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

• Fabozzi, Frank J. & Huang, Dashan & Jiang, Fuwei & Wang, Jiexun, 2024, "What difference do new factor models make in portfolio allocation?," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102997.
• Rodriguez, Gabriel & Castillo B., Paul & Calero, Roberto & Salcedo Cisneros, Rodrigo & Ataurima Arellano, Miguel, 2024, "Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103023.
• Omotosho, Babatunde S. & Yang, Bo, 2024, "Oil price shocks and macroeconomic dynamics in resource-rich emerging economies under regime shifts," Journal of International Money and Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jimonfin.2024.103082.
• Garcia, Márcio & Guillen, Diogo & Ribeiro, Bernardo & Velloso, João, 2024, "International macroeconomic vulnerability," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103105.
• Di Bartolomeo, Giovanni & Serpieri, Carolina, 2024, "Optimal monetary policy and the time-dependent price and wage Phillips curves: An international comparison," Journal of International Money and Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jimonfin.2024.103111.
• Milas, Costas & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024, "UK Foreign Direct Investment in uncertain economic times," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103132.
• Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2024, "Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103154.
• Benchimol, Jonathan, 2024, "Central bank objectives, monetary policy rules, and limited information," Journal of Macroeconomics, Elsevier, volume 80, issue C, DOI: 10.1016/j.jmacro.2024.103604.
• Laudagé, Christian & Aichinger, Florian & Desmettre, Sascha, 2024, "A comparative study of factor models for different periods of the electricity spot price market," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100435.
• Sun, Yiguo & Dimiski, Anastasia, 2024, "Exploring inflation dynamics in Canada: A threshold vector autoregressive approach," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00364.
• Gomes-Pereira, Francisco, 2024, "Balance sheet expansionary policies in the euro area: Macroeconomic impacts and a vulnerable versus non-vulnerable comparison," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00366.
• Georgalos, Konstantinos, 2024, "Gender effects for loss aversion: A reconsideration," Journal of Economic Psychology, Elsevier, volume 105, issue C, DOI: 10.1016/j.joep.2024.102760.
• Oliveira, Eleonora de & Palma, Andreza A. & Portugal, Marcelo S., 2024, "A Markov-Switching DSGE model for measuring the output gap in Brazil," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 1, DOI: 10.1016/j.latcb.2024.100121.
• Garcia, Juan Angel & Gimeno, Ricardo, 2024, "Navigating high inflation: A joint analysis of inflation dynamics and long-term inflation expectations in Latin America," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 4, DOI: 10.1016/j.latcb.2024.100133.
• Dayakar, Peddi & Kavi Kumar, K.S., 2024, "Soil and water conservation measures and rainfed agriculture in Telangana, India: Role of community and neighborhood conservation measures," Land Use Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.landusepol.2023.107011.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2024, "Blended identification in structural VARs," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103581.
• Kumar, Utkarsh & Ahmad, Wasim, 2024, "Navigating the “twin titans” of global manufacturing: The impact of US and China on industrial production forecasting in G20 nations," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102509.
• van Dijk, Dorinth W., 2024, "Local constant-quality housing market liquidity indices," Regional Science and Urban Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.regsciurbeco.2024.103997.
• Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara, 2024, "Are REITS hedge or safe haven against oil price fall?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1-16, DOI: 10.1016/j.iref.2023.07.052.
• Börger, Carina & Kempa, Bernd, 2024, "Real exchange rate convergence in the euro area: Evidence from a dynamic factor model," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 213-224, DOI: 10.1016/j.iref.2023.07.071.
• Lin, Mucai & Hong, Zhiwu & Su, Ge, 2024, "Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 597-615, DOI: 10.1016/j.iref.2024.01.017.
• Szafranek, Karol & Szafrański, Grzegorz & Leszczyńska-Paczesna, Agnieszka, 2024, "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 789-810, DOI: 10.1016/j.iref.2024.03.054.
• Aloui, Donia & Zouaoui, Riadh & Rachdi, Houssem & Guesmi, Khaled & Yarovaya, Larisa, 2024, "The impact of ECB’s Quantitative Easing on cryptocurrency markets during times of crisis," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2023.102203.
• Mandas, Marco & Lahmar, Oumaima & Piras, Luca & De Lisa, Riccardo, 2024, "ESG reputational risk and market valuation: Evidence from the European banking industry," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102286.
