Research classified by Journal of Economic Literature (JEL) codes

1. Nowcasting
2. Bayesian Vector autoregressions (BVARs)
3. Dynamic Factor Models

2019

• Athanasios Koutras & Ioannis A. Nikas & Alkiviadis Panagopoulos, 2019, "Towards Developing Smart Cities: Evidence from GIS Analysis on Tourists’ Behavior Using Social Network Data in the City of Athens," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Vicky Katsoni & Marival Segarra-Oña, "Smart Tourism as a Driver for Culture and Sustainability", DOI: 10.1007/978-3-030-03910-3_28.
• Daria Maltseva & Vladimir Batagelj, 2019, "Social network analysis as a field of invasions: bibliographic approach to study SNA development," Scientometrics, Springer;Akadémiai Kiadó, volume 121, issue 2, pages 1085-1128, November, DOI: 10.1007/s11192-019-03193-x.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019, "Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis," ESRB Working Paper Series, European Systemic Risk Board, number 90, Mar.
• Randolph Luca Bruno & Elodie Douarin & Julia Korosteleva & Slavo Radosevic, 2019, "Determinants of Productivity Gap in the European Union: A Multilevel Perspective," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2019/25, Aug.
• Rachida Ouysse, 2019, "Constrained principal components estimation of large approximate factor models," Discussion Papers, School of Economics, The University of New South Wales, number 2017-12a, Dec.
• Chloé van Biljon & Cobus Burger, 2019, "The period effect: the effect of menstruation on absenteeism of school girls in Limpopo," Working Papers, Stellenbosch University, Department of Economics, number 20/2019.
• Simon Beyeler & Sylvia Kaufmann, 2019, "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers, Swiss National Bank, Study Center Gerzensee, number 16.08R, Mar.
• Massimo Franchi & Paolo Paruolo, 2019, "A general inversion theorem for cointegration," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 10, pages 1176-1201, November, DOI: 10.1080/07474938.2018.1536100.
• Yacine Aït-Sahalia & Dacheng Xiu, 2019, "Principal Component Analysis of High-Frequency Data," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 525, pages 287-303, January, DOI: 10.1080/01621459.2017.1401542.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019, "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 526, pages 831-843, April, DOI: 10.1080/01621459.2018.1448827.
• Alexander N. Bogin & William M. Doerner, 2019, "Property Renovations and Their Impact on House Price Index Construction," Journal of Real Estate Research, Taylor & Francis Journals, volume 41, issue 2, pages 249-284, April, DOI: 10.1080/10835547.2019.12091526.
• Prüfer, Jens & Prüfer, Patricia, 2019, "Data Science for Entrepreneurship Research : Studying Demand Dynamics for Entrepreneurial Skills in the Netherlands," Discussion Paper, Tilburg University, Center for Economic Research, number 2019-005.
• Prüfer, Jens & Prüfer, Patricia, 2019, "Data Science for Entrepreneurship Research : Studying Demand Dynamics for Entrepreneurial Skills in the Netherlands," Other publications TiSEM, Tilburg University, School of Economics and Management, number 83a4ca9e-c0cd-4786-ac8c-9.
• Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2019, "Are Small Farms Really more Productive than Large Farms?," Working Papers, University of Toronto, Department of Economics, number tecipa-647, Sep.
• Gabriela Mordecki & Ronald Miranda, 2019, "Real Exchange Rate Volatility and Exports: A Study for Four Selected Commodity Exporting Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 66, issue 4, pages 411-437.
• Chiara Elena Dalla & Menon Martina & Perali Federico, 2019, "An Integrated Database to Measure Living Standards," Journal of Official Statistics, Sciendo, volume 35, issue 3, pages 531-576, September, DOI: 10.2478/jos-2019-0023.
• Koen Jochmans & Martin Weidner, 2019, "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, volume 87, issue 5, pages 1543-1560, September, DOI: 10.3982/ECTA14605.
• Timo Bettendorf, 2019, "Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 296-312, January, DOI: 10.1002/ijfe.1663.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019, "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 34, issue 7, pages 1027-1049, November, DOI: 10.1002/jae.2722.
• Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019, "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers, Deutsche Bundesbank, number 15/2019.
• Krstić, Živko & Seljan, Sanja & Zoroja, Jovana, 2019, "Visualization of Big Data Text Analytics in Financial Industry: A Case Study of Topic Extraction for Italian Banks," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019".
