Economics at your fingertips  


2013 - 2022

Current editor(s): Ms. Tanja Kešelj

Bibliographic data for series maintained by MDPI Indexing Manager ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 10, issue 2, 2022

Using the SARIMA Model to Forecast the Fourth Global Wave of Cumulative Deaths from COVID-19: Evidence from 12 Hard-Hit Big Countries pp. 1-23 Downloads
Gaetano Perone
A Conversation with Søren Johansen pp. 1-16 Downloads
Rocco Mosconi and Paolo Paruolo
Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks pp. 1-15 Downloads
Piero C. Kauffmann, Hellinton H. Takada, Ana T. Terada and Julio M. Stern
A Theory-Consistent CVAR Scenario for a Monetary Model with Forward-Looking Expectations pp. 1-15 Downloads
Katarina Juselius
Combining Predictions of Auto Insurance Claims pp. 1-15 Downloads
Chenglong Ye, Lin Zhang, Mingxuan Han, Yanjia Yu, Bingxin Zhao and Yuhong Yang
A Conversation with Katarina Juselius pp. 1-21 Downloads
Rocco Mosconi and Paolo Paruolo
A Binary Choice Model with Sample Selection and Covariate-Related Misclassification pp. 1-20 Downloads
Jorge González Chapela
Causal Transmission in Reduced-Form Models pp. 1-25 Downloads
Vassilios Bazinas and Bent Nielsen
Model Validation and DSGE Modeling pp. 1-25 Downloads
Niraj Poudyal and Aris Spanos
An Alternative Estimation Method for Time-Varying Parameter Models pp. 1-27 Downloads
Mikio Ito, Akihiko Noda and Tatsuma Wada
Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data pp. 1-22 Downloads
Duo Qin, Sophie van Huellen, Qing Chao Wang and Thanos Moraitis

Volume 10, issue 1, 2021

Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics pp. 1-21 Downloads
Jennifer Castle, Jurgen A. Doornik and David Hendry
An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses pp. 1-19 Downloads
Ron Mittelhammer, George Judge and Miguel Henry
Acknowledgment to Reviewers of Econometrics in 2021 pp. 1-2 Downloads
Econometrics Editorial Office
The Impact of COVID-19 on Airfares—A Machine Learning Counterfactual Analysis pp. 1-10 Downloads
Florian Wozny
An Exponential Endogenous Switching Regression with Correlated Random Coefficients pp. 1-16 Downloads
Myoung-Jin Keay
Forecasting Real GDP Growth for Africa pp. 1-16 Downloads
Philip Hans Franses and Max Welz
Identification in Parametric Models: The Minimum Hellinger Distance Criterion pp. 1-14 Downloads
David Pacini
Green Bonds for the Transition to a Low-Carbon Economy pp. 1-31 Downloads
Andreas Lichtenberger, Joao Paulo Braga and Willi Semmler
Missing Values in Panel Data Unit Root Tests pp. 1-11 Downloads
Yiannis Karavias, Elias Tzavalis and Haotian Zhang
The Age–Period–Cohort Problem in Hedonic House Prices Models pp. 1-11 Downloads
Chung-Yim Yiu and Ka-Shing Cheung
Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models pp. 1-29 Downloads
Szabolcs Blazsek and Alvaro Escribano
A New Estimator for Standard Errors with Few Unbalanced Clusters pp. 1-7 Downloads
Gianmaria Niccodemi and Tom Wansbeek

Volume 9, issue 4, 2021

Air Pollution and Mobility, What Carries COVID-19? pp. 1-17 Downloads
C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors pp. 1-17 Downloads
Mustafa Salamh and Liqun Wang
Jointly Modeling Male and Female Labor Participation and Unemployment pp. 1-14 Downloads
David Bernstein and Andrew Martinez
Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation pp. 1-18 Downloads
J. Eduardo Vera-Valdés
On the Plausibility of the Latent Ignorability Assumption pp. 1-6 Downloads
Martin Huber
Inference Using Simulated Neural Moments pp. 1-15 Downloads
Michael Creel
Children’s Health Capital Investment: Effects of U.S. Infant Breastfeeding on Teenage Obesity pp. 1-15 Downloads
Albert Okunade, Ahmad Osmani, Toluwalope Ayangbayi and Adeyinka Kevin Okunade
Climate Finance: Mapping Air Pollution and Finance Market in Time Series pp. 1-15 Downloads
Zheng Fang, Jianying Xie, Ruiming Peng and Sheng Wang
Modeling Hospital Resource Management during the COVID-19 Pandemic: An Experimental Validation pp. 1-16 Downloads
J. M. Calabuig, E. Jiménez-Fernández, E. A. Sánchez-Pérez and S. Manzanares
Forecasting US Inflation in Real Time pp. 1-20 Downloads
Chad Fulton and Kirstin Hubrich
Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach pp. 1-22 Downloads
Xin Jin, Jia Liu and Qiao Yang
Interdependency Pattern Recognition in Econometrics: A Penalized Regularization Antidote pp. 1-13 Downloads
Kimon Ntotsis, Alex Karagrigoriou and Andreas Artemiou
Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices pp. 1-24 Downloads
Kjartan Kloster Osmundsen, Tore Kleppe, Roman Liesenfeld and Atle Oglend

