2019-01: Defining, measuring and ranking energy vulnerability by Andrea Gatto and Francesco Busato

2019-02: Resuscitating the co-fractional model of Granger (1986) by Federico Carlini and Paolo Santucci de Magistris

2019-03: Estimating the Price Markup in the New Keynesian Model by Martin M. Andreasen and Mads Dang

2019-04: Assessing predictive accuracy in panel data models with long-range dependence by Daniel Borup, Bent Jesper Christensen and Yunus Emre Ergemen

2019-05: Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors by Antoine A. Djogbenou, James G. MacKinnon and Morten Ørregaard Nielsen

2019-06: The analysis of marked and weighted empirical processes of estimated residuals by Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen

2019-07: Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths by Søren Kjærgaard, Yunus Emre Ergemen, Kallestrup-Lamb, Jim Oeppen and Rune Lindahl-Jacobsen

2019-08: Longevity forecasting by socio-economic groups using compositional data analysis by Søren Kjærgaard, Yunus Emre Ergemen, Marie-Pier Bergeron Boucher, Jim Oeppen and Malene Kallestrup-Lamb

2019-09: Demand and Welfare Analysis in Discrete Choice Models with Social Interactions by Debopam Bhattacharya, Pascaline Dupas and Shin Kanaya

2019-10: Bond Risk Premiums at the Zero Lower Bound by Martin Møller Andreasen, Kasper Jørgensen and Andrew Meldrum

2019-11: Explaining Bond Return Predictability in an Estimated New Keynesian Model by Martin Møller Andreasen

2019-12: Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals by Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen

2019-13: In search of a job: Forecasting employment growth using Google Trends by Daniel Borup and Erik Christian Montes Schütte

2019-14: The Economic Value of VIX ETPs by Kim Christensen, Charlotte Christiansen and Anders M. Posselt    

2019-15: Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood by Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen

2019-16: Comparing Tests for Identification of Bubbles by Kristoffer Pons Bertelsen

2019-17: Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model by Dakyung Seong, Jin Seo Cho and Timo Teräsvirta

2019-18: Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model by Changli He, Jian Kang, Timo Teräsvirta and Shuhua Zhang

2019-19: Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model by Changli He, Jian Kang, Timo Teräsvirta and Shuhua Zhang