Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2026

• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
• Danai Diakodimitriou & Theofanis Papageorgiou & Alexandros Tsioutsios, 2026, "Fractional Long-Run Equilibrium of Education Expenditure and Economic Growth: The Case of the USA," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 1, pages 1876-1887, February, DOI: 10.1007/s13132-025-02725-6.
• Luis Rodrigo Asturias Schaub & Luis Alberiko Gil-Alana, 2026, "Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 122, issue 2, pages 1-25, January, DOI: 10.1007/s11069-025-07793-0.
• Cheng-Wen Lee & Hong-Vui Ngo, 2026, "Global Behavioral Drivers and Domestic Feedback Dynamics to Foreign Trading Activity: An OLS–VAR Analysis of Vietnam’s Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-2.
• Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.
• Atsushi Inoue & Lutz Kilian, 2026, "When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?," Journal of Political Economy, University of Chicago Press, volume 134, issue 2, pages 773-794, DOI: 10.1086/738339.
• Akın Fatih, 2026, "The Relationship Between External Debt and Environmental Quality in Türkiye: A Fractional Frequency Fourier ARDL Bounds Test Approach," South East European Journal of Economics and Business, Sciendo, volume 21, issue 1, pages 87-101, DOI: 10.2478/jeb-2026-0006.
• Evangelos E. Ioannidis & Sofia‐Eirini Nikolakakou, 2026, "Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 1, pages 316-334, January, DOI: 10.1002/for.70034.
• Verona, Fabio, 2026, "Forecasting inflation: The sum of the cycles outperforms the whole," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2026.
• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• Webel, Karsten, 2026, "Redesigning the classical automatic selection of X-11 seasonal filters," Discussion Papers, Deutsche Bundesbank, number 07/2026, DOI: 10.71734/DP-2026-7.
• Boughabi, Houssam, 2026, "Distributive conflict and wage formation in Germany: A Kaleckian perspective on nominal wages and demand (1990-2024)," ZÖSS-Discussion Papers, University of Hamburg, Centre for Economic and Sociological Studies (CESS/ZÖSS), number 126.
• Dallari, Pietro & Gattini, Luca, 2026, "How severe are European regulatory stress test scenarios? A probabilistic calibration for the euro area," EIB Working Papers, European Investment Bank (EIB), number 2026/01, DOI: 10.2867/0689043.
• Dezhbakhsh, Hashem & Levy, Daniel, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 336550, DOI: 10.13140/RG.2.2.11054.16963.
• Fotso, Chris Toumping & Özer, Yeliz & Palumbo, Dario & Sibbertsen, Philipp, 2026, "Dynamic Modelling of Heavy-Tailed Cylindrical Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-745, Mar.
• Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026, "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 213-261, March, DOI: 10.1007/s10690-024-09506-2.
• Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
• Serhan Cevik & Yueshu Zhao, 2026, "Shocked: electricity price volatility spillovers in Europe," International Economics and Economic Policy, Springer, volume 23, issue 2, pages 1-21, May, DOI: 10.1007/s10368-026-00729-4.
• Salah A. Nusair & Dennis Olson, 2026, "The Asymmetric Effects of Economic Policy Uncertainty Changes on Unemployment in the G7 Countries," Open Economies Review, Springer, volume 37, issue 1, pages 63-114, March, DOI: 10.1007/s11079-025-09817-5.
• Emiliano Toni & Pablo Paniagua & Patricio Órdenes, 2026, "Policy changes and growth slowdown: assessing Chile’s lost decade," Public Choice, Springer, volume 206, issue 3, pages 425-454, March, DOI: 10.1007/s11127-025-01318-w.
• Hai-Tang Wu & Meng-Lan Yueh, 2026, "Cryptocurrency risk management using Lévy processes and time-varying volatility," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 1, pages 33-61, January, DOI: 10.1007/s11156-025-01393-6.
• Don Bredin & Stilianos Fountas & Georgios Karras, 2026, "European Booms and Busts over Six Centuries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2026_04, Apr, revised Apr 2026.
