Research classified by Journal of Economic Literature (JEL) codes

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

2020

• Barbora Malinska, 2020, "Time-Varying Pricing of Risk in Sovereign Bond Futures Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/7, Mar, revised Mar 2020.
• Chiara Castelli & Angela Parenti, 2020, "Commuting in Europe: An Inter-regional Analysis on its Determinants and Spatial Effects," Working Papers, Fondazione Eni Enrico Mattei, number 2020.19, Nov.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2020, "Measuring Uncertainty and Its Effects in the COVID-19 Era," Working Papers, Federal Reserve Bank of Cleveland, number 20-32R, Oct, revised 05 Jan 2022, DOI: 10.26509/frbc-wp-202032r.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 394, Aug, revised 05 Aug 2024, DOI: 10.24149/gwp394r3.
• Hie Joo Ahn & Matteo Luciani, 2020, "Common and Idiosyncratic Inflation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-024r1, Mar, revised 01 Aug 2024, DOI: 10.17016/FEDS.2020.024r1.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2020, "Tracking Labor Market Developments during the COVID-19 Pandemic: A Preliminary Assessment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-030, Apr, DOI: 10.17016/FEDS.2020.030.
• Leland D. Crane & Ryan A. Decker & Aaron Flaaen & Adrian Hamins-Puertolas & Christopher J. Kurz, 2020, "Business Exit During the COVID-19 Pandemic: Non-Traditional Measures in Historical Context," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-089r1, Oct, revised 15 Apr 2021, DOI: 10.17016/FEDS.2020.089r1.
• Michael T. Kiley, 2020, "Financial Conditions and Economic Activity: Insights from Machine Learning," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-095, Nov, DOI: 10.17016/FEDS.2020.095.
• Matteo Luciani, 2020, "Common and Idiosyncratic Inflation," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-03-05, Mar, DOI: 10.17016/2380-7172.2508.
• Feras A. Batarseh & Munisamy Gopinath & Anderson Monken, 2020, "Artificial Intelligence Methods for Evaluating Global Trade Flows," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1296, Aug, DOI: 10.17016/IFDP.2020.1296.
• Scott A. Brave & R. Andrew Butters & Michael Fogarty, 2020, "The perils of working with Big Data and a SMALL framework you can use to avoid them," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-35, Dec, revised 02 Mar 2020, DOI: 10.21033/wp-2020-35.
• Yifei Lyu & Jun Nie & Shu-Kuei X. Yang, 2020, "Forecasting U.S. Economic Growth in Downturns Using Cross-Country Data," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-09, Aug, DOI: 10.18651/RWP2020-09.
• Jan J. J. Groen & Michael Nattinger, 2020, "Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 4, pages 39-68, October.
• Dean Croushore & Stephanie M. Wilshusen, 2020, "Forecasting Consumption Spending Using Credit Bureau Data," Working Papers, Federal Reserve Bank of Philadelphia, number 20-22, Jun, DOI: 10.21799/frbp.wp.2020.22.
• Simon Freyaldenhoven, 2020, "Identification Through Sparsity in Factor Models," Working Papers, Federal Reserve Bank of Philadelphia, number 20-25, Jun, DOI: 10.21799/frbp.wp.2020.25.
• Leonardo BARGIGLI & Giulio CIFARELLI, 2020, "Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2020_04.rdf.
• Leonardo Bargigli & Giulio Cifarelli, 2020, "Endogenous and Exogenous Volatility in the Foreign Exchange Market," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2020_17.rdf.
• Jérôme Dugast & Thierry Foucault, 2020, "Equilibrium Data Mining and Data Abundance," Post-Print, HAL, number hal-02933315, Aug.
• Jérome Dugast & Thierry Foucault, 2020, "Equilibrium Data Mining and Data Abundance," Post-Print, HAL, number hal-02933316, May.
• Christoph Breunig & Enno Mammen & Anna Simoni, 2020, "Ill-posed estimation in high-dimensional models with instrumental variables," Post-Print, HAL, number hal-03089879, Nov, DOI: 10.1016/j.jeconom.2020.04.043.
• Catherine Doz & Peter Fuleky, 2020, "Dynamic Factor Models," Post-Print, HAL, number halshs-02491811, Nov, DOI: 10.1007/978-3-030-31150-6_2.
