Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

2024

• Shahzad Ahmad & Waliullah, 2024, "Bayesian Estimation of a Pragmatic Model for Monetary Policy Analysis: The Case of Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 114, Jun.
• Andriy Norets & Marco Stenborg Petterson, 2024, "Bayesian Nonparametric Models for Conditional Densities Based on Orthogonal Polynomials," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 744, Dec.
• Karol Szafranek & Michał Rubaszek, 2024, "The European energy crisis and the US natural gas market dynamics. A structural VAR investigation," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-099, Mar, DOI: 10.33119/kaewps2024099.
• Anna Sznajderska & Karol Szafranek & Alfred Haug, 2024, "The Effects of Fiscal Policy Shocks: Evidence from a Bayesian SVAR Model With Uncertain Identifying Assumptions," KAE Working Papers, Warsaw School of Economics, Collegium of Economic Analysis, number 2024-102, Nov, DOI: 10.33119/kaewps2024102.
• Kostas Mouratidis & Georgios Papapanagiotou & Christoph Thoenissen, 2024, "UK productivity: the long and the short of it," Working Papers, The University of Sheffield, Department of Economics, number 2024005, Jun.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2024, "Robust dynamic space–time panel data models using ε $$ \varepsilon $$ -contamination: an application to crop yields and climate change," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_2.
• Christian Aßmann & Jens Boysen-Hogrefe & Markus Pape, 2024, "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 108, issue 3, pages 577-609, September, DOI: 10.1007/s10182-023-00489-5.
• Emmanuel Mamatzakis & Pankaj C. Patel & Mike G. Tsionas, 2024, "A Bayesian learning model of hedge fund performance," Annals of Operations Research, Springer, volume 333, issue 1, pages 201-238, February, DOI: 10.1007/s10479-023-05667-x.
• Mehdi Mili & Jean‐Michel Sahut & Frédéric Teulon & Lubica Hikkerova, 2024, "A multidimensional Bayesian model to test the impact of investor sentiment on equity premium," Annals of Operations Research, Springer, volume 334, issue 1, pages 919-939, March, DOI: 10.1007/s10479-023-05165-0.
• I Gede Nyoman Mindra Jaya & Henk Folmer & Johan Lundberg, 2024, "A joint Bayesian spatiotemporal risk prediction model of COVID-19 incidence, IC admission, and death with application to Sweden," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 1, pages 107-140, January, DOI: 10.1007/s00168-022-01191-1.
• Paras Sachdeva & Wasim Ahmad & N. R. Bhanumurthy, 2024, "Public expenditure multiplier across business cycle phases in an emerging economy: new empirical evidence and dimension," Empirical Economics, Springer, volume 66, issue 1, pages 279-299, January, DOI: 10.1007/s00181-023-02457-z.
• Rogelio Mercado & Victor Pontines, 2024, "Which financial inclusion indicators and dimensions matter for income inequality? A Bayesian model averaging approach," Empirical Economics, Springer, volume 67, issue 2, pages 609-654, August, DOI: 10.1007/s00181-024-02559-2.
• Ali Keshavarzi & Shokooh Mahmoodi & Hamid Reza Horry, 2024, "Investigating the economic and environmental effects of a pandemic and its policy responses: a Bayesian dynamic stochastic general equilibrium model," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 11, pages 29269-29292, November, DOI: 10.1007/s10668-023-03864-z.
• Mario Cesare Nurchis & Francesca Clementina Radio & Luca Salmasi & Aurora Heidar Alizadeh & Gian Marco Raspolini & Gerardo Altamura & Marco Tartaglia & Bruno Dallapiccola & Gianfranco Damiani, 2024, "Bayesian cost-effectiveness analysis of Whole genome sequencing versus Whole exome sequencing in a pediatric population with suspected genetic disorders," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 25, issue 6, pages 999-1011, August, DOI: 10.1007/s10198-023-01644-0.
• Antonio Arbelo & Marta Arbelo-Pérez & Pilar Pérez-Gómez, 2024, "Internationalization and individual firm performance: a resource-based view," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 881-915, December, DOI: 10.1007/s40821-024-00276-5.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat, 2024, "Stock price index analysis of four OPEC members: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-29, December, DOI: 10.1186/s40854-024-00651-1.