• Viv B. Hall & John McDermott & Peter Thomson, 2026, "On quantitative and graphical measures of the severity of New Zealand’s recessions and strength of its expansions," Motu Working Papers, Motu Economic and Public Policy Research, number 26_02, Feb.
• Kurt G. Lunsford & Kenneth D. West, 2026, "An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34904, Feb.
• Burkhard Raunig, 2026, "DAG-Based Local Projections (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 271, Jan.
• Tim Bollerslev & Jia Li & Qiyuan Li & Yifan Li, 2026, "Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-023..
• Jose Rizal & Nur Afandi & Gusman Juliadi & Indah Wahyuliani & Cinta Rizki Oktarina, 2026, "Forecasting the Appearance Frequency of Rafflesia arnoldii in Bengkulu, Indonesia, Using Discrete-valued Time Series Modeling," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 2, pages 39-67, March.
• Ernesto Bernal Martinez, 2026, "Influencia de los factores de oferta en la exportación de la quinua en Bolivia," Development Research Working Paper Series, Institute for Advanced Development Studies, number 01/2026, Jan.
• Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2026, "From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/26/01.
• Merve Yıldırım & Durmus Yıldırım, 2026, "The Effects of Macroeconomic News Surprises on Borsa Istanbul Sectoral Indices: A Study with Volatility Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1495-1515, DOI: 10.30784/epfad.1725746.
• Gabriel Montes-Rojas & Fernando Toledo & Nicolás Bertholet & Kevin Corfield, 2026, "Implicit Quantile Preferences of the Fed and the Taylor Rule," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 384, Jan.
• Hashem Dezhbakhsh & Daniel Levy, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," Papers, arXiv.org, number 2602.11334, Feb.
• Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer, 2026, "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26265.
• Stefano Pica, 2026, "Housing markets and the heterogeneous effects of monetary policy across the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1523, Mar.
• Stefano Neri & Cristina Conflitti & Alessandro Lin, 2026, "The awakening of inflation and the return of the Phillips curve in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1525, Mar.
• Danila Ovechkin, 2026, "Estimation and forecasting with a Nonlinear Phillips Curve based on heterogeneous sensitivity between economic activity and CPI components," Bank of Russia Working Paper Series, Bank of Russia, number wps161, Jan.
• Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2026, "Testing Mean Stability of Heteroskedastic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 47, issue 1, pages 182-200, January, DOI: 10.1111/jtsa.12840.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
• Tom Doan, 2026, "STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models," Statistical Software Components, Boston College Department of Economics, number RTJ00070, revised .
• Ryuichiro Hirano & Yutaro Takano & Kosuke Takatomi, 2026, "What Drives Trend Inflation in Japan? : A Trend-Cycle BVAR Decomposition Approach," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-1, Jan.
• Nonejad Nima, 2026, "Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index," Journal of Time Series Econometrics, De Gruyter, volume 18, issue 1, pages 1-47, DOI: 10.1515/jtse-2025-0007.
• Xie Haibin & Wu Boyao & Sun Yuying & Wang Shouyang, 2026, "Realized Probability Index is a Better Market Timing Indicator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 23-36, DOI: 10.1515/snde-2024-0060.
• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
• Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
• Guglielmo Maria Caporale & Mwangi Victor Njoroge & Luis Alberiko Gil-Alana, 2026, "Long Memory in Kenyan Commodity Prices," CESifo Working Paper Series, CESifo, number 12560.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12562.
• Guglielmo Maria Caporale & Samuel Chibuzor Umeh & Faith Ani James & Luis Alberiko Gil-Alana, 2026, "Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12566.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Ruka O. Jimoh, 2026, "Inflation Persistence in the SCO Countries: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12578.
• Panayotis Michaelides & Arsenios-Georgios Prelorentzos & Olivier Scaillet & Nikolas Topaloglou & Kien Tran, 2026, "Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-02, Jan.
• Daniel Velásquez-Gaviria & Jean-Michel Zakoïan, 2026, "Noncausal AR processes driven by causal GARCH volatility," Working Papers, Center for Research in Economics and Statistics, number 2026-02, Jan.
• Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, María A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: Evidence from the Spanish housing market," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109564.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Booth, Geoffrey G. & Ellina, Polina & Theodossiou, Panayiotis, 2026, "Decoding underprediction and anchoring in BEA's GDP backcasts," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101509.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Luna Kanematsu, María Isabel & Monge, Manuel & Infante, Juan, 2026, "Employment sentiment behavior during European economic crises: Time trends and persistence analysis," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100670.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Cho, Dooyeon & Rho, Seunghwa, 2026, "Can the tone of central bankers’ speeches help shape inflation expectations?: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102283.
• Alsayed, Ahmed R.M. & Cameletti, Michela, 2026, "Air demand forecasting for passengers and freight in Italy: A comparison of two statistical models," Journal of Air Transport Management, Elsevier, volume 134, issue C, DOI: 10.1016/j.jairtraman.2026.102975.
• Cho, Dooyeon & Jung, Jaehun, 2026, "Mind the tone: Responses of inflation expectations to central bankers’ speeches," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103452.
• Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2026, "Yes! uncovered interest parity does hold in the long run," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103455.
• Petz, Nico & Zörner, Thomas O., 2026, "How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103495.
• Hur, Joonyoung & Kim, Soyoung & Lee, Yeil, 2026, "Time-varying effects of monetary policy shocks in five asian countries," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103501.
• Gavronski, Pedro & De Genaro, Alan, 2026, "Jumps and jolts: A continuous-time model for electricity future contract pricing," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2025.100535.
• Karadimitropoulou, Aikaterini & Koulmas, Pavlos & Michaelides, Panayotis G. & Triantafyllou, Athanasios, 2026, "From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100543.
• Mati, Sagiru & Ismael, Goran Yousif & Alsakarneh, Raad Abdelhalim Ibrahim & Aliyu, Nazifi, 2026, "Ruble resilience or euro dominance? The impact of the Russo-Ukrainian war on the euro-ruble exchange rate," Journal of Policy Modeling, Elsevier, volume 48, issue 1, pages 60-72, DOI: 10.1016/j.jpolmod.2025.06.020.
• Akcan, Ahmet Tayfur & Kazak, Hasan & Soyyigit, Semanur & Kilic, Cuneyt, 2026, "Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis," Resources Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.resourpol.2026.105851.
• Bolivar, Osmar, 2026, "High-frequency inflation forecasting: A two-step machine learning methodology," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 1, DOI: 10.1016/j.latcb.2025.100172.
• He, Junlin & Ng, Kok-Haur & Peiris, Shelton & Allen, David, 2026, "Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131097.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
• Sultana, Nargis, 2026, "Volatility regimes and structural shifts in geopolitical risk: Evidence from GARCH and breakpoint analysis," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104803.
• Mei, Dexiang & Li, Xiaotao, 2026, "Forecasting of Chinese stock price using a hybrid neural network model," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103232.
• Carrillo-Maldonado, Paul & Cruz, Zoe, 2026, "Macroeconomic consequences of minimum wage in a developing country," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 137-148, DOI: 10.1016/j.strueco.2026.01.004.
• Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-13, Feb.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, Maria A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137308, Mar.
• Esteve, Vicente & Blanco-Arroyo, Omar & Prats, Maria A., 2026, "Testing for co-explosive behavior between mortgages loans and house prices in the Spanish economy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137513, Mar.
• Martínez Hernández, Francisco A. & Herrera Aguilar, Saúl, 2026, "Los determinantes de las ganancias en México y los Estados Unidos: una revaloración teórica y empírica de la ecuación de las ganancias de Kalecki (1935)," El Trimestre Económico, Fondo de Cultura Económica, volume 93, issue 369, pages 71-109, January-M, DOI: https://doi.org/10.20430/ete.v93i36.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
• Elmir Mukhtarov & Ali Hajili & Aygun Garayeva & Vugar Ahmadov, 2026, "Overnight Interbank Rate Volatility Across Liquidity States: Key Drivers and Policy Implications," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2026, Mar.
• Dobrislav Dobrev & Pawel J. Szerszen, 2026, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in State-Space Models," Working Papers, The George Washington University, The Center for Economic Research, number 2026-004, Mar.
