Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E3: Prices, Business Fluctuations, and Cycles
/ / / E37: Forecasting and Simulation: Models and Applications

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Forecasting Economic Activity Using Financial Variables
2. Nowcasting

2020

• Drygalla, Andrej & Heinisch, Katja & Holtemöller, Oliver & Lindner, Axel & Wieschemeyer, Matthias & Zeddies, Götz, 2020, "Hohes öffentliches Defizit nicht nur wegen Corona: Mittelfristige Handlungsmöglichkeiten für den Staat," Konjunktur aktuell, Halle Institute for Economic Research (IWH), volume 8, issue 4, pages 150-161.
• Chon, Sora, 2020, "International Inflation Synchronization and Implications," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 42, issue 2, pages 57-84, DOI: 10.23895/kdijep.2020.42.2.57.
• Urban, Jörg, 2020, "Credit cycles revisited," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 146, DOI: 10.5445/IR/1000127946.
• Foltas, Alexander & Pierdzioch, Christian, 2020, "On the efficiency of German growth forecasts: An empirical analysis using quantile random forests," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 21, DOI: 10.18452/21910.
• Foltas, Alexander & Pierdzioch, Christian, 2020, "Business-cycle reports and the efficiency of macroeconomic forecasts for Germany," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 22, DOI: 10.18452/21974.
• Müller, Karsten, 2020, "German forecasters' narratives: How informative are German business cycle forecast reports?," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 23, DOI: 10.18452/22014.
• Salzmann, Leonard, 2020, "The Impact of Uncertainty and Financial Shocks in Recessions and Booms," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224588.
• David Carl & Christian Ewerhart, 2020, "Ethereum gas price statistics," ECON - Working Papers, Department of Economics - University of Zurich, number 373, Dec.
• Ia Vardishvili, 2020, "Entry Decision, the Option to Delay Entry, and Business Cycles," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-07, Oct.
• Raffaella Giacomini & Vasiliki Skreta & Javier Turen, 2020, "Heterogeneity, Inattention, and Bayesian Updates," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 1, pages 282-309, January, DOI: 10.1257/mac.20180235.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2020, "Nowcasting Macroeconomic Aggregates in Argentina: Comparing the predictive ability of different models," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4335, Nov.
• Fernando Zarzosa Valdivia, 2020, "Dinámica inflacionaria argentina pre-COVID 19: un mundo minado de outliers," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4428, Nov.
• Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020, "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2007, Mar.
• Jean-Baptiste Hasse & Quentin Lajaunie, 2020, "Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2013, Apr.
• Nurdaulet Abilov & Alisher Tolepbergen & Aizhan Bolatbayeva & Zarina Adilkhanova & Erlan Konebayev & Zhandos Ybrayev, 2020, "An Economic Response to COVID-19," NAC Analytica Staff Notes, NAC Analytica, Nazarbayev University, number 1, Apr, revised Apr 2020.
• Erlan Konebayev, 2020, "Estimation of a Small Open Economy DSGE Model for Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 6, Sep.
• Nurdaulet Abilov, 2020, "A medium-scale Bayesian DSGE model for Kazakhstan with incomplete exchange rate pass-through," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 7, Dec, revised Apr 2021.
• Nurdaulet Abilov, 2020, "The role of banking and credit in business cycle fluctuations in Kazakhstan," NAC Analytica Working Paper, NAC Analytica, Nazarbayev University, number 8, Dec, revised Jan 2021.
• Ержан И.С. // Erzhan I.S., 2020, "Использование моделей machine learning при прогнозировании инфляции // Using machine learning models in inflation forecasting," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 39-48.
• Zhantleuova A.K., 2020, "Modeling the Real Effective Exchange Rate of UK on the basis of theory of BEER(behavioral equilibrium exchange rate) using VECM," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 37-47.
• Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harre, 2020, "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model," Papers, arXiv.org, number 2004.07571, Apr.
• Dimitris Korobilis, 2020, "High-dimensional macroeconomic forecasting using message passing algorithms," Papers, arXiv.org, number 2004.11485, Apr.
