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Journal of Business & Economic Statistics / Taylor & Francis Journals

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
58
Impact Factor (IF)
1.83
5 Years IF
3.11
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2009 0 0.47 1.33 0 3 3 31 2 4 0 0 0 2 0.67 0.24
2010 0.67 0.48 1.25 0.67 1 4 37 2 9 3 2 3 2 0 0 0.21
2011 1 0.52 1.15 1 78 82 3905 87 103 4 4 4 4 2 2.3 83 1.06 0.24
2012 2.14 0.52 1.91 2.12 53 135 2509 243 361 79 169 82 174 0 62 1.17 0.22
2013 2.76 0.56 2.64 2.68 44 179 2096 468 834 131 361 135 362 2 0.4 69 1.57 0.24
2014 3.36 0.55 3.18 3.57 58 237 829 737 1587 97 326 179 639 4 0.5 36 0.62 0.23
2015 2.2 0.55 3.06 3.05 48 285 1080 855 2459 102 224 234 713 8 0.9 43 0.9 0.23
2016 1.74 0.53 3 2.92 52 337 1253 1001 3471 106 184 281 820 10 1 47 0.9 0.21
2017 1.71 0.54 2.89 2.4 45 382 489 1076 4575 100 171 255 611 11 1 28 0.62 0.22
2018 1.93 0.56 2.94 2.26 60 442 710 1266 5875 97 187 247 559 10 0.8 33 0.55 0.24
2019 1.74 0.58 3.24 2 60 502 2110 1599 7501 105 183 263 527 0 146 2.43 0.23
2020 4.78 0.7 3.81 3.59 71 573 526 2155 9682 120 573 265 952 0 70 0.99 0.33
2021 4.82 0.87 3.63 3.44 76 649 391 2348 12035 131 631 288 992 0 75 0.99 0.32
2022 1.83 1 2.86 3.11 169 818 181 2336 14371 147 269 312 969 1 0 58 0.34 0.31
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

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1216
22019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

1084
32012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

845
42011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

504
52013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

435
62011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

345
72016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

341
82011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

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337
92019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

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317
102013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

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246
112012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

224
122013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

220
132013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

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197
142012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

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194
152011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

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181
162015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

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174
172012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

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162
182012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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157
192015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

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154
202012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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152
212015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

151
222011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

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147
232016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

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122
242013Real-Time Inflation Forecasting in a Changing World. (2013). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:29-44.

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118
252011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate. (2011). Hubrich, Kirstin ; Hendry, David. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:216-227.

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103
262011A Test Against Spurious Long Memory. (2011). Qu, Zhongjun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:423-438.

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98
272013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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96
282014Conditional Euro Area Sovereign Default Risk. (2014). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:271-284.

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96
292015Interest Rates and Money in the Measurement of Monetary Policy. (2015). Ireland, Peter ; Belongia, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:255-269.

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93
302015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

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91
312013Unconditional Quantile Treatment Effects Under Endogeneity. (2013). Melly, Blaise. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:346-357.

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88
322012Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests. (2012). Dumitru, Ana-Maria ; Urga, Giovanni. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:242-255.

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88
332019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

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85
342018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

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82
352014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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82
362017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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79
372014Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences. (2014). Potter, Simon ; Peach, Richard ; onorante, luca ; Alessi, Lucia ; Ghysels, Eric. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:4:p:483-500.

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78
382011Evaluating Value-at-Risk Models via Quantile Regression. (2011). Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner ; Smith, Daniel R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:150-160.

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77
392019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

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76
402014Nowcasting GDP in Real Time: A Density Combination Approach. (2014). Thorsrud, Leif ; Aastveit, Knut Are ; Jore, Anne Sofie ; Gerdrup, Karsten R.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:1:p:48-68.

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76
412018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

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73
422019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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73
432011Forecast Combination Across Estimation Windows. (2011). Pesaran, M ; Pick, Andreas. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318.

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73
442011A New Approach to Estimating Production Function Parameters: The Elusive Capital--Labor Substitution Elasticity. (2011). Fazzari, Steven ; Chirinko, Bob ; Meyer, Andrew P.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:587-594.

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72
452016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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72
462013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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71
472014Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods. (2014). Fan, Jianqing ; Xiu, Dacheng ; Qi, Lei. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:178-191.

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70
482019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

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69
492020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

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69
502018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

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68
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Unobservable Selection and Coefficient Stability: Theory and Evidence. (2019). Oster, Emily. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:187-204.

Full description at Econpapers || Download paper

764
22012Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models. (2012). Lewbel, Arthur. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:1:p:67-80.

Full description at Econpapers || Download paper

373
32011Robust Inference With Multiway Clustering. (2011). Miller, Douglas ; Cameron, A. ; Gelbach, Jonah B.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:2:p:238-249.

Full description at Econpapers || Download paper

268
42013A Robust Test for Weak Instruments. (2013). Pflueger, Carolin ; José Luis Montiel Olea, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:358-369.

Full description at Econpapers || Download paper

242
52019Why High-Order Polynomials Should Not Be Used in Regression Discontinuity Designs. (2019). Imbens, Guido ; Gelman, Andrew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:447-456.

Full description at Econpapers || Download paper

234
62016FRED-MD: A Monthly Database for Macroeconomic Research. (2016). Ng, Serena ; McCracken, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:574-589.

Full description at Econpapers || Download paper

166
72011Bias-Corrected Matching Estimators for Average Treatment Effects. (2011). Imbens, Guido ; Abadie, Alberto. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:1-11.

Full description at Econpapers || Download paper

142
82011Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility. (2011). Clark, Todd. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:327-341.

Full description at Econpapers || Download paper

87
92011Rank - 1 / 2: A Simple Way to Improve the OLS Estimation of Tail Exponents. (2011). Gabaix, Xavier ; Ibragimov, Rustam. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:1:p:24-39.

Full description at Econpapers || Download paper

74
102012Dynamic Equicorrelation. (2012). Kelly, Bryan ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:2:p:212-228.

Full description at Econpapers || Download paper

67
112020The Promise and Pitfalls of Differences-in-Differences: Reflections on 16 and Pregnant and Other Applications. (2020). Lang, Kevin ; Kahn-Lang, Ariella. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:3:p:613-620.

Full description at Econpapers || Download paper

65
122013Social Networks and the Identification of Peer Effects. (2013). Imbens, Guido ; Goldsmith-Pinkham, Paul. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:253-264.

Full description at Econpapers || Download paper

60
132015Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach. (2015). Kilian, Lutz ; Baumeister, Christiane. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:338-351.

Full description at Econpapers || Download paper

59
142015Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2015). Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:1:p:1-1.

Full description at Econpapers || Download paper

59
152015Real-Time Forecasting With a Mixed-Frequency VAR. (2015). Song, Dongho ; Schorfheide, Frank. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:3:p:366-380.

Full description at Econpapers || Download paper

58
162013Dynamic Conditional Correlation: On Properties and Estimation. (2013). Aielli, Gian Piero . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:3:p:282-299.

Full description at Econpapers || Download paper

57
172011Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules. (2011). Ranjan, Roopesh ; Gneiting, Tilmann . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:3:p:411-422.

Full description at Econpapers || Download paper

57
182013Should Macroeconomic Forecasters Use Daily Financial Data and How?. (2013). Kourtellos, Andros ; Ghysels, Eric ; Andreou, Elena. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:2:p:240-251.

