Research classified by Journal of Economic Literature (JEL) codes

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

2022

• Jushan Bai & Jiangtao Duan & Xu Han, 2022, "Likelihood ratio test for structural changes in factor models," Papers, arXiv.org, number 2206.08052, Jun, revised Dec 2023.
• Joshua C. C. Chan & Xuewen Yu, 2022, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Papers, arXiv.org, number 2206.08438, Jun.
• Maximilian Ruecker & Michael Vogt & Oliver Linton & Christopher Walsh, 2022, "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Papers, arXiv.org, number 2206.12152, Jun, revised Aug 2025.
• Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.
• James T. E. Chapman & Ajit Desai, 2022, "Macroeconomic Predictions using Payments Data and Machine Learning," Papers, arXiv.org, number 2209.00948, Sep.
• Tae-Hwy Lee & Ekaterina Seregina, 2022, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers, arXiv.org, number 2209.01697, Sep, revised Sep 2023.
• Aleksandar Keseljevic & Rok Spruk, 2022, "Estimating the Effects of Syrian Civil War," Papers, arXiv.org, number 2209.03046, Sep.
• Jinyuan Chang & Qing Jiang & Xiaofeng Shao, 2022, "Testing the martingale difference hypothesis in high dimension," Papers, arXiv.org, number 2209.04770, Sep, revised Sep 2022.
• Matteo Barigozzi & Daniele Massacci, 2022, "Modelling Large Dimensional Datasets with Markov Switching Factor Models," Papers, arXiv.org, number 2210.09828, Oct, revised Dec 2024.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent Asset Allocation Using Neural Networks," Papers, arXiv.org, number 2211.00871, Nov.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," Papers, arXiv.org, number 2212.05841, Dec.
• Emilia VASILE & Danut Octavian SIMION, 2022, "Establishing And Achieving The Objectives Of Economic Information Systems Through Algorithms Specific To Business Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 65, issue 1, pages 9-18, March.
• Danut Octavian SIMION & Emilia VASILE, 2022, "Optimizing Economic Applications By Optimizing Data Flows Present In Different Modules Integrated In Informatics Technology Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 66, issue 2, pages 54-63, September.
• Jack Jewson & Li Li & Laura Battaglia & Stephen Hansen & David Rossell & Piotr Zwiernik, 2022, "Graphical model inference with external network data," CeMMAP working papers, Institute for Fiscal Studies, number 20/22, Nov, DOI: 10.47004/wp.cem.2022.2022.
• Maxim Ralchenko & Adrian Walton, 2022, "Historical Data on Repurchase Agreements from the Canadian Depository for Securities," Technical Reports, Bank of Canada, number 121, DOI: 10.34989/tr-121.
• Thibaut Duprey & Daniel E. Rigobon & Philip Schnattinger & Artur Kotlicki & Soheil Baharian & T. R. Hurd, 2022, "Business Closures and (Re)Openings in Real Time Using Google Places," Staff Working Papers, Bank of Canada, number 22-1, Jan, DOI: 10.34989/swp-2022-1.
• James Chapman & Ajit Desai, 2022, "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers, Bank of Canada, number 22-10, Mar, DOI: 10.34989/swp-2022-10.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," Staff Working Papers, Bank of Canada, number 22-38, Sep, DOI: 10.34989/swp-2022-38.
• Gustavo Silva Araujo & Wagner Piazza Gaglianone, 2022, "Machine Learning Methods for Inflation Forecasting in Brazil: new contenders versus classical models," Working Papers Series, Central Bank of Brazil, Research Department, number 561, Jul.
• Andrés Alonso & José Manuel Carbó, 2022, "Accuracy of explanations of machine learning models for credit decisions," Working Papers, Banco de España, number 2222, Jun.
• Giuseppe Cascarino & Mirko Moscatelli & Fabio Parlapiano, 2022, "Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 674, Mar.
• Valerio Astuti & Marta Crispino & Marco Langiulli & Juri Marcucci, 2022, "Textual analysis of a Twitter corpus during the COVID-19 pandemics," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 692, Jun.
