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

2021

• Tamás Kiss & Hoang Nguyen & Pär Österholm, 2021, "Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails," JRFM, MDPI, volume 14, issue 11, pages 1-17, October.
• William A. Barnett & Van H. Nguyen, 2021, "Constructing Divisia Monetary Aggregates for Singapore," JRFM, MDPI, volume 14, issue 8, pages 1-15, August.
• István Kónya, 2021, "Financial crisis and inequality in Hungary," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2132, Aug.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2021, "Modelling the Relation between the US Real Economy and the Corporate Bond-Yield Spread in Bayesian VARs with non-Gaussian Disturbances," Working Papers, Örebro University, School of Business, number 2021:9, May.
• Aya Achour & Mr. Aleš Bulíř & Omar Chafik & Adam Remo, 2021, "The Morocco Policy Analysis Model: Theoretical Framework and Policy Scenarios," IMF Working Papers, International Monetary Fund, number 2021/122, Apr.
• William A. Barnett & Van H. Nguyen, 2021, "Constructing Divisia Monetary Aggregates for Singapore," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202114, Jun, revised Jun 2021.
• William A. Barnett & Sohee Park, 2021, "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202120, Oct, revised Oct 2021.
• Luiz Renato Lima & Lucas Lúcio Godeiro & Mohammed Mohsin, 2021, "Time-Varying Dictionary and the Predictive Power of FED Minutes," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 1, pages 149-181, January, DOI: 10.1007/s10614-020-10039-9.
• Wonik Park & Byoungkil Min, 2021, "Impacts of Liquidity Preference on Loan-to-Deposit Ratio and Regional Economic Growth: A Post-Keynesian View," Korean Economic Review, Korean Economic Association, volume 37, pages 37-63.
• Leland Farmer & Emi Nakamura & Jón Steinsson, 2021, "Learning About the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 29495, Nov.
• Şeuleanu Dragoş, 2021, "The Communication Dimension of the Business Model Applied to the ELI-NP Project," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
• Claus Puhr & Martin Schneider, 2021, "Have mitigating measures helped prevent insolvencies in Austria amid the COVID-19 pandemic?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/20-Q1/, pages 77-110.
• Martin M Andreasen & Jens H E Christensen & Simon Riddell, 2021, "The TIPS Liquidity Premium
  [Decomposing real and nominal yield curves]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1639-1675.
• Christian Gouriéroux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2021, "Disastrous Defaults
  [Risk premia and term premia in general equilibrium]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1727-1772.
• Ibrahim L. Awad, 2021, "The Islamic Rate of Return Versus the Nominal Rate of Interest: A Macroeconometric Model," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 47, issue 2, pages 253-272, April, DOI: 10.1057/s41302-020-00170-8.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Barnett, William A. & Nguyen, Van H., 2021, "Constructing Divisia monetary aggregates for Singapore," MPRA Paper, University Library of Munich, Germany, number 108422, Jun.
• Tweneboah Senzu, Emmanuel, 2021, "Eco-currency: Proposition of a monetary policy design for a unitary currency program of a frailty economic zone," MPRA Paper, University Library of Munich, Germany, number 108527, Feb.
• Molintas, Dominique Trual, 2021, "Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 110124, Apr.
• Barnett, William & Park, Sohee, 2021, "Forecasting Inflation and Output Growth with Credit-Card-Augmented Divisia Monetary Aggregates," MPRA Paper, University Library of Munich, Germany, number 110298, Oct.
• Jaroslav Brada, 2021, "Problems in justifying the accuracy of projected Free Cash Flow DCF-based valuations
  [Problémy při odůvodňování správnosti plánovaných odčerpatelných peněžních toků v oceněních založených na metodá," Oceňování, Prague University of Economics and Business, volume 14, issue 3, pages 3-20, DOI: 10.18267/j.ocenovani.263.
• Pérez Forero, Fernando, 2021, "Predicción de variables macroeconómicas en el Perú a través un modelo BVAR con media cambiante en el tiempo," Working Papers, Banco Central de Reserva del Perú, number 2021-001, Mar.
• Kshitij Abhay Kakade & Aswini Kumar Mishra, 2021, "The impact of macroeconomic and oil shocks on India’s non-ferrous metal prices: A structural-VAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 30-50.
• Aya Achour & Aleš Bulíř & Omar Chafik & Adam Remo, 2021, "The Morocco Policy Analysis Model: Theoretical Framework and Policy Scenarios," Document de travail, Bank Al-Maghrib, Département de la Recherche, number 2021-1, Apr.