Full description at Econpapers || Download paper

55
192012Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2012). Inoue, Atsushi ; Rossi, Barbara. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:432-453.

Full description at Econpapers || Download paper

55
202019Poorly Measured Confounders are More Useful on the Left than on the Right. (2019). Pei, Zhuan ; Schwandt, Hannes ; Pischke, Jorn-Steffen. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:205-216.

Full description at Econpapers || Download paper

54
212019Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution. (2019). Taylor, James W. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:121-133.

Full description at Econpapers || Download paper

52
222016Common Drifting Volatility in Large Bayesian VARs. (2016). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:375-390.

Full description at Econpapers || Download paper

45
232019Large Dynamic Covariance Matrices. (2019). Ledoit, Olivier ; Wolf, Michael ; Engle, Robert F. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:2:p:363-375.

Full description at Econpapers || Download paper

44
242018Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited. (2018). Kuersteiner, Guido ; Jorda, Oscar ; Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:3:p:371-387.

Full description at Econpapers || Download paper

44
252015Identification and Bayesian Estimation of Dynamic Factor Models. (2015). Bai, Jushan ; Wang, Peng. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:2:p:221-240.

Full description at Econpapers || Download paper

43
262021Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods. (2021). Zilberman, Eduardo ; Veiga, Alvaro ; Medeiros, Marcelo C. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:1:p:98-119.

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40
272018Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads. (2018). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:181-195.

Full description at Econpapers || Download paper

37
282012Discrete-Time Volatility Forecasting With Persistent Leverage Effect and the Link With Continuous-Time Volatility Modeling. (2012). Corsi, Fulvio. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:368-380.

Full description at Econpapers || Download paper

36
292011A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations. (2011). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:29:y:2011:i:4:p:552-563.

Full description at Econpapers || Download paper

36
302016Exponential GARCH Modeling With Realized Measures of Volatility. (2016). Huang, Zhuo ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:2:p:269-287.

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34
312019Testing for Slope Heterogeneity Bias in Panel Data Models. (2019). Juhl, Ted ; Galvao, Antonio F ; Campello, Murillo. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:4:p:749-760.

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322018HAR Inference: Recommendations for Practice. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:541-559.

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32
332017Modeling Dependence in High Dimensions With Factor Copulas. (2017). Oh, Donghwan ; Patton, Andrew J. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:139-154.

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31
342019Adaptive Shrinkage in Bayesian Vector Autoregressive Models. (2019). Huber, Florian ; Feldkircher, Martin. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:1:p:27-39.

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352018The Changing Transmission of Uncertainty Shocks in the U.S.. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:2:p:239-252.

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362017Regression Kink With an Unknown Threshold. (2017). Hansen, Bruce E. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:2:p:228-240.

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372016Inference in High-Dimensional Panel Models With an Application to Gun Control. (2016). Chernozhukov, Victor ; Belloni, Alexandre ; Kozbur, Damian ; Hansen, Christian. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:590-605.

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382013Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2013). Vigfusson, Robert ; Kilian, Lutz. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:78-93.

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392020Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure. (2020). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:38:y:2020:i:1:p:68-79.

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402019Changing Macroeconomic Dynamics at the Zero Lower Bound. (2019). Liu, Philip ; Zanetti, Francesco ; Mumtaz, Haroon ; Theodoridis, Konstantinos. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:37:y:2019:i:3:p:391-404.

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412015Estimating Conditional Average Treatment Effects. (2015). Lieli, Robert ; Hsu, Yu-Chin ; Abrevaya, Jason. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:33:y:2015:i:4:p:485-505.

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422017The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling. (2017). Chan, Joshua. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:17-28.

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432016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Wilson, Paul W ; Kneip, Alois. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:3:p:435-456.

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26
442013Likelihood-Based Estimation of Dynamic Panels With Predetermined Regressors. (2013). Moral-Benito, Enrique. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:4:p:451-472.

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452016Post-Selection Inference for Generalized Linear Models With Many Controls. (2016). Chernozhukov, Victor ; Wei, Ying ; Belloni, Alexandre. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:34:y:2016:i:4:p:606-619.

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25
462012Correcting Estimation Bias in Dynamic Term Structure Models. (2012). Wu, Jing Cynthia ; Rudebusch, Glenn ; Bauer, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:3:p:454-467.

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472012Generalized Shrinkage Methods for Forecasting Using Many Predictors. (2012). Watson, Mark ; Stock, James H.. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2012:i:4:p:481-493.

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482013A New Model of Trend Inflation. (2013). Potter, Simon ; Koop, Gary ; Chan, Joshua ; Joshua C. C. Chan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:31:y:2013:i:1:p:94-106.

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492014Forecast Uncertainty- Ex Ante and Ex Post : U.S. Inflation and Output Growth. (2014). Clements, Michael. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:32:y:2014:i:2:p:206-216.

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502018HAR Inference: Recommendations for Practice Rejoinder. (2018). Lewis, Daniel ; Lazarus, Eben ; Watson, Mark W ; Stock, James H. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:4:p:574-575.

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2022Identifying behavioral responses to tax reforms: New insights and a new approach. (2022). Sogaard, Jakob Egholt ; Jakobsen, Katrine Marie. In: Journal of Public Economics. RePEc:eee:pubeco:v:212:y:2022:i:c:s0047272722000937.

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2022Does high-speed rail reduce environmental pollution? Establishment-level evidence from China. (2022). Wang, Xin ; Zheng, Jianghuai ; Gao, Yanyan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:83:y:2022:i:c:s0038012121002032.

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2022Social barriers to female migration: Theory and evidence from Bangladesh. (2022). Wahhaj, Zaki ; Asadullah, Niaz M ; Amirapu, Amrit. In: Journal of Development Economics. RePEc:eee:deveco:v:158:y:2022:i:c:s0304387822000554.

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2022Social health insurance consolidation and urban-rural inequality in utilization and financial risk protection in China. (2022). Liu, Xiaoting ; Acharya, Yubraj ; Yang, DI. In: Social Science & Medicine. RePEc:eee:socmed:v:308:y:2022:i:c:s0277953622005068.

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2022The triple difference estimator. (2022). Men, Jarle ; Olden, Andreas. In: The Econometrics Journal. RePEc:oup:emjrnl:v:25:y:2022:i:3:p:531-553..

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2022Identifying behavioral responses to tax reforms: new insights and a new approach. (2022). Sogaard, Jakob Egholt ; Jakobsen, Katrine Marie. In: Economics Series Working Papers. RePEc:oxf:wpaper:978.

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2022Liquidity constraints, cash transfers and the demand for health care in the Covid?19 pandemic. (2022). Belchior, Carlos Alberto ; Gomes, Yara. In: Health Economics. RePEc:wly:hlthec:v:31:y:2022:i:11:p:2369-2380.

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2022Economic shocks, health, and social protection: The effect of COVID?19 income shocks on health and mitigation through cash transfers in South Africa. (2022). Ohrnberger, Julius. In: Health Economics. RePEc:wly:hlthec:v:31:y:2022:i:11:p:2481-2498.

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2022Livestock production, greenhouse gas emissions, air pollution, and grassland conservation: Quasi-natural experimental evidence. (2022). Yu, Xiaohua ; Han, Guodong ; Bie, Qiang ; Chen, Huang ; Zhang, Hangyu ; Xu, Wenli ; Liu, Min. In: MPRA Paper. RePEc:pra:mprapa:115704.

