Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C5: Econometric Modeling
/ / / C55: Large Data Sets: Modeling and Analysis

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

1. > Econometrics > Time Series Models > VAR Models > Bayesian Vector autoregressions (BVARs)
2. > Econometrics > Forecasting > Nowcasting
3. > Econometrics > Time Series Models > Dynamic Factor Models

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This topic is covered by the following reading lists:

1. SOEP based publications
2. Socio-Economics of Innovation

2025

• Corral, Paul & Henderson, Heath & Segovia, Sandra, 2025. "Poverty mapping in the age of machine learning," Journal of Development Economics, Elsevier, vol. 172(C).
• Echevin, Damien & Fotso, Guy & Bouroubi, Yacine & Coulombe, Harold & Li, Qing, 2025. "Combining survey and census data for improved poverty prediction using semi-supervised deep learning," Journal of Development Economics, Elsevier, vol. 172(C).
• Denisa Banulescu-Radu & Yannick Kougblenou, 2025. "Data Science for Insurance Fraud Detection: A Review," Springer Books,, Springer.

2024

• Kim, Hyeongwoo & Son, Jisoo, 2024. "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, vol. 74(C).
  • Kim, Hyeongwoo & Son, Jisoo, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," MPRA Paper 116880, University Library of Munich, Germany.
  • Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jisoo Son, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2023-06, Department of Economics, Auburn University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2024. "Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series auwp2024-02, Department of Economics, Auburn University.
• Harriague Maria Marcela & Donadoni Ana Clara, 2024. "Un análisis exploratorio de la elección del tipo de gestión educativa de nivel secundario en Argentina con machine learnig," Asociación Argentina de Economía Política: Working Papers 4738, Asociación Argentina de Economía Política.
• Alexey A. Mironenkov & Alexey N. Kurbatskii & Marina V. Mironenkova, 2024. "The Quality-of-Life Measurement with a Stochastic Choice of Parameters of the Weighted Principal Component," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 82-109.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo, 2024. "Looking ahead: Forecasting total energy carbon dioxide emissions," LIDAM Reprints LFIN 2024007, Université catholique de Louvain, Louvain Finance (LFIN).
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," The Warwick Economics Research Paper Series (TWERPS) 1487, University of Warwick, Department of Economics.
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," ECONtribute Discussion Papers Series 282, University of Bonn and University of Cologne, Germany.
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," CESifo Working Paper Series 10901, CESifo.
  • Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," CAGE Online Working Paper Series 697, Competitive Advantage in the Global Economy (CAGE).
• Simon D Angus & Lachlan O'Neill, 2024. "Paired completion: quantifying issue-framing at scale with LLMs," SoDa Laboratories Working Paper Series 2024-02, Monash University, SoDa Laboratories.
• Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E & Wiemann, Thomas, 2024. "Model Averaging and Double Machine Learning," IZA Discussion Papers 16714, Institute of Labor Economics (IZA).
  • Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024. "Model Averaging and Double Machine Learning," Papers 2401.01645, arXiv.org, revised Sep 2024.
• M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
• Christian Møller Dahl & Torben Johansen & Christian Vedel, 2024. "Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE," Working Papers 0255, European Historical Economics Society (EHES).
  • Christian M{o}ller Dahl & Torben Johansen & Christian Vedel, 2024. "Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE," Papers 2402.13604, arXiv.org, revised Apr 2024.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated by AI or Machine Learning," Papers 2402.15585, arXiv.org, revised Dec 2024.
• Ballinari, Daniele, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, vol. 241(C).
  • Daniele Ballinari, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers 2403.01585, arXiv.org, revised Jun 2024.
• Adam Korniejczuk & Robert Ślepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers 2024-09, Faculty of Economic Sciences, University of Warsaw.
  • Adam Korniejczuk & Robert 'Slepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers 2406.10695, arXiv.org.
• Zuzanna Kostecka & Robert Ślepaczuk, 2024. "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers 2024-12, Faculty of Economic Sciences, University of Warsaw.
  • Zuzanna Kostecka & Robert 'Slepaczuk, 2024. "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers 2406.17308, arXiv.org.
• Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
  • Natalia Roszyk & Robert 'Slepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers 2407.16780, arXiv.org.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
  • Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
• Aifer Baimukhametova & Madina Tulegenova & Zhansaya Temerbulatova & Dinara Rakhmatullayeva, 2024. "Transformation of Innovative Business Models through the Digitalization of the Economic Space," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 48-60.
• Prachi Mishra & Alvaro Ortiz & Antonio Spilimbergo & Tomasa Rodrigo & Sirenia Vázquez, 2024. "España | El comercio electrónico: un \"clic\" no es igual para todos [Spain | E-commerce: One \"Click\" does not fit all]," Working Papers 24/08, BBVA Bank, Economic Research Department.
• Ajit Desai & Jacob Sharples & Anneke Kosse, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
  • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
• Thibaut Duprey & Artur Kotlicki & Daniel E. Rigobon & Philip Schnattinger, 2024. "Bouncing Back: How Mothballing Curbs Prices," Staff Working Papers 24-51, Bank of Canada.
• Andres Alonso-Robisco & Jose Manuel Carbo & Emily Kormanyos & Elena Triebskorn, 2024. "Houston, we have a problem: can satellite information bridge the climate-related data gap?," Occasional Papers 2428, Banco de España.
• Francesco Braggiotti & Nicola Chiarini & Giulio Dondi & Luciano Lavecchia & Valeria Lionetti & Juri Marcucci & Riccardo Russo, 2024. "Predicting buildings' EPC in Italy: a machine learning based-approach," Questioni di Economia e Finanza (Occasional Papers) 850, Bank of Italy, Economic Research and International Relations Area.
• Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024. "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers) 1446, Bank of Italy, Economic Research and International Relations Area.
• Marco Lo Duca & Diego Moccero & Fabio Parlapiano, 2024. "The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector," Temi di discussione (Economic working papers) 1460, Bank of Italy, Economic Research and International Relations Area.
• Diego Solórzano & Lenin Arango-Castillo, 2024. "Price Duration Using Daily Online Data: Time- or State-Dependent?," Working Papers 2024-10, Banco de México.
• Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
• Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
• Tatjana Dahlhaus & Angelika Welte, 2024. "Payment habits during Covid-19: Evidence from high-frequency transaction data," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Tatjana Dahlhaus & Angelika Welte, 2021. "Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data," Staff Working Papers 21-43, Bank of Canada.
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024. "Sectoral uncertainty," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," Staff Working Papers 22-38, Bank of Canada.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," "Marco Fanno" Working Papers 0288, Dipartimento di Scienze Economiche "Marco Fanno".
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CESifo Working Paper Series 10034, CESifo.
  • Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2022. "Sectoral Uncertainty," CAMA Working Papers 2022-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Ajit Desai & Jacob Sharples & Anneke Kosse, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
  • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
• Byeungchun Kwon & Taejin Park & Fernando Perez-Cruz & Phurichai Rungcharoenkitkul, 2024. "Large language models: a primer for economists," BIS Quarterly Review, Bank for International Settlements, December.
• Ajit Desai & Jacob Sharples & Anneke Kosse, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Granular data: new horizons and challenges, volume 61, Bank for International Settlements.
  • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers 24-15, Bank of Canada.
  • Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
• Jurkatis, Simon, 2024. "An approach to cleaning MiFID II corporate bond transaction reports," Bank of England working papers 1071, Bank of England.
• Soseco Thomas & Olivia Susan & Oxley Les, 2024. "An Application of the Dagum Type III Model to Measure Household Net Wealth Inequality in Indonesia," Journal of Econometric Methods, De Gruyter, vol. 13(2), pages 281-298.
• M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
• Vainora, J., 2024. "Asymptotic Theory Under Network Stationarity," Cambridge Working Papers in Economics 2439, Faculty of Economics, University of Cambridge.
• Vainora, J., 2024. "Latent Position-Based Modeling of Parameter Heterogeneity," Cambridge Working Papers in Economics 2455, Faculty of Economics, University of Cambridge.
• M. Hashem Pesaran & Hayun Song, 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," CESifo Working Paper Series 11415, CESifo.
  • Pesaran, M. H. & Song, H., 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," Cambridge Working Papers in Economics 2464, Faculty of Economics, University of Cambridge.
• Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024. "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2467, Faculty of Economics, University of Cambridge.
• Ritesh Patel & Anand Kumar Mishra & Muhammad Zubair Chishti & Tejas M. Modi, 2024. "Relationship Between Internet Banking Service Quality, e-Customer Satisfaction, and Loyalty: A Comparative Study of India and Pakistan," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(2), pages 213-228.
• Jennifer Bernard & Kelsey Drotning & Katie R. Genadek, 2024. "Where Are Your Parents? Exploring Potential Bias in Administrative Records on Children," Working Papers 24-18, Center for Economic Studies, U.S. Census Bureau.
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," The Warwick Economics Research Paper Series (TWERPS) 1487, University of Warwick, Department of Economics.
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," CESifo Working Paper Series 10901, CESifo.
  • Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," CAGE Online Working Paper Series 697, Competitive Advantage in the Global Economy (CAGE).
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," ECONtribute Discussion Papers Series 282, University of Bonn and University of Cologne, Germany.
• M. Hashem Pesaran & Ron P. Smith, 2024. "High-dimensional forecasting with known knowns and known unknowns," Papers 2401.14582, arXiv.org, revised Apr 2024.
  • M. Hashem Pesaran & Ron P. Smith, 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series 10931, CESifo.
  • Pesaran, M. H. & Smith, R. P., 2024. "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics 2406, Faculty of Economics, University of Cambridge.
• Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for regression with variables generated from unstructured data," CeMMAP working papers 10/24, Institute for Fiscal Studies.
  • Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024. "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series 11119, CESifo.
• Thomas Fackler & Oliver Falck & Moritz Goldbeck & Fabian Hans & Annina Hering, 2024. "The Greener, the Higher: Labor Demand of Automotive Firms during the Green Transformation," CESifo Working Paper Series 11160, CESifo.
• Pesaran, M. H. & Song, H., 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," Cambridge Working Papers in Economics 2464, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Hayun Song, 2024. "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," CESifo Working Paper Series 11415, CESifo.
• M. Hashem Pesaran & Yimeng Xie, 2024. "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test," CESifo Working Paper Series 11470, CESifo.
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," The Warwick Economics Research Paper Series (TWERPS) 1487, University of Warwick, Department of Economics.
  • Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," CAGE Online Working Paper Series 697, Competitive Advantage in the Global Economy (CAGE).
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," CESifo Working Paper Series 10901, CESifo.
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," ECONtribute Discussion Papers Series 282, University of Bonn and University of Cologne, Germany.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series 24-68, Swiss Finance Institute.
• Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
  • Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
• Muñetón Santa , Guberney & Pérez Aguirre , Carlos Andrés & Orozco-Arroyave , Juan Rafael, 2024. "Identificación de la pobreza en Colombia: Comparación entre el índice de pobreza multidimensional y el sistema de identificación de beneficiarios de programas sociales," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 98(3), pages 45-68, August.
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," CEPR Discussion Papers 18773, C.E.P.R. Discussion Papers.
• Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
  • Penaranda, Francisco & Sentana, Enrique, 2024. "Portfolio management with big data," CEPR Discussion Papers 19314, C.E.P.R. Discussion Papers.
• Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2024. "International vulnerability of inflation," DES - Working Papers. Statistics and Econometrics. WS 44814, Universidad Carlos III de Madrid. Departamento de Estadística.
• Filippou, Ilias & Taylor, Mark P. & Wang, Zigan, 2024. "Media Sentiment and Currency Reversals," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(3), pages 1401-1429, May.
  • Taylor, Mark & Filippou, Ilias & Wang, Zigan, 2021. "Media Sentiment and Currency Reversals," CEPR Discussion Papers 16049, C.E.P.R. Discussion Papers.
• Jin Seo Cho & Peter C.B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Working papers 2024rwp-232, Yonsei University, Yonsei Economics Research Institute.
  • Jin Seo Cho & Peter C. B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers 2411, Cowles Foundation for Research in Economics, Yale University.
• Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024. "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers 806, DNB.
• Lo Duca, Marco & Moccero, Diego & Parlapiano, Fabio, 2024. "The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector," Working Paper Series 2897, European Central Bank.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024. "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series 2901, European Central Bank.
• Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
  • Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024. "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series 2930, European Central Bank.
• Richard Audoly & Rory McGee & Sergio Ocampo & Gonzalo Paz-Pardo, 2024. "The life-cycle dynamics of wealth mobility," IFS Working Papers W24/12, Institute for Fiscal Studies.
  • Audoly, Richard & Paz-Pardo, Gonzalo & McGee, Rory & Ocampo, Sergio, 2024. "The life-cycle dynamics of wealth mobility," Working Paper Series 2976, European Central Bank.
  • Richard Audoly & Rory McGee & Sergio Ocampo & Gonzalo Paz-Pardo, 2024. "The Life-Cycle Dynamics of Wealth Mobility," Staff Reports 1097, Federal Reserve Bank of New York.
  • Audoly, Richard & McGee, Rory & Ocampo Díaz, Sergio & Paz Pardo, Gonzalo, 2024. "The life-cycle dynamics of wealth mobility," CLEF Working Paper Series 68, Canadian Labour Economics Forum (CLEF), University of Waterloo.
• Linzenich, Jan & Meunier, Baptiste, 2024. "Nowcasting Made Easier: a toolbox for economists," Working Paper Series 3004, European Central Bank.
• Restu Arisanti & Suci Purnamawati & Agus Muslim, 2024. "Determinants of Greenhouse Gas Emissions in the Transportation Sector in Indonesia: Official Statistics and Big Data Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 86-97, January.
• Farrukh Nawaz Kayani & Ismat Nasim & Khalil Abu Saleem, 2024. "Analyzing the Impact of Governance, Environment and Trade on Inward FDI: A Case of Cambodia, Thailand and Vietnam from ASEAN," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 523-534, March.
• Trapati Narwaria & Rajiv Dwivedi & Anil Vashisht & Apoorva Mishra & Pratiksha Saxena & Vivek Gupta & Abhishek Singhal & Sandeep Raghuwanshi, 2024. "A Bibliometric Analysis of Employee Turnover Intention among IT Sector Employees," International Review of Management and Marketing, Econjournals, vol. 14(6), pages 355-363, October.
• Klieber, Karin, 2024. "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
• Ismail, I. & Stam, P.J.A. & Portrait, F.R.M. & van Witteloostuijn, A. & Koolman, X., 2024. "Addressing unanticipated interactions in risk equalization: A machine learning approach to modeling medical expenditure risk," Economic Modelling, Elsevier, vol. 130(C).
• Delogu, Marco & Lagravinese, Raffaele & Paolini, Dimitri & Resce, Giuliano, 2024. "Predicting dropout from higher education: Evidence from Italy," Economic Modelling, Elsevier, vol. 130(C).
  • Marco Delogu & Raffaelle Lagravinese & Dimitri Paolini & Giuliano Resce, 2020. "Predicting dropout from higher education: Evidence from Italy," DEM Discussion Paper Series 22-06, Department of Economics at the University of Luxembourg.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024. "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
• Hadji-Lazaro, Paul & Salin, Mathilde & Svartzman, Romain & Espagne, Etienne & Gauthey, Julien & Berger, Joshua & Calas, Julien & Godin, Antoine & Vallier, Antoine, 2024. "Biodiversity loss and financial stability as a new frontier for central banks: An exploration for France," Ecological Economics, Elsevier, vol. 223(C).
• Dubbert, Tore & Kempa, Bernd, 2024. "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, vol. 236(C).
• Ballinari, Daniele, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, vol. 241(C).
  • Daniele Ballinari, 2024. "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers 2403.01585, arXiv.org, revised Jun 2024.
• Kunaschk, Max, 2024. "Enriching administrative data using survey data and machine learning techniques," Economics Letters, Elsevier, vol. 243(C).
• Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
• Bai, Jushan & Duan, Jiangtao & Han, Xu, 2024. "The likelihood ratio test for structural changes in factor models," Journal of Econometrics, Elsevier, vol. 238(2).
  • Jushan Bai & Jiangtao Duan & Xu Han, 2022. "Likelihood ratio test for structural changes in factor models," Papers 2206.08052, arXiv.org, revised Dec 2023.
• Reuvers, Hanno & Wijler, Etienne, 2024. "Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data," Journal of Econometrics, Elsevier, vol. 239(1).
• Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong, 2024. "Optimal covariance matrix estimation for high-dimensional noise in high-frequency data," Journal of Econometrics, Elsevier, vol. 239(2).
• Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei, 2024. "Time-varying minimum variance portfolio," Journal of Econometrics, Elsevier, vol. 239(2).
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2024. "An autocovariance-based learning framework for high-dimensional functional time series," Journal of Econometrics, Elsevier, vol. 239(2).
• Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui, 2024. "Mining the factor zoo: Estimation of latent factor models with sufficient proxies," Journal of Econometrics, Elsevier, vol. 239(2).
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024. "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, vol. 239(2).
• Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan, 2024. "Inference for low-rank completion without sample splitting with application to treatment effect estimation," Journal of Econometrics, Elsevier, vol. 240(1).
• Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan, 2024. "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Journal of Econometrics, Elsevier, vol. 241(2).
• Urga, Giovanni & Wang, Fa, 2024. "Estimation and inference for high dimensional factor model with regime switching," Journal of Econometrics, Elsevier, vol. 241(2).
• Mei, Ziwei & Shi, Zhentao, 2024. "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, vol. 242(2).
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  • Riccardo Di Francesco, 2024. "Ordered Correlation Forest," CEIS Research Paper 577, Tor Vergata University, CEIS, revised 06 May 2024.
• Chayanika Mitra, 2024. "Gender Bias in Education Expenditure among Religious and Social Groups: A Case Study for Below Class 10 Level in West Bengal," Arthaniti: Journal of Economic Theory and Practice, , vol. 23(1), pages 101-117, June.
• Christopher F. Baum & Hans Lööf & Andreas Stephan & Klaus F. Zimmermann, 2024. "Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden," ILR Review, Cornell University, ILR School, vol. 77(4), pages 562-597, August.
  • Christopher F. Baum & Hans Lööf & Andreas Stephan & Klaus F. Zimmermann, 2018. "Estimating the wage premia of refugee immigrants: Lessons from Sweden," Boston College Working Papers in Economics 963, Boston College Department of Economics, revised 29 May 2024.
  • Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F., 2024. "Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden," Working Papers in Economics and Statistics 3/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
  • Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F., 2024. "Estimating the wage premia of refugee immigrants: Lessons from Sweden," GLO Discussion Paper Series 1400, Global Labor Organization (GLO).
  • Baum, Christopher F. & Lööf, Hans & Stephan, Andreas & Zimmermann, Klaus F., 2023. "Estimating the wage premia of refugee immigrants: Lessons from Sweden," Working Paper Series in Economics and Institutions of Innovation 496, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, revised 30 May 2024.
• Milen Arro-Cannarsa & Dr. Rolf Scheufele, 2024. "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers 2024-06, Swiss National Bank.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series 24-68, Swiss Finance Institute.
  • Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying uncertainty: a new era of measurement through large language models," Working Papers 2024-12, Swiss National Bank.
• Aurel Ruben Mäder & Dr. Matthias Jüttner & Dr. Daniel Gatica-Perez, 2024. "You are how you pay: understanding and identifying the payment behavior of sociodemographic groups," Working Papers 2024-13, Swiss National Bank.
• Gustavo Romero Cardoso & Marcio Issao Nakane, 2024. "What’s in a headline? News impact on the Brazilian economy," Working Papers, Department of Economics 2024_12, University of São Paulo (FEA-USP).
• Nikola Gradojevic & Dragan Kukolj, 2024. "Unlocking the black box: Non-parametric option pricing before and during COVID-19," Annals of Operations Research, Springer, vol. 334(1), pages 59-82, March.
• Marc-Aurèle Divernois & Damir Filipović, 2024. "StockTwits classified sentiment and stock returns," Digital Finance, Springer, vol. 6(2), pages 249-281, June.
• Axel Groß-Klußmann, 2024. "Learning deep news sentiment representations for macro-finance," Digital Finance, Springer, vol. 6(3), pages 341-377, September.
• Aleksandar Kešeljević & Rok Spruk, 2024. "Estimating the effects of Syrian civil war," Empirical Economics, Springer, vol. 66(2), pages 671-703, February.
  • Aleksandar Keseljevic & Rok Spruk, 2022. "Estimating the Effects of Syrian Civil War," Papers 2209.03046, arXiv.org.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024. "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, vol. 67(1), pages 31-45, July.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024. "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-30, December.
• André Nunes Maranhão, 2024. "Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 20(1), pages 1-58, August.
• Meilian Zhang & Ting Yin & Emiko Usui & Takashi Oshio & Yi Zhang, 2024. "Unraveling the determinants of overemployment and underemployment among older workers in Japan: A machine learning approach," The Japanese Economic Review, Springer, vol. 75(4), pages 691-737, December.
• Ferran Sancho, 2024. "Stone–Geary meets CES: the properties of an extended linear expenditure system," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 13(1), pages 1-11, December.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers 22/061, European Xtramile Centre of African Studies (EXCAS).
• Alkiviadis Panagopoulos & Ioannis A. Nikas, 2024. "Evaluation of Urban Landmarks Based on Primary and Secondary Points of Interest: The Case of Museums in the City of Athens in Greece," Springer Proceedings in Business and Economics, in: Vicky Katsoni & George Cassar (ed.), Recent Advancements in Tourism Business, Technology and Social Sciences, pages 639-652, Springer.
• Andre Rossi Oliveira, 2024. "Evaluating the Short-term Causal Effect of Early Alert on Student Performance," Research in Higher Education, Springer;Association for Institutional Research, vol. 65(7), pages 1395-1419, November.
• Philipp Wegmueller & Christian Glocker, 2024. "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-17, December.
• Anne Darline Youmbi & Betrand Fesuh Nono & Christian Zamo Akono, 2024. "Inequality in opportunity of access to antenatal care in Cameroon: multilevel modelling, spatial analysis and decomposition methods," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-17, December.
• Carlos Canizares Martinez & Arne Gieseck, 2024. "The effects of macro uncertainty shocks in the euro area: A FAVAR approach," Working and Discussion Papers WP 6/2024, Research Department, National Bank of Slovakia.
• Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
  • Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers 2024-15, University of Sydney, School of Economics.
• Salih Zeki Atilgan & Tarik Aydogdu & Mehmet Selman Colak & Muhammed Hasan Yilmaz, 2024. "Anticipating Credit Developments with Regularization and Shrinkage Methods: Evidence for Turkish Banking Industry," Working Papers 2402, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2024. "Tracking Weekly State-Level Economic Conditions," The Review of Economics and Statistics, MIT Press, vol. 106(2), pages 483-504, March.
  • Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021. "Tracking Weekly State-Level Economic Conditions," NBER Working Papers 29003, National Bureau of Economic Research, Inc.
  • Christiane Baumeister & Danilo Leiva-Leon & Eric Sims, 2021. "Tracking Weekly State-Level Economic Conditions," Working Papers 202151, University of Pretoria, Department of Economics.
  • Christiane Baumeister & Danilo Leiva-León & Eric R. Sims, 2021. "Tracking Weekly State-Level Economic Conditions," CESifo Working Paper Series 9165, CESifo.
  • Baumeister, Christiane & Leiva-León, Danilo & Sims, Eric, 2021. "Tracking Weekly State-Level Economic Conditions," CEPR Discussion Papers 16317, C.E.P.R. Discussion Papers.
  • Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," Working Papers 2134, Banco de España.
  • Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2021. "Tracking weekly state-level economic conditions," CAMA Working Papers 2021-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Timothy Holt & Mitsuru Igami & Simon Scheidegger, 2024. "Detecting Edgeworth Cycles," Journal of Law and Economics, University of Chicago Press, vol. 67(1), pages 67-102.
  • Timothy Holt & Mitsuru Igami & Simon Scheidegger, 2021. "Detecting Edgeworth Cycles," Cahiers de Recherches Economiques du Département d'économie 21.16, Université de Lausanne, Faculté des HEC, Département d’économie.
• Tae-Hwy Lee & Ekaterina Seregina, 2024. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202413, University of California at Riverside, Department of Economics.
• Tetiana Yukhymenko & Oleh Sorochan, 2024. "Impact of the Central Bank's Communication on Macrofinancial Outcomes," Working Papers 01/2024, National Bank of Ukraine.
• Hebdzyński Michał, 2024. "Are Hedonic Models Really Quality-Adjusted? The Role of Apartment Quality in Hedonic Models of Housing Rental Market," Real Estate Management and Valuation, Sciendo, vol. 32(2), pages 46-57.
• Adam Korniejczuk & Robert 'Slepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers 2406.10695, arXiv.org.
  • Adam Korniejczuk & Robert Ślepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers 2024-09, Faculty of Economic Sciences, University of Warsaw.
• Zuzanna Kostecka & Robert 'Slepaczuk, 2024. "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers 2406.17308, arXiv.org.
  • Zuzanna Kostecka & Robert Ślepaczuk, 2024. "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers 2024-12, Faculty of Economic Sciences, University of Warsaw.
• Natalia Roszyk & Robert 'Slepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers 2407.16780, arXiv.org.
  • Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
• Mahdi Ghodsi & Michael Landesmann & Nina Vujanović, 2024. "Can Multinationals Withstand Growing Trade Barriers?," wiiw Working Papers 239, The Vienna Institute for International Economic Studies, wiiw.
• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2310, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
• Gloria González‐Rivera & C. Vladimir Rodríguez‐Caballero & Esther Ruiz, 2024. "Expecting the unexpected: Stressed scenarios for economic growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 926-942, August.
  • Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023. "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers 202314, University of California at Riverside, Department of Economics.
• Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," ECONtribute Discussion Papers Series 282, University of Bonn and University of Cologne, Germany.
  • Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," The Warwick Economics Research Paper Series (TWERPS) 1487, University of Warwick, Department of Economics.
  • Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024. "Informational Boundaries of the State," CESifo Working Paper Series 10901, CESifo.
  • Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024. "Informational Boundaries of the State," CAGE Online Working Paper Series 697, Competitive Advantage in the Global Economy (CAGE).
• Li, Heng Ying, 2024. "Is buy-to-let still worthwhile? Estimating the impact of residential landlord tax reform on prices and demand of buy-to-let properties," Warwick-Monash Economics Student Papers 68, Warwick Monash Economics Student Papers.
• Asep Suryahadi & Arnita Rishanty & Robert Sparrow, 2024. "Social Capital and Economic Development in a Large and Multi-Ethnic Developing Country: Evidence from Indonesia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 41(02), pages 301-323, September.
  • Asep Suryahadi & Arnita Rishanty & Robert Sparrow, . "Social Capital and Economic Development in a Large and Multi-Ethnic Developing Country: Evidence from Indonesia," Journal Article, Publications Department.
• Jin Seo Cho & Peter C. B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers 2411, Cowles Foundation for Research in Economics, Yale University.
  • Jin Seo Cho & Peter C.B. Phillips, 2024. "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Working papers 2024rwp-232, Yonsei University, Yonsei Economics Research Institute.
• Missbach, Leonard & Steckel, Jan Christoph, 2024. "Distributional impacts of climate policy and effective compensation: Evidence from 88 countries," EconStor Preprints 296491, ZBW - Leibniz Information Centre for Economics.
• Missbach, Leonard & Steckel, Jan Christoph & Renner, Sebastian & Kraus, Sebastian, 2024. "Coal-fired power plants and industrial development," EconStor Preprints 300209, ZBW - Leibniz Information Centre for Economics.
• Greyling, Talita & Rossouw, Stephanié, 2024. "Vaccination uptake, happiness and emotions: using a supervised machine learning approach," GLO Discussion Paper Series 1482, Global Labor Organization (GLO).
• Greyling, Talita & Rossouw, Stephanié, 2024. "Development and validation of a real-time happiness index using Google TrendsTM," GLO Discussion Paper Series 1493, Global Labor Organization (GLO).
• Büchel, Jan & Engler, Jan, 2024. "Generative KI in Deutschland: Künstliche Intelligenz in Gesellschaft und Unternehmen," IW-Reports 23/2024, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
• Büchel, Jan & Monsef, Roschan, 2024. "Künstliche Intelligenz: Bessere Entlohnung durch Produktivitätsbooster? [Artificial Intelligence: Will boosted productivity lead to better pay?]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 51(2), pages 45-63.
• Albina Latifi & David Lenz & Peter Winker, 2024. "Identification of Innovation Drivers Based on Technology-Related News Articles," MAGKS Papers on Economics 202401, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  • Latifi, Albina & Winker, Peter & Lenz, David, 2024. "Identification of innovation drivers based on technology-related news articles," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302371, Verein für Socialpolitik / German Economic Association.

