Center for Generational Contracts (FZG), number 73.
• Dimitriadis, Timo & Patton, Andrew J. & Schmidt, Patrick W., 2020, "Testing forecast rationality for measures of central tendency," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 12-2020.
• Brighton, Henry, 2020, "Statistical foundations of ecological rationality," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 14, pages 1-32, DOI: 10.5018/economics-ejournal.ja.2020-.
• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2020, "Hohes öffentliches Defizit nicht nur wegen Corona: Mittelfristige Handlungsmöglichkeiten für den Staat," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 8, issue 4, pages 150-161.
• Reh, Laura & Krüger, Fabian & Liesenfeld, Roman, 2020, "Predicting the global minimum variance portfolio," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 141, DOI: 10.5445/IR/1000122441.
• Foltas, Alexander, 2020, "Testing investment forecast efficiency with textual data," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 19, DOI: 10.18452/21651.
• Foltas, Alexander & Pierdzioch, Christian, 2020, "On the efficiency of German growth forecasts: An empirical analysis using quantile random forests," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 21, DOI: 10.18452/21910.
• Foltas, Alexander & Pierdzioch, Christian, 2020, "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 22, DOI: 10.18452/21974.
• Müller, Karsten, 2020, "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 23, DOI: 10.18452/22014.
• Behrens, Christoph, 2020, "German trade forecasts since 1970: An evaluation using the panel dimension," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 26, DOI: 10.18452/22093.
• Bluhm, Benjamin & Cutura, Jannic, 2020, "Econometrics at scale: Spark up big data in economics," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 266, DOI: 10.2139/ssrn.3226976.
• Grammig, Joachim & Hanenberg, Constantin & Schlag, Christian & Sönksen, Jantje, 2020, "Diverging roads: Theory-based vs. machine learning-implied stock risk premia," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 130, DOI: 10.15496/publikation-39286.
• Kaiser, Ulrich & Kuhn, Johan M., 2020, "The value of publicly available, textual and non-textual information for startup performance prediction," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-012.
• Berislav Žmuk & Hrvoje Jošiæ, 2020, "Forecasting stock market indices using machine learning algorithms," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 18, issue 4, pages 471-489.
• Murat Midiliç, 2020, "Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 1, pages 87-117, January, DOI: 10.1007/s10614-018-9876-8.
• Stefan Palan & Jürgen Huber & Larissa Senninger, 2020, "Aggregation mechanisms for crowd predictions," Experimental Economics, Springer;Economic Science Association, volume 23, issue 3, pages 788-814, September, DOI: 10.1007/s10683-019-09631-0.
• Bernard Fingleton, 2020, "Italexit, is it another Brexit?," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 77-104, January, DOI: 10.1007/s10109-019-00307-0.
• Takafumi Kato, 2020, "Likelihood-based strategies for estimating unknown parameters and predicting missing data in the simultaneous autoregressive model," Journal of Geographical Systems, Springer, volume 22, issue 1, pages 143-176, January, DOI: 10.1007/s10109-019-00316-z.
• Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020, "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 60, issue 4, pages 469-513, May, DOI: 10.1007/s11146-018-9693-9.
• Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020, "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 803-825, October, DOI: 10.1007/s11156-019-00860-1.
• Jan Alexander Fischer & Philipp Pohl & Dietmar Ratz, 2020, "A machine learning approach to univariate time series forecasting of quarterly earnings," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1163-1179, November, DOI: 10.1007/s11156-020-00871-3.
• Cem Cakmakli & Hamza Demircan, 2020, "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2016, Oct.
• Eda Gulsen & Hakan Kara, 2020, "Formation of inflation expectations: Does macroeconomic and policy environment matter?," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2017, Oct.
• Christian Müller, 2020, "Bundeshaushalt und die Schuldenbremse," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 14, issue 1, pages 66-83, March, DOI: 10.3929/ethz-b-000406997.
• Heiner Mikosch & Stefan Neuwirth, 2020, "KOFCASTs: Ein Projektbericht," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, volume 14, issue 4, pages 56-63, December, DOI: 10.3929/ethz-b-000458778.
• Daniel Wochner, 2020, "Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-472, May, DOI: 10.3929/ethz-b-000399304.
• Samad Sarferaz & Andreas Dibiasi, 2020, "Measuring Macroeconomic Uncertainty: A Cross-Country Analysis," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-479, Jun, DOI: 10.3929/ethz-b-000420180.