• Rayane Hanifi & Klodiana Istrefi & Adrian Penalver, 2022, "Central Bank Communication of Uncertainty," Working papers, Banque de France, number 898.
• Ferran Sancho, 2022, "Stone-Geary Meets CES: An Extended Linear Expenditure System," Working Papers, Barcelona School of Economics, number 1328, Mar.
• Daisuke Miyakawa & Kohei Shintani, 2022, "Disagreement between human and machine predictions," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Machine learning in central banking".
• Elena Shulyak, 2022, "Macroeconomic Forecasting Using Data from Social Media," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 4, pages 86-112, December.
• Oyenyinka Sunday Omoshoro‐Jones & Lumengo Bonga‐Bonga, 2022, "Intra‐regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," The World Economy, Wiley Blackwell, volume 45, issue 1, pages 251-275, January, DOI: 10.1111/twec.13140.
• Hilde C. Bjørnland, 2022, "The effect of rising energy prices amid geopolitical developments and supply disruptions," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2022, Dec.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2022, Dec.
• Takashi Nakazawa, 2022, "Constructing GDP Nowcasting Models Using Alternative Data," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-9, Jul.
• Kakuho Furukawa & Ryohei Hisano & Yukio Minoura & Tomoyuki Yagi, 2022, "A Nowcasting Model of Industrial Production using Alternative Data and Machine Learning Approaches," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-16, Nov.
• Kakuho Furukawa & Ryohei Hisano, 2022, "A Nowcasting Model of Exports Using Maritime Big Data," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-19, Dec.
• Miren Azkarate-Askasua & Miguel Zerecero, 2022, "Correcting Small Sample Bias in Linear Models With Many Covariates," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2022_376, Nov.
• Jan Ditzen & Francesco Ravazzolo, 2022, "Dominant Drivers of National Inflation," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS97, Dec.
• Mueller, H. & Rauh, C., 2022, "Using Past Violence and Current News to Predict Changes in Violence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2220, Mar.
• Linton, O. B. & Tang, H. & Wu, J., 2022, "A Structural Dynamic Factor Model for Daily Global Stock Market Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2237, Jun.
• Vogt, M. & Walsh, C. & Linton, O., 2022, "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2242, Jun.
• Mueller, H. & Rauh, C., 2022, "Using Past Violence and Current News to Predict Changes in Violence," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2209, Mar.
• Vogt, M. & Walsh, C. & Linton, O., 2022, "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2218, Jun.
• Linton, O. B. & Tang, H. & Wu, J., 2022, "A Structural Dynamic Factor Model for Daily Global Stock Market Returns," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number camjip:2214, Jun.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," CESifo Working Paper Series, CESifo, number 10034.
• Pilar Rey del Castillo, 2022, "Building Daily Economic Sentiment Indicators," CESifo Working Paper Series, CESifo, number 10087.
• Fetzer, Thiemo & Gazze, Ludovica & Bishop, Menna, 2022, "Distributional and climate implications of policy responses to the energy crisis: Lessons from the UK," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 644.
• Damir Filipović & Markus Pelger & Ye Ye, 2022, "Stripping the Discount Curve - a Robust Machine Learning Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-24, Mar.
• Oksana Bashchenko, 2022, "Bitcoin Price Factors: Natural Language Processing Approach," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-48, May.
• Damir Filipović & Markus Pelger & Ye Ye, 2022, "Shrinking the Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-61, Aug.
• Damir Filipović & Puneet Pasricha, 2022, "Empirical Asset Pricing via Ensemble Gaussian Process Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-95, Dec.
• Victoria Ateca-Amestoy & Concetta Castiglione, 2022, "Live And Digital Engagement With The Visual Arts," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 202206, Dec.
• Andrei Dubovik & Adam Elbourne & Bram Hendriks & Mark Kattenberg, 2022, "Forecasting World Trade Using Big Data and Machine Learning Techniques," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 441, Oct, DOI: 10.34932/01mq-sn15.
• Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022, "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16994, Feb.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2022, "Three Common Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17225, Apr.