2023

• Hyeongwoo Kim & Jisoo Son, 2023. "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series auwp2023-02, Department of Economics, Auburn University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2023. "Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series auwp2023-05, Department of Economics, Auburn University.
• Kim, Hyeongwoo & Son, Jisoo, 2024. "What charge-off rates are predictable by macroeconomic latent factors?," Journal of Financial Stability, Elsevier, vol. 74(C).
  • Kim, Hyeongwoo & Son, Jisoo, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," MPRA Paper 116880, University Library of Munich, Germany.
  • Hyeongwoo Kim & Jisoo Son, 2024. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2024-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jisoo Son, 2023. "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series auwp2023-06, Department of Economics, Auburn University.
• Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023. "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 25(63), pages 463-463, April.
• Ovidiu-Ilie Stofor, 2023. "Quality Analysis Of Learning Improves The Quality Of Learning," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 31, pages 169-182, June.
• Sanjiv Das & Richard Stanton & Nancy Wallace, 2023. "Algorithmic Fairness," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 565-593, November.
• Elliott Ash & Stephen Hansen, 2023. "Text Algorithms in Economics," Annual Review of Economics, Annual Reviews, vol. 15(1), pages 659-688, September.
  • Ash, Elliott & Hansen, Stephen, 2023. "Text Algorithms in Economics," CEPR Discussion Papers 18125, C.E.P.R. Discussion Papers.
• Оливер де Грут // Oliver de Groot & Джозеф Конингс // Jozef Konings, 2023. "Инфляционное таргетирование, денежно-кредитная политика и возврат к таргетированию в Казахстане. // Inflation Targeting, Monetary Policy and the Transition Back to Target in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1 Special, pages 30-56.
• Муканов Н.С. // Mukanov N.S. & Алмагамбетов К.А. // Almagambetov K.A. & Джаржанов М.У. // Jarzhanov M.U. & Ильясов А.Б. // Ilyasov A.B., 2023. "Вопросы установления и достижения целевых ориентиров по инфляции. Выбор оптимальных характеристик цели по инфляции в Казахстане. // Setting and Achieving Inflation Targets. Choosing Optimal Characteri," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1 Special, pages 7-29.
• Оливер де Грут // Oliver de Groot & Джозеф Конингс // Jozef Konings, 2023. "Инфляционное таргетирование, денежно-кредитная политика и возврат к таргетированию в Казахстане. // Inflation Targeting, Monetary Policy and the Transition Back to Target in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue Special, pages 30-56.
• Муканов Н.С. // Mukanov N.S. & Алмагамбетов К.А. // Almagambetov K.A. & Джаржанов М.У. // Jarzhanov M.U. & Ильясов А.Б. // Ilyasov A.B., 2023. "Вопросы установления и достижения целевых ориентиров по инфляции. Выбор оптимальных характеристик цели по инфляции в Казахстане. // Setting and Achieving Inflation Targets. Choosing Optimal Characteri," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue Special, pages 7-29.
• Lukáš Bernat & Radka Michlová & Helena Mitwallyová, 2023. "Pattern classification on specifics of public sector investments and budgeting principles," International Journal of Economic Sciences, European Research Center, vol. 12(1), pages 15-37, May.
• Lukáš Bernat & Radka Michlová & Helena Mitwallyová, 2023. "Pattern classification on specifics of public sector investments and budgeting principles," International Journal of Economic Sciences, European Research Center, vol. 12(1), pages 31-53, May.
• Lukáš Bernat & Radka Michlová & Helena Mitwallyová, 2023. "Pattern classification on specifics of public sector investments and budgeting principles," International Journal of Economic Sciences, European Research Center, vol. 12(1), pages 32-54, May.
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023. "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, vol. 236(1).
  • Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023. "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers 2302.03172, arXiv.org.
• Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023. "Disentangling Structural Breaks in High Dimensional Factor Models," CAMA Working Papers 2023-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023. "Disentangling Structural Breaks in Factor Models for Macroeconomic Data," Papers 2303.00178, arXiv.org, revised Jun 2024.
• Ajit Desai, 2023. "Machine learning for economics research: when, what and how," Staff Analytical Notes 2023-16, Bank of Canada.
  • Ajit Desai, 2023. "Machine Learning for Economics Research: When What and How?," Papers 2304.00086, arXiv.org, revised Apr 2023.
• Riccardo Di Francesco, 2023. "Ordered Correlation Forest," Papers 2309.08755, arXiv.org.
  • Riccardo Di Francesco, 2024. "Ordered Correlation Forest," CEIS Research Paper 577, Tor Vergata University, CEIS, revised 06 May 2024.
• Clarke, Damian & Torres, Nicolás Paris & Villena-Roldan, Benjamin, 2023. "(Frisch-Waugh-Lovell)' On the Estimation of Regression Models by Row," IZA Discussion Papers 16630, Institute of Labor Economics (IZA).
  • Damian Clarke & Nicol'as Paris & Benjam'in Villena-Rold'an, 2023. "(Frisch-Waugh-Lovell)': On the Estimation of Regression Models by Row," Papers 2311.15829, arXiv.org.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2020. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Globalization Institute Working Papers 394, Federal Reserve Bank of Dallas, revised 05 Aug 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers 2312.15494, arXiv.org, revised Jul 2024.
  • Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023. "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series 10223, CESifo.
• DănuÅ£-Octavian SIMION, 2023. "Advanced Methods Of Including Classes And Objects In Application Modules Specific To Business Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 67(1), pages 35-43, March.
• Danut-Octavian SIMION, 2023. "The Support Given By Data Analysis In The Decision-Making Process In Interdependent Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 68(2), pages 17-29, September.
• Ferran Sancho, 2022. "Stone-Geary Meets CES: An Extended Linear Expenditure System," Working Papers 1328, Barcelona School of Economics.
  • Ferran Sancho, 2023. "Stone-Geary meets CES:An extended linear expenditure system," UFAE and IAE Working Papers 971.23, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
• Darab Molkabadi, Saeid, 2023. "Transition and Propagations of Oil Shock in the Oil Exporting Countries: Lessons from Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, vol. 28(4), pages 111-139, December.
• Todor Krastevich, 2023. "Retargeting Customers Using Uplift Modeling," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-99.
• Sonya Georgieva, 2023. "Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 177-199.
• Donald Coletti, 2023. "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers 2023-23, Bank of Canada.
• Lin Chen & Stephanie Houle, 2023. "Turning Words into Numbers: Measuring News Media Coverage of Shortages," Discussion Papers 2023-8, Bank of Canada.
• Stephanie Houle & Ryan Macdonald, 2023. "Identifying Nascent High-Growth Firms Using Machine Learning," Staff Working Papers 23-53, Bank of Canada.
• Ajit Desai, 2023. "Machine Learning for Economics Research: When What and How?," Papers 2304.00086, arXiv.org, revised Apr 2023.
  • Ajit Desai, 2023. "Machine learning for economics research: when, what and how," Staff Analytical Notes 2023-16, Bank of Canada.
• Marta Crispino & Vincenzo Mariani, 2023. "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers) 746, Bank of Italy, Economic Research and International Relations Area.
• Crispino, Marta & Conteduca, Francesco Paolo, 2024. "It's a match! Linking foreign counterparts in Italian customs data to their balance sheets," International Economics, Elsevier, vol. 179(C).
  • Crispino Marta & Francesco Paolo Conteduca, 2023. "It's a match! Linking foreign counterparts in Italian customs data to their balance sheets," Questioni di Economia e Finanza (Occasional Papers) 823, Bank of Italy, Economic Research and International Relations Area.
• Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023. "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia 1225, Banco de la Republica de Colombia.
• Menzie D. Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," NBER Working Papers 31419, National Bureau of Economic Research, Inc.
  • Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023. "Nowcasting World Trade with Machine Learning: a Three-Step Approach," Working papers 917, Banque de France.
  • Chinn, Menzie D. & Meunier, Baptiste & Stumpner, Sebastian, 2023. "Nowcasting world trade with machine learning: a three-step approach," Working Paper Series 2836, European Central Bank.
• Olivier De Bandt & Jean-Charles Bricongne & Julien Denes & Alexandre Dhenin & Annabelle De Gaye & Pierre-Antoine Robert, 2023. "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers 921, Banque de France.
• Konstantin Boss & Andre Groeger & Tobias Heidland & Finja Krueger & Conghan Zheng, 2023. "Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques," Working Papers 1387, Barcelona School of Economics.
• Pongpitch Amatyakul & Panchanok Jumrustanasan & Pornchanok Tapkham, 2023. "What can 20 billion financial transactions tell us about the impacts of Covid-19 fiscal transfers?," BIS Working Papers 1130, Bank for International Settlements.
• Anastasios Petropoulos & Evangelos Stavroulakis & Panagiotis Lazaris & Vasilis Siakoulis & Nikolaos Vlachogiannakis, 2023. "Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information," Working Papers 315, Bank of Greece.
• Ryuichiro Hashimoto & Kakeru Miura & Yasunori Yoshizaki, 2023. "Application of Machine Learning to a Credit Rating Classification Model: Techniques for Improving the Explainability of Machine Learning," Bank of Japan Working Paper Series 23-E-6, Bank of Japan.
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• Caterina Lepore & Roshen Fernando, 2023. "Global Economic Impacts of Physical Climate Risks," IMF Working Papers 2023/183, International Monetary Fund.
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• Roshen Fernando, 2023. "Impact of Physical Climate Risks on Antimicrobial Resistance," CAMA Working Papers 2023-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Katie Baker & Martín Almuzara & Hannah O’Keeffe & Argia M. Sbordone, 2023. "Reintroducing the New York Fed Staff Nowcast," Liberty Street Economics 20230908, Federal Reserve Bank of New York.
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• O’Connell, Martin & Smith, Howard & Thomassen, Øyvind, 2023. "A two sample size estimator for large data sets," Discussion Papers 2023/1, Norwegian School of Economics, Department of Business and Management Science.
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• Oleksandr LutsiÑ– & Oleksandr Helevei, 2023. "Formation of Components of the Marketing Information System for Agricultural Products Using Big Data Methods," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 145-151, September.
• Marra de Artiñano, Ignacio & Riottini Depetris, Franco & Volpe Martincus, Christian, 2023. "Automatic Product Classification in International Trade: Machine Learning and Large Language Models," IDB Publications (Working Papers) 12962, Inter-American Development Bank.
• Tatiana Evdokimova & Piroska Nagy Mohacsi & Olga Ponomarenko & Elina Ribakova, 2023. "Central banks and policy communication: How emerging markets have outperformed the Fed and ECB," Working Paper Series WP23-10, Peterson Institute for International Economics.
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• Roshen Fernando & Caterina Lepore, 2023. "Global Economic Impacts of Physical Climate Risks," CAMA Working Papers 2023-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Bloom, Nicholas & Davis, Steven J. & Hansen, Stephen & Lambert, Peter John & Sadun, Raffaella & Taska, Bledi, 2023. "Remote work across jobs, companies and space," LSE Research Online Documents on Economics 121302, London School of Economics and Political Science, LSE Library.
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• J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
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• Damian Clarke & Nicol'as Paris & Benjam'in Villena-Rold'an, 2023. "(Frisch-Waugh-Lovell)': On the Estimation of Regression Models by Row," Papers 2311.15829, arXiv.org.
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• Baumgartner Christoph & Srhoj Stjepan & Walde Janette, 2023. "Harmonization of Product Classifications: A Consistent Time Series of Economic Trade Activities," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 243(6), pages 643-662, December.
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• Barbaglia, Luca & Fatica, Serena & Rho, Caterina, 2023. "Flooded credit markets: physical climate risk and small business lending," JRC Working Papers in Economics and Finance 2023-14, Joint Research Centre, European Commission.
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• Jan G. De Gooijer, 2023. "Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors," Computational Economics, Springer;Society for Computational Economics, vol. 62(1), pages 407-424, June.
• Ba Chu & Shafiullah Qureshi, 2023. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1567-1609, December.
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• Victoria Ateca-Amestoy & Concetta Castiglione, 2023. "Live and digital engagement with the visual arts," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(4), pages 643-692, December.
• Ateeb Akhter Shah Syed & Hassan Raza & Mohsin Waheed, 2023. "Easydata-MD: A Monthly Dataset for Macroeconomic Research on Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 28(1), pages 63-88, Jan-June.
• Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023. "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers 22/23, Monash University, Department of Econometrics and Business Statistics.
• Kris Boud & Arno De Block & Geert Langenus & Peter Reusens, 2023. "Nowcasting GDP through the lens of economic states," Working Paper Research 445, National Bank of Belgium.
• Bloom, Nicholas & Davis, Steven J. & Hansen, Stephen & Lambert, Peter John & Sadun, Raffaella & Taska, Bledi, 2023. "Remote work across jobs, companies and space," LSE Research Online Documents on Economics 121302, London School of Economics and Political Science, LSE Library.
  • Stephen Hansen & Peter John Lambert & Nicholas Bloom & Steven J. Davis & Raffaella Sadun & Bledi Taska, 2023. "Remote Work across Jobs, Companies, and Space," NBER Working Papers 31007, National Bureau of Economic Research, Inc.
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• Sina Smid, 2023. "Understanding cultural differences and extreme attitudes in the 2021 OECD Trust Survey: Text analysis of open-ended responses," OECD Working Papers on Public Governance 57, OECD Publishing.
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• Luca Barbaglia & Sebastiano Manzan & Elisa Tosetti, 2023. "Forecasting Loan Default in Europe with Machine Learning," Journal of Financial Econometrics, Oxford University Press, vol. 21(2), pages 569-596.
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• Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2023. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(3), pages 1265-1303.
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  • Zweimüller, Josef & Jäger, Simon & Schoefer, Benjamin, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," CEPR Discussion Papers 13473, C.E.P.R. Discussion Papers.
• Simona-Vasilica Oprea & Adela Bara & Niculae Oprea, 2023. "Big Data Management and NoSQL Databases," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 466-475, August.
• Alin-Gabriel Vaduva & Simona-Vasilica Oprea & Dragos-Catalin Barbu, 2023. "Understanding Customers' Opinion using Web Scraping and Natural Language Processing," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 537-544, August.
• Andreea-Maria Tanasa & Simona-Vasilica Oprea & Adela Bara, 2023. "Web Scraping and Review Analytics. Extracting Insights from Commercial Data," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 370-379, December.
• Chengyan Gu, 2023. "Market segmentation and dynamic price discrimination in the U.S. airline industry," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 22(5), pages 338-361, October.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2023. "Supply-leading or demand-following financial sector and economic development nexus: evidence from data-rich Indonesia," MPRA Paper 119132, University Library of Munich, Germany, revised 10 Nov 2023.
• Milan Cibuľa & Michal Tkáč, 2023. "Porovnanie algoritmov strojového učenia pre tvorbu predikčného modelu ceny bitcoinu [Comparison of Machine Learning Algorithms for Creation of a Bitcoin Price Prediction Model]," Politická ekonomie, Prague University of Economics and Business, vol. 2023(5), pages 496-517.
• Teona Shugliashvili, 2023. "The words have power: the impact of news on exchange rates," FFA Working Papers 5.006, Prague University of Economics and Business, revised 31 Jul 2023.
• António Rua & Nuno Lourenço & João Quelhas, 2023. "Navigating with a compass: Charting the course of underlying inflation," Working Papers w202317, Banco de Portugal, Economics and Research Department.
• Jonathan Hambur, 2023. "Did Labour Market Concentration Lower Wages Growth Pre-COVID?," RBA Research Discussion Papers rdp2023-02, Reserve Bank of Australia.
• Jonathan Hambur & Dan Andrews, 2023. "Doing Less, with Less: Capital Misallocation, Investment and the Productivity Slowdown in Australia," RBA Research Discussion Papers rdp2023-03, Reserve Bank of Australia.
• Maximo Camacho & Andres Romeu, 2023. "Tourism and Gross Domestic Product short-run causality revisited: A symbolic transfer entropy approach," Tourism Economics, , vol. 29(1), pages 235-247, February.
• Jan Janků & Zuzana KuÄ erová & FrantiÅ¡ek DaÅ™ena, 2023. "Behavioral Insights from Crowdfunding Financing: What Do Social Media Ties, Emotional Cues and Sentiment Tell Us?," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 71(2), pages 89-118, February.
• Laura Felber & Dr. Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
• Marie-Catherine Bieri, 2023. "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Working Papers 2023-07, Swiss National Bank.
• Byron Botha & Rulof Burger & Kevin Kotzé & Neil Rankin & Daan Steenkamp, 2023. "Big data forecasting of South African inflation," Empirical Economics, Springer, vol. 65(1), pages 149-188, July.
  • Byron Botha & Kevin Kotze & Neil Rankin & Rulof P. Burger, 2022. "Big data forecasting of South African inflation," Working Papers 873, Economic Research Southern Africa.
  • Byron Botha & Rulof Burger & Kevin Kotze & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," School of Economics Macroeconomic Discussion Paper Series 2022-03, School of Economics, University of Cape Town.
  • Byron Botha & Rulof Burger & Kevin Kotz & Neil Rankin & Daan Steenkamp, 2022. "Big data forecasting of South African inflation," Working Papers 11022, South African Reserve Bank.
• Hwee Kwan Chow & Yijie Fei & Daniel Han, 2023. "Forecasting GDP with many predictors in a small open economy: forecast or information pooling?," Empirical Economics, Springer, vol. 65(2), pages 805-829, August.
• Francisco Corona & Elio Atenógenes Villaseñor & Jesús López-Pérez & Ranyart R. Suárez, 2023. "Estimating Mexican municipal-level economic activity indicators using nighttime lights," Empirical Economics, Springer, vol. 65(3), pages 1197-1214, September.
• Bhanu Pratap & Nalin Priyaranjan, 2023. "Macroeconomic effects of uncertainty: a Google trends-based analysis for India," Empirical Economics, Springer, vol. 65(4), pages 1599-1625, October.
• Nuno Lourenço & António Rua, 2023. "Business cycle clocks: Time to get circular," Empirical Economics, Springer, vol. 65(4), pages 1513-1541, October.
• Seyed Ali Madanizadeh & Hosein Joshaghani & Reza Moradi, 2023. "Ride-hailing demand elasticity: a regression discontinuity method," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 50(4), pages 907-932, December.
• India Flint & Jasmina Medjedovic & Ewa Drogon O’Flaherty & Elena Alvarez-Baron & Karthinathan Thangavelu & Natasa Savic & Aurelie Meunier & Louise Longworth, 2023. "Mapping analysis to predict SF-6D utilities from health outcomes in people with focal epilepsy," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 24(7), pages 1061-1072, September.
• James Yae & Yang Luo, 2023. "Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
• Nhung Nghiem & June Atkinson & Binh P. Nguyen & An Tran-Duy & Nick Wilson, 2023. "Predicting high health-cost users among people with cardiovascular disease using machine learning and nationwide linked social administrative datasets," Health Economics Review, Springer, vol. 13(1), pages 1-13, December.
• Saulius Jokubaitis & Dmitrij Celov, 2023. "Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(3), pages 311-371, November.
• Andrei Shynkevich, 2023. "Law of one price and return on Arbitrage Trading: Bitcoin vs. Ethereum," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 763-792, September.
• Stüber, Heiko & Dauth, Wolfgang & Eppelsheimer, Johann, 2023. "A guide to preparing the sample of integrated labour market biographies (SIAB, version 7519 v1) for scientific analysis," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 57, pages 1-7.
  • Heiko Stüber & Wolfgang Dauth & Johann Eppelsheimer, 2023. "A guide to preparing the sample of integrated labour market biographies (SIAB, version 7519 v1) for scientific analysis," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-11, December.
• Pawan Kumar & Vipul Kumar Singh, 2023. "Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 99-121, March.
• Ioannis A. Nikas & Athanasios Koutras & Alkiviadis Panagopoulos, 2023. "Dynamic Areas of Interest Inside an Urban Destination Using Visitors’ Geolocation," Springer Proceedings in Business and Economics, in: Vicky Katsoni (ed.), Tourism, Travel, and Hospitality in a Smart and Sustainable World, pages 291-306, Springer.
• Indra Budi & Yaniasih Yaniasih, 2023. "Understanding the meanings of citations using sentiment, role, and citation function classifications," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(1), pages 735-759, January.
• Nataliya Matveeva & Vladimir Batagelj & Anuška Ferligoj, 2023. "Scientific collaboration of post-Soviet countries: the effects of different network normalizations," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(8), pages 4219-4242, August.
• Emmanuel O. Akande & Elijah O. Akanni & Oyedamola F. Taiwo & Jeremiah D. Joshua & Abel Anthony, 2023. "Predicting inflation component drivers in Nigeria: a stacked ensemble approach," SN Business & Economics, Springer, vol. 3(1), pages 1-32, January.
• Antonio Marsi, 2023. "Predicting European stock returns using machine learning," SN Business & Economics, Springer, vol. 3(7), pages 1-25, July.
• Jiexiang Li, 2023. "Estimation of the scale parameter in truncated Rayleigh distribution," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(4), pages 1-3.
• Odd E. Nygård & Thor O. Thoresen, 2023. "Controlling for fixed effects in studies of income underreporting," Discussion Papers 1000, Statistics Norway, Research Department.
• Joshua C. C. Chan, 2023. "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
  • Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2022. "Large Hybrid Time-Varying Parameter VARs," Papers 2201.07303, arXiv.org, revised Jun 2022.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
• Sylvia A. Allegretto & Dave Graham-Squire, 2023. "Monopsony in Professional Labor Markets: Hospital System Concentration and Nurse Wages," Working Papers Series inetwp197, Institute for New Economic Thinking.
• Jacques Minlend, 2023. "European Low-Carbon Policy: Impact on fossil energy markets," Economics Working Paper Archive (University of Rennes & University of Caen) 2023-04, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Tae-Hwy Lee & Ekaterina Seregina, 2024. "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
  • Tae-Hwy Lee & Ekaterina Seregina, 2023. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202302, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
• Jianghao Chu & Tae-Hwy Lee & Aman Ullah, 2023. "Asymmetric AdaBoost for High-dimensional Maximum Score Regression," Working Papers 202306, University of California at Riverside, Department of Economics.
• Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
  • Saman Banafti & Tae-Hwy Lee, 2023. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202308, University of California at Riverside, Department of Economics.
  • Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202203, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202213, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2023. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202310, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers 2209.01697, arXiv.org, revised Sep 2023.
• Gloria González‐Rivera & C. Vladimir Rodríguez‐Caballero & Esther Ruiz, 2024. "Expecting the unexpected: Stressed scenarios for economic growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 926-942, August.
  • Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023. "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers 202314, University of California at Riverside, Department of Economics.
• Mihnea Constantinescu, 2023. "Sparse Warcasting," Working Papers 01/2023, National Bank of Ukraine.
• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2310, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2310, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
• Matevosova Anastasia, 2023. "Modeling the impact of sanctions on inflation expectations," Working Papers 0053, Moscow State University, Faculty of Economics.
• Matevosova Anastasia, 2023. "The research of Russian’s inflation expectations under sanctions based on big data," Working Papers 0057, Moscow State University, Faculty of Economics.
• Luca Mingarelli & Jonas Wendelborn & Tamarah Shakir, 2023. "On the identification of zombie firms," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 73(01), pages 57-64, December.
• Fengler, Matthias & Phan, Minh Tri, 2023. "A Topic Model for 10-K Management Disclosures," Economics Working Paper Series 2307, University of St. Gallen, School of Economics and Political Science.
• Bogner Alexandra & Jerger Jürgen, 2023. "Big data in monetary policy analysis—a critical assessment," Economics and Business Review, Sciendo, vol. 9(2), pages 27-40, April.
• Gere István, 2023. "Mapping the Parameter Space of Simulated Lotteries," Journal of Social and Economic Statistics, Sciendo, vol. 12(2), pages 38-52, December.
• Denise Desjardins & Georges Dionne & Yang Lu, 2023. "Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 242-259, March.
  • Desjardins, Denise & Dionne, Georges & Lu, Yang, 2021. "Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet," Working Papers 21-2, HEC Montreal, Canada Research Chair in Risk Management.
• Fetzer, Thiemo & Gazze, Ludovica & Bishop, Menna, 2023. "Distributional and climate implications of policy responses to energy price shocks," CAGE Online Working Paper Series 671, Competitive Advantage in the Global Economy (CAGE).
  • Fetzer, Thiemo & Gazze, Ludovica & Bishop, Menna, 2023. "Distributional and climate implications of policy responses to energy price shocks," The Warwick Economics Research Paper Series (TWERPS) 1467, University of Warwick, Department of Economics.
• Szydlo, Jan, 2023. "Forecasting Credit Dynamics : VAR, VECM or modern Factor-Augmented VAR approach?," Warwick-Monash Economics Student Papers 63, Warwick Monash Economics Student Papers.
• Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023. "Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany," Discussion Papers 34/2023, Deutsche Bundesbank.
  • Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024. "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series 2930, European Central Bank.
• Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023. "The fundamental value of art NFTs," CFS Working Paper Series 709, Center for Financial Studies (CFS).
• Büchel, Jan & Engler, Jan & Mertens, Armin, 2023. "Gesuchte Datenkompetenzen in Deutschland [The demand for data skills in Germany]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 50(2), pages 3-17.
• Lavko, Matus & Klein, Tony & Walther, Thomas, 2023. "Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods," QBS Working Paper Series 2023/01, Queen's University Belfast, Queen's Business School.
• Bagnara, Matteo & Goodarzi, Milad, 2023. "Clustering-based sector investing," SAFE Working Paper Series 397, Leibniz Institute for Financial Research SAFE.
• Iva Tolic Mandic & Sanja Tisma & Daniela Angelina Jelincic & Damir Demonja, 2023. "Smart Solutions for Sustainable Tourism Pearls: How to Live Between Culture and Tourism in Dubrovnik," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 21(3), pages 272-296.

2022

• Kristoffer Pons Bertelsen, 2022. "The Prior Adaptive Group Lasso and the Factor Zoo," CREATES Research Papers 2022-05, Department of Economics and Business Economics, Aarhus University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2021. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2021-03, Department of Economics, Auburn University.
  • Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2022. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2022-03, Department of Economics, Auburn University.
• Laurence Kotlikoff, 2022. "Does Prediction Machines Predict Our AI Future? A Review," Journal of Economic Literature, American Economic Association, vol. 60(3), pages 1052-1057, September.
• Susanne Schennach, 2022. "Measurement Systems," Journal of Economic Literature, American Economic Association, vol. 60(4), pages 1223-1263, December.
• Gheorghe Zaman & Nicoleta Valentina Florea & Constantin Aurelian Ionescu & Dan Marius Coman & Doina Constanta Mihai & Nicoleta Luminita Gudanescu Nicolau, 2022. "Mathematical Model for Determining Costs of Unsatisfied Customers of HoReCa Industry," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 24(59), pages 268-268.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 144-179, March.
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers 22/061, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2022. "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from The Lasso Regularization and Inferential Techniques," Working Papers of the African Governance and Development Institute. 22/061, African Governance and Development Institute..
• Iania, Leonardo & Algieri, Bernardina & Leccadito, Arturo, 2022. "Forecasting total energy’s CO2 emissions," LIDAM Discussion Papers LFIN 2022003, Université catholique de Louvain, Louvain Finance (LFIN).
• Andrada LASCÄ‚U, 2022. "Ï»¿Audit Digitalization And Data Mining," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, vol. 1(24), pages 1-10.
• Stefano Giglio & Bryan Kelly & Dacheng Xiu, 2022. "Factor Models, Machine Learning, and Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 14(1), pages 337-368, November.
• Агамбаева С.Б. // Agambayeva S.B. & Джусангалиева К.Е. // Jussangaliyeva K.E. & Акылбеков А.А. // Akylbekov A.A. & Ханетова А.Б. // Khanetova A.B., 2022. "Таргет по инфляции: формулировка цели и последствия ее смены. Обзор международного опыта. // Inflation Target: Formulation of the Goal and Implications of its Change. Overview of international experie," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3/4, pages 4-25.
• Аринова Айжан // Arinova Aizhan & Ержан Ислам // Yerzhan Islam, 2022. "Использование транзакционных данных в качестве оперативного показателя экономической активности // Use of transactional data as an operational measure of economic activity," Working Papers #2022-11, National Bank of Kazakhstan.
• Christina Carty & Oscar Claveria, 2022. ""The nexus between variable renewable energy, economy and climate: Evidence from European countries by means of exploratory graphical analysis"," IREA Working Papers 202207, University of Barcelona, Research Institute of Applied Economics, revised May 2022.
  • Christina Carty & Oscar Claveria, 2022. "“The nexus between variable renewable energy, economy and climate: Evidence from European countries by means of exploratory graphical analysis”," AQR Working Papers 202205, University of Barcelona, Regional Quantitative Analysis Group, revised May 2022.
• Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202203, University of California at Riverside, Department of Economics.
  • Saman Banafti & Tae-Hwy Lee, 2023. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202308, University of California at Riverside, Department of Economics.
  • Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
• Joshua C. C. Chan, 2023. "Large Hybrid Time-Varying Parameter VARs," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 890-905, July.
  • Joshua C.C. Chan, 2019. "Large hybrid time-varying parameter VARs," CAMA Working Papers 2019-77, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2022. "Large Hybrid Time-Varying Parameter VARs," Papers 2201.07303, arXiv.org, revised Jun 2022.
• Christophe Bellégo & David Benatia & Louis-Daniel Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Working Papers 2022-08, Center for Research in Economics and Statistics.
  • Christophe Bell'ego & David Benatia & Louis Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Papers 2203.11820, arXiv.org.
• Christophe Hurlin & Christophe Perignon & Sébastien Saurin, 2021. "The Fairness of Credit Scoring Models," Working Papers hal-03501452, HAL.
  • Christophe Hurlin & Christophe P'erignon & S'ebastien Saurin, 2022. "The Fairness of Credit Scoring Models," Papers 2205.10200, arXiv.org, revised Feb 2024.
  • Hurlin, Christophe & Pérignon, Christophe & Saurin, Sébastien, 2021. "The Fairness of Credit Scoring Models," HEC Research Papers Series 1411, HEC Paris.
  • Christophe HURLIN & Christophe PERIGNON & Sébastien SAURIN, 2021. "The Fairness of Credit Scoring Models," LEO Working Papers / DR LEO 2912, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Urga, Giovanni & Wang, Fa, 2022. "Estimation and inference for high dimensional factor model with regime switching," MPRA Paper 113172, University Library of Munich, Germany.
  • Giovanni Urga & Fa Wang, 2022. "Estimation and Inference for High Dimensional Factor Model with Regime Switching," Papers 2205.12126, arXiv.org, revised Apr 2023.
• Bai, Jushan & Duan, Jiangtao & Han, Xu, 2024. "The likelihood ratio test for structural changes in factor models," Journal of Econometrics, Elsevier, vol. 238(2).
  • Jushan Bai & Jiangtao Duan & Xu Han, 2022. "Likelihood ratio test for structural changes in factor models," Papers 2206.08052, arXiv.org, revised Dec 2023.
• Chan, Joshua C.C. & Yu, Xuewen, 2022. "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  • Joshua C.C. Chan & Xuewen Yu, 2020. "Fast and accurate variational inference for large Bayesian VARs with stochastic volatility," CAMA Working Papers 2020-108, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan & Xuewen Yu, 2022. "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility," Papers 2206.08438, arXiv.org.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, vol. 237(2).
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series 21-09, Swiss Finance Institute.
  • Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers 2208.00972, arXiv.org.
  • Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2023. "A penalized two-pass regression to predict stock returns with time-varying risk premia," Post-Print hal-04325655, HAL.
• James T. E. Chapman & Ajit Desai, 2023. "Macroeconomic Predictions Using Payments Data and Machine Learning," Forecasting, MDPI, vol. 5(4), pages 1-32, November.
  • James Chapman & Ajit Desai, 2022. "Macroeconomic Predictions Using Payments Data and Machine Learning," Staff Working Papers 22-10, Bank of Canada.
  • James T. E. Chapman & Ajit Desai, 2022. "Macroeconomic Predictions using Payments Data and Machine Learning," Papers 2209.00948, arXiv.org.
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• Eduardo A. Haddad & Renato S. Vieira & Inácio F. Araújo & Silvio M. Ichihara & Fernando S. Perobelli & Karina S. S. Bugarin, 2022. "COVID-19 crisis monitor: assessing the effectiveness of exit strategies in the State of São Paulo, Brazil," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 68(2), pages 501-525, April.
  • Haddad, Eduardo & Vieira, Renato & Araújo, Inácio & Ichihara, Silvio & Perobelli, Fernando & Bugarin, Karina, 2020. "COVID-19 Crisis Monitor: Assessing the Effectiveness of Exit Strategies in the State of São Paulo, Brazil," TD NEREUS 6-2020, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
  • Eduardo A Haddad & Renato S Vieira & Inacio F Araujo & Silvio Ichihara & Fernando S Perobelli & Karina Bugarin, 2022. "COVID-19 Crisis Monitor: Assessing the Effectiveness of Exit Strategies in the State of São Paulo, Brazil," Working Papers, Department of Economics 2022_10, University of São Paulo (FEA-USP).
• Jose Antonio Leon & Mario Ordaz & Eduardo A Haddad & Inacio F. Araujo, 2022. "Riesgo Causado por la Propagación de las Pérdidas por Terremoto a través de la Economía Mediante el uso de Modelos CGE Espaciales," Working Papers, Department of Economics 2022_11, University of São Paulo (FEA-USP).
• Eduardo A. Haddad & Renato S. Vieira & Inácio F. Araújo & Silvio M. Ichihara & Fernando S. Perobelli & Karina S. S. Bugarin, 2022. "COVID-19 crisis monitor: assessing the effectiveness of exit strategies in the State of São Paulo, Brazil," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 68(2), pages 501-525, April.
  • Haddad, Eduardo & Vieira, Renato & Araújo, Inácio & Ichihara, Silvio & Perobelli, Fernando & Bugarin, Karina, 2020. "COVID-19 Crisis Monitor: Assessing the Effectiveness of Exit Strategies in the State of São Paulo, Brazil," TD NEREUS 6-2020, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS).
  • Eduardo A Haddad & Renato S Vieira & Inacio F Araujo & Silvio Ichihara & Fernando S Perobelli & Karina Bugarin, 2022. "COVID-19 Crisis Monitor: Assessing the Effectiveness of Exit Strategies in the State of São Paulo, Brazil," Working Papers, Department of Economics 2022_10, University of São Paulo (FEA-USP).
• Joseph Junior Aduba, 2022. "Framework for firm-level performance evaluations using multivariate linear correlation with MCDM methods: application to Japanese firms," Asia-Pacific Journal of Regional Science, Springer, vol. 6(1), pages 1-44, February.
• Maral Taşcılar & Kerem Yavuz Arslanlı, 2022. "Forecasting commercial real estate indicators under COVID-19 by adopting human activity using social big data," Asia-Pacific Journal of Regional Science, Springer, vol. 6(3), pages 1111-1132, October.
• Helmut Wasserbacher & Martin Spindler, 2022. "Machine learning for financial forecasting, planning and analysis: recent developments and pitfalls," Digital Finance, Springer, vol. 4(1), pages 63-88, March.
• Sylwia Sysko-Romańczuk & Piotr Zaborek & Anna Wróblewska & Jacek Dąbrowski & Sergiy Tkachuk, 2022. "Data modalities, consumer attributes and recommendation performance in the fashion industry," Electronic Markets, Springer;IIM University of St. Gallen, vol. 32(3), pages 1279-1292, September.
• Shuolin Shi & Ralf A. Wilke, 2022. "Variable selection with group structure: exiting employment at retirement age—a competing risks quantile regression analysis," Empirical Economics, Springer, vol. 62(1), pages 119-155, January.
• Matthias Raddant & Hiroshi Takahashi, 2022. "Corporate boards, interorganizational ties and profitability: the case of Japan," Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
  • Raddant, Matthias & Takahashi, Hiroshi, 2020. "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers 2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Mohammad Vesal & Amir Hossein Tavakoli & Mohammad H. Rahmati, 2022. "What do one hundred million transactions tell us about demand elasticity of gasoline?," Empirical Economics, Springer, vol. 62(6), pages 2693-2711, June.
  • Rahmati, Mohammad Hossein & Tavakoli, Amirhossein & Vesal, Mohammad, 2019. "What do one hundred million transactions tell us about demand elasticity of gasoline?," MPRA Paper 97858, University Library of Munich, Germany.
• Christian Glocker & Serguei Kaniovski, 2022. "Macroeconometric forecasting using a cluster of dynamic factor models," Empirical Economics, Springer, vol. 63(1), pages 43-91, July.
  • Christian Glocker & Serguei Kaniovski, 2020. "Macroeconometric Forecasting Using a Cluster of Dynamic Factor Models," WIFO Working Papers 614, WIFO.
• Nadezhda Baryshnikova & Shannon Davidson & Dennis Wesselbaum, 2022. "Do you feel the heat around the corner? The effect of weather on crime," Empirical Economics, Springer, vol. 63(1), pages 179-199, July.
  • Nadezdha Baryshnikova & Shannon. F. Davidson & Dennis Wesselbaum, 2019. "Do you Feel the Heat Around the Corner? The Effect of Weather on Crime," School of Economics and Public Policy Working Papers 2019-07, University of Adelaide, School of Economics and Public Policy.
• Ioannis A. Nikas & Athanasios Koutras & Alkiviadis Panagopoulos & Anastasios Vasileiadis, 2022. "Exploring Tourists’ Food and Beverage Spots in an Urban Destination Using a Spatial–temporal Approach," Springer Proceedings in Business and Economics, in: Vicky Katsoni & Andreea Claudia Şerban (ed.), Transcending Borders in Tourism Through Innovation and Cultural Heritage, pages 977-989, Springer.
• Oleksandr Bartkoviak & Viktor Shpyrko & Oleksandr Chernyak & Yevgen Chernyak, 2022. "Statistical Arbitrage Using Cointegration and Principal Component Analysis Approach," Springer Proceedings in Business and Economics, in: Pantelis Sklias & Persefoni Polychronidou & Anastasios Karasavvoglou & Victoria Pistikou & Nikolaos (ed.), Business Development and Economic Governance in Southeastern Europe, pages 167-182, Springer.
• Steven T. Joanis & Vivek H. Patil, 2022. "First-author gender differentials in business journal publishing: top journals versus the rest," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(2), pages 733-761, February.
• Karen Miranda & Pilar Poncela & Esther Ruiz, 2022. "Dynamic factor models: Does the specification matter?," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 397-428, May.
• Hannes Mueller & Christopher Rauh, 2022. "Using past violence and current news to predict changes in violence," International Interactions, Taylor & Francis Journals, vol. 48(4), pages 579-596, July.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Janeway Institute Working Papers 2209, Faculty of Economics, University of Cambridge.
  • Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Cambridge Working Papers in Economics 2220, Faculty of Economics, University of Cambridge.
• Daniel Borup & Erik Christian Montes Schütte, 2022. "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 186-200, January.
  • Daniel Borup & Erik Christian Montes Schütte, 2019. "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers 2019-13, Department of Economics and Business Economics, Aarhus University.
• Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
  • Mengheng Li & Marcel Scharth, 2018. "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series 49, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Joshua D. Angrist & Brigham Frandsen, 2022. "Machine Labor," Journal of Labor Economics, University of Chicago Press, vol. 40(S1), pages 97-140.
  • Joshua Angrist & Brigham Frandsen, 2019. "Machine Labor," NBER Working Papers 26584, National Bureau of Economic Research, Inc.
• Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers 2209.01697, arXiv.org, revised Sep 2023.
  • Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202213, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2023. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers 202310, University of California at Riverside, Department of Economics.
• Tetiana Yukhymenko, 2022. "The Role of the Media in the Inflation Expectation Formation Process," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 253, pages 4-26.
• Waweru David & Mose Naftaly, 2022. "Household Fuel Choice in Urban Kenya: A Multinomial Logit Analysis," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 18(2), pages 30-41, June.
• Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
  • Kevin Moran & Dalibor Stevanovic & Adam Kader Toure, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," Working Papers 20-18, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Dec 2020.
  • Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
• Michael P. Clements, 2022. "Individual forecaster perceptions of the persistence of shocks to GDP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(3), pages 640-656, April.
  • Michael P. Clements, 2020. "Individual Forecaster Perceptions of the Persistence of Shocks to GDP," ICMA Centre Discussion Papers in Finance icma-dp2020-02, Henley Business School, University of Reading.
• Eleni Kalamara & Arthur Turrell & Chris Redl & George Kapetanios & Sujit Kapadia, 2022. "Making text count: Economic forecasting using newspaper text," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 896-919, August.
  • Kalamara, Eleni & Turrell, Arthur & Redl, Chris & Kapetanios, George & Kapadia, Sujit, 2020. "Making text count: economic forecasting using newspaper text," Bank of England working papers 865, Bank of England.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
• Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022. "Do words hurt more than actions? The impact of trade tensions on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
  • Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
  • Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
• Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic forecasting in a multi‐country context," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1230-1255, September.
  • Yu Bai & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Macroeconomic Forecasting in a Multi-country Context," Working Papers 22-02, Federal Reserve Bank of Cleveland.
  • Bai, Yu & Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2022. "Macroeconomic Forecasting in a Multi-country Context," CEPR Discussion Papers 16994, C.E.P.R. Discussion Papers.
• Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1181-1200, September.
  • Jardet Caroline & Meunier Baptiste, 2020. "Nowcasting World GDP Growth with High-Frequency Data," Working papers 788, Banque de France.
  • Caroline Jardet & Baptiste Meunier, 2022. "Nowcasting world GDP growth with high‐frequency data," Post-Print hal-03647097, HAL.
• Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022. "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
  • Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Narrative monetary policy surprises and the media," Working Papers No 06/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
• Joshua C. C. Chan, 2022. "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
  • Joshua C. C. Chan, 2019. "Asymmetric conjugate priors for large Bayesian VARs," CAMA Working Papers 2019-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2021. "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers 2111.07170, arXiv.org.
• M. Hashem Pesaran & Yimeng Xie, 2021. "A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors," CESifo Working Paper Series 9234, CESifo.
  • M. Hashem Pesaran & Yimeng Xie, 2022. "A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors," Working Papers 2022-06-10, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 financial crisis: Slow to see, fast to act," Journal of Financial Stability, Elsevier, vol. 60(C).
  • Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
  • Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper 112008, University Library of Munich, Germany.
  • Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Papers 2022-01, Bar-Ilan University, Department of Economics.
  • Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Paper series 22-04, Rimini Centre for Economic Analysis.
• Hauber, Philipp, 2022. "Real-time nowcasting with sparse factor models," EconStor Preprints 251551, ZBW - Leibniz Information Centre for Economics.
• Porras-Arena, M. Sylvina & Martín-Román, Ángel L., 2023. "The heterogeneity of Okun's law: A metaregression analysis," Economic Modelling, Elsevier, vol. 128(C).
  • Porras, María Sylvina & Martín-Román, Ángel L., 2022. "The heterogeneity of Okun’s law: A metaregression analysis," MPRA Paper 112442, University Library of Munich, Germany.
  • Porras-Arena, M. Sylvina & Martín-Román, Ángel L., 2022. "The heterogeneity of Okun's law: A metaregression analysis," GLO Discussion Paper Series 1069, Global Labor Organization (GLO).
• Rossouw, Stephanié & Greyling, Talita, 2022. "Collective emotions and macro-level shocks: COVID-19 vs the Ukrainian war," GLO Discussion Paper Series 1210, Global Labor Organization (GLO).
• Benner, Niklas & Lange, Kai-Robin & Jentsch, Carsten, 2022. "Named entity narratives," Ruhr Economic Papers 962, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Lange, Kai-Robin & Reccius, Matthias & Schmidt, Tobias & Müller, Henrik & Roos, Michael W. M. & Jentsch, Carsten, 2022. "Towards extracting collective economic narratives from texts," Ruhr Economic Papers 963, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Shrub, Yuliya & Rieger, Jonas & Müller, Henrik & Jentsch, Carsten, 2022. "Text data rule - don't they? A study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators," Ruhr Economic Papers 964, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