• Saidul Islam, 2024, "Investment-specific technology shocks and business cycle: evidence from a sign restriction approach," Indian Economic Review, Springer, volume 59, issue 1, pages 249-283, June, DOI: 10.1007/s41775-024-00216-0.
• Maximilian Boeck & Massimiliano Marcellino & Michael Pfarrhofer & Tommaso Tornese, 2024, "Predicting Tail-Risks for the Italian Economy," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 339-366, November, DOI: 10.1007/s41549-025-00106-1.
• Maximo Camacho & Emilio Congregado & Ana Rodriguez-Santiago, 2024, "An inquiry into the drivers of an entrepreneurial economy: A Bayesian clustering approach," Journal of Evolutionary Economics, Springer, volume 34, issue 4, pages 991-1012, December, DOI: 10.1007/s00191-024-00863-9.
• Sumonkanti Das & Syed Abul Basher & Bernard Baffour & Penny Godwin & Alice Richardson & Salim Rashid, 2024, "Improved estimates of child malnutrition trends in Bangladesh using remote-sensed data," Journal of Population Economics, Springer;European Society for Population Economics, volume 37, issue 4, pages 1-37, December, DOI: 10.1007/s00148-024-01043-6.
• Hicham El Ouazzani & Hicham Ouakil & Abdelhamid Moustabchir, 2024, "Monetary Policy and Unemployment in Morocco: A DSGE Model Approach with Labor Market Frictions and Nash Wage Bargaining," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 4, pages 823-850, December, DOI: 10.1007/s40953-024-00415-9.
• Carla Curado & Mírian Oliveira & Dara G. Schniederjans & Eduardo Kunzel Teixeira, 2024, "Control variable use and reporting in operations management: a systematic literature review and revisit," Management Review Quarterly, Springer, volume 74, issue 3, pages 1809-1839, September, DOI: 10.1007/s11301-023-00348-2.
• Fuat Sekmen & Isa Demirkol & Haşmet Gökırmak, 2024, "Evaluation of urban transportation preferences with analytical hierarchy process method," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 3, pages 2087-2101, June, DOI: 10.1007/s11135-023-01731-7.
• Peter Mueller & Fernando Andrés Quintana & Garritt L. Page, 2024, "Regression with Variable Dimension Covariates," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, volume 86, issue 1, pages 185-198, November, DOI: 10.1007/s13171-023-00329-3.
• Carlos Gayán-Navarro & Marcos Sanso-Navarro, 2024, "Long-run inequality persistence in the U.S., 1870–2019," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 172, issue 1, pages 261-281, March, DOI: 10.1007/s11205-024-03309-8.
• Carlotta Montorsi & Chiara Gigliarano, 2024, "Spatial Comprehensive Well-Being Composite Indicators Based on Bayesian Latent Factor Model: Evidence from Italian Provinces," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 175, issue 2, pages 347-383, November, DOI: 10.1007/s11205-023-03285-5.
• Jean-Pierre Florens & Jean-François Richard & Jean-Marie Rolin, 2024, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Nonparametric Alternative," Springer Books, Springer, chapter 0, in: Jean-Pierre Florens & Michel Mouchart, "Nonparametric Bayesian Inference", DOI: 10.1007/978-3-031-61329-6_7.
• Alexandre Dmitriev, 2024, "On determinants of national suicide rates: evidence from Bayesian model averaging," Applied Economics, Taylor & Francis Journals, volume 56, issue 59, pages 8838-8845, December, DOI: 10.1080/00036846.2023.2294272.
• David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
• Todd E. Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1302-1317, October, DOI: 10.1080/07350015.2024.2310020.
• Giovanni Di Bartolomeo & Carolina Serpieri, 2024, "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 183, Jun.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-056/III, Sep.
• Léo TAILLANDIER, 2024, "La mobilité cyclable dans le périurbain de Nantes et de Toulouse : une modélisation multi-niveau," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 59, pages 55-77.
• Thabang NDLOVU & Nozibusiso Mavuso NDLOVU, 2024, "The Dynamic Linkages among Gold Prices, Stock Prices, the Exchange Rate and Interest Rate in South Africa," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 1, pages 35-56, DOI: 10.1991/jefa.v8i1.a65.
• Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2024, "Heterogeneity and Aggregate Fluctuations," Journal of Political Economy, University of Chicago Press, volume 132, issue 12, pages 4021-4067, DOI: 10.1086/731411.