• Carrillo-Maldonado, Paul & Nikiforos, Michalis, 2024, "Estimating a Time-Varying Distribution-Led Regime," Structural Change and Economic Dynamics, Elsevier, volume 68, issue C, pages 163-176, DOI: 10.1016/j.strueco.2023.10.013.
• Alice Albonico & Guido Ascari & Qazi Haque, 2024, "Monetary Policy in the Euro Area: Active or Passive?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-34, May.
• Knut Are Aastveit & Hilde C. Bjornland & Jamie L. Cross & Helene Olsen Kalstad, 2024, "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-68, Nov.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2026, "Consumption in asset returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126152, May.
• Massimiliano Marcellino & Michael Pfarrhofer, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," Chapters, Edward Elgar Publishing, chapter 5, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
• Amisha Gupta & Shumalini Goswami, 2024, "Behavioral perspective on sustainable finance: nudging investors toward SRI," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 8, issue 3, pages 366-390, June, DOI: 10.1108/AJEB-05-2023-0043.
• Abdullah Murrar & Bara Asfour & Veronica Paz, 2024, "Banking sector and economic growth in the digital transformation era: insights from maximum likelihood and Bayesian structural equation modeling," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 8, issue 3, pages 335-353, May, DOI: 10.1108/AJEB-12-2023-0122.
• Carl Hope Korkpoe & Ferdinand Ahiakpor & Edward Nii Amar Amarteifio, 2024, "Bayesian inference for inflation volatility modeling in Ghana," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 16, issue 1, pages 34-46, June, DOI: 10.1108/AJEMS-04-2023-0132.
• Raphael José Pereira Freitas, 2024, "Monetary and fiscal policies in Brazil and the behavioral approach," EconomiA, Emerald Group Publishing Limited, volume 26, issue 1, pages 108-126, September, DOI: 10.1108/ECON-12-2023-0206.
• Emilio Congregado & Ana Rodriguez-Santiago & Concepción Román, 2024, "Is employment protection legislation a driver or an inhibitor of entrepreneurship? The interaction between stringency and enforcement," International Journal of Manpower, Emerald Group Publishing Limited, volume 45, issue 10, pages 115-143, October, DOI: 10.1108/IJM-11-2023-0705.
• Václav Brož, 2024, "The impact of announcements of regulatory and law enforcement penalties on stock market valuation of US banks from 2000 to 2022," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 32, issue 4, pages 479-500, May, DOI: 10.1108/JFRC-01-2024-0007.
• Faten Ben Bouheni & Mouwafac Sidaoui & Dima Leshchinskii & Bryan Zaremba & Mousa Albashrawi, 2024, "Banking-as-a-service? American and European G-SIBs performance," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 5, pages 840-869, September, DOI: 10.1108/JRF-10-2023-0263.
• Nikos Deniozos & Theodoros Stamatopoulos, 2024, "Optimizing Maritime Security Decisions: Integrating Regret Theory, Expected Value, and Bayesian Probability for Risk Assessment," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1490-1512.
• Goonj Mohan, 2024, "Regulating a Social Media Platform in the Data Economy," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2024/477.
• Dmitrii Sergeevich Tereshchenko, 2024, "Interregional Effects of Innovations in Russia: Analysis from the Bayesian Perspective," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 125-143, DOI: https://dx.doi.org/10.14530/se.2024.
• Georgiana Plesa, 2024, "Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 1, pages 105-140, March.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers, Fondazione Eni Enrico Mattei, number 2024.02, Feb.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Working Papers, Fondazione Eni Enrico Mattei, number 2024.15, Jun.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based On Time-Varying SVARs Identified with Time Restrictions," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2024-4, Mar, DOI: 10.29338/wp2024-04.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.
• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
• Siddhartha Chib & Simon C. Smith, 2024, "Factor Selection and Structural Breaks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-037, May, DOI: 10.17016/FEDS.2024.037.
• Hie Joo Ahn & Jeremy B. Rudd, 2024, "(Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-050r1, Jul, revised 28 May 2025, DOI: 10.17016/FEDS.2024.050r1.
• Christopher J. Gust & J. David López-Salido, 2024, "Optimal Monetary Policy with Uncertain Private Sector Foresight," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-059, Aug, DOI: 10.17016/FEDS.2024.059.