• Laurent Ferrara & Anna Simoni, 2020, "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers, arXiv.org, number 2007.00273, Jul, revised Sep 2022.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020, "Macroeconomic Data Transformations Matter," Papers, arXiv.org, number 2008.01714, Aug, revised Mar 2021.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020, "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers, arXiv.org, number 2008.12477, Aug.
• Florian Huber & Gary Koop & Luca Onorante & Michael Pfarrhofer & Josef Schreiner, 2020, "Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs," Papers, arXiv.org, number 2008.12706, Aug, revised Dec 2020.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," Papers, arXiv.org, number 2009.03394, Sep, revised Feb 2026.
• David Kohns & Arnab Bhattacharjee, 2020, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers, arXiv.org, number 2011.00938, Nov, revised May 2022.
• Oren Barkan & Jonathan Benchimol & Itamar Caspi & Eliya Cohen & Allon Hammer & Noam Koenigstein, 2020, "Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks," Papers, arXiv.org, number 2011.07920, Nov, revised Feb 2022.
• Victor Olkhov, 2020, "Business Cycles as Collective Risk Fluctuations," Papers, arXiv.org, number 2012.04506, Dec.
• Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020, "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers, arXiv.org, number 2012.14693, Dec.
• Fernando Zarzosa Valdivia, 2020, "Inflation Dynamics in the ABC (Argentina, Brazil and Chile) countries," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 3, issue 2, pages 77-99, Octubre, DOI: 10.46553/ensayos.3.2.2020.p77-99.
• Jaqueson K. Galimberti, 2020, "Information weighting under least squares adaptive learning," Working Papers, Auckland University of Technology, Department of Economics, number 2020-04, Apr.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020, "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-01, Apr, revised Aug 2020.
• Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020, "A Tale of Two Major Postwar Business Cycle Episodes," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-03, May.
• Louis Phaneuf & Jean Gardy Victor, 2020, "Nominal Contracting With Positive Trend Inflation: Which Way to Go?," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-04, May.
• Rachidi Kotchoni & Dalibor Stevanovic, 2020, "GDP Forecast Accuracy During Recessions," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-06, May.
• Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020, "Rule-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation Is Low," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-08, May.
• Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020, "Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-14, Jun, revised Nov 2020.
• Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean Gardy Victor, 2020, "Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-15, Aug.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020, "Macroeconomic Data Transformations Matter," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 20-17, Aug, revised Mar 2021.
• Patrick Blagrave & Claudia Godbout & Justin-Damien Guénette & René Lalonde & Nikita Perevalov, 2020, "IMPACT: The Bank of Canada’s International Model for Projecting Activity," Technical Reports, Bank of Canada, number 116, DOI: 10.34989/tr-116.
• Dany Brouillette & Julien Champagne & Julien McDonald-Guimond, 2020, "Potential output in Canada: 2020 reassessment," Staff Analytical Notes, Bank of Canada, number 2020-25, Oct, DOI: 10.34989/san-2020-25.
• Dany Brouillette & Julien Champagne & Julien McDonald-Guimond, 2020, "Production potentielle au Canada : réévaluation de 2020," Staff Analytical Notes, Bank of Canada, number 2020-25fr, Oct, DOI: 10.34989/san-2020-25.
• Alban Moura, 2020, "LED: An estimated DSGE model of the Luxembourg economy for policy analysis," BCL working papers, Central Bank of Luxembourg, number 147, Aug.
• Necmettin Alpay KOCAK, 2020, "Are CBRT’s Monetary Policy Statements Affected by ECB and FED Statements?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 14, issue 2, pages 205-226.
• Luis J. Álvarez & Mónica Correa-López, 2020, "Inflation expectations in euro area Phillips curves," Occasional Papers, Banco de España, number 2018, Jul.
• Pablo Aguilar & Corinna Ghirelli & Matías Pacce & Alberto Urtasun, 2020, "Can news help measure economic sentiment? An application in COVID-19 times," Working Papers, Banco de España, number 2027, Aug.
• Nélida Díaz Sobrino & Corinna Ghirelli & Samuel Hurtado & Javier J. Pérez & Alberto Urtasun, 2020, "The narrative about the economy as a shadow forecast: an analysis using Banco de España quarterly reports," Working Papers, Banco de España, number 2042, Dec.