• Matías Faggetti, 2024, "School choice y segregación educativa en Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 0424, May.
• Ivan Mendieta-Muñoz, 2024, "Time-varying investment dynamics in the USA," Working Paper Series, Department of Economics, University of Utah, University of Utah, Department of Economics, number 2024_01.
• Bodganand, Dima & Canepa, Alessandra, 2024, "Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 202421, Dec.
• Andrew G. Atkeson & Karen A. Kopecky & Tao Zha, 2024, "Four Stylized Facts About Covid‐19," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 65, issue 1, pages 3-42, February, DOI: 10.1111/iere.12660.
• Didier Nibbering, 2024, "A high‐dimensional multinomial logit model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 481-497, April, DOI: 10.1002/jae.3034.
• Hilde C. Bjørnland & Julia Skretting, 2024, "The shale oil boom and the US economy: Spillovers and time‐varying effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1000-1020, September, DOI: 10.1002/jae.3059.
• Florian Huber & Gary Koop, 2024, "Fast and order‐invariant inference in Bayesian VARs with nonparametric shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1301-1320, November, DOI: 10.1002/jae.3087.
• Peter McAdam & Anders Warne, 2024, "Density forecast combinations: The real‐time dimension," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1153-1172, August, DOI: 10.1002/for.3068.
• Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "The (Ir)Relevance of Rule‐of‐Thumb Consumers for U.S. Business Cycle Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, volume 56, issue 4, pages 769-804, June, DOI: 10.1111/jmcb.13057.
• Kase, Hanno & Melosi, Leonardo & Rottner, Matthias, 2024, "Estimating Nonlinear Heterogeneous Agent Models with Neural Networks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1499.
• Nguyen Anh Phong & Phan Huy Tam & Nguyen Thanh Tung, 2024, "Identifying Fraud Financial Reports Based on Signs of Income Management Using Machine Learning Technology: The Case of Listed Companies in Vietnam," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 02, pages 1-16, June, DOI: 10.1142/S1793993324500133.
• Michaelis, Henrike, 2024, "Changes in the euro area interest rate pass-through," Discussion Papers, Deutsche Bundesbank, number 21/2024.
• Benchimol, Jonathan, 2024, "Central bank objectives, monetary policy rules, and limited information," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 80, pages 1-37.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 330303, DOI: 10.2139/ssrn.4875922.
• Kronenberg, Philipp, 2024, "A High-Frequency GDP Indicator for Switzerland," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341169, DOI: 10.3929/ethz-b-000680422.
• Gaul, Johannes J. & Keusch, Florian & Rostam-Afschar, Davud & Simon, Thomas, 2024, "Invitation Messages for Business Surveys: A Multi-Armed Bandit Experiment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1540.
• Aßmann, Christian & Boysen-Hogrefe, Jens & Pape, Markus, 2024, "Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy, number 306605, DOI: 10.1007/s10182-023-00489-5.
• Wolf, Elias & Montes-Galdón, Carlos & Paredes, Joan, 2024, "Conditional density forecasting: a tempered importance sampling approach," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302442.
• Klein, Thilo, 2024, "Matching for Credit: Identifying information asymmetries in joint-liability lending," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 24-070.
• Nguyen Anh Phong & Phan Huy Tam & Ngo Phu Thanh, 2024, "Identifying Fraudulent Financial Reports: Verification Between the M-Score Model and the Auditor’s Opinion," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 23-45.
• TSANG, Chun Kei & LI, Sung Ko & LEE, Shu Kam, 2024, "Assessing the Efficiency of Hong Kong Public Hospital Sector During the COVID-19 Pandemic: An Input-oriented Structural Efficiency Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 4, pages 50-73, December.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "Monetary Policy in the Euro Area: Active or Passive?," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2024-02 Classification-E3, May.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2024, "A Discrimination Report Card," American Economic Review, American Economic Association, volume 114, issue 8, pages 2472-2525, August, DOI: 10.1257/aer.20230700.
• Soonwoo Kwon & Jonathan Roth, 2024, "(Empirical) Bayes Approaches to Parallel Trends," AEA Papers and Proceedings, American Economic Association, volume 114, pages 606-609, May, DOI: 10.1257/pandp.20241048.
• Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, , "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 339740, DOI: 10.22004/ag.econ.339740.