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2022Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey. (2022). D'Haultfoeuille, Xavier ; Dhaultfuille, Xavier ; de Chaisemartin, Clement. In: Post-Print. RePEc:hal:journl:hal-03873885.

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2022Heterogeneity in the exchange rate pass-through to consumer prices: the Swiss franc appreciation of 2015. (2022). Oktay, Alex. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:158:y:2022:i:1:d:10.1186_s41937-022-00102-7.

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2022.

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2022Low-carbon city initiatives and analyst behaviour: A quasi-natural experiment. (2022). Bilokha, Alona ; Li, Wenwen ; Cao, June. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s157230892200064x.

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2022The economic impacts of the UKs Eat Out to Help Out scheme. (2022). Overman, Henry G ; Chaim, Gonzalo Nunez ; Pampillon, Nicolas Gonzalez. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117979.

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2022Effects of violent media content: Evidence from the rise of the UFC. (2022). Waddell, Glen R ; Swensen, Isaac D ; Lindo, Jason M. In: Journal of Health Economics. RePEc:eee:jhecon:v:83:y:2022:i:c:s016762962200042x.

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2022Collusion in the US generic drug industry. (2022). Lasio, Laura ; Clark, Robert ; Fabiilli, Christopher. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:85:y:2022:i:c:s0167718722000546.

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2022The munchies: Marijuana legalization and food sales in Washington. (2022). Hazel, Cooper ; Hodge, Timothy R. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2022:i:1:p:112-137.

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2022Uncertain product availability in search markets. (2022). Atayev, Atabek. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001144.

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2022Bayesian Estimation and Comparison of Conditional Moment Models. (2021). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Post-Print. RePEc:hal:journl:hal-03504122.

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2022Bayesian estimation and comparison of conditional moment models. (2022). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:3:p:740-764.

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2022New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172.

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2022Shorting the Dollar When Global Stock Markets Roar: The Equity Hedging Channel of Exchange Rate Determination. (2022). ben Zeev, Nadav ; Nathan, Daniel. In: MPRA Paper. RePEc:pra:mprapa:112909.

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2022Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Simshauer, Paul ; Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona. In: MPRA Paper. RePEc:pra:mprapa:114164.

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2022EME financial conditions: Which global shocks matter?. (2022). Manu, Ana-Simona ; Lodge, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001303.

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2022Pandemic Shocks and Household Spending. (2022). Tillmann, Peter ; PeterTillmann, ; Finck, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:273-299.

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2022Global monetary and financial spillovers: Evidence from a new measure of Bundesbank policy shocks. (2022). Hurtgen, Patrick ; Taylor, Alan M ; Cloyne, James S. In: Discussion Papers. RePEc:zbw:bubdps:342022.

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2022The Political Costs of Austerity. (2022). Pessoa, Sofia ; Klein, Mathias ; Gabriel, Ricardo Duque. In: Working Paper Series. RePEc:hhs:rbnkwp:0418.

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2022What moves treasury yields?. (2022). Soofi-Siavash, Soroosh ; Moench, Emanuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1016-1043.

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2022A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122.

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2022Distribution-free specification test for volatility function based on high-frequency data with microstructure noise. (2022). Zhang, Zhiyuan ; Tang, Yinfen ; Su, Tao. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:85:y:2022:i:8:d:10.1007_s00184-021-00857-8.

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2022Identification through the Forecast Error Variance Decomposition: an Application to Uncertainty. (2022). Carriero, Andrea ; Volpicella, Alessio. In: School of Economics Discussion Papers. RePEc:sur:surrec:0322.

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2022Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach. (2022). Palmén, Olli. In: Papers. RePEc:arx:papers:2202.10834.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438.

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2022.

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2022On the aggregate effects of global uncertainty: Evidence from an emerging economy. (2022). Ahiadorme, Johnson. In: South African Journal of Economics. RePEc:bla:sajeco:v:90:y:2022:i:3:p:390-407.

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2022Multivariate return period for different types of flooding in city of Monza, Italy. (2022). Bateni, Mehdi M ; Arosio, Marcello ; Mario, . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:114:y:2022:i:1:d:10.1007_s11069-022-05413-9.

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2022Conditional quantile estimators: A small sample theory. (2020). Gafarov, Bulat ; Franguridi, Grigory ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2011.03073.

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2022The impact of financial literacy on the quality of self-reported financial information. (2022). Madeira, Carlos ; Margaretic, Paula. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000223.

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2022Underreporting of Top Incomes and Inequality: A Comparison of Correction Methods using Simulations and Linked Survey and Tax Data. (2022). Vigorito, Andrea ; Lustig, Nora ; Flachaire, Emmanuel. In: Post-Print. RePEc:hal:journl:hal-03879312.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022A Review of Seasonal Adjustment Diagnostics. (2022). McElroy, Tucker. In: International Statistical Review. RePEc:bla:istatr:v:90:y:2022:i:2:p:259-284.

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2022A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022.

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2022The “wrong skewness” problem: Moment constrained maximum likelihood estimation of the stochastic frontier model. (2022). Parmeter, Christopher F ; Zhao, Shirong. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003755.

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2022Reliable Real-Time Output Gap Estimates Based on a Modified Hamilton Filter. (2022). Wolters, Maik ; Quast, Josefine. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:40:y:2022:i:1:p:152-168.

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2022Measuring Labor-Force Participation and the Incidence and Duration of Unemployment. (). Hamilton, James ; Ahn, Hie Joo. In: Review of Economic Dynamics. RePEc:red:issued:20-490.

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2022Change point analysis of covariance functions: A weighted cumulative sum approach. (2022). Horvath, Lajos ; Zhao, Yuqian ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x2100155x.

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2022Regression Discontinuity Designs. (2021). Titiunik, Rocio ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2108.09400.

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2022A comprehensive history of regression discontinuity designs: An empirical survey of the last 60 years. (2022). Villamizar-Villegas, mauricio ; Villamizarvillegas, Mauricio ; Ruizsanchez, Maria Alejandra ; Pinzonpuerto, Freddy A. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:4:p:1130-1178.

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2022The effect of international development associations (IDA) aid on conflict. A fuzzy regression discontinuity approach. (2022). Tsarsitalidou, Sofia ; Adam, Antonis. In: European Journal of Political Economy. RePEc:eee:poleco:v:74:y:2022:i:c:s0176268021001324.

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2022Simple Tests for Selection: Learning More from Instrumental Variables. (2022). Black, Dan ; Smith, Jeffrey A ; Lalonde, Robert ; Joo, Joonhwi ; Taylor, Evan J. In: Labour Economics. RePEc:eee:labeco:v:79:y:2022:i:c:s0927537122001270.

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2022Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x.

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2022Expectations Data in Structural Microeconomic Models. (2022). O'Dea, Cormac ; Kosar, Gizem ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:94270.

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2022Dynamics and heterogeneity of subjective stock market expectations. (2022). Winter, Joachim ; Rossmann, Tobias ; van Rooij, Maarten ; Hurd, Michael ; Heiss, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:1:p:213-231.

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2022Insensitive Investors. (2022). Kilic, Mete ; Frydman, Cary D ; Charles, Constantin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10067.

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2022Várakozások és viselkedések a koronavírus-járvány idején. (2022). Branyiczki, Reka ; Biro, Aniko. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2084.