• Dragota, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019, "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2019-41.
• Doanh Khanh Nguyen & Van Ngoc Thi Pham & Heo, Yoon, 2019, "Impact of institutional and cultural distance on ASEAN's trade efficiency," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2019-57.
• Dragotă, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019, "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 13, pages 1-35, DOI: 10.5018/economics-ejournal.ja.2019-.
• Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019, "Persistent zeros: The extensive margin of trade," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2139.
• Härdle, Wolfgang Karl & Schulz, Rainer & Xie, Taojun, 2019, "Cooling Measures and Housing Wealth: Evidence from Singapore," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-001.
• Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019, "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-002.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019, "Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 125, DOI: 10.5445/IR/1000092476.
• Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019, "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203656.

2018

• Ogerta Elezaj & Dhimitri Tole, 2018, "Big Data: Potential, Challenges, And Implications In Official Statistics," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 95-99, September, DOI: 10.12955/cbup.v6.1139.
• Riccardo Borghi & Eric Hillebrand & Jakob Mikkelsen & Giovanni Urga, 2018, "The dynamics of factor loadings in the cross-section of returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-38, Dec.
• Djogbenou, Antoine A., 2018, "Comovements in the Real Activity of Developed and Emerging Economies: A Test of Global versus Specific International Factors," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274718, Apr, DOI: 10.22004/ag.econ.274718.
• Rui Pedro Brito & Helder Sebastião & Pedro Godinho, 2018, "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 4, pages 365-383, December.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018, "Generating Univariate Fractional Integration within a Large VAR(1)," AMSE Working Papers, Aix-Marseille School of Economics, France, number 1844, Dec.
• Jan Vavřina & Lubor Lacina, 2018, "Profitability of foodstuff processing companies in V4 countries during the 2008-2012 economic crisis," Society and Economy, Akadémiai Kiadó, Hungary, volume 40, issue 2, pages 245-270, June.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018, "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, volume 10, issue 1, pages 615-643, August, DOI: 10.1146/annurev-economics-080217-05.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201801, Jan, revised Jan 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 201803, Apr, revised Jun 2018.
• Christoph Breunig & Enno Mammen & Anna Simoni, 2018, "Ill-posed Estimation in High-Dimensional Models with Instrumental Variables," Papers, arXiv.org, number 1806.00666, Jun, revised Aug 2020.
• Zhan Gao & Zhentao Shi, 2018, "Implementing Convex Optimization in R: Two Econometric Examples," Papers, arXiv.org, number 1806.10423, Jun, revised Aug 2019.
• Matthew Harding & Carlos Lamarche, 2018, "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers, arXiv.org, number 1808.03364, Aug.
• Stephan Smeekes & Etienne Wijler, 2018, "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers, arXiv.org, number 1809.08889, Sep, revised Jul 2020.
• Eoghan O'Neill & Melvyn Weeks, 2018, "Causal Tree Estimation of Heterogeneous Household Response to Time-Of-Use Electricity Pricing Schemes," Papers, arXiv.org, number 1810.09179, Oct, revised Oct 2019.
• Harold D. Chiang, 2018, "Many Average Partial Effects: with An Application to Text Regression," Papers, arXiv.org, number 1812.09397, Dec, revised Jan 2022.
• Emilia VASILE & Danut-Octavian SIMION & George CALOTA, 2018, "Propositional calculation for expert systems in economics," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 50, issue 2, pages 9-19, June.
• Danut-Octavian SIMION & Emilia VASILE, 2018, "Usage of informational systems in economic applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 51, issue 3, pages 9-23, September.
• Emilia VASILE, 2018, "The Strategy Of Improving Informational Systems Through Economic Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 52, issue 4, pages 9-21, December.
• Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018, "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1882.
• Heather L.R. Tierney & Jiyoon Kim & Zafar Nazarov, 2018, "The Effects of Temporal Aggregation on Search Engine Data," Review of Economics & Finance, Better Advances Press, Canada, volume 12, pages 57-71, May.
• Hicham Ganga & Javier Alonso & Vincenzo Spiezia & Jan Tscheke, 2018, "Patterns of domestic and cross-border e-commerce in Spain: A gravitational model approach," Working Papers, BBVA Bank, Economic Research Department, number 18/18, Dec.
• Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2018, "Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?," Staff Working Papers, Bank of Canada, number 18-12, DOI: 10.34989/swp-2018-12.
• Narayan Bulusu & Pierre Guérin, 2018, "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers, Bank of Canada, number 18-5, DOI: 10.34989/swp-2018-5.
• Sandra García-Uribe, 2018, "Multidimensional media slant: complementarities in news reporting by US newspapers," Working Papers, Banco de España, number 1817, Jun.
• Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2018, "Big Data And Big Cities: The Promises And Limitations Of Improved Measures Of Urban Life," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 114-137, January, DOI: 10.1111/ecin.12364.
• José M. Cordero & Víctor Cristóbal & Daniel Santín, 2018, "Causal Inference On Education Policies: A Survey Of Empirical Studies Using Pisa, Timss And Pirls," Journal of Economic Surveys, Wiley Blackwell, volume 32, issue 3, pages 878-915, July, DOI: 10.1111/joes.12217.
• Vegard H. Larsen & Leif Anders Thorsrud, 2018, "Business cycle narratives," Working Paper, Norges Bank, number 2018/3, Feb.
• Vegard H ghaug Larsen & Leif Anders Thorsrud, 2018, "Business cycle narratives," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 6/2018, Apr.
• Hilde C. Bjørnland & Julia Zhulanova, 2018, "The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 8/2018, Oct.
• Shakeeb Khan & Denis Nekipelov & Justin Rao, 2018, "Measuring the Return to Online Advertising: Estimation and Inference of Endogenous Treatment Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 946, Feb.
• Matei Demetrescu & Sinem Hacioglu Hoke, 2018, "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers, Bank of England, number 723, May.
• Arthur Turrell & Bradley Speigner & Jyldyz Djumalieva & David Copple & James Thurgood, 2018, "Using job vacancies to understand the effects of labour market mismatch on UK output and productivity," Bank of England working papers, Bank of England, number 737, Jul.
• Arthur Turrell & James Thurgood & Jyldyz Djumalieva & David Copple & Bradley Speigner, 2018, "Using online job vacancies to understand the UK labour market from the bottom-up," Bank of England working papers, Bank of England, number 742, Jul.
• Vladimir Lazarov & Marc Hinterschweiger, 2018, "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers, Bank of England, number 760, Oct.
• Nikoleta Anesti & Ana Galvão & Silvia Miranda-Agrippino, 2018, "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers, Bank of England, number 764, Nov.
• Wucherpfennig, Julian & Kachi, Aya & Bormann, Nils-Christian & Hunziker, Philipp, 2018, "Estimating Interdependence Across Space, Time and Outcomes in Binary Choice Models Using Pseudo Maximum Likelihood Estimators," Working papers, Faculty of Business and Economics - University of Basel, number 2018/11.
• Anna Gloria Billé & Leopoldo Catania, 2018, "Dynamic Spatial Autoregressive Models with Time-varying Spatial Weighting Matrices," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS55, Sep.
• Guo, P. & Lam, J. & Li, V., 2018, "A novel machine learning approach for identifying the drivers of domestic electricity users’ price responsiveness," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1844, Aug.
• O'Neill, E. & Weeks, M., 2018, "Causal Tree Estimation of Heterogeneous Household Response to Time-Of-Use Electricity Pricing Schemes," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1865, Oct.
• Hafner, C. & Linton, O. & Tang, H., 2018, "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1878, Sep.
• George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018, "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series, CESifo, number 7401.
• Magnus Reif, 2018, "Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 265.
• Markus Heinrich & Magnus Reif, 2018, "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 273.
• Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018, "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers, Centre for Macroeconomics (CFM), number 1824, Aug.
• Dhruv Grover & Sebastian Bauhoff & Jed Friedman, 2018, "Using Supervised Learning to Select Audit Targets in Performance-Based Financing in Health: An Example from Zambia," Working Papers, Center for Global Development, number 481, Apr.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018, "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-30, Apr.
• Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-71, Nov.
• Ricardo Hausmann & Julian Hinz & Muhammed A. Yildirim, 2018, "Measuring Venezuelan Emigration with Twitter," CID Working Papers, Center for International Development at Harvard University, number 342, May.
• Martin Gurtler, 2018, "What Influences Private Investment? The Case of the Czech Republic," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/14, Dec.