• Bacchiocchi, Emanuele & Bastianin, Andrea & Kitagawa, Toru & Mirto, Elisabetta, 2024, "Partially identified heteroskedastic SVARs," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 343513, Jun, DOI: 10.22004/ag.econ.343513.
• Lawrence B. Dacuycuy & Fernando T. Aldaba, 2024, "Development of a Fiscal-Centric DSGE Model in Aid of Policy Evaluation," Department of Economics, Ateneo de Manila University, Working Paper Series, Department of Economics, Ateneo de Manila University, number 202405, Mar.
• Mathias Silva & Michel Lubrano, 2024, "Bayesian inference for income inequality using a Pareto II tail with an uncertain threshold: Combining EU-SILC and WID data," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2429, Oct.
• Tomáš Karel & Miroslav Plašil, 2024, "Application of Hierarchical Bayesian Models for Modeling Economic Costs in the Implementation of New Diagnostic Tests," International Journal of Economic Sciences, European Research Center, volume 13, issue 2, pages 20-37, December.
• Hoang Nguyen & Audron.e Virbickait.e & M. Concepci'on Aus'in & Pedro Galeano, 2024, "Structured factor copulas for modeling the systemic risk of European and United States banks," Papers, arXiv.org, number 2401.03443, Jan.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Papers, arXiv.org, number 2402.04828, Feb, revised Feb 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," Papers, arXiv.org, number 2402.08051, Feb.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for Regression with Variables Generated by AI or Machine Learning," Papers, arXiv.org, number 2402.15585, Feb, revised Apr 2025.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Papers, arXiv.org, number 2403.06879, Mar, revised Mar 2026.
• Elham Daadmehr, 2024, "Workplace sustainability or financial resilience? Composite-financial resilience index," Papers, arXiv.org, number 2403.16296, Mar.
• Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024, "Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility," Papers, arXiv.org, number 2404.11057, Apr, revised Oct 2025.
• Soonwoo Kwon & Jonathan Roth, 2024, "(Empirical) Bayes Approaches to Parallel Trends," Papers, arXiv.org, number 2404.11839, Apr.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024, "Decision synthesis in monetary policy," Papers, arXiv.org, number 2406.03321, Jun, revised Feb 2025.
• Joshua C. C. Chan & Davide Pettenuzzo & Aubrey Poon & Dan Zhu, 2024, "Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints," Papers, arXiv.org, number 2407.02262, Jul.
• Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching," Papers, arXiv.org, number 2408.12863, Aug, revised May 2025.
• Florian Huber & Massimiliano Marcellino & Tommaso Tornese, 2024, "The Distributional Effects of Economic Uncertainty," Papers, arXiv.org, number 2411.12655, Nov.
• Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2024, "Machine Learning the Macroeconomic Effects of Financial Shocks," Papers, arXiv.org, number 2412.07649, Dec.
• Kenneth Chan & Gary Charness & Chetan Dave & J. Lucas Reddinger, 2024, "On Prior Confidence and Belief Updating," Papers, arXiv.org, number 2412.10662, Dec, revised May 2025.
• Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for regression with variables generated from unstructured data," CeMMAP working papers, Institute for Fiscal Studies, number 10/24, May, DOI: 10.47004/wp.cem.2024.1024.
• Massimiliano MARCELLINO & Michael PFARRHOFER, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24224.
• Thach Ngoc Nguyen & My Ha Tien Duong & Diep Van Nguyen, 2024, "Natural resources and the underground economy: A cross-country study in ASEAN using Bayesianapproach," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 2, pages 1-15, June, DOI: 10.15240/tul/001/2024-2-001.
• Joshua Brault, 2024, "Parallel Tempering for DSGE Estimation," Staff Working Papers, Bank of Canada, number 24-13, May, DOI: 10.34989/swp-2024-13.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024, "Decision Synthesis in Monetary Policy," Staff Working Papers, Bank of Canada, number 24-30, Aug, DOI: 10.34989/swp-2024-30.
• Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2024, "A Fresh Assessment of the Depth of the “Euro Effect" on US FDI," Single Market Economics Papers, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team, number WP2024/18, Feb, DOI: 10.2873/326776.
• Magnus Saß, 2024, "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0046, Aug, DOI: 10.48462/opus4-5591.