• Alex Tagliabracci, 2020, "Asymmetry in the conditional distribution of euro-area inflation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1270, Mar.
• Valerio Ercolani & Filippo Natoli, 2020, "Forecasting US recessions: the role of economic uncertainty," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1299, Sep.
• Benavides Guillermo, 2020, "Asymmetric Volatility Effects in Risk Management: An Empirical Analysis using a Stock Index Futures," Working Papers, Banco de México, number 2020-10, Sep.
• Valeria Bejarano-Salcedo & Juan Manuel Julio-Román & Edgar Caicedo-García & Julián Alonso Cárdenas-Cárdenas, 2020, "Entendiendo, Modelando y Pronosticando el Efecto de “El Niño” Sobre los Precios de los Alimentos: El Caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 1102, Feb, DOI: https://doi.org/10.32468/be.1102.
• Andres Gonzalez & Alexander Guarin & Diego A. Rodriguez-Guzman & Hernando Vargas-Herrera, 2020, "4GM: A New Model for the Monetary Policy Analysis in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1106, Feb, DOI: https://doi.org/10.32468/be.1106.
• Javier G. Gómez-Pineda, 2020, "The depth, length and shape of the covid-19 recession conveyed in 2020 growth forecasts," Borradores de Economia, Banco de la Republica de Colombia, number 1123, Aug, DOI: https://doi.org/10.32468/be.1123.
• Claire Alestra & Gilbert Cette & Valérie Chouard & Rémy Lecat, 2020, "Long-term growth impact of climate change and policies: the Advanced Climate Change Long-term (ACCL) scenario building model," Working papers, Banque de France, number 759.
• Caroline Jardet & Baptiste Meunier, 2020, "Nowcasting World GDP Growth with High-Frequency Data," Working papers, Banque de France, number 788.
• Marco Del Negro & Michele Lenza & Giorgio E. Primiceri & Andrea Tambalotti, 2020, "What's Up with the Phillips Curve?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 51, issue 1 (Spring, pages 301-373.
• Ryan Niladri Banerjee & Juan Contreras & Aaron Mehrotra & Fabrizio Zampolli, 2020, "Inflation at risk in advanced and emerging economies," BIS Working Papers, Bank for International Settlements, number 883, Sep.
• Evgeny Pavlov, 2020, "Forecasting Inflation in Russia Using Neural Networks," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 1, pages 57-73, March, DOI: 10.31477/rjmf.202001.57.
• Vladimir Boyko & Nadezhda Kislyak & Mikhail Nikitin & Oleg Oborin, 2020, "Methods for Estimating the Gross Regional Product Leading Indicator," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 3, pages 3-29, September, DOI: 10.31477/rjmf.202003.03.
• Sergey Seleznev & Natalia Turdyeva & Ramis Khabibullin & Anna Tsvetkova, 2020, "Seasonal adjustment of the Bank of Russia Payment System financial flows data," Bank of Russia Working Paper Series, Bank of Russia, number wps65, Dec.
• Jaqueson K. Galimberti, 2020, "Forecasting GDP Growth from Outer Space," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 82, issue 4, pages 697-722, August, DOI: 10.1111/obes.12361.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News media vs. FRED-MD for macroeconomic forecasting," Working Paper, Norges Bank, number 2020/14, Oct.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate risk and commodity currencies," Working Paper, Norges Bank, number 2020/18, Dec.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News media vs. FRED-MD for macroeconomic forecasting," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 08/2020, Oct.
• Bo Zhang & Jamie Cross & Na Guo, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2020, Nov.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate Risk and Commodity Currencies," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 10/2020, Dec.
• Alex Ilek, 2020, "Are monetary surprises effective? The view of professional forecasters in Israel," Bank of Israel Working Papers, Bank of Israel, number 2020.09, Jul.
• Jonathan Benchimol & Makram El-Shagi & Yossi Saadon, 2020, "Do Expert Experience and Characteristics Affect Inflation Forecasts?," Bank of Israel Working Papers, Bank of Israel, number 2020.11, Oct.
• Nam Gang Lee, 2020, "Vulnerable Growth: A Revisit," Working Papers, Economic Research Institute, Bank of Korea, number 2020-22, Oct.