• Michael Mainelli & Matthew Leitch, 2021, "Eternal Coins? Control And Regulation Of Alternative Digital Currencies," Journal of Financial Transformation, Capco Institute, volume 52, pages 152-157.
• M. Abramova A. & S. Dubova E. & Z. Bayarsaikhan & М. Абрамова А. & С. Дубова Е. & З. Баярсайхан, 2021, "Формально-функциональный анализ роли денег в воспроизводственном процессе: новые аспекты современной теории денег // Formal and Functional Analysis of the Role of Money in the Reproduction Process: New Aspects of the Modern Theory of Money," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 3, pages 66-89.
• Darko B. Vukovic & Carlos J. Rincon & Moinak Maiti, 2021, "Price distortions and municipal bonds premiums: evidence from Switzerland," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-21, December, DOI: 10.1186/s40854-021-00276-8.
• Yuanyuan (Catherine) Chen, 2021, "Empirical analysis of bitcoin price," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 692-715, October, DOI: 10.1007/s12197-021-09549-5.
• Akhilesh K. Verma & Rajeswari Sengupta, 2021, "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 4, pages 965-1001, November, DOI: 10.1007/s10290-021-00424-3.
• Wissem BOUKRAINE & Hella Guerchi MEHRI, 2021, "Comparing Optimal Monetary Policy Rules, Does Wage Inflation Matters?," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 5, issue 1, pages 1-16, DOI: 10.1991/jefa.v5i1.a38.
• Gouriéroux, Christian & Monfort, Alain & Mouabbi, Sarah & Renne, Jean-Paul, 2021, "Disastrous Defaults," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1237, Aug.
• Thibaud Cargoet & Simon Cornée & Franck Martin & Tovonony Razafindrabe & Fabien Rondeau & Christophe Tavéra, 2021, "A Dual Banking Sector With Credit Unions and Traditional Banks : What Implications on Macroeconomic Performances?," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2021-03, Nov.
• Martin Llada, 2021, "Relationship between country risk volatility and indices based on unstructured information," Estudios de Economia, University of Chile, Department of Economics, volume 48, issue 2 Year 20, pages 175-218, December.
• Josheski Dushko & Apostolov Mico, 2021, "Equilibrium Short-Rate Models Vs No-Arbitrage Models: Literature Review and Computational Examples," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 25, issue 3, pages 42-71, September, DOI: 10.15611/eada.2021.3.03.
• Hubert Gabrisch, 2021, "GARCH Analyses of Risk and Uncertainty in the Theories of the Interest Rate of Keynes and Kalecki," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 191, Jan.
• Reinhard Ellwanger, Stephen Snudden, 2021, "Predictability of Aggregated Time Series," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0127.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021, "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 495-516, August, DOI: 10.1002/jae.2828.
• Hyeongwoo Kim & Wen Shi, 2021, "Forecasting financial vulnerability in the USA: A factor model approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 3, pages 439-457, April, DOI: 10.1002/for.2724.
• Benjamin K. Johannsen & Elmar Mertens, 2021, "A Time‐Series Model of Interest Rates with the Effective Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 5, pages 1005-1046, August, DOI: 10.1111/jmcb.12771.
• John B. Donaldson & Rajnish Mehra, 2021, "Average crossing time: An alternative characterization of mean aversion and reversion," Quantitative Economics, Econometric Society, volume 12, issue 3, pages 903-944, July, DOI: 10.3982/QE1560.
• Nyholm, Juho & Voutilainen, Ville, 2021, "Quantiles of growth: Household debt and growth vulnerabilities in Finland," BoF Economics Review, Bank of Finland, number 2/2021.
• Juselius, Mikael & Tarashev, Nikola A., 2021, "Could corporate credit losses turn out higher than expected?," BoF Economics Review, Bank of Finland, number 3/2021.
• Eo, Yunjong & McClung, Nigel, 2021, "Determinacy and E-stability with interest rate rules at the zero lower bound," Bank of Finland Research Discussion Papers, Bank of Finland, number 14/2021.
• Sihvonen, Markus, 2021, "Yield curve momentum," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2021.

2020

• Hyeongwoo Kim & Wen Shi, 2020, "Forecasting Financial Vulnerability in the US: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2020-04, Jul.
• Michael D. Bauer & Glenn D. Rudebusch, 2020, "Interest Rates under Falling Stars," American Economic Review, American Economic Association, volume 110, issue 5, pages 1316-1354, May, DOI: 10.1257/aer.20171822.
