Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting

2020

• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers, arXiv.org, number 2009.03394, Sep, revised Feb 2026.
• Gael M. Martin & Rub'en Loaiza-Maya & David T. Frazier & Worapree Maneesoonthorn & Andr'es Ram'irez Hassan, 2020, "Optimal probabilistic forecasts: When do they work?," Papers, arXiv.org, number 2009.09592, Sep.
• Timothy Christensen & Hyungsik Roger Moon & Frank Schorfheide, 2020, "Robust Forecasting," Papers, arXiv.org, number 2011.03153, Nov, revised Dec 2020.
• Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020, "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers, arXiv.org, number 2011.07920, Nov, revised Feb 2022.
• Dario Sansone & Anna Zhu, 2020, "Using Machine Learning to Create an Early Warning System for Welfare Recipients," Papers, arXiv.org, number 2011.12057, Nov, revised May 2021.
• Victor Olkhov, 2020, "Business Cycles as Collective Risk Fluctuations," Papers, arXiv.org, number 2012.04506, Dec.
• Ricardo Cris'ostomo, 2020, "Estimating real-world probabilities: A forward-looking behavioral framework," Papers, arXiv.org, number 2012.09041, Dec, revised Jan 2021.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020, "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers, arXiv.org, number 2012.14693, Dec.
• Fatemi Ardestani, Seyed Farshad & Barakchian, Seyed Mahdi & Shokoohian, Hamideh, 2020, "Short-term Forecast of Hourly Electricity Demand in Iran Using a Forecast Combination Method (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 24, issue 4, pages 57-73, February.
• Massimo Guidolin & Manuela Pedio, 2020, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20145.
• Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
• Olga Palamarchuk, 2020, "The Use Of Fuzzy Logic While Modeling The Creditworthiness Of Legal Entities," Green, Blue & Digital Economy Journal, Publishing house "Baltija Publishing", volume 1, issue 2, DOI: 10.30525/2661-5169/2020-2-10.
• Nataliya Vnukova & Sergii Kavun & Oleh Kolodiziev & Svitlana Achkasova & Daria Hontar, 2020, "Indicators-Markers for Assessment of Probability of Insurance Companies Relatedness in Implementation of Risk-Oriented Approach," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 151-173.
• Anton Gerunov, 2020, "Classification algorithms for modeling economic choice," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 45-67.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020, "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-01, Apr, revised Aug 2020.
• Rachidi Kotchoni & Dalibor Stevanovic, 2020, "GDP Forecast Accuracy During Recessions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-06, May.
• Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020, "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-14, Jun, revised Nov 2020.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020, "Macroeconomic Data Transformations Matter," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-17, Aug, revised Mar 2021.
• Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020, "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-18, Sep, revised Dec 2020.
• Ionut Laurentiu Gavris & Valentin Toader, 2020, "Romania’S Long-Term Growth Perspectives," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Jinyue Dong, 2020, "Modelo de predicción de la inflación en China
  [China | Forecasting modeling for China\'s inflation]," Working Papers, BBVA Bank, Economic Research Department, number 20/05, Mar.
• Félix Lores & Pep Ruiz & Angie Suárez & Alfonso Ugarte, 2020, "España | Modelo de precios de la vivienda. Una perspectiva regional
  [Spain | Model for housing prices. A regional perspective]," Working Papers, BBVA Bank, Economic Research Department, number 20/12, Oct.
• Amor Aniss Benmoussa & Reinhard Ellwanger & Stephen Snudden, 2020, "The New Benchmark for Forecasts of the Real Price of Crude Oil," Staff Working Papers, Bank of Canada, number 20-39, Sep, DOI: 10.34989/swp-2020-39.
• Necmettin Alpay KOCAK, 2020, "Are CBRT’s Monetary Policy Statements Affected by ECB and FED Statements?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 14, issue 2, pages 205-226.
• Banco de España, 2020, "Escenarios macroeconómicos de referencia para la economía española tras el Covid-19," Boletín Económico, Banco de España, issue 2/2020.
