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)

2025

• 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.
• Tsionas, Mike & Zelenyuk, Valentin & Zhang, Xibin, 2025, "Goodness-of-fit in production models: A Bayesian perspective," European Journal of Operational Research, Elsevier, volume 324, issue 2, pages 644-653, DOI: 10.1016/j.ejor.2025.01.030.
• Matos, Paulo & Soares, Aline, 2025, "On the time-varying behavior of household credit in Brazil," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101366.
• Gründler, Daniel & Scharler, Johann, 2025, "Does uncertainty amplify the inflation pass-through of gasoline price shocks?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108348.
• Le, Anh H., 2025, "Climate change and Carbon policy: A story of optimal green macroprudential and capital flow management," Energy Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.eneco.2025.108501.
• Shah, Sayar Ahmad & Garg, Bhavesh & Sahoo, Pravakar, 2025, "Identifying efficient policy mix under emission mitigation and inflation targeting: A case of India," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108837.
• Grechyna, Daryna & Ofori, Pamela Efua, 2025, "Robust determinants of green finance," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.109003.
• Chen, Sihan & Ming, Lei & Yang, Haoxi & Yang, Shenggang, 2025, "Iterated Dynamic Model Averaging and application to inflation forecasting," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104095.
• Wan, Runqing & Xing, Bingxin Ann, 2025, "Can switching between predictive models and the historical average improve bond return predictability?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106874.
• Morales, Adriano Barasal & Laurini, Márcio Poletti & Vrieling, Anton, 2025, "Risk assessment from space: Integrating satellite-derived insights for ESG financial decisions," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106951.
• Li, Chenxing & Yang, Qiao, 2025, "An infinite hidden Markov model with GARCH for short-term interest rates," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107294.
• Teng, Huei-Wen & Huang, Hsin-Pei & Shih, Yu-Chuan, 2025, "Tail risk in Bitcoin under the Basel framework," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108528.
• Kiss, Tamás & Ferreira Batista Martins, Igor, 2025, "Good volatility, bad volatility and the cross section of commodity returns," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108656.
• Chen, Qian & Koch, Christoffer & Richardson, Gary & Sharma, Padma, 2025, "Suspensions of payments and their consequences," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101391.
• Zhang, Yaojun & Ji, Lanpeng & Aivaliotis, Georgios & Taylor, Charles C., 2025, "Bayesian CART models for aggregate claim modeling," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103136.
• Alvarado, Mauricio & Rodríguez, Gabriel, 2025, "Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2025.103276.
• Hwang, Youngjin, 2025, "Information content in yield curve dynamics: Implications for monetary policy," Journal of Macroeconomics, Elsevier, volume 83, issue C, DOI: 10.1016/j.jmacro.2024.103658.
• Jo, Taewoong & Kang, Jihye & Hur, Joonyoung, 2025, "What do we know about estimating government spending multipliers?," Journal of Macroeconomics, Elsevier, volume 86, issue C, DOI: 10.1016/j.jmacro.2025.103721.
• Zaharieva, Martina Danielova & Virbickaitė, Audronė & Santos, André Portela, 2025, "Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100496.
• Saunoris, James W. & Payne, James E. & Sobel, Russell S., 2025, "Identifying the ‘deep roots’ of economic freedom with implications for policy and economic reform," Journal of Policy Modeling, Elsevier, volume 47, issue 1, pages 211-227, DOI: 10.1016/j.jpolmod.2024.09.002.
• Ahn, Hie Joo & Rudd, Jeremy B., 2025, "(Re-)Connecting inflation and the labor market: A tale of two curves," Journal of Monetary Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jmoneco.2025.103796.
• Gust, Christopher & Herbst, Edward & López-Salido, David, 2025, "Optimal monetary policy with uncertain private sector foresight," Journal of Monetary Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jmoneco.2025.103826.
• Deniz, Pinar & Stengos, Thanasis, 2025, "Heterogeneity of institutions and model uncertainty in the income inequality nexus," European Journal of Political Economy, Elsevier, volume 87, issue C, DOI: 10.1016/j.ejpoleco.2025.102670.
• Wang, Zijun & Ma, Lu & Eboli, Laura & Mazzulla, Gabriella, 2025, "Combining Bayesian hierarchical modeling with matched pair sampling for exploring gender differences in driver injury severity," Research in Transportation Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.retrec.2025.101596.
• Xiang, XueTing & Lim, Kian-Ping & Ong, Sheue-Li, 2025, "The dynamics and drivers of global market integration: Regional and cultural factors matter," Research in International Business and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.ribaf.2025.102975.
• Lee, Geon Hee & Kim, Young Min, 2025, "Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry," Research in International Business and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.ribaf.2025.102989.
