Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ E: Macroeconomics and Monetary Economics
/ / E4: Money and Interest Rates
/ / / E47: Forecasting and Simulation: Models and Applications

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

1. Forecasting with DSGE Models
2. Forecasting Economic Activity Using Financial Variables

2023

• Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023, "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101948.
• Jia, Pengfei & Shen, Haopeng & Zheng, Shikun, 2023, "Monetary policy rules and opinionated markets," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110995.
• Jordà, Òscar & Nechio, Fernanda, 2023, "Inflation and wage growth since the pandemic," European Economic Review, Elsevier, volume 156, issue C, DOI: 10.1016/j.euroecorev.2023.104474.
• Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023, "Market participants or the random walk – who forecasts better? Evidence from micro-level survey data," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103752.
• Liu, Yan & Marimon, Ramon & Wicht, Adrien, 2023, "Making sovereign debt safe with a financial stability fund," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103834.
• Čapek, Jan & Crespo Cuaresma, Jesús & Hauzenberger, Niko & Reichel, Vlastimil, 2023, "Macroeconomic forecasting in the euro area using predictive combinations of DSGE models," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1820-1838, DOI: 10.1016/j.ijforecast.2022.09.002.
• Arai, Natsuki, 2023, "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106845.
• Dunz, Nepomuk & Hrast Essenfelder, Arthur & Mazzocchetti, Andrea & Monasterolo, Irene & Raberto, Marco, 2023, "Compounding COVID-19 and climate risks: The interplay of banks’ lending and government’s policy in the shock recovery," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2021.106306.
• Choi, Ahjin & Kang, Kyu Ho, 2023, "Modeling the time-varying dynamic term structure of interest rates," Journal of Banking & Finance, Elsevier, volume 153, issue C, DOI: 10.1016/j.jbankfin.2023.106908.
• Claußen, Catharina & Platte, Daniel, 2023, "Evaluating the validity of regulatory interest rate risk measures – a simulation approach," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106933.
• Beckmann, Joscha & Czudaj, Robert L., 2023, "Perceived monetary policy uncertainty," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102761.
• André, Marine C. & Armijo, Alberto & Espidio, Sebastián Medina & Sandoval, Jamel, 2023, "Policy mix in a small open emerging economy with commodity prices," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 1, DOI: 10.1016/j.latcb.2022.100082.
• Zarazúa Juárez, Carlos Alberto, 2023, "Understanding the natural rate of interest for a small open economy," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 3, DOI: 10.1016/j.latcb.2023.100093.
• Koyama, Kentaro & Takeda, Sumihiro, 2023, "Currency basis term structure, cross-border investment flow, and central bank currency swap agreement," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 470-482, DOI: 10.1016/j.iref.2022.09.009.
• Goodhart, C. A. E. & Pradhan, Manoj, 2023, "A snapshot of Central Bank (two year) forecasting: a mixed picture," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118680, Mar.
• Miguel Jerez & Alejandra Montealegre-Luna & Alfredo Garcia-Hiernaux, 2023, "A counterfactual analysis of the impact of the 2008 and 2020 crises on Spanish employment," Applied Economic Analysis, Emerald Group Publishing Limited, volume 31, issue 92, pages 109-125, April, DOI: 10.1108/AEA-04-2022-0131.
• Solomon Yemidi & Grace Nkansa Asante & Paul Owusu Takyi, 2023, "Inflation and interest rate dynamics in Ghana: the supply-side perspective," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 14, issue 4, pages 776-791, August, DOI: 10.1108/AJEMS-09-2022-0373.
• Luccas Assis Attílio, 2023, "Does monetary policy impact income inequality?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 5, pages 1106-1126, November, DOI: 10.1108/JES-05-2023-0254.
• Bhavesh Garg, 2023, "Effectiveness of Monetary and Fiscal Policy in Mitigating Pandemic-Induced Macroeconomic Impacts," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2023-20, Dec.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2023, "Uniform Priors for Impulse Responses," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-13, Sep, DOI: 10.29338/wp2023-13.
• Kurt Graden Lunsford & Kenneth D. West, 2023, "Random Walk Forecasts of Stationary Processes Have Low Bias," Working Papers, Federal Reserve Bank of Cleveland, number 23-18, Aug, DOI: 10.26509/frbc-wp-202318.
• Cristhian Hernando Ruiz Cardozo & Jens H. E. Christensen, 2024, "The Benefit of Inflation-Indexed Debt: Evidence from an Emerging Bond Market," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-04, Jul, DOI: 10.24148/wp2023-04.
• Jens H. E. Christensen & Nikola Mirkov & Xin Zhang, 2024, "Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-23, Jun, DOI: 10.24148/wp2023-23.
• Jens H. E. Christensen & Simon Thinggaard Hetland, 2024, "Passive Quantitative Easing: Bond Supply Effects through a Halt to Debt Issuance," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-24, May, DOI: 10.24148/wp2023-24.