• Catherine Doz & Peter Fuleky, 2020, "Dynamic Factor Models," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02491811, Nov, DOI: 10.1007/978-3-030-31150-6_2.
• Daniel Levy & Tamir Mayer & Alon Raviv, 2020, "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers, HAL, number hal-02488796, Feb.
• Jérôme Dugast & Thierry Foucault, 2020, "Equilibrium Data Mining and Data Abundance," Working Papers, HAL, number hal-03053967, Dec.
• Laurent Ferrara & Anna Simoni, 2020, "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers, HAL, number hal-04159714.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020, "Modeling Joint Lives within Families," Working Papers, HAL, number halshs-02871927, Jun.
• Sami Diaf & Jörg Döpke & Ulrich Fritsche & Ida Rockenbach, 2020, "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 202001, Aug.
• von Essen, Emma & Jansson, Joakim, 2020, "Misogynistic and Xenophobic Hate Language Online: A Matter of Anonymity," Working Paper Series, Research Institute of Industrial Economics, number 1350, Aug.
• Alfelt, Gustav & Bodnar, Taras & Javed, Farrukh & Tyrcha, Joanna, 2020, "Singular conditional autoregressive Wishart model for realized covariance matrices," Working Papers, Örebro University, School of Business, number 2021:1, Oct.
• von Essen, Emma & Jansson, Joakim, 2020, "Misogynistic and xenophobic hate language online: a matter of anonymity," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 7/2020, Aug.
• Dauth, Wolfgang & Eppelsheimer, Johann, 2020, "Preparing the sample of integrated labour market biographies (SIAB) for scientific analysis," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 54, issue 1, pages 1-10, DOI: 10.1186/s12651-020-00275-9.
• Falco J. Bargagli-Dtoffi & Massimo Riccaboni & Armando Rungi, 2020, "Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints," Working Papers, IMT School for Advanced Studies Lucca, number 01/2020, Jun, revised Jun 2020.
• Daisuke Miyakawa & Kohei Shintani, 2020, "Disagreement between Human and Machine Predictions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-11, Aug.
• Shree Saha & Sudha Narayanan, 2020, "A Simplified measure of nutritional empowerment using machine learning to abbreviate the Women's Empowerment in Nutrition Index (WENI)," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-031, Oct.
• Oscar Claveria & Ivana Lolic & Enric Monte & Petar Soric, 2020, "Economic determinants of employment sentiment: A socio-demographic analysis for the euro area," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202001, Jan, revised Jan 2020.
• Pacheco, Gail & Plum, Alexander T. & Sloane, Peter J., 2020, "Not Much Bounce in the Springboard: On the Mobility of Low Pay Workers," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12896, Jan.
• Nicodemo, Catia & Satorra, Albert, 2020, "Exploratory Data Analysis on Large Data Sets: The Example of Salary Variation in Spanish Social Security Data," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13459, Jul.
• Biewen, Martin & Kugler, Philipp, 2020, "Two-Stage Least Squares Random Forests with an Application to Angrist and Evans (1998)," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13613, Aug.
• Shen, Kailing & Taska, Bledi, 2020, "Measuring the Impacts of COVID-19 on Job Postings in Australia Using a Reweighting-Estimation-Transformation Approach," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13640, Aug.
• Nicodemo, Catia & Barzin, Samira & Lasserson, Daniel S. & Moscone, Francesco & Redding, Stuart & Shaikh, Mujaheed & Cavalli, Nicolò, 2020, "Measuring Geographical Disparities in England at the Time of COVID-19: Results Using a Composite Indicator of Population Vulnerability," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13757, Sep.
• Philip Hans Franses & Thomas Wiemann, 2020, "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 59-75, June, DOI: 10.1007/s10614-020-09986-0.
• Rezwanul Hasan Rana & Khorshed Alam & Jeff Gow, 2020, "Health expenditure and gross domestic product: causality analysis by income level," International Journal of Health Economics and Management, Springer, volume 20, issue 1, pages 55-77, March, DOI: 10.1007/s10754-019-09270-1.