• boughabi, houssam, 2026, "Distributive Conflict, Investment, and Persistent Unemployment: Evidence from a Kaleckian Long-Memory Model — The Case of Germany (1990–2024," MPRA Paper, University Library of Munich, Germany, number 127571, Jan.
• Anienwe, Prince & Bhattarai, Keshab, 2026, "Carbon taxes and Macroeconomic dynamics in Norway," MPRA Paper, University Library of Munich, Germany, number 127742, Jan, revised 12 Jan 2026.
• boughabi, houssam, 2026, "Distributive Conflict and Wage Formation in Germany: A Kaleckian Perspective on Nominal Wages and Demand (1990–2024)," MPRA Paper, University Library of Munich, Germany, number 127752, Jan.
• boughabi, houssam, 2026, "Income Growth In Morocco: An Analysis of Income Growth Following an ARFIMA Model," MPRA Paper, University Library of Munich, Germany, number 128041, Feb.
• Tonetto, Jorge Luis & Fochezatto, Adelar & Pique, Josep Miquel & Rapetti, Carina, 2026, "Behavioral engagement and fiscal incentive design: time series evidence from southern Brazil," MPRA Paper, University Library of Munich, Germany, number 128174, Feb.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
• Tomiwa Sunday Adebayo & Oktay Özkan & Babatunde Sunday Eweade, 2026, "Effects of Green Quality of Energy Mix and Financial Development on Load Capacity Factor in China: A Novel Rolling Window Kernel-based Regularized Least Square Approach," Politická ekonomie, Prague University of Economics and Business, volume 2026, issue 1, pages 92-117, DOI: 10.18267/j.polek.1483.
• Yenilmez Meltem Ince & Kantar Gökmen, 2026, "Is It Virtual or Real? An Empirical Study on the US-China Tension Index," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 41, issue 1, pages 1-16, March, DOI: 10.11130/jei.2025012.
• Luiz Eduardo Rocha & Wilfredo Leiva Maldonado, 2026, "Testing and Modeling Speculative Oil Price Bubbles: US and Global Markets," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_08, Mar.
• Toshiyuki Yamawake & Joseph Sheely & Roberto Serrano & Jiro Hodoshima, 2026, "Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness," Annals of Operations Research, Springer, volume 357, issue 1, pages 347-372, February, DOI: 10.1007/s10479-024-06333-6.
• Xiaoqing Luo, 2026, "When simplicity fails: forecasting Mainland Chinese tourist arrivals in Macao during structural breaks with a hybrid economic-search model," Asia-Pacific Journal of Regional Science, Springer, volume 10, issue 1, pages 1-31, March, DOI: 10.1007/s41685-026-00419-8.
• A. Ford Ramsey & Tadashi Sonoda, 2026, "Railways and grain price convergence in Meiji Japan," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 115-151, January, DOI: 10.1007/s11698-025-00308-8.
• Wafa Masmoudi Kammoun, 2026, "Return and volatility spillover drivers among conventional cryptocurrencies," Digital Finance, Springer, volume 8, issue 1, pages 1-39, March, DOI: 10.1007/s42521-025-00167-y.
• Kudbeddin Şeker & Ethem Kiliç, 2026, "Bitcoin, U.S. stock markets, and volatility: the interaction of digital assets with traditional markets," Digital Finance, Springer, volume 8, issue 1, pages 1-25, March, DOI: 10.1007/s42521-026-00185-4.
• Burak Korkusuz, 2026, "Is complexity always better? A model-free assessment of range-based volatility estimators," Empirical Economics, Springer, volume 70, issue 3, pages 1-18, March, DOI: 10.1007/s00181-025-02873-3.
• Fatma Kızılkaya & Oktay Kızılkaya & Faruk Mike, 2026, "Does geopolitical risk escalate environmental degradation in Turkey? Evidence from a Fourier approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 28, issue 3, pages 7085-7106, March, DOI: 10.1007/s10668-024-05258-1.
• Samra Talishinskaya-Abbasova & Jeyhun I. Mikayilov, 2026, "Impact of financial development on carbon dioxide emissions: empirical evidence from Azerbaijan, Russia, and Kazakhstan," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 28, issue 1, pages 75-93, January, DOI: 10.1007/s10018-024-00415-2.