• Florian Eckert & Philipp Kronenberg & Heiner Mikosch & Stefan Neuwirth, 2020, "Tracking Economic Activity With Alternative High-Frequency Data," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 20-488, Dec, DOI: 10.3929/ethz-b-000458723.
• Boros, Péter, 2020, "A hitelminősítői bejelentések fertőző hatásai és a hitelértékelési kiigazítás
  [Rating migration, credit risk contagion and Credit Valuation Adjustment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 140-163, DOI: 10.18414/KSZ.2020.2.140.
• Christian Estmann & Bjoern Bo Soerensen & Benno Ndulu & John Rand, 2020, "Merchandise export diversification strategy for Tanzania - promoting inclusive growth, economic complexity and structural change," DERG working paper series, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG), number 20-02, Mar.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020, "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers, Lancaster University Management School, Economics Department, number 305661169.
• Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI, 2020, "Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2839.
• Tomas Reichenbachas, 2020, "Assessing the impact of macroprudential measures: The case of the LTV limit in Lithuania," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 80, Dec.
• Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020, "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model An application to the German business cycle," Munich Reprints in Economics, University of Munich, Department of Economics, number 84736.
• Andrejs Bessonovs & Olegs Krasnopjorovs, 2020, "Short-Term Inflation Projections Model and Its Assessment in Latvia," Working Papers, Latvijas Banka, number 2020/01, Jan.
• Marco Delogu & Raffaelle Lagravinese & Dimitri Paolini & Giuliano Resce, 2020, "Predicting dropout from higher education: Evidence from Italy," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 22-06.
• Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020, "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202034.
• Weshah Razzak, 2020, "The Dynamic of COVID-19 New Infections under Different Stringent Policies," Discussion Papers, School of Economics and Finance, Massey University, New Zealand, number 2007.
• Sadeghzadeh Yazdi, Ali & Abounoori, Esmaiel & Erfani, Alireza, 2020, "Forecasting Liquidity at Risk of a Private Bank Using the Parametric Approach," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 44, pages 261-296, August.
• Sohrabi, Babak & Khalili Jafarabad, Ahmad & Hadizadeh, Ardalan, 2020, "Forecasting Stock Price Movements Based on Opinion Mining and Sentiment Analysis: An Application of Support Vector Machine and Twitter Data," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 3, pages 235-251, July.
• Ji Hyung Lee & Youngki Shin, 2020, "Complete Subset Averaging for Quantile Regressions," Department of Economics Working Papers, McMaster University, number 2020-03, Mar.
• Evžen Kočenda & Karen Poghosyan, 2020, "Nowcasting Real GDP Growth: Comparison between Old and New EU Countries," Eastern European Economics, Taylor & Francis Journals, volume 58, issue 3, pages 197-220, May, DOI: 10.1080/00128775.2020.1726185.
• Alexander Glas & Matthias Hartmann, 2020, "Uncertainty measures from partially rounded probabilistic forecast surveys," Working Papers, University of Milano-Bicocca, Department of Economics, number 427, Jan, revised Jan 2020.
• Pietro Battiston & Simona Gamba & Alessandro Santoro, 2020, "Optimizing Tax Administration Policies with Machine Learning," Working Papers, University of Milano-Bicocca, Department of Economics, number 436, Mar, revised Mar 2020.
• Pietro Battiston & Simona Gamba, 2020, "COVID-19: R0 is lower where outbreak is larger," Working Papers, University of Milano-Bicocca, Department of Economics, number 438, Apr, revised Apr 2020.
• Ruben Loaiza-Maya & Gael M Martin & David T. Frazier, 2020, "Focused Bayesian Prediction," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/20.
• Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/20.
• Sium Bodha Hannadige & Jiti Gao & Mervyn J. Silvapulle & Param Silvapulle, 2020, "Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/20.
• George Athanasopoulos & Nikolaos Kourentzes, 2020, "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/20.
• Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Andres Ramirez Hassan, 2020, "Optimal probabilistic forecasts: When do they work?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 33/20.
• Michael D. Cai & Marco Del Negro & Edward P. Herbst & Ethan Matlin & Reca Sarfati & Frank Schorfheide, 2020, "Online Estimation of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26826, Mar.
• Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Panel Forecasts of Country-Level Covid-19 Infections," NBER Working Papers, National Bureau of Economic Research, Inc, number 27248, May.
• Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020, "Biases in Long-Horizon Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27410, Jun.
• Viral V. Acharya & Soumya Bhadury & Jay Surti, 2020, "Financial Vulnerability and Risks to Growth in Emerging Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27411, Jun.