• Pablo Aguilar, 2020, "La persistencia de la inflación en el área del euro: el papel de las expectativas," Boletín Económico, Banco de España, issue 4/2020.
• Banco de España, 2020, "Reference macroeconomic scenarios for the Spanish economy after Covid-19," Economic Bulletin, Banco de España, issue 2/2020.
• Pablo Aguilar, 2020, "Inflation persistence in the euro area: the role of expectations," Economic Bulletin, Banco de España, issue 4/2020.
• Eduardo Gutiérrez & Enrique Moral-Benito, 2020, "Medidas de contención, evolución del empleo y propagación del Covid-19 en los municipios españoles," Occasional Papers, Banco de España, number 2022, Aug.
• Eduardo Gutiérrez & Enrique Moral-Benito, 2020, "Containment measures, employment and the spread of COVID-19 in Spanish municipalities," Occasional Papers, Banco de España, number 2022, Aug.
• Mar Delgado-Téllez & Esther Gordo & Iván Kataryniuk & Javier J. Pérez, 2020, "The decline in public investment: “social dominance” or too-rigid fiscal rules?," Working Papers, Banco de España, number 2025, Jul.
• Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020, "Can news help measure economic sentiment? An application in COVID-19 times," Working Papers, Banco de España, number 2027, Aug.
• Andrés Alonso & José Manuel Carbó, 2020, "Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost," Working Papers, Banco de España, number 2032, Oct.
• Nélida Díaz Sobrino & Corinna Ghirelli & Samuel Hurtado & Javier J. Pérez & Alberto Urtasun, 2020, "The narrative about the economy as a shadow forecast: an analysis using Banco de España quarterly reports," Working Papers, Banco de España, number 2042, Dec.
• Ivan Faiella & Alessandro Mistretta, 2020, "Energy costs and competitiveness in Europe," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1259, Feb.
• Fabio Busetti & Michele Caivano & Davide Delle Monache & Claudia Pacella, 2020, "The time-varying risk of Italian GDP," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1288, Jul.
• Delle Monache, Davide & Petrella, Ivan & Venditti, Fabrizio, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1296, Sep.
• Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
• Hernández Juan R., 2020, "Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band," Working Papers, Banco de México, number 2020-02, Mar.
• Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
• Aguilar-Argaez Ana María & Diego-Fernández Forseck María & Elizondo Rocío & Roldán-Peña Jessica, 2020, "Term Premium Dynamics and its Determinants: The Mexican Case," Working Papers, Banco de México, number 2020-18, Dec.
• Valeria Bejarano-Salcedo & Juan Manuel Julio-Román & Edgar Caicedo-García & Julián Alonso Cárdenas-Cárdenas, 2020, "Entendiendo, Modelando y Pronosticando el Efecto de “El Niño” Sobre los Precios de los Alimentos: El Caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 1102, Feb, DOI: https://doi.org/10.32468/be.1102.
• Julián Alonso Cárdenas-Cárdenas & Edgar Caicedo-García & Eliana R. González Molano, 2020, "Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas," Borradores de Economia, Banco de la Republica de Colombia, number 1109, Mar, DOI: https://doi.org/10.32468/be.1109.
• Sergio Restrepo-Ángel & Hernán Rincón-Castro & Juan J. Ospina-Tejeiro, 2020, "Multiplicadores de los impuestos y del gasto público en Colombia: aproximaciones SVAR y proyecciones locales," Borradores de Economia, Banco de la Republica de Colombia, number 1114, Apr, DOI: https://doi.org/10.32468/be.1114.
• Caroline Jardet & Baptiste Meunier, 2020, "Nowcasting World GDP Growth with High-Frequency Data," Working papers, Banque de France, number 788.
• Gergely Ganics & Tatevik Sekhposyan & Barbara Rossi, 2020, "From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts," Working Papers, Barcelona School of Economics, number 1142, Jan.