2021

• Daniel Borup & David E. Rapach & Erik Christian Montes Schütte, 2021. "Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data," CREATES Research Papers 2021-02, Department of Economics and Business Economics, Aarhus University.
• Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de Estadística.
  • Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
  • Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
• Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2021. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2021-03, Department of Economics, Auburn University.
  • Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2022. "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series auwp2022-03, Department of Economics, Auburn University.
• Nigel E.N. Chitambo & Darren Lee & Sure Mataramvura, 2021. "A Hybrid Neural Network GARCH Approach to Forecasting Zimbabwean Inflation Volatility," The African Finance Journal, Africagrowth Institute, vol. 23(1), pages 56-73.
• Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• D.V. Firsov & T.C. Chernyshevа, 2021. "Review of Successful Practices of Applying Nowcasting in Socio-Economic Forecasting," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 20(2), pages 269-293.
• Lachlan O'Neill & Nandini Anantharama & Wray Buntine & Simon D Angus, 2021. "Quantitative Discourse Analysis at Scale - AI, NLP and the Transformer Revolution," SoDa Laboratories Working Paper Series 2021-12, Monash University, SoDa Laboratories.
• Nurdaulet Abilov & Aizhan Bolatbayeva, 2021. "Nowcasting GDP growth in Russia with an incomplete dataset: A factor model approach," NAC Analytica Working Paper 18, NAC Analytica, Nazarbayev University, revised Feb 2022.
• Mauricio Gallardo & María Emma Santos & Pablo Villatoro & Vicky Pizarro, 2021. "Measuring vulnerability to multidimensional poverty in Latin América," Asociación Argentina de Economía Política: Working Papers 4476, Asociación Argentina de Economía Política.
  • Mauricio Gallardo & María Emma Santos & Pablo Villatoro & Vicky Pizarro, 2021. "Measuring vulnerability to multidimensional poverty in Latin America," Working Papers 36, Red Nacional de Investigadores en Economía (RedNIE).
• Oscar Claveria & Enric Monte & Salvador Torra, 2021. ""Nowcasting and forecasting GDP growth with machine-learning sentiment indicators"," IREA Working Papers 202103, University of Barcelona, Research Institute of Applied Economics, revised Feb 2021.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2021. "“Nowcasting and forecasting GDP growth with machine-learning sentiment indicators”," AQR Working Papers 202101, University of Barcelona, Regional Quantitative Analysis Group, revised Feb 2021.
• Goulet Coulombe, Philippe & Marcellino, Massimiliano & Stevanović, Dalibor, 2021. "Can Machine Learning Catch The Covid-19 Recession?," National Institute Economic Review, National Institute of Economic and Social Research, vol. 256, pages 71-109, May.
  • Marcellino, Massimiliano & Stevanovic, Dalibor & Goulet Coulombe, Philippe, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CEPR Discussion Papers 15867, C.E.P.R. Discussion Papers.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Papers 2103.01201, arXiv.org.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," Working Papers 21-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  • Philippe Goulet Coulombe & Massimiliano Marcellino & Dalibor Stevanovic, 2021. "Can Machine Learning Catch the COVID-19 Recession?," CIRANO Working Papers 2021s-09, CIRANO.
• Caner, Mehmet, 2023. "Generalized linear models with structured sparsity estimators," Journal of Econometrics, Elsevier, vol. 236(2).
  • Mehmet Caner, 2021. "Generalized Linear Models with Structured Sparsity Estimators," Papers 2104.14371, arXiv.org.
• Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Working Papers 03/2021, IMT School for Advanced Studies Lucca, revised Jul 2021.
  • Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Papers 2107.02512, arXiv.org, revised Sep 2022.
• Pesaran, M. H. & Xie, Y., 2021. "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Testy," Cambridge Working Papers in Economics 2158, Faculty of Economics, University of Cambridge.
  • M. Hashem Pesaran & Yimeng Xie, 2021. "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test," Papers 2109.00408, arXiv.org, revised Nov 2024.
• Joshua C. C. Chan, 2022. "Asymmetric conjugate priors for large Bayesian VARs," Quantitative Economics, Econometric Society, vol. 13(3), pages 1145-1169, July.
  • Joshua C. C. Chan, 2019. "Asymmetric conjugate priors for large Bayesian VARs," CAMA Working Papers 2019-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Joshua C. C. Chan, 2021. "Asymmetric Conjugate Priors for Large Bayesian VARs," Papers 2111.07170, arXiv.org.
• Minseog Oh & Donggyu Kim, 2024. "Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective," Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 954-1005.
  • Minseog Oh & Donggyu Kim, 2021. "Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective," Papers 2111.09655, arXiv.org.
• Emilia VASILE & Danut Octavian SIMION, 2021. "Optimization Of Application Objects Used In The Economic Environments," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 61(1), pages 9-19, March.
• Danut Octavian SIMION & Emilia VASILE, 2021. "Implementing Different Types Of Data In Economic Application," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 62(2), pages 9-18, June.
• Emilia VASILE & Danut Octavian SIMION, 2021. "Methods For Storing And Finding Data In The Business Logic For Economic Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 63(3), pages 9-18, September.
• Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
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• François Gardes, 2021. "Biases on variances estimated on large data-sets," Documents de travail du Centre d'Economie de la Sorbonne 21022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• François Gardes, 2021. "Endogenous Prices in a Riemannian Geometry Framework," Documents de travail du Centre d'Economie de la Sorbonne 21026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• George Athanasopoulos & Nikolaos Kourentzes, 2021. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 10/21, Monash University, Department of Econometrics and Business Statistics.
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• Sayani Gupta & Rob J Hyndman & Dianne Cook, 2021. "Detecting Distributional Differences between Temporal Granularities for Exploratory Time Series Analysis," Monash Econometrics and Business Statistics Working Papers 20/21, Monash University, Department of Econometrics and Business Statistics.
• Fan Cheng & Rob J Hyndman & Anastasios Panagiotelis, 2021. "Manifold Learning with Approximate Nearest Neighbors," Monash Econometrics and Business Statistics Working Papers 3/21, Monash University, Department of Econometrics and Business Statistics.
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• Allen Hu & Song Ma, 2021. "Persuading Investors: A Video-Based Study," NBER Working Papers 29048, National Bureau of Economic Research, Inc.
• Blumenstock, Joshua & Aiken, Emily & Bellue, Suzanne & Udry, Christopher & Karlan, Dean, 2021. "Machine Learning and Mobile Phone Data Can Improve the Targeting of Humanitarian Assistance," CEPR Discussion Papers 16385, C.E.P.R. Discussion Papers.
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• Jens Ludwig & Sendhil Mullainathan, 2021. "Fragile Algorithms and Fallible Decision-Makers: Lessons from the Justice System," Journal of Economic Perspectives, American Economic Association, vol. 35(4), pages 71-96, Fall.
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• A. Godzinski & M. Suarez Castillo, 2021. "Disentangling the effects of air pollutants with many instruments," Documents de Travail de l'Insee - INSEE Working Papers g2021-04, Institut National de la Statistique et des Etudes Economiques.
• Vasil Marchev, 2021. "Self-Perfecting Model for Managing Individualized Investment Portfolios," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 86-97, December.
• Julie Lassébie & Luca Marcolin & Marieke Vandeweyer & Benjamin Vignal, 2021. "Speaking the same language: A machine learning approach to classify skills in Burning Glass Technologies data," OECD Social, Employment and Migration Working Papers 263, OECD Publishing.
• Şeuleanu Dragoş, 2021. "The Communication Dimension of the Business Model Applied to the ELI-NP Project," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 02, June.
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• Marcus Buckmann & Andy Haldane & Anne-Caroline Hüser, 2021. "Comparing minds and machines: implications for financial stability," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 37(3), pages 479-508.
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• Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021. "Thousands of Alpha Tests," NBER Chapters, in: Big Data: Long-Term Implications for Financial Markets and Firms, pages 3456, National Bureau of Economic Research, Inc.
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• Claudiu-Catalin Munteanu & Adina Cristea, 2021. "A Methodological Approach for the Journey through Real-Time Marketing: From Customer Journey Analytics to Personalization Engines," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 849-855, December.
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• Coronado, Hilary & Lahura, Erick & Vega, Marco, 2021. "¿Qué tan rígidos son los precios en línea? Evidencia para el Perú usando Big Data," Revista Moneda, Banco Central de Reserva del Perú, issue 188, pages 30-33.
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• Kollár, Aladár, 2021. "Betting models using AI: a review on ANN, SVM, and Markov chain," MPRA Paper 106821, University Library of Munich, Germany.
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• Bhumjai Tangsawasdirat & Suranan Tanpoonkiat & Burasakorn Tangsatchanan, 2021. "Credit Risk Database: Credit Scoring Models for Thai SMEs," PIER Discussion Papers 168, Puey Ungphakorn Institute for Economic Research.
• Giulio Marini, 2021. "Joining the European Union as an advantage in science performativity. A quasi-experimental study," DoQSS Working Papers 21-09, Quantitative Social Science - UCL Social Research Institute, University College London.
• Luke Hartigan & Michelle Wright, 2021. "Financial Conditions and Downside Risk to Economic Activity in Australia," RBA Research Discussion Papers rdp2021-03, Reserve Bank of Australia.
• Coronado, Hilary & Lahura, Erick & Vega, Marco, 2021. "¿Qué tan rígidos son los precios en línea? Evidencia para el Perú usando Big Data," Revista Moneda, Banco Central de Reserva del Perú, issue 188, pages 30-33.
  • Coronado, Hilary & Lahura, Erick & Vega, Marco, 2020. "¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data," Working Papers 2020-018, Banco Central de Reserva del Perú.
  • Marco Vega & Erick Lahura & Hilary Coronado, 2021. "¿Qué tan rígidos son los precios en línea? Evidencia para Perú usando Big Data," Documentos de Trabajo / Working Papers 2021-497, Departamento de Economía - Pontificia Universidad Católica del Perú.
• Karen Poghosyan & Ruben Poghosyan, 2021. "On the Applicability of Dynamic Factor Models for Forecasting Real GDP Growth in Armenia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(1), pages 52-79, June.
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• Denise Desjardins & Georges Dionne & Yang Lu, 2023. "Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 242-259, March.
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• Dimingo, Roselyn & Muteba Mwamba, John W. & Bonga-Bonga, Lumengo, 2021. "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 74(4), pages 499-536.
• Farag, Markos & Zaki, Chahir, 2021. "On the Determinants of Trade in Natural Gas: A Political Economy Approach," EWI Working Papers 2021-8, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
• Rao, Anitha & Wiendling, Mark & Ridgeway, Paul & Kennedy, Liz & Eyre, Harris A. & Pinho, Paulo, 2021. "Bridging the Gap Between Medicine and Insurance: How to Leverage Data, Artificial Intelligence, and Neuroinformatics for Insurance and Financial Risk Management," Journal of Financial Transformation, Capco Institute, vol. 54, pages 142-147.
• Chow, Hwee Kwan & Han, Daniel, 2021. "Forecast Pooling or Information Pooling During Crises? MIDAS Forecasting of GDP in a Small Open Economy," Economics and Statistics Working Papers 6-2021, Singapore Management University, School of Economics.
• Huaiwen ZHANG & Adnan Khurshid & Xinyu WANG & Alina Mirela BĂLTĂŢEANU, 2021. "Corporate Financial Risk Assessment and Role of Big Data; New Perspective Using Fuzzy Analytic Hierarchy Process," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 181-199, June.
• Bekaert, Els & Constant, Amelie F. & Foubert, Killian & Ruyssen, Ilse, 2021. "Longing for which home: Evidence from global aspirations to stay, return or migrate onwards," MERIT Working Papers 2021-035, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
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• Wojciech Charemza & Michal Lewandowski & Lukasz Wozny, 2021. "Efficiency in rewarding academic journal publications. The case of Poland," KAE Working Papers 2021-062, Warsaw School of Economics, Collegium of Economic Analysis.
• Paolo Nicola Barbieri & Beatrice Bonini, 2021. "Political orientation and adherence to social distancing during the COVID-19 pandemic in Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 38(2), pages 483-504, July.
• Christopher Helm & Tim A. Herberger & Marcel Tyrell, 2021. "Demand dynamics across secondary German Book markets: an information aggregation and synthetization approach," Information Systems and e-Business Management, Springer, vol. 19(2), pages 567-596, June.
• Faustino Prieto & José María Sarabia & Enrique Calderín-Ojeda, 2021. "The nonlinear distribution of employment across municipalities," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(2), pages 287-307, April.
• Hutter, Christian, 2021. "Cyclicality of labour market search: a new big data Approach," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 55, pages 1-1.
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• Roberto S. Mariano & Suleyman Ozmucur, 2021. "Predictive Performance of Mixed-Frequency Nowcasting and Forecasting Models (with Application to Philippine Inflation and GDP Growth)," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 383-400, December.
• Iasonas Papafotikas & Dimitrios Folinas, 2021. "Sentiment Analysis: Relationship Between Customer Sentiment and Online Customer Ratings for Price Comparison Engines. An Empirical Study," Springer Proceedings in Business and Economics, in: Alexandra Horobet & Lucian Belascu & Persefoni Polychronidou & Anastasios Karasavvoglou (ed.), Global, Regional and Local Perspectives on the Economies of Southeastern Europe, pages 257-272, Springer.
• Fu-Hsiang Kuo, 2021. "An Investigation of the Operational Efficiency of School Management through Innovative Teaching via Digital Mobile E-learning: DEA and Data mining Methodology," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 11(1), pages 1-1.
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• Hanjo Odendaal, 2021. "A machine learning approach to domain specific dictionary generation. An economic time series framework," Working Papers 06/2021, Stellenbosch University, Department of Economics.
• Antoine A. Djogbenou, 2021. "Model selection in factor-augmented regressions with estimated factors," Econometric Reviews, Taylor & Francis Journals, vol. 40(5), pages 470-503, April.
  • Antoine A. Djogbenou, 2017. "Model Selection In Factor-augmented Regressions With Estimated Factors," Working Paper 1391, Economics Department, Queen's University.
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
• Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.
  • Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2021. "Expecting the unexpected: economic growth under stress," Working Papers 202106, University of California at Riverside, Department of Economics.
  • Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir, 2021. "Expecting the unexpected: economic growth under stress," DES - Working Papers. Statistics and Econometrics. WS 32148, Universidad Carlos III de Madrid. Departamento de Estadística.
• Guillermo Cabanillas-Jiménez, 2021. "Testing the Permanent Income Hypothesis using the Spanish Christmas Lottery," Studies in Economics 2104, School of Economics, University of Kent.
• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2310, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
• Dylan Brewer & Alyssa Carlson, 2024. "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 383-400, April.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2102, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2310, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2023. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2302, Department of Economics, University of Missouri.
  • Dylan Brewer & Alyssa Carlson, 2021. "Addressing Sample Selection Bias for Machine Learning Methods," Working Papers 2114, Department of Economics, University of Missouri.
• Bekaert, Els & Constant, Amelie F. & Foubert, Killian & Ruyssen, Ilse, 2021. "Longing for Which Home: Evidence from Global Aspirations to Stay, Return or Migrate Onwards," GLO Discussion Paper Series 930, Global Labor Organization (GLO).
  • Bekaert, Els & Constant, Amelie F. & Foubert, Killian & Ruyssen, Ilse, 2021. "Longing for which home: Evidence from global aspirations to stay, return or migrate onwards," MERIT Working Papers 2021-035, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  • Els Bekaert & Amelie F. Constant & Killian Foubert & Ilse Ruyssen, 2021. "Longing for Which Home: Evidence from Global Aspirations to Stay, Return or Migrate Onwards," CESifo Working Paper Series 9301, CESifo.
  • Els Bekaert & Amelie F. Constant & Killian Foubert & Ilse Ruyssen, 2021. "Longing for Which Home: Evidence from Global Aspirations to Stay, Return or Migrate Onwards," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1028, Ghent University, Faculty of Economics and Business Administration.
• Jankowiak Maciej, 2021. "The EU Member States’ national healthcare systems compared using the single synthetic index," Economics and Business Review, Sciendo, vol. 7(2), pages 37-49, June.
• Poláček Lukáš & Vavřina Jan & Polák Josef, 2021. "Current Challenges of Social Responsibility Best Practise in Foodstuff Production and Distribution Chain: Focus on Cee Countries," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 442-456, December.
• Poláček Lukáš & Vavřina Jan & Polák Josef, 2021. "Current Challenges of Social Responsibility Best Practise in Foodstuff Production and Distribution Chain: Focus on Cee Countries," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, vol. 43(4), pages 442-456, December.
• Dawid Siwicki, 2021. "The Application of Machine Learning Algorithms for Spatial Analysis: Predicting of Real Estate Prices in Warsaw," Working Papers 2021-05, Faculty of Economic Sciences, University of Warsaw.
• Piotr Borowski & Marcin Chlebus, 2021. "Machine learning in the prediction of flat horse racing results in Poland," Working Papers 2021-13, Faculty of Economic Sciences, University of Warsaw.
• Maaz Khan & Faheem Aslam & Paulo Ferreira, 2021. "Extreme Value Theory and COVID-19 Pandemic: Evidence from India," Economic Research Guardian, Mutascu Publishing, vol. 11(1), pages 2-10, June.
• Mrestyal Khan & Maaz Khan, 2021. "Cryptomarket Volatility in Times of COVID-19 Pandemic: Application of GARCH Models," Economic Research Guardian, Mutascu Publishing, vol. 11(2), pages 170-181, December.
• Stefan Ederer & Stefan Humer & Stefan Jestl & Emanuel List, 2020. "Distributional National Accounts (DINA) with Household Survey Data: Methodology and Results for European Countries," wiiw Working Papers 180, The Vienna Institute for International Economic Studies, wiiw.
  • Stefan Ederer & Stefan Humer & Stefan Jestl & Emanuel List, 2020. "Distributional National Accounts (DINA) with Household Survey Data. Methodology and Results for European Countries," WIFO Working Papers 599, WIFO.
• Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
  • Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
  • Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
• Ricketts, Simon, 2021. "Do Political Actors Engage in Strategic Deception on Social Media?," Warwick-Monash Economics Student Papers 16, Warwick Monash Economics Student Papers.
• Hauber, Philipp & Schumacher, Christian, 2021. "Precision-based sampling with missing observations: A factor model application," Discussion Papers 11/2021, Deutsche Bundesbank.
• Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2020. "The simpler the better: measuring financial conditions for monetary policy and financial stability," Working Paper Series 2451, European Central Bank.
  • Arrigoni, Simone & Bobasu, Alina & Venditti, Fabrizio, 2021. "The simpler, the better: Measuring financial conditions for monetary policy and financial stability," EIB Working Papers 2021/10, European Investment Bank (EIB).
• Ofori, Isaac K. & Quaidoo, Christopher & Ofori, Pamela E., 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi.
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers 21/074, European Xtramile Centre of African Studies (EXCAS).
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Working Papers of the African Governance and Development Institute. 21/074, African Governance and Development Institute..
  • Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers 21/044, European Xtramile Centre of African Studies (EXCAS).
  • Ofori, Isaac Kwesi, 2021. "Catching The Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," EconStor Preprints 235482, ZBW - Leibniz Information Centre for Economics.
  • Ofori, Isaac K, 2021. "Catching The Drivers of Inclusive Growth In Sub-Saharan Africa: An Application of Machine Learning," MPRA Paper 108622, University Library of Munich, Germany.
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Research Africa Network Working Papers 21/044, Research Africa Network (RAN).
  • Isaac K. Ofori, 2021. "Catching the Drivers of Inclusive Growth in Sub-Saharan Africa: An Application of Machine Learning," Working Papers of the African Governance and Development Institute. 21/044, African Governance and Development Institute..
• Hauber, Philipp, 2021. "How useful is external information from professional forecasters? Conditional forecasts in large factor models," EconStor Preprints 251469, ZBW - Leibniz Information Centre for Economics.
• Sarracino, Francesco & Greyling, Talita & O'Connor, Kelsey J. & Peroni, Chiara & Rossouw, Stephanié, 2021. "A Year of Pandemic: Levels, Changes and Validity of Well-Being Data from Twitter. Evidence from Ten Countries," IZA Discussion Papers 14903, Institute of Labor Economics (IZA).
  • Sarracino, Francesco & Greyling, Talita & O'Connor , Kelsey & Peroni, Chiara & Rossouw, Stephanie, 2021. "A year of pandemic: levels, changes and validity of well-being data from Twitter. Evidence from ten countries," GLO Discussion Paper Series 831, Global Labor Organization (GLO).
• Els Bekaert & Amelie F. Constant & Killian Foubert & Ilse Ruyssen, 2021. "Longing for Which Home: Evidence from Global Aspirations to Stay, Return or Migrate Onwards," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1028, Ghent University, Faculty of Economics and Business Administration.
  • Bekaert, Els & Constant, Amelie F. & Foubert, Killian & Ruyssen, Ilse, 2021. "Longing for Which Home: Evidence from Global Aspirations to Stay, Return or Migrate Onwards," GLO Discussion Paper Series 930, Global Labor Organization (GLO).
  • Els Bekaert & Amelie F. Constant & Killian Foubert & Ilse Ruyssen, 2021. "Longing for Which Home: Evidence from Global Aspirations to Stay, Return or Migrate Onwards," CESifo Working Paper Series 9301, CESifo.
  • Bekaert, Els & Constant, Amelie F. & Foubert, Killian & Ruyssen, Ilse, 2021. "Longing for which home: Evidence from global aspirations to stay, return or migrate onwards," MERIT Working Papers 2021-035, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Greyling, Talita & Rossouw, Stephanié, 2021. "Anger, fear and everything else: attitudes towards the COVID-19 vaccines," GLO Discussion Paper Series 939, Global Labor Organization (GLO).
• Dörr, Julian Oliver & Kinne, Jan & Lenz, David & Licht, Georg & Winker, Peter, 2021. "An integrated data framework for policy guidance in times of dynamic economic shocks," ZEW Discussion Papers 21-062, ZEW - Leibniz Centre for European Economic Research.

2020

• Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
• Eric Hillebrand & Jakob Mikkelsen & Lars Spreng & Giovanni Urga, 2020. "Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings," CREATES Research Papers 2020-19, Department of Economics and Business Economics, Aarhus University.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2020. "Forecasting the US Dollar-Korean Won Exchange Rate: A Factor-Augmented Model Approach," Auburn Economics Working Paper Series auwp2020-02, Department of Economics, Auburn University.
• Maryam Farboodi & Laura Veldkamp, 2020. "Long-Run Growth of Financial Data Technology," American Economic Review, American Economic Association, vol. 110(8), pages 2485-2523, August.
• Janet Currie & Henrik Kleven & Esmée Zwiers, 2020. "Technology and Big Data Are Changing Economics: Mining Text to Track Methods," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 42-48, May.
  • Janet Currie & Henrik Kleven & Esmée Zwiers, 2020. "Technology and Big Data Are Changing Economics: Mining Text to Track Methods," NBER Working Papers 26715, National Bureau of Economic Research, Inc.
• Viorelia LUNGU, 2020. "Some Notes on the Geopolitics and Geo-economics of Russia’s Post-Soviet Neocolonialism in Central Asia," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), vol. 6(1), pages 87-101, June.
• Edson Zambon Monte & Felipe Fantin Almeida, 2020. "Interrelationships Between The Stock Returns Of Brazilian Companies That Make Up The Sãƒo Paulo Stock Exchange Index," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 17(1), pages 115-145, January-J.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Working Papers halshs-02871927, HAL.
  • Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," AMSE Working Papers 2021, Aix-Marseille School of Economics, France.
  • Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Papers 2006.08446, arXiv.org.
• Klaus Ackermann & Alexey Chernikov & Nandini Anantharama & Miethy Zaman & Paul A Raschky, 2020. "Object Recognition for Economic Development from Daytime Satellite Imagery," Papers 2009.05455, arXiv.org.
  • Klaus Ackermann & Alexey Chernikov & Nandini Anantharama & Miethy Zaman & Paul A Raschky, 2020. "Object Recognition for Economic Development from Daytime Satellite Imagery," SoDa Laboratories Working Paper Series 2020-02, Monash University, SoDa Laboratories.
• Klaus Ackermann & Simon D Angus & Paul A Raschky, 2020. "Estimating Sleep and Work Hours from Alternative Data by Segmented Functional Classification Analysis, SFCA," SoDa Laboratories Working Paper Series 2020-04, Monash University, SoDa Laboratories.
• Oscar Claveria & Ivana Lolic & Enric Monte & Petar Soric, 2020. "Economic determinants of employment sentiment: A socio-demographic analysis for the euro area," IREA Working Papers 202001, University of Barcelona, Research Institute of Applied Economics, revised Jan 2020.
  • Oscar Claveria & Ivana Lolic & Enric Monte & Salvador Torra & Petar Soric, 2020. "“Economic determinants of employment sentiment: A socio-demographic analysis for the euro area”," AQR Working Papers 2012001, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2020.
• Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023. "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, vol. 39(2), pages 841-868.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020. "Targeting predictors in random forest regression," CREATES Research Papers 2020-03, Department of Economics and Business Economics, Aarhus University.
  • Daniel Borup & Bent Jesper Christensen & Nicolaj N{o}rgaard Muhlbach & Mikkel Slot Nielsen, 2020. "Targeting predictors in random forest regression," Papers 2004.01411, arXiv.org, revised Nov 2020.
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
• Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers 36, Center for Economic Policy Analysis.
• Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," AMSE Working Papers 2021, Aix-Marseille School of Economics, France.
  • Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Papers 2006.08446, arXiv.org.
  • Olivier Cabrignac & Arthur Charpentier & Ewen Gallic, 2020. "Modeling Joint Lives within Families," Working Papers halshs-02871927, HAL.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
• Adamek, Robert & Smeekes, Stephan & Wilms, Ines, 2023. "Lasso inference for high-dimensional time series," Journal of Econometrics, Elsevier, vol. 235(2), pages 1114-1143.
  • Robert Adamek & Stephan Smeekes & Ines Wilms, 2020. "Lasso Inference for High-Dimensional Time Series," Papers 2007.10952, arXiv.org, revised Sep 2022.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2020. "Deep Dynamic Factor Models," Papers 2007.11887, arXiv.org, revised May 2023.
  • Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023. "Deep Dynamic Factor Models," Working Papers 2023-08, Center for Research in Economics and Statistics.
• Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
• Klaus Ackermann & Alexey Chernikov & Nandini Anantharama & Miethy Zaman & Paul A Raschky, 2020. "Object Recognition for Economic Development from Daytime Satellite Imagery," SoDa Laboratories Working Paper Series 2020-02, Monash University, SoDa Laboratories.
  • Klaus Ackermann & Alexey Chernikov & Nandini Anantharama & Miethy Zaman & Paul A Raschky, 2020. "Object Recognition for Economic Development from Daytime Satellite Imagery," Papers 2009.05455, arXiv.org.
• Tae-Hwy Lee & Ekaterina Seregina, 2024. "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, vol. 22(3), pages 670-695.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202025, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2023. "Optimal Portfolio Using Factor Graphical Lasso," Working Papers 202302, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Optimal Portfolio Using Factor Graphical Lasso," Papers 2011.00435, arXiv.org, revised Apr 2023.
• David Kohns & Arnab Bhattacharjee, 2020. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," Papers 2011.00938, arXiv.org, revised May 2022.
  • Bhattacharjee, Arnab & Kohns, David, 2022. "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers 538, National Institute of Economic and Social Research.
• Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combination," Working Papers 202024, University of California at Riverside, Department of Economics.
  • Tae-Hwy Lee & Ekaterina Seregina, 2020. "Learning from Forecast Errors: A New Approach to Forecast Combinations," Papers 2011.02077, arXiv.org, revised May 2021.
• Michael Allan Ribers & Hannes Ullrich, 2020. "Machine Predictions and Human Decisions with Variation in Payoffs and Skill," CESifo Working Paper Series 8702, CESifo.
  • Michael Allan Ribers & Hannes Ullrich, 2020. "Machine Predictions and Human Decisions with Variation in Payoffs and Skill," Papers 2011.11017, arXiv.org.
  • Michael Allan Ribers & Hannes Ullrich, 2020. "Machine Predictions and Human Decisions with Variation in Payoffs and Skills," Discussion Papers of DIW Berlin 1911, DIW Berlin, German Institute for Economic Research.
• Catalin DUMITRESCU, 2020. "Financial Stability Of Economic Agencies In Conditions Of Economic Crisis," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 57(1), pages 22-33, March.
• Cătălin DUMITRESCU & Matei DUMITRESCU, 2020. "Virtual Currency And Global Business - The New Trend In The Net-Economy," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 58(2), pages 22-32, June.
• Robert HELLVIG & Cătălin DUMITRESCU & Matei DUMITRESCU, 2020. "Management Of Cybercrime In The Financial Field - Perspectives To Combat The Phenomenon," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 59(3), pages 23-33, September.
• DănuÅ£-Octavian SIMION & Emilia VASILE, 2020. "Models Of Classes For Economic Objects In Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 59(3), pages 9-22, September.
• Emilia VASILE & DănuÅ£-Octavian SIMION, 2020. "Polymorphism Of Classes And Reference Of Instances Distribution For Economic Objects In Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 60(4), pages 9-21, December.
• Alexander Plum & Gail Pacheco & Kabir Dasgupta, 2021. "When There is No Way Up: Reconsidering Low‐paid Jobs as Stepping‐stones," The Economic Record, The Economic Society of Australia, vol. 97(318), pages 387-409, September.
  • Gail Pacheco & Alexander Plum, 2020. "When there is no way up: Reconsidering low-paid jobs as stepping stones," Working Papers 2020-08, Auckland University of Technology, Department of Economics.
• Cristina Caprara & Daniele Vergari, 2020. "Credit risk analysis and lending decisions: new Machine Learning techniques," BANCARIA, Bancaria Editrice, vol. 1, pages 49-53, January.
• Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2022. "How is machine learning useful for macroeconomic forecasting?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(5), pages 920-964, August.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2019. "How is Machine Learning Useful for Macroeconomic Forecasting?," CIRANO Working Papers 2019s-22, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Working Papers 20-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Aug 2020.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "How is Machine Learning Useful for Macroeconomic Forecasting?," Papers 2008.12477, arXiv.org.
• Goulet Coulombe, Philippe & Leroux, Maxime & Stevanovic, Dalibor & Surprenant, Stéphane, 2021. "Macroeconomic data transformations matter," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1338-1354.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stéphane Surprenant, 2020. "Macroeconomic Data Transformations Matter," CIRANO Working Papers 2020s-42, CIRANO.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & Stephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Working Papers 20-17, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, revised Mar 2021.
  • Philippe Goulet Coulombe & Maxime Leroux & Dalibor Stevanovic & St'ephane Surprenant, 2020. "Macroeconomic Data Transformations Matter," Papers 2008.01714, arXiv.org, revised Mar 2021.
• Kevin Moran & Dalibor Stevanovic & Adam Kader Touré, 2022. "Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(S1), pages 379-405, February.
  • Kevin Moran & Dalibor Stevanovic & Adam Abdel Kader Touré, 2020. "Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy," CIRANO Working Papers 2020s-47, CIRANO.
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• 牛霖琳 & 夏红玉 & 许秀, 2020. "中国地方债务的省级风险度量和网络外溢风险," Working Papers 2020-11-12, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
• Matthias Raddant & Hiroshi Takahashi, 2022. "Corporate boards, interorganizational ties and profitability: the case of Japan," Empirical Economics, Springer, vol. 62(3), pages 1365-1406, March.
  • Raddant, Matthias & Takahashi, Hiroshi, 2020. "Corporate boards, interorganizational ties and profitability: The case of Japan," Economics Working Papers 2020-02, Christian-Albrechts-University of Kiel, Department of Economics.
• Vrigazova, Borislava, 2020. "Tenfold Bootstrap as Resampling Method in Classification Problems," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 74-83, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Zinn, Sabine & Würbach, Ariane & Steinhauer, Hans Walter, 2020. "Attrition and Selectivity of the NEPS Starting Cohorts: An Overview of the Past 8 Years," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 14, pages 163-206.
• Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers 2020-01, Bar-Ilan University, Department of Economics.
  • Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," EconStor Preprints 214194, ZBW - Leibniz Information Centre for Economics.
  • Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Paper series 20-05, Rimini Centre for Economic Analysis.
  • Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers hal-02488796, HAL.
  • Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," MPRA Paper 98785, University Library of Munich, Germany.
• Martínez-Hernández, Catalina, 2020. "Disentangling the effects of multidimensional monetary policy on inflation and inflation expectations in the euro area," Discussion Papers 2020/18, Free University Berlin, School of Business & Economics.
• Oleksandr Faryna & Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2020. "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," Discussion Papers 20-03, Department of Economics, University of Birmingham.
  • Faryna, Oleksandr & Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2020. "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," GLO Discussion Paper Series 503, Global Labor Organization (GLO).
  • Oleksandr Faryna & Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2020. "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," Economics Discussion Papers em-dp2020-02, Department of Economics, University of Reading.
• Greyling, Talita & Rossouw, Stephanie & Adhikari, Tamanna, 2020. "Happiness-lost: Did Governments make the right decisions to combat Covid-19?," GLO Discussion Paper Series 556, Global Labor Organization (GLO).
• Rossouw, Stephanie & Greyling, Talita & Adhikari, Tamanna & Morrison, Phillip S., 2020. "Markov switching models for happiness during a pandemic: The New-Zealand experience," GLO Discussion Paper Series 573, Global Labor Organization (GLO).
• Greyling, Talita & Rossouw, Stephanie & Adhikari, Tamanna, 2020. "A tale of three countries: How did Covid-19 lockdown impact happiness?," GLO Discussion Paper Series 584, Global Labor Organization (GLO).
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-14.
  • Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers 2020-5, Kiel Institute for the World Economy (IfW Kiel).
• Poncela, Pilar & Ruiz, Esther, 2020. "A comment on the dynamic factor model with dynamic factors," Economics Discussion Papers 2020-7, Kiel Institute for the World Economy (IfW Kiel).
• Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 14, pages 1-14.
  • Lucchetti, Riccardo & Venetis, Ioannis A., 2020. "A replication of "A quasi-maximum likelihood approach for large, approximate dynamic factor models" (Review of Economics and Statistics, 2012)," Economics Discussion Papers 2020-5, Kiel Institute for the World Economy (IfW Kiel).
• Sami Diaf & Jörg Döpke & Ulrich Fritsche & Ida Rockenbach, 2020. "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Macroeconomics and Finance Series 202001, University of Hamburg, Department of Socioeconomics.
  • Diaf, Sami & Döpke, Jörg & Fritsche, Ulrich & Rockenbach, Ida, 2020. "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Working Papers 24, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Bluhm, Benjamin & Cutura, Jannic, 2020. "Econometrics at scale: Spark up big data in economics," SAFE Working Paper Series 266, Leibniz Institute for Financial Research SAFE.
• Kugler, Philipp & Biewen, Martin, 2020. "Two-Stage Least Squares Random Forests with a Replication of Angrist and Evans (1998)," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224538, Verein für Socialpolitik / German Economic Association.
• Jonas Klos & Tim Krieger & Sven Stöwhase, 2022. "Measuring intra-generational redistribution in PAYG pension schemes," Public Choice, Springer, vol. 190(1), pages 53-73, January.
  • Jonas Klos & Tim Krieger & Sven Stöwhase, 2020. "Measuring Intra-Generational Redistribution in PAYG Pension Schemes," CESifo Working Paper Series 8200, CESifo.
  • Klos, Jonas & Krieger, Tim & Stöwhase, Sven, 2020. "Measuring intra-generational redistribution in PAYG pension schemes," Discussion Paper Series 2020-01, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy.