• Apanisile Olumuyiwa Tolulope, 2024, "Revisiting the effect of financial crisis and banking reforms on the effectiveness of monetary policy transmission mechanism in Nigeria," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 69, issue 241, pages 95-128, April – J.
• Vadim Grishchenko & Ivan Krylov, 2024, "New Approaches to Measuring, Analysing, and Forecasting Prices: A Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, volume 83, issue 2, pages 92-111, June.
• Stuart Donovan & Thomas de Graaff & Henri L. F. de Groot & Carl C. Koopmans, 2024, "Unraveling urban advantages—A meta‐analysis of agglomeration economies," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 1, pages 168-200, February, DOI: 10.1111/joes.12543.
• Franz Ulrich Ruch & Temel Taskin, 2024, "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 2, pages 314-334, April, DOI: 10.1111/obes.12587.
• Ioannis Bournakis & Mike Tsionas, 2024, "A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 3, pages 641-671, June, DOI: 10.1111/obes.12594.
• Valeria Fernanda Jemio Hurtado, 2024, "Los beneficios de los subsidios y la distribución de excedentes de sectores exportadores estratégicos: un enfoque de equilibrio general dinámico estoástico estimado con téncinas Bayesianas," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2024/01, Dec.
• Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen, 2024, "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2024, Jul.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Djik, 2024, "Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 09/2024, Dec.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.
• Jonathan Benchimol, 2024, "Central Bank Objectives, Monetary Policy Rules, and Limited Information," Bank of Israel Working Papers, Bank of Israel, number 2024.04, May.
• Michelle Sovinsky & Liana Jacobi & Alessandra Allocca & Tao Sun, 2024, "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_501, Feb.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2024, "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_565, Jun.
• Messaoudi Haïfa & Abbassi Abdessalem & Khraief Naceur, 2024, "Olive Oil World Price Forecasting: A Bayesian VAR Approach," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 22, issue 1, pages 41-52, DOI: 10.1515/jafio-2023-0015.
• Mendieta-Muñoz Ivan, 2024, "Time-varying Investment Dynamics in the USA," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 18, issue 1, pages 1-18, DOI: 10.1515/econ-2022-0091.
• Planas Christophe & Rossi Alessandro, 2024, "The slice sampler and centrally symmetric distributions," Monte Carlo Methods and Applications, De Gruyter, volume 30, issue 3, pages 299-313, DOI: 10.1515/mcma-2024-2012.
• van Dijk Herman K., 2024, "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 155-176, April, DOI: 10.1515/snde-2024-0003.
• Hwu Shih-Tang & Kim Chang-Jin, 2024, "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 177-199, April, DOI: 10.1515/snde-2022-0055.
• Hauzenberger Niko & Huber Florian & Koop Gary, 2024, "Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 201-225, April, DOI: 10.1515/snde-2022-0077.
• Celani Alessandro & Pagnottoni Paolo, 2024, "Matrix autoregressive models: generalization and Bayesian estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 227-248, April, DOI: 10.1515/snde-2022-0093.
• Mlikota Marko & Schorfheide Frank, 2024, "Sequential Monte Carlo with model tempering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 249-269, April, DOI: 10.1515/snde-2022-0103.
• Baltodano López Ovielt & Bulfone Giacomo & Casarin Roberto & Ravazzolo Francesco, 2024, "Modeling Corporate CDS Spreads Using Markov Switching Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 271-292, April, DOI: 10.1515/snde-2022-0106.
• Chernis Tony, 2024, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 293-317, April, DOI: 10.1515/snde-2022-0108.
• Fourrier-Nicolaï Edwin & Lubrano Michel, 2024, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 319-336, April, DOI: 10.1515/snde-2022-0109.
• Koval Borys & Frühwirth-Schnatter Sylvia & Sögner Leopold, 2024, "Bayesian Reconciliation of Return Predictability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 337-378, April, DOI: 10.1515/snde-2022-0110.
• Casarin Roberto & Peruzzi Antonio, 2024, "A Dynamic Latent-Space Model for Asset Clustering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 379-402, April, DOI: 10.1515/snde-2022-0111.
• Jacobi Liana & Kwok Chun Fung & Ramírez-Hassan Andrés & Nghiem Nhung, 2024, "Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 403-434, April, DOI: 10.1515/snde-2022-0116.