• Lu Jinks & Thomas J. Kniesner & John Leeth & Anthony T. Lo Sasso, 2020, "Opting out of workers’ compensation: Non-subscription in Texas and its effects," Journal of Risk and Uncertainty, Springer, volume 60, issue 1, pages 53-76, February, DOI: 10.1007/s11166-020-09320-x.
• Martin Obschonka & Neil Lee & Andrés Rodríguez-Pose & Johannes C. Eichstaedt & Tobias Ebert, 2020, "Big data methods, social media, and the psychology of entrepreneurial regions: capturing cross-county personality traits and their impact on entrepreneurship in the USA," Small Business Economics, Springer, volume 55, issue 3, pages 567-588, October, DOI: 10.1007/s11187-019-00204-2.
• Jens Prüfer & Patricia Prüfer, 2020, "Data science for entrepreneurship research: studying demand dynamics for entrepreneurial skills in the Netherlands," Small Business Economics, Springer, volume 55, issue 3, pages 651-672, October, DOI: 10.1007/s11187-019-00208-y.
• Jermain C. Kaminski & Christian Hopp, 2020, "Predicting outcomes in crowdfunding campaigns with textual, visual, and linguistic signals," Small Business Economics, Springer, volume 55, issue 3, pages 627-649, October, DOI: 10.1007/s11187-019-00218-w.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020, "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers, Lancaster University Management School, Economics Department, number 305661169.
• Marco Delogu & Raffaelle Lagravinese & Dimitri Paolini & Giuliano Resce, 2020, "Predicting dropout from higher education: Evidence from Italy," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 22-06.
• Andrea Bastianin & Matteo Manera, 2020, "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers, University of Milano-Bicocca, Department of Economics, number 445, Jun, revised Jun 2020.
• Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020, "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/20.
• Yi He & Sombut Jaidee & Jiti Gao, 2020, "Most Powerful Test against High Dimensional Free Alternatives," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/20.
• George Athanasopoulos & Nikolaos Kourentzes, 2020, "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/20.
• Leland Bybee & Bryan T. Kelly & Asaf Manela & Dacheng Xiu, 2020, "The Structure of Economic News," NBER Working Papers, National Bureau of Economic Research, Inc, number 26648, Jan.
• Evan M. Munro & Serena Ng, 2020, "Latent Dirichlet Analysis of Categorical Survey Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 27182, May.
• Ammar Farooq & Adriana D. Kugler & Umberto Muratori, 2020, "Do Unemployment Insurance Benefits Improve Match and Employer Quality? Evidence from Recent U.S. Recessions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27574, Jul.
• Bradley Shapiro & Günter J. Hitsch & Anna Tuchman, 2020, "Generalizable and Robust TV Advertising Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 27684, Aug.
• Marshall Burke & Anne Driscoll & David Lobell & Stefano Ermon, 2020, "Using Satellite Imagery to Understand and Promote Sustainable Development," NBER Working Papers, National Bureau of Economic Research, Inc, number 27879, Oct.
• Bryan S. Graham, 2020, "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification," NBER Working Papers, National Bureau of Economic Research, Inc, number 27962, Oct.
• L. Galiana & B. Sakarovitch & F. Sémécurbe & Z. Smoreda, 2020, "Residential segregation, daytime segregation and spatial frictions : an analysis from mobile phone data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2020-12.
• Paula Adamczyk & Ben Westmore, 2020, "Unpicking Portugal’s export performance: A microdata analysis," OECD Economics Department Working Papers, OECD Publishing, number 1618, Sep, DOI: 10.1787/71df6aa3-en.
• Nicolas Woloszko, 2020, "Tracking activity in real time with Google Trends," OECD Economics Department Working Papers, OECD Publishing, number 1634, Dec, DOI: 10.1787/6b9c7518-en.
• Al-Kasawnih Akad, 2020, "Money-Laundering Practices, Estimation, Regulation, and Commercial and Financial Cross-Border Flows," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03-4.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020, "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, volume 23, issue 1, pages 1-31.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 2020, "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 585-628.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020, "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2223-2273.
• Kailing Shen & Bledi Taska, 2020, "Measuring the impacts of COVID-19 on job postings in Australia using a reweighting-estimation-transformation approach," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 23, issue 2, pages 153-171.
• Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020, "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 181, Feb.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
• Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
• Daniel Felix Ahelegbey, 2020, "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 194, Nov.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
• Roberto S. Mariano & Suleyman Ozmucur, 2020, "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)Abstract: We study how the separation of time and risk preferences ," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 20-029, Aug.
• igescu, iulia, 2020, "Describing Location Shifts with One Class Support Vector Machines," MPRA Paper, University Library of Munich, Germany, number 100984, Feb.
• Glocker, Christian & Kaniovski, Serguei, 2020, "Structural modeling and forecasting using a cluster of dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 101874, Jul.
• Van, Germinal, 2020, "The Effect of Economic Sectors on the National Income of West African Economies from 2010 to 2019: A Multiple Regression Analysis," MPRA Paper, University Library of Munich, Germany, number 102417, Aug.
• Gomez-Ruano, Gerardo, 2020, "Data Science: A Primer for Economists," MPRA Paper, University Library of Munich, Germany, number 102928.
• Pinto, Claudio, 2020, "Fuzzy DEA models for sports data analysis: The evaluation of the relative performances of professional (virtual) football teams," MPRA Paper, University Library of Munich, Germany, number 103129, Sep.
• Tamara, Novian & Dwi Muchisha, Nadya & Andriansyah, Andriansyah & Soleh, Agus M, 2020, "Nowcasting Indonesia’s GDP Growth Using Machine Learning Algorithms," MPRA Paper, University Library of Munich, Germany, number 105235, Jun.
• van der Plaat, Mark, 2020, "Loan sales and the tyranny of tistance in U.S. residential mortgage lending," MPRA Paper, University Library of Munich, Germany, number 107519, Sep, revised 20 Apr 2021.
• Maiorova, Ksenia & Fokin, Nikita, 2020, "Наукастинг Темпов Роста Стоимостных Объемов Экспорта И Импорта По Товарным Группам
  [Nowcasting the growth rates of the export and import by commodity groups]," MPRA Paper, University Library of Munich, Germany, number 109557, Jun.
• Fernandez, Julian, 2020, "Exchange Rate Uncertainty and the Interest Rate Parity," MPRA Paper, University Library of Munich, Germany, number 116010, revised 2022.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020, "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," MPRA Paper, University Library of Munich, Germany, number 98785, Feb.
• Omoshoro-Jones, Oyeyinka Sunday & Bonga-Bonga, Lumengo, 2020, "Intra-regional spillovers from Nigeria and South Africa to the rest of Africa: New evidence from a FAVAR model," MPRA Paper, University Library of Munich, Germany, number 99514, Apr.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2020, "Point and Density Forecasting of Macroeconomic and Financial Uncertainties of the United States," Working Papers, University of Pretoria, Department of Economics, number 202058, Jun.
• Markus Brunnermeier & Rohit Lamba & Carlos Segura-Rodriguez, 2020, "Inverse Selection," Working Papers, Princeton University. Economics Department., number 2020-50, Apr.
• Mark Braverman & Sylvain Chassang, 2020, "Data-Driven Incentive Alignment in Capitation Schemes," Working Papers, Princeton University. Economics Department., number 2020-60, Mar.
• Damian Przekop, 2020, "Feature Engineering for Anti-Fraud Models Based on Anomaly Detection," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 12, issue 3, pages 301-316, September.
• António Rua & Carlos Melo Gouveia & Nuno Lourenço, 2020, "Forecasting tourism with targeted predictors in a data-rich environment," Working Papers, Banco de Portugal, Economics and Research Department, number w202005.
• Castellares, Renzo & Cornejo, Gerson, 2020, "A Leading Indicator for Employment using Big Data," Working Papers, Banco Central de Reserva del Perú, number 2020-009, Jun.
• Coronado, Hilary & Lahura, Erick & Vega, Marco, 2020, "¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data," Working Papers, Banco Central de Reserva del Perú, number 2020-018, Dec.
• Oleksandr Faryna & Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2020, "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-02, Mar.
• Michael P. Clements, 2020, "Individual Forecaster Perceptions of the Persistence of Shocks to GDP," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2020-02, Jan.
• Fornaro, Paolo, 2020, "Nowcasting Industrial Production Using Uncoventional Data Sources," ETLA Working Papers, The Research Institute of the Finnish Economy, number 80, Jun.