• Pedro Bordalo & Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2020, "Overreaction in Macroeconomic Expectations," American Economic Review, American Economic Association, volume 110, issue 9, pages 2748-2782, September, DOI: 10.1257/aer.20181219.
• Viorelia LUNGU, 2020, "Some Notes on the Geopolitics and Geo-economics of Russia’s Post-Soviet Neocolonialism in Central Asia," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 6, issue 1, pages 87-101, June.
• Бектасова Ж. Ж. // Bektassova Zh. Zh., 2020, "Роль центрального банка в наличном денежном обращении: сокращать нельзя усиливать // The role of the central bank in cash cycle: reduce not enhance," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 48-56.
• Valerie Lankester-Campos & Kerry Loaiza-Marín & Carlos Monge-Badilla, 2020, "Assessing public debt sustainability for Costa Rica using the fiscal reaction function," Documentos de Trabajo, Banco Central de Costa Rica, number 2005, Oct.
• Carlos Segura-Rodriguez, 2020, "Heterogeneous and persistent inflation expectation formation," Documentos de Trabajo, Banco Central de Costa Rica, number 2006, Nov.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Papers, arXiv.org, number 2002.07479, Feb.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," Papers, arXiv.org, number 2006.14842, Jun.
• Lelo de Larrea Alejandra, 2020, "Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model," Working Papers, Banco de México, number 2020-01, Mar.
• 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.
• Christian Gouri roux & Alain Monfort & Sarah Mouabbi & Jean-Paul Renne, 2020, "Disastrous Defaults," Working papers, Banque de France, number 778.
• Guillaume Bove & Stéphane Dees & Camille Thubin, 2020, "House Prices, Mortgage Debt Dynamics and Economic Fluctuations in France: A Semi-Structural Approach," Working papers, Banque de France, number 787.
• Andrejs Zlobins, 2020, "Country-level effects of the ECB’s expanded asset purchase programme," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 20, issue 2, pages 187-217.
• Kelesego Mmolainyane, 2020, "Financing Public Private Partnerships (PPPs) in Botswana Through the Capital Market," Working Papers, Botswana Institute for Development Policy Analysis, number 75, Mar.
• Mikhail Andreyev & Mikhail Andreyev & Mikhail Andreyev, 2020, "Adding a fiscal rule into a DSGE model: How much does it change the forecasts?," Bank of Russia Working Paper Series, Bank of Russia, number wps64, Nov.
• Alexander Ballantyne & Tom Cusbert & Richard Evans & Rochelle Guttmann & Jonathan Hambur & Adam Hamilton & Elizabeth Kendall & Rachael McCririck & Gabriela Nodari & Daniel M. Rees, 2020, "MARTIN Has Its Place: A Macroeconometric Model of the Australian Economy," The Economic Record, The Economic Society of Australia, volume 96, issue 314, pages 225-251, September, DOI: 10.1111/1475-4932.12531.
• 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.
• Paul J.J. Welfens, 2020, "Doubts on the Role of Disturbance Variance in New Keynesian Models and Suggested Refinements," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei275, Oct.
• Nana Kwame Akosah & Paul Alagidede & Eric Schaling, 2020, "Interest Rate and Exchange Rate Volatility Spillovers: Multiscale Perspective of Monetary Policy Transmission in Ghana," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 135-167.
• Congressional Budget Office, 2020, "How Changes in Economic Conditions Might Affect the Federal Budget: 2020 to 2030," Reports, Congressional Budget Office, number 56096, Feb.
• Pizzinelli, Carlo & Theodoridis, Konstantinos & Zanetti, Francesco, 2020, "State Dependence in Labor Market Fluctuations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2020/2, Mar.
• Òscar Jordà & Fernanda Nechio, 2020, "Inflation Globally," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 8, in: Gonzalo Castex & Jordi Galí & Diego Saravia, "Changing Inflation Dynamics,Evolving Monetary Policy".
• José Mauricio Gil León & Andr�s Felipe Su�rez Cante, 2020, "Implicaciones de los choques de prima de riesgo en una economía pequena y abierta," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 133-172.
• Van Nguyen, Phuong, 2020, "The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model," Dynare Working Papers, CEPREMAP, number 56, 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.
• Taylor, Alan M. & Jordà , Ã’scar & Singh, Sanjay, 2020, "The long-run effects of monetary policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14338, Jan.
• Gräb, Johannes & Titzck, Stephanie, 2020, "US yield curve inversion and financial market signals of recession," Economic Bulletin Boxes, European Central Bank, volume 1.