• Christopher J. Gust & Edward P. Herbst & J. David López-Salido, 2024, "Inflation Expectations with Finite Horizon Planning," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-063, Aug, DOI: 10.17016/FEDS.2024.063.
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024, "The New York Fed DSGE Model: A Post-Covid Assessment," Staff Reports, Federal Reserve Bank of New York, number 1082, Jan, DOI: 10.59576/sr.1082.
• Valeria Gargiulo & Christian Matthes & Katerina Petrova, 2024, "Monetary Policy across Inflation Regimes," Staff Reports, Federal Reserve Bank of New York, number 1083, Jan, DOI: 10.59576/sr.1083.
• Katerina Petrova, 2024, "On the Validity of Classical and Bayesian DSGE-Based Inference," Staff Reports, Federal Reserve Bank of New York, number 1084, Jan, DOI: 10.59576/sr.1084.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-05, Feb, DOI: 10.21799/frbp.wp.2024.05.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Minchul Shin & Daniel F. Waggoner, 2024, "Inference Based on Time-Varying SVARs Identified with Sign Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 24-18, Nov, DOI: 10.21799/frbp.wp.2024.18.
• Garik A. Petrosyan & Narek N. Karapetyan & Andranik A. Margaryan & Aleksei N. Sokolov & Irina I. Yakovleva & Anton I. Votinov, 2024, "Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 51-67, June, DOI: 10.31107/2075-1990-2024-3-51-67.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," Working Papers, Business School - Economics, University of Glasgow, number 2024_01, Feb.
• Jonathan Benchimol, 2024, "Central bank objectives, monetary policy rules, and limited information," Post-Print, HAL, number emse-04624959, Jun, DOI: 10.1016/j.jmacro.2024.103604.
• Majda Benzidia & Michel Lubrano & Paolo Melindi-Ghidi, 2024, "Education politics, schooling choice and public school quality: the impact of income polarization," Post-Print, HAL, number hal-04676424, Jan, DOI: 10.1007/s10797-023-09815-8.
• Pauline Castaing & Jules Gazeaud, 2024, "Do Index Insurance Programs Live Up to Their Promises? Aggregating Evidence from Multiple Experiments," Post-Print, HAL, number hal-04783596, Mar.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2024, "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," Post-Print, HAL, number halshs-04811339, Aug, DOI: 10.1257/mic.20200030.
• Kai Barron & Steffen Huck & Philippe Jehiel, 2024, "Everyday Econometricians: Selection Neglect and Overoptimism When Learning from Others," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-04811339, Aug, DOI: 10.1257/mic.20200030.
• Louis Lévy-Garboua & Marco Gazel & Noémi Berlin & Jan Dul & Todd Lubart, 2024, "Creative cognition as a bandit problem," Working Papers, HAL, number hal-04554250, Apr, DOI: 10.1016/j.lindif.2024.102438.
• 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," Working Papers, HAL, number hal-04759143, Oct.
• Mohammed Abdellaoui & Brian Hill & Sarat Chandra Akella, 2024, "Disentangling Drivers of Ambiguity Attitudes ," Working Papers, HAL, number hal-04759303, Aug, DOI: 10.2139/ssrn.4916177.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024, "US Interest Rates: Are Relations Stable?," Working Papers, Örebro University, School of Business, number 2024:3, Mar.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024, "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers, Örebro University, School of Business, number 2024:8, Oct.
• Lenza, Michele & Savoia, Ettore, 2024, "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 438, Jul.
• Cicilia A. Harun & Danny Hermawan & Arnita Rishanty & Matias Judatama Partahi & Justina Adamanti & Ramdani, 2024, "Policy Innovation: Indonesia Climate Stress Test Scenario," Working Papers, Bank Indonesia, number WP/07/2024.
• Cicilia Anggadewi Harun & Danny Hermawan & Ade Dwi Aryani & Fariz Ahmad Sultansyah, 2024, "Impact Of Corporate Loan Deleveraging On Banking Performances In Indonesia," Working Papers, Bank Indonesia, number WP/08/2024.
• Michael T. Kiley, 2024, "Anchored or Not: How Much Information Does 21st Century Data Contain on Inflation Dynamics?," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 1, pages 239-261, February.
• Frank Schorfheide & Dongho Song, 2024, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 275-320, October.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2024, "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2024-2, Aug.