• Lukas Hoesch & Tatevik Sekhposyan & Barbara Rossi, 2020, "Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence," Working Papers, Barcelona School of Economics, number 1158, Mar.
• Baranowski Paweł & Korczak Karol & Zając Jarosław, 2020, "Forecasting Cinema Attendance at the Movie Show Level: Evidence from Poland," Business Systems Research, Sciendo, volume 11, issue 1, pages 73-88, March, DOI: 10.2478/bsrj-2020-0006.
• Ferencek Aljaž & Kofjač Davorin & Škraba Andrej & Sašek Blaž & Borštnar Mirjana Kljajić, 2020, "Deep Learning Predictive Models for Terminal Call Rate Prediction during the Warranty Period," Business Systems Research, Sciendo, volume 11, issue 2, pages 36-50, October, DOI: 10.2478/bsrj-2020-0014.
• Mikhail Gareev, 2020, "Use of Machine Learning Methods to Forecast Investment in Russia," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 1, pages 35-56, March, DOI: 10.31477/rjmf.202001.35.
• Evgeny Pavlov, 2020, "Forecasting Inflation in Russia Using Neural Networks," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 1, pages 57-73, March, DOI: 10.31477/rjmf.202001.57.
• Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin, 2020, "Methods for Estimating the Gross Regional Product Leading Indicator," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 3, pages 3-29, September, DOI: 10.31477/rjmf.202003.03.
• Aleksey Ponomarenko & Svetlana Popova & Andrey Sinyakov & Natalia Turdyeva & Dmitry Chernyadyev, 2020, "Assessing the Consequences of the Pandemic for the Russian Economy Through an Input-Output Model," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 4, pages 3-17, December, DOI: 10.31477/rjmf.202004.03.
• Michael Brei & Claudio Borio & Leonardo Gambacorta, 2020, "Bank intermediation activity in a low‐interest‐rate environment," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 2, July, DOI: 10.1111/ecno.12164.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020, "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 225-251, September, DOI: 10.1111/1475-4932.12531.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020, "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 2, pages 285-310, April, DOI: 10.1111/obes.12335.
• Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020, "From carry trades to curvy trades," The World Economy, Wiley Blackwell, volume 43, issue 3, pages 758-780, March, DOI: 10.1111/twec.12877.
• BRAILA Alexandru & TOACA Zinovia, 2020, "Identification Of The Production Function By The Form Of The Marginal Characteristics, The Marginal Substitution Rate, The Elasticities And The Cost Function," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 72, issue 3, pages 8-18, November.
• Jonnathan R. Cáceres Santos, 2020, "Modelos de Machine Learning para el análisis y pronóstico de la situación financiera de bancos – Caso boliviano," Revista de Análisis del BCB, Banco Central de Bolivia, volume 33, issue 1, pages 69-91, July - De.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News media vs. FRED-MD for macroeconomic forecasting," Working Paper, Norges Bank, number 2020/14, Oct.
• Knut Are Aastveit & Tuva Marie Fastbø & Eleonora Granziera & Kenneth Sæterhagen Paulsen & Kjersti Næss Torstensen, 2020, "Nowcasting Norwegian household consumption with debit card transaction data," Working Paper, Norges Bank, number 2020/17, Nov.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate risk and commodity currencies," Working Paper, Norges Bank, number 2020/18, Dec.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News media vs. FRED-MD for macroeconomic forecasting," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2020, Oct.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate Risk and Commodity Currencies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2020, Dec.
• Hilde Christiane Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2020, "Oil and Fiscal Policy Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2020, Dec.
• Kristina Bluwstein & Marcus Buckmann & Andreas Joseph & Miao Kang & Sujit Kapadia & Özgür Simsek, 2020, "Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach," Bank of England working papers, Bank of England, number 848, Jan.
• Alexandros E. Milionis & Nikolaos G. Galanopoulos, 2020, "A study of the effect of data transformation and «linearization» on time series forecasts. A practical approach," Working Papers, Bank of Greece, number 280, Jun.
• Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020, "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers, Bank of Israel, number 2020.11, Oct.
• Hyeongwoo Kim & Soohyon Kim, 2020, "Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate," Working Papers, Economic Research Institute, Bank of Korea, number 2020-5, Feb.
• Nam Gang Lee, 2020, "Vulnerable Growth: A Revisit," Working Papers, Economic Research Institute, Bank of Korea, number 2020-22, Oct.
• Pierdzioch Christian & Gupta Rangan, 2020, "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-20, September, DOI: 10.1515/snde-2018-0083.
• Funke Michael & Loermann Julius & Moessner Richhild, 2020, "The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 63-79, June, DOI: 10.1515/snde-2019-0078.
• Rutzer, Christian & Niggli, Matthias & Weder, Rolf, 2020, "Estimating the Green Potential of Occupations: A New Approach Applied to the U.S. Labor Market," Working papers, Faculty of Business and Economics - University of Basel, number 2020/03.
• Lake, A., 2020, "Optimal Feasible Expectations in Economics and Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20105, Nov.
• Cristea, R. G., 2020, "Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20108, Nov.
• Mueller, H. & Rauh, C., 2020, "The Hard Problem of Prediction for Conflict Prevention," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2015, Mar.
• Ahmed, R. & Pesaran, M. H., 2020, "Regional Heterogeneity and U.S. Presidential Elections," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2092, Oct.
• Ba Chu & Shafiullah Qureshi, 2020, "Predicting the COVID-19 Pandemic in Canada and the US," Carleton Economic Papers, Carleton University, Department of Economics, number 20-05, May, revised 30 Jul 2020.
• Congressional Budget Office, 2020, "The Accuracy of CBO’s Budget Projections for Fiscal Year 2020," Reports, Congressional Budget Office, number 56885, Dec.
• Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2020, "State Dependence in Labor Market Fluctuations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/2, Mar.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp677, Dec.
• Markus Heinrich & Magnus Reif, 2020, "Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters," CESifo Working Paper Series, CESifo, number 8054.
• Alexandros Botsis & Christoph Görtz & Plutarchos Sakellaris, 2020, "Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms' Forecasts," CESifo Working Paper Series, CESifo, number 8148.
• Kajal Lahiri & Yongchen Zhao, 2020, "The Nordhaus Test with Many Zeros," CESifo Working Paper Series, CESifo, number 8350.
• Benedikt Janzen & Doina Maria Radulescu, 2020, "Electricity Use as a Real Time Indicator of the Economic Burden of the Covid-19-Related Lockdown: Evidence from Switzerland," CESifo Working Paper Series, CESifo, number 8363.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks," CESifo Working Paper Series, CESifo, number 8475.
• Constantin Bürgi & Nisan Gorgulu, 2020, "Social Distancing and the Economic Impact of Covid-19 in the United States," CESifo Working Paper Series, CESifo, number 8577.
• Rashad Ahmed & M. Hashem Pesaran, 2020, "Regional Heterogeneity and U.S. Presidential Elections," CESifo Working Paper Series, CESifo, number 8615.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News Media vs. FRED-MD for Macroeconomic Forecasting," CESifo Working Paper Series, CESifo, number 8639.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate Risk and Commodity Currencies," CESifo Working Paper Series, CESifo, number 8788.
• Magnus Reif, 2020, "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, October.
• Mostak Ahamed & Roxana Gutiérrez-Romero, 2020, "COVID-19 response needs to broaden financial inclusion to curb the rise in poverty," Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research, number 105, May.
• J-C Gerlach & Dongshuai Zhao, CFA & Didier Sornette, 2020, "Forecasting Financial Crashes: A Dynamic Risk Management Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-103, Dec.
• Roberto Molinari & Gaetan Bakalli & Stéphane Guerrier & Cesare Miglioli & Samuel Orso & O. Scaillet, 2020, "Swag: A Wrapper Method for Sparse Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-49, Jun.
