We analyze the influence of climate change on soybean yields in a multivariate time-series framework for a major soybean producer and exporter-Argentina. Long-run relationships are found in partial systems involving climatic, technological, and economic factors. Automatic model selection...

This paper examines sectoral productivity shocks of the COVID-19 pandemic, their aggregate impact, and the possible compensatory effects of improving productivity in infrastructure-related sectors. We employ the KLEMS annual dataset for a group of OECD and Latin America and the Caribbean...

This paper examines sectoral productivity shocks of the COVID-19 pandemic, their aggregate impact, and the possible compensatory effects of improving productivity in infrastructure-related sectors. We employ the KLEMS annual dataset for a group of OECD and Latin America and the Caribbean...

We analyze the influence of climate change on soybean yields in a multivariate time-series framework for a major soybean producer and exporter-Argentina. Long-run relationships are found in partial systems involving climatic, technological, and economic factors. Automatic model selection...

The purpose of this note is to contribute to modeling time series that may be characterized as integrated. In particular, a discussion about the use of standard distributions in regression models is included and some essential concepts are previously reviewed to this effect. The main objective...

A commonly used approach to measure the size of the shadow economy, known as "the monetary method", is based on econometric estimates of the demand for currency. These estimates are used to get the currency held by economic agents in excess of the amount they need to finance registered...

The "monetary method" to measure the size of the shadow economy is based on econometric estimates of the demand for currency. These estimates are used to reckon the currency held by economic agents in excess of the amount they need to finance registered transactions. This excess of currency...