• Lehmann Robert & Wollmershäuser Timo, 2020, "The macroeconomic projections of the German government: A comparison to an independent forecasting institution," German Economic Review, De Gruyter, volume 21, issue 2, pages 235-270, June, DOI: 10.1515/ger-2019-0047.
• Lovcha Yuliya & Perez-Laborda Alejandro, 2020, "Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-18, February, DOI: 10.1515/snde-2018-0030.
• Pierdzioch Christian & Gupta Rangan, 2020, "Uncertainty and Forecasts of U.S. Recessions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 4, pages 1-20, September, DOI: 10.1515/snde-2018-0083.
• Ahmed Haydory Akbar, 2020, "Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 93-109, June, DOI: 10.1515/snde-2018-0087.
• Lake, A., 2020, "Optimal Feasible Expectations in Economics and Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20105, Nov.
• Hashmat Khan & Louis Phaneuf & Jean-Gardy Victor, 2020, "A Tale of Two Major Postwar Business Cycle Episodes," Carleton Economic Papers, Carleton University, Department of Economics, number 20-03, Apr, revised 20 Apr 2020.
• Joshua Brault & Hashmat Khan & Louis Phaneuf & Jean-Gardy Victor, 2020, "Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years," Carleton Economic Papers, Carleton University, Department of Economics, number 20-11, Jul.
• Byrne, Stephen & Zakipour-Saber, Shayan, 2020, "Solving the Wage Puzzle: Does the “Non-Employment Index” Explain European Wage Dynamics Since the Global Financial Crisis?," Research Technical Papers, Central Bank of Ireland, number 05/RT/20, Jul.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp677, Dec.
• Robert Lehmann & Magnus Reif, 2020, "Tracking and Predicting the German Economy: ifo vs. PMI," CESifo Working Paper Series, CESifo, number 8145.
• Constantin Bürgi & Dorine Boumans, 2020, "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series, CESifo, number 8266.
• Robert Lehmann, 2020, "The Forecasting Power of the ifo Business Survey," CESifo Working Paper Series, CESifo, number 8291.
• Kajal Lahiri & Yongchen Zhao, 2020, "The Nordhaus Test with Many Zeros," CESifo Working Paper Series, CESifo, number 8350.
• Almut Balleer & Sebastian Link & Manuel Menkhoff & Peter Zorn, 2020, "Demand or Supply? Price Adjustment during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 8394.
• Jon Ellingsen & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "News Media vs. FRED-MD for Macroeconomic Forecasting," CESifo Working Paper Series, CESifo, number 8639.
• Christiane Baumeister & Pierre Guérin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CESifo Working Paper Series, CESifo, number 8656.
• Kerstin Bruckmeier & Andreas Peichl & Martin Popp & Jürgen Wiemers & Timo Wollmershäuser, 2020, "Distributional Effects of Macroeconomic Shocks in Real-Time: A Novel Method Applied to the Covid-19 Crisis in Germany," CESifo Working Paper Series, CESifo, number 8748.
• Felix Kapfhammer & Vegard H. Larsen & Leif Anders Thorsrud, 2020, "Climate Risk and Commodity Currencies," CESifo Working Paper Series, CESifo, number 8788.
• Kajal Lahiri & Huaming Peng & Xuguang Sheng, 2020, "Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity," CESifo Working Paper Series, CESifo, number 8810.
• Magnus Reif, 2020, "Macroeconomics, Nonlinearities, and the Business Cycle," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 87, April.
• Stefan Sauer & Klaus Wohlrabe, 2020, "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88, April.
• Wolfgang Nierhaus, 2020, "Wirtschaftskonjunktur 2019: Prognose und Wirklichkeit," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 73, issue 01, pages 51-57, January.
• Justin Sandefur & Arvind Subramanian, 2020, "The IMF’s Growth Forecasts for Poor Countries Don’t Match Its COVID Narrative," Working Papers, Center for Global Development, number 533, May.
• Carlos Poza & Manuel Monge, 2020, "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, CEPII research center, issue 163, pages 163-175.
• Claudia Foroni & Massimiliano Marcellino & Dalibor Stevanovic, 2020, "Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis," CIRANO Working Papers, CIRANO, number 2020s-32, Jun.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020, "Macroeconomic Data Transformations Matter," CIRANO Working Papers, CIRANO, number 2020s-42, Aug.