• Michael T. Kiley, 2023, "Recession Signals and Business Cycle Dynamics: Tying the Pieces Together," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-008, Jan, DOI: 10.17016/FEDS.2023.008.
• Bennett Schmanski & Chiara Scotti & Clara Vega, 2023, "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-036, May, DOI: 10.17016/FEDS.2023.036.
• Andrey Polbin & Sergey Sinelnikov-Murylev, 2023, "Developing and impulse response matching estimation of the DSGE model for the Russian economy," Research Paper Series, Gaidar Institute for Economic Policy, issue 182P, pages 1-53.
• Kiss, Tamás & Kladivko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023, "Market Participants or the Random Walk – Who Forecasts Better? Evidence from Micro Level Survey Data," Working Papers, Örebro University, School of Business, number 2023:2, Jan.
• Edvinsson, Rodney & Karlsson, Sune & Österholm, Pär, 2023, "Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data," Working Papers, Örebro University, School of Business, number 2023:3, Feb.
• Berger, Helge & Karlsson, Sune & Österholm, Pär, 2023, "A Note of Caution on the Relation between Money Growth and Inflation," Working Papers, Örebro University, School of Business, number 2023:9, Apr.
• Mr. Helge Berger & Sune Karlsson & Pär Österholm, 2023, "A Note of Caution on the Relation Between Money Growth and Inflation," IMF Working Papers, International Monetary Fund, number 2023/137, Jun.
• Mai Dao & Allan Dizioli & Chris Jackson & Pierre-Olivier Gourinchas & Mr. Daniel Leigh, 2023, "Unconventional Fiscal Policy in Times of High Inflation," IMF Working Papers, International Monetary Fund, number 2023/178, Sep.
• Riya Sureka & Satish Kumar & Deepraj Mukherjee & Christina Theodoraki, 2023, "What restricts SMEs from adopting sophisticated capital budgeting practices?," Small Business Economics, Springer, volume 60, issue 1, pages 265-290, January, DOI: 10.1007/s11187-022-00648-z.
• Magdalena Petrovska & Jasna Tonovska & Miso Nikolov & Artan Sulejmani, 2023, "Evaluating monetary policy effectiveness in North Macedonia: Evidence from a Bayesian FAVAR Framework," Working Papers, National Bank of the Republic of North Macedonia, number 2023-01.
• Ruben Durko, 2023, "How Major Central Banks Reacted to the Inflationary Wave of the Early 2020s - The Case of the ECB," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 22, issue 4, pages 31-57.
• Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg, 2023, "Empirical DSGE model evaluation with interest rate expectations measures and preferences over safe assets," Working Paper Research, National Bank of Belgium, number 433, Feb.
• Ilona Skibińska-Fabrowska & Małgorzata Czuchryta & Adrian Żak, 2023, "The relationship between payment inclusion and the demand for cash," Bank i Kredyt, Narodowy Bank Polski, volume 54, issue 4, pages 365-388.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2023".
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
• Luciano Greco & Francesco Jacopo Pintus & Davide Raggi, 2023, "When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0300, May.
• Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023, "Text-Based Recession Probabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 71, issue 2, pages 415-438, June, DOI: 10.1057/s41308-022-00177-5.
• Giovanni Callegari & Ramon Marimon & Adrien Wicht & Luca Zavalloni, 2023, "Code and data files for "On a Lender of Last Resort with a Central Bank and a Stability Fund"," Computer Codes, Review of Economic Dynamics, number 23-166, revised .
• Hasan Yosefizadeh & Farzaneh Khalili & Kamran Nadri, 2023, "Investigating the Effects of Taxation on the Profit of Bank Deposits on Inflation and GDP of Iran's Economy in the Form of a Dynamic General Equilibrium Model (DSGE)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 1, pages 59-88.
• Vedev, Aleksei (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Eremkin, Vladimir (Еремкин, Владимир) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Maria (Ковалева, Мария), 2023, "Forecast of medium-term dynamics of socio-economic development of the Russian Federation under sanctions pressure, assessment of the effectiveness of implemented economic support measures and risk management opportunities
  [Прогноз Среднесрочной Ди," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202374.
• Ujjal Chatterjee, 2023, "Predicting economic growth: evidence from real-estate loans securitization," SN Business & Economics, Springer, volume 3, issue 3, pages 1-20, March, DOI: 10.1007/s43546-023-00456-x.
• Ijaz Ahmed & Alveena Irshad & Sarah Zafar & Basim Ali Khan & Muhammad Raza & Pahgunda Roheela Ali, 2023, "The role of environmental initiatives and green value co-creation as mediators: promoting corporate entrepreneurship and green innovation," SN Business & Economics, Springer, volume 3, issue 4, pages 1-22, April, DOI: 10.1007/s43546-023-00465-w.
• Chris Heerden & André Heymans & Paul Styger, 2023, "The Relationship Between the Forward and the Realized Spot Exchange Rate in South Africa," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_6.
