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

• Christian Glocker & Philipp Wegmueller, 2020, "Business cycle dating and forecasting with real-time Swiss GDP data," Empirical Economics, Springer, volume 58, issue 1, pages 73-105, January, DOI: 10.1007/s00181-019-01666-9.
• Byeong U. Park & Léopold Simar & Valentin Zelenyuk, 2020, "Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)," Empirical Economics, Springer, volume 58, issue 1, pages 379-392, January, DOI: 10.1007/s00181-019-01708-2.
• Marcus P. A. Cobb, 2020, "Aggregate density forecasting from disaggregate components using Bayesian VARs," Empirical Economics, Springer, volume 58, issue 1, pages 287-312, January, DOI: 10.1007/s00181-019-01720-6.
• 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.
• João C. Claudio & Katja Heinisch & Oliver Holtemöller, 2020, "Nowcasting East German GDP growth: a MIDAS approach," Empirical Economics, Springer, volume 58, issue 1, pages 29-54, January, DOI: 10.1007/s00181-019-01810-5.
• Ines Fortin & Sebastian P. Koch & Klaus Weyerstrass, 2020, "Evaluation of economic forecasts for Austria," Empirical Economics, Springer, volume 58, issue 1, pages 107-137, January, DOI: 10.1007/s00181-019-01814-1.
• Kristian Jönsson, 2020, "Real-time US GDP gap properties using Hamilton’s regression-based filter," Empirical Economics, Springer, volume 59, issue 1, pages 307-314, July, DOI: 10.1007/s00181-019-01631-6.
• Hashmat Khan & Santosh Upadhayaya, 2020, "Does business confidence matter for investment?," Empirical Economics, Springer, volume 59, issue 4, pages 1633-1665, October, DOI: 10.1007/s00181-019-01694-5.
• Maurizio Bovi, 2020, "A time-varying expectations formation mechanism," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 37, issue 1, pages 69-103, April, DOI: 10.1007/s40888-019-00171-7.
• 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.
• Juan Camilo Anzoátegui-Zapata & Juan Camilo Galvis-Ciro, 2020, "Disagreements in Consumer Inflation Expectations: Empirical Evidence for a Latin American Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 16, issue 2, pages 99-122, November, DOI: 10.1007/s41549-020-00047-x.
• Kashif Zaheer Malik & Syed Zahid Ali, 2020, "Is the empirical relationship between hours and productivity effected by corporate profits?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 1, pages 99-119, January, DOI: 10.1007/s12197-019-09477-5.
• Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020, "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 111-132, January, DOI: 10.1007/s11403-019-00276-z.
• Yuri Biondi & Simone Righi, 2020, "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 333-362, April, DOI: 10.1007/s11403-017-0201-8.
• Saakshi & Sohini Sahu & Siddhartha Chattopadhyay, 2020, "Epidemiology of inflation expectations and internet search: an analysis for India," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 3, pages 649-671, July, DOI: 10.1007/s11403-019-00255-4.
• Moses Tule & Afees Salisu & Charles Chiemeke, 2020, "Improving Nigeria’s Inflation Forecast with Oil Price: The Role of Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 191-229, March, DOI: 10.1007/s40953-019-00178-8.
• Ligia Topan & César Castro & Miguel Jerez & Andrés Barge-Gil, 2020, "Oil price pass-through into inflation in Spain at national and regional level," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 11, issue 4, pages 561-583, December, DOI: 10.1007/s13209-020-00222-4.
• Marc Burri & Daniel Kaufmann, 2020, "A daily fever curve for the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-11, December, DOI: 10.1186/s41937-020-00051-z.
• Pascal Seiler, 2020, "Weighting bias and inflation in the time of COVID-19: evidence from Swiss transaction data," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-11, December, DOI: 10.1186/s41937-020-00057-7.
• Reinald Koch & Dominika Langenmayr, 2020, "Der steuerliche Umgang mit Verlusten: Reformoptionen für die Corona-Krise
  [The Tax Treatment of Losses: Options for Reforms During the Corona Crisis]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 100, issue 5, pages 367-373, May, DOI: 10.1007/s10273-020-2657-8.
• Edward Knotek & Saeed Zaman, 2020, "Real-time density nowcasts of US inflation: a model-combination approach," Working Papers, University of Strathclyde Business School, Department of Economics, number 2015, Oct.
• Kenichiro McAlinn & Knut Are Aastveit & Jouchi Nakajima & Mike West, 2020, "Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting," Journal of the American Statistical Association, Taylor & Francis Journals, volume 115, issue 531, pages 1092-1110, July, DOI: 10.1080/01621459.2019.1660171.
• Mahmut Gunay, 2020, "Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2002.
• George Monokroussos & Yongchen Zhao, 2020, "Nowcasting in Real Time Using Popularity Priors," Working Papers, Towson University, Department of Economics, number 2020-01, Feb, revised Feb 2020.