• Rebecca Westphal & Didier Sornette, 2020, "How market intervention can prevent bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-74, Aug.
• Marc-Aurèle Divernois, 2020, "A Deep Learning Approach to Estimate Forward Default Intensities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-79, Jul.
• J-C Gerlach & Jerome L Kreuser & Didier Sornette, 2020, "Crash-sensitive Kelly Strategy built on a modified Kreuser-Sornette bubble model tested over three decades of twenty equity indices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-85, Oct.
• Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020, "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers, CIRANO, number 2020s-32, Jun.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020, "Macroeconomic Data Transformations Matter," CIRANO Working Papers, CIRANO, number 2020s-42, Aug.
• Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020, "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers, CIRANO, number 2020s-47, Sep.
• Milan Szabo, 2020, "Growth-at-Risk: Bayesian Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/3, Nov.
• Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020, "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/7, Dec.
• Ramiro Losada & Ricardo Laborda, 2020, "Non-alternative collective investment schemes, connectedness and systemic risk," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 7.
• Alfredo Trespalacios & Lina M. Cort�s & Javier Perote, 2020, "Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 18186, Jun.
• Henry Caicedo-Asprilla *, 2020, "La producción del conocimiento de las regiones competitivas: una aproximación basada en modelos de variables latentes," Estudios Gerenciales, Universidad Icesi, volume 36, issue 155, pages 177-192, DOI: 10.18046/j.estger.2020.155.3257.
• Paola Mariell Brens Ortega, 2020, "An Econometric Analysis of a Calibrated Macroeconomic Model for the Dominican Republic: A Closer Look into Monetary Policy," Documentos de Trabajo, The Latin American and Caribbean Economic Association (LACEA), number 18253, Jul.
• Rodríguez, Aldo, 2020, "Estimación Bayesiana de un Modelo de Economía Abierta con Sector Bancario," Dynare Working Papers, CEPREMAP, number 52, Feb.
• Rossi, Barbara & Ganics, Gergely & Sekhposyan, Tatevik, 2020, "From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14267, Jan.
• Reichlin, Lucrezia & Ricco, Giovanni & Hasenzagl, Thomas, 2020, "Financial Variables as Predictors of Real Growth Vulnerability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14322, Jan.
• Anderson, Kym & Wittwer, Glyn, 2020, "A Model of Global Beverage Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14387, Feb.
• Schorfheide, Frank & Liu, Laura & Moon, Hyungsik Roger, 2020, "Panel Forecasts of Country-Level Covid-19 Infectionsliu," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14790, May.
• Acharya, Viral & Bhadury, Soumya & Surti, Jay, 2020, "Financial Vulnerability and Risks to Growth in Emerging Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14962, Jun.
• Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020, "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15052, Jul.
• Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2022, "Modeling and Forecasting Macroeconomic Downside Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15109, Feb.
• Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020, "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15114, Jul.
• Rossi, Barbara & Odendahl, Florens & Sekhposyan, Tatevik, 2020, "Comparing Forecast Performance with State Dependence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15217, Aug.
• Escribano, Álvaro & Wang, Dandan, 2020, "Forecasting gasoline prices with mixed random forest error correction models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 30557, Jun.
• Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31554, Dec.
• Da Silva Neto, Anibal Emiliano & Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020, "Uncovering regimes in out of sample forecast errors from predictive regressions," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 31555, Dec.
• Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther, 2020, "Direct versus iterated multi-period Value at Risk," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30349, May.
• Carlomagno Real, Guillermo & Espasa, Antoni, 2020, "Discovering general and sectorial trends in a large set of time series," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30899, Sep.
• Casas Villalba, Maria Isabel & Mao, Xiuping & Veiga, Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31648, Dec.
• Bekaert, Geert & Panayotov, George, 2020, "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 4, pages 1063-1094, June.
• Wittwer, Glyn & Anderson, Kym, 2020, "A Model of Global Beverage Markets," Journal of Wine Economics, Cambridge University Press, volume 15, issue 3, pages 330-354, August.