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2022Informative social interactions. (2022). Haliassos, Michael ; Giannitsarou, Chryssi ; Calvo-Pardo, Hector ; Arrondel, Luc. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:203:y:2022:i:c:p:246-263.

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2022Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Simester, Duncan ; Schoar, Antoinette ; Meeuwis, Maarten. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3191-3247.

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2022Semiparametric Partially Linear Varying Coefficient Modal Regression. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202215.

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2022Nonlinear Modal Regression for Dependent Data with Application for Predicting COVID-19. (2022). Yao, Weixin ; Wang, Tao ; Ullah, Aman ; Amanullah, . In: Working Papers. RePEc:ucr:wpaper:202207.

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2022Nonlinear modal regression for dependent data with application for predicting COVID?19. (2022). Ullah, Aman ; Amanullah, ; Yao, Weixin ; Wang, Tao. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:3:p:1424-1453.

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2022Predictive Quantile Regression with Mixed Roots and Increasing Dimensions. (2021). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Papers. RePEc:arx:papers:2101.11568.

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2022Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022A time-varying jump tail risk measure using high-frequency options data. (2022). Ubukata, Masato. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02209-5.

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2022Extreme risk connectedness among global major financial institutions: Links to globalization and emerging market fear. (2022). Pan, Zheyao ; Liao, Yin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001573.

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2022Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration. (2022). Nagayasu, Jun ; Bazzaoui, Lamia ; Murayama, Koji. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:3:p:1865-:d:743392.

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2022Autocalibration by balance correction in nonlife insurance pricing. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022041.

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2022Characterizing the optimal solutions to the isotonic regression problem for identifiable functionals. (2022). Ziegel, Johanna F ; Muhlemann, Anja ; Jordan, Alexander I. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:74:y:2022:i:3:d:10.1007_s10463-021-00808-0.

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2022Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions.. (2022). Guillen, Montserrat ; Coia, Vincenzo ; Sanchez, Carlos Salort ; Vidal-Llana, Xenxo. In: IREA Working Papers. RePEc:ira:wpaper:202215.

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2022Economic policy uncertainty and forecast bias in the survey of professional forecasters. (2022). Boskabadi, Elahe. In: MPRA Paper. RePEc:pra:mprapa:115081.

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2022Valid sequential inference on probability forecast performance. (2022). Ziegel, Johanna F ; Henzi, Alexander. In: Biometrika. RePEc:oup:biomet:v:109:y:2022:i:3:p:647-663..

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2022First-order integer-valued autoregressive processes with Generalized Katz innovations. (2022). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029.

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2022Bayesian Forecasting with a Regime-Switching Zero-Inflated Multilevel Poisson Regression Model: An Application to Adolescent Alcohol Use with Spatial Covariates. (2022). Bodovski, Yosef ; Zhou, Shuai ; Oravecz, Zita ; Li, Yanling ; Chow, Sy-Miin ; Vrieze, Scott I ; Friedman, Naomi P ; Chi, Guangqing ; Barnett, Ian J. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:2:d:10.1007_s11336-021-09831-9.

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2022Machine Learning based Framework for Robust Price-Sensitivity Estimation with Application to Airline Pricing. (2022). Walczak, Darius ; Rauch, Jonas ; Isler, Karl ; Boluki, Shahin ; Kumar, Ravi. In: Papers. RePEc:arx:papers:2205.01875.

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2022On efficient dimension reduction with respect to the interaction between two response variables. (2022). Luo, Wei. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:2:p:269-294.

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2022Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263.

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2022Co-movement and global factors in sovereign bond yields. (2022). Venetis, Ioannis ; Ladas, Avgoustinos. In: MPRA Paper. RePEc:pra:mprapa:115801.

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2022Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323.

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2022Multi-Level Panel Data Models: Estimation and Empirical Analysis. (2022). Peng, Bin ; Gao, Jiti ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-3.

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2022Multi-Level Panel Data Models: Estimation and Empirical Analysis. (2022). GAO, Jiti ; Peng, Bin ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-4.

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2022Bootstrapping multivariate portmanteau tests for vector autoregressive models with weak assumptions on errors. (2022). Zhang, Yanfen ; Li, Muyi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:165:y:2022:i:c:s0167947321001559.

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2022Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory. (2022). Sibbertsen, Philipp ; Mboya, Mwasi. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-705.

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2022Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Brooks, Robert ; Mohsen, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187.

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2022Asymptotic covariance estimation by Gaussian random perturbation. (2022). Wang, Hansheng ; Lan, Wei ; Zhou, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000391.

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2022Mallows model averaging with effective model size in fragmentary data prediction. (2022). Ni, Lyu ; Fang, Fang ; Yuan, Chaoxia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000779.

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2022Pairwise Valid Instruments. (2022). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2022Modified Wilcoxon-Mann-Whitney tests of stochastic dominance. (2022). Clarke, Jackson D ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2210.08892.

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2022Unified smoothed jackknife empirical likelihood tests for comparing income inequality indices. (2022). Wei, Yang ; Li, Zhouping ; Dai, Yunqiu. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:5:d:10.1007_s00362-021-01281-w.

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2022Reexamining the evidence on gun ownership and homicide using proxy measures of ownership. (2022). Pepper, John ; Miller, Megan ; Kim, Daniel ; Chalak, Karim. In: Journal of Public Economics. RePEc:eee:pubeco:v:208:y:2022:i:c:s0047272722000238.

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2022When Reality Bites: Local Deaths and Vaccine Take-up. (2022). Zenou, Yves ; Vlassopoulos, Michael ; Giulietti, Corrado. In: IZA Discussion Papers. RePEc:iza:izadps:dp15462.

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2022Safe at Last? LATE Effects of a Mass Immunization Campaign on Households’ Economic Insecurity. (2022). Pickard, H ; Belmonte, A. In: CAGE Online Working Paper Series. RePEc:cge:wacage:604.

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2022Combining white box models, black box machines and human interventions for interpretable decision strategies. (2022). Castello, Alessio ; Gadzinski, Gregory. In: Judgment and Decision Making. RePEc:jdm:journl:v:17:y:2022:i:3:p:598-627.

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2022.

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2022The usefulness of socio-demographic variables in predicting purchase decisions: Evidence from machine learning procedures. (2022). Wang, Juan ; Louviere, Jordan J ; Carson, Richard T ; Meade, Nigel ; Islam, Towhidul. In: Journal of Business Research. RePEc:eee:jbrese:v:151:y:2022:i:c:p:324-338.

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2022Aggregation Trees. (2022). Di Francesco, Riccardo. In: CEIS Research Paper. RePEc:rtv:ceisrp:546.

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2022.

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2022A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305.

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2022Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Breitung, Jorg ; Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132.

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2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors. (2022). Mertens, Karel ; Lewis, Daniel J. In: Staff Reports. RePEc:fip:fednsr:94377.

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2022A Robust Test for Weak Instruments with Multiple Endogenous Regressors. (2022). Mertens, Karel ; Lewis, Daniel. In: Working Papers. RePEc:fip:feddwp:94370.

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2022High?dimensional quantile regression: Convolution smoothing and concave regularization. (2022). Zhou, Wenxin ; Wang, Lan ; Tan, Kean Ming. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:1:p:205-233.

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2022Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks. (2022). ben Saad, Mouna ; Saidane, Bassem ; Boubaker, Heni. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00348-3.