• Nizigiyimana, Emmanuel & Buregeya, Etienne, 2026, "Chronic Fiscal Deficits and Chronic Inflation in the Burundian Economy: An Empirical Test of the Validity of the Olivera–Tanzi and Patinkin Effects Using ARDL Models," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 2, DOI: 10.59413/ajocs/v7.i2.5.
• Lawal, Wasiu Omotayo & Abubakar, Zainab, 2026, "Disaggregated Agricultural Output and Macroeconomic Dynamics: Evidence from a Linear Framework," East African Finance Journal, East African Finance Journal, volume 5, issue 1, DOI: 10.59413/eafj/v5.i1.12.
• Lucas, André & Schwaab, Bernd & Zhang, Xin & D’Innocenzo, Enzo, 2026, "Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, European Central Bank, number 3166, Jan.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, María A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: Evidence from the Spanish housing market," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2601, Jan.
• Chahal, Rishman Jot Kaur & Bidasaria, Hemant & Khan, Hera Asif & Ahmad, Wasim, 2026, "Do global bond market sentiments transmit to green bonds? Evidence from a quantile connectedness framework," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101151.
• Bergmann, Daniel R. & Oliveira, Mauri A., 2026, "Extreme risk clustering in long-memory financial series," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P1, DOI: 10.1016/j.chaos.2025.117513.
• McCloud, Nadine & Ivey, Wendel & Taylor, Ajornie, 2026, "The workforce paradox: Do extreme natural disasters accelerate or undermine labour productivity?," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107361.
• Sharma, Vineeta, 2026, "What drives growth transitions in India? Evidence from a Markov switching analysis of regime dynamics," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107426.
• Shi, Haoyu & Zheng, Xu & Wang, Yuansheng, 2026, "Volatility regimes and jumps in crude oil futures: Uncovering how market shocks trigger extreme comovements," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107532.
• Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Liu, Nan & Liu, Yanbo, 2026, "Robust uniform nonparametric inference for time series," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112772.
• Goulet Coulombe, Philippe & Klieber, Karin, 2026, "An adaptive moving average for macroeconomic monitoring," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112773.
• Dias, Daniel A. & Scott, Sophia C., 2026, "Do banks’ funding costs respond symmetrically to policy rate increases and decreases?," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112782.
• Yu, Ping, 2026, "New critical values for likelihood ratio inference of threshold regression," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112791.
• Bredin, Don & Fountas, Stilianos & Karras, Georgios, 2026, "European booms and busts over six centuries," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112839.
• Kothe, Rafael, 2026, "Regime-dependent predictive accuracy and structural stability of Eurozone inflation swaps," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112826.
• de Castro, Luciano & Galvao, Antonio F. & Ota, Hirofumi, 2026, "Quantile approach to intertemporal consumption with multiple assets," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106161.
• De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Oh, Minseog & Kim, Donggyu & Wang, Yazhen, 2026, "Robust realized integrated beta estimator with application to dynamic analysis of integrated beta," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105810.
• Patton, Andrew J. & Zhang, Haozhe, 2026, "Bespoke realized volatility: Tailored measures of risk for volatility prediction," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106122.
• Li, Qiyuan & Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2026, "Testing for jumps in a discretely observed price process with endogenous sampling times," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106132.
• Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich, 2026, "Efficient sampling for realized variance estimation in time-changed diffusion models," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106150.
• Kurozumi, Eiji, 2026, "Fluctuation-type monitoring test for explosive behavior," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 230-249, DOI: 10.1016/j.ecosta.2023.06.007.
• He, Zhongfang, 2026, "A computationally efficient mixture innovation model for time-varying parameter regressions," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 250-269, DOI: 10.1016/j.ecosta.2023.08.001.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Ullah, Farid & Lu, Qianjin & Jie, Chen & Ullah, Mirzat, 2026, "Role of green bonds in energy transition and environmental sustainability," Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.energy.2025.139635.