• Kajal Lahiri & Yongchen Zhao, 2020, "The Nordhaus Test with Many Zeros," Working Papers, Towson University, Department of Economics, number 2020-05, Jun, revised Jun 2020.
• Todd E. Clark & Michael W. McCracken & Elmar Mertens, 2020, "Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors," The Review of Economics and Statistics, MIT Press, volume 102, issue 1, pages 17-33, March.
• Teshale D. BEDADA & Wondaferahu M. DEMISSIE & Endeg T. WOLDE, 2020, "Determinants of Inflationary Experience in Ethiopia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 4, issue 1, pages 15-54, DOI: 10.1991/jefa.v4i1.a31.
• Dmytro Krukovets, 2020, "Data Science Opportunities at Central Banks: Overview," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 13-24, DOI: 10.26531/vnbu2020.249.02.
• Bibiana Lanzilotta & Gabriel Merlo & Gabriela Mordecki & Viviana Umpierrez, 2020, "Understanding Uncertainty Shocks in Uruguay through VAR modeling," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 20-17, Oct.
• Anping Chen & Nicolaas Groenewold, 2020, "Regional resilience in China: The response of the provinces to the growth slowdown," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-15.
• Zuzana Molnarova, 2020, "Industry evidence and the vanishing cyclicality of labor productivity," Vienna Economics Papers, University of Vienna, Department of Economics, number vie2001, Jan.
• Rybacki Jakub, 2020, "Macroeconomic forecasting in Poland: The role of forecasting competitions," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 1-11, January, DOI: 10.2478/ceej-2020-0001.
• Lee Changro & Park Keith Key-Ho, 2020, "Representing Uncertainty in Property Valuation Through a Bayesian Deep Learning Approach," Real Estate Management and Valuation, Sciendo, volume 28, issue 4, pages 15-23, December, DOI: 10.1515/remav-2020-0028.
• Hall, Viv B. & Thomson, Peter, 2020, "Does Hamilton’s OLS regression provide a “better alternative” to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 21070.
• Christian Glocker & Serguei Kaniovski, 2020, "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers, WIFO, number 614, Oct.
• Michael Frenkel & Haiko Stefan, 2020, "Why we should expect a much stronger recession in Germany in 2020 than widely believed," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 20-03, May.
• Jan Capek & Jesus Crespo Cuaresma & Niko Hauzenberger & Vlastimil Reichel, 2020, "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp305, Nov.
• Capek, Jan & Crespo Cuaresma, Jesus & Hauzenberger, Niko & Reichel, Vlastimil, 2020, "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 305, Nov.
• Joshua C. C. Chan & Liana Jacobi & Dan Zhu, 2020, "Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 934-943, September, DOI: 10.1002/for.2660.
• Pierre L. Siklos, 2020, "U.S. Monetary Policy since the 1950s and the Changing Content of FOMC Minutes," Southern Economic Journal, John Wiley & Sons, volume 86, issue 3, pages 1192-1213, January, DOI: 10.1002/soej.12406.
• Laine, Olli-Matti & Lindblad, Annika, 2020, "Nowcasting Finnish GDP growth using financial variables: a MIDAS approach," BoF Economics Review, Bank of Finland, number 4/2020.
• Martins, Manuel Mota Freitas & Verona, Fabio, 2020, "Forecasting inflation with the New Keynesian Phillips curve: Frequency matters," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2020.
• Eraslan, Sercan & Nöller, Marvin, 2020, "Recession probabilities falling from the STARs," Discussion Papers, Deutsche Bundesbank, number 08/2020.
• Hertrich, Markus, 2020, "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers, Deutsche Bundesbank, number 21/2020.
• Hartwig, Benny & Meinerding, Christoph & Schüler, Yves, 2020, "Identifying indicators of systemic risk," Discussion Papers, Deutsche Bundesbank, number 33/2020.
• 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," CFS Working Paper Series, Center for Financial Studies (CFS), number 639.
• Vasilev, Aleksandar, 2020, "Indeterminacy with preferences featuring multiplicative habits in consumption: lessons from Bulgaria (1999-2016)," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
• Benchimol, Jonathan & El-Shagi, Makram, 2020, "Forecast performance in times of terrorism," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 91, pages 386-402.
• Hauser, Luisa-Marie & Schlag, Carsten-Henning & Wolf, André, 2020, "Demographic change in Switzerland: Impacts on economic growth in an Overlapping Generations Model," HWWI Research Papers, Hamburg Institute of International Economics (HWWI), number 191.
• Quast, Josefine & Wolters, Maik H., 2020, "Reliable real-time output gap estimates based on a modified Hamilton filter," Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel), number 2158.
• 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 Jul 2021.
• 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.
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• 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.
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• 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.
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• 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.
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