• Brugnolini Luca & Catania Leopoldo & Hansen Pernille & Santucci de Magistris Paolo, 2024, "Bayesian Flexible Local Projections," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 435-462, April, DOI: 10.1515/snde-2023-0001.
• Szafranek Karol & Rubaszek Michał, 2024, "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 507-530, DOI: 10.1515/snde-2022-0051.
• Marco Lorusso & Francesco Ravazzolo & Claudia Udroiu, 2024, "Fiscal stimuli: Monetary versus Fiscal Financing," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS105, May.
• Dainauskas, J. & Lastauskas, P., 2024, "Trade Shocks and the Transitional Dynamics of Markups," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2431, Jun.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series, CESifo, number 10941.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series, CESifo, number 11119.
• Jésus Fernández-Villaverde & Tomohide Mineyama & Dongho Song & Jesús Fernández-Villaverde, 2024, "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," CESifo Working Paper Series, CESifo, number 11192.
• López Martha & Sarmiento Gómez Eduardo, 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-29.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2024, "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 3299, Sep.
• Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Gundam, Pranay & Lee, Donggyu & Nallamotu, Ramya, 2024, "The NY Fed DSGE Model: A Post-Covid Assessment," CEPR Discussion Papers, Centre for Economic Policy Research, number 18742, Jan.
• Arias, Jonas & Rubio-Ramírez, Juan Francisco & Waggoner, Daniel, 2024, "Uniform Priors for Impulse Responses," CEPR Discussion Papers, Centre for Economic Policy Research, number 18836, Feb.
• Arias, Jonas & Rubio-Ramírez, Juan Francisco & Shin, Minchul & Waggoner, Daniel, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," CEPR Discussion Papers, Centre for Economic Policy Research, number 18837, Feb.
• Marcellino, Massimiliano & Pfarrhofer, Michael, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," CEPR Discussion Papers, Centre for Economic Policy Research, number 18970, Apr.
• Bergholt, Drago & Canova, Fabio & Furlanetto, Francesco & Maffei-Faccioli, Nicolò & Ulvedal, PÃ¥l, 2024, "What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster," CEPR Discussion Papers, Centre for Economic Policy Research, number 19005, Apr.
• Battaglia, Laura & Christensen, Tim & Hansen, Stephen & Sacher, Szymon, 2024, "Inference for Regression with Variables Generated by AI or Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 19115, May.
• Baumeister, Christiane & Huber, Florian & Marcellino, Massimiliano, 2024, "Risky Oil: It's All in the Tails," CEPR Discussion Papers, Centre for Economic Policy Research, number 19129, Jun.
• Fernández-Villaverde, Jesús & Mineyama, Tomohide & Song, Dongho, 2024, "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 19184, Jun.
• Inoue, Atsushi & Jordà , Oscar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19379, Aug.
• Hauzenberger, Niko & Huber, Florian & Klieber, Karin & Marcellino, Massimiliano, 2024, "Bayesian Neural Networks for Macroeconomic Analysis," CEPR Discussion Papers, Centre for Economic Policy Research, number 19381, Aug.
• Bassetti, Federico & Casarin, Roberto & Del Negro, Marco, 2024, "A Bayesian Approach for Inference on Probabilistic Surveys," CEPR Discussion Papers, Centre for Economic Policy Research, number 19426, Sep.
• Fernández-Villaverde, Jesús & Mineyama, Tomohide & Song, Dongho, 2024, "Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 19637, Nov.
• Baumeister, Christiane & Huber, Florian & Lee, Thomas K. & Ravazzolo, Francesco, 2024, "Forecasting Natural Gas Prices in Real Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 19669, Nov.
• Christopher Walters, 2024, "Empirical Bayes Methods in Labor Economics," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2422, Oct.
• Alexandre Dmitriev, 2024, "Have socioeconomic determinants of national suicide rates changed over 20 years? A model averaging approach," Working Papers, University of Auckland, Economic Policy Center (EPC), number 021, May.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024, "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2081.
• Christopher E.S. WARBURTON, 2024, "Pathways From Poverty: The Correlations And Probabilities Of Penury Life In 131 Countries, 1980-2022," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 24, issue 2, pages 1-22.
• Abdellaoui, Mohammed & Hill, Brian & Akella, Sarat Chandra, 2024, "Disentangling Drivers of Ambiguity Attitudes," HEC Research Papers Series, HEC Paris, number 1530, Aug, DOI: 10.2139/ssrn.4916177.