Volume 9, issue 3, 2021

Special Issue “Celebrated Econometricians: Peter Phillips” pp. 1-3 Downloads
Federico Bandi, Alex Maynard, Hyungsik Roger Moon and Benoit Perron
Multivariate Analysis of Cryptocurrencies pp. 1-17 Downloads
Vincenzo Candila
On Spurious Causality, CO 2, and Global Temperature pp. 1-18 Downloads
Philippe Goulet Coulombe and Maximilian Göbel
Prais–Winsten Algorithm for Regression with Second or Higher Order Autoregressive Errors pp. 1-6 Downloads
Dimitrios V. Vougas
Forecasting FOMC Forecasts pp. 1-20 Downloads
Sarp Kalfa and Jaime Marquez
Søren Johansen and Katarina Juselius: A Bibliometric Analysis of Citations through Multivariate Bass Models pp. 1-28 Downloads
Fragiskos Archontakis and Rocco Mosconi
Selecting a Model for Forecasting pp. 1-35 Downloads
Jennifer Castle, Jurgen Doornik and David Hendry
Fisher’s z Distribution-Based Mixture Autoregressive Model pp. 1-35 Downloads
Arifatus Solikhah, Heri Kuswanto, Nur Iriawan and Kartika Fithriasari
Cointegration, Root Functions and Minimal Bases pp. 1-27 Downloads
Massimo Franchi and Paolo Paruolo

Volume 9, issue 2, 2021

Semiparametric Estimation of a Corporate Bond Rating Model pp. 1-20 Downloads
Yixiao Jiang
Outliers in Semi-Parametric Estimation of Treatment Effects pp. 1-32 Downloads
Gustavo Canavire-Bacarreza, Luis Castro Peñarrieta and Darwin Ugarte Ontiveros
An Empirical Model of Medicare Costs: The Role of Health Insurance, Employment, and Delays in Medicare Enrollment pp. 1-32 Downloads
Yuanyuan Deng and Hugo Benítez-Silva
Quantile Regression with Generated Regressors pp. 1-35 Downloads
Liqiong Chen, Antonio F. Galvao and Suyong Song
Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues pp. 1-35 Downloads
Antonio Pacifico
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis pp. 1-14 Downloads
Kajal Lahiri and Zulkarnain Pulungan
Are Soybean Yields Getting a Free Ride from Climate Change? Evidence from Argentine Time Series Data pp. 1-14 Downloads
Hildegart Ahumada and Magdalena Cornejo
Multidimensional Arrays, Indices and Kronecker Products pp. 1-15 Downloads
D. Stephen G. Pollock
Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions pp. 1-18 Downloads
Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
Uncertainty Due to Infectious Diseases and Stock–Bond Correlation pp. 1-18 Downloads
Konstantinos Gkillas, Christoforos Konstantatos and Costas Siriopoulos
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models pp. 1-21 Downloads
Manabu Asai, Chia-Lin Chang, Michael McAleer and Laurent Pauwels

Volume 9, issue 1, 2020

Integration and Disintegration of EMU Government Bond Markets pp. 1-17 Downloads
Christian Leschinski, Michelle Voges and Philipp Sibbertsen
Temperature Anomalies, Long Memory, and Aggregation pp. 1-22 Downloads
J. Eduardo Vera-Valdés
Goodness–of–Fit Tests for Bivariate Time Series of Counts pp. 1-20 Downloads
Šárka Hudecová, Marie Hušková and Simos G. Meintanis
Erratum: Hoover, K.D. 2020. The Discovery of Long-Run Causal Order: A Preliminary Investigation. Econometrics 8: 31 pp. 1-1 Downloads
Kevin Hoover
Hospital Emergency Room Savings via Health Line S24 in Portugal pp. 1-10 Downloads
Paula Simões, Sérgio Gomes and Isabel Natário
Acknowledgment to Reviewers of Econometrics in 2020 pp. 1-2 Downloads
Econometrics Editorial Office
Regularized Maximum Diversification Investment Strategy pp. 1-23 Downloads
N’Golo Koné
Enhanced Methods of Seasonal Adjustment pp. 1-23 Downloads
D. Stephen G. Pollock
Towards a New Paradigm for Statistical Evidence in the Use of p -Value pp. 1-3 Downloads
Muhammad Ishaq Bhatti and Jae Kim
Searching for a Theory That Fits the Data: A Personal Research Odyssey pp. 1-27 Downloads
Katarina Juselius
Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions pp. 1-35 Downloads
Fabian Knorre, Martin Wagner and Maximilian Grupe
New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past? pp. 1-25 Downloads
Boriss Siliverstovs
Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables pp. 1-25 Downloads
Souvik Banerjee and Anirban Basu
Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing pp. 1-25 Downloads
Kyungsik Nam
Page updated 2022-05-16