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2022A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Liao, Qidong ; Tan, Bin ; Yu, Yuanyuan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294.

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2022A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263.

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2022US Tax and Spending Shocks 1950-2019: SVAR Overidentification with External Instruments. (2021). Smith, Gregor ; McNeil, James ; Gregory, Allan W. In: Working Paper. RePEc:qed:wpaper:1461.

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2022Non-Independent Components Analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Working Papers. RePEc:bge:wpaper:1358.

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2022Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x.

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2022Non-independent components analysis. (2022). Zwiernik, Piotr ; Mesters, Geert. In: Economics Working Papers. RePEc:upf:upfgen:1845.

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2022Robust Inference for Non-Gaussian SVAR Models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Working Papers. RePEc:bge:wpaper:1367.

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2022Robust Inference for Non-Gaussian SVAR models. (2022). Rott, Christina ; Huber, Stefanie ; Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220080.

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2022Robust inference for non-Gaussian SVAR models. (2022). Mesters, Geert ; Lee, Adam ; Hoesch, Lukas. In: Economics Working Papers. RePEc:upf:upfgen:1847.

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2022Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study. (2022). Pallante, Gianluca ; Moneta, Alessio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002342.

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2022Nexus between oil price volatility and inflation: Mediating nexus from exchange rate. (2022). Saydaliev, Hayot Berk ; Qian, Chong ; Baloch, Zulfiqar Ali ; Hyder, Mansoor ; Zhang, Yong Gang. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004202.

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2022Culture, Intra-household Distribution and Individual Poverty. (2022). Tiberti, Luca ; Colacce, Maira ; Bargain, Olivier ; Aminjonov, Ulugbek. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_21.rdf.

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2022Synthetic Control Group Methods in the Presence of Interference: The Direct and Spillover Effects of Light Rail on Neighborhood Retail Activity. (2020). Oner, Ozge ; Mattei, Alessandra ; Mariani, Marco ; Lattarulo, Patrizia ; Grossi, Giulio. In: Papers. RePEc:arx:papers:2004.05027.

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2022How causal machine learning can leverage marketing strategies: Assessing and improving the performance of a coupon campaign. (2022). Huber, Martin ; Langen, Henrika. In: Papers. RePEc:arx:papers:2204.10820.

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2022Causal analysis of central bank holdings of corporate bonds under interference. (2022). Silvestrini, Andrea ; Mercatanti, Andrea ; Li, Fan ; Makinen, Taneli. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001195.

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2022Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach. (2022). Wunsch, Conny ; Unterhofer, Ulrike. In: Papers. RePEc:arx:papers:2211.12437.

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2022The role of expectations for currency crisis dynamics - the case of the Turkish lira. (2022). Beckmann, Joscha ; Czudaj, Robert L. In: MPRA Paper. RePEc:pra:mprapa:114963.

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2022Financial integration or financial fragmentation? A euro area perspective. (2022). Blagov, Boris ; Arce-Alfaro, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001481.

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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2022Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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2022Using Large Samples in Econometrics. (2022). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1482.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Nielsen, Morten Orregaard ; MacKINNON, James . In: CREATES Research Papers. RePEc:aah:create:2022-08.

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2022Dyadic Double/Debiased Machine Learning for Analyzing Determinants of Free Trade Agreements. (2021). Sasaki, Yuya ; Rodrigue, Joel ; Ma, Yukun ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2110.04365.

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2022Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2021). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: Working Paper. RePEc:qed:wpaper:1456.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

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2022The Black Death and the origin of the European marriage pattern. (). Ogilvie, Sheilagh ; Edwards, Jeremy. In: Oxford Economic and Social History Working Papers. RePEc:oxf:esohwp:_204.

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2022Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice. (2020). Vasconcelos, Gabriel ; Medeiros, Marcelo ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2002.01800.

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2022The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model. (2022). Salisu, Afees A ; Bouri, Elie ; Nel, Jacobus ; Gupta, Rangan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003427.

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2022Planting Structure Adjustment and Layout Optimization of Feed Grain and Food Grain in China Based on Productive Potentials. (2022). Li, Tingting. In: Land. RePEc:gam:jlands:v:12:y:2022:i:1:p:45-:d:1013275.

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2022Global commodity market disruption and the fallout. (2022). Ubilava, David ; Ferguson, Shon. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:4:p:737-752.

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2022Distributionally Robust Policy Learning with Wasserstein Distance. (2022). Kido, Daido. In: Papers. RePEc:arx:papers:2205.04637.

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2022Fast variational inference for multinomial probit models. (2022). Loaiza-Maya, Rub'En ; Nibbering, Didier. In: Papers. RePEc:arx:papers:2202.12495.

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2022The Impact of Investment Decisions on Firm Profitability of Non-Financial Sectors in Pakistan: Mediating Role of Sales Growth. (2022). Mehmood, Abid ; Asif, Muhammed ; Ahmed, Riaz ; Abbas, Qaiser. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:4:p:527-543.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2022Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947.

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2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

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2022Large dynamic covariance matrices: Enhancements based on intraday data. (2022). Wolf, Michael ; Ledoit, Olivier ; Engle, Robert F ; de Nard, Gianluca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000267.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2022GMM Estimation for High-Dimensional Panel Data Models. (2022). Dong, Chaohua ; Cheng, Tingting ; Linton, Oliver ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-11.

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2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation. (2022). Linton, Oliver ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-9.

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2022Adaptive testing using data-driven method selecting smoothing parameters. (2022). Wang, Luya. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001495.

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2022On the identification of the oil-stock market relationship. (2022). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Working Paper series. RePEc:rim:rimwps:22-15.

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2022The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach. (2022). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:5:a:3.

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2022Asymptotic properties of correlation-based principal component analysis. (2022). Yang, Xiye ; Choi, Jungjun. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:1-18.

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2022Bandwidth selection for nonparametric regression with errors-in-variables. (2022). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:620.

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2022Covariate Adjustment in Regression Discontinuity Designs. (2021). Titiunik, Rocio ; Keele, Luke ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2110.08410.

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2022Dynamic mechanism design on social networks. (2022). Tian, Guoqiang ; Sun, Lei ; Meng, Dawen. In: Games and Economic Behavior. RePEc:eee:gamebe:v:131:y:2022:i:c:p:84-120.

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2022Key Links in Network Interactions: Assessing Route-specific Travel Restrictions in China during the Covid-19 Pandemic. (2022). Yu, Pei ; Shi, Wei ; Qiu, Yun ; Chen, XI. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1030.

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2022Peer Effects in the Workplace: A Network Approach. (2022). Zenou, Yves ; Sauermann, Jan ; Lindquist, Matthew J. In: IZA Discussion Papers. RePEc:iza:izadps:dp15131.

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2022Key Links in Network Interactions: Assessing Route-Specific Travel Restrictions in China during the COVID-19 Pandemic. (2022). Yu, Pei ; Shi, Wei ; Qiu, Yun ; Chen, XI. In: IZA Discussion Papers. RePEc:iza:izadps:dp15038.

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2022The economics of crime and socialization: The role of the family. (2022). Bethencourt, Carlos ; Kunze, Lars. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:579-597.

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2022Key players in bullying networks. (2022). Vannetelbosch, Vincent ; Schopohl, Simon ; Mauleon, Ana ; Atay, Ata. In: UB Economics Working Papers. RePEc:ewp:wpaper:422web.