• Francis X. Diebold & Glenn D. Rudebusch, 2020, "Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 28228, Dec.
• Anton A. Gerunov, 2020, "Machine Learning Algorithms For Forecasting Asset Prices: An Application To The Housing Market," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 17, issue 1, pages 27-42.
• Branimir Cvitko Cicvarić, 2020, "Volatility of Cryptocurrencies," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 6, pages 13-23, December.
• Bhattacharya, Rudrani & Kapoor, Mrigankshi, 2020, "Forecasting Consumer Price Index Inflation in India: Vector Error Correction Mechanism Vs. Dynamic Factor Model Approach for Non-Stationary Time Series," Working Papers, National Institute of Public Finance and Policy, number 20/323, Oct.
• Mukherjee, Sacchidananda, 2020, "Pandemic and GST Revenue: An Assessment for Union and States," Working Papers, National Institute of Public Finance and Policy, number 20/327, Dec.
• Vianney Costemalle, 2020, "Bayesian Probabilistic Population Projections for France," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 520-521, pages 29-47, DOI: https://doi.org/10.24187/ecostat.20.
• Ana Beatriz Galvão & Marta Lopresto, 2020, "Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-06, May.
• Deborah Gefang & Gary Koop & Aubrey Poon, 2020, "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-07, May.
• Jyldyz Djumalieva & Stef Garasto & Cath Sleeman, 2020, "Evaluating a new earnings indicator. Can we improve the timeliness of existing statistics on earnings by using salary information from online job adverts?," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2020-19, Dec.
• Nicolas Woloszko, 2020, "Adaptive Trees: a new approach to economic forecasting," OECD Economics Department Working Papers, OECD Publishing, number 1593, Jan, DOI: 10.1787/5569a0aa-en.
• Nicolas Woloszko, 2020, "Tracking activity in real time with Google Trends," OECD Economics Department Working Papers, OECD Publishing, number 1634, Dec, DOI: 10.1787/6b9c7518-en.
• Raphaela Hyee & Herwig Immervoll & Rodrigo Fernandez & Jongmi Lee, 2020, "How reliable are social safety nets?: Value and accessibility in situations of acute economic need," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 252, Dec, DOI: 10.1787/65a269a3-en.
• Jan Sebo & Daniela Dankova & Ivan Kralik, 2020, "Projecting A Life-Cycle Income - A Simulation Model For The Slovak Pension Benefit Statement," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 15, issue 4, pages 271-284, December, DOI: https://doi.org/10.31648/oej.6380.
• Wilde, Joshua & Chen, Wei & Lohmann, Sophie, 2020, "COVID-19 and the Future of US Fertility: What Can We Learn from Google?," SocArXiv, Center for Open Science, number 2bgqs, Oct, DOI: 10.31219/osf.io/2bgqs.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Axel Bücher & Peter N Posch & Philipp Schmidtke, 2020, "Using the Extremal Index for Value-at-Risk Backtesting," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 556-584.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2020, "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 585-628.
• Matthew W Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting firm-level volatility in the United States: the role of monetary policy uncertainty," Economics and Business Letters, Oviedo University Press, volume 9, issue 3, pages 167-177.
• Sander Barendse & Andrew J. Patton, 2020, "Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter," Economics Series Working Papers, University of Oxford, Department of Economics, number 909, May.
• Cevallos-Valdiviezo, Holger & Rodríguez-Cristiansen, Ariana & Valdiviezo-Valenzuela, Patricia & Arévalo-Avecillas, Danny & Padilla-Lozano, Carmen, 2020, "Predicción del nivel de cosecha de camarón blanco: el caso de una pequeña camaronera en la parroquia Tenguel del cantón Guayaquil, Ecuador || Prediction of white shrimp harvest: the case of a small shrimp farm in Tenguel, Guayaquil-Ecuador," 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 30, issue 1, pages 227-257, December, DOI: 10.46661/revmetodoscuanteconempresa.
• Harris Ntantanis & Lawrence Pohlman, 2020, "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 7, pages 636-646, December, DOI: 10.1057/s41260-020-00176-z.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Glyn Wittwer & Kym Anderson, 2020, "A model of global beverage markets," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2020-05.
• Roberto S. Mariano & Suleyman Ozmucur, 2020, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences relates to a behavioral property that generalizes ," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-029, Aug.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-038, Nov.
• Frank Schorfheide & Dongho Song, 2020, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-039, Jul.