• Gelain, Paolo & Manganelli, Simone, 2020, "Monetary policy with judgment," Working Paper Series, European Central Bank, number 2404, May.
• Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020, "Disciplining expectations and the forward guidance puzzle," Working Paper Series, European Central Bank, number 2424, Jun.
• Hirschbühl, Dominik & Krustev, Georgi & Stoevsky, Grigor, 2020, "Financial drivers of the euro area business cycle: a DSGE-based approach," Working Paper Series, European Central Bank, number 2475, Oct.
• Eo, Yunjong & Kang, Kyu Ho, 2020, "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103812.
• Makrelov, Konstantin & Arndt, Channing & Davies, Rob & Harris, Laurence, 2020, "Balance sheet changes and the impact of financial sector risk-taking on fiscal multipliers," Economic Modelling, Elsevier, volume 87, issue C, pages 322-343, DOI: 10.1016/j.econmod.2019.08.006.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020, "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, volume 88, issue C, pages 341-355, DOI: 10.1016/j.econmod.2019.09.046.
• Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020, "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, volume 91, issue C, pages 633-645, DOI: 10.1016/j.econmod.2019.12.004.
• Xing, Xiaoyun & Wang, Mingsong & Wang, Yougui & Stanley, H. Eugene, 2020, "Credit creation under multiple banking regulations: The impact of balance sheet diversity on money supply," Economic Modelling, Elsevier, volume 91, issue C, pages 720-735, DOI: 10.1016/j.econmod.2019.09.030.
• Gil-Alana, Luis A. & Carcel, Hector, 2020, "A fractional cointegration var analysis of exchange rate dynamics," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.09.006.
• Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2020, "Incorporating the RMB internationalization effect into its exchange rate volatility forecasting," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101103.
• Karlsson, Sune & Österholm, Pär, 2020, "The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108883.
• 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.
• Rybinski, Krzysztof, 2020, "The forecasting power of the multi-language narrative of sell-side research: A machine learning evaluation," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.08.009.
• Rudkin, Wanling, 2020, "Mispricing, returns and the quest for parsimony," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101368.
• Lloyd, Simon P., 2020, "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105915.
• Morris, Stephen D., 2020, "Is the Taylor principle still valid when rates are low?," Journal of Macroeconomics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jmacro.2020.103192.
• Kang, Hyunju & Park, Jaevin & Suh, Hyunduk, 2020, "The rise of part-time employment in the great recession: Its causes and macroeconomic effects," Journal of Macroeconomics, Elsevier, volume 66, issue C, DOI: 10.1016/j.jmacro.2020.103257.
• Fontana, Giuseppe & Veronese Passarella, Marco, 2020, "Unconventional monetary policies from conventional theories: Modern lessons for central bankers," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 503-519, DOI: 10.1016/j.jpolmod.2020.01.001.
• Jordà, Òscar & Schularick, Moritz & Taylor, Alan M., 2020, "The effects of quasi-random monetary experiments," Journal of Monetary Economics, Elsevier, volume 112, issue C, pages 22-40, DOI: 10.1016/j.jmoneco.2019.01.021.
• Phuong V. Nguyen, 2020, "The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 5, pages 1035-1063, October, DOI: 10.1108/JES-02-2020-0062.
• Karsten Staehr & Lenno Uusküla, 2020, "Macroeconomic and macro-financial factors as leading indicators of non-performing loans," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 3, pages 720-740, February, DOI: 10.1108/JES-03-2019-0107.
• Kevin X.D. Huang & Zixi Liu & Guoqiang Tian, 2020, "Promote Competitive Neutrality to Facilitate China’s Economic Development: Outlook, Policy Simulations, and Reform Implementation—A Summary of the Annual SUFE Macroeconomic Report (2019?020)," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 1-24, March.
• Paolo Gelain & Simone Manganelli, 2020, "Monetary Policy with Judgment," Working Papers, Federal Reserve Bank of Cleveland, number 20-14, May, DOI: 10.26509/frbc-wp-202014.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers, Federal Reserve Bank of Cleveland, number 20-27, Sep, DOI: 10.26509/frbc-wp-202027.
• Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2020, "The Long-Run Effects of Monetary Policy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-01, Jan, DOI: 10.24148/wp2020-01.
• James Hebden & Edward P. Herbst & Jenny Tang & Giorgio Topa & Fabian Winkler, 2020, "How Robust Are Makeup Strategies to Key Alternative Assumptions?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-069, Aug, DOI: 10.17016/FEDS.2020.069.