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2022Peer Effects and Endogenous Social Interactions. (2022). Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:127215.

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2022Key players in bullying networks. (2022). Vannetelbosch, Vincent ; Schopohl, Simon ; Mauleon, Ana ; Atay, Ata. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2022020.

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2022Key links in network interactions: Assessing route-specific travel restrictions in China during the Covid-19 pandemic. (2022). Chen, Xi ; Yu, Pei ; Shi, Wei ; Qiu, Yun. In: China Economic Review. RePEc:eee:chieco:v:73:y:2022:i:c:s1043951x2200058x.

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2022Identification and Estimation of Multinomial Choice Models with Latent Special Covariates. (2022). Kashaev, Nail. In: University of Western Ontario, Departmental Research Report Series. RePEc:uwo:uwowop:20224.

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2022Nonparametric Identification of Incomplete Information Discrete Games with Non-equilibrium Behaviors. (2022). Xie, Erhao. In: Staff Working Papers. RePEc:bca:bocawp:22-22.

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2022Dynamic Partial Correlation Models. (2022). Lange, Rutger-Jan ; Lucas, Andre ; D'Innocenzo, Enzo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20220070.

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2022Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach. (2022). Tan, Changchun ; Yang, Luyao ; Ke, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003129.

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2022Vine copula Granger causality in mean. (2022). Noh, Hohsuk ; Kim, Jong-Min ; Jang, Hyuna. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200044x.

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2022Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects. (2022). , Peter ; PEter, ; Hong, Shengjie ; Yu, Ping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2352.

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2022Tweedie dominance for autocalibrated predictors and Laplace transform order. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022040.

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2022Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022033.

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2022Sensitivity Measures Based on Scoring Functions. (2022). Fissler, Tobias ; Pesenti, Silvana M. In: Papers. RePEc:arx:papers:2203.00460.

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2022Quantifying fairness and discrimination in predictive models. (2022). Charpentier, Arthur. In: Papers. RePEc:arx:papers:2212.09868.

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2022Investor Attention to the Fossil Fuel Divestment Movement and Stock Returns. (2022). Pijourlet, Guillaume ; Peillex, Jonathan ; Gomes, Mathieu ; Ouadghiri, Imane. In: Post-Print. RePEc:hal:journl:hal-03549713.

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2022High?Skilled Immigration and the Labor Market: Evidence from the H?1B Visa Program. (2022). Turner, Patrick. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:41:y:2022:i:1:p:92-130.

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2022Tradable Jobs and Local Labour Market in sub-Saharan Africa. (2022). Charpe, Matthieu. In: MPRA Paper. RePEc:pra:mprapa:114859.

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2022The impact of mass migration of Syrians on the Turkish labor market. (2022). Kırdar, Murat ; Kirdar, Murat Guray ; Erzan, Refik ; Aksu, Ege. In: Labour Economics. RePEc:eee:labeco:v:76:y:2022:i:c:s0927537122000744.

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2022Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2022Tail Forecasting with Multivariate Bayesian Additive Regression Trees. (2021). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Huber, Florian ; Clark, Todd ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:90366.

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2022Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2022Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149.

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2022Big data forecasting of South African inflation. (2022). Steenkamp, Daan ; Rankin, Neil ; Kotze, Kevin ; Botha, Byron ; Burger, Rulof. In: Working Papers. RePEc:rbz:wpaper:11022.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Papers. RePEc:arx:papers:2202.13793.

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2022Forecasting US Inflation Using Bayesian Nonparametric Models. (2022). Marcellino, Massimiliano ; Koop, Gary ; Huber, Florian ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:93787.

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2022Waste Management 4.0: An Application of a Machine Learning Model to Identify and Measure Household Waste Contamination—A Case Study in Australia. (2022). Zaman, Atiq. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:3061-:d:765141.

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2022Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices. (2022). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2208.14254.

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2022An interpretable machine learning workflow with an application to economic forecasting. (2022). Joseph, Andreas ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:0984.

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2022Quantifying the role of interest rates, the Dollar and Covid in oil prices. (2022). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1040.

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2022Nowcasting GDP using machine learning methods. (2022). Kant, Dennis ; Pick, Andreas ; de Winter, Jasper. In: Working Papers. RePEc:dnb:dnbwpp:754.

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2022On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2022Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076.

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2022Education and income gradients in longevity: The role of policy. (2022). Llerasmuney, Adriana. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:55:y:2022:i:1:p:5-37.

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2022Presidential Address: Connecting the Dots: Turning Research Evidence into Evidence for Policymaking. (2022). Glied, Sherry. In: Journal of Policy Analysis and Management. RePEc:wly:jpamgt:v:41:y:2022:i:3:p:676-682.

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2022The Brides of Boko Haram: Economic Shocks, Marriage Practices, and Insurgency in Nigeria. (2022). Rexer, Jonah M. In: The Economic Journal. RePEc:oup:econjl:v:132:y:2022:i:645:p:1927-1977..

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2022High-dimensional GARCH process segmentation with an application to Value-at-Risk. (2022). Korkas, Karolos K ; Cho, Haeran. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:187-203.

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2022Monitoring procedures for strict stationarity based on the multivariate characteristic function. (2022). Pretorius, Charl ; Meintanis, Simos G ; Lee, Sang Yeol. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001706.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2022The Coevolution of Policy Support and Farmers Behaviour. An investigation on Italian agriculture over the 2008-2019 period.. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:464.

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2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2022Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532.

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2022Two is better than one: Regularized shrinkage of large minimum variance portfolio. (2022). Parolya, Nestor ; Thors, Erik ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2202.06666.

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2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

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2022The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2022Eigenvalue tests for the number of latent factors in short panels. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2210.16042.

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2022Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095.

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2022On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2022Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions. (2022). Hoshino, Takahiro ; Shinoda, Kazuhiko. In: Papers. RePEc:arx:papers:2212.13145.

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2022The impact of sports stadiums on localized commercial activity: Evidence from a Business Improvement District. (2022). Bradbury, John Charles. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:194-217.

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2022What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). Tkatchenko, Alexandre ; Gentile, Niccolo ; D'Ambrosio, Conchita ; Clark, Andrew E. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1853.

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2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Uysal, Selver ; Wooldridge, Jeffrey M ; Sloczynski, Tymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10105.

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2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9868.

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2022The boosted HP filter is more general than you might think. (2022). , Peter ; PEter, ; Shi, Zhentao ; Mei, Ziwei. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2348.

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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2022Increased panel height enhances cooling for photovoltaic solar farms. (2022). Ali, Naseem ; Viggiano, Bianca ; Smith, Sarah E ; Cal, Raul Bayoan ; Calaf, Marc ; Obligado, Martin ; Silverman, Timothy J. In: Applied Energy. RePEc:eee:appene:v:325:y:2022:i:c:s030626192201090x.

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2022Asymptotic covariance estimation by Gaussian random perturbation. (2022). Wang, Hansheng ; Lan, Wei ; Zhou, Jing. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000391.

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2022Modeling tail risks of inflation using unobserved component quantile regressions. (2022). Pfarrhofer, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s016518892200197x.

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2022God did not save the kings: Environmental consequences of the 1982 Falklands War. (2022). Pietri, Antoine ; Panel, Sophie. In: Ecological Economics. RePEc:eee:ecolec:v:201:y:2022:i:c:s0921800922002427.