2019

• Bunjira Makond & Mayuening Eso, 2019. "Predictive Models for Classifying the Outcomes of Violence Case Study for Thailand's Deep South," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 56-92, September.
• Daniel Borup & Erik Christian Montes Schütte, 2022. "In Search of a Job: Forecasting Employment Growth Using Google Trends," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 186-200, January.
  • Daniel Borup & Erik Christian Montes Schütte, 2019. "In search of a job: Forecasting employment growth using Google Trends," CREATES Research Papers 2019-13, Department of Economics and Business Economics, Aarhus University.
• Bennedsen, Mikkel & Hillebrand, Eric & Koopman, Siem Jan, 2021. "Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors," Energy Economics, Elsevier, vol. 96(C).
  • Mikkel Bennedsen & Eric Hillebrand & Siem Jan Koopman, 2019. "Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors," CREATES Research Papers 2019-21, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
• Sarthak Behera & Hyeongwoo Kim, 2019. "Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors," Auburn Economics Working Paper Series auwp2019-04, Department of Economics, Auburn University.
• Nadezhda Baryshnikova & Shannon Davidson & Dennis Wesselbaum, 2022. "Do you feel the heat around the corner? The effect of weather on crime," Empirical Economics, Springer, vol. 63(1), pages 179-199, July.
  • Nadezdha Baryshnikova & Shannon. F. Davidson & Dennis Wesselbaum, 2019. "Do you Feel the Heat Around the Corner? The Effect of Weather on Crime," School of Economics and Public Policy Working Papers 2019-07, University of Adelaide, School of Economics and Public Policy.
• Matthew Harding & Carlos Lamarche, 2019. "Penalized Estimation of a Quantile Count Model for Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 177-206.
• Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2019. "The Impact of Big Data on Firm Performance: An Empirical Investigation," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 33-37, May.
  • Patrick Bajari & Victor Chernozhukov & Ali Hortaçsu & Junichi Suzuki, 2018. "The Impact of Big Data on Firm Performance: An Empirical Investigation," NBER Working Papers 24334, National Bureau of Economic Research, Inc.
• Dmitri K. Koustas, 2019. "What Do Big Data Tell Us about Why People Take Gig Economy Jobs?," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 367-371, May.
• Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019. "Big Data and Firm Dynamics," AEA Papers and Proceedings, American Economic Association, vol. 109, pages 38-42, May.
  • Maryam Farboodi & Roxana Mihet & Thomas Philippon & Laura Veldkamp, 2019. "Big Data and Firm Dynamics," NBER Working Papers 25515, National Bureau of Economic Research, Inc.
  • Veldkamp, Laura & Farboodi, Maryam & Mihet, Roxana, 2019. "Big Data and Firm Dynamics," CEPR Discussion Papers 13489, C.E.P.R. Discussion Papers.
• Matthew Gentzkow & Bryan Kelly & Matt Taddy, 2019. "Text as Data," Journal of Economic Literature, American Economic Association, vol. 57(3), pages 535-574, September.
• Ellen Hughes-Cromwick & Julia Coronado, 2019. "The Value of US Government Data to US Business Decisions," Journal of Economic Perspectives, American Economic Association, vol. 33(1), pages 131-146, Winter.
• Bunjira Makond & Mayuening Eso, 2019. "Predictive Models for Classifying the Outcomes of Violence Case Study for Thailand’s Deep South," International Association of Decision Sciences, Asia University, Taiwan, vol. 23(3), pages 56-92, September.
• Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
  • Hafner, C. & Linton, O. & Tang, H., 2018. "Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1878, Faculty of Economics, University of Cambridge.
  • Hafner, Christian & Linton, Oliver & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," LIDAM Reprints ISBA 2020028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Жузбаев А.М. // Zhuzbayev A.M. & Орлов К.В. // Orlov K.V., 2019. "Использование квартальной прогностической модели и сателлитных моделей в системе анализа и прогнозирования НБ РК // Use of the quarterly predictive model and satellite models in the analysis and forec," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue special, pages 3-14.
• Орлов Константин // Orlov Konstantin, 2019. "Оценка и анализ эффективности применения динамической факторной модели для оценивания и прогнозирования ВВП на примере Казахстан // Evaluation and analysis of the effectiveness of the use of a dynamic," Working Papers #2019-4, National Bank of Kazakhstan.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2020. "lassopack: Model selection and prediction with regularized regression in Stata," Stata Journal, StataCorp LP, vol. 20(1), pages 176-235, March.
  • Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E, 2019. "lassopack: Model Selection and Prediction with Regularized Regression in Stata," IZA Discussion Papers 12081, Institute of Labor Economics (IZA).
  • Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019. "lassopack: Model selection and prediction with regularized regression in Stata," Papers 1901.05397, arXiv.org.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, vol. 21(3), pages 915-958.
  • Alain Hecq & Luca Margaritella & Stephan Smeekes, 2019. "Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure," Papers 1902.10991, arXiv.org, revised Dec 2020.
• Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
  • Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
  • Peter C. B. Phillips & Zhentao Shi, 2019. "Boosting: Why You Can Use the HP Filter," Papers 1905.00175, arXiv.org, revised Nov 2020.
• Robert Donnelly & Francisco J.R. Ruiz & David Blei & Susan Athey, 2021. "Counterfactual inference for consumer choice across many product categories," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 369-407, December.
  • Rob Donnelly & Francisco R. Ruiz & David Blei & Susan Athey, 2019. "Counterfactual Inference for Consumer Choice Across Many Product Categories," Papers 1906.02635, arXiv.org, revised Aug 2023.
• Michael A. Ribers & Hannes Ullrich, 2019. "Battling Antibiotic Resistance: Can Machine Learning Improve Prescribing?," Discussion Papers of DIW Berlin 1803, DIW Berlin, German Institute for Economic Research.
  • Michael Allan Ribers & Hannes Ullrich, 2019. "Battling Antibiotic Resistance: Can Machine Learning Improve Prescribing?," Papers 1906.03044, arXiv.org.
  • Michael Allan Ribers & Hannes Ullrich, 2019. "Battling antibiotic resistance: can machine learning improve prescribing?," CESifo Working Paper Series 7654, CESifo.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz 2018-07, Department of Economics, University of Konstanz.
  • Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2020. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper series 20-03, Rimini Centre for Economic Analysis.
  • Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers 1906.05545, arXiv.org.
• Pfarrhofer, Michael, 2023. "Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters," Macroeconomic Dynamics, Cambridge University Press, vol. 27(3), pages 770-793, April.
  • Pfarrhofer, Michael, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Working Papers in Economics 2019-3, University of Salzburg.
  • Michael Pfarrhofer, 2019. "Measuring international uncertainty using global vector autoregressions with drifting parameters," Papers 1908.06325, arXiv.org, revised Dec 2019.
• Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," NBER Working Papers 26165, National Bureau of Economic Research, Inc.
  • Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Papers 1908.11498, arXiv.org, revised Oct 2019.
  • Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
  • Albanesi, Stefania & Vamossy, Domonkos, 2019. "Predicting Consumer Default: A Deep Learning Approach," CEPR Discussion Papers 13914, C.E.P.R. Discussion Papers.
• Matteo Barigozzi & Matteo Luciani, 2019. "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Papers 1910.03821, arXiv.org, revised Sep 2024.
  • Matteo Barigozzi & Matteo Luciani, 2024. "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Finance and Economics Discussion Series 2024-086, Board of Governors of the Federal Reserve System (U.S.).
• Evan Munro & Serena Ng, 2022. "Latent Dirichlet Analysis of Categorical Survey Responses," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 256-271, January.
  • Evan Munro & Serena Ng, 2019. "Latent Dirichlet Analysis of Categorical Survey Responses," Papers 1910.04883, arXiv.org, revised Jul 2020.
• Xiong, Ruoxuan & Pelger, Markus, 2023. "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, vol. 233(1), pages 271-301.
  • Ruoxuan Xiong & Markus Pelger, 2019. "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers 1910.08273, arXiv.org, revised Jan 2022.
• Emilia VASILE & Danut-Octavian SIMION, 2019. "The Management Information Systems Reengineering Through Economic Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 53(1), pages 9-22, March.
• Emilia VASILE & Danut-Octavian SIMION, 2019. "The Role Of Information Systems In Economic Organizations For The Strategic Management," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 54(2), pages 9-24, June.
• Emilia VASILE & Danut-Octavian SIMION, 2019. "Applications For Economic Organizations Built On Enterprise Javabeans Technologies," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 55(3), pages 9-23, September.
• Emilia VASILE & Danut-Octavian SIMION, 2019. "Implementations Of Classes And Objects In Applications For Economic Organizations," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 56(4), pages 9-20, December.
• Catalin DUMITRESCU, 2019. "Contributions To Modeling The Behavior Of Chaotic Systems With Applicability In Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 56(4), pages 98-107, December.
• Jaqueson K. Galimberti, 2020. "Forecasting GDP Growth from Outer Space," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 697-722, August.
  • Jaqueson K Galimberti, 2017. "Forecasting GDP growth from the outer space," KOF Working papers 17-427, KOF Swiss Economic Institute, ETH Zurich.
  • Jaqueson K. Galimberti, 2020. "Forecasting GDP growth from outer space," Working Papers 2020-02, Auckland University of Technology, Department of Economics.
• Guillermo Jr. Cardenas Salgado & Luis Antonio Espinosa & Juan Jose Li Ng & Carlos Serrano, 2019. "México | La crisis por escasez de gasolina: un análisis de Big Data [Mexico | The gasoline shortage crisis: A Big Data analysis]," Working Papers 19/09, BBVA Bank, Economic Research Department.
• Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019. "Measuring retail trade using card transactional data," Working Papers 1921, Banco de España.
• Massimo Gallo & Sonia Soncin & Andrea Venturini, 2019. "Ven-ICE: a new indicator for the economy of the Veneto region," Questioni di Economia e Finanza (Occasional Papers) 498, Bank of Italy, Economic Research and International Relations Area.
• Guerino Ardizzi & Simone Emiliozzi & Juri Marcucci & Libero Monteforte, 2019. "News and consumer card payments," Temi di discussione (Economic working papers) 1233, Bank of Italy, Economic Research and International Relations Area.
• Mirko Moscatelli & Simone Narizzano & Fabio Parlapiano & Gianluca Viggiano, 2019. "Corporate default forecasting with machine learning," Temi di discussione (Economic working papers) 1256, Bank of Italy, Economic Research and International Relations Area.
• Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1188-1202, October.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers 2019-04, Center for Research in Economics and Statistics.
  • Laurent Ferrara & Anna Simoni, 2023. "When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage," Post-Print hal-03919944, HAL.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," EconomiX Working Papers 2020-11, University of Paris Nanterre, EconomiX.
  • Laurent Ferrara & Anna Simoni, 2019. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working papers 717, Banque de France.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Papers 2007.00273, arXiv.org, revised Sep 2022.
  • Laurent Ferrara & Anna Simoni, 2020. "When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage," Working Papers hal-04159714, HAL.
• Bailliu, Jeannine & Han, Xinfen & Kruger, Mark & Liu, Yu-Hsien & Thanabalasingam, Sri, 2019. "Can media and text analytics provide insights into labour market conditions in China?," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1118-1130.
  • Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2019. "Can media and text analytics provide insights into labour market conditions in China?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  • Bailliu, Jeannine & Han, Xinfen & Kruger, Mark & Liu, Yu-Hsien & Thanabalasingam, Sri, 2018. "Can media and text analytics provide insights into labour market conditions in China?," BOFIT Discussion Papers 9/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2018. "Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?," Staff Working Papers 18-12, Bank of Canada.
• Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  • Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP using machine learning algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Nikita Fokin & Andrey Polbin, 2019. "Forecasting Russia's Key Macroeconomic Indicators with the VAR-LASSO Model," Russian Journal of Money and Finance, Bank of Russia, vol. 78(2), pages 67-93, June.
• Qi Ge & Benjamin Ho, 2019. "Energy Use And Temperature Habituation: Evidence From High Frequency Thermostat Usage Data," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 1196-1214, April.
• Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
  • Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
  • Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
• Dario Sansone, 2019. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(2), pages 456-485, April.
  • Dario Sansone, 2017. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers gueconwpa~17-17-09, Georgetown University, Department of Economics.
• Hilde C. Bjørnland & Julia Zhulanova, 2018. "The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects," Working Papers No 8/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the U.S. economy: Spillovers and time-varying effects," Working Paper 2019/14, Norges Bank.
  • Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the US economy: Spillovers and time-varying effects," CAMA Working Papers 2019-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022. "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
  • Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Narrative monetary policy surprises and the media," Working Papers No 06/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
• Saskia Ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2022. "Narrative Monetary Policy Surprises and the Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1525-1549, August.
  • ter Ellen, Saskia & Larsen, Vegard H. & Thorsrud, Leif Anders, 2019. "Narrative monetary policy surprises and the media," Working Paper 2019/19, Norges Bank.
  • Saskia ter Ellen & Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Narrative monetary policy surprises and the media," Working Papers No 06/2019, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 185-202.
  • McMahon, Michael & , & Tong, Matthew, 2019. "The Long-Run Information Effect of Central Bank Communication," CEPR Discussion Papers 13438, C.E.P.R. Discussion Papers.
  • Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Bank of England working papers 777, Bank of England.
  • Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2020. "The long-run information effect of central bank communication," Working Paper Series 2363, European Central Bank.
• Meeks, Roland & Monti, Francesca, 2023. "Heterogeneous beliefs and the Phillips curve," Journal of Monetary Economics, Elsevier, vol. 139(C), pages 41-54.
  • Meeks, Roland & Monti, Francesca, 2019. "Heterogeneous beliefs and the Phillips curve," Bank of England working papers 807, Bank of England.
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• Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 403-436, National Bureau of Economic Research, Inc.
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• Rebecca J. Hutchinson, 2019. "Improving Retail Trade Data Products Using Alternative Data Sources," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 99-114, National Bureau of Economic Research, Inc.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
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• Arthur Turrell & Bradley Speigner & Jyldyz Djumalieva & David Copple & James Thurgood, 2019. "Transforming Naturally Occurring Text Data into Economic Statistics: The Case of Online Job Vacancy Postings," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 173-207, National Bureau of Economic Research, Inc.
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• Arthur Turrell & Bradley Speigner & Jyldyz Djumalieva & David Copple & James Thurgood, 2019. "Transforming Naturally Occurring Text Data into Economic Statistics: The Case of Online Job Vacancy Postings," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 173-207, National Bureau of Economic Research, Inc.
  • Arthur Turrell & Bradley J. Speigner & Jyldyz Djumalieva & David Copple & James Thurgood, 2019. "Transforming Naturally Occurring Text Data Into Economic Statistics: The Case of Online Job Vacancy Postings," NBER Working Papers 25837, National Bureau of Economic Research, Inc.
• Jon Kleinberg & Sendhil Mullainathan, 2019. "Simplicity Creates Inequity: Implications for Fairness, Stereotypes, and Interpretability," NBER Working Papers 25854, National Bureau of Economic Research, Inc.
• Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 403-436, National Bureau of Economic Research, Inc.
  • Rishab Guha & Serena Ng, 2019. "A Machine Learning Analysis of Seasonal and Cyclical Sales in Weekly Scanner Data," NBER Working Papers 25899, National Bureau of Economic Research, Inc.
• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 147-170, National Bureau of Economic Research, Inc.
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," Finance and Economics Discussion Series 2019-065, Board of Governors of the Federal Reserve System (U.S.).
  • Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher Kurz, 2019. "Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data," NBER Working Papers 26033, National Bureau of Economic Research, Inc.
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• Aditya Aladangady & Shifrah Aron-Dine & Wendy Dunn & Laura Feiveson & Paul Lengermann & Claudia Sahm, 2021. "From Transaction Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending," NBER Chapters, in: Big Data for Twenty-First-Century Economic Statistics, pages 115-145, National Bureau of Economic Research, Inc.
  • Aditya Aladangady & Shifrah Aron-Dine & Wendy E. Dunn & Laura Feiveson & Paul Lengermann & Claudia R. Sahm, 2019. "From Transactions Data to Economic Statistics: Constructing Real-time, High-frequency, Geographic Measures of Consumer Spending," Finance and Economics Discussion Series 2019-057, Board of Governors of the Federal Reserve System (U.S.).
  • Aditya Aladangady & Shifrah Aron-Dine & Wendy Dunn & Laura Feiveson & Paul Lengermann & Claudia Sahm, 2019. "From Transactions Data to Economic Statistics: Constructing Real-time, High-frequency, Geographic Measures of Consumer Spending," NBER Working Papers 26253, National Bureau of Economic Research, Inc.
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  • Fernando M. Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," IFS Working Papers W21/35, Institute for Fiscal Studies.
  • Fernando M. Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," NBER Working Papers 26331, National Bureau of Economic Research, Inc.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," Working Papers tecipa-647, University of Toronto, Department of Economics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2020. "Are small farms really more productive than large farms?," Working Papers tecipa-675, University of Toronto, Department of Economics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Discussion Papers dp21-11, Department of Economics, Simon Fraser University.
  • Fernando Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," 2019 Meeting Papers 1230, Society for Economic Dynamics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers tecipa-708, University of Toronto, Department of Economics.
  • Fernando Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers 44, Red Nacional de Investigadores en Economía (RedNIE).
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• Simona-Vasilica Oprea & Adela Bâra & Dan PreoÈ›escu, 2019. "NoSQL Data Storage and Clustering Large Volume of Data from Smart Metering Systems with Impact on Electricity Consumption Peak and Tariff Settings," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 327-333, December.
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• Benedikt Maas, 2020. "Short‐term forecasting of the US unemployment rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(3), pages 394-411, April.
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• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
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  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
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• Rangan Gupta & Xiaojin Sun, 2019. "Forecasting Economic Policy Uncertainty of BRIC Countries Using Bayesian VARs," Working Papers 201961, University of Pretoria, Department of Economics.
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• Pavel Jasek & Lenka Vrana & Lucie Sperkova & Zdenek Smutny & Marek Kobulsky, 2019. "Predictive Performance of Customer Lifetime Value Models in E-Commerce and the Use of Non-Financial Data," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(6), pages 648-669.
• Aragón, Fernando M. & Restuccia, Diego & Rud, Juan Pablo, 2022. "Are small farms really more productive than large farms?," Food Policy, Elsevier, vol. 106(C).
  • Fernando M. Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," NBER Working Papers 26331, National Bureau of Economic Research, Inc.
  • Fernando M. Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," IFS Working Papers W21/35, Institute for Fiscal Studies.
  • Fernando Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," 2019 Meeting Papers 1230, Society for Economic Dynamics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2020. "Are small farms really more productive than large farms?," Working Papers tecipa-675, University of Toronto, Department of Economics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Discussion Papers dp21-11, Department of Economics, Simon Fraser University.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," Working Papers tecipa-647, University of Toronto, Department of Economics.
  • Fernando Aragon, Diego Restuccia, Juan Pablo Rud & Diego Restuccia & Juan Pablo Rud, 2019. "Are small farms really more productive than large farms?," Discussion Papers dp19-05, Department of Economics, Simon Fraser University.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers tecipa-708, University of Toronto, Department of Economics.
  • Fernando Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers 44, Red Nacional de Investigadores en Economía (RedNIE).
• Dimitris Korobilis, 2021. "High-Dimensional Macroeconomic Forecasting Using Message Passing Algorithms," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 493-504, March.
  • Korobilis, D, 2017. "Forecasting with many predictors using message passing algorithms," Essex Finance Centre Working Papers 19565, University of Essex, Essex Business School.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Paper series 19-17, Rimini Centre for Economic Analysis.
  • Korobilis, Dimitris, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," MPRA Paper 96079, University Library of Munich, Germany.
  • Dimitris Korobilis, 2020. "High-dimensional macroeconomic forecasting using message passing algorithms," Papers 2004.11485, arXiv.org.
  • Dimitris Korobilis, 2019. "High-dimensional macroeconomic forecasting using message passing algorithms," Working Papers 2019_07, Business School - Economics, University of Glasgow.
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  • Fernando Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," 2019 Meeting Papers 1230, Society for Economic Dynamics.
  • Fernando Aragon, Diego Restuccia, Juan Pablo Rud & Diego Restuccia & Juan Pablo Rud, 2019. "Are small farms really more productive than large farms?," Discussion Papers dp19-05, Department of Economics, Simon Fraser University.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Discussion Papers dp21-11, Department of Economics, Simon Fraser University.
  • Fernando M. Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," NBER Working Papers 26331, National Bureau of Economic Research, Inc.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," Working Papers tecipa-647, University of Toronto, Department of Economics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers tecipa-708, University of Toronto, Department of Economics.
  • Fernando M. Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," IFS Working Papers W21/35, Institute for Fiscal Studies.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2020. "Are small farms really more productive than large farms?," Working Papers tecipa-675, University of Toronto, Department of Economics.
  • Fernando Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers 44, Red Nacional de Investigadores en Economía (RedNIE).
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• Ard Reijer & Andreas Johansson, 2019. "Nowcasting Swedish GDP with a large and unbalanced data set," Empirical Economics, Springer, vol. 57(4), pages 1351-1373, October.
• Tomáš Gajdošík, 2019. "Big Data Analytics in Smart Tourism Destinations. A New Tool for Destination Management Organizations?," Springer Proceedings in Business and Economics, in: Vicky Katsoni & Marival Segarra-Oña (ed.), Smart Tourism as a Driver for Culture and Sustainability, chapter 0, pages 15-33, Springer.
• Athanasios Koutras & Ioannis A. Nikas & Alkiviadis Panagopoulos, 2019. "Towards Developing Smart Cities: Evidence from GIS Analysis on Tourists’ Behavior Using Social Network Data in the City of Athens," Springer Proceedings in Business and Economics, in: Vicky Katsoni & Marival Segarra-Oña (ed.), Smart Tourism as a Driver for Culture and Sustainability, chapter 0, pages 407-418, Springer.
• Daria Maltseva & Vladimir Batagelj, 2019. "Social network analysis as a field of invasions: bibliographic approach to study SNA development," Scientometrics, Springer;Akadémiai Kiadó, vol. 121(2), pages 1085-1128, November.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019. "Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis," Working Paper Series in Economics 125, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
  • Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019. "Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis," ESRB Working Paper Series 90, European Systemic Risk Board.
• Bruno, Randolph Luca & Douarin, Elodie & Korosteleva, Julia & Radosevic, Slavo, 2019. "Determinants of Productivity Gap in the European Union: A Multilevel Perspective," IZA Discussion Papers 12542, Institute of Labor Economics (IZA).
  • Randolph Luca Bruno & Elodie Douarin & Julia Korosteleva & Slavo Radosevic, 2019. "Determinants of Productivity Gap in the European Union: A Multilevel Perspective," LEM Papers Series 2019/25, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Rachida Ouysse, 2017. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12, School of Economics, The University of New South Wales.
  • Rachida Ouysse, 2019. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12a, School of Economics, The University of New South Wales.
• Chloé van Biljon & Cobus Burger, 2019. "The period effect: the effect of menstruation on absenteeism of school girls in Limpopo," Working Papers 20/2019, Stellenbosch University, Department of Economics.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  • Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
  • Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
• Massimo Franchi & Paolo Paruolo, 2019. "A general inversion theorem for cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 38(10), pages 1176-1201, November.
  • Massimo Franchi & Paolo Paruolo, 2017. "A general inversion theorem for cointegration," DSS Empirical Economics and Econometrics Working Papers Series 2017/3, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Yacine Aït-Sahalia & Dacheng Xiu, 2019. "Principal Component Analysis of High-Frequency Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 287-303, January.
  • Yacine Aït-Sahalia & Dacheng Xiu, 2015. "Principal Component Analysis of High Frequency Data," NBER Working Papers 21584, National Bureau of Economic Research, Inc.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019. "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
  • Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
  • Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016. "Speeding up MCMC by Efficient Data Subsampling," Working Papers 2123/16205, University of Sydney Business School, Discipline of Business Analytics.
• Alexander N. Bogin & William M. Doerner, 2019. "Property Renovations and Their Impact on House Price Index Construction," Journal of Real Estate Research, Taylor & Francis Journals, vol. 41(2), pages 249-284, April.
  • Alexander N. Bogin & William M. Doerner, 2017. "Property Renovations and Their Impact on House Price Index Construction," FHFA Staff Working Papers 17-02, Federal Housing Finance Agency.
• Jens Prüfer & Patricia Prüfer, 2020. "Data science for entrepreneurship research: studying demand dynamics for entrepreneurial skills in the Netherlands," Small Business Economics, Springer, vol. 55(3), pages 651-672, October.
  • Prüfer, Jens & Prüfer, Patricia, 2019. "Data Science for Entrepreneurship Research : Studying Demand Dynamics for Entrepreneurial Skills in the Netherlands," Other publications TiSEM 83a4ca9e-c0cd-4786-ac8c-9, Tilburg University, School of Economics and Management.
  • Prüfer, Jens & Prüfer, Patricia, 2019. "Data Science for Entrepreneurship Research : Studying Demand Dynamics for Entrepreneurial Skills in the Netherlands," Discussion Paper 2019-005, Tilburg University, Center for Economic Research.
• Prüfer, Jens & Prüfer, Patricia, 2019. "Data Science for Entrepreneurship Research : Studying Demand Dynamics for Entrepreneurial Skills in the Netherlands," Other publications TiSEM 83a4ca9e-c0cd-4786-ac8c-9, Tilburg University, School of Economics and Management.
• Aragón, Fernando M. & Restuccia, Diego & Rud, Juan Pablo, 2022. "Are small farms really more productive than large farms?," Food Policy, Elsevier, vol. 106(C).
  • Fernando M. Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," NBER Working Papers 26331, National Bureau of Economic Research, Inc.
  • Fernando M. Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," IFS Working Papers W21/35, Institute for Fiscal Studies.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," Working Papers tecipa-647, University of Toronto, Department of Economics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2020. "Are small farms really more productive than large farms?," Working Papers tecipa-675, University of Toronto, Department of Economics.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Discussion Papers dp21-11, Department of Economics, Simon Fraser University.
  • Fernando Aragon Sanchez & Diego Restuccia & Juan Pablo Rud, 2019. "Are Small Farms Really more Productive than Large Farms?," 2019 Meeting Papers 1230, Society for Economic Dynamics.
  • Fernando Aragon, Diego Restuccia, Juan Pablo Rud & Diego Restuccia & Juan Pablo Rud, 2019. "Are small farms really more productive than large farms?," Discussion Papers dp19-05, Department of Economics, Simon Fraser University.
  • Fernando Aragon & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers tecipa-708, University of Toronto, Department of Economics.
  • Fernando Aragón & Diego Restuccia & Juan Pablo Rud, 2021. "Are small farms really more productive than large farms?," Working Papers 44, Red Nacional de Investigadores en Economía (RedNIE).
• Gabriela Mordecki Corresponding author & Ronald Miranda, 2019. "Real Exchange Rate Volatility and Exports: A Study for Four Selected Commodity Exporting Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(4), pages 411-437, September.
• Gabriela Mordecki & Ronald Miranda, 2019. "Real Exchange Rate Volatility and Exports: A Study for Four Selected Commodity Exporting Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 66(4), pages 411-437.
• Chiara Elena Dalla & Menon Martina & Perali Federico, 2019. "An Integrated Database to Measure Living Standards," Journal of Official Statistics, Sciendo, vol. 35(3), pages 531-576, September.
  • Elena Dalla Chiara & Martina Menon & Federico Perali, 2015. "An Integrated Data Base to Measure Living Standards," Working Papers 28/2015, University of Verona, Department of Economics.
• Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
• Timo Bettendorf, 2019. "Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 296-312, January.
  • Bettendorf, Timo, 2016. "Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach," Discussion Papers 42/2016, Deutsche Bundesbank.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  • Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016. "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers 11560, C.E.P.R. Discussion Papers.
  • George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017. "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers) 1122, Bank of Italy, Economic Research and International Relations Area.
• Hauber, Philipp & Schumacher, Christian & Zhang, Jiachun, 2019. "A flexible state-space model with lagged states and lagged dependent variables: Simulation smoothing," Discussion Papers 15/2019, Deutsche Bundesbank.
• Krstić, Živko & Seljan, Sanja & Zoroja, Jovana, 2019. "Visualization of Big Data Text Analytics in Financial Industry: A Case Study of Topic Extraction for Italian Banks," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2019), Rovinj, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Rovinj, Croatia, 12-14 September 2019, pages 67-75, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
• Dragotă, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019. "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-35.
  • Dragota, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019. "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics Discussion Papers 2019-41, Kiel Institute for the World Economy (IfW Kiel).
• Doanh Khanh Nguyen & Van Ngoc Thi Pham & Heo, Yoon, 2019. "Impact of institutional and cultural distance on ASEAN's trade efficiency," Economics Discussion Papers 2019-57, Kiel Institute for the World Economy (IfW Kiel).
• Dragotă, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019. "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-35.
  • Dragota, Victor & Pele, Daniel Traian & Yaseen, Hanaan, 2019. "Dividend payout ratio follows a Tweedie distribution: International evidence," Economics Discussion Papers 2019-41, Kiel Institute for the World Economy (IfW Kiel).
• Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy (IfW Kiel).
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2021. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," CEPA Discussion Papers 36, Center for Economic Policy Analysis.
  • Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
• Härdle, Wolfgang Karl & Schulz, Rainer & Xie, Taojun, 2019. "Cooling Measures and Housing Wealth: Evidence from Singapore," IRTG 1792 Discussion Papers 2019-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019. "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers 2019-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019. "Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis," ESRB Working Paper Series 90, European Systemic Risk Board.
  • Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2019. "Effectiveness of policy and regulation in European sovereign credit risk markets: A network analysis," Working Paper Series in Economics 125, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Ralf Brüggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
  • Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019. "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203656, Verein für Socialpolitik / German Economic Association.
  • Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2018-08, Department of Economics, University of Konstanz.