• Joshua C. C. Chan, 2023, "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 890-905, July, DOI: 10.1080/07350015.2022.2080683.
• Luciano Greco & Francesco J. Pintus & Davide Raggi, 2023, "When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023:11.
• Sovilj Siniša & Tkalec Marina & Pripužić Dominik & Kostanjčar Zvonko, 2023, "Modelling National Economic System: A Case of the Croatian Economy," South East European Journal of Economics and Business, Sciendo, volume 18, issue 1, pages 115-144, June, DOI: 10.2478/jeb-2023-0009.
• Reinhard Ellwanger, Stephen Snudden, Lenin Arango-Castillo, 2023, "Seize the Last Day: Period-End-Point Sampling for Forecasts of Temporally Aggregated Data," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0142, Dec.
• William A. Barnett & Sohee Park, 2023, "Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 331-346, March, DOI: 10.1002/for.2910.
• Tamás Kiss & Stepan Mazur & Hoang Nguyen & Pär Österholm, 2023, "Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 2, pages 347-368, March, DOI: 10.1002/for.2911.
• Szydlo, Jan, 2023, "Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 63.
• Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023, "Shadow-rate VARs," Discussion Papers, Deutsche Bundesbank, number 14/2023.
• Bartzsch, Nikolaus & Brandi, Marco & de Pastor, Raymond & Devigne, Lucas & Maddaloni, Gianluca & Posada Restrepo, Diana & Sene, Gabriele, 2023, "Forecasting banknote circulation during the COVID-19 pandemic using structural time series models," Discussion Papers, Deutsche Bundesbank, number 20/2023.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2023, "Super-Inertial Interest Rate Rules Are Not Solutions of Ramsey Optimal Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 133, issue 1, pages 119-146.
• Reiss, Michael, 2023, "On the marginal utility of fiat money: insurmountable circularity or not?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268397.

2022

• Майданов С.Ж. // Maidanov S.Zh. & Табарак Ы.Ж. // Tabarak Y.Zh., 2022, "Совершенствование моделей прогнозирования объема наличных денег в обращении в Республике Казахстан // Improving the models for forecasting the volume of cash in circulation in the Republic of Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 4-21.
• Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022, "“An application of deep learning for exchange rate forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202201, Jan, revised Jan 2022.
• Joshua C. C. Chan, 2022, "Large Hybrid Time-Varying Parameter VARs," Papers, arXiv.org, number 2201.07303, Jan, revised Jun 2022.
• James A. Duffy & Sophocles Mavroeidis & Sam Wycherley, 2022, "Cointegration with Occasionally Binding Constraints," Papers, arXiv.org, number 2211.09604, Nov, revised Sep 2025.
• Anneke Kosse & Zhentong Lu, 2022, "Transmission of Cyber Risk Through the Canadian Wholesale Payment System," Staff Working Papers, Bank of Canada, number 22-23, May, DOI: 10.34989/swp-2022-23.
• Gastón Giordana & Michael Ziegelmeyer, 2022, "L’endettement des ménages," BCL Bulletin Analyses, Central Bank of Luxembourg, volume 2022, pages 45-48.
• Eva Cárceles-Poveda & Yan Liu & Ramon Marimon, 2022, "On the Optimal Design of a Financial Stability Fund," Working Papers, Barcelona School of Economics, number 1329, Mar.
• Adrien Wicht & Yan Liu & Ramon Marimon, 2022, "Making Sovereign Debt Safe with a Financial Stability Fund," Working Papers, Barcelona School of Economics, number 1331, Mar.
• Sergey Ivashchenko, 2022, "Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks," Russian Journal of Money and Finance, Bank of Russia, volume 81, issue 1, pages 46-72, March, DOI: 10.31477/rjmf.202201.46.
• Mikhail Andreyev, 2022, "Effects of the fiscal rule and model assumptions on the response of inflation in the aftermath of a terms-of-trade shock," Bank of Russia Working Paper Series, Bank of Russia, number wps107, Dec.
• Patricia Carballo, 2022, "Política monetaria y formación de expectativas en un modelo neokeynesiano," Documentos de trabajo, Banco Central del Uruguay, number 2022001.
• Isaac Gross & Andrew Leigh, 2022, "Assessing Australian Monetary Policy in the Twenty‐First Century," The Economic Record, The Economic Society of Australia, volume 98, issue 322, pages 271-295, September, DOI: 10.1111/1475-4932.12689.
• Congressional Budget Office, 2022, "How Changes in Economic Conditions Might Affect the Federal Budget: 2022 to 2032," Reports, Congressional Budget Office, number 57979, Jun.
• Congressional Budget Office, 2022, "Budgetary Implications of Economic Scenarios With Higher and Lower Interest Rates: Working Paper 2022-04," Working Papers, Congressional Budget Office, number 57908, Mar.
• Sebastián Amador, 2022, "Hysteresis, endogenous growth, and monetary policy," Working Papers, University of California, Davis, Department of Economics, number 348, Apr.