• Razi, Ummara & Cheong, Calvin W.H. & Sharif, Arshian & Afshan, Sahar, 2026, "From crude to green: Exploring energy indicators and sustainability nexus through wavelet quantile correlation," Energy, Elsevier, volume 345, issue C, DOI: 10.1016/j.energy.2026.140223.
• Yu, Deshui & Tang, Jiachen & Zhou, Mingtao, 2026, "Trade policy uncertainty and stock returns: A tale of two periods," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104789.
• Grobys, Klaus, 2026, "Log-periodicity: Fact or fiction?," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104848.
• Ferriani, Fabrizio & Pericoli, Marcello, 2026, "ESG risks and corporate viability: Insights from default probability term structure analysis," International Review of Financial Analysis, Elsevier, volume 112, issue C, DOI: 10.1016/j.irfa.2026.105097.

2025

• Маргарита Шопова & Евгени Овчинников, 2025, "Автоматизирани Алгоритми За Идентификация На Arima Модели При Прогнозиране На Динамични Редове - Преглед На Литературата," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 33 Year 2, pages 117-148.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025, "Forecasting Dutch inflation using machine learning methods," Working Papers, DNB, number 828, Feb.
• Remzi Uctum & Georges Prat & Fredj Jawadi, 2025, "Fundamental Valuation of Equities under Allocative Rationality," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-29.
• Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025, "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202539, Oct.
• Arigoni, Filippo & Meunier, Baptiste & Moder, Isabella & Schmith, Adrian, 2025, "The outlook for services inflation in the United States and the United Kingdom," Economic Bulletin Boxes, European Central Bank, volume 1.
• Foroni, Claudia & Schroeder, Christofer, 2025, "Using corporate earnings calls to forecast euro area labour demand," Economic Bulletin Boxes, European Central Bank, volume 2.
• Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025, "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series, European Central Bank, number 377, Nov.
• Bosetti, Isabella & Incardona, Rocco & Caloca, Antonio Rodríguez, 2025, "Filling the gap: the geographical allocation of euro area portfolio investment liabilities and related income," Statistics Paper Series, European Central Bank, number 50, Mar.
• Sun, Yiqiao & de Bondt, Gabe, 2025, "Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases," Working Paper Series, European Central Bank, number 3063, Jun.
• Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
• Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025, "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2514, Aug.
• Omar Blanco-Arroyo & Vicente Esteve & María A. Prats, 2025, "Testing for co-explosive behavior between mortgages loans and house prices in the Spanish economy," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2515, Dec.
• Zanetti Chini, Emilio, 2025, "Judgment can spur long memory," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105005.
• Demetrescu, Matei & Kruse-Becher, Robinson, 2025, "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105032.
• Wang, Xiaoqing & Jin, Wenxin & Stan, Sebastian-Emanuel, 2025, "Empowering energy transition: Revisiting the dynamic impacts of Carbon emissions trading and the crude oil market," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 988-1001, DOI: 10.1016/j.eap.2025.04.020.
• Doerr, Leo M & Leppert, Elias B & Maennig, Wolfgang, 2025, "Olympic Games and democracy," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1073-1091, DOI: 10.1016/j.eap.2025.07.004.
• Palomba, Giulio & Tedeschi, Marco, 2025, "Commodity price dynamics in the era of energy transition: Exploring the substitutability of clean energy," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 214-236, DOI: 10.1016/j.eap.2025.08.033.
• Chen, Ning & Li, Shaofang & Tian, Sihua & Lu, Shuai, 2025, "Multidimensional risk connectedness among global systemically important financial institutions: A multilayer spillover network analysis," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 529-556, DOI: 10.1016/j.eap.2025.09.016.
• Cho, Dooyeon & Lee, Kyung-woo, 2025, "Pension sustainability and government effectiveness in the presence of population aging," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107048.
• Maranzano, Paolo & Pelagatti, Matteo, 2025, "A Hodrick–Prescott filter with automatically selected breaks," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107132.
• Figuerola-Ferretti, Isabel & Cueto, José Manuel & Márquez, Javier & Bermejo, Ramón, 2025, "Firm-level analysis of bubble formation in Chinese real estate equities," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107226.