2018

• Ogerta Elezaj & Dhimitri Tole, 2018. "Big Data: Potential, Challenges, And Implications In Official Statistics," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 95-99, September.
• Riccardo Borghi & Eric Hillebrand & Jakob Mikkelsen & Giovanni Urga, 2018. "The dynamics of factor loadings in the cross-section of returns," CREATES Research Papers 2018-38, Department of Economics and Business Economics, Aarhus University.
• Brito Rui Pedro & Sebastião Helder & Godinho Pedro, 2018. "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business, Sciendo, vol. 65(4), pages 365-383, December.
  • Rui Pedro Brito & Helder Sebastião & Pedro Godinho, 2018. "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(4), pages 365-383, December.
• Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien, 2018. "Generating univariate fractional integration within a large VAR(1)," Journal of Econometrics, Elsevier, vol. 204(1), pages 54-65.
  • Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating Univariate Fractional Integration within a Large VAR(1)," Working Papers halshs-01944588, HAL.
  • Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating Univariate Fractional Integration within a Large VAR(1)," AMSE Working Papers 1844, Aix-Marseille School of Economics, France.
  • Guillaume Chevillon & Alain Hecq & Sébastien Laurent, 2018. "Generating univariate fractional integration within a large VAR(1)," Post-Print hal-01980783, HAL.
• Jan Vavřina & Lubor Lacina, 2018. "Profitability of foodstuff processing companies in V4 countries during the 2008-2012 economic crisis," Society and Economy, Akadémiai Kiadó, Hungary, vol. 40(2), pages 245-270, June.
• Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 615-643, August.
  • Brandyn Bok & Daniele Caratelli & Domenico Giannone & Argia M. Sbordone & Andrea Tambalotti, 2017. "Macroeconomic nowcasting and forecasting with big data," Staff Reports 830, Federal Reserve Bank of New York.
  • Giannone, Domenico & Tambalotti, Andrea & Sbordone, Argia & Bok, Brandyn & Caratelli, Daniele, 2018. "Macroeconomic Nowcasting and Forecasting with Big Data," CEPR Discussion Papers 12589, C.E.P.R. Discussion Papers.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "Tracking economic growth by evolving expectations via genetic programming: A two-step approach," Working Papers XREAP2018-4, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2018.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," IREA Working Papers 201806, University of Barcelona, Research Institute of Applied Economics, revised Mar 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”," AQR Working Papers 201803, University of Barcelona, Regional Quantitative Analysis Group, revised Jun 2018.
• Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.
  • Christoph Breunig & Enno Mammen & Anna Simoni, 2018. "Ill-posed Estimation in High-Dimensional Models with Instrumental Variables," Papers 1806.00666, arXiv.org, revised Aug 2020.
  • Christoph Breunig & Enno Mammen & Anna Simoni, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Post-Print hal-03089879, HAL.
• Zhan Gao & Zhentao Shi, 2021. "Implementing Convex Optimization in R: Two Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1127-1135, December.
  • Zhan Gao & Zhentao Shi, 2018. "Implementing Convex Optimization in R: Two Econometric Examples," Papers 1806.10423, arXiv.org, revised Aug 2019.
• Harding, Matthew & Lamarche, Carlos, 2019. "A panel quantile approach to attrition bias in Big Data: Evidence from a randomized experiment," Journal of Econometrics, Elsevier, vol. 211(1), pages 61-82.
  • Matthew Harding & Carlos Lamarche, 2018. "A Panel Quantile Approach to Attrition Bias in Big Data: Evidence from a Randomized Experiment," Papers 1808.03364, arXiv.org.
• Smeekes, Stephan & Wijler, Etienne, 2021. "An automated approach towards sparse single-equation cointegration modelling," Journal of Econometrics, Elsevier, vol. 221(1), pages 247-276.
  • Stephan Smeekes & Etienne Wijler, 2018. "An Automated Approach Towards Sparse Single-Equation Cointegration Modelling," Papers 1809.08889, arXiv.org, revised Jul 2020.
• Harold D. Chiang, 2018. "Many Average Partial Effects: with An Application to Text Regression," Papers 1812.09397, arXiv.org, revised Jan 2022.
  • Harold D. Chiang, 2019. "Many Average Partial Effects: with an Application to Text Regression," 2019 Papers pch1836, Job Market Papers.
• Emilia VASILE & Danut-Octavian SIMION & George CALOTA, 2018. "Propositional calculation for expert systems in economics," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 50(2), pages 9-19, June.
• Danut-Octavian SIMION & Emilia VASILE, 2018. "Usage of informational systems in economic applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 51(3), pages 9-23, September.
• Emilia VASILE, 2018. "The Strategy Of Improving Informational Systems Through Economic Applications," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 52(4), pages 9-21, December.
• Dario Buono & George Kapetanios & Massimiliano Marcellino & Gianluigi Mazzi & Fotis Papailias, 2018. "Big Data Econometrics: Now Casting and Early Estimates," BAFFI CAREFIN Working Papers 1882, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Heather L.R. Tierney & Jiyoon Kim & Zafar Nazarov, 2018. "The Effects of Temporal Aggregation on Search Engine Data," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 57-71, May.
• Diego Bodas & Juan Ramon Garcia & Juan Murillo & Matias Pacce & Tomasa Rodrigo & Juan de Dios Romero & Pep Ruiz & Camilo Ulloa & Heribert Valero, 2018. "Measuring Retail Trade Using Card Transactional Data," Working Papers 18/03, BBVA Bank, Economic Research Department.
  • Diego Bodas & Juan R. García López & Tomasa Rodrigo López & Pep Ruiz de Aguirre & Camilo A. Ulloa & Juan Murillo Arias & Juan de Dios Romero Palop & Heribert Valero Lapaz & Matías J. Pacce, 2019. "Measuring retail trade using card transactional data," Working Papers 1921, Banco de España;Working Papers Homepage.
• Hicham Ganga & Javier Alonso & Vincenzo Spiezia & Jan Tscheke, 2018. "Patterns of domestic and cross-border e-commerce in Spain: A gravitational model approach," Working Papers 18/18, BBVA Bank, Economic Research Department.
• Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2019. "Can media and text analytics provide insights into labour market conditions in China?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
  • Bailliu, Jeannine & Han, Xinfen & Kruger, Mark & Liu, Yu-Hsien & Thanabalasingam, Sri, 2019. "Can media and text analytics provide insights into labour market conditions in China?," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1118-1130.
  • Bailliu, Jeannine & Han, Xinfen & Kruger, Mark & Liu, Yu-Hsien & Thanabalasingam, Sri, 2018. "Can media and text analytics provide insights into labour market conditions in China?," BOFIT Discussion Papers 9/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
  • Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2018. "Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?," Staff Working Papers 18-12, Bank of Canada.
• Bulusu, Narayan & Guérin, Pierre, 2019. "What drives interbank loans? Evidence from Canada," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 427-444.
  • Narayan Bulusu & Pierre Guérin, 2018. "What Drives Interbank Loans? Evidence from Canada," Staff Working Papers 18-5, Bank of Canada.
• Sandra García-Uribe, 2018. "Multidimensional media slant: complementarities in news reporting by US newspapers," Working Papers 1817, Banco de España.
• Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2018. "Big Data And Big Cities: The Promises And Limitations Of Improved Measures Of Urban Life," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 114-137, January.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," Harvard Business School Working Papers 16-065, Harvard Business School.
  • Glaeser, Edward L. & Kominers, Scott Duke & Luca, Michael & Naik, Nikhil, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures for Urban Life," Working Paper Series 15-075, Harvard University, John F. Kennedy School of Government.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," NBER Working Papers 21778, National Bureau of Economic Research, Inc.
• José M. Cordero & Víctor Cristóbal & Daniel Santín, 2018. "Causal Inference On Education Policies: A Survey Of Empirical Studies Using Pisa, Timss And Pirls," Journal of Economic Surveys, Wiley Blackwell, vol. 32(3), pages 878-915, July.
  • Cordero, José Manuel & Cristobal, Victor & Santín, Daniel, 2017. "Causal Inference on Education Policies: A Survey of Empirical Studies Using PISA, TIMSS and PIRLS," MPRA Paper 76295, University Library of Munich, Germany.
• Vegard H ghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo.
  • Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.
• Vegard H. Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Paper 2018/3, Norges Bank.
  • Vegard H ghaug Larsen & Leif Anders Thorsrud, 2018. "Business cycle narratives," Working Papers No 6/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Vegard H. Larsen & Leif Anders Thorsrud, 2019. "Business Cycle Narratives," CESifo Working Paper Series 7468, CESifo.
• Hilde C. Bjørnland & Julia Zhulanova, 2018. "The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects," Working Papers No 8/2018, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the U.S. economy: Spillovers and time-varying effects," Working Paper 2019/14, Norges Bank.
  • Hilde C. Bjørnland & Julia Zhulanova, 2019. "The shale oil boom and the US economy: Spillovers and time-varying effects," CAMA Working Papers 2019-59, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Shakeeb Khan & Denis Nekipelov & Justin Rao, 2018. "Measuring the Return to Online Advertising: Estimation and Inference of Endogenous Treatment Effects," Boston College Working Papers in Economics 946, Boston College Department of Economics.
• Demetrescu, Matei & Hacıoğlu Hoke, Sinem, 2019. "Predictive regressions under asymmetric loss: Factor augmentation and model selection," International Journal of Forecasting, Elsevier, vol. 35(1), pages 80-99.
  • Demetrescu, Matei & Hacioglu Hoke, Sinem, 2018. "Predictive regressions under asymmetric loss: factor augmentation and model selection," Bank of England working papers 723, Bank of England.
• Turrell, Arthur & Speigner, Bradley & Djumalieva, Jyldyz & Copple, David & Thurgood, James, 2018. "Using job vacancies to understand the effects of labour market mismatch on UK output and productivity," Bank of England working papers 737, Bank of England.
• Turrell, Arthur & Thurgood, James & Djumalieva, Jyldyz & Copple, David & Speigner, Bradley, 2018. "Using online job vacancies to understand the UK labour market from the bottom-up," Bank of England working papers 742, Bank of England.
• Lazarov, Vladimir & Hinterschweiger, Marc, 2018. "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers 760, Bank of England.
• Nikoleta Anesti & Ana Beatriz Galvao & Silvia Miranda-Agrippino, 2018. "Uncertain Kingdom: Nowcasting GDP and its Revisions," Discussion Papers 1824, Centre for Macroeconomics (CFM).
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• Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2019. "Can media and text analytics provide insights into labour market conditions in China?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
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• Wucherpfennig, Julian & Kachi, Aya & Bormann, Nils-Christian & Hunziker, Philipp, 2018. "Estimating Interdependence Across Space, Time and Outcomes in Binary Choice Models Using Pseudo Maximum Likelihood Estimators," Working papers 2018/11, Faculty of Business and Economics - University of Basel.
• Anna Gloria Billé & Leopoldo Catania, 2018. "Dynamic Spatial Autoregressive Models with Time-varying Spatial Weighting Matrices," BEMPS - Bozen Economics & Management Paper Series BEMPS55, Faculty of Economics and Management at the Free University of Bozen.
• Guo, P. & Lam, J. & Li, V., 2018. "A novel machine learning approach for identifying the drivers of domestic electricity users’ price responsiveness," Cambridge Working Papers in Economics 1844, Faculty of Economics, University of Cambridge.
• O'Neill, E. & Weeks, M., 2018. "Causal Tree Estimation of Heterogeneous Household Response to Time-Of-Use Electricity Pricing Schemes," Cambridge Working Papers in Economics 1865, Faculty of Economics, University of Cambridge.
• Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020. "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, vol. 217(2), pages 431-470.
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• George Kapetanios & M. Hashem Pesaran & Simon Reese, 2018. "A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models," CESifo Working Paper Series 7401, CESifo.
• Reif Magnus, 2021. "Macroeconomic uncertainty and forecasting macroeconomic aggregates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
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• Markus Heinrich & Magnus Reif, 2018. "Forecasting using mixed-frequency VARs with time-varying parameters," ifo Working Paper Series 273, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Anesti, Nikoleta & Galvão, Ana & Miranda-Agrippino, Silvia, 2018. "Uncertain Kingdom: nowcasting GDP and its revisions," Bank of England working papers 764, Bank of England, revised 31 Jan 2020.
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• Dhruv Grover & Sebastian Bauhoff & Jed Friedman, 2019. "Using supervised learning to select audit targets in performance-based financing in health: An example from Zambia," PLOS ONE, Public Library of Science, vol. 14(1), pages 1-13, January.
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• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018. "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series 18-30, Swiss Finance Institute.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020. "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
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• Hausmann, Ricardo & Hinz, Julian & Yildirim, Muhammed A., 2018. "Measuring Venezuelan emigration with Twitter," Kiel Working Papers 2106, Kiel Institute for the World Economy (IfW Kiel).
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• Martin Gurtler, 2018. "What Influences Private Investment? The Case of the Czech Republic," Working Papers 2018/14, Czech National Bank.
• Gallego, Jorge & Rivero, Gonzalo & Martínez, Juan, 2021. "Preventing rather than punishing: An early warning model of malfeasance in public procurement," International Journal of Forecasting, Elsevier, vol. 37(1), pages 360-377.
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• Eduardo Rosas Rojas & Mónica C. Mimbrera Delgado, 2018. "Inflación y volatilidad cambiaria en México (1969-2017)," Ensayos de Economía 17297, Universidad Nacional de Colombia Sede Medellín.
• Henry Sebastián Rangel Quinonez, & Gabriel Yáñez Canal, 2018. "Clasificación por capitales de una muestra de microempresarios del Área Metropolitana de Bucaramanga a partir del Análisis de Correspondencia Múltiple," Ensayos de Economía 17302, Universidad Nacional de Colombia Sede Medellín.
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• Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
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• Gonzalo Villa-Cox & Everardo Quezada & Joseph Aguilar-Bohorquez & Ivanna Valverde-Bajana & Paul Vera-Gilces, 2018. "Diseño experimental para la entrada de una firma en un mercado monopolístico con efectos de red: caso de estudio con estudiantes de pregrado en un rol empresarial," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 41(115), pages 130-139, Enero.
• Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling And Estimating Individual And Firm Effects With Count Panel Data," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 1049-1078, September.
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• Bruce Headey & Gert G. Wagner, 2018. "Alternative Values-Based 'Recipes' for Life Satisfaction: German Results with an Australian Replication," CESifo Working Paper Series 7234, CESifo.
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• Schaefer, Maximilian & Sapi, Geza & Lorincz, Szabolcs, 2018. "The effect of big data on recommendation quality: The example of internet search," DICE Discussion Papers 284, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
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• Jåstad, Eirik Ogner & Mustapha, Walid Fayez & Bolkesjø, Torjus Folsland & Trømborg, Erik & Solberg, Birger, 2018. "Modelling of uncertainty in the economic development of the Norwegian forest sector," Journal of Forest Economics, Elsevier, vol. 32(C), pages 106-115.
• Hofmarcher, Paul & Crespo Cuaresma, Jesus & Grün, Bettina & Humer, Stefan & Moser, Mathias, 2018. "Bivariate jointness measures in Bayesian Model Averaging: Solving the conundrum," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 150-165.
• Kareem, Olayinka Idowu, 2018. "The determinants of large-scale land investments in Africa," Land Use Policy, Elsevier, vol. 75(C), pages 180-190.
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• Brian Micallef, 2018. "Constructing an index to examine house price misalignment with fundamentals in Malta," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 11(2), pages 315-334, January.
• Franses, Ph.H.B.F. & Wiemann, T., 2018. "Intertemporal Similarity of Economic Time Series," Econometric Institute Research Papers EI2018-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Peiyang Guo & Jacqueline CK Lam & Victor OK Li, 2018. "A novel machine learning approach for identifying the drivers of domestic electricity users' price responsiveness," Working Papers EPRG 1824, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
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• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020. "Assessing international commonality in macroeconomic uncertainty and its effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 273-293, April.
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• Jack DeWaard & Janna Johnson & Stephan D. Whitaker, 2018. "Internal Migration in the United States: A Comparative Assessment of the Utility of the Consumer Credit Panel," Working Papers (Old Series) 1804, Federal Reserve Bank of Cleveland.
• Christopher L. Foote & Lara Loewenstein & Paul S. Willen, 2018. "Technological Innovation in Mortgage Underwriting and the Growth in Credit: 1985-2015," Working Papers (Old Series) 1816, Federal Reserve Bank of Cleveland.
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• Tomaz Cajner & Leland D. Crane & Ryan A. Decker & Adrian Hamins-Puertolas & Christopher J. Kurz & Tyler Radler, 2018. "Using Payroll Processor Microdata to Measure Aggregate Labor Market Activity," Finance and Economics Discussion Series 2018-005, Board of Governors of the Federal Reserve System (U.S.).
• Gregory J. Cohen & Melanie Friedrichs & Kamran Gupta & William Hayes & Seung Jung Lee & W. Blake Marsh & Nathan Mislang & Maya Shaton & Martin Sicilian, 2018. "The U.S. Syndicated Loan Market: Matching Data," Research Working Paper RWP 18-9, Federal Reserve Bank of Kansas City.
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• Gregory J. Cohen & Melanie Friedrichs & Kamran Gupta & William Hayes & Seung Jung Lee & W. Blake Marsh & Nathan Mislang & Maya Shaton & Martin Sicilian, 2018. "The U.S. Syndicated Loan Market : Matching Data," Finance and Economics Discussion Series 2018-085, Board of Governors of the Federal Reserve System (U.S.).
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• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
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• Niels Framroze Møller & Laura Mørch Andersen & Lars Gårn Hansen & Carsten Lynge Jensen, 2018. "Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?," IFRO Working Paper 2018/06, University of Copenhagen, Department of Food and Resource Economics.
• Hausmann, Ricardo & Hinz, Julian & Yildirim, Muhammed A., 2018. "Measuring Venezuelan emigration with Twitter," Kiel Working Papers 2106, Kiel Institute for the World Economy (IfW Kiel).
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• Chevillon, Guillaume & Hecq, Alain & Laurent, Sébastien, 2018. "Generating univariate fractional integration within a large VAR(1)," Journal of Econometrics, Elsevier, vol. 204(1), pages 54-65.
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• Susana Santos & Tanya Araújo, 2018. "The network of inter-industry flows in a SAM framework," Working Papers REM 2018/40, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Bruce Headey & Gert G. Wagner, 2018. "Alternative Values-Based 'Recipes' for Life Satisfaction: German Results with an Australian Replication," CESifo Working Paper Series 7234, CESifo.
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  • Bruce Headey & Gert G. Wagner, 2018. "Alternative Values-Based ‘Recipes’ for Life Satisfaction: German Results with an Australian Replication," SOEPpapers on Multidisciplinary Panel Data Research 982, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Susan Dynarski & Brian Jacob & Daniel Kreisman, 2018. "How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1098-1108, November.
  • Dynarski, Susan & Jacob, Brian A. & Kreisman, Daniel, 2018. "How Important Are Fixed Effects and Time Trends in Estimating Returns to Schooling? Evidence from a Replication of Jacobson, Lalonde and Sullivan, 2005," IZA Discussion Papers 11935, Institute of Labor Economics (IZA).
• Jonathan Hersh & Matthew Harding, 2018. "Big Data in economics," IZA World of Labor, Institute of Labor Economics (IZA), pages 451-451, September.
• Kevin Momanyi, 2018. "A Structural Model of The Demand For Telecare," 2018 Papers pmo1170, Job Market Papers.
• James Lo, 2018. "Dynamic ideal point estimation for the European Parliament, 1980–2009," Public Choice, Springer, vol. 176(1), pages 229-246, July.
• Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2018. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper Series of the Department of Economics, University of Konstanz 2018-07, Department of Economics, University of Konstanz.
  • Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2020. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Working Paper series 20-03, Rimini Centre for Economic Analysis.
  • Maurizio Daniele & Winfried Pohlmeier & Aygul Zagidullina, 2019. "Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices," Papers 1906.05545, arXiv.org.
• Ralf Brüggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
  • Bertsche, Dominik & Brüggemann, Ralf & Kascha, Christian, 2019. "Directed Graph and Variable Selection in Large Vector Autoregressive Models," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203656, Verein für Socialpolitik / German Economic Association.
  • Dominik Bertsche & Ralf Brüggemann & Christian Kascha, 2018. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2018-08, Department of Economics, University of Konstanz.
• WEBER Matthias, & STRIAUKAS Jonas, & SCHUMACHER Martin, & HARALD Binder,, 2018. "Network constrained covariate coefficient and connection sign estimation," LIDAM Discussion Papers CORE 2018018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Jonas Striaukas & Martin Schumacher & Harald Binder & Matthias Weber, 2020. "Network-Constrained Covariate Coefficient and Connection Sign Estimation," Working Papers on Finance 2001, University of St. Gallen, School of Finance.
  • Matthias Weber & Jonas Striaukas & Martin Schumacher & Harald Binder, 2018. "Network constrained covariate coefficient and connection sign estimation," Bank of Lithuania Discussion Paper Series 8, Bank of Lithuania.
• Montero, José-María, 2018. "Geostatistics: Unde venis et quo vadis? /Geoestadística:¿De dónde vienes y a dónde vas?," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 81-106, Enero.
• Ian Borg & Germano Ruisi, 2018. "Forecasting using Bayesian VARs: A Benchmark for STREAM," CBM Working Papers WP/04/2018, Central Bank of Malta.
• Priyanga Dilini Talagala & Rob J Hyndman & Kate Smith-Miles & Sevvandi Kandanaarachchi & Mario A Munoz, 2018. "Anomaly detection in streaming nonstationary temporal data," Monash Econometrics and Business Statistics Working Papers 4/18, Monash University, Department of Econometrics and Business Statistics.
• Dominic Coey & Bradley Larsen & Kane Sweeney & Caio Waisman, 2018. "The Simple Empirics of Optimal Online Auctions," NBER Working Papers 24698, National Bureau of Economic Research, Inc.
• Steven F. Lehrer & Tian Xie, 2022. "The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success," Management Science, INFORMS, vol. 68(1), pages 189-210, January.
  • Steven F. Lehrer & Tian Xie, 2018. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," NBER Working Papers 24755, National Bureau of Economic Research, Inc.
  • Steven Lehrer & Tian Xie, 2020. "The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success," Working Paper 1449, Economics Department, Queen's University.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020. "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 2223-2273.
  • Shihao Gu & Bryan T. Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," Swiss Finance Institute Research Paper Series 18-71, Swiss Finance Institute.
  • Shihao Gu & Bryan Kelly & Dacheng Xiu, 2018. "Empirical Asset Pricing via Machine Learning," NBER Working Papers 25398, National Bureau of Economic Research, Inc.
• Benjamin Sakarovitch & Marie-Pierre de Bellefon & Pauline Givord & Maarten Vanhoof, 2018. "Estimating the Residential Population from Mobile Phone Data, an Initial Exploration," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 109-132.
• Lorie Dudoignon & Fabienne Le Sager & Aurélie Vanheuverzwyn, 2018. "Big Data and Audience Measurement: A Marriage of Convenience?," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 133-146.
• Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Econometrics and Machine Learning," Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 505-506, pages 147-169.
  • Arthur Charpentier & Emmanuel Flachaire & Antoine Ly, 2018. "Econometrics and Machine Learning," Post-Print hal-02163979, HAL.
• George Kapetanios & Fotis Papailias, 2018. "Big Data & Macroeconomic Nowcasting: Methodological Review," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-12, Economic Statistics Centre of Excellence (ESCoE).
• Paul Labonne & Martin Weale, 2018. "Temporal disaggregation of overlapping noisy quarterly data using state space models: Estimation of monthly business sector output from Value Added Tax data in the UK," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2018-18, Economic Statistics Centre of Excellence (ESCoE).
• Tommaso Proietti & Alessandro Giovannelli, 2018. "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
• Jon Kleinberg & Himabindu Lakkaraju & Jure Leskovec & Jens Ludwig & Sendhil Mullainathan, 2018. "Human Decisions and Machine Predictions," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(1), pages 237-293.
  • Jon Kleinberg & Himabindu Lakkaraju & Jure Leskovec & Jens Ludwig & Sendhil Mullainathan, 2017. "Human Decisions and Machine Predictions," NBER Working Papers 23180, National Bureau of Economic Research, Inc.
• Oprea Simona Vasilica & Bâra Adela & Elefterescu LuminiÈ›a, 2018. "Decision Support System Design for Photovoltaic Systems Operation and Maintenance by using Big Data Technologies," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 104-110, July.
• Bâra Adela & Oprea Simona Vasilica & PreoÈ›escu Dan, 2018. "Data Management for Photovoltaic Power Plants Operation and Maintenance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 70-75, July.
• David Troncoso-Ponce, 2018. "Estimation of competing risks duration models with unobserved heterogeneity using hsmlogit," Working Papers 18.03, Universidad Pablo de Olavide, Department of Economics.
• Garanasvili, Antanina & Kazimierczak, Michal & Lazaridis, George, 2018. "The Use of Intellectual Property Right Bundles by Firms in Copyright Intensive Industries," MPRA Paper 109493, University Library of Munich, Germany, revised 2021.
• Tierney, Heather L.R. & Kim, Jiyoon (June) & Nazarov, Zafar, 2018. "The Effects of Temporal Aggregation on Search Engine Data," MPRA Paper 84474, University Library of Munich, Germany.
• Chakraborty, Lekha S & Singh, Yadawendra, 2018. "Fiscal Policy, as the “Employer of Last Resort”: Impact of Direct fiscal transfer (MGNREGA) on Labour Force Participation Rates in India," MPRA Paper 85225, University Library of Munich, Germany.
• Verstappen, Ksenia, 2018. "Economics of big data: review of best papers for January 2018," MPRA Paper 85520, University Library of Munich, Germany.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
• Asante Gyamerah, Samuel & Ngare, Philip & Ikpe, Dennis, 2018. "A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives," MPRA Paper 89680, University Library of Munich, Germany, revised 10 Jul 2018.
• bailek, Alexandra, 2018. "Economic Impact Analysis of Hospital Readmission Rate and Service Quality Using Machine Learning," MPRA Paper 89875, University Library of Munich, Germany.
• Ogunlesi, Ayodeji, 2018. "Agricultural Productivity, Fiscal and Trade Policies Nexus in Sub-Saharan Africa: A Panel Structural Vector Error Correction Model Analysis," MPRA Paper 90202, University Library of Munich, Germany.
• Aleksandra Halka & Grzegorz Szafranski, 2018. "What Common Factors are Driving Inflation in CEE Countries?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(2), pages 131-148.
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  • Aleksandra Hałka & Grzegorz Szafrański, 2015. "What common factors are driving inflation in CEE countries?," NBP Working Papers 225, Narodowy Bank Polski.
• Jan Hanousek & Štěpán Jurajda, 2018. "Názvy společností a jejich vliv na výkonnost firem [Corporate Names and Performance]," Politická ekonomie, Prague University of Economics and Business, vol. 2018(6), pages 671-688.
• Chantawit Tantasith & Nasha Ananchotikul & Chatlada Chotanakarn & Vorada Limjaroenrat & Runchana Pongsaparn, 2018. "The Impact of LTV policy on Bank Lending: Evidence from Disaggregate Housing Loan Data," PIER Discussion Papers 90, Puey Ungphakorn Institute for Economic Research.
• Anttonen, Jetro, 2018. "Nowcasting the Unemployment Rate in the EU with Seasonal BVAR and Google Search Data," ETLA Working Papers 62, The Research Institute of the Finnish Economy.
• SAIDI, Abdessamad & BENAZZI, Sara & EL OTHMANI, Jawad, 2018. "Capital humain au Maroc: Evaluation fondée sur le revenu de la vie entière," Document de travail 2018-1, Bank Al-Maghrib, Département de la Recherche.
• Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling And Estimating Individual And Firm Effects With Count Panel Data," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 1049-1078, September.
  • Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin, 2015. "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Cahiers de recherche 1506, CIRPEE.
  • Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling and Estimating Individual and Firm Effects with Count Panel Data," Working Papers 15-2, HEC Montreal, Canada Research Chair in Risk Management.
• Lee, Jin-Myon & Park, Kayoung, 2018. "Utilization and Development of Big Data for Official Statistics," Industrial Economic Review 18-1, Korea Institute for Industrial Economics and Trade.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
  • Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016. "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-024, Indira Gandhi Institute of Development Research, Mumbai, India.
  • Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers id:11381, eSocialSciences.
• Łukasz Lipiński & Michał Bernardelli, 2018. "Anonimowość w Internecie – identyfikacja płci użytkowników na podstawie historii odwiedzanych stron internetowych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 53, pages 147-162.
• Philipp Otto & Wolfgang Schmid, 2018. "Spatiotemporal analysis of German real-estate prices," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(1), pages 41-72, January.
• Milena Stróżyna & Gerd Eiden & Witold Abramowicz & Dominik Filipiak & Jacek Małyszko & Krzysztof Węcel, 2018. "A framework for the quality-based selection and retrieval of open data - a use case from the maritime domain," Electronic Markets, Springer;IIM University of St. Gallen, vol. 28(2), pages 219-233, May.
• Inske Pirschel & Maik H. Wolters, 2018. "Forecasting with large datasets: compressing information before, during or after the estimation?," Empirical Economics, Springer, vol. 55(2), pages 573-596, September.
• Grégoire Lagasnerie & Anne-Sophie Aguadé & Pierre Denis & Anne Fagot-Campagna & Christelle Gastaldi-Menager, 2018. "The economic burden of diabetes to French national health insurance: a new cost-of-illness method based on a combined medicalized and incremental approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(2), pages 189-201, March.
• Valerie Moran & Rowena Jacobs, 2018. "Investigating the relationship between costs and outcomes for English mental health providers: a bi-variate multi-level regression analysis," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(5), pages 709-718, June.
• Gordon H. Dash & Nina Kajiji & Domenic Vonella, 2018. "The role of supervised learning in the decision process to fair trade US municipal debt," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 139-168, June.
• Raïsa Basselier & David Antonio Liedo & Geert Langenus, 2018. "Nowcasting Real Economic Activity in the Euro Area: Assessing the Impact of Qualitative Surveys," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(1), pages 1-46, April.
• Alain Galli, 2018. "Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
  • Dr. Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
• Tanya Araújo & Elsa Fontainha, 2018. "Are scientific memes inherited differently from gendered authorship?," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(2), pages 953-972, November.
• Hanjo Odendaal & Monique Reid & Johann F. Kirsten, 2020. "Media‐Based Sentiment Indices as an Alternative Measure of Consumer Confidence," South African Journal of Economics, Economic Society of South Africa, vol. 88(4), pages 409-434, December.
  • Nicolaas Johannes Odendaal & Monique Reid, 2018. "Media based sentiment indices as an alternative measure of consumer confidence," Working Papers 17/2018, Stellenbosch University, Department of Economics.
• Jochen Lüdering, 2018. "Standing and ‘survival’ in the adult film industry," Applied Economics, Taylor & Francis Journals, vol. 50(16), pages 1812-1823, April.
  • Jochen Lüdering, 2016. "Standing and “Survival” in the Adult Film Industry," MAGKS Papers on Economics 201626, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Mahmut Gunay, 2018. "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 149-161.
  • Mahmut Gunay, 2018. "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers 1805, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Mahmut Gunay, 2018. "Forecasting industrial production and inflation in Turkey with factor models," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 18(4), pages 149-161.
  • Mahmut Gunay, 2018. "Forecasting Industrial Production and Inflation in Turkey with Factor Models," Working Papers 1805, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Marta Banbura & Andries van Vlodrop, 2018. "Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean," Tinbergen Institute Discussion Papers 18-025/IV, Tinbergen Institute.
• Andries C. van Vlodrop & Andre (A.) Lucas, 2018. "Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models," Tinbergen Institute Discussion Papers 18-099/III, Tinbergen Institute.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
  • Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016. "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series) 1622, Federal Reserve Bank of Cleveland.
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• Giacomo Caterini, 2018. "Classifying Firms with Text Mining," DEM Working Papers 2018/09, Department of Economics and Management.
• Tae-Hwy Lee & Jianghao Chu & Aman Ullah, 2018. "Variable Selection in Sparse Semiparametric Single Index Models," Working Papers 201908, University of California at Riverside, Department of Economics.
• Tae-Hwy Lee & Yundong Tu, 2018. "Forecasting Using Supervised Factor Models," Working Papers 201909, University of California at Riverside, Department of Economics.
• Oleksandr Faryna & Oleksandr Talavera & Tetiana Yukhymenko, 2018. "What Drives the Difference between Online and Official Price Indexes?," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 243, pages 21-32.
• Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea, 2019. "Predicting bond betas using macro-finance variables," Finance Research Letters, Elsevier, vol. 29(C), pages 193-199.
  • Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017. "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers 2017-01, Department of Economics and Business Economics, Aarhus University.
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• Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
  • Mengheng Li & Marcel Scharth, 2018. "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series 49, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
• Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep learning models," Working Papers 2018:08, Department of Economics, University of Venice "Ca' Foscari".
• Rui Pedro Brito & Helder Sebastião & Pedro Godinho, 2018. "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 65(4), pages 365-383, December.
  • Brito Rui Pedro & Sebastião Helder & Godinho Pedro, 2018. "On the Gains of Using High Frequency Data in Portfolio Selection," Scientific Annals of Economics and Business, Sciendo, vol. 65(4), pages 365-383, December.
• Zekić-Sušac Marijana & Scitovski Rudolf & Has Adela, 2018. "Cluster analysis and artificial neural networks in predicting energy efficiency of public buildings as a cost-saving approach," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 4(2), pages 57-66, November.
• Oliver Reiter & Robert Stehrer, 2018. "Trade Policies and Integration of the Western Balkans," wiiw Working Papers 148, The Vienna Institute for International Economic Studies, wiiw.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018. "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models," Econometrica, Econometric Society, vol. 86(4), pages 1479-1512, July.
  • Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers 290, Federal Reserve Bank of Dallas.
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• Susan Dynarski & Brian Jacob & Daniel Kreisman, 2018. "How important are fixed effects and time trends in estimating returns to schooling? Evidence from a replication of Jacobson, Lalonde, and Sullivan, 2005," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 1098-1108, November.
  • Dynarski, Susan & Jacob, Brian A. & Kreisman, Daniel, 2018. "How Important Are Fixed Effects and Time Trends in Estimating Returns to Schooling? Evidence from a Replication of Jacobson, Lalonde and Sullivan, 2005," IZA Discussion Papers 11935, Institute of Labor Economics (IZA).
• Carriero, Andrea & Galvao, Ana Beatriz & Marcellino, Massimiliano, 2018. "Credit Conditions and the Asymmetric Effects of Monetary Policy Shocks," EMF Research Papers 17, Economic Modelling and Forecasting Group.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
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  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019. "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, vol. 212(1), pages 155-176.
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• Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam, 2019. "Can media and text analytics provide insights into labour market conditions in China?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49, Bank for International Settlements.
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  • Bailliu, Jeannine & Han, Xinfen & Kruger, Mark & Liu, Yu-Hsien & Thanabalasingam, Sri, 2018. "Can media and text analytics provide insights into labour market conditions in China?," BOFIT Discussion Papers 9/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
• Maximilian Schäfer & Geza Sapi & Szabolcs Lorincz, 2018. "The Effect of Big Data on Recommendation Quality: The Example of Internet Search," Discussion Papers of DIW Berlin 1730, DIW Berlin, German Institute for Economic Research.
  • Schaefer, Maximilian & Sapi, Geza & Lorincz, Szabolcs, 2018. "The effect of big data on recommendation quality: The example of internet search," DICE Discussion Papers 284, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Ricardo Hausmann & Julian Hinz & Muhammed A. Yildirim, 2018. "Measuring Venezuelan Emigration with Twitter," CID Working Papers 342, Center for International Development at Harvard University.
  • Hausmann, Ricardo & Hinz, Julian & Yildirim, Muhammed A., 2018. "Measuring Venezuelan emigration with Twitter," Kiel Working Papers 2106, Kiel Institute for the World Economy (IfW Kiel).
  • Ricardo Hausmann & Julian Hinz & Muhammed A. Yildirim, 2018. "Measuring Venezuelan Emigration with Twitter," Growth Lab Working Papers 113, Harvard's Growth Lab.
• Daniel Volker & Neubert Magnus & Orban Agnes, 2018. "Fictional Expectations and the Global Media in the Greek Debt Crisis: A Topic Modeling Approach," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, vol. 59(2), pages 525-566, May.
  • Daniel, Volker & Neubert, Magnus & Orban, Agnes, 2018. "Fictional expectations and the global media in the Greek debt crisis: A topic modeling approach," Working Papers 4, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Klos, Jonas & Krieger, Tim & Stöwhase, Sven, 2018. "A New Measure of Intra-generational Redistribution within PAYG Pension Schemes and its Application to German Micro-data," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181580, Verein für Socialpolitik / German Economic Association.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  • Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
  • Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
• Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2023. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(3), pages 1265-1303.
  • Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2018. "Marginal jobs and job surplus: a test of the efficiency of separations," ECON - Working Papers 314, Department of Economics - University of Zurich.
  • Simon Jäger & Benjamin Schoefer & Josef Zweimüller, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," NBER Working Papers 25492, National Bureau of Economic Research, Inc.
  • Jäger, Simon & Schoefer, Benjamin & Zweimüller, Josef, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," IZA Discussion Papers 12127, Institute of Labor Economics (IZA).
  • Zweimüller, Josef & Jäger, Simon & Schoefer, Benjamin, 2019. "Marginal Jobs and Job Surplus: A Test of the Efficiency of Separations," CEPR Discussion Papers 13473, C.E.P.R. Discussion Papers.