• Dean Fantazzini & Nikita Kolodin, 2020, "Does the Hashrate Affect the Bitcoin Price?," JRFM, MDPI, volume 13, issue 11, pages 1-29, October.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," Post-Print, HAL, number hal-01527872, Dec, DOI: 10.1017/S1365100519001032.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," Post-Print, HAL, number hal-02881216, Jun.
• Paul Malliet & Frédéric Reynés & Gissela Landa & Meriem Hamdi-Cherif & Aurélien Saussay, 2020, "Assessing Short‑Term and Long‑Term Economic and Environmental Effects of the COVID‑19 Crisis in France," Post-Print, HAL, number hal-03403038, DOI: 10.1007/s10640-020-00488-z.
• Jean-Bernard Chatelain & Kirsten Ralf, 2021, "Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01527872, Dec, DOI: 10.1017/S1365100519001032.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02881216, Jun.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," PSE Working Papers, HAL, number halshs-02564377, May.
• Paul Malliet & Frédéric Reynés & Gissela Landa & Meriem Hamdi-Cherif & Aurélien Saussay, 2020, "Assessing Short‑Term and Long‑Term Economic and Environmental Effects of the COVID‑19 Crisis in France," Sciences Po Economics Publications (main), HAL, number hal-03403038, DOI: 10.1007/s10640-020-00488-z.
• Jean-Bernard Chatelain & Kirsten Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," Working Papers, HAL, number halshs-02564377, May.
• Andersson, Fredrik N.G. & Jonung, Lars, 2020, "Lessons from the Swedish Experience with Negative Central Bank Rates," Working Papers, Lund University, Department of Economics, number 2020:15, Aug.
• Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2020, "Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails," Working Papers, Örebro University, School of Business, number 2020:13, Oct.
• Akhilesh K. Verma & Rajeswari Sengupta, 2020, "Interlinkages between external debt financing, credit cycles and output fluctuations in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2020-012, Apr.
• Paul Malliet & Frédéric Reynès & Gissela Landa & Meriem Hamdi-Cherif & Aurélien Saussay, 2020, "Assessing Short-Term and Long-Term Economic and Environmental Effects of the COVID-19 Crisis in France," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 76, issue 4, pages 867-883, August, DOI: 10.1007/s10640-020-00488-z.
• Paul Malliet & Frédéric Reynès & Gissela Landa & Meriem Hamdi‑Cherif & Aurélien Saussay, 2020, "Correction to: Assessing Short-Term and Long-Term Economic and Environmental Effects of the COVID-19 Crisis in France," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 77, issue 3, pages 669-669, November, DOI: 10.1007/s10640-020-00510-4.
• Tjeerd M. Boonman & Andrea E. Sanchez Urbina, 2020, "Extreme Bounds Analysis in Early Warning Systems for Currency Crises," Open Economies Review, Springer, volume 31, issue 2, pages 431-470, April, DOI: 10.1007/s11079-019-09565-3.
• Kolozsi, Pál Péter & Horváth, Gábor, 2020, "Mennyit ér a likviditás?. A magyar bankrendszer likviditáskeresleti függvényének becslése
  [How much are reserves worth? Estimating interbank liquidity demand in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 113-139, DOI: 10.18414/KSZ.2020.2.113.
• José Mauricio Gil-León & Andrés Felipe Suárez-Cant, 2020, "Implications of risk premium shocks in a small and open economy," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 133-172, Enero-Jun, DOI: 10.17533/udea.le.n92a05.
• Marzban, Hossein & Dehghan Shabani, Zahra & Moradi, Javad & Pazhouhi, Asrar, 2020, "The Effects of Asset Securitization on Banks' Performance (Case Study: Bank Saderat Iran 2005-2015)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 1, pages 1-24, January.
• Marcin Borsuk & Oskar Krzesicki, 2020, "InSTA – integrated stress-testing approach at NBP. The past, present and future perspectives," NBP Working Papers, Narodowy Bank Polski, number 325.
• Òscar Jordà & Sanjay R. Singh & Alan M. Taylor, 2020, "The Long-Run Effects of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26666, Jan.
• Mario J. Crucini & Oscar O'Flaherty, 2020, "Stay-at-Home Orders in a Fiscal Union," NBER Working Papers, National Bureau of Economic Research, Inc, number 28182, Dec.
• Al-Kasawnih Akad, 2020, "Money-Laundering Practices, Estimation, Regulation, and Commercial and Financial Cross-Border Flows," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03-4.
• Andrei-DragoÅŸ Popescu, 2020, "Financial Technology (FinTech) as a Driver for Financial Digital Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1055-1059, December.