• Minsung Kang, 2020, "Big Data and Policy Directions for Korean Service Firms," Industrial Economic Review, Korea Institute for Industrial Economics and Trade, number 20-11, Aug.
• Marianna Brunetti & Roberta De Luca, 2020, "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper, Tor Vergata University, CEIS, number 500, Jun, revised 10 Mar 2021.
• Francesca Di Iorio & Stefano Fachin, 2020, "Forecasting mortality rates and life expectancy in the year of Covid-19," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2020/1, Nov.
• Neeti Mathur & Himanshu Mathur, 2020, "Application of GARCH Models For Volatility Modelling of Stock Market Returns: Evidences From BSE India," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 10112533, Feb.
• Sandra Figueiredo & André Soares & Neuza Vieira & Miguel Devezas, 2020, "A psycholinguistic analysis of world leaders? discourses concerning the COVID-19 context: authenticity and emotional tone," International Journal of Social Sciences, International Institute of Social and Economic Sciences, volume 9, issue 2, pages 66-69, September.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• Sinem Güler KANGALLI-UYAR, 2020, "The Matrix Exponential Spatial Specification Approach for Big Datasets: The Analysis of Istanbul Office Market," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
• Fernando Moraes & Rodrigo De-Losso, 2020, "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_17, Sep.
• Fernando Moraes & Rodrigo De-Losso, 2020, "Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_18, Sep.
• Sabine Zinn & Ariane Würbach & Hans Walter Steinhauer & Angelina Hammon, 2020, "Attrition and selectivity of the NEPS starting cohorts: an overview of the past 8 years
  [Ausfall und Selektivitäten in den NEPS Startkohorten: ein Überblick über die letzten 8 Jahre]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 14, issue 2, pages 163-206, July, DOI: 10.1007/s11943-020-00268-7.
• Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020, "Adaptive weights clustering of research papers," Digital Finance, Springer, volume 2, issue 3, pages 169-187, December, DOI: 10.1007/s42521-020-00017-z.
• Chris Heaton & Natalia Ponomareva & Qin Zhang, 2020, "Forecasting models for the Chinese macroeconomy: the simpler the better?," Empirical Economics, Springer, volume 58, issue 1, pages 139-167, January, DOI: 10.1007/s00181-019-01788-0.
• Paolo Fornaro & Henri Luomaranta, 2020, "Nowcasting Finnish real economic activity: a machine learning approach," Empirical Economics, Springer, volume 58, issue 1, pages 55-71, January, DOI: 10.1007/s00181-019-01809-y.
• K. Benkovskis & B. Bluhm & E. Bobeica & C. Osbat & S. Zeugner, 2020, "What drives export market shares? It depends! An empirical analysis using Bayesian model averaging," Empirical Economics, Springer, volume 59, issue 2, pages 817-869, August, DOI: 10.1007/s00181-019-01727-z.
• Maximo Camacho & Angela Caro & German Lopez-Buenache, 2020, "The two-speed Europe in business cycle synchronization," Empirical Economics, Springer, volume 59, issue 3, pages 1069-1084, September, DOI: 10.1007/s00181-019-01730-4.
• Yaohao Peng & Lucas Ferreira Mation, 2020, "The Challenge of Pairing Big Datasets: Probabilistic Record Linkage Methods and Diagnosis of Their Empirical Viability," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 1, pages 35-57, April, DOI: 10.1007/s41549-020-00043-1.
• Yongchen Zhao, 2020, "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 2, pages 77-97, November, DOI: 10.1007/s41549-020-00046-y.
• Wolfgang Dauth & Johann Eppelsheimer, 2020, "Preparing the sample of integrated labour market biographies (SIAB) for scientific analysis: a guide," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), volume 54, issue 1, pages 1-14, December, DOI: 10.1186/s12651-020-00275-9.
• Vladimir Batagelj, 2020, "On fractional approach to analysis of linked networks," Scientometrics, Springer;Akadémiai Kiadó, volume 123, issue 2, pages 621-633, May, DOI: 10.1007/s11192-020-03383-y.