• Volha Audzei & Jan Bruha, 2020, "A Model of the Euro Area, China and the United States: Trade Links and Trade Wars," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/6, Dec.
• Frantisek Brazdik & Tibor Hledik & Zuzana Humplova & Iva Martonosi & Karel Musil & Jakub Rysanek & Tomas Sestorad & Jaromir Tonner & Stanislav Tvrz & Jan Zacek, 2020, "The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework," Working Papers, Czech National Bank, Research and Statistics Department, number 2020/7, Dec.
• Masaru Inaba & Kengo Nutahara & Daichi Shirai, 2020, "What drives fluctuations of labor wedge and business cycles? Evidence from Japan," CIGS Working Paper Series, The Canon Institute for Global Studies, number 20-006E, Aug.
• María Angélica Arbeláez & Miguel Ben�tez & Roberto Steiner & Oscar Valencia, 2021, "A Fiscal Rule to achieve debt sustainability in Colombia," Informes de Investigación, Fedesarrollo, number 18557, Feb.
• Van Nguyen, Phuong, 2020, "Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models," Dynare Working Papers, CEPREMAP, number 59, Feb.
• Adrian, Tobias & Adams, Patrick & Boyarchenko, Nina & Giannone, Domenico, 2020, "Forecasting Macroeconomic Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 14436, Feb.
• Primiceri, Giorgio & Del Negro, Marco & Lenza, Michele & Tambalotti, Andrea, 2020, "What's up with the Phillips Curve?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14583, Apr.
• Balleer, Almut & Zorn, Peter & Link, Sebastian & Menkhoff, Manuel, 2020, "Demand or Supply? Price Adjustment during the Covid-19 Pandemic," CEPR Discussion Papers, Centre for Economic Policy Research, number 14907, Jun.
• Boyarchenko, Nina & Adrian, Tobias & Giannone, Domenico, 2020, "Multimodality in Macro-Financial Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 15088, Jul.
• Marcellino, Massimiliano & Foroni, Claudia & Stevanovic, Dalibor, 2020, "Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 15114, Jul.
• Forbes, Kristin & Hjortsø, Ida & Nenova, Tsvetelina, 2020, "International Evidence on Shock-Dependent Exchange Rate Pass-Through," CEPR Discussion Papers, Centre for Economic Policy Research, number 15242, Sep.
• Primiceri, Giorgio & Lenza, Michele, 2020, "How to Estimate a VAR after March 2020," CEPR Discussion Papers, Centre for Economic Policy Research, number 15245, Sep.
• Baumeister, Christiane & Guerin, Pierre, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 15403, Oct.
• Fouliard, Jeremy & Howell, Michael & Rey, Hélène & Stavrakeva, Vania, 2022, "Answering the Queen: Machine Learning and Financial Crises," CEPR Discussion Papers, Centre for Economic Policy Research, number 15618, Jan.
• Morley, James & Panovska, Irina B., 2020, "Is Business Cycle Asymmetry Intrinsic In Industrialized Economies?," Macroeconomic Dynamics, Cambridge University Press, volume 24, issue 6, pages 1403-1436, September.
• Cathrine Thato KOLOANE & Mangalani Peter MAKANANISA, 2020, "The impact of increasing VAT rate on state revenue, a South African case," Journal of Economics Library, EconSciences Journals, volume 7, issue 3, pages 123-136, September.
• Heike Belitz & Marius Clemens & Marcel Fratzscher & Martin Gornig & Claudia Kemfert & Alexander S. Kritikos & Claus Michelsen & Karsten Neuhoff & Malte Rieth & C. Katharina Spieß, 2020, "Mit Investitionen und Innovationen aus der Corona-Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 24, pages 442-451.
• Laurent Ferrara & Anna Simoni, 2020, "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-11.
• Bańbura, Marta & Saiz, Lorena, 2020, "Short-term forecasting of euro area economic activity at the ECB," Economic Bulletin Articles, European Central Bank, volume 2.
• Le Mezo, Helena & Ferrari Minesso, Massimo, 2020, "Using information in newspaper articles as an indicator of real economic activity," Economic Bulletin Boxes, European Central Bank, volume 2.