• Battistini, Niccolò & Gareis, Johannes, 2024, "Monetary policy and the recent slowdown in manufacturing and services," Economic Bulletin Boxes, European Central Bank, volume 8.
• Davidson, Sharada Nia & Moccero, Diego Nicolas, 2024, "The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries," Working Paper Series, European Central Bank, number 2912, Feb.
• López, Lucia & Odendahl, Florens & Parraga Rodriguez, Susana & Silgado-Gómez, Edgar, 2024, "The pass-through to inflation of gas price shocks," Working Paper Series, European Central Bank, number 2968, Aug.
• Velasco, Sofia, 2024, "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian quantile factor augmented VAR," Working Paper Series, European Central Bank, number 2983, Sep.
• Ilyes Abidi & Kamel Touhami, 2024, "Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 184-195, January.
• Boehl, Gregor & Strobel, Felix, 2024, "Estimation of DSGE models with the effective lower bound," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104784.
• Klieber, Karin, 2024, "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104800.
• Li, Mengheng & Mendieta-Muñoz, Ivan, 2024, "Dynamic hysteresis effects," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104870.
• Wu, Frank C.Z., 2024, "A high-dimensional additive nonparametric model," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104916.
• Boehl, Gregor & Strobel, Felix, 2024, "The empirical performance of the financial accelerator since 2008," Journal of Economic Dynamics and Control, Elsevier, volume 167, issue C, DOI: 10.1016/j.jedc.2024.104927.
• Crespo Cuaresma, Jesús & Fernández, Oscar, 2024, "Explaining long-term bond yields synchronization dynamics in Europe," Economic Modelling, Elsevier, volume 133, issue C, DOI: 10.1016/j.econmod.2024.106684.
• Granados, Camilo & Parra-Amado, Daniel, 2024, "Estimating the output gap after COVID: How to address unprecedented macroeconomic variations," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106711.
• Skevas, Ioannis, 2024, "Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency," Economic Modelling, Elsevier, volume 137, issue C, DOI: 10.1016/j.econmod.2024.106776.
• Júlio, Paulo & Maria, José R., 2024, "Trends and cycles during the COVID-19 pandemic period," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106830.
• Beverly, Josh & Stewart, Shamar L. & Neill, Clinton L., 2024, "What drives labor force participation rate variability? The case of West Virginia," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106861.
• Skinner, Benjamin T. & Doyle, William R., 2024, "Predicting postsecondary attendance by family income in the United States using multilevel regression with poststratification," Economics of Education Review, Elsevier, volume 99, issue C, DOI: 10.1016/j.econedurev.2024.102508.
• Luhede, Amelie & Yaqine, Houda & Bahmanbijari, Reza & Römer, Michael & Upmann, Thorsten, 2024, "The value of information in water quality monitoring and management," Ecological Economics, Elsevier, volume 219, issue C, DOI: 10.1016/j.ecolecon.2024.108128.
• Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K., 2024, "Bayesian mode inference for discrete distributions in economics and finance," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111579.
• Gründler, Daniel, 2024, "Does the inflation pass-through of gasoline price shocks depend on the level of inflation?," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111928.
• Harel, Arie & Harpaz, Giora, 2024, "Why stock analysts may make wrong predictions?," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111956.
• Conlon, John R. & Liu, Feng, 2024, "Too good to be true: A theory," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111970.
• Forneron, Jean-Jacques, 2024, "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105552.
• Kline, Brendan, 2024, "Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105677.
• Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan, 2024, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105741.
• Hou, Chenghan, 2024, "Large Bayesian SVARs with linear restrictions," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105850.
• Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M., 2024, "Scenario-based quantile connectedness of the U.S. interbank liquidity risk network," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105786.
• Opper, Isaac M., 2024, "From LATE to ATE: A Bayesian approach," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105895.
• Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 113-131, DOI: 10.1016/j.ecosta.2021.10.003.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 34-56, DOI: 10.1016/j.ecosta.2021.08.002.
• Cafiso, Gianluca & Rivolta, Giulia, 2024, "Conventional monetary interventions through the credit channel and the rise of non-bank institutions," Economic Systems, Elsevier, volume 48, issue 1, DOI: 10.1016/j.ecosys.2023.101150.