• Alex H. Martinez & Brian Christensen & Elizabeth F. Sutton & Andrew G. Chapple, 2025, "A Comparison of Bayesian and Frequentist Variable Selection Methods for Estimating Average Treatment Effects in Logistic Regression," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 2, pages 1-44.
• Alex H. Martinez & Brian Christensen & Elizabeth F. Sutton & Andrew G. Chapple, 2025, "A Comparison of Bayesian and Frequentist Variable Selection Methods for Estimating Average Treatment Effects in Logistic Regression," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2025/01, Mar.
• Gu, Yi, 2025, "The role of financial mathematics in data protection and fairness in technology: based in a case study of Te Hiku Media," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130831, Dec.
• Nikos Deniozos & Theodoros Stamatopoulos, 2025, "Optimizing Maritime Security Strategies: A Methodological Approach Using AHP and SWOT," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 552-568.
• Vojtech Sikl & Zuzana Irsova & Peter Kudela & Anna Kudelova, 2025, "Price Elasticity of Electricity Revisited: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/17, Sep, revised Sep 2025.
• Francesco Ravazzolo & Luca Rossini & Andrea Viselli, 2025, "Modeling European electricity market integration during turbulent times," Working Papers, Fondazione Eni Enrico Mattei, number 2025.25, Nov.
• Danilo Leiva-León & Viacheslav Sheremirov & Jenny Tang & Egon Zakrajšek, 2025, "Parsing Out the Sources of Inflation," Current Policy Perspectives, Federal Reserve Bank of Boston, number 25-5, Mar.
• Danilo Leiva-León & Viacheslav Sheremirov & Jenny Tang & Egon Zakrajšek, 2025, "Inflation Factors," Working Papers, Federal Reserve Bank of Boston, number 25-5, Aug, DOI: 10.29412/res.wp.2025.05.
• Lutz Kilian, 2025, "Impulse Response Diagnostics for Priors on Parameters in Structural Vector Autoregressions," Working Papers, Federal Reserve Bank of Dallas, number 2507, Feb, DOI: 10.24149/wp2507.
• Jeffrey S. Allen, 2025, "CardSim: A Bayesian Simulator for Payment Card Fraud Detection Research," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-017, Feb, DOI: 10.17016/FEDS.2025.017.
• Tobias Adrian & Domenico Giannone & Matteo Luciani & Mike West, 2025, "Scenario Synthesis and Macroeconomic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-036, May, DOI: 10.17016/FEDS.2025.036.
• Daniel O. Beltran & Julio L. Ortiz, 2025, "Core Inflation in the Advanced Economies: A Regional Perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1421, Sep, DOI: 10.17016/IFDP.2025.1421.
• Ian Dew-Becker & Stefano Giglio & Pooya Molavi, 2025, "The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2025-16, Aug, DOI: 10.21033/wp-2025-16.
• Christian Matthes & Naoya Nagasaka & Felipe Schwartzman, 2025, "Estimating the Missing Intercept," Working Paper, Federal Reserve Bank of Richmond, number 25-12, Oct, DOI: 10.21144/wp25-12.
• D. A. Petrova, 2025, "Assessing Economic Policy Uncertainty Using Search Queries," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 26-39, October, DOI: 10.31107/2075-1990-2025-5-26-39.
• Roubyou Said & Ouakil Hicham, 2025, "House Prices and the Effectiveness of Monetary Policy in an Estimated DSGE Model of Morocco," Economies, MDPI, volume 13, issue 4, pages 1-23, March.
• Brice Corgnet & Camille Cornand & Pauline Gandré, 2025, "Can Information Shape Macroeconomic Disaster Risk Perception and Stimulate Investment? An Experiment with Experts and Laypersons," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 2515.
• Dimitris Korobilis & Emmanuel C. Mamatzakis & Vasileios Pappas, 2025, "Bayesian Nonparametric Inference in Bank Business Models with Transient and Persistent Cost Inefficiency," Working Papers, Business School - Economics, University of Glasgow, number 2025_02, Mar.
• Dimitris Korobilis, 2025, "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Working Papers, Business School - Economics, University of Glasgow, number 2025_09, May.
• Nicolas Hardy & Dimitris Korobilis, 2025, "Learning from crises: A new class of time-varying parameter VARs with observable adaptation," Working Papers, Business School - Economics, University of Glasgow, number 2025_12, Dec.
• Lubica Stiblarova & Anna Tykhonenko, 2025, "Talent vs. Hard Work: On the Heterogeneous Role of Human Capital in FDI Across EU Member States," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2025-11, Apr.