• J Gallego & G Rivero & J.D. MartÔøΩnez, 2018, "Preventing rather than Punishing: An Early Warning Model of Malfeasance in Public Procurement," Documentos de Trabajo, Universidad del Rosario, number 16724, Sep.
• Eduardo Rosas Rojas & M�nica C. Mimbrera Delgado, 2018, "Inflación y volatilidad cambiaria en México (1969-2017)," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17297, Jul.
• Henry Sebastián Rangel Quinonez & Gabriel Y��ez Canal, 2018, "Clasificación por capitales de una muestra de microempresarios del Área Metropolitana de Bucaramanga a partir del Análisis de Correspondencia Múltiple," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 17302, Jul.
• Eduardo Rosas Rojas & Teresa L�pez Gonz�lez, 2018, "Inflación e incertidumbre inflacionaria: la postura del Banco de México, 1969-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 2, pages 349-372.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018, "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018018, Jun.
• Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018, "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12589, Jan.
• Gonzalo Villa-Cox & Everardo Quezada & Joseph Aguilar-Bohorquez & Ivanna Valverde-Bajana & Paul Vera-Gilces, 2018, "Diseño experimental para la entrada de una firma en un mercado monopolístico con efectos de red: caso de estudio con estudiantes de pregrado en un rol empresarial," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 115, pages 130-139, Enero.
• Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018, "Modelling And Estimating Individual And Firm Effects With Count Panel Data," ASTIN Bulletin, Cambridge University Press, volume 48, issue 3, pages 1049-1078, September.
• Bruce Headey & Gert G. Wagner, 2018, "Alternative Values-Based ‘Recipes’ for Life Satisfaction: German Results with an Australian Replication," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 982.
• Maximilian Schäfer & Geza Sapi & Szabolcs Lorincz, 2018, "The Effect of Big Data on Recommendation Quality: The Example of Internet Search," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1730.
• Fornaro, Paolo & Luomaranta, Henri, 2018, "Aggregate fluctuations and the effect of large corporations: Evidence from Finnish monthly data," Economic Modelling, Elsevier, volume 70, issue C, pages 245-258, DOI: 10.1016/j.econmod.2017.11.012.
• Jones, Benjamin A., 2018, "Forest-attacking Invasive Species and Infant Health: Evidence From the Invasive Emerald Ash Borer," Ecological Economics, Elsevier, volume 154, issue C, pages 282-293, DOI: 10.1016/j.ecolecon.2018.08.010.
• Xiang, Jingjie & Li, Kunpeng & Cui, Guowei, 2018, "A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models," Economics Letters, Elsevier, volume 171, issue C, pages 144-148, DOI: 10.1016/j.econlet.2018.07.029.
• Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien, 2018, "Generating univariate fractional integration within a large VAR(1)," Journal of Econometrics, Elsevier, volume 204, issue 1, pages 54-65, DOI: 10.1016/j.jeconom.2018.01.002.
• Corradi, Valentina & Silvapulle, Mervyn J. & Swanson, Norman R., 2018, "Testing for jumps and jump intensity path dependence," Journal of Econometrics, Elsevier, volume 204, issue 2, pages 248-267, DOI: 10.1016/j.jeconom.2018.02.004.
• Lam, Clifford & Feng, Phoenix, 2018, "A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 226-257, DOI: 10.1016/j.jeconom.2018.06.001.
• Chen, Le-Yu & Lee, Sokbae, 2018, "Best subset binary prediction," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 39-56, DOI: 10.1016/j.jeconom.2018.05.001.
• Jåstad, Eirik Ogner & Mustapha, Walid Fayez & Bolkesjø, Torjus Folsland & Trømborg, Erik & Solberg, Birger, 2018, "Modelling of uncertainty in the economic development of the Norwegian forest sector," Journal of Forest Economics, Elsevier, volume 32, issue C, pages 106-115, DOI: 10.1016/j.jfe.2018.04.005.
• Hofmarcher, Paul & Crespo Cuaresma, Jesus & Grün, Bettina & Humer, Stefan & Moser, Mathias, 2018, "Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 150-165, DOI: 10.1016/j.jmacro.2018.05.005.
• Kareem, Olayinka Idowu, 2018, "The determinants of large-scale land investments in Africa," Land Use Policy, Elsevier, volume 75, issue C, pages 180-190, DOI: 10.1016/j.landusepol.2018.03.039.