• Constantin Bürgi & Julio L. Ortiz, 2022, "Overreaction through Anchoring," CESifo Working Paper Series, CESifo, number 10193.
• Isaac Gross & Andrew Leigh, 2022, "Assessing Australian Monetary Policy in the Twenty-First Century," CESifo Working Paper Series, CESifo, number 9959.
• John Cajas-Guijarro & Anthony Pozo-Barrera & Dom�nica C�rdenas-L�pez, 2022, "Neutralidad monetaria y deuda externa en dolarización: el caso ecuatoriano desde un enfoque de cointegración," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 92, issue 9, pages 317-377.
• Juan Camilo Anzoátegui Zapata & Juan Camilo Galvis Ciro, 2022, "Efectos de la comunicación del banco central sobre el desacuerdo en las expectativas de la tasa de política monetaria: evidencias para Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 2, pages 375-409.
• Jing Yuan & Yan Peng & Tsun Zongwu Cai & Zhengyi Zhang, 2022, "A Quantitative Evaluation of Interest Rate Liberalization Reform in China," Annals of Economics and Finance, Society for AEF, volume 23, issue 2, pages 197-221, November.
• Valeriu Nalban & Andra Smadu, 2022, "Uncertainty shocks and the monetary-macroprudential policy mix," Working Papers, DNB, number 739, Feb.
• Burban, Valentin & De Backer, Bruno & Schupp, Fabian & Vladu, Andreea Liliana, 2022, "Decomposing market-based measures of inflation compensation into inflation expectations and risk premia," Economic Bulletin Boxes, European Central Bank, volume 8.
• Guizhou Wang & Kjell Hausken, 2022, "A Generalized Interest Rates Model with Scaling," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 5, pages 143-150, September.
• Belongia, Michael T. & Ireland, Peter N., 2022, "A reconsideration of money growth rules," Journal of Economic Dynamics and Control, Elsevier, volume 135, issue C, DOI: 10.1016/j.jedc.2022.104312.
• Müller, Tobias & Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos, 2022, "Disciplining expectations and the forward guidance puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 137, issue C, DOI: 10.1016/j.jedc.2022.104336.
• Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022, "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 387-409, DOI: 10.1016/j.jeconom.2021.07.014.
• Brandão-Marques, Luis & Chen, Qianying & Raddatz, Claudio & Vandenbussche, Jérôme & Xie, Peichu, 2022, "The riskiness of credit allocation and financial stability," Journal of Financial Intermediation, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfi.2022.100980.
• Neely, Christopher J., 2022, "How persistent are unconventional monetary policy effects?," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102653.
• Tang, Haozhou & Zhang, Donghai, 2022, "Bubbly firm dynamics and aggregate fluctuations," Journal of Monetary Economics, Elsevier, volume 132, issue C, pages 64-80, DOI: 10.1016/j.jmoneco.2022.08.003.
• Takamizawa, Hideyuki, 2022, "How arbitrage-free is the Nelson–Siegel model under stochastic volatility?," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 205-223, DOI: 10.1016/j.iref.2022.01.011.
• Emilia G. Marsellou, 2022, "Macroeconomic implications and growth regimes under alternative interpretations of household debt," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 19, issue 2, pages 204-223, September.
• Dimitris G. Kirikos, 2022, "Are quantitative easing effects transitory? Evidence from out-of-sample forecasts," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 6, pages 811-822, October, DOI: 10.1108/JFEP-04-2022-0099.
• Adam Kucera & Evzen Kocenda & Ales Marsal, 2022, "Yield Curve Dynamics and Fiscal Policy Shocks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2022/04, Apr, revised Apr 2022.
• Vaishali Garga & Aeimit K. Lakdawala & Rajeswari Sengupta, 2022, "Assessing Central Bank Commitment to Inflation Targeting: Evidence from Financial Market Expectations in India," Working Papers, Federal Reserve Bank of Boston, number 22-19, Oct, DOI: 10.29412/res.wp.2022.19.
• Michael Clements & Robert W. Rich & Joseph Tracy, 2022, "Surveys of Professionals," Working Papers, Federal Reserve Bank of Cleveland, number 22-13, May, DOI: 10.26509/frbc-wp-202213.
• Òscar Jordà & Fernanda Nechio, 2023, "Inflation and Wage Growth Since the Pandemic," Working Paper Series, Federal Reserve Bank of San Francisco, number 2022-17, Apr, DOI: 10.24148/wp2022-17.
• Amy Y. Guisinger & Michael W. McCracken & Michael T. Owyang, 2022, "Reconsidering the Fed's Inflation Forecasting Advantage," Working Papers, Federal Reserve Bank of St. Louis, number 2022-001, Jan, revised 23 Oct 2023, DOI: 10.20955/wp.2022.001.
• William A. Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," JRFM, MDPI, volume 15, issue 10, pages 1-17, October.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolas Moreno-Arias & Sara Naranjo-Saldarriaga, 2022, "Unravelling the Narratives Behind Macroeconomic Forecasts," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 18-2022, Aug.