• Simonov, Andrey & Ursu, Raluca & Zheng, Carolina, 2022, "Suspense and Surprise in Media Product Design: Evidence from Twitch.tv," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17353, Jun.
• Meeks, Roland & Monti, Francesca, 2022, "Heterogeneous beliefs and the Phillips curve," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17537, Sep.
• Jewson, Jack & Li, Li & Battaglia, Laura & Hansen, Stephen & Rossell, David & Zwiernik, Piotr, 2022, "Graphical model inference with external network data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17638, Nov.
• Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2022, "Central Bank Communication of Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17728, Dec.
• Christophe Bellégo & David Benatia & Louis-Daniel Pape, 2022, "Dealing with Logs and Zeros in Regression Models," Working Papers, Center for Research in Economics and Statistics, number 2022-08, Mar.
• Fresoli, Diego Eduardo & Poncela, Pilar & Ruiz Ortega, Esther, 2022, "Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36251, Dec.
• Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022, "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town, number 2022-03.
• Ryan, Ellen & Horan, Aoife & Jarmulska, Barbara, 2022, "Commercial real estate and financial stability – new insights from the euro area credit register," Macroprudential Bulletin, European Central Bank, volume 19.
• Mingarelli, Luca & Ravanetti, Beatrice & Shakir, Tamarah & Wendelborn, Jonas, 2022, "Dawn of the (half) dead: the twisted world of zombie identification," Working Paper Series, European Central Bank, number 2743, Oct.
• Chan, Joshua C.C. & Yu, Xuewen, 2022, "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104505.
• Anatolyev, Stanislav & Pyrlik, Vladimir, 2022, "Copula shrinkage and portfolio allocation in ultra-high dimensions," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104508.
• Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
• Belloni, Alexandre & Hansen, Christian & Newey, Whitney, 2022, "High-dimensional linear models with many endogenous variables," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 4-26, DOI: 10.1016/j.jeconom.2021.06.011.
• Angelico, Cristina & Marcucci, Juri & Miccoli, Marcello & Quarta, Filippo, 2022, "Can we measure inflation expectations using Twitter?," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 259-277, DOI: 10.1016/j.jeconom.2021.12.008.
• Yu, Long & He, Yong & Kong, Xinbing & Zhang, Xinsheng, 2022, "Projected estimation for large-dimensional matrix factor models," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 201-217, DOI: 10.1016/j.jeconom.2021.04.001.
• Freyaldenhoven, Simon, 2022, "Factor models with local factors — Determining the number of relevant factors," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 80-102, DOI: 10.1016/j.jeconom.2021.04.006.
• Agudze, Komla M. & Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco, 2022, "Markov switching panel with endogenous synchronization effects," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 281-298, DOI: 10.1016/j.jeconom.2021.04.004.
• Doanh, Nguyen Khanh & Gam, Nguyen Thi & Heo, Yoon, 2022, "The impact of intellectual property rights protection on trade: The role of a “third country” in market power and market expansion effects," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2022.100942.
• Tsang, Kwok Ping & Yang, Zichao, 2022, "Do connections pay off in the bitcoin market?," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2022.02.001.
• Kang, Jieyi & Reiner, David M., 2022, "What is the effect of weather on household electricity consumption? Empirical evidence from Ireland," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106023.
• Nazlioglu, Saban & Kassouri, Yacouba & Kucukkaplan, Ilhan & Soytas, Ugur, 2022, "Convergence of oil consumption: A historical perspective with new concepts," Energy Policy, Elsevier, volume 168, issue C, DOI: 10.1016/j.enpol.2022.113150.
• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022, "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102249.
• Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2022, "Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102255.
• Salisu, Afees A. & Tchankam, Jean Paul, 2022, "US Stock return predictability with high dimensional models," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102194.
• Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022, "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102273.
• García-Uribe, Sandra, 2022, "Multidimensional media slant: Complementarities in news reporting by US newspapers," Information Economics and Policy, Elsevier, volume 61, issue C, DOI: 10.1016/j.infoecopol.2022.101006.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2022, "Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103673.