• Whitaker, Stephan D., 2018, "Big Data versus a survey," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 285-296, DOI: 10.1016/j.qref.2017.07.011.
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018, "Nowcasting New Zealand GDP Using Machine Learning Algorithms," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-47, Sep.
• Brian Micallef, 2018, "Constructing an index to examine house price misalignment with fundamentals in Malta," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 11, issue 2, pages 315-334, January, DOI: 10.1108/IJHMA-11-2017-0099.
• Franses, Ph.H.B.F. & Wiemann, T., 2018, "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-30, Aug.
• Peiyang Guo & Jacqueline CK Lam & Victor OK Li, 2018, "A novel machine learning approach for identifying the drivers of domestic electricity users' price responsiveness," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG 1824, Aug.
• Jan Janku & Zuzana Kucerova, 2018, "Successful Crowdfunding Campaigns: The Role of Project Specifics, Competition and Founders’ Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 351-373, September.
• Trucíos Maza, Carlos César & Hotta, Luiz Koodi & Pereira, Pedro L. Valls, 2018, "On the robustness of the principal volatility components," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 474, Mar.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Assessing International Commonality in Macroeconomic Uncertainty and Its Effects," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1803, Mar, DOI: 10.26509/frbc-wp-201803.
• Jack DeWaard & Janna Johnson & Stephan D. Whitaker, 2018, "Internal Migration in the United States: A Comparative Assessment of the Utility of the Consumer Credit Panel," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1804, Mar, DOI: 10.26509/frbc-wp-201804.
• Christopher L. Foote & Lara Loewenstein & Paul S. Willen, 2018, "Technological Innovation in Mortgage Underwriting and the Growth in Credit: 1985-2015," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1816, Dec, DOI: 10.26509/frbc-wp-201816.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz & Tyler Radler, 2018, "Using Payroll Processor Microdata to Measure Aggregate Labor Market Activity," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-005, Jan, DOI: 10.17016/FEDS.2018.005.
• Gregory J. Cohen & Melanie Friedrichs & Kamran Gupta & William Hayes & Seung Jung Lee & W. Blake Marsh & Nathan Mislang & Maya Shaton & Martin Sicilian, 2018, "The U.S. Syndicated Loan Market : Matching Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-085, Dec, DOI: 10.17016/FEDS.2018.085.
• Gregory J. Cohen & Melanie Friedrichs & Kamran Gupta & William Hayes & Seung Jung Lee & W. Blake Marsh & Nathan Mislang & Maya Shaton & Martin Sicilian, 2018, "The U.S. Syndicated Loan Market: Matching Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 18-9, Dec, DOI: 10.18651/RWP2018-09.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic predictions with big data: the illusion of sparsity," Staff Reports, Federal Reserve Bank of New York, number 847, Apr.
• Niels Framroze Møller & Laura Mørch Andersen & Lars Gårn Hansen & Carsten Lynge Jensen, 2018, "Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2018/06, May.
• Ricardo Hausmann & Julian Hinz & Muhammed A. Yildirim, 2018, "Measuring Venezuelan Emigration with Twitter," Growth Lab Working Papers, Harvard's Growth Lab, number 113, May.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018, "Generating univariate fractional integration within a large VAR(1)," Post-Print, HAL, number hal-01980783, DOI: 10.1016/j.jeconom.2018.01.002.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018, "Econometrics and Machine Learning," Post-Print, HAL, number hal-02163979, DOI: 10.24187/ecostat.2018.505d.1970.
• Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018, "Generating Univariate Fractional Integration within a Large VAR(1)," Working Papers, HAL, number halshs-01944588, Dec.
• Baum, Christopher F & Lööf, Hans & Perez, Luis & Stephan, Andreas, 2018, "Offshoring and Innovation Capabilities: Evidence from Swedish Manufacturing," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 469, Jun.
• Trapp, Andrew C. & Teytelboym, Alexander & Martinello, Alessandro & Andersson, Tommy & Ahani, Narges, 2018, "Placement Optimization in Refugee Resettlement," Working Papers, Lund University, Department of Economics, number 2018:23, Oct, revised 20 Mar 2020.
• Ilya Kuzminov & Pavel Bakhtin & Elena Khabirova & Maxim Kotsemir & Alina Lavrynenko, 2018, "Mapping the Radical Innovations in Food Industry: A Text Mining Study," HSE Working papers, National Research University Higher School of Economics, number WP BRP 80/STI/2018.