2017

• Tommaso Proietti & Alessandro Giovannelli, 2018. "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
• Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
  • Martin M. Andreasen & Jens H.E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," CREATES Research Papers 2017-31, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Ko, Kyunghwan, 2020. "Improving forecast accuracy of financial vulnerability: PLS factor model approach," Economic Modelling, Elsevier, vol. 88(C), pages 341-355.
  • Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2017-03, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Kyunghwan Ko, 2019. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," Auburn Economics Working Paper Series auwp2019-03, Department of Economics, Auburn University.
  • Kim, Hyeongwoo & Ko, Kyunghwan, 2018. "Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach," MPRA Paper 89449, University Library of Munich, Germany.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
  • Christian Gouriéroux & Alain Monfort & Eric Renault, 2016. "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers 2016-33, Center for Research in Economics and Statistics.
  • Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers 2017-10, Center for Research in Economics and Statistics.
• Luis Alejandro Lopez-Agudo & John Jerrim & Oscar David Marcenaro Gutierrez & Nikki Shure, 2017. "To weight or not to weight?: the case of PISA data," Investigaciones de Economía de la Educación volume 12, in: Juan Cándido Gómez Gallego & María Concepción Pérez Cárceles & Laura Nieto Torrejón (ed.), Investigaciones de Economía de la Educación 12, edition 1, volume 12, chapter 13, pages 285-302, Asociación de Economía de la Educación.
• Sorin Manole & Laura Panoiu & Adriana Paunescu, 2017. "Impact of Migration upon a Receiving Country’s Economic Development," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 19(46), pages 670-670, August.
• T. Tony Cai & Wenguang Sun, 2017. "Large-Scale Global and Simultaneous Inference: Estimation and Testing in Very High Dimensions," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 411-439, September.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers 201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
• Franchi, Massimo & Paruolo, Paolo, 2020. "Cointegration In Functional Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 803-839, October.
  • Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series 2017/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
  • Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," Papers 1712.07522, arXiv.org, revised Oct 2018.
• Danut-Octavian SIMION & Emilia VASILE, 2017. "Applications For Businesses That Uses Relational Databases:," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 45(1), pages 61-72, March.
• Danut-Octavian SIMION, 2017. "Evaluation Of The Economic Activity Through Experts Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 46(2), pages 63-75, June.
• Nelu BURCEA & Danut-Octavian SIMION, 2017. "The Management Of Software Products Through Economic Information Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 47(3), pages 111-124, Supplemen.
• Emilia VASILE & Danut-Octavian SIMION, 2017. "Representation Of Knowledge And Algorithms For Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 48(4), pages 7-20, December.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
  • Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute of Labor Economics (IZA).
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 15/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 45/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP45/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
  • Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
  • Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute of Labor Economics (IZA).
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 45/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 15/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP45/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Lidiya Guryanova & Tamara Klebanova & Tetiana Trunova, 2017. "Modeling the Financial Strategy of the Enterprise in an Unstable Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 91-109.
• Carlos Casanova & Alvaro Ortiz & Tomasa Rodrigo & Le Xia & Joaquín Iglesias, 2017. "Tracking chinese vulnerability in real time using Big Data," Working Papers 17/13, BBVA Bank, Economic Research Department.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
  • Marcellino, Massimiliano & Kapetanios, George & Venditti, Fabrizio, 2016. "Large Time-Varying Parameter VARs: A Non-Parametric Approach," CEPR Discussion Papers 11560, C.E.P.R. Discussion Papers.
  • George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2017. "Large time-varying parameter VARs: a non-parametric approach," Temi di discussione (Economic working papers) 1122, Bank of Italy, Economic Research and International Relations Area.
• Dario Sansone, 2017. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers gueconwpa~17-17-09, Georgetown University, Department of Economics.
  • Dario Sansone, 2017. "Now You See Me: High School Dropout and Machine Learning," 2017 Stata Conference 5, Stata Users Group.
• Chakraborty, Chiranjit & Joseph, Andreas, 2017. "Machine learning at central banks," Bank of England working papers 674, Bank of England.
• Bholat, David & Brookes, James & Cai, Chris & Grundy, Katy & Lund, Jakob, 2017. "Sending firm messages: text mining letters from PRA supervisors to banks and building societies they regulate," Bank of England working papers 688, Bank of England.
• Hyeongwoo Kim & Kyunghwan Ko, 2017. "Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach," Working Papers 2017-14, Economic Research Institute, Bank of Korea.
• Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
  • Tim Oliver Berg, 2015. "Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound," ifo Working Paper Series 203, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Using Survey Data to Forecast Real Activity with Evolutionary Algorithms. a Cross-Country Analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 20(2), pages 329-349, November.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis," Journal of Applied Economics, Universidad del CEMA, vol. 20, pages 329-349, November.
• Matthew Bursnall & Vahé Nafilyan & Stefan Speckesser, 2017. "An analysis of the duration and achievement of apprenticeships in England," CVER Briefing Notes 004, Centre for Vocational Education Research.
• Sophie Hedges & Vahé Nafilyan & Stefan Speckesser & Augustin de Coulon, 2017. "Young people in low level vocational education: characteristics, trajectories and labour market outcomes," CVER Research Papers 004, Centre for Vocational Education Research.
• Vahé Nafilyan & Stefan Speckesser, 2017. "The longer the better? The impact of the 2012 apprenticeship reform in England on achievement and other outcomes," CVER Research Papers 006, Centre for Vocational Education Research.
• Grajzl, Peter & Murrell, Peter, 2019. "Toward understanding 17th century English culture: A structural topic model of Francis Bacon's ideas," Journal of Comparative Economics, Elsevier, vol. 47(1), pages 111-135.
  • Peter Grajzl & Peter Murrell, 2017. "Toward Understanding 17th Century English Culture: A Structural Topic Model of Francis Bacon's Ideas," CESifo Working Paper Series 6443, CESifo.
• Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017. "Forecasting economic activity in data-rich environment," EconomiX Working Papers 2017-5, University of Paris Nanterre, EconomiX.
  • Dalibor Stevanovic & Rachidi Kotchoni & Maxime Leroux, 2017. "Forecasting economic activity in data-rich environment," CIRANO Working Papers 2017s-05, CIRANO.
  • Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017. "Forecasting economic activity in data-rich environment," Working Papers hal-04141668, HAL.
• Ariadne M. Checo & Salomé Pradel & Francisco A. Ramírez, 2017. "The Effects of USA Monetary Policy on Central America and the Dominican Republic," Investigación Conjunta-Joint Research, in: Ángel Estrada García & Alberto Ortiz Bolaños (ed.), International Spillovers of Monetary Policy, edition 1, chapter 7, pages 189-222, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
• Ángel Estrada García & Alberto Ortiz Bolaños (ed.), 2017. "International Spillovers of Monetary Policy," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, edition 1, volume 1, number 3, December.
• Alvaro J. Riascos & Mauricio Romero & Natalia Serna, 2017. "Risk Adjustment Revisited using Machine Learning Techniques," Documentos CEDE 15601, Universidad de los Andes, Facultad de Economía, CEDE.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2021. "Economic Predictions With Big Data: The Illusion of Sparsity," Econometrica, Econometric Society, vol. 89(5), pages 2409-2437, September.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio, 2017. "Economic Predictions with Big Data: The Illusion Of Sparsity," CEPR Discussion Papers 12256, C.E.P.R. Discussion Papers.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics 20180521, Federal Reserve Bank of New York.
  • Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018. "Economic predictions with big data: the illusion of sparsity," Staff Reports 847, Federal Reserve Bank of New York.
  • Giannone, Domenico & Lenza, Michele & Primiceri, Giorgio E., 2021. "Economic predictions with big data: the illusion of sparsity," Working Paper Series 2542, European Central Bank.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
  • Christian Gouriéroux & Alain Monfort & Eric Renault, 2016. "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers 2016-33, Center for Research in Economics and Statistics.
  • Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Working Papers 2017-10, Center for Research in Economics and Statistics.
• Max Nathan & Anna Rosso, 2017. "Innovative events," Development Working Papers 429, Centro Studi Luca d'Agliano, University of Milano, revised 08 Apr 2019.
  • Max Nathan & Anna Rosso, 2019. "Innovative events," CEP Discussion Papers dp1607, Centre for Economic Performance, LSE.
  • Nathan, Max & Rosso, Anna, 2019. "Innovative Events," IZA Discussion Papers 12213, Institute of Labor Economics (IZA).
  • Nathan, Max & Rosso, Anna, 2019. "Innovative events," LSE Research Online Documents on Economics 102626, London School of Economics and Political Science, LSE Library.
  • Nathan, Max & Rosso, Anna, 2019. "Innovative Events," SocArXiv t3jrq, Center for Open Science.
• Alvarez Iturri, Silvana Valeria, 2017. "Pricing the quality of an innovative idea," INDEM - Working Paper Business Economic Series 24183, Instituto para el Desarrollo Empresarial (INDEM).
• Alvarez Iturri, Silvana Valeria, 2017. "Pricing the quality of an innovative idea," IC3JM - Estudios = Working Papers 24183, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM).
• Benjamin David, 2017. "Model economic phenomena with CART and Random Forest algorithms," EconomiX Working Papers 2017-46, University of Paris Nanterre, EconomiX.
• Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017. "Forecasting economic activity in data-rich environment," Working Papers hal-04141668, HAL.
  • Maxime Leroux & Rachidi Kotchoni & Dalibor Stevanovic, 2017. "Forecasting economic activity in data-rich environment," EconomiX Working Papers 2017-5, University of Paris Nanterre, EconomiX.
  • Dalibor Stevanovic & Rachidi Kotchoni & Maxime Leroux, 2017. "Forecasting economic activity in data-rich environment," CIRANO Working Papers 2017s-05, CIRANO.
• Ciccarelli, Matteo & García, Juan Angel & Montes-Galdón, Carlos, 2017. "Unconventional monetary policy and the anchoring of inflation expectations," Working Paper Series 1995, European Central Bank.
• K. Benkovskis & B. Bluhm & E. Bobeica & C. Osbat & S. Zeugner, 2020. "What drives export market shares? It depends! An empirical analysis using Bayesian model averaging," Empirical Economics, Springer, vol. 59(2), pages 817-869, August.
  • Konstantins Benkovskis & Benjamin Bluhm & Elena Bobeica & Chiara Osbat & Stefan Zeugner, 2017. "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Papers 2017/02, Latvijas Banka.
  • Osbat, Chiara & Benkovskis, Konstantins & Bluhm, Benjamin & Bobeica, Elena & Zeugner, Stefan, 2017. "What drives export market shares? It depends! An empirical analysis using Bayesian Model Averaging," Working Paper Series 2090, European Central Bank.
• Md. Shakib Hossain & Md. Ziaur Rahman, 2017. "Does Governance Facilitate Foreign Direct Investment in Developing Countries?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 164-177.
• Bee, Marco & Riccaboni, Massimo & Trapin, Luca, 2017. "An extreme value analysis of the last century crises across industries in the U.S. economy," Journal of Economic Dynamics and Control, Elsevier, vol. 81(C), pages 65-78.
  • Marco Bee & Massimo Riccaboni & Luca Trapin, 2016. "An extreme value analysis of the last century crises across industries in the U.S. economy," Working Papers 02/2016, IMT School for Advanced Studies Lucca, revised Feb 2016.
• Wongboonsin, Kua & Phiromswad, Piyachart, 2017. "Searching for empirical linkages between demographic structure and economic growth," Economic Modelling, Elsevier, vol. 60(C), pages 364-379.
• Liu, Jing & Wei, Yu & Ma, Feng & Wahab, M.I.M., 2017. "Forecasting the realized range-based volatility using dynamic model averaging approach," Economic Modelling, Elsevier, vol. 61(C), pages 12-26.
• Ma, Feng & Liu, Jing & Huang, Dengshi & Chen, Wang, 2017. "Forecasting the oil futures price volatility: A new approach," Economic Modelling, Elsevier, vol. 64(C), pages 560-566.
• Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro-Gutierrez, Oscar D. & Shure, Nikki, 2017. "What happens when econometrics and psychometrics collide? An example using the PISA data," Economics of Education Review, Elsevier, vol. 61(C), pages 51-58.
  • John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure, 2017. "What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data," DoQSS Working Papers 17-04, Quantitative Social Science - UCL Social Research Institute, University College London.
  • Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro Gutierrez, Oscar & Shure, Nikki, 2017. "What Happens When Econometrics and Psychometrics Collide? An Example Using the PISA Data," IZA Discussion Papers 10847, Institute of Labor Economics (IZA).
• Fosten, Jack, 2017. "Confidence intervals in regressions with estimated factors and idiosyncratic components," Economics Letters, Elsevier, vol. 157(C), pages 71-74.
• Gagliardini, Patrick & Gouriéroux, Christian, 2017. "Double instrumental variable estimation of interaction models with big data," Journal of Econometrics, Elsevier, vol. 201(2), pages 176-197.
• Aït-Sahalia, Yacine & Xiu, Dacheng, 2017. "Using principal component analysis to estimate a high dimensional factor model with high-frequency data," Journal of Econometrics, Elsevier, vol. 201(2), pages 384-399.
• Shang, Han Lin, 2017. "Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration," Econometrics and Statistics, Elsevier, vol. 1(C), pages 184-200.
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  • Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017. "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, vol. 33(2), pages 345-358.
  • Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016. "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers 10/16, Monash University, Department of Econometrics and Business Statistics.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
• Davis, Morris A. & Oliner, Stephen D. & Pinto, Edward J. & Bokka, Sankar, 2017. "Residential land values in the Washington, DC metro area: New insights from big data," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 224-246.
  • Edward J. Pinto & Stephen D. Oliner & Morris A. Davis & Sankar Bokka, 2016. "Residential land values in the Washington, DC metro area: New insights from big data," AEI Economics Working Papers 872547, American Enterprise Institute.
• Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," Monash Econometrics and Business Statistics Working Papers 1/17, Monash University, Department of Econometrics and Business Statistics.
  • Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," CAMA Working Papers 2017-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
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• Ya Qian & Wolfgang Karl Härdle & Cathy Yi-Hsuan Chen, 2017. "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers SFB649DP2017-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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• Alona Zharova & Wolfgang K. Härdle & Stefan Lessmann, 2017. "Is Scientific Performance a Function of Funds?," SFB 649 Discussion Papers SFB649DP2017-028, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
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  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 15/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 45/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
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• Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro-Gutierrez, Oscar D. & Shure, Nikki, 2017. "What happens when econometrics and psychometrics collide? An example using the PISA data," Economics of Education Review, Elsevier, vol. 61(C), pages 51-58.
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• Simon Freyaldenhoven, 2017. "A Generalized Factor Model with Local Factors," 2017 Papers pfr361, Job Market Papers.
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• Iulian Lolea, 2017. "Where did the GARCH Models Perform Best in Terms of Volatility Forecasting? Equity vs. Commodities Markets," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(3), pages 79-86, September.
• Ralf Brüggemann & Christian Kascha, 2017. "Directed Graphs and Variable Selection in Large Vector Autoregressive Models," Working Paper Series of the Department of Economics, University of Konstanz 2017-06, Department of Economics, University of Konstanz.
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• Jaqueson K. Galimberti, 2020. "Forecasting GDP Growth from Outer Space," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(4), pages 697-722, August.
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• Narongdech Keeratipranon & Phatcharasak Phawanaphinyo, 2017. "Optimal Active Energy Loss with Feeder Routing and Renewable Energy for Smart Grid Distribution," Journal of Reviews on Global Economics, Lifescience Global, vol. 6, pages 269-278.
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• Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017. "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," NBER Working Papers 23918, National Bureau of Economic Research, Inc.
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• Damien Échevin & Qing Li & Marc-André Morin, 2017. "Hospital Readmission is Highly Predictable from Deep Learning," Cahiers de recherche 1705, Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques.
• Gabriele, Mazzolini & Laura, Pagani & Alessandro, Santoro, 2017. "The deterrence effect of real-world operational tax audits," Working Papers 359, University of Milano-Bicocca, Department of Economics, revised 03 Feb 2017.
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• François Gardes, 2017. "Angus Deaton, prix à la mémoire d'Alfred Nobel 2015 : un maître de l'économie appliquée," Documents de travail du Centre d'Economie de la Sorbonne 17025, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dominique Guegan & Bertrand Hassani, 2017. "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Documents de travail du Centre d'Economie de la Sorbonne 17034, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Dominique Guegan & Bertrand Hassani, 2017. "Regulatory Learning: how to supervise machine learning models? An application to credit scoring," Documents de travail du Centre d'Economie de la Sorbonne 17034r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2017.
• Okay Gunes, 2017. "Hedonic Recommendations: An Econometric Application on Big Data," Documents de travail du Centre d'Economie de la Sorbonne 17061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Timur Behlul & Anastasios Panagiotelis & George Athanasopoulos & Rob J Hyndman & Farshid Vahid, 2017. "The Australian Macro Database: An online resource for macroeconomic research in Australia," CAMA Working Papers 2017-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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• Panagiotelis, Anastasios & Athanasopoulos, George & Hyndman, Rob J. & Jiang, Bin & Vahid, Farshid, 2019. "Macroeconomic forecasting for Australia using a large number of predictors," International Journal of Forecasting, Elsevier, vol. 35(2), pages 616-633.
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• Raïsa Basselier & David de Antonio Liedo & Geert Langenus,, 2017. "Nowcasting real economic activity in the euro area : Assessing the impact of qualitative surveys," Working Paper Research 331, National Bank of Belgium.
• Szafranek, Karol, 2019. "Bagged neural networks for forecasting Polish (low) inflation," International Journal of Forecasting, Elsevier, vol. 35(3), pages 1042-1059.
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• Andrés F. Barrientos & Alexander Bolton & Tom Balmat & Jerome P. Reiter & John M. de Figueiredo & Ashwin Machanavajjhala & Yan Chen & Charles Kneifel & Mark DeLong, 2017. "A Framework for Sharing Confidential Research Data, Applied to Investigating Differential Pay by Race in the U. S. Government," NBER Working Papers 23534, National Bureau of Economic Research, Inc.
• Alexander M. Chinco & Mao Ye, 2017. "Investment-Horizon Spillovers," NBER Working Papers 23650, National Bureau of Economic Research, Inc.
• Serena Ng, 2017. "Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data," NBER Working Papers 23673, National Bureau of Economic Research, Inc.
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• Tagiew, Rustam & Ignatov, Dmitry I., 2017. "Behavior Mining in h-index Ranking Game," MPRA Paper 82795, University Library of Munich, Germany.
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• Antoine A. Djogbenou, 2020. "Comovements in the real activity of developed and emerging economies: A test of global versus specific international factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(3), pages 344-370, April.
  • Antoine A. Djogbenou, 2018. "Comovements In The Real Activity Of Developed And Emerging Economies: A Test Of Global Versus Specific International Factors," Working Paper 1392, Economics Department, Queen's University.
• Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro-Gutierrez, Oscar D. & Shure, Nikki, 2017. "What happens when econometrics and psychometrics collide? An example using the PISA data," Economics of Education Review, Elsevier, vol. 61(C), pages 51-58.
  • Jerrim, John & Lopez-Agudo, Luis Alejandro & Marcenaro Gutierrez, Oscar & Shure, Nikki, 2017. "What Happens When Econometrics and Psychometrics Collide? An Example Using the PISA Data," IZA Discussion Papers 10847, Institute of Labor Economics (IZA).
  • John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure, 2017. "What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data," DoQSS Working Papers 17-04, Quantitative Social Science - UCL Social Research Institute, University College London.
• Fornaro, Paolo & Luomaranta, Henri & Saarinen, Lauri, 2017. "Nowcasting Finnish Turnover Indexes Using Firm-Level Data," ETLA Working Papers 46, The Research Institute of the Finnish Economy.
• Frieling, Julius & Madlener, Reinhard, 2017. "The Turning Tide: How Energy has Driven the Transformation of the British Economy Since the Industrial Revolution," FCN Working Papers 7/2017, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN).
• Michal Antoszewski, 2017. "Panel estimation of sectoral substitution elasticities for CES production functions," EcoMod2017 10160, EcoMod.
  • Antoszewski, Michal, 2017. "Panel estimation of sectoral substitution elasticities for CES production functions," MF Working Papers 28, Ministry of Finance in Poland.
• Andreea – Cristina PETRICA & Stelian STANCU, 2017. "Empirical Results of Modeling EUR/RON Exchange Rate using ARCH, GARCH, EGARCH, TARCH and PARCH models," Romanian Statistical Review, Romanian Statistical Review, vol. 65(1), pages 57-72, March.
• Tommaso Proietti & Alessandro Giovannelli, 2018. "A Durbin–Levinson regularized estimator of high-dimensional autocovariance matrices," Biometrika, Biometrika Trust, vol. 105(4), pages 783-795.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CREATES Research Papers 2017-20, Department of Economics and Business Economics, Aarhus University.
  • Tommaso Proietti & Alessandro Giovannelli, 2017. "A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices," CEIS Research Paper 410, Tor Vergata University, CEIS, revised 19 Jul 2017.
• Di Iorio, Francesca & Fachin, Stefano, 2021. "Evaluating restricted common factor models for non-stationary data," Econometrics and Statistics, Elsevier, vol. 17(C), pages 64-75.
  • Francesca Di Iorio & Stefano Fachin, 2017. "Evaluating Restricted Common Factor models for non-stationary data," DSS Empirical Economics and Econometrics Working Papers Series 2017/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Massimo Franchi & Paolo Paruolo, 2019. "A general inversion theorem for cointegration," Econometric Reviews, Taylor & Francis Journals, vol. 38(10), pages 1176-1201, November.
  • Massimo Franchi & Paolo Paruolo, 2017. "A general inversion theorem for cointegration," DSS Empirical Economics and Econometrics Working Papers Series 2017/3, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Franchi, Massimo & Paruolo, Paolo, 2020. "Cointegration In Functional Autoregressive Processes," Econometric Theory, Cambridge University Press, vol. 36(5), pages 803-839, October.
  • Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," Papers 1712.07522, arXiv.org, revised Oct 2018.
  • Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," DSS Empirical Economics and Econometrics Working Papers Series 2017/5, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
• Emilia Vasile & Danut Octavian Simion, 2017. "The Management of Businesses through Information Systems," Working papers Globalization - Economic, Social and Moral Implications, April 2017 20, Research Association for Interdisciplinary Studies.
• Alain Galli, 2018. "Which Indicators Matter? Analyzing the Swiss Business Cycle Using a Large-Scale Mixed-Frequency Dynamic Factor Model," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 14(2), pages 179-218, November.
  • Dr. Alain Galli, 2017. "Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model," Working Papers 2017-08, Swiss National Bank.
• Júlia Gallego Ziero Uhr & André Luis Squarize Chagas, Daniel de Abreu Pereira Uhr, Renan Porn Peres, 2017. "A study on environmental infractions for Brazilian municipalities: a spatial dynamic panel approach," Working Papers, Department of Economics 2017_13, University of São Paulo (FEA-USP).
• Hocine Mokhtar-Kharroubi, 2017. "Convex and convex-like optimization over a range inclusion problem and first applications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 277-299, November.
• Ricardo Buettner, 2017. "Predicting user behavior in electronic markets based on personality-mining in large online social networks," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(3), pages 247-265, August.
• Eric. W. K. See-To & Yang Yang, 2017. "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(3), pages 283-296, August.
• Júlia Varga, 2017. "Out-migration and attrition of physicians and dentists before and after EU accession (2003 and 2011): the case of Hungary," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 18(9), pages 1079-1093, December.
  • Júlia Varga, 2016. "Out-migration and attrition of physicians and dentists before and after EU accession (2003 and 2011). The case of Hungary," Budapest Working Papers on the Labour Market 1604, Institute of Economics, Centre for Economic and Regional Studies.
• Thomas Reutterer & Kurt Hornik & Nicolas March & Kathrin Gruber, 2017. "A data mining framework for targeted category promotions," Journal of Business Economics, Springer, vol. 87(3), pages 337-358, April.
• Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
  • Voigt, Sebastian & Hinz, Oliver, 2016. "Assessing the Economic Effects of Server Launches in Free-to-Play MMO Games," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 84846, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• R. P. Brito & H. Sebastião & P. Godinho, 2017. "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(2), pages 65-86, August.
  • Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect," GEMF Working Papers 2016-13, GEMF, Faculty of Economics, University of Coimbra.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017. "A new approach for the quantification of qualitative measures of economic expectations," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(6), pages 2685-2706, November.
• Jessica Petersen & Fabian Hattke & Rick Vogel, 2017. "Editorial governance and journal impact: a study of management and business journals," Scientometrics, Springer;Akadémiai Kiadó, vol. 112(3), pages 1593-1614, September.
• Scott French, 2017. "A Gravity-Based Revealed Comparative Advantage Estimator," Discussion Papers 2017-05, School of Economics, The University of New South Wales.
• Rachida Ouysse, 2017. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12, School of Economics, The University of New South Wales.
  • Rachida Ouysse, 2019. "Constrained principal components estimation of large approximate factor models," Discussion Papers 2017-12a, School of Economics, The University of New South Wales.
• Chris van Wyk & Anderson Gondwe & Pierre de Villiers, 2017. "Learner flow through patterns in the Western Cape using CEMIS datasets from 2007 to 2014: A longitudinal cohort analysis," Working Papers 02/2017, Stellenbosch University, Department of Economics.
• Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis," Journal of Applied Economics, Universidad del CEMA, vol. 20, pages 329-349, November.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Using Survey Data to Forecast Real Activity with Evolutionary Algorithms. a Cross-Country Analysis," Journal of Applied Economics, Taylor & Francis Journals, vol. 20(2), pages 329-349, November.
• Michael Greenacre, 2017. "Towards a pragmatic approach to compositional data analysis," Economics Working Papers 1554, Department of Economics and Business, Universitat Pompeu Fabra.
• Michael Greenacre, 2017. "Data reporting and visualization in ecology," Economics Working Papers 1558, Department of Economics and Business, Universitat Pompeu Fabra.
• Brady, Ryan R. & Insler, Michael A., 2019. "Order of play advantage in sequential tournaments: Evidence from randomized settings in professional golf," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 79(C), pages 79-92.
  • Ryan Brady & Michael Insler, 2017. "Order of Play Advantage in Sequential Tournaments: Evidence from randomized settings in professional golf," Departmental Working Papers 54, United States Naval Academy Department of Economics.
• Kjosev Sasho & Novkovska Blagica, 2017. "Developing Social Accounting Matrix for Macedonia: a challenge ahead," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 3(2), pages 10-19, December.
• Eryk Kopczyński & Dorota Celińska, 2017. "Hyperbolic grids and discrete random graphs," Working Papers 2017-20, Faculty of Economic Sciences, University of Warsaw.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2017. "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
  • Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
• Foos, Daniel & Lütkebohmert, Eva & Markovych, Mariia & Pliszka, Kamil, 2017. "Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve," Discussion Papers 24/2017, Deutsche Bundesbank.
• Momanyi, Kevin, 2017. "An Econometric Analysis of The Impact of Telecare on The Length of Stay in Hospital," EconStor Preprints 168559, ZBW - Leibniz Information Centre for Economics, revised 2017.
• Katja Heinisch & Rolf Scheufele, 2019. "Should Forecasters Use Real‐Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, Verein für Socialpolitik, vol. 20(4), pages 170-200, November.
  • Heinisch Katja & Scheufele Rolf, 2019. "Should Forecasters Use Real-Time Data to Evaluate Leading Indicator Models for GDP Prediction? German Evidence," German Economic Review, De Gruyter, vol. 20(4), pages 170-200, December.
  • Heinisch, Katja & Scheufele, Rolf, 2017. "Should forecasters use real-time data to evaluate leading indicator models for GDP prediction? German evidence," IWH Discussion Papers 5/2017, Halle Institute for Economic Research (IWH).
• Haskamp, Ulrich, 2017. "Improving the forecasts of European regional banks' profitability with machine learning algorithms," Ruhr Economic Papers 705, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Qian, Ya & Härdle, Wolfgang Karl & Chen, Cathy Yi-Hsuan, 2017. "Industry Interdependency Dynamics in a Network Context," SFB 649 Discussion Papers 2017-012, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020. "Adaptive weights clustering of research papers," Digital Finance, Springer, vol. 2(3), pages 169-187, December.
  • Adamyan, Larisa & Efimov, Kirill & Chen, Cathy Yi-hsuan & Härdle, Wolfgang Karl, 2017. "Adaptive weights clustering of research papers," SFB 649 Discussion Papers 2017-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
  • Burdejová, Petra & Härdle, Wolfgang Karl, 2017. "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers 2017-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017. "Is scientific performance a function of funds?," SFB 649 Discussion Papers 2017-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

2016

• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
  • Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
• Nicholas Bloom & Renata Lemos & Raffaella Sadun & Daniela Scur & John Van Reenen, 2016. "International Data on Measuring Management Practices," American Economic Review, American Economic Association, vol. 106(5), pages 152-156, May.
  • Bloom, Nicholas & Lemos, Renata & Sadun, Raffaella & Scur, Daniela & Van Reenen, John, 2016. "International data on measuring management practices," LSE Research Online Documents on Economics 67379, London School of Economics and Political Science, LSE Library.
  • Nicholas Bloom & Renata Lemos & Raffaella Sadun & Daniela Scur & John Van Reenen, 2016. "International Data on Measuring Management Practices," CEP Occasional Papers 46, Centre for Economic Performance, LSE.
• Liran Einav & Amy Finkelstein & Raymond Kluender & Paul Schrimpf, 2016. "Beyond Statistics: The Economic Content of Risk Scores," American Economic Journal: Applied Economics, American Economic Association, vol. 8(2), pages 195-224, April.
  • Liran Einav & Amy Finkelstein & Raymond Kluender & Paul Schrimpf, "undated". "Beyond Statistics: The Economic Content of Risk Scores," Discussion Papers 15-024, Stanford Institute for Economic Policy Research.
  • Liran Einav & Amy Finkelstein & Raymond Kluender & Paul Schrimpf, 2015. "Beyond Statistics: The Economic Content of Risk Scores," NBER Working Papers 21304, National Bureau of Economic Research, Inc.
• Alberto Cavallo & Roberto Rigobon, 2016. "The Billion Prices Project: Using Online Prices for Measurement and Research," Journal of Economic Perspectives, American Economic Association, vol. 30(2), pages 151-178, Spring.
  • Alberto Cavallo & Roberto Rigobon, 2016. "The Billion Prices Project: Using Online Prices for Measurement and Research," NBER Working Papers 22111, National Bureau of Economic Research, Inc.
• Emmanuel Olusegun STOBER, 2016. "Crude Oil Price Shocks And Macroeconomic Behavior In Nigeria," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 5(1), pages 56-66, JULY.
• Ufuk Çelik & Eyüp Akçetin & Abdulkadir Yaldır, 2016. "Analysis of Volvo IT's Closed Problem Management Processes By Using Process Mining Software ProM and Disco," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 4(2), pages 171-182, December.
• Gordon Rausser & David A. Bessler, 2016. "Information Recovery and Causality: A Tribute to George Judge," Annual Review of Resource Economics, Annual Reviews, vol. 8(1), pages 7-23, October.
• Jushan Bai & Peng Wang, 2016. "Econometric Analysis of Large Factor Models," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 53-80, October.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
  • Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute of Labor Economics (IZA).
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 15/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 45/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP45/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
  • Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers 1606.00142, arXiv.org.
• Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
  • Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
• Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper 73622, University Library of Munich, Germany.
  • Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers 1609.03344, arXiv.org, revised Sep 2016.
• M. Raddant & F. Wagner, 2022. "Multivariate GARCH with dynamic beta," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1324-1343, October.
  • Matthias Raddant & Friedrich Wagner, 2016. "Multivariate Garch with dynamic beta," Papers 1609.07051, arXiv.org, revised Nov 2019.
• Chen, Le-Yu & Lee, Sokbae, 2018. "Best subset binary prediction," Journal of Econometrics, Elsevier, vol. 206(1), pages 39-56.
  • Le-Yu Chen & Sokbae Lee, 2016. "Best Subset Binary Prediction," Papers 1610.02738, arXiv.org, revised May 2018.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers CWP50/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Le-Yu Chen & Sokbae (Simon) Lee, 2017. "Best subset binary prediction," CeMMAP working papers 50/17, Institute for Fiscal Studies.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
  • Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute of Labor Economics (IZA).
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 15/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 45/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP45/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 649-688, August.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Papers 1501.03430, arXiv.org, revised Aug 2015.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers 36/16, Institute for Fiscal Studies.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
  • Andrea Carriero & Todd E. Clark & Marcellino Massimiliano, 2016. "Measuring Uncertainty and Its Impact on the Economy," Working Papers (Old Series) 1622, Federal Reserve Bank of Cleveland.
  • Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2016. "Measuring Uncertainty and Its Impact on the Economy," BAFFI CAREFIN Working Papers 1639, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Kan Chen & Mario Crucini, 2016. "Trends & Cycles in Small Open Economies:Making the Case for a General Equilibrium Approach," Working Papers 16/12, BBVA Bank, Economic Research Department.
• Burdeau, E. & Potier, L., 2016. "Crédits à l’habitat : taux d’intérêt, durée des crédits et profil des emprunteurs," Bulletin de la Banque de France, Banque de France, issue 206, pages 5-18.
• Tor Korneliussen & Michael Greenacre, 2016. "Information sources used by European tourists: A cross-cultural study," Economics Working Papers 1527, Department of Economics and Business, Universitat Pompeu Fabra.
  • Tor Korneliussen & Michael Greenacre, 2016. "Information Sources Used by European Tourists: A Cross-Cultural Study," Working Papers 915, Barcelona School of Economics.
• Bilandžić Ana & Marina Jeger & Šarlija Nataša, 2016. "Dealing with Interpretability Issues in Predicting Firm Growth: Factor Analysis Approach," Business Systems Research, Sciendo, vol. 7(2), pages 23-34, September.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
• Hilde C. Bj⊘rnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2020. "Do Central Banks Respond Timely to Developments in the Global Economy?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(2), pages 285-310, April.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Paper 2016/19, Norges Bank.
  • Hilde C. Bjornland & Leif Anders Thorsrud & Sepideh Khayati Zahiri, 2017. "Do central banks respond timely to developments in the global economy?," CAMA Working Papers 2017-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Hilde C. Bjørnland & Leif Anders Thorsrud & Sepideh K. Zahiri, 2016. "Do central banks respond timely to developments in the global economy?," Working Papers No 8/2016, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• Hacioglu, Sinem & Tuzcuoglu, Kerem, 2016. "Interpreting the latent dynamic factors by threshold FAVAR model," Bank of England working papers 622, Bank of England.
• François-Xavier Meunier & Célia Zyla, 2016. "Firm growth and knowledge flows: comparative analysis between defence and civil areas," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 89-108.
• Étienne Chamayou & Ronan Le Saout, 2016. "Changement d’enseigne sur le marché français des carburants : effets sur la concurrence locale d’une baisse des prix," Revue économique, Presses de Sciences-Po, vol. 67(5), pages 1085-1105.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," CESifo Working Paper Series 5824, CESifo.
  • A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics 1611, Faculty of Economics, University of Cambridge.
  • Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
• HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE 2016044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Hafner, C. M. & Linton, O., 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1664, Faculty of Economics, University of Cambridge.
  • Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers CWP52/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018. "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models," Econometrica, Econometric Society, vol. 86(4), pages 1479-1512, July.
  • Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers 290, Federal Reserve Bank of Dallas.
  • Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016. "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics 1677, Faculty of Economics, University of Cambridge.
• Nicholas Bloom & Renata Lemos & Raffaella Sadun & Daniela Scur & John Van Reenen, 2016. "International Data on Measuring Management Practices," American Economic Review, American Economic Association, vol. 106(5), pages 152-156, May.
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  • Nicholas Bloom & Renata Lemos & Raffaella Sadun & Daniela Scur & John Van Reenen, 2016. "International Data on Measuring Management Practices," CEP Occasional Papers 46, Centre for Economic Performance, LSE.
• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
  • Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," CESifo Working Paper Series 5824, CESifo.
  • A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics 1611, Faculty of Economics, University of Cambridge.
• Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Prévision de l’activité économique au Québec," CIRANO Project Reports 2016rp-08, CIRANO.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
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• Luis Arturo Bárcenas & Lorena Barreiro & Carolina Pagliacci, 2016. "What Is the Role of Size in Latin American Banks’ Performancein Response to External Shocks?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 233-273, july-dece.
• Luis Arturo Bárcenas & Lorena Barreiro & Carolina Pagliacci, 2016. "¿Cuál es el papel del tamaño de los bancos en su desempeño en América Latina ante choques externos?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 251-296, julio-dic.
• Oxana Babecka Kucharcukova & Jan Bruha, 2016. "Nowcasting the Czech Trade Balance," Working Papers 2016/11, Czech National Bank.
• Gustavo Peralta, 2016. "The Nature of Volatility Spillovers across the International Capital Markets," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Hafner, C. M. & Linton, O., 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1664, Faculty of Economics, University of Cambridge.
  • HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE 2016044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers CWP52/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• George Kapetanios & Massimiliano Marcellino & Fabrizio Venditti, 2019. "Large time‐varying parameter VARs: A nonparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(7), pages 1027-1049, November.
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• Jérémy L'Hour, 2016. "Distinguishing the Confounding Factors: Policy Evaluation, High-Dimension and Variable Selection," Working Papers 2016-23, Center for Research in Economics and Statistics.
• Christian Gouriéroux & Alain Monfort & Eric Renault, 2017. "Consistent Pseudo-Maximum Likelihood Estimators," Annals of Economics and Statistics, GENES, issue 125-126, pages 187-218.
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• Sebastian Voigt & Oliver Hinz, 2017. "Assessing the economic effects of server launches in free-to-play MMO games," Journal of Business Economics, Springer, vol. 87(4), pages 421-464, May.
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• Garcí­a, Juan Angel & Werner, Sebastian E. V., 2016. "Bond risk premia, macroeconomic factors and financial crisis in the euro area," Working Paper Series 1938, European Central Bank.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 16-32.
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• Chen, Kan & Crucini, Mario J., 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 159-168.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 217, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario Crucini, 2016. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," NBER Working Papers 22460, National Bureau of Economic Research, Inc.
  • Kan Chen & Mario Crucini, 2016. "Trends and cycles in small open economies: Making the case for a general equilibrium approach," CAMA Working Papers 2016-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kan Chen & Mario J. Crucini, 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 279, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," CAMA Working Papers 2014-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
• Byun, Sung Je, 2016. "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 162-180.
• Bernstein, Paul & Tuladhar, Sugandha D. & Yuan, Mei, 2016. "Economics of U.S. natural gas exports: Should regulators limit U.S. LNG exports?," Energy Economics, Elsevier, vol. 60(C), pages 427-437.
• Avanzi, Benjamin & Wong, Bernard & Yang, Xinda, 2016. "A micro-level claim count model with overdispersion and reporting delays," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 1-14.
• Butaru, Florentin & Chen, Qingqing & Clark, Brian & Das, Sanmay & Lo, Andrew W. & Siddique, Akhtar, 2016. "Risk and risk management in the credit card industry," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 218-239.
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• Bodnar, Taras & Reiß, Markus, 2016. "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 125-151.
• Stock, J.H. & Watson, M.W., 2016. "Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 415-525, Elsevier.
• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
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  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print hal-01724241, HAL.
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• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
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• Chen, Kan & Crucini, Mario J., 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 159-168.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 217, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario Crucini, 2016. "Trends and cycles in small open economies: Making the case for a general equilibrium approach," CAMA Working Papers 2016-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kan Chen & Mario Crucini, 2016. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," NBER Working Papers 22460, National Bureau of Economic Research, Inc.
  • Kan Chen & Mario J. Crucini, 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 279, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," CAMA Working Papers 2014-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kurt Unger & Fernando Varela, 2016. "Complejidad, competitividad e innovación en los estados mexicanos: La urgencia de una Política Industrial integral y diferenciada," Working Papers DTE 605, CIDE, División de Economía.
• Breitung Jörg & Eickmeier Sandra, 2016. "Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 177-214, Emerald Group Publishing Limited.
• Catherine Doz & Anna Petronevich, 2016. "Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 481-538, Emerald Group Publishing Limited.
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• R. Kelley Pace & James P. LeSage, 2016. "Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples," Advances in Econometrics, in: Spatial Econometrics: Qualitative and Limited Dependent Variables, volume 37, pages 3-34, Emerald Group Publishing Limited.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
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• Jushan Bai & Xu Han, 2016. "Structural Changes in High Dimensional Factor Models," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 11(1), pages 9-39, March.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2018. "Measuring Uncertainty and Its Impact on the Economy," The Review of Economics and Statistics, MIT Press, vol. 100(5), pages 799-815, December.
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• Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," CESifo Working Paper Series 5824, CESifo.
  • Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
  • A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics 1611, Faculty of Economics, University of Cambridge.
• Chen, Kan & Crucini, Mario J., 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 159-168.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 217, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario J. Crucini, 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 279, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario Crucini, 2016. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," NBER Working Papers 22460, National Bureau of Economic Research, Inc.
  • Kan Chen & Mario Crucini, 2016. "Trends and cycles in small open economies: Making the case for a general equilibrium approach," CAMA Working Papers 2016-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," CAMA Working Papers 2014-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2018. "A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models," Econometrica, Econometric Society, vol. 86(4), pages 1479-1512, July.
  • Chudik, A. & Kapetanios, G. & Pesaran, Hashem, 2016. "A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models," Cambridge Working Papers in Economics 1677, Faculty of Economics, University of Cambridge.
  • Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models," Globalization Institute Working Papers 290, Federal Reserve Bank of Dallas.
• R. P. Brito & H. Sebastião & P. Godinho, 2017. "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(2), pages 65-86, August.
  • Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect," GEMF Working Papers 2016-13, GEMF, Faculty of Economics, University of Coimbra.
• R. P. Brito & H. Sebastião & P. Godinho, 2017. "Portfolio choice with high frequency data: CRRA preferences and the liquidity effect," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(2), pages 65-86, August.
  • Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016. "Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect," GEMF Working Papers 2016-13, GEMF, Faculty of Economics, University of Coimbra.
• Yongchen Zhao, 2020. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
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• Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," FHFA Staff Working Papers 16-04, Federal Housing Finance Agency.
  • Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," Working Papers 2016-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
  • Sébastien GALANTI, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO 2413, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print hal-01724241, HAL.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers hal-01392253, HAL.
• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
  • Sébastien GALANTI, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO 2413, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers hal-01392253, HAL.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print hal-01724241, HAL.
• Júlia Varga, 2017. "Out-migration and attrition of physicians and dentists before and after EU accession (2003 and 2011): the case of Hungary," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 18(9), pages 1079-1093, December.
  • Júlia Varga, 2016. "Out-migration and attrition of physicians and dentists before and after EU accession (2003 and 2011). The case of Hungary," Budapest Working Papers on the Labour Market 1604, Institute of Economics, Centre for Economic and Regional Studies.
• Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," Working Papers 2016-010, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Alexander N. Bogin & William M. Doerner & William D. Larson, 2016. "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," FHFA Staff Working Papers 16-04, Federal Housing Finance Agency.
• Wolfgang K. Härdle & Chen Huang & Shih-Kang Chao, 2016. "Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions," SFB 649 Discussion Papers SFB649DP2016-018, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Tran, Ngoc M. & Burdejová, Petra & Ospienko, Maria & Härdle, Wolfgang K., 2019. "Principal component analysis in an asymmetric norm," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 1-21.
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• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021. "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, vol. 37(4), pages 794-816, August.
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  • Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Grazia Biorci & Antonella Emina & Michelangelo Puliga & Lisa Sella & Gianna Vivaldo, 2016. "Tweet-tales: moods of socio-economic crisis?," Working Papers 04/2016, IMT School for Advanced Studies Lucca, revised Jul 2016.
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
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  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP45/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
• Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers 32/16, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2018. "Fixed-effect regressions on network data," CeMMAP working papers CWP44/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers CWP26/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Jochmans, K. & Weidner, M., 2019. "Fixed-Effect Regressions on Network Data," Cambridge Working Papers in Economics 1938, Faculty of Economics, University of Cambridge.
  • Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.
  • Koen Jochmans & Martin Weidner, 2019. "Fixed-effect regressions on network data," CeMMAP working papers CWP16/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Koen Jochmans & Martin Weidner, 2017. "Fixed-effect regressions on network data," CeMMAP working papers 26/17, Institute for Fiscal Studies.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 649-688, August.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Papers 1501.03430, arXiv.org, revised Aug 2015.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers 36/16, Institute for Fiscal Studies.
• HAFNER, Christian & LINTON, Oliver B. & TANG, Haihan, 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," LIDAM Discussion Papers CORE 2016044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Christian M. Hafner & Oliver Linton & Haihan Tang, 2016. "Estimation of a multiplicative covariance structure in the large dimensional case," CeMMAP working papers CWP52/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Hafner, C. M. & Linton, O., 2016. "Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case," Cambridge Working Papers in Economics 1664, Faculty of Economics, University of Cambridge.
• Sumana Chaudhuri & Shovan Ray & Ganesh-Kumar, 2018. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Journal of Infrastructure Development, India Development Foundation, vol. 10(1-2), pages 96-125, June.
  • Shovan Ray & A. Ganesh-Kumar & Sumana Chaudhuri, 2016. "Integrated Model of Computable General Equilibrium and Social Cost Benefit Analysis of an Indian Oil Refinery: Future Projections and Macroeconomic Effects," Working Papers id:11381, eSocialSciences.
  • Shovan Ray & A. Ganesh Kumar & Sumana Chaudhuri, 2016. "Integrated model of computable general equilibrium and social cost benefit analysis of an Indian oil refinery: Future projections and macroeconomic effects," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-024, Indira Gandhi Institute of Development Research, Mumbai, India.
• Marco Di Zio & Ugo Guarnera & Roberta Varriale, 2016. "Estimation of the main variables of the economic account of small and medium enterprises based on administrative sources," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 18(1), pages 71-81.
• Paolo Righi, 2016. "Estimation procedure and inference for component totals of the economic aggregates in the “Frame SBS”," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), vol. 18(1), pages 83-97.
• Pedro S. Martins, 2015. "Working to get fired? Regression discontinuity effects of unemployment benefit eligibility on prior employment duration," Working Papers 61, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  • Martins, Pedro S., 2016. "Working to Get Fired? Regression Discontinuity Effects of Unemployment Benefit Eligibility on Prior Employment Duration," IZA Discussion Papers 10262, Institute of Labor Economics (IZA).
• Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2020. "Optimal data collection for randomized control trials," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 1-31.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 15/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers 45/17, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2019. "Optimal Data Collection for Randomized Control Trials," CeMMAP working papers CWP21/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP15/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Carneiro, Pedro & Lee, Sokbae & Wilhelm, Daniel, 2016. "Optimal Data Collection for Randomized Control Trials," IZA Discussion Papers 9908, Institute of Labor Economics (IZA).
  • Pedro Carneiro & Sokbae Lee & Daniel Wilhelm, 2016. "Optimal Data Collection for Randomized Control Trials," Papers 1603.03675, arXiv.org, revised Aug 2016.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2017. "Optimal data collection for randomized control trials," CeMMAP working papers CWP45/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Pedro Carneiro & Sokbae (Simon) Lee & Daniel Wilhelm, 2016. "Optimal data collection for randomized control trials," CeMMAP working papers 15/16, Institute for Fiscal Studies.
• Nikolaos Askitas, 2016. "Big Data is a big deal but how much data do we need? [Big Data gut und schön. Aber wie viel Data brauchen wir?]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 10(2), pages 113-125, October.
  • Askitas, Nikos, 2016. "Big Data Is a Big Deal But How Much Data Do We Need?," IZA Discussion Papers 9988, Institute of Labor Economics (IZA).
• Varga, Júlia, 2016. "Hova lettek az orvosok?. Az orvosok külföldre vándorlása és pályaelhagyása Magyarországon, 2003-2011 [Where have all the doctors gone?. Migration and attrition of physicians and dentists in Hungary," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-26.
• Galanti, Sébastien, 2016. "Archival data of financial analysts' earnings forecasts in the euro zone: Problems with euro conversions," Research in International Business and Finance, Elsevier, vol. 38(C), pages 466-473.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Working Papers hal-01392253, HAL.
  • Sébastien GALANTI, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," LEO Working Papers / DR LEO 2413, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  • Sébastien Galanti, 2016. "Archival data of financial analysts' earnings forecasts in the Euro zone: problems with euro conversions," Post-Print hal-01724241, HAL.
• Jochen Lüdering, 2018. "Standing and ‘survival’ in the adult film industry," Applied Economics, Taylor & Francis Journals, vol. 50(16), pages 1812-1823, April.
  • Jochen Lüdering, 2016. "Standing and “Survival” in the Adult Film Industry," MAGKS Papers on Economics 201626, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Markus Engler & Vahidin Jeleskovic, 2016. "Intraday volatility, trading volume and trading intensity in the interbank market e-MID," MAGKS Papers on Economics 201648, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• György Inzelt & Gábor Szappanos & Zsolt Armai, 2016. "Supervision by robust risk monitoring – a cycle-independent Hungarian corporate credit rating system," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(3), pages 51-78.
• Kang, Yanfei & Hyndman, Rob J. & Smith-Miles, Kate, 2017. "Visualising forecasting algorithm performance using time series instance spaces," International Journal of Forecasting, Elsevier, vol. 33(2), pages 345-358.
  • Yanfei Kang & Rob J. Hyndman & Kate Smith-Miles, 2016. "Visualising forecasting Algorithm Performance using Time Series Instance Spaces," Monash Econometrics and Business Statistics Working Papers 10/16, Monash University, Department of Econometrics and Business Statistics.
• Chen, Kan & Crucini, Mario J., 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 159-168.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 217, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario Crucini, 2016. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," NBER Working Papers 22460, National Bureau of Economic Research, Inc.
  • Kan Chen & Mario Crucini, 2016. "Trends and cycles in small open economies: Making the case for a general equilibrium approach," CAMA Working Papers 2016-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kan Chen & Mario J. Crucini, 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 279, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," CAMA Working Papers 2014-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chris Ball & Sarah Tumen & Sarah Crichton & Robert Templeton, 2016. "Characteristics of Children at Greater Risk of Poor Outcomes as Adults," Treasury Analytical Papers Series ap16/01, New Zealand Treasury.
• Sarah Tumen & Sarah Crichton & Robert Templeton & Rissa Ota, 2016. "Research Using Administrative Data to Support the Work of the Expert Panel on Modernising Child, Youth and Family," Treasury Analytical Papers Series ap16/03, New Zealand Treasury.
• Robert Templeton, 2016. "Using IDI Data to Estimate Fiscal Impacts of Better Social Sector Performance," Treasury Analytical Papers Series ap16/04, New Zealand Treasury.
• Radoslav Tusan, 2016. "Using Benford'S Law To The Detection Of Misrepresentation Of Financial Statements Data," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 737-745, July.
• Vipul Kumar Singh, 2016. "Pricing and hedging competitiveness of the tree option pricing models: Evidence from India," Journal of Asset Management, Palgrave Macmillan, vol. 17(6), pages 453-475, October.
• Daniel Kaimann & Nadja Maraun & Joe Cox, 2016. "Identifying the preferences and heterogeneity of consumer groups in multiplayer video games," Working Papers CIE 94, Paderborn University, CIE Center for International Economics.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," Papers 1606.00142, arXiv.org.
  • Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso," MPRA Paper 71670, University Library of Munich, Germany.
• Einian, Majid & Nili, Masoud, 2016. "Consumption Smoothing and Borrowing Constraints: Evidence from Household Surveys of Iran," MPRA Paper 72461, University Library of Munich, Germany.
• Ning Xu & Jian Hong & Timothy C. G. Fisher, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," Papers 1609.03344, arXiv.org, revised Sep 2016.
  • Xu, Ning & Hong, Jian & Fisher, Timothy, 2016. "Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression," MPRA Paper 73622, University Library of Munich, Germany.
• Cordero, José Manuel & Gil, María & Pedraja Chaparro, Francisco, 2016. "Exploring the effect of financial literacy courses on student achievement: a cross-country approach using PISA 2012 data," MPRA Paper 75474, University Library of Munich, Germany.
• Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2020. "How financially integrated are trading blocs in Africa?," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 84-94.
  • Bonga-Bonga, Lumengo & Mabe, Queen Magadi, 2016. "How financially integrated are trading blocs in Africa?," MPRA Paper 75716, University Library of Munich, Germany.
  • Lumengo Bonga-Bonga, 2017. "How financially integrated are trading blocs in Africa?," EcoMod2017 10580, EcoMod.
• Nikitinsky, Nikita & Shashev, Sergey & Kachurina, Polina & Bespalov, Aleksander, 2016. "Big Data and Machine Learning in Government Projects: Expert Evaluation Case," MPRA Paper 82865, University Library of Munich, Germany.
• Mitrofanova, Ekaterina S. & Artamonova, Alyona V., 2016. "Studying Family Formation Trajectories’ Deinstitutionalization in Russia Using Sequence Analysis," MPRA Paper 82877, University Library of Munich, Germany.
• Trabelsi, Mohamed Ali, 2016. "Analyse des données : Résumé de cours avec exercices d’application [Data analysis: course summary with case studies]," MPRA Paper 82947, University Library of Munich, Germany, revised 03 May 2016.
• Pallara, Kevin, 2016. "The dynamic effects of government spending: a FAVAR approach," MPRA Paper 92283, University Library of Munich, Germany.
• Roman Huptas, 2016. "The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 8(1), pages 1-20, March.
• Tuhkuri, Joonas, 2016. "ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe," ETLA Reports 54, The Research Institute of the Finnish Economy.
• Tuhkuri, Joonas, 2016. "Forecasting Unemployment with Google Searches," ETLA Working Papers 35, The Research Institute of the Finnish Economy.
• Borzykh, Olga, 2016. "Bank lending channel in Russia: A TVP-FAVAR approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 43, pages 96-117.
• Rebouças, Sílvia & Oliveira, Daniele & Soares, Rômulo & Ferreira, Eugénia & Gouveia, Maria José, 2016. "Classification Of The Financial Sustainability Of Health Insurance Beneficiaries Through Data Mining Techniques," Journal of Tourism, Sustainability and Well-being, Cinturs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, vol. 4(3), pages 229-242.
• Vincenzo Atella & Federico Belotti & Valentina Conti & Claudio Cricelli & Joanna Kopinska & Andrea Piano Mortari, 2016. "Modeling public health care expenditure using patient level data: Empirical evidence from Italy," CEIS Research Paper 367, Tor Vergata University, CEIS, revised 10 Feb 2016.
• Michał Bernardelli, 2016. "Econometric modeling of panel data using parallel computing with Apache Spark," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 189-202.
• Pietro Battiston, 2016. "Constrained Network Formation," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 2(3), pages 347-362, November.
• Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 187-215, December.
  • Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019. "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
  • Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Speeding Up Mcmc By Efficient Data Subsampling," Working Paper Series 297, Sveriges Riksbank (Central Bank of Sweden).
  • Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016. "Speeding up MCMC by Efficient Data Subsampling," Working Papers 2123/16205, University of Sydney Business School, Discipline of Business Analytics.
• Simon Beyeler & Sylvia Kaufmann, 2016. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08, Swiss National Bank, Study Center Gerzensee.
  • Kaufmann, Sylvia & Beyeler, Simon, 2018. "Factor augmented VAR revisited - A sparse dynamic factor model approach," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181602, Verein für Socialpolitik / German Economic Association.
  • Simon Beyeler & Sylvia Kaufmann, 2019. "Factor augmented VAR revisited - A sparse dynamic factor model approach," Working Papers 16.08R, Swiss National Bank, Study Center Gerzensee.
• Hännikäinen, Jari, 2017. "When does the yield curve contain predictive power? Evidence from a data-rich environment," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1044-1064.
  • Hännikäinen, Jari, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," MPRA Paper 70489, University Library of Munich, Germany.
  • Jari Hännikäinen, 2016. "When does the yield curve contain predictive power? Evidence from a data-rich environment," Working Papers 1603, Tampere University, Faculty of Management and Business, Economics.
• Boot, Tom & Nibbering, Didier, 2019. "Forecasting using random subspace methods," Journal of Econometrics, Elsevier, vol. 209(2), pages 391-406.
  • Tom Boot & Didier Nibbering, 2016. "Forecasting Using Random Subspace Methods," Tinbergen Institute Discussion Papers 16-073/III, Tinbergen Institute, revised 11 Aug 2017.
• Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 12(2), pages 187-215, December.
  • Kajal Lahiri & Yongchen Zhao, 2016. "Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers," Working Papers 2016-14, Towson University, Department of Economics, revised Jul 2016.
• Yongchen Zhao, 2020. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 16(2), pages 77-97, November.
  • Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  • Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
• Jushan Bai & Kunpeng Li, 2016. "Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension," The Review of Economics and Statistics, MIT Press, vol. 98(2), pages 298-309, May.
  • Bai, Jushan & Li, Kunpeng, 2012. "Maximum likelihood estimation and inference for approximate factor models of high dimension," MPRA Paper 42099, University Library of Munich, Germany, revised 19 Oct 2012.
• Zhong, Sheng, 2016. "The dynamics of vehicle energy efficiency: Evidence from the Massachusetts Vehicle Census," MERIT Working Papers 2016-014, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
• Tor Korneliussen & Michael Greenacre, 2016. "Information Sources Used by European Tourists: A Cross-Cultural Study," Working Papers 915, Barcelona School of Economics.
  • Tor Korneliussen & Michael Greenacre, 2016. "Information sources used by European tourists: A cross-cultural study," Economics Working Papers 1527, Department of Economics and Business, Universitat Pompeu Fabra.
• Ritchie, Felix & Veliziotis, Michail & Drew, Hilary & Whittard, Damian, 2017. "Measuring compliance with minimum wages," Journal of Economic and Social Measurement, IOS Press, issue 3-4, pages 249-270.
  • Felix Ritchie & Michail Veliziotis & Hilary Drew & Damian Whittard, 2016. "Measuring compliance with minimum wages," Working Papers 20161608, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
• Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
  • Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Timo Bettendorf, 2019. "Spillover effects of credit default risk in the euro area and the effects on the Euro: A GVAR approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(1), pages 296-312, January.
  • Bettendorf, Timo, 2016. "Spillover effects of credit default risk in the euro area and the effects on the euro: A GVAR approach," Discussion Papers 42/2016, Deutsche Bundesbank.
• Raddant, Matthias & Wagner, Friedrich, 2016. "Multivariate GARCH for a large number of stocks," Kiel Working Papers 2049, Kiel Institute for the World Economy (IfW Kiel).
• Kaeding, Matthias, 2016. "Fast, approximate MCMC for Bayesian analysis of large data sets: A design based approach," Ruhr Economic Papers 660, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Härdle, Wolfgang Karl & Huang, Chen & Chao, Shih-Kang, 2016. "Factorisable sparse tail event curves with expectiles," SFB 649 Discussion Papers 2016-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Tran, Ngoc M. & Burdejová, Petra & Ospienko, Maria & Härdle, Wolfgang K., 2019. "Principal component analysis in an asymmetric norm," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 1-21.
  • Tran, Ngoc Mai & Osipenko, Maria & Härdle, Wolfgang Karl, 2014. "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers 2014-001, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Tran, Ngoc Mai & Burdejová, Petra & Osipenko, Maria & Härdle, Wolfgang Karl, 2016. "Principal component analysis in an asymmetric norm," SFB 649 Discussion Papers 2016-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021. "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, vol. 37(4), pages 794-816, August.
  • Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2016. "Factorisable multi-task quantile regression," SFB 649 Discussion Papers 2016-057, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  • Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2020. "Factorisable Multitask Quantile Regression," IRTG 1792 Discussion Papers 2020-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Huang, Chen, 2016. "Multivariate factorisable sparse asymmetric least squares regression," SFB 649 Discussion Papers 2016-058, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.