• Galvão, Ana Beatriz & Lopresto, Marta, 2020, "Real-Time Probabilistic Nowcasts Of Uk Quarterly Gdp Growth Using A Mixed-Frequency Bottom-Up Approach," National Institute Economic Review, National Institute of Economic and Social Research, volume 254, issue , pages 1-11, November.
• Moulay Driss ELBOUSTY & Lahsen OUBDI, 2020, "Volatility stylized facts in the Moroccan stock market: Evidence from both aggregate and disaggregate data," Turkish Economic Review, EconSciences Journals, volume 7, issue 2, pages 111-138, July.
• Nassiba El HAROUS & Taacha El HASSAN, 2020, "Intangible capital: A strategic lever for value creation," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 139-150, October.
• Siméon Maxime BIKOUE, 2020, "The allocation of time in public administrations subject to bribery in developing countries: The basic model of labour supplu revisited," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 151-163, October.
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• Todd Henry & Peter C.B. Phillips, 2020, "Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2259, Oct.
• Андрей Захариев & Стефан Проданов & Николай Здравков, 2020, "Управленски Финансов Модел На Застрахователен Брокер В България - Методически И Приложни Аспекти," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 1-31.
• Laurent Ferrara & Anna Simoni, 2020, "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-11.
• Niango Ange Joseph Yapi, 2020, "Exchange rate predictive densities and currency risks: A quantile regression approach," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-16.
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• Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series, European Central Bank, number 2369, Feb.
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• Jarmulska, Barbara, 2020, "Random forest versus logit models: which offers better early warning of fiscal stress?," Working Paper Series, European Central Bank, number 2408, May.
• De Santis, Roberto A. & Van der Veken, Wouter, 2020, "Forecasting macroeconomic risk in real time: Great and Covid-19 Recessions," Working Paper Series, European Central Bank, number 2436, Jul.
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020, "Nowcasting with large Bayesian vector autoregressions," Working Paper Series, European Central Bank, number 2453, Aug.
• Quint, Dominic & Venditti, Fabrizio, 2020, "The influence of OPEC+ on oil prices: a quantitative assessment," Working Paper Series, European Central Bank, number 2467, Sep.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020, "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series, European Central Bank, number 2468, Sep.
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• Bańbura, Marta & Bobeica, Elena, 2020, "Does the Phillips curve help to forecast euro area inflation?," Working Paper Series, European Central Bank, number 2471, Sep.
• Venditti, Fabrizio & Veronese, Giovanni, 2020, "Global financial markets and oil price shocks in real time," Working Paper Series, European Central Bank, number 2472, Sep.
• Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020, "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 2501, Dec.
• Chia-Cheng Chen & Chun-Hung Chen & Ting-Yin Liu, 2020, "Investment Performance of Machine Learning: Analysis of S&P 500 Index," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 59-66.
• Hatice Erkekoglu & Aweng Peter Majok Garang & Adire Simon Deng, 2020, "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 268-281.
• Rim Ammar Lamouchi, 2020, "Long Memory and Stock Market Efficiency: Case of Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 29-34.
• Rialdi Azhar & Fajrin Satria Dwi Kesumah & Ambya Ambya & Febryan Kusuma Wisnu & Edwin Russel, 2020, "Application of Short-term Forecasting Models for Energy Entity Stock Price (Study on Indika Energi Tbk, JII)," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 294-301.
• Aderibigbe Israel Adekitan & Odunayo Salau, 2020, "The Significance of Stock Management to Jet Fuel Supply using Partial Least Squares," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 389-395.
• Melina Dritsaki & Chaido Dritsaki, 2020, "Forecasting European Union CO2 Emissions Using Autoregressive Integrated Moving Average-autoregressive Conditional Heteroscedasticity Models," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 411-423.
• Sameer Al-Dahidi & Salah Al-Nazer & Osama Ayadi & Shuruq Shawish & Nahed Omran, 2020, "Analysis of the Effects of Cell Temperature on the Predictability of the Solar Photovoltaic Power Production," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 208-219.