• Charemza, Wojciech, 2020, "Central banks' voting contest," MPRA Paper, University Library of Munich, Germany, number 101205, May.
• Jean-Bernard, Chatelain & Kirsten, Ralf, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," MPRA Paper, University Library of Munich, Germany, number 101347, Jun.
• Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
• Olalude, Gbenga Adelekan & Olayinka, Hammed Abiola & Ankeli, Uchechi Constance, 2020, "Modelling and forecasting inflation rate in Nigeria using ARIMA models," MPRA Paper, University Library of Munich, Germany, number 105342, revised Dec 2020.
• AsadUllah, Muhammad & Mujahid, Hira & I. Tabash, Mosab & Ayubi, Sharique & Sabri, Rabia, 2020, "Forecasting indian rupee/us dollar: arima, exponential smoothing, naïve, nardl, combination techniques," MPRA Paper, University Library of Munich, Germany, number 111150.
• Jackson, Emerson Abraham, 2020, "Understanding SLL / US$ exchange rate dynamics in Sierra Leone using Box-Jenkins ARIMA approach," MPRA Paper, University Library of Munich, Germany, number 97965, Jan, revised 03 Jan 2020.
• Neifar, Malika, 2020, "Stock Market Volatility Analysis: A Case Study of TUNindex," MPRA Paper, University Library of Munich, Germany, number 99140, Mar.
• Grilli, Luca & Santoro, Domenico, 2020, "Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach," MPRA Paper, University Library of Munich, Germany, number 99591, Apr.
• Christopher E.S. Warburton & Emerson Abraham Jackson, 2020, "Monetary Policy Responses to Exogenous Perturbations: The Case of a Small Open Economy (2007-2018)," PSL Quarterly Review, Economia civile, volume 73, issue 293, pages 181-201.
• González-Gómez, Andrés & Guarín-López, Alexander & Rodríguez, Diego & Vargas-Herrera, Hernando, 2020, "4GM: A New Model for the Monetary Policy Analysis in Colombia," Working papers, Red Investigadores de Economía, number 31, Feb.
• Sailesh Bhaghoe & Gavin Ooft, 2020, "Modelling Exchange-Rate Volatility With Commodity Prices," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 165, Oct.
• Ultremare, Fernanda & Bullio Mattos, Olivia, 2020, "Out of policymaker’s sight: the role of banks’ liquidity preference in credit supply in Brazil
  [Hors de la vue des décideurs politique : le rôle de la préférence pour la liquidité des banques pour l’offre de crédit au Brésil]," Revue de la Régulation - Capitalisme, institutions, pouvoirs, Association Recherche et Régulation, volume 27, DOI: 10.4000/regulation.16602.
• Rangan Gupta & Hylton Hollander & Rudi Steinbach, 2020, "Forecasting output growth using a DSGE-based decomposition of the South African yield curve," Empirical Economics, Springer, volume 58, issue 1, pages 351-378, January, DOI: 10.1007/s00181-018-1607-4.
• Michal Rubaszek & Margarita Rubio, 2020, "Does the rental housing market stabilize the economy? A micro and macro perspective," Empirical Economics, Springer, volume 59, issue 1, pages 233-257, July, DOI: 10.1007/s00181-019-01638-z.
• Kalim Hyder & Stephen G. Hall, 2020, "Estimates of the New Keynesian Phillips Curve for Pakistan," Empirical Economics, Springer, volume 59, issue 2, pages 871-886, August, DOI: 10.1007/s00181-019-01659-8.
• Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020, "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, volume 59, issue 6, pages 2859-2898, December, DOI: 10.1007/s00181-019-01744-y.
• A. Edwin Prabu & Indranil Bhattacharyya & Partha Ray, 2020, "Impact of monetary policy on the Indian stock market: Does the devil lie in the detail?," Indian Economic Review, Springer, volume 55, issue 1, pages 27-50, June, DOI: 10.1007/s41775-020-00078-2.
• Mitja Steinbacher & Timotej Jagrič, 2020, "Interbank rules during economic declines: Can banks safeguard capital base?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 471-499, April, DOI: 10.1007/s11403-018-0228-5.
• Ruan Erasmus & Hylton Hollander, 2020, "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Working Papers, Stellenbosch University, Department of Economics, number 04/2020.
• R. Erasmus & H. Hollander, 2020, "A Forward Guidance Indicator For The South African Reserve Bank: Implementing A Text Analysis Algorithm," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 44, issue 3, pages 41-72, December, DOI: 10.1080/03796205.2020.1919424.
• 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.