2015

• Lorenzo Boldrini & Eric Hillebrand, 2015. "Supervision in Factor Models Using a Large Number of Predictors," CREATES Research Papers 2015-38, Department of Economics and Business Economics, Aarhus University.
• Jakob Guldbæk Mikkelsen & Eric Hillebrand & Giovanni Urga, 2015. "Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models," CREATES Research Papers 2015-61, Department of Economics and Business Economics, Aarhus University.
• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Machine Learning Methods for Demand Estimation," American Economic Review, American Economic Association, vol. 105(5), pages 481-485, May.
• Burns, Christopher & Prager, Daniel & Ghosh, Sujit & Goodwin, Barry, 2015. "Imputing for Missing Data in the ARMS Household Section: A Multivariate Imputation Approach," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205291, Agricultural and Applied Economics Association.
• Louhichi, Kamel & Ciaian, Pavel & Espinosa, Maria & Colen, Liesbeth & Perni, Angel & Gomez y Paloma, Sergio, 2015. "Farm-level economic impacts of EU-CAP greening measures," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205309, Agricultural and Applied Economics Association.
• Ferto, Imre & Bojnec, Stefan, 2015. "Quality upgrading in the European-Union agri-food exports," 89th Annual Conference, April 13-15, 2015, Warwick University, Coventry, UK 204225, Agricultural Economics Society.
• Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015. "Bending the learning curve," Energy Economics, Elsevier, vol. 52(S1), pages 86-99.
  • Jan Witajewski-Baltvilks & Elena Verdolini & Massimo Tavoni, 2015. "Bending The Learning Curve," Working Papers 2015.65, Fondazione Eni Enrico Mattei.
  • Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015. "Bending The Learning Curve," Climate Change and Sustainable Development 206836, Fondazione Eni Enrico Mattei (FEEM).
• Hristov, Jordan, 2015. "An exploratory analysis of the impact of climate change on Macedonian agriculture," 2015 Conference, August 9-14, 2015, Milan, Italy 211747, International Association of Agricultural Economists.
• Louhichi, Kamel & Ciaian, Pavel & Espinosa, Maria & Colen, Liesbeth & Perni, Angel & Gomez y Paloma, Sergio, 2015. "EU-wide individual Farm Model for CAP Analysis (IFM-CAP): Application to Crop Diversification Policy," 2015 Conference, August 9-14, 2015, Milan, Italy 212155, International Association of Agricultural Economists.
• Martinez, Pilar & Blanco, Maria & Van Doorslaer, Benjamin & Ramos, Fabien & Stanca, Lucian, 2015. "What role does climate change play in agricultural market uncertainty? An integrated assessment taking into account market-driven adjustments," 2015 Conference, August 9-14, 2015, Milan, Italy 212230, International Association of Agricultural Economists.
• Ibrahim Onur Oz & Tezer Yelkenci, 2015. "The Generalizability of Financial Distress Prediction Models: Evidence from Turkey," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 14(4), pages 685-703, December.
• Aysun Kapucugil İkiz & Güzin Özdağoğlu, 2015. "Text Mining as a Supporting Process for VoC Clarification," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 3(1), pages 25-40, June.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 649-688, August.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Papers 1501.03430, arXiv.org, revised Aug 2015.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers 36/16, Institute for Fiscal Studies.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 649-688, August.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach," Papers 1501.03430, arXiv.org, revised Aug 2015.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers 36/16, Institute for Fiscal Studies.
  • Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Raphael Douady & Antoine Kornprobst, 2018. "An Empirical Approach To Financial Crisis Indicators Based On Random Matrices," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(03), pages 1-22, May.
  • Antoine Kornprobst & Raphael Douady, 2015. "An Empirical Approach to Financial Crisis Indicators Based on Random Matrices," Papers 1506.00806, arXiv.org, revised Sep 2017.
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  • Raphaël Douady & Antoine Kornprobst, 2018. "An empirical approach to financial crisis indicators based on random matrices," Post-Print hal-03265045, HAL.
• Mumtaz Hussain Shah & Anum Gul Afridi, 2015. "Significance of Good Governance for FDI Inflows in SAARC Countries," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 7(2), pages 31-52, October.
• Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05, Department of Economics, University of Birmingham.
• Charles Rahal, 2015. "Housing Market Forecasting with Factor Combinations," Discussion Papers 15-05r, Department of Economics, University of Birmingham.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
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  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Claudia Foroni & Francesco Ravazzolo & Pinho J. Ribeiro, 2015. "Forecasting commodity currencies: the role of fundamentals with short-lived predictive content," Working Paper 2015/14, Norges Bank.
• Bjørnland, Hilde C. & Ravazzolo, Francesco & Thorsrud, Leif Anders, 2017. "Forecasting GDP with global components: This time is different," International Journal of Forecasting, Elsevier, vol. 33(1), pages 153-173.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Paper 2015/05, Norges Bank.
  • Hilde C. Bjørnland & Francesco Ravazzolo & Leif Anders Thorsrud, 2015. "Forecasting GDP with global components. This time is different," Working Papers No 1/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  • Hilde C. Bjornland & Francesco Ravazzolo & Leif Anders Thorsrud, 2016. "Forecasting GDP with global components. This time is different," CAMA Working Papers 2016-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015. "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, number 33, April.
• Jeremiah Dittmar & Skipper Seabold, 2015. "Media, Markets and Institutional Change: Evidence from the Protestant Reformation," CEP Discussion Papers dp1367, Centre for Economic Performance, LSE.
• Dong, Zhengbin & Wu, Wenjie, 2015. "Exploring the geography of China's airport networks: a hybrid complex-network approach," LSE Research Online Documents on Economics 64508, London School of Economics and Political Science, LSE Library.
  • Zhengbin Dong & Wenjie Wu, 2015. "Exploring the Geography of China's Airport Networks: A Hybrid Complex-Network Approach," SERC Discussion Papers 0173, Centre for Economic Performance, LSE.
• Berg Tim Oliver, 2017. "Forecast accuracy of a BVAR under alternative specifications of the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(2), pages 1-29, April.
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• Pedro S. Martins, 2015. "Working to get fired? Regression discontinuity effects of unemployment benefit eligibility on prior employment duration," Working Papers 61, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  • Martins, Pedro S., 2016. "Working to Get Fired? Regression Discontinuity Effects of Unemployment Benefit Eligibility on Prior Employment Duration," IZA Discussion Papers 10262, Institute of Labor Economics (IZA).
• Gheorghe MILITARU & Massimo POLLIFRONI & Alexandra IOANID, 2015. "Big Data In Supply Chain Management: An Exploratory Study," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 6, pages 103-108, December.
• Gustavo Nicolás Páez, 2015. "Prediciendo decisiones de agentes económicos: ¿Cómo determina el Banco de la República de Colombia la tasa de interés?," Documentos CEDE 12567, Universidad de los Andes, Facultad de Economía, CEDE.
• Christian Hutter & Joachim Möller & Marion Penninger, 2015. "Reducing the Need for Heuristic Rules - An Iterative Algorithm for Imputing the Education Variable in SIAB," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 135(3), pages 355-388.
• Kutluk Kaðan SÜMER, 2015. "Effectiveness of technical analysis indicators over stock return: A Panel Data Approach," Eurasian Eononometrics, Statistics and Emprical Economics Journal, Eurasian Academy Of Sciences, vol. 1(1), pages 43-56, April.
• Christopoulos, Dimitris K. & McAdam, Peter, 2019. "Efficiency, Inefficiency, And The Mena Frontier," Macroeconomic Dynamics, Cambridge University Press, vol. 23(2), pages 489-521, March.
  • Cristiano Cantore & Peter Paul Levine & Giovanni Melina & Joseph Pearlman, 2015. "Optimal Fiscal and Monetary Policy, Debt and Crisis Management," School of Economics Discussion Papers 0515, School of Economics, University of Surrey.
  • McAdam, Peter & Christopoulos, Dimitris, 2015. "Efficiency, Inefficiency and the MENA Frontier," Working Paper Series 1757, European Central Bank.
• Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2018. "Big Data And Big Cities: The Promises And Limitations Of Improved Measures Of Urban Life," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 114-137, January.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," NBER Working Papers 21778, National Bureau of Economic Research, Inc.
  • Glaeser, Edward L. & Kominers, Scott Duke & Luca, Michael & Naik, Nikhil, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures for Urban Life," Working Paper Series 15-075, Harvard University, John F. Kennedy School of Government.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," Harvard Business School Working Papers 16-065, Harvard Business School.
• Breitung, Jörg & Eickmeier, Sandra, 2015. "Analyzing business cycle asymmetries in a multi-level factor model," Economics Letters, Elsevier, vol. 127(C), pages 31-34.
• Chang, Chia-Lin & McAleer, Michael, 2015. "Econometric analysis of financial derivatives: An overview," Journal of Econometrics, Elsevier, vol. 187(2), pages 403-407.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Tinbergen Institute Discussion Papers 14-153/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2014-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Working Papers in Economics 14/29, University of Canterbury, Department of Economics and Finance.
• Castelli, Mauro & Vanneschi, Leonardo & De Felice, Matteo, 2015. "Forecasting short-term electricity consumption using a semantics-based genetic programming framework: The South Italy case," Energy Economics, Elsevier, vol. 47(C), pages 37-41.
• Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015. "Bending the learning curve," Energy Economics, Elsevier, vol. 52(S1), pages 86-99.
  • Jan Witajewski-Baltvilks & Elena Verdolini & Massimo Tavoni, 2015. "Bending The Learning Curve," Working Papers 2015.65, Fondazione Eni Enrico Mattei.
  • Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015. "Bending The Learning Curve," Climate Change and Sustainable Development 206836, Fondazione Eni Enrico Mattei (FEEM).
• Mittnik, Stefan & Robinzonov, Nikolay & Spindler, Martin, 2015. "Stock market volatility: Identifying major drivers and the nature of their impact," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 1-14.
• Nathan, Max & Rosso, Anna, 2015. "Mapping digital businesses with big data: Some early findings from the UK," Research Policy, Elsevier, vol. 44(9), pages 1714-1733.
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• Chia-Lin Chang & Michael McAleer, 2015. "Research Ideas for the Journal of Health & Medical Economics: Opinion," Documentos de Trabajo del ICAE 2015-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chang, C-L. & McAleer, M.J., 2015. "Research Ideas for the Journal of Health & Medical Economics: Opinion," Econometric Institute Research Papers EI2015-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Michael McAleer, 2015. "Research Ideas for the Journal of Informatics and Data Mining: Opinion," Documentos de Trabajo del ICAE 2015-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • McAleer, M.J., 2015. "Research Ideas for the Journal of Informatics and Data Mining: Opinion," Econometric Institute Research Papers EI2015-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Ogura, Yoshiaki & Okui, Ryo & Saito, Yukiko Umeno, 2015. "Network-Motivated Lending Decisions," HIT-REFINED Working Paper Series 29, Institute of Economic Research, Hitotsubashi University.
  • OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko, 2015. "Network-motivated Lending Decisions," Discussion papers 15057, Research Institute of Economy, Trade and Industry (RIETI).
• Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015. "Bending the learning curve," Energy Economics, Elsevier, vol. 52(S1), pages 86-99.
  • Witajewski-Baltvilks, Jan & Verdolini, Elena & Tavoni, Massimo, 2015. "Bending The Learning Curve," Climate Change and Sustainable Development 206836, Fondazione Eni Enrico Mattei (FEEM).
  • Jan Witajewski-Baltvilks & Elena Verdolini & Massimo Tavoni, 2015. "Bending The Learning Curve," Working Papers 2015.65, Fondazione Eni Enrico Mattei.
• Whitaker, Stephan D., 2018. "Big Data versus a survey," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 285-296.
  • Stephan D. Whitaker, 2015. "Big Data versus a Survey," Working Papers (Old Series) 1440, Federal Reserve Bank of Cleveland.
• Alessandro Barbarino & Efstathia Bura, 2015. "Forecasting with Sufficient Dimension Reductions," Finance and Economics Discussion Series 2015-74, Board of Governors of the Federal Reserve System (U.S.).
• Stephanie M. Wilshusen, 2015. "Exploring the use of anonymized consumer credit information to estimate economic conditions: an application of big data," Consumer Finance Institute discussion papers 15-5, Federal Reserve Bank of Philadelphia.
• António Alberto Santos, 2015. "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers 2015-10, GEMF, Faculty of Economics, University of Coimbra.
• António Alberto Santos, 2015. "The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures," GEMF Working Papers 2015-10, GEMF, Faculty of Economics, University of Coimbra.
• António A. F. Santos, 2015. "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers 2015-17, GEMF, Faculty of Economics, University of Coimbra.
• António A. F. Santos, 2015. "On the Forecasting of Financial Volatility Using Ultra-High Frequency Data," GEMF Working Papers 2015-17, GEMF, Faculty of Economics, University of Coimbra.
• Catherine Doz & Anna Petronevich, 2016. "Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 481-538, Emerald Group Publishing Limited.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print hal-01159200, HAL.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159200, HAL.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne 15009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
  • Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne 15009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print hal-01159200, HAL.
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• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2018. "Big Data And Big Cities: The Promises And Limitations Of Improved Measures Of Urban Life," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 114-137, January.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," NBER Working Papers 21778, National Bureau of Economic Research, Inc.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," Harvard Business School Working Papers 16-065, Harvard Business School.
  • Glaeser, Edward L. & Kominers, Scott Duke & Luca, Michael & Naik, Nikhil, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures for Urban Life," Working Paper Series 15-075, Harvard University, John F. Kennedy School of Government.
• Matias Quiroz & Robert Kohn & Mattias Villani & Minh-Ngoc Tran, 2019. "Speeding Up MCMC by Efficient Data Subsampling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(526), pages 831-843, April.
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  • Kohn, Robert & Quiroz, Matias & Tran, Minh-Ngoc & Villani, Mattias, 2016. "Speeding up MCMC by Efficient Data Subsampling," Working Papers 2123/16205, University of Sydney Business School, Discipline of Business Analytics.
• Quiroz, Matias & Villani, Mattias & Kohn, Robert, 2015. "Scalable Mcmc For Large Data Problems Using Data Subsampling And The Difference Estimator," Working Paper Series 306, Sveriges Riksbank (Central Bank of Sweden).
• Quiroz, Matias, 2015. "Speeding Up Mcmc By Delayed Acceptance And Data Subsampling," Working Paper Series 307, Sveriges Riksbank (Central Bank of Sweden).
• OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko, 2015. "Network-motivated Lending Decisions," Discussion papers 15057, Research Institute of Economy, Trade and Industry (RIETI).
  • Ogura, Yoshiaki & Okui, Ryo & Saito, Yukiko Umeno, 2015. "Network-Motivated Lending Decisions," HIT-REFINED Working Paper Series 29, Institute of Economic Research, Hitotsubashi University.
• Hoxby, Caroline M. & Bulman, George B., 2016. "The effects of the tax deduction for postsecondary tuition: Implications for structuring tax-based aid," Economics of Education Review, Elsevier, vol. 51(C), pages 23-60.
  • Caroline M. Hoxby & George B. Bulman, 2015. "The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid," NBER Working Papers 21554, National Bureau of Economic Research, Inc.
  • Caroline M. Hoxby & George B. Bulman, 2015. "The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid," Economics Working Papers 15114, Hoover Institution, Stanford University.
• Shih-Kang Chao & Wolfgang K. Härdle & Ming Yuan, 2015. "Factorisable Sparse Tail Event Curves," SFB 649 Discussion Papers SFB649DP2015-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Koomen, Miriam & Backes-Gellner, Uschi, 2022. "Occupational tasks and wage inequality in West Germany: A decomposition analysis," Labour Economics, Elsevier, vol. 79(C).
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• John P. Robinson & Elena Tracy & Yoonjoo Lee, 2015. "Cruising through the millennium - 2003-13 changes in American Daily life," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), vol. 12(1), pages 133-152, December.
• Montero, José-María & Fernández-Avilés, Gema, 2015. "Functional Kriging Prediction of Pollution Series: The Geostatistical Alternative for Spatially-fixed Data/Predicción de series de contaminación mediante kriging funcional. La alternativa geoestadísti," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 145-179, Enero.
• Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2018. "Modelling And Estimating Individual And Firm Effects With Count Panel Data," ASTIN Bulletin, Cambridge University Press, vol. 48(3), pages 1049-1078, September.
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• Catherine Doz & Anna Petronevich, 2016. "Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach," Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 481-538, Emerald Group Publishing Limited.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print hal-01159200, HAL.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne 15009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159200, HAL.
• Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01169307, HAL.
  • Antoine Kornprobst & Raphael Douady, 2015. "A Practical Approach to Financial Crisis Indicators Based on Random Matrices," Documents de travail du Centre d'Economie de la Sorbonne 15049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Antoine Kornprobst & Raphaël Douady, 2015. "A Pratical Approach to Financial Crisis Indicators Based on Random Matrices," Post-Print halshs-01169307, HAL.
• Aleksandra Halka & Grzegorz Szafranski, 2018. "What Common Factors are Driving Inflation in CEE Countries?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(2), pages 131-148.
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• Patrick Bajari & Denis Nekipelov & Stephen P. Ryan & Miaoyu Yang, 2015. "Demand Estimation with Machine Learning and Model Combination," NBER Working Papers 20955, National Bureau of Economic Research, Inc.
• Carlos A. Manzanares & Ying Jiang & Patrick Bajari, 2015. "Improving Policy Functions in High-Dimensional Dynamic Games," NBER Working Papers 21124, National Bureau of Economic Research, Inc.
• Hoxby, Caroline M. & Bulman, George B., 2016. "The effects of the tax deduction for postsecondary tuition: Implications for structuring tax-based aid," Economics of Education Review, Elsevier, vol. 51(C), pages 23-60.
  • Caroline M. Hoxby & George B. Bulman, 2015. "The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid," Economics Working Papers 15114, Hoover Institution, Stanford University.
  • Caroline M. Hoxby & George B. Bulman, 2015. "The Effects of the Tax Deduction for Postsecondary Tuition: Implications for Structuring Tax-Based Aid," NBER Working Papers 21554, National Bureau of Economic Research, Inc.
• Yacine Aït-Sahalia & Dacheng Xiu, 2019. "Principal Component Analysis of High-Frequency Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 114(525), pages 287-303, January.
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• Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2018. "Big Data And Big Cities: The Promises And Limitations Of Improved Measures Of Urban Life," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 114-137, January.
  • Glaeser, Edward L. & Kominers, Scott Duke & Luca, Michael & Naik, Nikhil, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures for Urban Life," Working Paper Series 15-075, Harvard University, John F. Kennedy School of Government.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," NBER Working Papers 21778, National Bureau of Economic Research, Inc.
  • Edward L. Glaeser & Scott Duke Kominers & Michael Luca & Nikhil Naik, 2015. "Big Data and Big Cities: The Promises and Limitations of Improved Measures of Urban Life," Harvard Business School Working Papers 16-065, Harvard Business School.
• Sarah Crichton & Sarah Tumen & Robert Templeton, 2015. "Using Integrated Administrative Data to Understand Children at Risk of Poor Outcomes as Young Adults," Treasury Analytical Papers Series ap15/01, New Zealand Treasury.
• Keith McLeod & Chris Ball & Sarah Tumen & Sarah Crichton, 2015. "Using Integrated Administrative Data to Identify Youth Who are at Risk of Poor Outcomes as Adults," Treasury Analytical Papers Series ap15/02, New Zealand Treasury.
• Lenarčič, Črt & Damjanović, Milan, 2015. "Slovene Residential Property Prices Misalignment with Fundamentals," MPRA Paper 101198, University Library of Munich, Germany.
• Byambasuren, Tsenguunjav & Gochoo, Munkh-Erdene, 2015. "Optimizing the Structure of Mongolian Foreign Trade and the Alternative Policy of Successful Transition," MPRA Paper 61803, University Library of Munich, Germany.
• Tim Oliver Berg, 2016. "Multivariate Forecasting with BVARs and DSGE Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(8), pages 718-740, December.
  • Berg, Tim Oliver, 2015. "Multivariate Forecasting with BVARs and DSGE Models," MPRA Paper 62405, University Library of Munich, Germany.
• Situngkir, Hokky, 2015. "Indonesia embraces the Data Science," MPRA Paper 66048, University Library of Munich, Germany.
• Ben Jebli, Mehdi, 2015. "The Impact of Combustible Renewables and Waste Consumption and Transport on the Environmental Degradation: The Case of Tunisia," MPRA Paper 68038, University Library of Munich, Germany.
• Kausik Gangopadhyay & Abhishek Jangir & Rudra Sensarma, 2014. "Forecasting the price of gold: An error correction approach," Working papers 155, Indian Institute of Management Kozhikode.
  • Gangopadhyay, Kausik & Jangir, Abhishek & Sensarma, Rudra, 2015. "Forecasting the price of gold: An error correction approach," MPRA Paper 81066, University Library of Munich, Germany.
• Braaksma, Barteld & Zeelenberg, Kees, 2015. "“Re-make/Re-model”: Should big data change the modelling paradigm in official statistics?," MPRA Paper 87741, University Library of Munich, Germany.
• Rangan Gupta & Eric Olson & Mark E. Wohar, 2017. "Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(6), pages 640-650, September.
  • Rangan Gupta & Eric Olson & Mark E. Wohar, 2015. "Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR," Working Papers 201585, University of Pretoria, Department of Economics.
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  • Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
• Chris Godfrey & Chris Brooks, 2015. "The Negative Credit Risk Premium Puzzle: A Limits to Arbitrage Story," ICMA Centre Discussion Papers in Finance icma-dp2015-07, Henley Business School, University of Reading.
• Mao Takongmo, Charles Olivier & Stevanovic, Dalibor, 2015. "Selection Of The Number Of Factors In Presence Of Structural Instability: A Monte Carlo Study," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 177-233, Mars-Juin.
  • Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014. "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers 2014s-44, CIRANO.
• Francesco Lautizi, 2015. "Large Scale Covariance Estimates for Portfolio Selection," CEIS Research Paper 353, Tor Vergata University, CEIS, revised 07 Aug 2015.
• Ülle Säälik, 2015. "Reading performance, learning strategies, gender and school language as related issues ? PISA 2009 findings in Finland and Estonia," Proceedings of International Academic Conferences 1003055, International Institute of Social and Economic Sciences.
• Ülle Säälik, 2015. "Reading performance, learning strategies, gender and school language as related issues ? PISA 2009 findings in Finland and Estonia," International Journal of Teaching and Education, International Institute of Social and Economic Sciences, vol. 3(2), pages 17-30, June.
• Michał Bernardelli, 2015. "Cheater detection in Real Time Bidding system – panel approach," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 39, pages 11-24.
• Luke Hartigan, 2015. "Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?," Discussion Papers 2015-17, School of Economics, The University of New South Wales.
• Thomas Peeters & Steven Salaga & Matthew Juravich, 2015. "Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball," Tinbergen Institute Discussion Papers 15-115/VII, Tinbergen Institute, revised 03 Mar 2020.
• Chang, C-L. & McAleer, M.J., 2015. "Research Ideas for the Journal of Health & Medical Economics: Opinion," Econometric Institute Research Papers EI2015-25, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Chia-Lin Chang & Michael McAleer, 2015. "Research Ideas for the Journal of Health & Medical Economics: Opinion," Documentos de Trabajo del ICAE 2015-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• McAleer, M.J., 2015. "Research Ideas for the Journal of Informatics and Data Mining: Opinion," Econometric Institute Research Papers EI2015-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2015. "Research Ideas for the Journal of Informatics and Data Mining: Opinion," Documentos de Trabajo del ICAE 2015-13, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Sylvain Barde, 2015. "A fast algorithm for finding the confidence set of large collections of models," Studies in Economics 1519, School of Economics, University of Kent.
• Ronald Miranda & Gabriela Mordecki, 2015. "Real exchange rate volatility impact on exports: A comparative study 1990-2013," Documentos de Trabajo (working papers) 15-18, Instituto de Economía - IECON.
• Chiara Elena Dalla & Menon Martina & Perali Federico, 2019. "An Integrated Database to Measure Living Standards," Journal of Official Statistics, Sciendo, vol. 35(3), pages 531-576, September.
  • Elena Dalla Chiara & Martina Menon & Federico Perali, 2015. "An Integrated Data Base to Measure Living Standards," Working Papers 28/2015, University of Verona, Department of Economics.
• Taro Takimoto & Kazuya Sakata & Kazunori Nakajima & Masaki Narukawa & Naoki Sakamoto, 2015. "Disparity in emergency medical services across Japan," ERSA conference papers ersa15p526, European Regional Science Association.
• Wenjie Wu & Jianghao Wang, 2015. "Exploring city social interaction ties in the big data era: Evidence based on location-based social media data from China," ERSA conference papers ersa15p798, European Regional Science Association.
• Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Paper Series 193, WU Vienna University of Economics and Business.
  • Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Papers wuwp193, Vienna University of Economics and Business, Department of Economics.
• Jesus Crespo Cuaresma & Bettina Grün & Paul Hofmarcher & Stefan Humer & Mathias Moser, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Papers wuwp193, Vienna University of Economics and Business, Department of Economics.
  • Crespo Cuaresma, Jesus & Grün, Bettina & Hofmarcher, Paul & Humer, Stefan & Moser, Mathias, 2015. "A Comprehensive Approach to Posterior Jointness Analysis in Bayesian Model Averaging Applications," Department of Economics Working Paper Series 193, WU Vienna University of Economics and Business.
• Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
• Chao, Shih-Kang & Härdle, Wolfgang Karl & Yuan, Ming, 2015. "Factorisable sparse tail event curves," SFB 649 Discussion Papers 2015-034, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
• Köhler, Ekkehard, 2015. "Fiscal Sustainability in Cross-Dependent Panels: Evidence from the German L nder," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113104, Verein für Socialpolitik / German Economic Association.
• Damian Kozbur, 2017. "Testing-Based Forward Model Selection," American Economic Review, American Economic Association, vol. 107(5), pages 266-269, May.
  • Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.