• Tadeusz Kufel, 2020, "ARIMA-based forecasting of the dynamics of confirmed Covid-19 cases for selected European countries," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 181-204, June, DOI: 10.24136/eq.2020.009.
• Michael Hanias & Stefanos Tsakonas & Lykourgos Magafas & Eleftherios I. Thalassinos & Loukas Zachilas, 2020, "Deterministic chaos and forecasting in Amazon’s share prices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 253-273, June, DOI: 10.24136/eq.2020.012.
• Erika Onuferova & Veronika Cabinova & Tunde Dzurov Vargova, 2020, "Analysis of modern methods for increasing and managing the financial prosperity of businesses in the context of performance: a case study of the tourism sector in Slovakia," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 1, pages 95-116, March, DOI: 10.24136/oc.2020.004.
• Angelo Gabrielle Santos, 2020, "Forecasting Residential electricity demand in the Philippines using an Error Correction Model," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 57, issue 1, pages 121-151, June.
• Manuel M. F. Martins & Fabio Verona, 2020, "Forecasting Inflation with the New Keynesian Phillips Curve: Frequency Matters," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 2001, Apr.
• Korobilis, Dimitris & Koop, Gary, 2020, "Bayesian dynamic variable selection in high dimensions," MPRA Paper, University Library of Munich, Germany, number 100164, May.
• Razzak, Weshah, 2020, "The Dynamic of COVID-19 New Infections under Different Stringent Policies," MPRA Paper, University Library of Munich, Germany, number 100451, May.
• González Laxe, Fernando & Da Rocha Alvarez, Jose Maria & Armesto Pina, José Francisco & Sanchez-Fernandez, Patricio & Lago-Peñas, Santiago, 2020, "Economía de Galicia tras el COVID-19: prospectiva de escenarios
  [Economy of Galicia after COVID-covid-19: prospective forecastings]," MPRA Paper, University Library of Munich, Germany, number 100483, May, revised May 2020.
• Degiannakis, Stavros & Filis, George, 2020, "Oil price assumptions for macroeconomic policy," MPRA Paper, University Library of Munich, Germany, number 100705, May.
• Hernández, Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," MPRA Paper, University Library of Munich, Germany, number 100744.
• Bakker, Bas & Ghazanchyan, Manuk & Ho, Alex & Nanda, Vibha, 2020, "The Lack of Convergence of Latin-America Compared with CESEE: Is Low Investment to Blame?," MPRA Paper, University Library of Munich, Germany, number 101287, Jun.
• Ahumada, Hildegart & Espina, Santos & Navajas, Fernando H., 2020, "COVID-19 with uncertain phases: estimation issues with an illustration for Argentina," MPRA Paper, University Library of Munich, Germany, number 101466, Jun.
• Van, Germinal, 2020, "Property Rights and Economic Growth in Africa: An Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 101681, Jul.
• Glocker, Christian & Kaniovski, Serguei, 2020, "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 101874, Jul.
• Sucarrat, Genaro, 2020, "Identification of Volatility Proxies as Expectations of Squared Financial Return," MPRA Paper, University Library of Munich, Germany, number 101953, Jul.
• Yang, Bill Huajian & Yang, Jenny & Yang, Haoji, 2020, "Modeling Portfolio Loss by Interval Distributions," MPRA Paper, University Library of Munich, Germany, number 102219, Jul.
• Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
• Fantazzini, Dean, 2020, "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper, University Library of Munich, Germany, number 102317, Aug.
• Polterovich, Victor & Denisova, Irina & Shakleina, Marina & Bogatova, Irina & Vartanov, Sergey & Turdyeva, Natalya & Chubarova, Tatiana, 2020, "Социально-Экономические Детерминанты Болезни Паркинсона Для Развитых И Развивающихся Стран
  [Socioeconomic determinants of Parkinson's disease for developed and developing countries]," MPRA Paper, University Library of Munich, Germany, number 103126, Sep.
• Van, Germinal G., 2020, "Modeling and Forecasting Economic Growth in Sub-Saharan Africa in the Post-Covid Era," MPRA Paper, University Library of Munich, Germany, number 103153, Sep.
• Dimitrakopoulos, Stefanos & Tsionas, Mike G. & Aknouche, Abdelhakim, 2020, "Ordinal-response models for irregularly spaced transactions: A forecasting exercise," MPRA Paper, University Library of Munich, Germany, number 103250, Oct, revised 01 Oct 2020.