• Attila Csajbok & Pervin Dadashova & Pavlo Shykin & Balazs Vonnak, 2020, "Consumer Lending in Ukraine: Estimation of the Equilibrium Level," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 249, pages 4-12, DOI: 10.26531/vnbu2020.249.01.
• Radović Ognjen & Tomić Zoran & Stanković Jelena Z., 2020, "Two-Phase Exponential Model of Wealth Distribution," Economic Themes, Sciendo, volume 58, issue 1, pages 33-52, March, DOI: 10.2478/ethemes-2020-0003.
• 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.
• Carlo Pizzinelli & Konstantinos Theodoridis & Francesco Zanetti, 2020, "State Dependence In Labor Market Fluctuations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 3, pages 1027-1072, August, DOI: 10.1111/iere.12448.
• Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz, 2020, "Is There an On-the-Run Premium in TIPS?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-42, June, DOI: 10.1142/S201013922050007X.
• Mandler, Martin & Scharnagl, Michael, 2020, "Estimating the effects of the Eurosystem's asset purchase programme at the country level," Discussion Papers, Deutsche Bundesbank, number 29/2020.
• Hinterlang, Natascha, 2020, "Predicting monetary policy using artificial neural networks," Discussion Papers, Deutsche Bundesbank, number 44/2020.
• Herwartz, Helmut & Rohloff, Hannes & Wang, Shu, 2020, "Proxy SVAR identification of monetary policy shocks: MonteCarlo evidence and insights for the US," University of Göttingen Working Papers in Economics, University of Goettingen, Department of Economics, number 404.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2020, "Hopf Bifurcation from New-Keynesian Taylor Rule to Ramsey Optimal Policy," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
• Chatelain, Jean-Bernard & Ralf, Kirsten, 2020, "The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 40, issue 2, pages 1797-1803.
• Heidorn, Thomas & Schäfer, Niklas, 2020, "Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 228.

2019

• Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2019, "Forecasting Financial Stress Indices in Korea: A Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-02, Mar.
• Hyeongwoo Kim & Kyunghwan Ko, 2019, "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2019-03, Apr.
• Afees A. Salisu & Samuel F. Onipede & Wasiu Adekunle, 2019, "Stock returns-inflation nexus in Africa during tranquil and crisis periods: New evidence," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 9, issue 1, pages 22-31.
• Andreas Joseph, 2019, "From interpretability to inference: an estimation framework for universal approximators," Papers, arXiv.org, number 1903.04209, Mar, revised Dec 2024.
• Junjie Hu & Wolfgang Karl Hardle & Weiyu Kuo, 2019, "Risk of Bitcoin Market: Volatility, Jumps, and Forecasts," Papers, arXiv.org, number 1912.05228, Dec, revised Dec 2021.
• Carlos A. Arango-Arango & Nicolás F. Suárez-Ariza, 2019, "Digital Payments Adoption and the Demand for Cash: New International Evidence," Borradores de Economia, Banco de la Republica de Colombia, number 1074, Jun, DOI: 10.32468/be.1074.pdf?sequence=10&is.
• David C. López-Valenzuela & Enrique Montes-Uribe & Héctor M. Zárate-Solano & Alvaro Carmona-Duarte, 2019, "Determinantes y evolución entre precios y cantidades de las exportaciones industriales de Colombia: un estudio a partir de un modelo de Panel-VAR," Borradores de Economia, Banco de la Republica de Colombia, number 1075, Jun, DOI: 10.32468/be.1075.
• Cyril Couaillier & Thomas Ferrière & Valerio Scalone, 2019, "ALIENOR, a Macrofinancial Model for Macroprudential Policy," Working papers, Banque de France, number 724.
• Klodiana Istrefi, 2019, "In Fed Watchers Eyes: Hawks, Doves and Monetary Policy," Working papers, Banque de France, number 725.
• Michael T. Belongia & Peter N. Ireland, 2019, "A Reconsideration of Money Growth Rules," Boston College Working Papers in Economics, Boston College Department of Economics, number 976, Mar.
• Andreas Joseph, 2019, "Parametric inference with universal function approximators," Bank of England working papers, Bank of England, number 784, Mar.
• Sun Xiaojin & Tsang Kwok Ping, 2019, "What cycles? Data detrending in DSGE models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-23, June, DOI: 10.1515/snde-2017-0084.
• Michael D. Bauer & Aeimit Lakdawala & Philippe Mueller, 2019, "Market-based monetary policy uncertainty," CESifo Working Paper Series, CESifo, number 7621.