2014

• Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
• Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "High-Dimensional Methods and Inference on Structural and Treatment Effects," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.
  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers 59/13, Institute for Fiscal Studies.
• Hal R. Varian, 2014. "Big Data: New Tricks for Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 3-28, Spring.
• David W. Nickerson & Todd Rogers, 2014. "Political Campaigns and Big Data," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 51-74, Spring.
• Ori Heffetz & Katrina Ligett, 2014. "Privacy and Data-Based Research," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 75-98, Spring.
  • Ori Heffetz & Katrina Ligett, 2013. "Privacy and Data-Based Research," NBER Working Papers 19433, National Bureau of Economic Research, Inc.
• Cooper, Joseph & Delbecq, Benoît, 2014. "A multi-region approach to assessing fiscal and farm level consequences of government support for farm risk management," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(3), pages 1-23, December.
  • Cooper, Joseph & Delbecq, Benoit, 2014. "A Multi-Region Approach to Assessing Fiscal and Farm Level Consequences of Government Support for Farm Risk Management," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173108, Italian Association of Agricultural and Applied Economics (AIEAA).
• Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
  • Bastianin, Andrea & Galeotti, Marzio & Manera, Matteo, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Climate Change and Sustainable Development 165791, Fondazione Eni Enrico Mattei (FEEM).
  • Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-Gasoline Price Relationship: Should We Care About the Rockets and the Feathers?," IEFE Working Papers 62, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
  • Andrea BASTIANIN & Marzio GALEOTTI & Matteo MANERA, 2015. "Forecasting the Oil-Gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Departmental Working Papers 2015-23, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  • Andrea Bastianin & Matteo Manera, 2020. "A test of time reversibility based on Lmoments with an application to the business cycles of the G7 economies," Working Papers 445, University of Milano-Bicocca, Department of Economics, revised Jun 2020.
• Zekić-Sušac Marijana & Pfeifer Sanja & Šarlija Nataša, 2014. "A Comparison of Machine Learning Methods in a High-Dimensional Classification Problem," Business Systems Research, Sciendo, vol. 5(3), pages 82-96, September.
• McAleer, M.J., 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers EI 2014-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics 14/09, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE 2014-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers 14-025/III, Tinbergen Institute.
• Chang, Chia-Lin & McAleer, Michael, 2015. "Econometric analysis of financial derivatives: An overview," Journal of Econometrics, Elsevier, vol. 187(2), pages 403-407.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2014-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Working Papers in Economics 14/29, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Tinbergen Institute Discussion Papers 14-153/III, Tinbergen Institute.
• Nathan, Max & Rosso, Anna, 2014. "Mapping information economy businesses with big data: findings from the UK," LSE Research Online Documents on Economics 60615, London School of Economics and Political Science, LSE Library.
  • Max Nathan & Anna Rosso, 2014. "Mapping Information Economy Businesses with Big Data: Findings for the UK," CEP Occasional Papers 44, Centre for Economic Performance, LSE.
  • Nathan, Max & Rosso, Anna & Bouet, Francois, 2014. "Mapping 'Information Economy' Businesses with Big Data: Findings for the UK," IZA Discussion Papers 8662, Institute of Labor Economics (IZA).
• Mao Takongmo, Charles Olivier & Stevanovic, Dalibor, 2015. "Selection Of The Number Of Factors In Presence Of Structural Instability: A Monte Carlo Study," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 177-233, Mars-Juin.
  • Dalibor Stevanovic & Charles Olivier Mao Takongmo, 2014. "Selection of the number of factors in presence of structural instability: a Monte Carlo study," CIRANO Working Papers 2014s-44, CIRANO.
• Dante Amengual & Luca Repetto, 2014. "Testing a Large Number of Hypotheses in Approximate Factor Models," Working Papers wp2014_1410, CEMFI.
• Daas, Piet J.H. & Puts, Marco J.H., 2014. "Social media sentiment and consumer confidence," Statistics Paper Series 5, European Central Bank.
• Gillen, Benjamin J., 2014. "An empirical Bayesian approach to stein-optimal covariance matrix estimation," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 402-420.
• Breitung, Jörg & Eickmeier, Sandra, 2014. "Analyzing business and financial cycles using multi-level factor models," Discussion Papers 11/2014, Deutsche Bundesbank.
  • Jörg Breitung & Sandra Eickmeier, 2014. "Analyzing business and financial cycles using multi-level factor models," CAMA Working Papers 2014-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Chen, Kan & Crucini, Mario J., 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 72(C), pages 159-168.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 217, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario Crucini, 2016. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," NBER Working Papers 22460, National Bureau of Economic Research, Inc.
  • Kan Chen & Mario Crucini, 2016. "Trends and cycles in small open economies: Making the case for a general equilibrium approach," CAMA Working Papers 2016-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kan Chen & Mario J. Crucini, 2016. "Trends and cycles in small open economies: making the case for a general equilibrium approach," Globalization Institute Working Papers 279, Federal Reserve Bank of Dallas.
  • Kan Chen & Mario J. Crucini, 2014. "Trends and Cycles in Small Open Economies: Making The Case For A General Equilibrium Approach," CAMA Working Papers 2014-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Aleksandra Halka & Grzegorz Szafranski, 2018. "What Common Factors are Driving Inflation in CEE Countries?," Prague Economic Papers, Prague University of Economics and Business, vol. 2018(2), pages 131-148.
  • Aleksandra Halka & Grzegorz Szafrański, 2014. "What common factors are driving inflation in CEE countries?," EcoMod2014 6977, EcoMod.
  • Aleksandra Hałka & Grzegorz Szafrański, 2015. "What common factors are driving inflation in CEE countries?," NBP Working Papers 225, Narodowy Bank Polski.
• Benjamin J. Gillen & Matthew Shum & Hyungsik Roger Moon, 2014. "Demand Estimation with High-Dimensional Product Characteristics," Advances in Econometrics, in: Bayesian Model Comparison, volume 34, pages 301-323, Emerald Group Publishing Limited.
• Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers 14-025/III, Tinbergen Institute.
  • McAleer, M.J., 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers EI 2014-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics 14/09, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE 2014-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Chang, C-L. & McAleer, M.J., 2014. "Econometric Analysis of Financial Derivatives," Econometric Institute Research Papers EI 2015-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2018. "On The Sources Of Uncertainty In Exchange Rate Predictability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 59(1), pages 329-357, February.
  • Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," MPRA Paper 58956, University Library of Munich, Germany.
  • Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," Working Papers 2014_16, Business School - Economics, University of Glasgow.
  • Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "On the Sources of Uncertainty in Exchange Rate Predictability," SIRE Discussion Papers 2015-24, Scottish Institute for Research in Economics (SIRE).
• Davor Kunovac & Borna Špalat, 2014. "Nowcasting GDP Using Available Monthly Indicators," Working Papers 39, The Croatian National Bank, Croatia.
• Kausik Gangopadhyay & Abhishek Jangir & Rudra Sensarma, 2014. "Forecasting the price of gold: An error correction approach," Working papers 155, Indian Institute of Management Kozhikode.
  • Gangopadhyay, Kausik & Jangir, Abhishek & Sensarma, Rudra, 2015. "Forecasting the price of gold: An error correction approach," MPRA Paper 81066, University Library of Munich, Germany.
• Cathal O'Donoghue & Karyn Morrissey & John Lennon, 2014. "Spatial Microsimulation Modelling: a Review of Applications and Methodological Choices," International Journal of Microsimulation, International Microsimulation Association, vol. 7(1), pages 26-75.
• Max Nathan & Anna Rosso, 2014. "Mapping Information Economy Businesses with Big Data: Findings for the UK," CEP Occasional Papers 44, Centre for Economic Performance, LSE.
  • Nathan, Max & Rosso, Anna & Bouet, Francois, 2014. "Mapping 'Information Economy' Businesses with Big Data: Findings for the UK," IZA Discussion Papers 8662, Institute of Labor Economics (IZA).
  • Nathan, Max & Rosso, Anna, 2014. "Mapping information economy businesses with big data: findings from the UK," LSE Research Online Documents on Economics 60615, London School of Economics and Political Science, LSE Library.
• Inske Pirschel & Maik Wolters, 2014. "Forecasting German Key Macroeconomic Variables Using Large Dataset Methods," Kiel Working Papers 1925, Kiel Institute for the World Economy.
• Reinhold Decker, 2014. "Real-Time Analysis of Online Product Reviews by Means of Multi-Layer Feed-Forward Neural Networks," International Journal of Business and Social Research, LAR Center Press, vol. 4(11), pages 60-70, November.
• Reinhold Decker, 2014. "Real-Time Analysis of Online Product Reviews by Means of Multi-Layer Feed-Forward Neural Networks," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 4(11), pages 60-70, November.
• Hyndman, Rob J. & Lee, Alan J. & Wang, Earo, 2016. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Computational Statistics & Data Analysis, Elsevier, vol. 97(C), pages 16-32.
  • Rob J Hyndman & Alan Lee & Earo Wang, 2014. "Fast computation of reconciled forecasts for hierarchical and grouped time series," Monash Econometrics and Business Statistics Working Papers 17/14, Monash University, Department of Econometrics and Business Statistics.
• Nathan, Max & Rosso, Anna, 2014. "Mapping information economy businesses with big data: findings from the UK," LSE Research Online Documents on Economics 60615, London School of Economics and Political Science, LSE Library.
  • Max Nathan & Anna Rosso, 2014. "Mapping Information Economy Business with Big Data: Findings from the UK," National Institute of Economic and Social Research (NIESR) Discussion Papers 442, National Institute of Economic and Social Research.
• Popovici Alexandru, 2014. "Philosophy of the Multilevel Reality. Applications in Economics (I) [Filozofia realitǎţii multinivel. Aplicaţii în economie (I)]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 03, September.
• Popovici Alexandru, 2014. "Philosophy of the Multilevel Reality. Applications in Economics (II) [Filozofia realitǎţii multinivel. Aplicaţii în economie (II)]," Revista OEconomica, Romanian Society for Economic Science, Revista OEconomica, issue 04, December.
• Cezary A. Kapuscinski & Kyle Thomson, 2014. "Experiment Estimates of Indigenous Employment from Administrative Data," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 17(2), pages 139-161.
• Estrada, Fernando, 2014. "El capital en el siglo XXI de Thomas Piketty [Thomas Piketty’s Capital in the 21st century]," MPRA Paper 60662, University Library of Munich, Germany.
• Gerunov, Anton, 2014. "Big Data Approaches to Modeling the Labor Market," MPRA Paper 68798, University Library of Munich, Germany.
• Carbajal De Nova, Carolina, 2014. "Synthetic data: an endogeneity simulation," MPRA Paper 79158, University Library of Munich, Germany, revised 11 May 2017.
  • Carbajal De Nova, Carolina, 2014. "Synthetic data: an endogeneity simulation," MPRA Paper 79067, University Library of Munich, Germany, revised 10 May 2017.
• Ramadas, Sendhil & Palanisamy, Ramasundaram & Kuruvila, Anil & Chandrasekaran, Sundaramoorthy & Singh, Randhir & Sharma, Indu, 2014. "Food Price Volatility in India – Drivers, Impact and Policy Response," MPRA Paper 91131, University Library of Munich, Germany.
• Michael Toedt, 2014. "The Development of a Response-Function for Customer Relationship Marketing," Proceedings of International Academic Conferences 0100789, International Institute of Social and Economic Sciences.
• Mehmet Fedai KAYA & Muslu Kaz?m KÖREZ & Süleyman DÜNDAR, 2014. "Estimation of the Distribution of Remaning Life Time of the People in Turkey," Proceedings of International Academic Conferences 0201556, International Institute of Social and Economic Sciences.
• Duo Qin & Sophie van H¸llen & Qing-Chao Wang, 2014. "What Happens to Wage Elasticities When We Strip Playometrics? Revisiting Married Women Labour Supply Model," Working Papers 190, Department of Economics, SOAS University of London, UK.
• Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics 14/09, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers 14-025/III, Tinbergen Institute.
  • McAleer, M.J., 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers EI 2014-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE 2014-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• Matthias Weber & Martin Schumacher & Harald Binder, 2014. "Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs," Tinbergen Institute Discussion Papers 14-089/I, Tinbergen Institute.
• Chang, Chia-Lin & McAleer, Michael, 2015. "Econometric analysis of financial derivatives: An overview," Journal of Econometrics, Elsevier, vol. 187(2), pages 403-407.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Working Papers in Economics 14/29, University of Canterbury, Department of Economics and Finance.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Tinbergen Institute Discussion Papers 14-153/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2014-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
• McAleer, M.J., 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Econometric Institute Research Papers EI 2014-06, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Documentos de Trabajo del ICAE 2014-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Working Papers in Economics 14/09, University of Canterbury, Department of Economics and Finance.
  • Michael McAleer, 2014. "Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay," Tinbergen Institute Discussion Papers 14-025/III, Tinbergen Institute.
• Chang, Chia-Lin & McAleer, Michael, 2015. "Econometric analysis of financial derivatives: An overview," Journal of Econometrics, Elsevier, vol. 187(2), pages 403-407.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Tinbergen Institute Discussion Papers 14-153/III, Tinbergen Institute.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Documentos de Trabajo del ICAE 2014-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Chia-Lin Chang & Michael McAleer, 2014. "Econometric Analysis of Financial Derivatives: An Overview," Working Papers in Economics 14/29, University of Canterbury, Department of Economics and Finance.
• Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361.
  • Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014. "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers 2014:29, Department of Economics, University of Venice "Ca' Foscari".
• Jörg Breitung & Sandra Eickmeier, 2014. "Analyzing business and financial cycles using multi-level factor models," CAMA Working Papers 2014-43, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Breitung, Jörg & Eickmeier, Sandra, 2014. "Analyzing business and financial cycles using multi-level factor models," Discussion Papers 11/2014, Deutsche Bundesbank.
• Pirschel, Inske & Wolters, Maik, 2014. "Forecasting German key macroeconomic variables using large dataset methods," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100587, Verein für Socialpolitik / German Economic Association.
  • Pirschel, Inske & Wolters, Maik H., 2014. "Forecasting German key macroeconomic variables using large dataset methods," Kiel Working Papers 1925, Kiel Institute for the World Economy (IfW Kiel).

2013

• Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "High-Dimensional Methods and Inference on Structural and Treatment Effects," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.
  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers 59/13, Institute for Fiscal Studies.
• Mota, Rui Pedro & Domingos, Tiago, 2013. "Assessment of the theory of comprehensive national accounting with data for Portugal," Ecological Economics, Elsevier, vol. 95(C), pages 188-196.
• Jean Boivin & Marc P. Giannoni & Dalibor Stevanović, 2020. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 272-284, April.
  • Giannoni, Marc & Boivin, Jean & Stevanovic, Dalibor, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CEPR Discussion Papers 9470, C.E.P.R. Discussion Papers.
  • Jean Boivin & Marc Giannoni & Dalibor Stevanovic, 2013. "Dynamic effects of credit shocks in a data-rich environment," Staff Reports 615, Federal Reserve Bank of New York.
  • Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," Cahiers de recherche 1324, CIRPEE.
  • Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2016. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2016s-55, CIRANO.
  • Jean Boivin & Marc P. Giannoni & Dalibor Stevanovic, 2013. "Dynamic Effects of Credit Shocks in a Data-Rich Environment," CIRANO Working Papers 2013s-11, CIRANO.
• Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2014. "High-Dimensional Methods and Inference on Structural and Treatment Effects," Journal of Economic Perspectives, American Economic Association, vol. 28(2), pages 29-50, Spring.
  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers 59/13, Institute for Fiscal Studies.
  • Alexandre Belloni & Victor Chernozhukov & Christian Hansen, 2013. "High dimensional methods and inference on structural and treatment effects," CeMMAP working papers CWP59/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Anna Gloria Billé, 2013. "Computational Issues in the Estimation of the Spatial Probit Model: A Comparison of Various Estimators," The Review of Regional Studies, Southern Regional Science Association, vol. 43(2,3), pages 131-154, Winter.

2012

• Steffen Andersen & James C. Cox & Glenn W. Harrison & Morten Lau & Elisabet E. Rutstroem & Vjollca Sadiraj, 2011. "Asset Integration and Attitudes to Risk: Theory and Evidence," Department of Economics Working Papers 2011_10, Durham University, Department of Economics.
  • Steffen Andersen & James C. Cox & Glenn W. Harrison & Morten Lau & E. Elisabet Rutström & Vjollca Sadiraj, 2012. "Asset Integration and Attitudes to Risk: Theory and Evidence," Experimental Economics Center Working Paper Series 2012-12, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Oct 2017.
• Prof. Dr. Bernd Meyer, 2012. "Macroeconomic Modelling of Sustainable Development and the Links between the Economy and the Environment," GWS Research Report Series 12-1, GWS - Institute of Economic Structures Research.
• Thomas von Brasch & Johan Byström & Lars Petter Lystad, 2012. "Optimal control and the Fibonacci sequence," Discussion Papers 674, Statistics Norway, Research Department.

2011

• Steffen Andersen & James C. Cox & Glenn W. Harrison & Morten Lau & Elisabet E. Rutstroem & Vjollca Sadiraj, 2011. "Asset Integration and Attitudes to Risk: Theory and Evidence," Department of Economics Working Papers 2011_10, Durham University, Department of Economics.
  • Steffen Andersen & James C. Cox & Glenn W. Harrison & Morten Lau & E. Elisabet Rutström & Vjollca Sadiraj, 2012. "Asset Integration and Attitudes to Risk: Theory and Evidence," Experimental Economics Center Working Paper Series 2012-12, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, revised Oct 2017.
• Soshichi Kinoshita (ed.), 2011. "Econometric Modeling of Japan and Asia-Pacific Economies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8276, February.

2009

• Mell T & Wartenburger I & Marschner A & Villringer A & Reischies FM & Heekeren, 2009. "Altered Function of Ventral Striatum during Reward-Based Decision Making in Old Age," SFB 649 Discussion Papers SFB649DP2009-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Bakshi, Sanjeev & Pathak, Prasanta, 2009. "Health at Old Ages in India: Statistical Exposition of Its Socio-Cultural and Gender Dimensions," MPRA Paper 60690, University Library of Munich, Germany.
• Mell, Thomas & Wartenburger, Isabell & Marschner, Alexander & Villringer, Arno & Reischies, Friedel M. & Heekeren, Hauke R., 2009. "Altered Function of Ventral Striatum during Reward-Based Decision Making in Old Age," SFB 649 Discussion Papers 2009-064, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

2008

• Shigenobu Ohara & Takayuki Asada (ed.), 2008. "Japanese Project Management:KPM — Innovation, Development and Improvement," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6657, December.
• Shigenobu Ohara, 2008. "Framework of Contemporary Japanese Project Management (1): Project Management Paradigm — Interpretation, Application and Evolution to KPM," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 1, pages 5-23, World Scientific Publishing Co. Pte. Ltd..
• Shigenobu Ohara, 2008. "Framework of Contemporary Japanese Project Management (2): Kakusin-Innovation Program Management (IPM) — Organizational Acceptance and Dynamic Intellectual Cycle," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 2, pages 25-43, World Scientific Publishing Co. Pte. Ltd..
• Tametsugu Taketomi, 2008. "Adjusting Function and Office Design in Japanese-Style Project Management Organizations — Applying the Idea of KPM," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 3, pages 45-59, World Scientific Publishing Co. Pte. Ltd..
• Tadamasa Imaguchi, 2008. "Innovative Strategy and Project Organization," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 4, pages 61-69, World Scientific Publishing Co. Pte. Ltd..
• Emi Yunokawa, 2008. "The Practice Examples of KPM Knowledge Platform," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 5, pages 71-81, World Scientific Publishing Co. Pte. Ltd..
• Toshihiko Kinoshita, 2008. "Changes of Japanese Corporate Business Model under Global Pressure: Evidence Justifying KPM," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 6, pages 83-104, World Scientific Publishing Co. Pte. Ltd..
• Tametsugu Taketomi, 2008. "Toward Establishing Project Governance," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 7, pages 111-128, World Scientific Publishing Co. Pte. Ltd..
• Shoei Komatsu, 2008. "Management Model of Information Development Program — Adaptive Multiple Spiral-Up Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 8, pages 129-141, World Scientific Publishing Co. Pte. Ltd..
• Hideo Yamamoto, 2008. "Information Sharing for an ICT System for Strategic Program Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 9, pages 143-153, World Scientific Publishing Co. Pte. Ltd..
• Naokoto Kogo & Atsushi Miyagawa, 2008. "Project Management from the Viewpoint of Projection Technologies," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 10, pages 155-166, World Scientific Publishing Co. Pte. Ltd..
• Takashi Katayama & Takayuki Asada, 2008. "An Evaluation Theory for Practical Use of RFID under Supply Chain Project Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 11, pages 167-180, World Scientific Publishing Co. Pte. Ltd..
• Takayuki Asada, 2008. "A Study of Multiple Value Measures Applied into Strategic Project Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 12, pages 187-201, World Scientific Publishing Co. Pte. Ltd..
• Fumihiko Isada, 2008. "Business Architecture for Program and Project Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 13, pages 203-212, World Scientific Publishing Co. Pte. Ltd..
• Hiroshi Sasaki, 2008. "Business Portfolio Strategies for IT Services Companies in Japan: IS Strategy, Governance and Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 14, pages 213-224, World Scientific Publishing Co. Pte. Ltd..
• Kenichi Suzuki, 2008. "Project & Program Balanced Scorecard for Executing Strategy in a Hotel Corporation," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 15, pages 225-233, World Scientific Publishing Co. Pte. Ltd..
• Kazuo Tanaka & Masaru Tamaki, 2008. "Development of a Service Model for the Japanese Construction Industry — Application to Business Innovation and Improvement Activities for Building Renewal," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 16, pages 235-245, World Scientific Publishing Co. Pte. Ltd..
• Ellie Okada, 2008. "Strategic Knowledge/Intellectual Property Management and Compound Project Management: Theory and Practice," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 17, pages 253-264, World Scientific Publishing Co. Pte. Ltd..
• Shiro Okazaki & Yousuke Manabe, 2008. "Strategic R&D Management at NEDO (Japanese Public R&D Management Organization)," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 18, pages 265-279, World Scientific Publishing Co. Pte. Ltd..
• Koji Iwasaki, 2008. "Pharmaceutical Development as Case Study with High-Risk, High-Return Project Management," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 19, pages 281-293, World Scientific Publishing Co. Pte. Ltd..
• Ninako Makino, 2008. "The Product Development Project Aiming at the “Sociality” of Commodities," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 20, pages 295-308, World Scientific Publishing Co. Pte. Ltd..
• Christophe N Bredillet, 2008. "Shikumizukuri vs. One Best (No) Way! Project and Program Management for Enterprise Innovation (P2M): Towards a New Paradigm of KPM?," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 21, pages 313-337, World Scientific Publishing Co. Pte. Ltd..
• Toshinori Nemoto & Yuki Misui, 2008. "Pricing Public Projects with Complexity — Highway Management and Capacity Optimization by Mile-Based Pricing," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 22, pages 339-360, World Scientific Publishing Co. Pte. Ltd..
• Hajime Kita & Mikihiko Mori, 2008. "Projects of Participatory Production and Their Management: Practice in Industrial Accumulation in Suwa," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 23, pages 361-373, World Scientific Publishing Co. Pte. Ltd..
• Lynn Crawford, 2008. "World PM Trends and the Position of P2M in the Global Community," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 24, pages 381-402, World Scientific Publishing Co. Pte. Ltd..
• Toshihiko Kinoshita, 2008. "Examples of Changes of Japanese Corporate Business Model: Why is KPM Essentially Important Now?," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 25, pages 403-423, World Scientific Publishing Co. Pte. Ltd..
• Masaaki Horiguchi, 2008. "Knowledge of Project Management and Finance in Japan," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 26, pages 425-433, World Scientific Publishing Co. Pte. Ltd..
• Emiko Magoshi & Akio Yamamoto, 2008. "Transcultural Management: Cultural Relevance in Different Industries," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 27, pages 435-449, World Scientific Publishing Co. Pte. Ltd..
• Masatoshi Nishio, 2008. "Educational Effectiveness and Implementation of KPM in the Cultivation of Human Resource," World Scientific Book Chapters, in: Shigenobu Ohara & Takayuki Asada (ed.), Japanese Project Management KPM — Innovation, Development and Improvement, chapter 28, pages 451-465, World Scientific Publishing Co. Pte. Ltd..

2005

• Angers, Jean-François & Desjardins, Denise & Dionne, Georges & Guertin, François, 2005. "Modélisation et estimation des effets individuels et d’entreprise avec des données de panel : une application aux flottes de véhicules," Working Papers 05-7, HEC Montreal, Canada Research Chair in Risk Management.

2004

• Ryo Nagata, 2004. "Theory of Regular Economies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5543, December.
• Ryo Nagata, 2004. "What Is a Regular Economy?," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 1, pages 3-16, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Regular Economies and Genericity," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 2, pages 17-27, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Formalization of Regular Economies," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 3, pages 29-40, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "The Number of Equilibria in Regular Economies," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 4, pages 41-57, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Stability of Equilibria in Regular Economies," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 5, pages 59-82, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Space of Utility Functions," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 6, pages 85-98, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Transversality and Regular Economies," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 7, pages 99-107, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Transversality Theorems and Regular Economies," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 8, pages 109-124, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "The Number of Extended Equilibria in Regular Economies," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 9, pages 125-137, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Production Economy with Linear Activities," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 10, pages 141-160, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Incomplete Markets I," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 11, pages 161-185, World Scientific Publishing Co. Pte. Ltd..
• Ryo Nagata, 2004. "Incomplete Markets II," World Scientific Book Chapters, in: Theory Of Regular Economies, chapter 12, pages 187-204, World Scientific Publishing Co. Pte. Ltd..

2000

• Cornelis A. Los, 2000. "A Scientific Perspective," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 1, pages 19-33, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Capital Budgeting And Analytic Formulas," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 2, pages 35-49, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Fundamental Security Valuation," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 3, pages 51-56, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Analysis Of Exact Data I," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 4, pages 57-73, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Analysis Of Inexact Data Ii," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 5, pages 75-98, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Optimal Portfolio Formation," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 6, pages 99-111, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Systematic Financial Risk Analysis," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 7, pages 113-134, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Complete Valuation And Dynamic Risk Theory," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 8, pages 135-161, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Option Pricing Ii," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 10, pages 183-200, World Scientific Publishing Co. Pte. Ltd..
  • Cornelis A. Los, 2000. "Option Pricing I," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 9, pages 163-182, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Option Pricing I," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 9, pages 163-182, World Scientific Publishing Co. Pte. Ltd..
  • Cornelis A. Los, 2000. "Option Pricing Ii," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 10, pages 183-200, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Bond Portfolio Valuation And Management," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 11, pages 201-221, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Forwards And Futures," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 12, pages 223-235, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Swaps," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 13, pages 237-252, World Scientific Publishing Co. Pte. Ltd..
• Cornelis A. Los, 2000. "Multi-Currency Investments And Exact Performance Attribution," World Scientific Book Chapters, in: Computational Finance A Scientific Perspective, chapter 14, pages 253-281, World Scientific Publishing Co. Pte. Ltd..

1992

• Albert, Pierre & Ghassan, Hassan B. & Huiban, Jean Pierre & Martin, Michel, 1992. "L'Industrie Laitière Française: Modèles d'Entreprises et Formes de Concurrence/Coordination Inter-Firmes [French Dairy Industry: Enterprise models and Inter-Firms Competition/Coordination Forms]," MPRA Paper 60457, University Library of Munich, Germany.

1982

• Anderson, Tn & Kida, Te, 1982. "The Cross-Lagged Research Approach - Description And Illustration," Journal of Accounting Research, Wiley Blackwell, vol. 20(2), pages 403-414.

0

• Cooper, Joseph & Delbecq, Benoît, 2014. "A multi-region approach to assessing fiscal and farm level consequences of government support for farm risk management," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), vol. 3(3), pages 1-23, December.
  • Cooper, Joseph & Delbecq, Benoit, 2014. "A Multi-Region Approach to Assessing Fiscal and Farm Level Consequences of Government Support for Farm Risk Management," 2014 Third Congress, June 25-27, 2014, Alghero, Italy 173108, Italian Association of Agricultural and Applied Economics (AIEAA).
• Antón Sarabia Arturo & Bazdresch Santiago & Lelo-de-Larrea Alejandra, 2023. "The Influence of Central Bank's Projections and Economic Narrative on Professional Forecasters' Expectations: Evidence from Mexico," Working Papers 2023-21, Banco de México.
• Leonardo Gambacorta & Byeungchun Kwon & Taejin Park & Pietro Patelli & Sonya Zhu, "undated". "CB-LMs: language models for central banking," BIS Working Papers 1215, Bank for International Settlements.
• Michele Tertilt & Matthias Doepke & Anne Hannusch & Laura Montenbruck, "undated". "The Economics of Woman's Rights The Mary Paley and Alfred Marshall Lecture," CRC TR 224 Discussion Paper Series crctr22401_2018, University of Bonn and University of Mannheim, Germany.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Mirco RUBIN, 2014. "Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices," Swiss Finance Institute Research Paper Series 14-20, Swiss Finance Institute.
• Barbora Malinska, 2019. "Realized Moments and Bond Pricing," Working Papers IES 2019/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2019.
• Dario Sansone, 2019. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(2), pages 456-485, April.
  • Dario Sansone, 2017. "Now You See Me: High School Dropout and Machine Learning," 2017 Stata Conference 5, Stata Users Group.
  • Dario Sansone, 2017. "Beyond Early Warning Indicators: High School Dropout and Machine Learning," Working Papers gueconwpa~17-17-09, Georgetown University, Department of Economics.
• Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
  • Oscar Claveria & Enric Monte & Salvador Torra, 2018. "Tracking economic growth by evolving expectations via genetic programming: A two-step approach," Working Papers XREAP2018-4, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2018.
• Philip Hans Franses & Thomas Wiemann, 0. "Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping," Computational Economics, Springer;Society for Computational Economics, vol. 0, pages 1-17.
• Zhan Gao & Zhentao Shi, 0. "Implementing Convex Optimization in R: Two Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 0, pages 1-9.
• Martin Obschonka & Neil Lee & Andrés Rodríguez-Pose & Johannes C. Eichstaedt & Tobias Ebert, 0. "Big data methods, social media, and the psychology of entrepreneurial regions: capturing cross-county personality traits and their impact on entrepreneurship in the USA," Small Business Economics, Springer, vol. 0, pages 1-22.
• Jens Prüfer & Patricia Prüfer, 0. "Data science for entrepreneurship research: studying demand dynamics for entrepreneurial skills in the Netherlands," Small Business Economics, Springer, vol. 0, pages 1-22.
  • Prüfer, Jens & Prüfer, Patricia, 2019. "Data Science for Entrepreneurship Research : Studying Demand Dynamics for Entrepreneurial Skills in the Netherlands," Discussion Paper 2019-005, Tilburg University, Center for Economic Research.
• Jermain C. Kaminski & Christian Hopp, 0. "Predicting outcomes in crowdfunding campaigns with textual, visual, and linguistic signals," Small Business Economics, Springer, vol. 0, pages 1-23.
• Yasuhiro Hara, "undated". "Dynamic Relationship between Information Dissemination by Local Governors and Mobility during the COVID-19 Pandemic," Discussion papers ron373, Policy Research Institute, Ministry of Finance Japan.
• Elena Andreou & Patrick Gagliardini & Eric Ghysels & Mirco Rubin, 0. "Mixed-Frequency Macro–Finance Factor Models: Theory and Applications," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 585-628.
• Roberto S. Mariano & Suleyman Ozmucur, "undated". "Lawrence R. Klein’s Principles in Modeling and Contributions in Nowcasting, Real-Time Forecasting, and Machine Learning," PIER Working Paper Archive 20-034, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Sandra Figueiredo, 2020. "A psycholinguistic analysis of presidential? discourses concerning the COVID-19 context: authenticity and emotional tone," Proceedings of International Academic Conferences 10613009, International Institute of Social and Economic Sciences.
• Ivana Lolić & Petar Sorić & Marija Logarušić, 2022. "Economic Policy Uncertainty Index Meets Ensemble Learning," Computational Economics, Springer;Society for Computational Economics, vol. 60(2), pages 401-437, August.
  • Ivana Loli? & Petar Sori? & Marija Logaru?i?, 0000. "Economic Policy Uncertainty index meets ensemble learning," Proceedings of International Academic Conferences 11313180, International Institute of Social and Economic Sciences.
• Arianna Agosto & Paolo Giudici, 0. "COVID-19 contagion and digital finance," Digital Finance, Springer, vol. 0, pages 1-9.
• Ricardo Buettner, 0. "Predicting user behavior in electronic markets based on personality-mining in large online social networks," Electronic Markets, Springer;IIM University of St. Gallen, vol. 0, pages 1-19.
• Maximo Camacho & Angela Caro & German Lopez-Buenache, 0. "The two-speed Europe in business cycle synchronization," Empirical Economics, Springer, vol. 0, pages 1-16.
• Yongchen Zhao, 0. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 0, pages 1-21.
  • Herman O. Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-006, The George Washington University, Department of Economics, Research Program on Forecasting.
  • Herman Stekler & Yongchen Zhao, 2016. "Predicting U.S. Business Cycle Turning Points Using Real-Time Diffusion Indexes Based on a Large Data Set," Working Papers 2016-15, Towson University, Department of Economics, revised Sep 2016.
• Sharada Davidson & Chenghan Hou & Gary Koop, "undated". "Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification," Working Papers 2306, University of Strathclyde Business School, Department of Economics.
• Andries C. van Vlodrop & Andre (A.) Lucas, "undated". "Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models," Tinbergen Institute Discussion Papers 2018-12-22, Tinbergen Institute.