• Manish K. Singh & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2024, "Quantifying sovereign risk in the euro area," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202403, Feb, revised Feb 2024.

2023

• Ferdinand Ahiakpor & William G. Cantah & Edward Sennoga & Paul Mpuga, 2023, "Monetary Policy and Inflation in Ethiopia," The African Finance Journal, Africagrowth Institute, volume 25, issue 2, pages 46-61.
• Valenti, Daniele & Bertoni, Danilo & Cavicchioli, Davide & Olper, Alessandro, , "Understanding the role of supply and demand factors in the global wheat market: a Structural Vector Autoregressive approach," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 338780, DOI: 10.22004/ag.econ.338780.
• Ravazzolo, Francesco & Rossini, Luca, , "Is the Price Cap for Gas Useful? Evidence from European Countries," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 338790, DOI: 10.22004/ag.econ.338790.
• Mathias Silva, 2023, "Parametric estimation of income distributions using grouped data: an Approximate Bayesian Computation approach," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2310, Apr.
• Mathias Silva, 2023, "Parametric models of income distributions integrating misreporting and non-response mechanisms," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2311, May.
• Mathias Silva & Michel Lubrano, 2023, "Bayesian correction for missing rich using a Pareto II tail with unknown threshold: Combining EU-SILC and WID data," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2320, Oct.
• Iania, Leonardo & Lyrio, Marco & Nersisyan, Liana, 2023, "Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Apr.
• DI BARTOLOMEO, Giovanni & SERPIERI, Carolina, 2023, "Optimal monetary policy and the vintage-dependent price and wage Phillips curves: An international comparison," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2023004, Mar.
• Ignacio Galará, 2023, "A Measure of our Uncertainty: Households’ Inflation Expectation and Information Shocks," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 273, Sep.
• Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023, "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers, arXiv.org, number 2302.03172, Feb.
• Dimitris Korobilis & Maximilian Schroder, 2023, "Monitoring multicountry macroeconomic risk," Papers, arXiv.org, number 2305.09563, May.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Papers, arXiv.org, number 2305.16827, May.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023, "Inference for Local Projections," Papers, arXiv.org, number 2306.03073, Jun, revised Aug 2024.
• Patrick Kline & Evan K. Rose & Christopher R. Walters, 2023, "A Discrimination Report Card," Papers, arXiv.org, number 2306.13005, Jun.
• Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu, 2023, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Papers, arXiv.org, number 2306.14445, Jun.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized neural networks for agent-based model forecasting," Papers, arXiv.org, number 2308.05753, Aug.
• Hyungsik Roger Moon & Frank Schorfheide & Boyuan Zhang, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," Papers, arXiv.org, number 2310.13785, Oct, revised Feb 2024.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Papers, arXiv.org, number 2311.12671, Nov.
• Tommaso Tornese, 2023, "A Euro Area Term Structure Model with Time Varying Exposures," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23199.
• Andrea Carriero & Massimiliano Marcellino & Tommaso Tornese, 2023, "Blended Identification in Structural VARs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 23200.
• Yury D. Belkin & Alexey N. Matsuev & Alla V. Ryzhakova & Nadezhda V. Sedova, 2023, "Assessing the Impact of Investment Projects for the Development of Inland Waterway Transport on Social and Economic Indicators in Regions," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 92-108.
• Temel Taskin & Franz Ulrich Ruch, 2023, "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers, Bank of Canada, number 23-37, Jun, DOI: 10.34989/swp-2023-37.
• Tony Chernis, 2023, "Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis," Staff Working Papers, Bank of Canada, number 23-45, Aug, DOI: 10.34989/swp-2023-45.
• Tony Chernis & Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2023, "Predictive Density Combination Using a Tree-Based Synthesis Function," Staff Working Papers, Bank of Canada, number 23-61, Dec, DOI: 10.34989/swp-2023-61.
• Leonardo Nogueira Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers Series, Central Bank of Brazil, Research Department, number 581, May.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023, "De la energía al resto de los componentes: la generalización del fenómeno inflacionista," Boletín Económico, Banco de España, issue 2023/T1, DOI: https://doi.org/10.53479/24995.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023, "La evolución reciente de la inversión en España desde una perspectiva macroeconómica," Boletín Económico, Banco de España, issue 2023/T3, DOI: https://doi.org/10.53479/30649.