• Poblete-Cazenave, Miguel & Pachauri, Shonali, 2020, "A simulation-based estimation model of household electricity demand and appliance ownership," MPRA Paper, University Library of Munich, Germany, number 103403, Jul.
• Fokin, Nikita & Haritonova, Marina, 2020, "Сравнительный Анализ Прогнозных Моделей Российского Ввп В Условиях Наличия Структурных Сдвигов
  [Comparative analysis of the forecasting models for Russia’s GDP under the structural breaks]," MPRA Paper, University Library of Munich, Germany, number 103412.
• Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
• Soh, Ann-Ni, 2020, "A Review on the Leading Indicator Approach towards Economic Forecasting," MPRA Paper, University Library of Munich, Germany, number 103854, Oct.
• Sinha, Pankaj & Verma, Aniket & Shah, Purav & Singh, Jahnavi & Panwar, Utkarsh, 2020, "Prediction for the 2020 United States Presidential Election using Linear Regression Model," MPRA Paper, University Library of Munich, Germany, number 103890, Sep, revised 20 Oct 2020.
• Cerqua, Augusto & Letta, Marco, 2020, "Local economies amidst the COVID-19 crisis in Italy: a tale of diverging trajectories," MPRA Paper, University Library of Munich, Germany, number 104404, Nov.
• Olkhov, Victor, 2020, "Business Cycles as Collective Risk Fluctuations," MPRA Paper, University Library of Munich, Germany, number 104598, Dec.
• Li, Chenxing & Maheu, John M, 2020, "A Multivariate GARCH-Jump Mixture Model," MPRA Paper, University Library of Munich, Germany, number 104770, Dec.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Fajar, Muhammad & Prasetyo, Octavia Rizky & Nonalisa, Septiarida & Wahyudi, Wahyudi, 2020, "Forecasting unemployment rate in the time of COVID-19 pandemic using Google trends data (case of Indonesia)," MPRA Paper, University Library of Munich, Germany, number 105042, Nov, revised 30 Nov 2020.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020, "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 105342, revised Dec 2020.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos, 2020, "On an integer-valued stochastic intensity model for time series of counts," MPRA Paper, University Library of Munich, Germany, number 105406, Jan.
• Pennoni, Fulvia & Bartolucci, Francesco & Forte, Gianfranco & Ametrano, Ferdinando, 2020, "Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model," MPRA Paper, University Library of Munich, Germany, number 106150.
• Tinoco, Marcos, 2020, "Modelando la volatilidad del diferencial TED: Una evaluación de pronósticos de modelos con heterocedasticidad condicional
  [Modeling the volatility of the TED spread: An assessment of model forecasts with conditional heteroscedasticity]," MPRA Paper, University Library of Munich, Germany, number 108086, Oct.
• Maiorova, Ksenia & Fokin, Nikita, 2020, "Наукастинг Темпов Роста Стоимостных Объемов Экспорта И Импорта По Товарным Группам
  [Nowcasting the growth rates of the export and import by commodity groups]," MPRA Paper, University Library of Munich, Germany, number 109557, Jun.
• Nguyen, Phong Thanh, 2020, "Application Machine Learning in Construction Management," MPRA Paper, University Library of Munich, Germany, number 109899, Dec, revised 01 Aug 2021.
• Vîntu, Denis, 2020, "Relegating - The GDP Structural Modelling Strategy, The Dynamics in Time-Series Data: Short-Run Shocks, Disequilibrium Shocks and Innovative Shocks to Nuisance," MPRA Paper, University Library of Munich, Germany, number 112857, Oct, revised 30 Sep 2020.
• Jackson, Emerson Abraham, 2020, "Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 97965, Jan, revised 03 Jan 2020.
• Cerulli, Giovanni, 2020, "A Super-Learning Machine for Predicting Economic Outcomes," MPRA Paper, University Library of Munich, Germany, number 99111, Mar.
• Adeniyi, Isaac Adeola, 2020, "Bayesian Generalized Linear Mixed Effects Models Using Normal-Independent Distributions: Formulation and Applications," MPRA Paper, University Library of Munich, Germany, number 99165, Mar.
• Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020, "Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China," MPRA Paper, University Library of Munich, Germany, number 99185, Mar.
• Laliotis, Ioannis, 2020, "The Covid-19 pandemic in Greece," MPRA Paper, University Library of Munich, Germany, number 99754, Apr.
• Matthew W. Clance & Riza Demirer & Rangan Gupta & Clement Kweku Kyei, 2020, "Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202007, Jan.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch & Syed Jawad Hussain Shahzad, 2020, "A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202010, Jan.