• Thanasis Stengos & Theodore Panagiotidis & Georgios Papapanagiotou, 2025, "On the time-varying causal relationships that drive bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2501.
• Pauline Castaing & Jules Gazeaud, 2025, "Do Index Insurance Programs Live Up to Their Promises? Aggregating Evidence from Multiple Experiments," Post-Print, HAL, number hal-05025328, Jun.
• Noémi Berlin & Emmanuel Kemel & Vincent Lenglin & Antoine Nebout, 2025, "Paying none, some or all? Between-subject random incentives and preferences towards risk and time
  [Ne rien payer, payer une partie ou payer la totalité ? Incitations aléatoires entre sujets et préférences en matière de risque et de temps]," Post-Print, HAL, number hal-05403681, Dec, DOI: 10.1016/j.joep.2025.102870.
• Yves Arrighi & Fahariat Boukari & David Crainich & Léontine Goldzahl & Vincent Lenglin, 2025, "Are threshold-based financial incentive schemes more effective than proportional ones for driving behavior change?," Post-Print, HAL, number hal-05423616, Oct, DOI: 10.1007/s11238-025-10085-5.
• Brice Corgnet & Camille Cornand & Pauline Gandré, 2025, "Can Information Shape Macroeconomic Disaster Risk Perception and Stimulate Investment? An Experiment with Experts and Laypersons," Working Papers, HAL, number hal-05131343, Jun.
• Josip Arnerić & Matteo Moćan, 2025, "Bayesov pristup logističkoj regresiji za predviđanje stečaja trgovačkih društava u uvjetima neizvjesnosti," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 1, pages 15-34, DOI: 10.32910/ep.76.1.2.
• Ferreira Batista Martins, Igor & Virbickaitè, Audronè & Nguyen, Hoang & Freitas Lopes, Hedibert, 2025, "Volume-driven time-of-day effects in intraday volatility models," Working Papers, Örebro University, School of Business, number 2025:14, Nov.
• Karlsson, Sune & Österholm, Pär, 2025, "On the Stability of Macroeconomic Relationships in Australia," Working Papers, Örebro University, School of Business, number 2025:15, Nov.
• Celani, Alessandro & Pedini, Luca, 2025, "Moderate Time-Varying Parameter VARs," Working Papers, Örebro University, School of Business, number 2025:16, Dec.
• WATANABE, Toshiaki, 2025, "Bayesian Analysis of Business Cycles in Japan by Extending the Markov Switching Model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-148, Aug.
• Nurkholisoh Ibnu Aman & Indra Gunawan & Meily Ika Permata & Stella Grace & Suhari Santosa & Astrilia Liscagita & Aninditha Kemala Dinianyadharani & Zaky Irtny Novtra & Ida Ari Kusumawaty & Farah Muthi, 2025, "Development Of Financing Through Bank Asset Securitization: A Study Of Policy And Market Readiness," Working Papers, Bank Indonesia, number WP/08/2025.
• Wishnu Badrawani & Indra Gunawan & MHA Ridhwan & Misbahol Yaqin & Kris Ossy Novian & Novi Maryaningsih & Bayu Adi Gunawan & Dinda Rahmania & Muhamad D. Kusnadi & Ridha Nur Huzaifah & Darius Tirtosuhar, 2025, "Penguatan Dampak Kebijakan Percepatan Dan Perluasan Digitalisasi Daerah: Studi Empiris Program Elektronifikasi Keuangan Daerah," Working Papers, Bank Indonesia, number WP/17/2025.
• Wishnu Badrawani & Meily Ika Permata & Nurkholisoh Ibnu Aman & Devi Riyanti & Novi Maryaningsih & Muhammad Ikrar Saputra & Kefas Prajna Christiawan, 2025, "Dampak Elektronifikasi Terhadap Efektivitas Penyaluran Bantuan Sosial," Working Papers, Bank Indonesia, number WP/18/2025.
• Cicilia Anggadewi Harun & Safari Kasiyanto & Camila Amalia & Shinta Fitrianti & Esha Gianne Poetry & Nilasari & Rina Megasari & Naura Pradipta Khairunnis, 2025, "The Algorithmic Alchemy: Synthesizing Global Legal Frameworks For Artificial Intelligence In Financial Services," Working Papers, Bank Indonesia, number WP/20/2025.
• Yin-Wong Cheung & Wenhao Wang & Frank Westermann, 2025, "An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats," IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University, number 125, Apr.

2024

• 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, undated, "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, "Forecasting the Price of Carbon with Macroeconomic and Financial variables," Papers, arXiv.org, number 2402.04828, Feb, revised Oct 2026.
• 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 Nov 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, 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, International Journal of Energy Economics and Policy, 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.