• Xu, Shuzhe & Zhang, Chuanlong & Hong, Don, 2022, "BERT-based NLP techniques for classification and severity modeling in basic warranty data study," Insurance: Mathematics and Economics, Elsevier, volume 107, issue C, pages 57-67, DOI: 10.1016/j.insmatheco.2022.07.013.
• Borochin, Paul & Rush, Stephen, 2022, "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106327.
• Faryna, Oleksandr & Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2022, "Wage and unemployment: Evidence from online job vacancy data," Journal of Comparative Economics, Elsevier, volume 50, issue 1, pages 52-70, DOI: 10.1016/j.jce.2021.05.003.
• Scoles, Brooke & Nicodemo, Catia, 2022, "Doctors’ attitudes toward specific medical conditions," Journal of Economic Behavior & Organization, Elsevier, volume 204, issue C, pages 182-199, DOI: 10.1016/j.jebo.2022.09.023.
• Gómez-Cram, Roberto & Grotteria, Marco, 2022, "Real-time price discovery via verbal communication: Method and application to Fedspeak," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 993-1025, DOI: 10.1016/j.jfineco.2021.12.004.
• Leippold, Markus & Wang, Qian & Zhou, Wenyu, 2022, "Machine learning in the Chinese stock market," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 64-82, DOI: 10.1016/j.jfineco.2021.08.017.
• Moench, Emanuel & Soofi-Siavash, Soroosh, 2022, "What moves treasury yields?," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1016-1043, DOI: 10.1016/j.jfineco.2022.04.001.
• Anderegg, Benjamin & Ulmann, Florian & Sornette, Didier, 2022, "The impact of option hedging on the spot market volatility," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102627.
• Crane, Leland D. & Decker, Ryan A. & Flaaen, Aaron & Hamins-Puertolas, Adrian & Kurz, Christopher, 2022, "Business exit during the COVID-19 pandemic: Non-traditional measures in historical context," Journal of Macroeconomics, Elsevier, volume 72, issue C, DOI: 10.1016/j.jmacro.2022.103419.
• Bolton, Ruth N. & Gustafsson, Anders & Tarasi, Crina O. & Witell, Lars, 2022, "Managing a Global Retail Brand in Different Markets: Meta-Analyses of Customer Responses to Service Encounters," Journal of Retailing, Elsevier, volume 98, issue 2, pages 294-314, DOI: 10.1016/j.jretai.2021.03.004.
• Kumar, Pawan & Singh, Vipul Kumar, 2022, "Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102773.
• Koomen, Miriam & Backes-Gellner, Uschi, 2022, "Occupational tasks and wage inequality in West Germany: A decomposition analysis," Labour Economics, Elsevier, volume 79, issue C, DOI: 10.1016/j.labeco.2022.102284.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Parle, Conor, 2022, "The financial market impact of ECB monetary policy press conferences — A text based approach," European Journal of Political Economy, Elsevier, volume 74, issue C, DOI: 10.1016/j.ejpoleco.2022.102230.
• Diaf, Sami & Döpke, Jörg & Fritsche, Ulrich & Rockenbach, Ida, 2022, "Sharks and minnows in a shoal of words: Measuring latent ideological positions based on text mining techniques," European Journal of Political Economy, Elsevier, volume 75, issue C, DOI: 10.1016/j.ejpoleco.2022.102179.
• Nathan, Max & Rosso, Anna, 2022, "Innovative events: product launches, innovation and firm performance," Research Policy, Elsevier, volume 51, issue 1, DOI: 10.1016/j.respol.2021.104373.
• Yankol-Schalck, Meryem, 2022, "The value of cross-data set analysis for automobile insurance fraud detection," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101769.
• Saha, Shree & Narayanan, Sudha, 2022, "A simplified measure of nutritional empowerment: Using machine learning to abbreviate the Women’s Empowerment in Nutrition Index (WENI)," World Development, Elsevier, volume 154, issue C, DOI: 10.1016/j.worlddev.2022.105860.