• Andrea Bastianin, 2020, "Robust measures of skewness and kurtosis for macroeconomic and financial time series," Applied Economics, Taylor & Francis Journals, volume 52, issue 7, pages 637-670, February, DOI: 10.1080/00036846.2019.1640862.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020, "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 272-284, April, DOI: 10.1080/07350015.2018.1497507.
• Zhang, Bo & Nguyen, Bao H., 2020, "Real-time forecasting of the Australian macroeconomy using Bayesian VARs," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-12.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2020, "lassopack: Model selection and prediction with regularized regression in Stata," Stata Journal, StataCorp LLC, volume 20, issue 1, pages 176-235, March, DOI: 10.1177/1536867X20909697.
• Laura Zieger & John Jerrim & Jake Anders & Nikki Shure, 2020, "Conditioning: How background variables can influence PISA scores," CEPEO Working Paper Series, UCL Centre for Education Policy and Equalising Opportunities, number 20-09, Apr, revised Apr 2020.
• Fiona Burlig & Christopher Knittel & David Rapson & Mar Reguant & Catherine Wolfram, 2020, "Machine Learning from Schools about Energy Efficiency," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, volume 7, issue 6, pages 1181-1217, DOI: 10.1086/710606.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers, University of California at Riverside, Department of Economics, number 202024, Sep.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Working Papers, University of California at Riverside, Department of Economics, number 202025, Sep.
• Schubert, Torben & Jäger, Angela & Türkeli, Serdar & Visentin, Fabiana, 2020, "Addressing the productivity paradox with big data: A literature review and adaptation of the CDM econometric model," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2020-050, Nov.
• Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020, "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance, University of St. Gallen, School of Finance, number 2001, Jan.
• Arnerić Josip, 2020, "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 6, issue 1, pages 1-9, May, DOI: 10.2478/crebss-2020-0001.
• Wójcik Filip & Górnik Michał, 2020, "Improvement of E-Commerce Recommendation Systems with Deep Hybrid Collaborative Filtering with Content: A Case Study," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 3, pages 37-50, September, DOI: 10.15611/eada.2020.3.03.
• Urbańczyk Dominika M., 2020, "Competing Risks Models for an Enterprises Duration on the Market," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 456-473, June, DOI: 10.2478/foli-2020-0027.
• Szkutnik Tomasz, 2020, "Identification of Outliers in High Density Areas with the Use of a Quantile Regression Model," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 2, pages 375-391, December, DOI: 10.2478/foli-2020-0054.
• Gružauskas Valentas & Kriščiūnas Andrius & Čalnerytė Dalia & Navickas Valentinas, 2020, "Analytical Method for Correction Coefficient Determination for Applying Comparative Method for Real Estate Valuation," Real Estate Management and Valuation, Sciendo, volume 28, issue 2, pages 52-62, June, DOI: 10.1515/remav-2020-0015.
• Marek Stelmach & Marcin Chlebus, 2020, "Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-08.
• Christian Glocker & Serguei Kaniovski, 2020, "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers, WIFO, number 614, Oct.
• Stefan Jestl & Emanuel List, 2020, "Distributional National Accounts (DINA) for Austria, 2004-2016," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 175, Feb.
• Stefan Ederer & Stefan Humer & Stefan Jestl & Emanuel List, 2020, "Distributional National Accounts (DINA) with Household Survey Data: Methodology and Results for European Countries," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 180, May.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 273-293, April, DOI: 10.1002/jae.2750.
• Antoine A. Djogbenou, 2020, "Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 344-370, April, DOI: 10.1002/jae.2749.
• Benedikt Maas, 2020, "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 394-411, April, DOI: 10.1002/for.2630.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
• 牛霖琳 & 夏红玉 & 许秀, 2020, "中国地方债务的省级风险度量和网络外溢风险," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2020-11-12, Nov.
• Raddant, Matthias & Takahashi, Hiroshi, 2020, "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-02.
• Vrigazova, Borislava, 2020, "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020".
• Zinn, Sabine & Würbach, Ariane & Steinhauer, Hans Walter, 2020, "Attrition and Selectivity of the NEPS Starting Cohorts: An Overview of the Past 8 Years," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, pages 163-206, DOI: 10.1007/s11943-020-00268-7.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020, "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 214194.