• Sabrina-Sigrid Spiegel, 2022, "Price Indices for Austrian municipalities - Hedonic models based on Microlevel Data," Graz Economics Papers, University of Graz, Department of Economics, number 2022-01, Feb.
• Riya Sureka & Satish Kumar & Deepraj Mukherjee & Christina Theodoraki, 2022, "What restricts SMEs from adopting sophisticated capital budgeting practices?," Post-Print, HAL, number hal-04676726, Sep, DOI: 10.1007/s11187-022-00648-z.
• Kladívko, Kamil & Österholm, Pär, 2022, "Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey," Working Papers, Örebro University, School of Business, number 2022:14, Nov.
• Michal Franta & Tomas Holub & Branislav Saxa, 2022, "Exiting from an Exchange Rate Floor in a Small Open Economy: Balance Sheet Implications of the Czech National Bank's Exchange Rate Commitment," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 2, pages 51-105, June.
• Aneta Hryckiewicz & Petra Pawlowski & Piotr Michal Mazur & Marcin Borsukb, 2022, "Sovereign Debt Holding and Bank Sensitivity toward Market Risk: An Alternative View of the Bank–Sovereign Problem," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 5, pages 1-52, December.
• Vaishali Garga & Aeimit Lakdawala & Rajeswari Sengupta, 2022, "Assessing central bank commitment to inflation targeting: Evidence from financial market expectations in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2022-017, Oct.
• Jens H. E. Christensen & Jose A. Lopez & Paul L. Mussche, 2022, "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Management Science, INFORMS, volume 68, issue 11, pages 8286-8300, November, DOI: 10.1287/mnsc.2021.4215.
• Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022, ""An application of deep learning for exchange rate forecasting"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202201, Jan, revised Jan 2022.
• Tamerlan Mashadihasanli, 2022, "Stock Market Price Forecasting Using the Arima Model: an Application to Istanbul, Turkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 439-454, July, DOI: 10.26650/JEPR1056771.
• Gross, Isaac & Leigh, Andrew, 2022, "Assessing Australian Monetary Policy in the Twenty-First Century," IZA Discussion Papers, IZA Network @ LISER, number 15561, Sep.
• KADEŘÁBKOVÁ Božena & BEDNÁŘ Ondřej, 2022, "How Much Can the Monetary Policies of Small Open Economies Neighbouring the Eurozone Be Independent?," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
• Tsvetan Tsvetanov, 2022, "Tax Holidays and the Heterogeneous Pass-Through of Gasoline Taxes," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202219, Dec.
• Vicente J. Coronel, 2022, "Does Inflation Influence Fiscal Policies? Effects of Inflation Targeting on Public Expenditure in the Euro Area," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 28, issue 1, pages 39-40, May, DOI: 10.1007/s11294-022-09844-9.
• Thomas L. Hogan, 2022, "The calculus of dissent: Bias and diversity in FOMC projections," Public Choice, Springer, volume 191, issue 1, pages 105-135, April, DOI: 10.1007/s11127-021-00952-4.
• Tanja Jakimova & Milan Eliskovski & Artina Bedzeti Baftijari, 2022, "Households' euroization in the Republic of North Macedonia: Is it close or far from the optimal levels?," Working Papers, National Bank of the Republic of North Macedonia, number 2022-02.
• Atsushi Sekine, 2022, "Estimating the Yield Curve Using the Nelson-Siegel Model: Evidence from Daily Yield Data," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 18, issue 1, pages 1-14, April.
• Mariusz Górajski & Zbigniew Kuchta, 2022, "Which hallmarks of optimal monetary policy rules matter in Poland? A stochastic dominance approach," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 2, pages 149-182.
• Andrew Binning, 2022, "An Efficient Application of the Extended Path Algorithm in Matlab with Examples," Treasury Working Paper Series, New Zealand Treasury, number 22/02, Jul.
• Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022, "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1290-1308.
• Pablo Pincheira Brown, 2022, "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 150-183.
• Juan Rufino M. Reyes, 2022, "Nowcasting domestic liquidity in the Philippines using machine learning algorithms," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 59, issue 2, pages 1-40, December.
• Sonan Memon, 2022, "Inflation in Pakistan: High-Frequency Estimation and Forecasting," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2022:12.
• Katsafados, Apostolos & Anastasiou, Dimitris, 2022, "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper, University Library of Munich, Germany, number 111418, Jan.
• PINSHI, Christian P., 2022, "Inflation-Forecast Targeting: A New Framework for Monetary Policy?," MPRA Paper, University Library of Munich, Germany, number 111709, Jan.
• Barrera, Carlos, 2022, "Characterizing the Anchoring Effects of Official Forecasts on Private Expectations," MPRA Paper, University Library of Munich, Germany, number 114258, Aug.
• Beckmann, Joscha & Czudaj, Robert L., 2022, "Perceived monetary policy uncertainty," MPRA Paper, University Library of Munich, Germany, number 114964, Oct.