• Koester, Gerrit & Dreher, Ferdinand & Vlad, Aurelian, 2020, "The role of indirect taxes in euro area inflation and its outlook," Economic Bulletin Boxes, European Central Bank, volume 6.
• Pérez Quirós, Gabriel, 2020, "Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis," Research Bulletin, European Central Bank, volume 72.
• Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio & Tambalotti, Andrea, 2020, "Why has inflation in the United States been so stable since the 1990s?," Research Bulletin, European Central Bank, volume 74.
• Carroll, Christopher D. & Crawley, Edmund & Slacalek, Jiri & White, Matthew N., 2020, "How has the U.S. coronavirus aid package affected household spending?," Research Bulletin, European Central Bank, volume 75.
• Coenen, Günter & Montes-Galdón, Carlos & Smets, Frank, 2020, "Effects of state-dependent forward guidance, large-scale asset purchases and fiscal stimulus in a low-interest-rate environment," Working Paper Series, European Central Bank, number 2352, Jan.
• Meyler, Aidan, 2020, "Forecast performance in the ECB SPF: ability or chance?," Working Paper Series, European Central Bank, number 2371, Feb.
• McAdam, Peter & Warne, Anders, 2020, "Density forecast combinations: the real-time dimension," Working Paper Series, European Central Bank, number 2378, Feb.
• Del Negro, Marco & Lenza, Michele & Primiceri, Giorgio E. & Tambalotti, Andrea, 2020, "What’s up with the Phillips Curve?," Working Paper Series, European Central Bank, number 2435, Jul.
• Cimadomo, Jacopo & Giannone, Domenico & Lenza, Michele & Monti, Francesca & Sokol, Andrej, 2020, "Nowcasting with large Bayesian vector autoregressions," Working Paper Series, European Central Bank, number 2453, Aug.
• Figueres, Juan Manuel & Jarociński, Marek, 2020, "Vulnerable growth in the Euro Area: Measuring the financial conditions," Working Paper Series, European Central Bank, number 2458, Aug.
• Lenza, Michele & Primiceri, Giorgio E., 2020, "How to estimate a VAR after March 2020," Working Paper Series, European Central Bank, number 2461, Aug.
• Foroni, Claudia & Marcellino, Massimiliano & Stevanović, Dalibor, 2020, "Forecasting the Covid-19 recession and recovery: lessons from the financial crisis," Working Paper Series, European Central Bank, number 2468, Sep.
• Budnik, Katarzyna & Balatti, Mirco & Dimitrov, Ivan & Groß, Johannes & Kleemann, Michael & Reichenbachas, Tomas & Sanna, Francesco & Sarychev, Andrei & Siņenko, Nadežda & Volk, Matjaz, 2020, "Banking euro area stress test model," Working Paper Series, European Central Bank, number 2469, Sep.
• Bańbura, Marta & Bobeica, Elena, 2020, "Does the Phillips curve help to forecast euro area inflation?," Working Paper Series, European Central Bank, number 2471, Sep.
• Chalmovianský, Jakub & Porqueddu, Mario & Sokol, Andrej, 2020, "Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area," Working Paper Series, European Central Bank, number 2501, Dec.
• Rosa Ferrentino & Luca Vota, 2020, "A Mathematical Model for the Study of the Effects of the Economic Cycle on the Real GDP Growth Rate through the Expectations-Adjusted Phillips Curve," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 222-234.
• Jeerawadee Pumjaroen & Preecha Vichitthamaros & Yuthana Sethapramote, 2020, "Forecasting Economic Cycle with a Structural Equation Model: Evidence from Thailand," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 47-57.
• Famil Majidli & Hasraddin Guliyev, 2020, "How Oil Price and Exchange Rate Affect Non-oil GDP of the Oil-rich Country Azerbaijan?," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 123-130.
• Dmitry Kulikov & Nicolas Reigl, 2020, "Inflation expectations in Phillips Curves models for the euro area," Bank of Estonia Working Papers, Bank of Estonia, number wp2019-8, Jan, revised 29 Jan 2020, DOI: 10.23656/25045520/082019/0171.
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• Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2020, "Can systemic risk measures predict economic shocks? Evidence from China," China Economic Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.chieco.2020.101557.