• Goodhead, Robert, 2024, "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, volume 164, issue C, DOI: 10.1016/j.euroecorev.2024.104716.
• Pagliari, Maria Sole, 2024, "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, volume 168, issue C, DOI: 10.1016/j.euroecorev.2024.104817.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2024, "Active or passive? Revisiting the role of fiscal policy during high inflation," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104874.
• Cheng, Haotian & Ng'ombe, John N. & Lambert, Dayton M., 2024, "A Bayesian generalized rank ordered logit model," Journal of choice modelling, Elsevier, volume 50, issue C, DOI: 10.1016/j.jocm.2024.100475.
• Lim, King Yoong & Liu, Chunping & Zhang, Shuonan, 2024, "Optimal central banking policies: Envisioning the post-digital yuan economy with loan prime rate-setting," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101108.
• Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024, "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101172.
• Ciccarelli, Matteo & Marotta, Fulvia, 2024, "Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107163.
• Ramírez–Hassan, Andrés & López-Vera, Alejandro, 2024, "Welfare implications of a tax on electricity: A semi-parametric specification of the incomplete EASI demand system," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107389.
• Xin, Baogui & Jiang, Kai & Santibanez Gonzalez, Ernesto D.R., 2024, "The coevolution effect of central bank digital currency and green bonds on the net-zero economy," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107587.
• Zhang, Bo & Nguyen, Bao H. & Sun, Chuanwang, 2024, "Forecasting oil prices: Can large BVARs help?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107805.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2024, "Oil price shocks and bond risk premia: Evidence from a panel of 15 countries," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107940.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024, "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103038.
• Nguyen, Hoang & Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro, 2024, "Structured factor copulas for modeling the systemic risk of European and United States banks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103621.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
• Di Serio, Mario, 2024, "Public debt determinants: A time-varying analysis of core and peripheral Euro area countries," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106101.
• Marsh, W. Blake & Sharma, Padma, 2024, "Loan guarantees in a crisis: An antidote to a credit crunch?," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101244.
• Ascari, Guido & Fosso, Luca, 2024, "The international dimension of trend inflation," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103896.
• Zhang, Yaojun & Ji, Lanpeng & Aivaliotis, Georgios & Taylor, Charles, 2024, "Bayesian CART models for insurance claims frequency," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 108-131, DOI: 10.1016/j.insmatheco.2023.11.005.
• Ungolo, Francesco & van den Heuvel, Edwin R., 2024, "A Dirichlet process mixture regression model for the analysis of competing risk events," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 95-113, DOI: 10.1016/j.insmatheco.2024.02.004.
• Calcetero Vanegas, Sebastián & Badescu, Andrei L. & Lin, X. Sheldon, 2024, "Effective experience rating for large insurance portfolios via surrogate modeling," Insurance: Mathematics and Economics, Elsevier, volume 118, issue C, pages 25-43, DOI: 10.1016/j.insmatheco.2024.05.004.
• Mourdoukoutas, Fotios & Boonen, Tim J. & Koo, Bonsoo & Pantelous, Athanasios A., 2024, "Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach," Insurance: Mathematics and Economics, Elsevier, volume 119, issue C, pages 32-47, DOI: 10.1016/j.insmatheco.2024.07.006.
• Ballester, Laura & González-Urteaga, Ana & Shen, Long, 2024, "Green bond issuance and credit risk: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 94, issue C, DOI: 10.1016/j.intfin.2024.102013.
• Iseringhausen, Martin, 2024, "A time-varying skewness model for Growth-at-Risk," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 229-246, DOI: 10.1016/j.ijforecast.2023.02.006.
• Han, Fei, 2024, "The impact of demographic change on the natural rate of interest in Japan," Japan and the World Economy, Elsevier, volume 69, issue C, DOI: 10.1016/j.japwor.2023.101237.
• Chen, Jian & Qi, Shuyuan, 2024, "Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107184.
• Kan, Raymond & Wang, Xiaolu & Zheng, Xinghua, 2024, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103837.
• Donovan, Stuart & de Graaff, Thomas & de Groot, Henri L.F. & Schiff, Aaron, 2024, "An urban overhead? Crime, agglomeration, and amenity," Journal of Housing Economics, Elsevier, volume 64, issue C, DOI: 10.1016/j.jhe.2024.101994.