• Podshivalov, Georgii Gordon, 2022, "Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator," MPRA Paper, University Library of Munich, Germany, number 115002, Oct, revised 16 Oct 2022.
• Kaelo Ntwaepelo & Grivas Chiyaba, 2022, "Financial Stability Surveillance Tools: Evaluating the Performance of Stress Indices," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-06, Aug.
• Biwei Chen, 2022, "Shape Evolution of the Interest Rate Term Structure," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 427-457, January, DOI: https://doi.org/10.15353/rea.v13i3..
• Wissem Boukraine & Hella Guerchi Mehri, 2022, "Should Tunisian Optimal Monetary Policy React to Wage Inflation? Evidence From A DSGE Model with Labor Market Frictions," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 75, issue 1, pages 29-50.
• Najmeh Izadi & Mohammad Ali Motafakker Azad & Reza Ranjpour & Zahra Karimi Takanlou, 2022, "Analyzing Real Effects of Uncertainty in Financial Markets with the Emphasizing on Islamic Treasury Bond," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 1, pages 91-114.
• Anatoly D. Kosmin & Vladimir V. Kuznetsov, 2022, "Analysis of economic welfare of the population basedon the purchasing power of the Russian ruble," Economic Consultant, Scientific and Educational Initiative LLC, volume 3, issue 3, pages 42-49.
• Abdul RASHID & Aamir JAVED & Zainab JEHAN & Uzma IQBAL, 2022, "Time-Varying Impacts of Macroeconomic Variables on Stock Market Returns and Volatility : Evidence from Pakistan," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 144-166, October.
• Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Organization Of The System Of Macroeconomic Analysis And Forecasting In The Republic Of Uzbekistan
  [Организация Системы Макроэкономического Анализа И Прогнозирования В Республике Узбекистан]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220210, Nov.
• Vedev, Aleksey (Ведев, Алексей) & Silchuk, Anastasia (Сильчук, Анастасия) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Assessment Of The Prospects For Russia To Enter The Path Of Sustainable Growth After 2021: Analysis Of Possible Development Risks And Development Of Proposals For Risk Management
  [Оценка Перспектив Выхода России На Траекторию Устойчивого Роста Пос," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220211, Nov.
• Vedev, Alexey (Ведев, Алексей) & Silchuk, Aleksandra (Сильчук, Александра) & Tuzov, Konstantin (Тузов, Константин) & Kovaleva, Marina (Ковалева, Марина) & Eremkin, Vladimir (Ерёмкин, Владимир), 2022, "Analysis Of The Efficiency Of Industry Support Measures During The Coronavirus Pandemic And Their Contribution To The Recovery Of Economic Activity In Russia
  [Анализ Эффективности Отраслевых Мер Поддержки В Условиях Пандемии Коронавируса И Их Вкла," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220298, Nov.
• Michael Frenkel & Jin-Kyu Jung & Jan-Christoph Rülke, 2022, "Testing for the rationality of central bank interest rate forecasts," Empirical Economics, Springer, volume 62, issue 3, pages 1037-1078, March, DOI: 10.1007/s00181-021-02046-y.
• Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022, "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-021-00327-0.
• Hamid Baghestani, 2022, "Mortgage rate predictability and consumer home-buying assessments," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 3, pages 593-603, July, DOI: 10.1007/s12197-022-09578-8.
• Irene Monasterolo & Nepomuk Dunz & Andrea Mazzocchetti & Régis Gourdel, 2022, "Derisking the low-carbon transition: investors’ reaction to climate policies, decarbonization and distributive effects," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 31-71, April, DOI: 10.1007/s43253-021-00062-3.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022, "Expectations and term premia in EFSF bond yields," Working Papers, European Stability Mechanism, number 54, Jul.
• Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2022, "Exchange Rate Reconnect," The Review of Economics and Statistics, MIT Press, volume 104, issue 4, pages 845-855, October, DOI: 10.1162/rest_a_00978.
• Árpád Ábrahám & Eva Cárceles-Poveda & Yan Liu & Ramon Marimon, 2022, "On the optimal design of a financial stability fund," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1827, Mar.
• Yan Liu & Ramon Marimon & Adrien Wicht, 2022, "Making sovereign debt safe with a financial stability fund," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1829, Mar.
• Petrovska Magdalena & Tonovska Jasna & Nikolov Miso & Sulejmani Artan, 2022, "Evaluating Monetary Policy Effectiveness in North Macedonia: Evidence from a Bayesian Favar Framework," South East European Journal of Economics and Business, Sciendo, volume 17, issue 2, pages 67-82, December, DOI: 10.2478/jeb-2022-0015.
• Joshua C. C. Chan, 2022, "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, volume 13, issue 3, pages 1145-1169, July, DOI: 10.3982/QE1381.

2021

• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021002, Feb.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021007, Jan, DOI: https://doi.org/10.1016/j.frl.2021..