• Roland Meeks & Francesca Monti, 2022, "Heterogeneous Beliefs and the Phillips Curve," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-51, Sep.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022, "Sectoral Uncertainty," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-62, Oct.
• Pierre Guérin & Danilo Leiva-León, 2022, "Heterogeneous Switching in FAVAR Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honour of Fabio Canova", DOI: 10.1108/S0731-90532022000044B003.
• Luca Tiozzo Pezzoli & Elisa Tosetti, 2022, "Exploring the Economic Effects of COVID-19 in the United States through the Seismograph," Contributions to Economic Analysis, Emerald Group Publishing Limited, "The Economics of COVID-19", DOI: 10.1108/S0573-855520220000296007.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022, "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers, European Xtramile Centre of African Studies (EXCAS), number 22/061, Jan.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The Transmission of Financial Shocks and Leverage of Financial Institutions: An Endogenous Regime-Switching Framework," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-5, Jun, DOI: 10.29338/wp2022-05.
• Kirstin Hubrich & Daniel F. Waggoner, 2022, "The transmission of financial shocks and leverage of financial institutions: An endogenous regime switching framework," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-034, Jun, DOI: 10.17016/FEDS.2022.034.
• Nelson P. Rayl & Nitish R. Sinha, 2022, "Integrating Prediction and Attribution to Classify News," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-042, Jul, DOI: 10.17016/FEDS.2022.042.
• Alexey S. Evseev & Rodion R. Latypov & Egor A. Postolit & Elena S. Sinelnikova-Muryleva, 2022, "Technical and Methodological Challenges of Collecting Price Data from Online Retailers
  [Технические И Методологические Проблемы Сбора Данных О Ценах Онлайн-Ритейлеров]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 11, pages 36-45, November.
• Alexey S. Evseev & Rodion R. Latypov & Egor A. Postolit & Elena S. Sinelnikova-Muryleva, 2022, "Техданные О Ценах Онлайн-Ритейлеров Обладают Огромной Ценностью С Точки Зрения Экономической Науки: Их Использование Позволяет Уточнять Прогнозы Инфляции И Предвосхищать Будущие Тенденции В Моменте, К," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 11, pages 36-45, November.
• Hector F. Calvo-Pardo & Tullio Mancini & Jose Olmo, 2022, "Machine Learning the Carbon Footprint of Bitcoin Mining," JRFM, MDPI, volume 15, issue 2, pages 1-30, February.
• Hagher Ben Rhomdhane & Brahim Mehdi Benlallouna, 2022, "Nowcasting real GDP in Tunisia using large datasets and mixed-frequency models," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 02-2022, Mar.
• Antonio Musa, 2022, "Nowcasting Bosnia and Herzegovina GDP in Real Time," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2022, Apr.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022, "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 18-2022, Aug.
• Miguel Cabello & Rafael Nivin, 2022, "Measuring Uncertainty and its effects in a Small Open Economy," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 25-2022, Nov.
• Marco Avarucci & Maddalena Cavicchioli & Mario Forni, 2022, "Frequency-band estimation of the number of factors detecting the main business cycle shocks," Working Papers, Business School - Economics, University of Glasgow, number 2022_13, Nov.
• Caroline Jardet & Baptiste Meunier, 2022, "Nowcasting world GDP growth with high‐frequency data," Post-Print, HAL, number hal-03647097, Sep, DOI: 10.1002/for.2858.
• Owoo, Nkechi Srodah & Lambon-Quayefio, Monica Puoma & Amaechina, Ebele, 2022, "Exploring the Evidence for Inward Diffusion of Soil Practices among Farmers in Nigeria: A Spatiotemporal Analysis," EfD Discussion Paper, Environment for Development, University of Gothenburg, number 22-8, May.
• Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2022, "Central Bank Mandates and Monetary Policy Stances: through the Lens of Federal Reserve Speeches," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 417, Oct, revised 01 Sep 2024.
• Christoph Baumgartner & Stjepan Srhoj & Janette F. Walde, 2022, "Harmonization of product classifications: A consistent time series of economic trade activities," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2022-11, Nov.