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2022Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach. (2022). Han, Xiaoyi ; Zhu, Yanli ; Cai, Zhengzheng. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002361.

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2022Democracy, growth, heterogeneity, and robustness. (2022). Eberhardt, Markus. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122000976.

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2022The impact on domestic CO2 emissions of domestic government-funded clean energy R&D and of spillovers from foreign government-funded clean energy R&D. (2022). Herzer, Dierk. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003512.

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2022Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099.

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2022Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach. (2022). Tan, Changchun ; Yang, Luyao ; Ke, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003129.

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2022Frequency-severity experience rating based on latent Markovian risk profiles. (2022). Verschuren, Robert Matthijs. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:379-392.

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2022Looking from Gross Domestic Income: Alternative view of Japan’s economy. (2022). Sekine, Toshitaka. In: Japan and the World Economy. RePEc:eee:japwor:v:64:y:2022:i:c:s0922142522000445.

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2022Robust Ranking of Happiness Outcomes: A Median Regression Perspective. (2022). Srisuma, Sorawoot ; Powdthavee, Nattavudh ; Oparina, Ekaterina ; Chen, Le-Yu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:672-686.

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2022Quantifying the impact of the Tokyo Olympics on COVID-19 cases using synthetic control methods. (2022). Fujii, Takao ; Esaka, Taro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:66:y:2022:i:c:s0889158322000375.

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2022Job satisfaction and trade union membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: Labour Economics. RePEc:eee:labeco:v:78:y:2022:i:c:s0927537122001282.

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2022What makes a satisfying life? Prediction and interpretation with machine-learning algorithms. (2022). Tkatchenko, Alexandre ; Gentile, Niccolo ; D'Ambrosio, Conchita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117887.

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2022Forecasting Industrial Production Using Its Aggregated and Disaggregated Series or a Combination of Both: Evidence from One Emerging Market Economy. (2022). Valls Pereira, Pedro ; Mendonça, Diogo ; de Prince, Diogo ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:27-:d:839662.

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2022Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:4-:d:1008576.

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2022When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944.

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2022Estimation of optimal portfolio compositions for small sampleand singular covariance matrix. (2022). Nguyen, Hoang ; Mazur, Stepan ; Bodnar, Taras. In: Working Papers. RePEc:hhs:oruesi:2022_015.

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2022Job Satisfaction and Trade Union Membership in Germany. (2022). Goerke, Laszlo ; Huang, Yue. In: IZA Discussion Papers. RePEc:iza:izadps:dp15459.

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2022Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments. (2022). Knaus, Michael C ; Heiler, Phillip. In: IZA Discussion Papers. RePEc:iza:izadps:dp15580.

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2022Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment. (2022). Uysal, Selver ; Wooldridge, Jeffrey M ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp15727.

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2022The causal effects of the darker side of financial development. (2022). Eberhardt, Markus ; Desbordes, Rodolphe ; Cho, Rachel. In: Discussion Papers. RePEc:not:notgep:2022-04.

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2022Multilateral index number methods for Consumer Price Statistics. (2022). O'Connell, Martin ; Levell, Peter ; Fox, Kevin J. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-08.

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2022Systemic Discrimination Among Large U.S. Employers*. (2022). Walters, Christopher R ; Rose, Evan K ; Kline, Patrick. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:137:y:2022:i:4:p:1963-2036..

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2022A method for evaluating the rank condition for CCE estimators. (2022). Sarafidis, Vasilis ; Everaert, Gerdie ; de Vos, Ignace. In: MPRA Paper. RePEc:pra:mprapa:112305.

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2022Apalancamiento, ciclo financiero y económico. (2022). Valdivia, Joab Dan. In: MPRA Paper. RePEc:pra:mprapa:116849.

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2022The Unit-effect Normalisation in Set-identified Structural Vector Autoregressions. (2022). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2022-04.

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2022Aggregation Trees. (2022). Di Francesco, Riccardo. In: CEIS Research Paper. RePEc:rtv:ceisrp:546.

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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021A Basket Half Full: Sparse Portfolios. (2020). Seregina, Ekaterina. In: Papers. RePEc:arx:papers:2011.04278.

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2021Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network. (2020). Wang, Guanyi ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2012.04055.

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2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063.

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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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2021Extremal points of Lorenz curves and applications to inequality analysis. (2021). Mora-Corral, Carlos ; Javier, ; Ba, Amparo. In: Papers. RePEc:arx:papers:2103.03286.

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2021Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles. (2021). Wuthrich, M V ; Tsanakas, T ; Richman, R ; Merz, M. In: Papers. RePEc:arx:papers:2103.11706.

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2021Evidence Aggregation for Treatment Choice. (2021). Kitagawa, Toru ; Ishihara, Takuya. In: Papers. RePEc:arx:papers:2108.06473.

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2021Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021High-dimensional Portfolio Optimization using Joint Shrinkage. (2021). Banerjee, Sayantan ; Burman, Anik. In: Papers. RePEc:arx:papers:2109.13633.

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2021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Peng, Bin ; Yang, Yanrong ; Westerlund, Joakim ; Su, Liangjun. In: Papers. RePEc:arx:papers:2111.11506.

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2021Simple Alternatives to the Common Correlated Effects Model. (2021). Brown, Nicholas ; Wooldridge, Jeffrey M ; Schmidt, Peter. In: Papers. RePEc:arx:papers:2112.01486.

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2021Bayesian Approaches to Shrinkage and Sparse Estimation. (2021). Korobilis, Dimitris ; Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2112.11751.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2021What does machine learning say about the drivers of inflation?. (2021). Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:980.

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2021Do cross?border mergers and acquisitions reflect participations into global value chains?. (2021). Pozzolo, Alberto ; Pietrovito, Filomena ; Cipollina, Maria. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:11:p:3168-3201.

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2021Forecasting UK GDP growth with large survey panels. (2021). Kapetanios, George ; Kalamara, Eleni ; Anesti, Nikoleta. In: Bank of England working papers. RePEc:boe:boeewp:0923.

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2021Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Network. (2021). Benchimol, Jonathan ; Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.06.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2021Forecasting Canadian GDP Growth with Machine Learning. (2021). Demers, Fanny S ; Chu, BA ; Qureshi, Shafiullah. In: Carleton Economic Papers. RePEc:car:carecp:21-05.

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2021Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2021). Qureshi, Shafiullah ; Chu, BA. In: Carleton Economic Papers. RePEc:car:carecp:21-12.

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2021Multiway empirical likelihood. (2021). Chiang, Harold D ; Otsu, Taisuke ; Matsushita, Yukitoshi. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:617.

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2021Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046.

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2021Horizon-K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Mauleon, Ana ; Herings, Jean-Jacques. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2021004.

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2021Multi-Day-Ahead Electricity Price Forecasting: A Comparison of fundamental, econometric and hybrid Models. (2021). Vogler, Arne ; Beran, Philip. In: EWL Working Papers. RePEc:dui:wpaper:2102.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions. (2021). Yamagata, Takashi ; Tarui, Nori ; Smith, Vanessa L. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s014098832100075x.

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2021The interplay between oil and food commodity prices: Has it changed over time?. (2021). Van der Veken, Wouter ; Peersman, Gert ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001203.

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2021Mixed random forest, cointegration, and forecasting gasoline prices. (2021). Wang, Dandan ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1442-1462.