• Toto Gunarto & Rialdi Azhar & Novita Tresiana & Supriyanto Supriyanto & Ayi Ahadiat, 2020, "Accurate Estimated Model of Volatility Crude Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 228-233.
• Ambya Ambya & Toto Gunarto & Ernie Hendrawaty & Fajrin Satria Dwi Kesumah & Febryan Kusuma Wisnu, 2020, "Future Natural Gas Price Forecasting Model and Its Policy Implication," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 64-70.
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• Yan, Ruzhen & Yue, Ding & Chen, Xudong & Wu, Xu, 2020, "Non-linear characterization and trend identification of liquidity in China's new OTC stock market based on multifractal detrended fluctuation analysis," Chaos, Solitons & Fractals, Elsevier, volume 139, issue C, DOI: 10.1016/j.chaos.2020.110063.
• Yuan, Ying & Zhang, Tonghui, 2020, "Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach," Chaos, Solitons & Fractals, Elsevier, volume 140, issue C, DOI: 10.1016/j.chaos.2020.110252.
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• Dur, Ayşe & Martínez García, Enrique, 2020, "Mind the gap!—A monetarist view of the open-economy Phillips curve," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103959.
• Pham, Manh Cuong & Anderson, Heather Margot & Duong, Huu Nhan & Lajbcygier, Paul, 2020, "The effects of trade size and market depth on immediate price impact in a limit order book market," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103992.
• Li, Hong, 2020, "Volatility spillovers across European stock markets under the uncertainty of Brexit," Economic Modelling, Elsevier, volume 84, issue C, pages 1-12, DOI: 10.1016/j.econmod.2019.03.001.
• Wang, Yajing & Liang, Fang & Wang, Tianyi & Huang, Zhuo, 2020, "Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 87, issue C, pages 148-157, DOI: 10.1016/j.econmod.2019.07.014.
• McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020, "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, volume 87, issue C, pages 383-393, DOI: 10.1016/j.econmod.2019.08.011.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020, "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, volume 88, issue C, pages 341-355, DOI: 10.1016/j.econmod.2019.09.046.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je, 2020, "Volatility forecasting using related markets’ information for the Tokyo stock exchange," Economic Modelling, Elsevier, volume 90, issue C, pages 143-158, DOI: 10.1016/j.econmod.2020.05.008.
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• Qiu, Yue, 2020, "Forecasting the Consumer Confidence Index with tree-based MIDAS regressions," Economic Modelling, Elsevier, volume 91, issue C, pages 247-256, DOI: 10.1016/j.econmod.2020.06.003.
• Benchimol, Jonathan & El-Shagi, Makram, 2020, "Forecast performance in times of terrorism," Economic Modelling, Elsevier, volume 91, issue C, pages 386-402, DOI: 10.1016/j.econmod.2020.05.018.
• Xu, Yahua & Xiao, Jun & Zhang, Liguo, 2020, "Global predictive power of the upside and downside variances of the U.S. equity market," Economic Modelling, Elsevier, volume 93, issue C, pages 605-619, DOI: 10.1016/j.econmod.2020.09.006.
• Liang, Chao & Ma, Feng & Li, Ziyang & Li, Yan, 2020, "Which types of commodity price information are more useful for predicting US stock market volatility?," Economic Modelling, Elsevier, volume 93, issue C, pages 642-650, DOI: 10.1016/j.econmod.2020.03.022.
• Zhang, Yaojie & Lei, Likun & Wei, Yu, 2020, "Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101145.
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• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020, "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101165.
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• Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin, 2020, "Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.01.004.
• Yin, Anwen, 2020, "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101274.
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• Boot, Tom & Pick, Andreas, 2020, "Does modeling a structural break improve forecast accuracy?," Journal of Econometrics, Elsevier, volume 215, issue 1, pages 35-59, DOI: 10.1016/j.jeconom.2019.07.007.
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• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
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