• Òscar Jordà & Fernanda Nechio, 2019, "Inflation Globally," Working Papers Central Bank of Chile, Central Bank of Chile, number 850, Oct.
• Jan Filacek & Ivan Sutoris, 2019, "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2019/02, Nov.
• Dominika Ehrenbergerova & Simona Malovana, 2019, "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/6, Dec.
• Maggiori, Matteo & Lilley, Andrew & Neiman, Brent & Schreger, Jesse, 2020, "Exchange Rate Reconnect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13869, Jan.
• Lawson, Jeremy & Watt, Abigail & Martinez, Carolina & Fu, Rong, 2019, "Chinese Financial Conditions and their Spillovers to the Global Economy and Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14065, Oct.
• Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14201, Dec.
• Gavin D.M. OOFT, 2019, "Inflation and economic activity in Suriname," Journal of Economics Library, EconSciences Journals, volume 6, issue 3, pages 168-185, September.
• Musso, Alberto, 2019, "The predictive power of real M1 for real economic activity in the euro area," Economic Bulletin Boxes, European Central Bank, volume 3.
• Fernandes, Marcelo & Vieira, Fausto, 2019, "A dynamic Nelson–Siegel model with forward-looking macroeconomic factors for the yield curve in the US," Journal of Economic Dynamics and Control, Elsevier, volume 106, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103720.
• Liu, Guangling & Molise, Thabang, 2019, "Housing and credit market shocks: Exploring the role of rule-based Basel III counter-cyclical capital requirements," Economic Modelling, Elsevier, volume 82, issue C, pages 264-279, DOI: 10.1016/j.econmod.2019.01.013.
• Kuosmanen, Petri & Rahko, Jaana & Vataja, Juuso, 2019, "Predictive ability of financial variables in changing economic circumstances," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 37-47, DOI: 10.1016/j.najef.2018.11.012.
• Ma, Xiaohan & Samaniego, Roberto, 2019, "Deconstructing uncertainty," European Economic Review, Elsevier, volume 119, issue C, pages 22-41, DOI: 10.1016/j.euroecorev.2019.06.004.
• Asimakopoulos, Panagiotis & Asimakopoulos, Stylianos, 2019, "Fiscal policy with banks and financial frictions," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 94-109, DOI: 10.1016/j.jfs.2017.10.010.
• Chamizo, Álvaro & Fonollosa, Alexandre & Novales, Alfonso, 2019, "Forward-looking asset correlations in the estimation of economic capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 264-288, DOI: 10.1016/j.intfin.2019.04.001.
• Pincheira-Brown, Pablo & Selaive, Jorge & Nolazco, Jose Luis, 2019, "Forecasting inflation in Latin America with core measures," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 1060-1071, DOI: 10.1016/j.ijforecast.2019.04.011.
• Chiu, Ching-Wai (Jeremy) & Hayes, Simon & Kapetanios, George & Theodoridis, Konstantinos, 2019, "A new approach for detecting shifts in forecast accuracy," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1596-1612, DOI: 10.1016/j.ijforecast.2019.01.008.
• Chin, Kuo-Hsuan & Li, Xue, 2019, "Bayesian forecast combination in VAR-DSGE models," Journal of Macroeconomics, Elsevier, volume 59, issue C, pages 278-298, DOI: 10.1016/j.jmacro.2018.12.004.
• Tura-Gawron, Karolina, 2019, "Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.02.001.
• Basak, Gopal K. & Das, Pranab Kumar & Rohit, Allena, 2019, "Coupled dynamics with an external system and application to international finance," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 409-432, DOI: 10.1016/j.physa.2019.01.012.
• Ivo da Rocha Lima Filho, Roberto, 2019, "Does PPI lead CPI IN Brazil?," International Journal of Production Economics, Elsevier, volume 214, issue C, pages 73-79, DOI: 10.1016/j.ijpe.2019.03.007.
• Kuosmanen, Petri & Vataja, Juuso, 2019, "Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 211-222, DOI: 10.1016/j.qref.2018.08.002.
• Plakandaras, Vasilios & Gogas, Periklis & Papadimitriou, Theophilos & Gupta, Rangan, 2019, "A re-evaluation of the term spread as a leading indicator," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 476-492, DOI: 10.1016/j.iref.2019.07.002.
• Landini, S. & Uberti, M. & Casellina, S., 2019, "Credit risk migration rates modelling as open systems II: A simulation model and IFRS9-baseline principles," Structural Change and Economic Dynamics, Elsevier, volume 50, issue C, pages 175-189, DOI: 10.1016/j.strueco.2019.06.013.