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2021Dowries, resource allocation, and poverty. (2021). Keskar, Ajinkya ; Calvi, Rossella. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:268-303.

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2021Leaders in juvenile crime. (2021). Zenou, Yves ; Verdier, Thierry ; Patacchini, Eleonora ; Diaz, Carlos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:638-667.

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2021Consumer willingness to pay for bio-based products: Do certifications matter?. (2021). Morone, Andrea ; Caferra, Rocco ; Imbert, Enrica ; Falcone, Pasquale Marcello ; D'Adamo, Idiano. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002243.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2021A Starting Note: A Historical Perspective in Lasso. (2021). Caner, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:1-3.

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2021Inflation and Inflation Uncertainty in Growth Model of Barro: An Application of Random Forest Method. (2021). Senoussi, Houcine. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:1:p:4-23.

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2021Explaining Machine Learning by Bootstrapping Partial Dependence Functions and Shapley Values. (2021). Palmer, Nathan ; Gupton, Greg ; Cook, Thomas ; Modig, Zach. In: Research Working Paper. RePEc:fip:fedkrw:93596.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2021Horizon- K Farsightedness in Criminal Networks. (2021). Vannetelbosch, Vincent ; Herings, P. Jean-Jacques ; Mauleon, Ana. In: Games. RePEc:gam:jgames:v:12:y:2021:i:3:p:56-:d:588876.

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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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2021Preferences and Covid-19 Vaccination Intentions. (2021). Langot, Francois ; Blondel, Serge ; Sicsic, Jonathan ; Mueller, Judith. In: Working Papers. RePEc:hal:wpaper:hal-03381425.

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2020Uniform Inference after Pretesting for Exogeneity. (2020). Wang, Wenjie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2020-05.

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2020Estimation for high-frequency data under parametric market microstructure noise. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1712.01479.

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2020Sensitivity Analysis using Approximate Moment Condition Models. (2019). Koles, Michal ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:1808.07387.

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2020Machine learning time series regressions with an application to nowcasting. (2020). Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2005.14057.

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2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

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2020Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\in. (2020). Ram, Andr'Es ; Puerta, Alejandro. In: Papers. RePEc:arx:papers:2009.05360.

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2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland. (2020). Huber, Martin ; Loginova, Daria ; Portmann, Marco. In: Papers. RePEc:arx:papers:2012.02966.

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2020Filtering the intensity of public concern from social media count data with jumps. (2020). , Carlo ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2012.13267.

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2020Maternal cash for better child health? The impacts of India’s IGMSY/PMMVY maternity benefit scheme. (2020). Klonner, Stefan ; von Haaren, Paula. In: Working Papers. RePEc:awi:wpaper:0689.

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2020The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S.. (2020). Moll, Benjamin ; Kaplan, Greg ; Violante, Giovanni . In: Working Papers. RePEc:bfi:wpaper:2020-119.

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2020Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing. (2020). Bec, Frédérique ; Saidi, Sarra ; Nielsen, Heino Bohn . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1413-1428.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020Behavioral changes and policy effects during Covid-19. (2020). Anundsen, Andre ; Thorsrud, Leif Anders ; Larsen, Erling Roed ; Kivedal, Bjornar Karlsen . In: Working Papers. RePEc:bny:wpaper:0090.

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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation. (2020). Linton, O ; Anderson, G ; Zelli, R ; Whang, Y-J., ; Pittau, M G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20123.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Factorial Designs, Model Selection, and (Incorrect) Inference in Randomized Experiments. (2020). Romero, Mauricio ; Muralidharan, Karthik ; Wuthrich, Kaspar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8137.

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2020Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637.

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2020The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494.

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2020Forecasting the Covid-19 Recession and Recovery: Lessons from the Financial Crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-32.

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2020Hypothesis Tests with a Repeatedly Singular Information Matrix. (2020). Sentana, Enrique ; Amengual, Dante ; Bei, Xinyue. In: Working Papers. RePEc:cmf:wpaper:wp2020_2002.

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2020Informative Social Interactions. (2020). Haliassos, Michael ; Giannitsarou, Chryssi ; Calvo Pardo, Hector ; Arrondel, Luc. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14840.

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2020CEO Stress, Aging, and Death. (2020). Malmendier, Ulrike M ; Liu, Canyao ; Guenzel, Marius ; Borgschulte, Mark. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14933.

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2020Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15114.

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2020The Great Lockdown and the Big Stimulus: Tracing the Pandemic Possibility Frontier for the U.S.. (2020). Moll, Benjamin ; Violante, Giovanni L ; Kaplan, Greg. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15256.

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2020Consistent Misspecification Testing in Spatial Autoregressive Models. (2020). Rossi, Francesca ; Lee, Jungyoon. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2256.

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2020Forecasting the Covid-19 recession and recovery: lessons from the financial crisis. (2020). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20202468.

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2020Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?. (2020). Zamanzadeh, Akbar ; Chan, Marc ; Ehsani, Mohammad Ali ; Ganjali, Mojtaba. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:613-632.

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2020Modelling errors in survey and administrative data on employment earnings: Sensitivity to the fraction assumed to have error-free earnings. (2020). Jenkins, Stephen ; Rios-Avila, Fernando. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301749.

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2020Noncausal vector AR processes with application to economic time series. (2020). Song, LI ; Davis, Richard A. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:246-267.

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2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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2020Lets meet as usual: Do games played on non-frequent days differ? Evidence from top European soccer leagues. (2020). Krumer, Alex ; Goller, Daniel. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:740-754.

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2020Forced retirement risk and portfolio choice. (2020). Lee, Minjoon ; Chen, Guodong ; Nam, Tong-Yob. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:293-315.

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2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts. (2020). Chan, Joshua ; Cross, Jamie L ; Zhang, BO. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1318-1328.

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2020Does the Value per Statistical Life vary with age or baseline health? Evidence from a compensating wage study in France. (2020). Rochaix, Lise ; Herrera-Araujo, Daniel. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:103:y:2020:i:c:s0095069620300619.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Modelling errors in survey and administrative data on employment earnings: sensitivity to the fraction assumed to have error-free earnings. (2020). Rios-Avila, Fernando ; Jenkins, Stephen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104560.

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2020Uniform Priors for Impulse Responses. (2020). Waggoner, Daniel F ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Working Papers. RePEc:fip:fedpwp:94737.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc. In: IRENE Working Papers. RePEc:irn:wpaper:20-05.

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2020Modelling Errors in Survey and Administrative Data on Employment Earnings: Sensitivity to the Fraction Assumed to Have Error-Free Earnings. (2020). Jenkins, Stephen ; Rios-Avila, Fernando. In: IZA Discussion Papers. RePEc:iza:izadps:dp13196.

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2020Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic. (2020). Demircan, Hamza ; Cakmakli, Cem . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2016.

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2020Exposure to the COVID-19 Stock Market Crash and its Effect on Household Expectations. (2020). Wohlfart, Johannes ; Weber, Annika ; Hanspal, Tobin. In: CEBI working paper series. RePEc:kud:kucebi:2013.

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2020Finally a Smoking Gun. (2020). Wissmann, Daniel . In: Discussion Papers in Economics. RePEc:lmu:muenec:73026.

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2020Pandemic Shocks and Household Spending. (2020). Tillmann, Peter ; Finck, David. In: MAGKS Papers on Economics. RePEc:mar:magkse:202036.

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