• Joshua C. C. Chan, 2021, "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers, arXiv.org, number 2111.07170, Nov.
• Massimo Guidolin & Davide La Cara & Massimiliano Marcellino, 2021, "Boosting the Forecasting Power of Conditional Heteroskedasticity Models to Account for Covid-19 Outbreaks," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21169.
• Marcela De Castro-Valderrama & Santiago Forero-Alvarado & Nicolás Moreno-Arias & Sara Naranjo-Saldarriaga, 2021, "Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts," Borradores de Economia, Banco de la Republica de Colombia, number 1184, Dec, DOI: 10.32468/be.1184.
• Mikael Juselius & Nikola Tarashev, 2021, "Could corporate credit losses turn out higher than expected?," BIS Bulletins, Bank for International Settlements, number 46, Aug.
• Takuji Kawamoto & Takashi Nakazawa & Yui Kishaba & Kohei Matsumura & Jouchi Nakajima, 2021, "Supplementary Paper Series for the "Assessment" (2): Estimating Effects of Expansionary Monetary Policy since the Introduction of Quantitative and Qualitative Monetary Easing (QQE) Using the Macroeconomic Model (Q-JEM)," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-4, Apr.
• Takuji Kawamoto & Jouchi Nakajima & Tomoaki Mikami, 2021, "Supplementary Paper Series for the "Assessment" (3): Inflation-Overshooting Commitment:An Analysis Using a Macroeconomic Model," Bank of Japan Working Paper Series, Bank of Japan, number 21-E-9, Jul.
• Juli√°n Roa Rozo, 2021, "Spillovers de la pol√≠tica monetaria no convencional de los pa√≠ses avanzados hacia Am√©rica Latina," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19424, Jul.
• Rubio-Ramírez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16613, Oct.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2021, "Hopf Bifurcation From New-Keynesian Taylor Rule To Ramsey Optimal Policy," Macroeconomic Dynamics, Cambridge University Press, volume 25, issue 8, pages 2204-2236, December.
• Lalouette, Laure & Zamora-Pérez, Alejandro & Rusu, Codruta & Bartzsch, Nikolaus & Politronacci, Emmanuelle & Delmas, Martial & Rua, António & Brandi, Marco & Naksi, Martti, 2021, "Foreign demand for euro banknotes," Occasional Paper Series, European Central Bank, number 253, Jan.
• Darracq Pariès, Matthieu & Notarpietro, Alessandro & Kilponen, Juha & Papadopoulou, Niki & Zimic, Srečko & Aldama, Pierre & Langenus, Geert & Alvarez, Luis Julian & Lemoine, Matthieu & Angelini, Elena, 2021, "Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement," Occasional Paper Series, European Central Bank, number 267, Sep.
• Holm-Hadulla, Fédéric & Musso, Alberto & Rodriguez-Palenzuela, Diego & Vlassopoulos, Thomas, 2021, "Evolution of the ECB’s analytical framework," Occasional Paper Series, European Central Bank, number 277, Sep.
• Altavilla, Carlo & Lemke, Wolfgang & Linzert, Tobias & Tapking, Jens & von Landesberger, Julian, 2021, "Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014," Occasional Paper Series, European Central Bank, number 278, Sep.
• Le Mezo, Helena & Ferrari Minesso, Massimo, 2021, "Text-based recession probabilities," Working Paper Series, European Central Bank, number 2516, Jan.
• Marozzi, Armando, 2021, "The ECB's tracker: nowcasting the press conferences of the ECB," Working Paper Series, European Central Bank, number 2609, Oct.
• Luo, Shaowen & Villar, Daniel, 2021, "The price adjustment hazard function: Evidence from high inflation periods," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104135.
• Chawwa, Tevy, 2021, "Impact of reserve requirement and Liquidity Coverage Ratio: A DSGE model for Indonesia," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 321-341, DOI: 10.1016/j.eap.2021.05.002.
• Goldstein, Nathan & Zilberfarb, Ben-Zion, 2021, "Do forecasters really care about consensus?," Economic Modelling, Elsevier, volume 100, issue C, DOI: 10.1016/j.econmod.2021.105523.
• Swaminathan, Anthony, 2021, "Macroeconomic volatility at the zero lower bound: Evidence from the OECD," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109877.
• Hauzenberger, Niko, 2021, "Flexible Mixture Priors for Large Time-varying Parameter Models," Econometrics and Statistics, Elsevier, volume 20, issue C, pages 87-108, DOI: 10.1016/j.ecosta.2021.06.001.
• Han, Yang & Jiao, Anqi & Ma, Jun, 2021, "The predictive power of Nelson–Siegel factor loadings for the real economy," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 95-127, DOI: 10.1016/j.jempfin.2021.04.008.
• Kladívko, Kamil & Österholm, Pär, 2021, "Do market participants’ forecasts of financial variables outperform the random-walk benchmark?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101712.
• De Backer, Bruno & Dewachter, Hans & Iania, Leonardo, 2021, "Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101978.