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• Narayan, Paresh Kumar & Devpura, Neluka & Wang, Hua, 2020, "Japanese currency and stock market—What happened during the COVID-19 pandemic?," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 191-198, DOI: 10.1016/j.eap.2020.09.014.
• McKnight, Stephen & Mihailov, Alexander & Rumler, Fabio, 2020, "Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend," Economic Modelling, Elsevier, volume 87, issue C, pages 383-393, DOI: 10.1016/j.econmod.2019.08.011.
• Gómez-Pineda, Javier G., 2020, "Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model," Economic Modelling, Elsevier, volume 90, issue C, pages 331-373, DOI: 10.1016/j.econmod.2020.02.023.
• Zhao, Ningru & Shi, Yukun & Sun, Yang & Miao, Jiaming, 2020, "Aggregate labor market fluctuations under news shocks," Economic Modelling, Elsevier, volume 90, issue C, pages 397-405, DOI: 10.1016/j.econmod.2019.12.018.
• Benchimol, Jonathan & El-Shagi, Makram, 2020, "Forecast performance in times of terrorism," Economic Modelling, Elsevier, volume 91, issue C, pages 386-402, DOI: 10.1016/j.econmod.2020.05.018.
• Albonico, Alice & Tirelli, Patrizio, 2020, "Financial crises and sudden stops: Was the European monetary union crisis different?," Economic Modelling, Elsevier, volume 93, issue C, pages 13-26, DOI: 10.1016/j.econmod.2020.06.021.
• Yan, Chuanpeng & Huang, Kevin X.D., 2020, "Financial cycle and business cycle: An empirical analysis based on the data from the U.S," Economic Modelling, Elsevier, volume 93, issue C, pages 693-701, DOI: 10.1016/j.econmod.2020.01.018.
• Dunbar, Kwamie & Jiang, Jing, 2020, "What do movements in financial traders’ net long positions reveal about aggregate stock returns?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.01.005.
• Murgia, Lucia M., 2020, "The effect of monetary policy shocks on macroeconomic variables: Evidence from the Eurozone," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108803.
• Figueres, Juan Manuel & Jarociński, Marek, 2020, "Vulnerable growth in the euro area: Measuring the financial conditions," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2020.109126.
• Ercolani, Valerio & Natoli, Filippo, 2020, "Forecasting US recessions: The role of economic uncertainty," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109302.
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• Lahiri, Kajal & Zhao, Yongchen, 2020, "The Nordhaus test with many zeros," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109308.
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• Chen, Jinyu & Zhu, Xuehong & Li, Hailing, 2020, "The pass-through effects of oil price shocks on China's inflation: A time-varying analysis," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2020.104695.
• Ma, Xiaohan & Samaniego, Roberto, 2020, "The macroeconomic impact of oil earnings uncertainty: New evidence from analyst forecasts," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104832.
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• Roy, Saktinil & Kemme, David M., 2020, "The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101377.
• Samitas, Aristeidis & Kampouris, Elias & Kenourgios, Dimitris, 2020, "Machine learning as an early warning system to predict financial crisis," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101507.
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• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Poza, Carlos & Monge, Manuel, 2020, "A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis," International Economics, Elsevier, volume 163, issue C, pages 163-175, DOI: 10.1016/j.inteco.2020.02.002.
• Monokroussos, George & Zhao, Yongchen, 2020, "Nowcasting in real time using popularity priors," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 1173-1180, DOI: 10.1016/j.ijforecast.2020.03.004.
• Carstensen, Kai & Heinrich, Markus & Reif, Magnus & Wolters, Maik H., 2020, "Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 829-850, DOI: 10.1016/j.ijforecast.2019.09.005.
• Chernis, Tony & Cheung, Calista & Velasco, Gabriella, 2020, "A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 851-872, DOI: 10.1016/j.ijforecast.2019.09.006.
• Zhang, Bo & Chan, Joshua C.C. & Cross, Jamie L., 2020, "Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1318-1328, DOI: 10.1016/j.ijforecast.2020.01.004.
• Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020, "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1478-1487, DOI: 10.1016/j.ijforecast.2019.05.015.