• José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun, 2023, "The spread of inflation from energy to other components," Economic Bulletin, Banco de España, issue 2023/Q1, DOI: https://doi.org/10.53479/25119.
• Pablo Aguilar & Corinna Ghirelli & Blanca Jiménez-García, 2023, "Recent changes in investment in Spain from a macroeconomic perspective," Economic Bulletin, Banco de España, issue 2023/Q3, DOI: https://doi.org/10.53479/30733.
• Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023, "Underlying inflation and asymetric risks," Working Papers, Banco de España, number 2319, Jul, DOI: https://doi.org/10.53479/30849.
• Francesco Corsello & Alex Tagliabracci, 2023, "Assessing the pass-through of energy prices to inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 745, Feb.
• Martha López & Eduardo Sarmiento G., 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1243, Jun, DOI: 10.32468/be.1243.
• Camilo Granados & Daniel Parra-Amado, 2023, "Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations," Borradores de Economia, Banco de la Republica de Colombia, number 1249, Sep, DOI: 10.32468/be.1249.
• Ercüment DOĞRU, 2023, "Rusya-Ukrayna Savaşının Gıda Fiyatları ile Finansal Piyasalar Arasındaki Bağlantılılık Üzerine Etkisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 63-83, December, DOI: https://doi.org/10.33399/biibfad.13.
• Kirill Anikeev & Vadim Grishchenko, 2023, "Russian Real Economy and Financial Sector Under the Structural Transformation: Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 4, pages 126-144, December.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series, Bank of Russia, number wps115, Jul.
• Joshua C.C. Chan & Rodney W. Strachan, 2023, "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 58-75, February, DOI: 10.1111/joes.12405.
• Svetlana Bryzgalova & Jiantao Huang & Christian Julliard, 2023, "Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models," Journal of Finance, American Finance Association, volume 78, issue 1, pages 487-557, February, DOI: 10.1111/jofi.13197.
• Theis Ingerslev Jensen & Bryan Kelly & Lasse Heje Pedersen, 2023, "Is There a Replication Crisis in Finance?," Journal of Finance, American Finance Association, volume 78, issue 5, pages 2465-2518, October, DOI: 10.1111/jofi.13249.
• Sune Karlsson & Pär Österholm, 2023, "Is the US Phillips curve stable? Evidence from Bayesian vector autoregressions," Scandinavian Journal of Economics, Wiley Blackwell, volume 125, issue 1, pages 287-314, January, DOI: 10.1111/sjoe.12508.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Paper, Norges Bank, number 2023/9, Jun.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Probabilistic Quantile Factor Analysis," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2023, Aug.
• Dimitris Korobilis & Maximilian Schröder, 2023, "Monitoring multicountry macroeconomic risk," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 06/2023, Aug.
• Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023, "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 11/2023, Jun.
• David Kohns & Galina Potjagailo, 2023, "Flexible Bayesian MIDAS: time‑variation, group‑shrinkage and sparsity," Bank of England working papers, Bank of England, number 1025, Jun.
• Sophia Lazaretou & George Palaiodimos, 2023, "An assessment of the impacts of inflation on Greek public finances: macroeconomic effects and policy implications," Economic Bulletin, Bank of Greece, issue 57, pages 7-24, July, DOI: 10.52903/econbull20235701.
• Zacharias Bragoudakis & Ioannis Krompas, 2023, "Greek GDP forecasting using Bayesian multivariate models," Working Papers, Bank of Greece, number 321, Jun, DOI: 10.52903/wp2023321.
• Yoshibumi Makabe & Yosuke Matsumoto & Wataru Hirata, 2023, "Estimating Pipeline Pressures in New Keynesian Phillips Curves: A Bayesian VAR-GMM Approach," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-13, Aug.
• Stephanie Ettmeier, 2023, "No Taxation Without Reallocation: The Distributional Effects of Tax Changes," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2023_436, Jun.
• Han Jong-Suk & Hur Joonyoung, 2023, "Effect of Monetary Policy on Government Spending Multiplier," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 57-93, January, DOI: 10.1515/bejm-2020-0229.
• Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023, "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 27-48, January, DOI: 10.1515/jtse-2020-0021.