• Ilya Kuzminov & Pavel Bakhtin & Elena Khabirova & Irina V. Loginova, 2018, "Detecting and Validating Global Technology Trends Using Quantitative and Expert-Based Foresight Techniques," HSE Working papers, National Research University Higher School of Economics, number WP BRP 82/STI/2018.
• Ilya Kuzminov & Irina Loginova & Elena Khabirova, 2018, "Stress Scenario Development: Global Challenges For The Russian Agricultural Sector," HSE Working papers, National Research University Higher School of Economics, number WP BRP 88/STI/2018.
• Michael Vogt & Oliver Linton, 2018, "Multiscale clustering of nonparametric regression curves," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/18, Jan.
• Koen Jochmans & Martin Weidner, 2018, "Fixed-effect regressions on network data," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP44/18, Jul.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018, "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201806, Mar, revised Mar 2018.
• Montserrat Guillen & Ana M. Pérez-Marín & Mercedes Ayuso & Jens Perch Nielsen, 2018, "“Exposure to risk increases the excess of zero accident claims frequency in automobile insurance”," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 201810, May, revised May 2018.
• Susana Santos & Tanya Araújo, 2018, "The network of inter-industry flows in a SAM framework," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/40, May.
• Headey, Bruce & Wagner, Gert G., 2018, "Alternative Values-Based 'Recipes' for Life Satisfaction: German Results with an Australian Replication," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11818, Sep.
• Dynarski, Susan & Jacob, Brian A. & Kreisman, Daniel, 2018, "How Important Are Fixed Effects and Time Trends in Estimating Returns to Schooling? Evidence from a Replication of Jacobson, Lalonde and Sullivan, 2005," IZA Discussion Papers, Institute of Labor Economics (IZA), number 11935, Nov.
• Jonathan Hersh & Matthew Harding, 2018, "Big Data in economics," IZA World of Labor, Institute of Labor Economics (IZA), pages 451-451, September.
• Kevin Momanyi, 2018, "A Structural Model of The Demand For Telecare," 2018 Papers, Job Market Papers, number pmo1170, Jul.
• James Lo, 2018, "Dynamic ideal point estimation for the European Parliament, 1980–2009," Public Choice, Springer, volume 176, issue 1, pages 229-246, July, DOI: 10.1007/s11127-018-0551-3.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-07, Oct.
• Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018, "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2018-08, Dec.
• Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018, "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 8, Jun.
• Ian Borg & Germano Ruisi, 2018, "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers, Central Bank of Malta, number WP/04/2018.
• Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz, 2018, "Anomaly detection in streaming nonstationary temporal data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/18.
• Dominic Coey & Bradley Larsen & Kane Sweeney & Caio Waisman, 2018, "The Simple Empirics of Optimal Online Auctions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24698, Jun.
• Steven F. Lehrer & Tian Xie, 2018, "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers, National Bureau of Economic Research, Inc, number 24755, Jun.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018, "Empirical Asset Pricing via Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 25398, Dec.
• Benjamin Sakarovitch & Marie-Pierre de Bellefon & Pauline Givord & Maarten Vanhoof, 2018, "Estimating the Residential Population from Mobile Phone Data, an Initial Exploration," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 109-132, DOI: https://doi.org/10.24187/ecostat.20.
• Lorie Dudoignon & Fabienne Le Sager & Aurélie Vanheuverzwyn, 2018, "Big Data and Audience Measurement: A Marriage of Convenience?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 133-146, DOI: https://doi.org/10.24187/ecostat.20.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018, "Econometrics and Machine Learning," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 147-169, DOI: https://doi.org/10.24187/ecostat.20.
• George Kapetanios & Fotis Papailias, 2018, "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-12, Jul.
• Paul Labonne & Martin Weale, 2018, "Temporal disaggregation of overlapping noisy quarterly data using state space models: Estimation of monthly business sector output from Value Added Tax data in the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers, Economic Statistics Centre of Excellence (ESCoE), number ESCoE DP-2018-18, Dec.
• Tommaso Proietti & Alessandro Giovannelli, 2018, "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, volume 105, issue 4, pages 783-795.
• Jon Kleinberg & Himabindu Lakkaraju & Jure Leskovec & Jens Ludwig & Sendhil Mullainathan, 2018, "Human Decisions and Machine Predictions," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 1, pages 237-293.