• Christina Carty & Oscar Claveria, 2022, ""The nexus between variable renewable energy, economy and climate: Evidence from European countries by means of exploratory graphical analysis"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202207, May, revised May 2022.
• Koomen, Miriam & Backes-Gellner, Uschi, 2022, "Occupational Tasks and Wage Inequality in Germany: A Decomposition Analysis," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15702, Nov.
• Erwin, Christopher & Hennecke, Juliane & Meehan, Lisa & Pacheco, Gail, 2022, "Dynamic Relationships between Criminal Offending and Victimization," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15757, Nov.
• William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
• Ivana Lolić & Petar Sorić & Marija Logarušić, 2022, "Economic Policy Uncertainty Index Meets Ensemble Learning," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 2, pages 401-437, August, DOI: 10.1007/s10614-021-10153-2.
• Gabriele Mazzolini & Laura Pagani & Alessandro Santoro, 2022, "The deterrence effect of real-world operational tax audits on self-employed taxpayers: evidence from Italy," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 29, issue 4, pages 1014-1046, August, DOI: 10.1007/s10797-021-09707-9.
• Michela Giorcelli & Nicola Lacetera & Astrid Marinoni, 2022, "How does scientific progress affect cultural changes? A digital text analysis," Journal of Economic Growth, Springer, volume 27, issue 3, pages 415-452, September, DOI: 10.1007/s10887-022-09204-6.
• Haoying Wang & Guohui Wu, 2022, "Modeling discrete choices with large fine-scale spatial data: opportunities and challenges," Journal of Geographical Systems, Springer, volume 24, issue 3, pages 325-351, July, DOI: 10.1007/s10109-022-00385-7.
• Jonas Klos & Tim Krieger & Sven Stöwhase, 2022, "Measuring intra-generational redistribution in PAYG pension schemes," Public Choice, Springer, volume 190, issue 1, pages 53-73, January, DOI: 10.1007/s11127-021-00914-w.
• N. Meltem Daysal & Sendhil Mullainathan & Ziad Obermeyer & Suproteem K. Sarkar & Mircea Trandafir, 2022, "An Economic Approach to Machine Learning in Health Policy," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 22-24, Dec.
• Bernd Hayo & Johannes Zahner, 2022, "What’s that noise? Analysing sentiment-based variation in central bank communication," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202241.
• Daniele Spinelli & Paolo Berta & Alessandro Santoro, 2022, "The Optimal Number of Tax Audits: Evidence from Italy," Working Papers, University of Milano-Bicocca, Department of Economics, number 497, Apr, revised Apr 2022.
• Balazs J. Csillag & Marcell P. Granat & Gabor Neszveda, 2022, "Media Attention to Environmental Issues and ESG Investing," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 129-149.
• Marianna Brunetti & Roberta de Luca, 2022, "Pre-selection in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0089, Nov.
• Marianna Brunetti & Roberta de Luca, 2022, "Sensitivity of profitability in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0090, Nov.
• Cody Cook & Lindsey Currier & Edward L. Glaeser, 2022, "Urban Mobility and the Experienced Isolation of Students," NBER Working Papers, National Bureau of Economic Research, Inc, number 29645, Jan.
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• Joelle Noailly & Laura Nowzohour & Matthias van den Heuvel, 2022, "Does Environmental Policy Uncertainty Hinder Investments Towards a Low-Carbon Economy?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30361, Aug.
• Sebastian Galiani & Brian Quistorff, 2022, "Assessing External Validity in Practice," NBER Working Papers, National Bureau of Economic Research, Inc, number 30398, Aug.
• Florenta Teodoridis & Jino Lu & Jeffrey L. Furman, 2022, "Mapping the Knowledge Space: Exploiting Unassisted Machine Learning Tools," NBER Working Papers, National Bureau of Economic Research, Inc, number 30603, Oct.
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• Michael J Mahony & Josh Martin, 2022, "Matching UK Business Microdata – A Study Using ONS and CBI Business Surveys," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-14, Jan.