• Martínez-Hernández, Catalina, 2020, "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers, Free University Berlin, School of Business & Economics, number 2020/18, DOI: 10.17169/refubium-28493.
• Faryna, Oleksandr & Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2020, "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," GLO Discussion Paper Series, Global Labor Organization (GLO), number 503.
• Greyling, Talita & Rossouw, Stephanie & Adhikari, Tamanna, 2020, "Happiness-lost: Did Governments make the right decisions to combat Covid-19?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 556.
• Rossouw, Stephanie & Greyling, Talita & Adhikari, Tamanna & Morrison, Phillip S., 2020, "Markov switching models for happiness during a pandemic: The New-Zealand experience," GLO Discussion Paper Series, Global Labor Organization (GLO), number 573.
• Greyling, Talita & Rossouw, Stephanie & Adhikari, Tamanna, 2020, "A tale of three countries: How did Covid-19 lockdown impact happiness?," GLO Discussion Paper Series, Global Labor Organization (GLO), number 584.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2020-5.
• Poncela, Pilar & Ruiz, Esther, 2020, "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel), number 2020-7.
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020, "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), volume 14, pages 1-14, DOI: 10.5018/economics-ejournal.ja.2020-.
• Diaf, Sami & Döpke, Jörg & Fritsche, Ulrich & Rockenbach, Ida, 2020, "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 24, DOI: 10.18452/22015.
• Bluhm, Benjamin & Cutura, Jannic, 2020, "Econometrics at scale: Spark up big data in economics," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 266, DOI: 10.2139/ssrn.3226976.
• Kugler, Philipp & Biewen, Martin, 2020, "Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224538.
• Klos, Jonas & Krieger, Tim & Stöwhase, Sven, 2020, "Measuring intra-generational redistribution in PAYG pension schemes," Discussion Paper Series, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy, number 2020-01.

2019

• Bunjira Makond & Mayuening Eso, 2019, "Predictive Models for Classifying the Outcomes of Violence Case Study for Thailand's Deep South," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 3, pages 56-92, September.
• Daniel Borup & Erik Christian Montes Schütte, 2019, "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-13, Aug.
• Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019, "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-21, Nov.
• Hyeongwoo Kim & Kyunghwan Ko, 2019, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-03, Apr.
• Sarthak Behera & Hyeongwoo Kim, 2019, "Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-04, Oct.
• Nadezdha Baryshnikova & Shannon. F. Davidson & Dennis Wesselbaum, 2019, "Do you Feel the Heat Around the Corner? The Effect of Weather on Crime," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2019-07, Jul.
• Matthew Harding & Carlos Lamarche, 2019, "Penalized Estimation of a Quantile Count Model for Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 177-206, DOI: 10.15609/annaeconstat2009.134.0177.
• Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2019, "The Impact of Big Data on Firm Performance: An Empirical Investigation," AEA Papers and Proceedings, American Economic Association, volume 109, pages 33-37, May.
• Dmitri K. Koustas, 2019, "What Do Big Data Tell Us about Why People Take Gig Economy Jobs?," AEA Papers and Proceedings, American Economic Association, volume 109, pages 367-371, May.
• Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019, "Big Data and Firm Dynamics," AEA Papers and Proceedings, American Economic Association, volume 109, pages 38-42, May.
• Matthew Gentzkow & Bryan Kelly & Matt Taddy, 2019, "Text as Data," Journal of Economic Literature, American Economic Association, volume 57, issue 3, pages 535-574, September.
• Ellen Hughes-Cromwick & Julia Coronado, 2019, "The Value of US Government Data to US Business Decisions," Journal of Economic Perspectives, American Economic Association, volume 33, issue 1, pages 131-146, Winter.
• Hafner, Christian & Linton, Oliver & Tang, Haihan, 2020, "Estimation of a multiplicative correlation structure in the large dimensional case," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2020028, Jan, DOI: https://doi.org/10.1016/j.jeconom.2.
• Жузбаев А.М. // Zhuzbayev A.M. & Орлов К.В. // Orlov K.V., 2019, "Использование квартальной прогностической модели и сателлитных моделей в системе анализа и прогнозирования НБ РК // Use of the quarterly predictive model and satellite models in the analysis and forec," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue special, pages 3-14.