• Oprea Simona Vasilica & Bâra Adela & Elefterescu LuminiÈ›a, 2018, "Decision Support System Design for Photovoltaic Systems Operation and Maintenance by using Big Data Technologies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 104-110, July.
• Bâra Adela & Oprea Simona Vasilica & PreoÈ›escu Dan, 2018, "Data Management for Photovoltaic Power Plants Operation and Maintenance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 70-75, July.
• David Troncoso-Ponce, 2018, "Estimation of competing risks duration models with unobserved heterogeneity using hsmlogit," Working Papers, Universidad Pablo de Olavide, Department of Economics, number 18.03, Feb.
• Garanasvili, Antanina & Kazimierczak, Michal & Lazaridis, George, 2018, "The Use of Intellectual Property Right Bundles by Firms in Copyright Intensive Industries," MPRA Paper, University Library of Munich, Germany, number 109493, revised 2021.
• Tierney, Heather L.R. & Kim, Jiyoon (June) & Nazarov, Zafar, 2018, "The Effects of Temporal Aggregation on Search Engine Data," MPRA Paper, University Library of Munich, Germany, number 84474, Jan.
• Chakraborty, Lekha S & Singh, Yadawendra, 2018, "Fiscal Policy, as the “Employer of Last Resort”: Impact of Direct fiscal transfer (MGNREGA) on Labour Force Participation Rates in India," MPRA Paper, University Library of Munich, Germany, number 85225.
• Verstappen, Ksenia, 2018, "Economics of big data: review of best papers for January 2018," MPRA Paper, University Library of Munich, Germany, number 85520, Feb.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2018, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper, University Library of Munich, Germany, number 89449, Oct.
• Asante Gyamerah, Samuel & Ngare, Philip & Ikpe, Dennis, 2018, "A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives," MPRA Paper, University Library of Munich, Germany, number 89680, May, revised 10 Jul 2018.
• bailek, Alexandra, 2018, "Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning," MPRA Paper, University Library of Munich, Germany, number 89875, Oct.
• Ogunlesi, Ayodeji, 2018, "Agricultural Productivity, Fiscal and Trade Policies Nexus in Sub-Saharan Africa: A Panel Structural Vector Error Correction Model Analysis," MPRA Paper, University Library of Munich, Germany, number 90202, Oct.
• Aleksandra Halka & Grzegorz Szafranski, 2018, "What Common Factors are Driving Inflation in CEE Countries?," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 2, pages 131-148, DOI: 10.18267/j.pep.640.
• Jan Hanousek & Štěpán Jurajda, 2018, "Názvy společností a jejich vliv na výkonnost firem
  [Corporate Names and Performance]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 6, pages 671-688, DOI: 10.18267/j.polek.1218.
• Chantawit Tantasith & Nasha Ananchotikul & Chatlada Chotanakarn & Vorada Limjaroenrat & Runchana Pongsaparn, 2018, "The Impact of LTV policy on Bank Lending: Evidence from Disaggregate Housing Loan Data," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 90, Jul.
• Anttonen, Jetro, 2018, "Nowcasting the Unemployment Rate in the EU with Seasonal BVAR and Google Search Data," ETLA Working Papers, The Research Institute of the Finnish Economy, number 62, Nov.
• Abdessamad SAIDI & Sara BENAZZI & Jawad EL OTHMANI, 2018, "Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2018-1, May.
• Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2018, "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 15-2, Jan.
• Jin-Myon Lee & Kayoung Park, 2018, "Utilization and Development of Big Data for Official Statistics," Industrial Economic Review, Korea Institute for Industrial Economics and Trade, number 18-1, Feb.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018, "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, volume 10, issue 1-2, pages 96-125, June, DOI: 10.1177/0974930618813749.
• Łukasz Lipiński & Michał Bernardelli, 2018, "Anonimowość w Internecie – identyfikacja płci użytkowników na podstawie historii odwiedzanych stron internetowych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 53, pages 147-162.
• Philipp Otto & Wolfgang Schmid, 2018, "Spatiotemporal analysis of German real-estate prices," The Annals of Regional Science, Springer;Western Regional Science Association, volume 60, issue 1, pages 41-72, January, DOI: 10.1007/s00168-016-0789-y.