• Bhattacharjee, Arnab & Aravena, Claudia & Castillo, Natalia & Ehrlich, Marco & Taou, Nadia & Wagner, Thomas, 2022, "Agroforestry Programs in the Colombian Amazon: Selection, Treatment and Exposure Effects on Deforestation," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 537, May.
• Bhattacharjee, Arnab & Kohns, David, 2022, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 538, May.
• Hannes Mueller & Christopher Rauh, 2022, "The Hard Problem of Prediction for Conflict Prevention," Journal of the European Economic Association, European Economic Association, volume 20, issue 6, pages 2440-2467.
• Julian Nyarko & Sarath Sanga, 2022, "A Statistical Test for Legal Interpretation: Theory and Applications," The Journal of Law, Economics, and Organization, Oxford University Press, volume 38, issue 2, pages 539-569.
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• Guellil, Mohammed Seghir & Sari-Hassoun, Salah Eddine & Chica-Olmo, Jorge & Saraç, Mehmet, 2022, "What are the main factors driving behind the MENA countries current account deficit? A panel logit approach analysis
  [¿Cuáles son los principales factores que impulsan el déficit de cuenta corrient," 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 33, issue 1, pages 134-153, June, DOI: https://doi.org/10.46661/revmetodos.
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• Christoph J. Börner & Ingo Hoffmann & Jonas Krettek & Tim Schmitz, 2022, "Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 4, pages 310-321, July, DOI: 10.1057/s41260-022-00267-z.
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• Anna Nowak & Armand Kasztelan, 2022, "Economic competitiveness vs. green competitiveness of agriculture in the European Union countries," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 2, pages 379-405, June, DOI: 10.24136/oc.2022.012.
• Eloisa T. Glindro & Jean Christine A. Armas & V. Bruce J. Tolentino & Lorna Dela Cruz-Sombe, 2022, "Heterogenous impact of monetary policy on the Philippine rural banking system," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 59, issue 2, pages 111-134, December.
• Syed Ateeb Akhter Shah & Muhammad Ishtiaq & Sumbal Qureshi & Kaneez Fatima, 2022, "Inflation Forecasting for Pakistan in a Data-rich Environment (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 61, issue 4, pages 643-658.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022, "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper, University Library of Munich, Germany, number 112008, Feb.
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  [Application of Hierarchical Ascendant Clustering to the Dist," MPRA Paper, University Library of Munich, Germany, number 113774.
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• Emily Ocasio & Tristan Potter, 2023, "Demographic Correlates of Humanizing Language in Media Coverage of Crime: Evidence from the Boston Globe, 1976-84," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2023-1, Jan.
• Marianna Brunetti & Roberta De Luca, 2022, "Sensitivity of Profitability in Cointegration-Based Pairs Trading," CEIS Research Paper, Tor Vergata University, CEIS, number 540, Apr, revised 11 Apr 2022.
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• Dimitar Haralampiev Popov, 2022, "SME Viability Assessment Methodology: Combining Altman's Z-Score with Big Data," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2022-04, Jun, revised Jun 2022.
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• Jose Antonio Leon & Mario Ordaz & Eduardo A Haddad & Inacio F. Araujo, 2022, "Riesgo Causado por la Propagacion de las Perdidas por Terremoto a traves de la Economia Mediante el uso de Modelos CGE Espaciales," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2022_11, Mar.
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• Joseph Junior Aduba, 2022, "Framework for firm-level performance evaluations using multivariate linear correlation with MCDM methods: application to Japanese firms," Asia-Pacific Journal of Regional Science, Springer, volume 6, issue 1, pages 1-44, February, DOI: 10.1007/s41685-021-00213-8.
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• Helmut Wasserbacher & Martin Spindler, 2022, "Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls," Digital Finance, Springer, volume 4, issue 1, pages 63-88, March, DOI: 10.1007/s42521-021-00046-2.
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• Matthias Raddant & Hiroshi Takahashi, 2022, "Corporate boards, interorganizational ties and profitability: the case of Japan," Empirical Economics, Springer, volume 62, issue 3, pages 1365-1406, March, DOI: 10.1007/s00181-021-02062-y.
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