• Dunz, Nepomuk & Naqvi, Asjad & Monasterolo, Irene, 2021, "Climate sentiments, transition risk, and financial stability in a stock-flow consistent model," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100872.
• Tsang, Kwok Ping & Yang, Zichao, 2021, "The market for bitcoin transactions," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101282.
• Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021, "External debt composition and domestic credit cycles," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102377.
• Alex, Dony, 2021, "Anchoring of inflation expectations in large emerging economies," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00202.
• Nabi, Mahmoud Sami, 2021, "Tunisia after the 2011’s revolution: Economic deterioration should, and could have been avoided," Journal of Policy Modeling, Elsevier, volume 43, issue 5, pages 1094-1109, DOI: 10.1016/j.jpolmod.2021.06.002.
• Antolín-Díaz, Juan & Petrella, Ivan & Rubio-Ramírez, Juan F., 2021, "Structural scenario analysis with SVARs," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 798-815, DOI: 10.1016/j.jmoneco.2020.06.001.
• Carvalho, Carlos & Nechio, Fernanda & Tristão, Tiago, 2021, "Taylor rule estimation by OLS," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 140-154, DOI: 10.1016/j.jmoneco.2021.10.010.
• Ellington, Michael & Milas, Costas, 2021, "On the economic impact of aggregate liquidity shocks: The case of the UK," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 737-752, DOI: 10.1016/j.qref.2018.09.008.
• Ilek, Alex, 2021, "Are monetary surprises effective? The view of professional forecasters in Israel," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 516-530, DOI: 10.1016/j.iref.2021.06.009.
• Mario J. Crucini & Oscar O'Flaherty, 2021, "Stay-at-home orders in a fiscal union," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-39, Apr.
• Guna Raj Bhatta & Rabindra Nepal & Kankesu Jayanthakumaran & Charles Harvie, 2021, "Impossible trinity in a small open economy: A state-space model informed policy simulation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-60, Jul.
• Sánchez Vargas, Armando & Martínez Ventura, Débora & López-Herrera, Francisco, 2021, "Tasa de interés neutral y política monetaria para México, 2020-2024," El Trimestre Económico, Fondo de Cultura Económica, volume 88, issue 349, pages 201-218, enero-mar, DOI: https://doi.org/10.20430/ete.v88i34.
• Taniya Ghosh & Sakshi Agarwal, 2021, "Do Machine Learning Models Hold the Key to Better Money Demand Forecasting?," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A017.
• Knut Lehre Seip & Dan Zhang, 2021, "The GDP, the US treasury yield and the federal funds rate: who follows whom, when and why?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 187-206, October, DOI: 10.1108/JFEP-11-2020-0241.
• Volodymyr Martyniuk & Tomasz Wolowiec & Elena Mieszajkina, 2021, "Planning and Forecasting Customs Revenues to the State Budget: A Case Study of Ukraine," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 648-665.
• Martin Mandel & Jan Vejmelek, 2021, "Testing the Properties of Financial Analysts’ Predictions of Future Spot Exchange Rates (Example of CZK/EUR)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 1, pages 33-51, June.
• Juan Antolín-Díaz & Ivan Petrella & Juan F. Rubio-Ramírez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," Working Papers, FEDEA, number 2021-14, Nov.
• Kevin X.D. Huang & Shuangjian Li & Guoqiang Tian, 2021, "Chinese Economy under the New ¡°Dual Circulation¡± Strategy: Challenges and Opportunities¡ªA Summary of the Annual SUFE Macroeconomic Report (2020¨C2021)," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 16, issue 1, pages 1-29, March.
• Juan Antolin-Diaz & Ivan Petrella & Juan F. Rubio-Ramirez, 2021, "Dividend Momentum and Stock Return Predictability: A Bayesian Approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2021-25, Nov, DOI: 10.29338/wp2021-25.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2021, "Forecasting with Shadow-Rate VARs," Working Papers, Federal Reserve Bank of Cleveland, number 21-09, Mar, DOI: 10.26509/frbc-wp-202109.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021, "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-08, Nov, DOI: 10.24148/wp2021-08.
• Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2021, "International Evidence on Extending Sovereign Debt Maturities," Working Paper Series, Federal Reserve Bank of San Francisco, number 2021-19, Jul, DOI: 10.24148/wp2021-19.
• Benjamin Gardner & Chiara Scotti & Clara Vega, 2021, "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-074, Nov, DOI: 10.17016/FEDS.2021.074.
• Thomas R. Cook & Taeyoung Doh, 2021, "To Improve the Accuracy of GDP Growth Forecasts, Add Financial Market Conditions," Economic Bulletin, Federal Reserve Bank of Kansas City, issue June 2, 2, pages 1-5, June.
• Remy Beauregard & Jens H. E. Christensen & Eric Fischer & Simon Zhu, 2021, "Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico," Staff Reports, Federal Reserve Bank of New York, number 961, Mar.