• Bongers, Anelí & Gómez, Trinidad & Torres, José L., 2020, "Teaching dynamic General equilibrium macroeconomics to undergraduates using a spreadsheet," International Review of Economics Education, Elsevier, volume 35, issue C, DOI: 10.1016/j.iree.2020.100197.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2020, "Nonlinear forecast combinations: An example using euro-area real GDP growth," Journal of Economic Behavior & Organization, Elsevier, volume 180, issue C, pages 579-589, DOI: 10.1016/j.jebo.2018.09.021.
• Fackler, James S. & McMillin, W. Douglas, 2020, "Nominal GDP versus price level targeting: An empirical evaluation," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105890.
• Burlon, Lorenzo & D’Imperio, Paolo, 2020, "Reliable real-time estimates of the euro-area output gap," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2020.103191.
• Emerson, Patrick & Knabb, Shawn, 2020, "A demographic headwind: Will an aging society reduce the real interest rate and potential growth?," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2019.01.004.
• Vásquez Cordano, Arturo L. & Zellou, Abdel M., 2020, "Super cycles in natural gas prices and their impact on Latin American energy and environmental policies," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101513.
• Khan, Hashmat & Phaneuf, Louis & Victor, Jean Gardy, 2020, "Rules-based monetary policy and the threat of indeterminacy when trend inflation is low," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 317-333, DOI: 10.1016/j.jmoneco.2019.03.001.
• Sheremirov, Viacheslav, 2020, "Price dispersion and inflation: New facts and theoretical implications," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 59-70, DOI: 10.1016/j.jmoneco.2019.03.007.
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• Levenko, Natalia, 2020, "Rounding bias in forecast uncertainty," Research in Economics, Elsevier, volume 74, issue 4, pages 277-291, DOI: 10.1016/j.rie.2020.08.001.
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• Aleksandar Vasilev, 2020, "Indeterminacy and Multiplicity of Equilibria in a Two-sector Economy with a Public-sector Production," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 63, issue 1, pages 18-43.
• Sam Ouliaris & Adrian Pagan, 2020, "Three Questions Regarding Impulse Responses and Their Interpretation Found from Sign Restrictions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-101, Nov.
• Adrian Pagan & Tim Robinson, 2020, "Too many shocks spoil the interpretation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-28, Mar.
• Patrick J. Coe & Shaun P. Vahey, 2020, "Financial conditions and the risks to economic growth in the United States since 1875," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-36, Apr.
• Jaqueson K. Galimberti, 2020, "Information Weighting Under Least Squares Learning," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-46, May.
• Viv B Hall & Peter Thomson, 2020, "Does Hamilton's OLS Regression Provide a Better "Alternative" to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-71, Jul.
• Christiane Baumeister & Pierre Guerin, 2020, "A Comparison of Monthly Global Indicators for Forecasting Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-93, Oct.
• Laurent Ferrara & Matteo Mogliani & Jean-Guillaume Sahuc, 2020, "High-Frequency Monitoring of Growth-at-Risk," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-97, Nov.
• Na Guo & Bo Zhang & Jamie Cross, 2020, "Time-Varying Trend Models for Forecasting Inflation in Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-99, Nov.
• Jose Luís da Costa Oreiro & Guilherme Jonas Costa da Silva & Júlio Fernando Costa Santos, 2020, "O debate sobre o modelo supermultiplicador de Sraffa e o futuro dos modelos heterodoxos de crescimento," Brazilian Journal of Political Economy, FGV EAESP, volume 40, issue 3, pages 510-531, June, DOI: 10.1590/0101-31572020-3049.
• Pierre Rostan & Alexandra Rostan, 2020, "Where is Saudi Arabia's economy heading?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 8, pages 2009-2033, July, DOI: 10.1108/IJOEM-08-2018-0447.
• Seyyed Reza Nakhli & Monireh Rafat & Rasul Bakhshi Dastjerdi & Meysam Rafei, 2020, "How do the financial and oil sanctions affect the Iran's economy: a DSGE framework," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 4, pages 761-785, July, DOI: 10.1108/JES-01-2020-0031.
• Hardik Marfatia, 2020, "Evaluating the forecasting power of foreign Country's income growth: a global analysis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1071-1092, April, DOI: 10.1108/JES-06-2019-0261.