• Ma, Yong & Li, Shuaibing & Liu, Xiaojun, 2025, "Forecasting energy commodity returns: Can weak factors and nonlinearity help?," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107295.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2025, "Twitter-based market uncertainty and global stock volatility predictability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102256.
• Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
• Ustaoglu, Erkan, 2025, "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102312.
• Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin, 2025, "Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102344.
• Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi, 2025, "Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102376.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Mo, Bin & Chen, Jiaru & Shi, Qinling & Zeng, Zichun, 2025, "Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102439.
• McMillan, David G., 2025, "The FED model: Is it still with us?," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102448.
• Khan, Hera Asif & Chahal, Rishman Jot Kaur, 2025, "Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102456.
• Clements, Adam & Otero, Jesús, 2025, "Forecasting retail fuel prices with spatial interdependencies," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112128.
• Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
• Cai, Yifei, 2025, "US-China tensions, global supply chains pressure, and global economy," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112283.
• Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
• Kang, Yao & Zhang, Yuqing & Wang, Shuhui & Zhao, Zhiwen, 2025, "A new class of Z-valued INAR(1) models with application to mutual fund flows," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112339.
• Yang, Jingjing & Vogelsang, Timothy J., 2025, "A bias reduced long run variance estimator with a new first-order kernel," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112340.
• Santos-Lozada, Alexis R. & Cuxil, Ernesto R., 2025, "The effect of the COVID-19 pandemic on remittances in Guatemala: A causal impact analysis," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112351.
• Chen, Li & Xu, Xiu, 2025, "Testing for common trends and patterns in functional time series data," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112440.
• Yucel, Ali Gokhan & Nazlioglu, Saban, 2025, "Unemployment dynamics in the United Kingdom: a quarter-millennium perspective," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112468.
• Cepparulo, Brian, 2025, "Is mobility a good proxy for consumption?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112454.
• Marcellino, Massimiliano & Pfarrhofer, Michael, 2025, "Nonparametric mixed frequency monitoring macro-at-risk," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112498.
• Li, Haiqi & Zhang, Ni & Zhou, Jin, 2025, "A new self-normalized forecast comparison test," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112646.
• Godin, Nathan & Horvath, Akos & Ma, Xingliang & Sagi, Jacob S., 2025, "Skin in the game and securitized commercial mortgage pricing before the Global Financial Crisis," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112653.
• Ling, Bo & Tu, Yundong, 2025, "Variable screening in high-dimensional vector autoregressions," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112695.
• Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2025, "Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112696.
• Xia, Siyuan & Qian, Junhui, 2025, "Monotonicity in estimating multiple structural breaks," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112707.
• Chavleishvili, Sulkhan & Moench, Emanuel, 2025, "Natural disasters as macroeconomic tail risks," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105914.
• Paap, Richard & Franses, Philip Hans, 2025, "Shrinkage estimators for periodic autoregressions," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105937.
• Ma, Chenchen & Tu, Yundong, 2025, "When structural break meets threshold effect: Factor analysis under structural instabilities," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105972.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105992.
• Lin, Tzu-Chi & Liu, Chu-An, 2025, "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105994.
• Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025, "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105996.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2025, "Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106002.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Wang, Ying & Phillips, Peter C.B., 2025, "Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106007.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing, 2025, "Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106129.
• Chen, Xiaohong & Wang, Bo & Xiao, Zhijie & Yi, Yanping, 2025, "Improved estimation of semiparametric dynamic copula models with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105739.
• Giancaterini, Francesco & Hecq, Alain, 2025, "Inference in mixed causal and noncausal models with generalized Student’s t-distributions," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 1-12, DOI: 10.1016/j.ecosta.2021.11.007.
• Demetrescu, Matei & Roling, Christoph, 2025, "Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 80-104, DOI: 10.1016/j.ecosta.2021.09.004.
• Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
• Petrella, Ivan & Santoro, Emiliano & Winkelmann, Yannik, 2025, "Inflation and price flexibility," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105056.
• Gargiulo, Valeria & Matthes, Christian & Petrova, Katerina, 2025, "Monetary policy across inflation regimes," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105109.