• Орлов Константин // Orlov Konstantin, 2019, "Оценка и анализ эффективности применения динамической факторной модели для оценивания и прогнозирования ВВП на примере Казахстан // Evaluation and analysis of the effectiveness of the use of a dynamic," Working Papers, National Bank of Kazakhstan, number #2019-4.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019, "lassopack: Model selection and prediction with regularized regression in Stata," Papers, arXiv.org, number 1901.05397, Jan.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019, "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers, arXiv.org, number 1902.10991, Feb, revised Dec 2020.
• Peter C. B. Phillips & Zhentao Shi, 2019, "Boosting: Why You Can Use the HP Filter," Papers, arXiv.org, number 1905.00175, Apr, revised Nov 2020.
• Rob Donnelly & Francisco R. Ruiz & David Blei & Susan Athey, 2019, "Counterfactual Inference for Consumer Choice Across Many Product Categories," Papers, arXiv.org, number 1906.02635, Jun, revised Aug 2023.
• Michael Allan Ribers & Hannes Ullrich, 2019, "Battling Antibiotic Resistance: Can Machine Learning Improve Prescribing?," Papers, arXiv.org, number 1906.03044, Jun.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019, "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers, arXiv.org, number 1906.05545, Jun.
• Michael Pfarrhofer, 2019, "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers, arXiv.org, number 1908.06325, Aug, revised Dec 2019.
• Stefania Albanesi & Domonkos F. Vamossy, 2019, "Predicting Consumer Default: A Deep Learning Approach," Papers, arXiv.org, number 1908.11498, Aug, revised Oct 2019.
• Matteo Barigozzi & Matteo Luciani, 2019, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Papers, arXiv.org, number 1910.03821, Oct, revised Sep 2024.
• Evan Munro & Serena Ng, 2019, "Latent Dirichlet Analysis of Categorical Survey Responses," Papers, arXiv.org, number 1910.04883, Oct, revised Jul 2020.
• Ruoxuan Xiong & Markus Pelger, 2019, "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers, arXiv.org, number 1910.08273, Oct, revised Jan 2022.
• Emilia VASILE & Danut-Octavian SIMION, 2019, "The Management Information Systems Reengineering Through Economic Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 53, issue 1, pages 9-22, March.
• Emilia VASILE & Danut-Octavian SIMION, 2019, "The Role Of Information Systems In Economic Organizations For The Strategic Management," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 54, issue 2, pages 9-24, June.
• Emilia VASILE & Danut-Octavian SIMION, 2019, "Applications For Economic Organizations Built On Enterprise Javabeans Technologies," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 55, issue 3, pages 9-23, September.
• Emilia VASILE & Danut-Octavian SIMION, 2019, "Implementations Of Classes And Objects In Applications For Economic Organizations," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 56, issue 4, pages 9-20, December.
• Catalin DUMITRESCU, 2019, "Contributions To Modeling The Behavior Of Chaotic Systems With Applicability In Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 56, issue 4, pages 98-107, December.
• Jaqueson K. Galimberti, 2020, "Forecasting GDP growth from outer space," Working Papers, Auckland University of Technology, Department of Economics, number 2020-02, Feb.
• Guillermo Jr. Cardenas Salgado & Luis Antonio Espinosa & Juan Jose Li Ng & Carlos Serrano, 2019, "México | La crisis por escasez de gasolina: un análisis de Big Data
  [Mexico | The gasoline shortage crisis: A Big Data analysis]," Working Papers, BBVA Bank, Economic Research Department, number 19/09, Jul.
• Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019, "Measuring retail trade using card transactional data," Working Papers, Banco de España, number 1921, Jul.
• Massimo Gallo & Sonia Soncin & Andrea Venturini, 2019, "Ven-ICE: a new indicator for the economy of the Veneto region," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 498, Jun.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019, "News and consumer card payments," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1233, Oct.
• Mirko Moscatelli & Simone Narizzano & Fabio Parlapiano & Gianluca Viggiano, 2019, "Corporate default forecasting with machine learning," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1256, Dec.
• Laurent Ferrara & Anna Simoni, 2019, "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers, Banque de France, number 717.
• Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2019, "Can media and text analytics provide insights into labour market conditions in China?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Are post-crisis statistical initiatives completed?".
• Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019, "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".