• Milena Stróżyna & Gerd Eiden & Witold Abramowicz & Dominik Filipiak & Jacek Małyszko & Krzysztof Węcel, 2018, "A framework for the quality-based selection and retrieval of open data - a use case from the maritime domain," Electronic Markets, Springer;IIM University of St. Gallen, volume 28, issue 2, pages 219-233, May, DOI: 10.1007/s12525-017-0277-y.
• Inske Pirschel & Maik H. Wolters, 2018, "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, volume 55, issue 2, pages 573-596, September, DOI: 10.1007/s00181-017-1286-6.
• Grégoire Lagasnerie & Anne-Sophie Aguadé & Pierre Denis & Anne Fagot-Campagna & Christelle Gastaldi-Menager, 2018, "The economic burden of diabetes to French national health insurance: a new cost-of-illness method based on a combined medicalized and incremental approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 2, pages 189-201, March, DOI: 10.1007/s10198-017-0873-y.
• Valerie Moran & Rowena Jacobs, 2018, "Investigating the relationship between costs and outcomes for English mental health providers: a bi-variate multi-level regression analysis," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 5, pages 709-718, June, DOI: 10.1007/s10198-017-0915-5.
• Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018, "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, volume 6, issue 1, pages 139-168, June, DOI: 10.1007/s40070-018-0079-2.
• Raïsa Basselier & David Antonio Liedo & Geert Langenus, 2018, "Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 1, pages 1-46, April, DOI: 10.1007/s41549-017-0022-9.
• Alain Galli, 2018, "Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 14, issue 2, pages 179-218, November, DOI: 10.1007/s41549-018-0030-4.
• Tanya Araújo & Elsa Fontainha, 2018, "Are scientific memes inherited differently from gendered authorship?," Scientometrics, Springer;Akadémiai Kiadó, volume 117, issue 2, pages 953-972, November, DOI: 10.1007/s11192-018-2903-7.
• Nicolaas Johannes Odendaal & Monique Reid, 2018, "Media based sentiment indices as an alternative measure of consumer confidence," Working Papers, Stellenbosch University, Department of Economics, number 17/2018.
• Jochen Lüdering, 2018, "Standing and ‘survival’ in the adult film industry," Applied Economics, Taylor & Francis Journals, volume 50, issue 16, pages 1812-1823, April, DOI: 10.1080/00036846.2017.1374542.
• Mahmut Gunay, 2018, "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 18, issue 4, pages 149-161.
• Mahmut Gunay, 2018, "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1805.
• Marta Banbura & Andries van Vlodrop, 2018, "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-025/IV, Mar.
• Andries C. van Vlodrop & Andre (A.) Lucas, 2018, "Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-099/III, Dec.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018, "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, volume 100, issue 5, pages 799-815, December.
• Giacomo Caterini, 2018, "Classifying Firms with Text Mining," DEM Working Papers, Department of Economics and Management, number 2018/09.
• Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018, "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers, University of California at Riverside, Department of Economics, number 201908, Sep.
• Tae-Hwy Lee & Yundong Tu, 2018, "Forecasting Using Supervised Factor Models," Working Papers, University of California at Riverside, Department of Economics, number 201909, Dec.
• Oleksandr Faryna & Oleksandr Talavera & Tetiana Yukhymenko, 2018, "What Drives the Difference between Online and Official Price Indexes?," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 243, pages 21-32, DOI: 10.26531/vnbu2018.243.021.
• Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
• Mengheng Li & Marcel Scharth, 2018, "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 49, Aug.
• Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018, "Credit Risk Analysis using Machine and Deep learning models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:08.
• Brito Rui Pedro & Sebastião Helder & Godinho Pedro, 2018, "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 4, pages 365-383, December, DOI: 10.2478/saeb-2018-0030.
• Zekić-Sušac Marijana & Scitovski Rudolf & Has Adela, 2018, "Cluster analysis and artificial neural networks in predicting energy efficiency of public buildings as a cost-saving approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 4, issue 2, pages 57-66, November, DOI: 10.2478/crebss-2018-0013.
• Oliver Reiter & Robert Stehrer, 2018, "Trade Policies and Integration of the Western Balkans," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 148, May.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018, "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models," Econometrica, Econometric Society, volume 86, issue 4, pages 1479-1512, July, DOI: 10.3982/ECTA14176.
• Susan Dynarski & Brian Jacob & Daniel Kreisman, 2018, "How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 1098-1108, November, DOI: 10.1002/jae.2653.