• Zheng Xiaobing & Xia Qiang & Liang Rubing, 2023, "Bayesian inference for order determination of double threshold variables autoregressive models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 567-587, September, DOI: 10.1515/snde-2020-0096.
• Tomas Micko & Alexander Karsay & Zuzana Mucka & Lucia Sramkova, 2023, "Closer to Finding Yeti," Working Papers, Council for Budget Responsibility, number Working Paper No. 1/2023, Aug.
• Amelie Luhede & Houda Yaqine & Reza Bahmanbijari & Michael Römer & Thorsten Upmann, 2023, "The Value of Information in Water Quality Monitoring and Management," CESifo Working Paper Series, CESifo, number 10307.
• K. Peren Arin & Efstathios Polyzos & Marcel Thum, 2023, "The Populist Voter: A Machine Learning Approach for the Individual Characteristics," CESifo Working Paper Series, CESifo, number 10472.
• Markus Leippold & Hanlin Yang, 2023, "Mixed-Frequency Predictive Regressions with Parameter Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-39, Mar, revised Jun 2023.
• Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2023, "Robust dynamic space-time panel data models using ε-contamination: An application to crop yields and climate change," CIRANO Working Papers, CIRANO, number 2023s-01, Jan.
• Noémie Berlin & Jan Dul & Marco Gazel & Louis Lévy-Garboua & Todd Lubart, 2023, "Creative Cognition as a Bandit Problem," CIRANO Working Papers, CIRANO, number 2023s-11, May.
• Smith, Simon & Timmermann, Allan & Wright, Jonathan, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 18033, Mar.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano, 2023, "Forecasting US Inflation Using Bayesian Nonparametric Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 18244, Jun.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 18271, Jul.
• Acharya, Sushant & Chen, William & Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Goyal, Shlok & Matlin, Ethan & Lee, Donggyu & Sarfati, Reca & Sengupta, Sikata, 2023, "Estimating HANK for Central Banks," CEPR Discussion Papers, Centre for Economic Policy Research, number 18407, Aug.
• Clark, Todd & Huber, Florian & Koop, Gary & Marcellino, Massimiliano & Pfarrhofer, Michael, 2023, "Investigating Growth-at-Risk Using a Multicountry Non-parametric Quantile Factor Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 18549, Oct.
• Moon, Hyungsik Roger & Schorfheide, Frank & Zhang, Boyuan, 2023, "Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity," CEPR Discussion Papers, Centre for Economic Policy Research, number 18560, Oct.
• Sovinsky, Michelle & Jacobi, Liana & Allocca, Alessandra & Sun, Tao, 2023, "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," CEPR Discussion Papers, Centre for Economic Policy Research, number 18693, Dec.
• Leonardo N. Ferreira & Silvia Miranda-Agrippino & Giovanni Ricco, 2023, "Bayesian Local Projections," Working Papers, Center for Research in Economics and Statistics, number 2023-04, Feb.
• Roberta Cardani & Philipp Pfeiffer & Marco Ratto & Lukas Vogel, 2023, "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2023014, Jul.
• Michael Sampson, 2023, "Learning About New Eras," Annals of Economics and Finance, Society for AEF, volume 24, issue 1, pages 1-12, May.
• Pfarrhofer, Michael, 2023, "Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 3, pages 770-793, April.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
• Alexandre Dmitriev, 2023, "On determinants of national suicide rates: Evidence from Bayesian model averaging," Working Papers, University of Auckland, Economic Policy Center (EPC), number 020, Dec.
• Masako Ikefuji & Jan Magnus & Andrey Vasnev, 2023, "The role of data and priors in estimating climate sensitivity," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1217, Nov.
• Battistini, Niccolò & Neves, Pedro, 2023, "The drivers of recent developments in business activity expectations across sectors," Economic Bulletin Boxes, European Central Bank, volume 7.
• Warne, Anders, 2023, "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series, European Central Bank, number 2768, Jan.
• Manganelli, Simone, 2023, "Double conditioning: the hidden connection between Bayesian and classical statistics," Working Paper Series, European Central Bank, number 2786, Feb.
• Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023, "Underlying inflation and asymmetric risks," Working Paper Series, European Central Bank, number 2848, Oct.
• Cimadomo, Jacopo & Giuliodori, Massimo & Lengyel, Andras & Mumtaz, Haroon, 2023, "Changing patterns of risk-sharing channels in the United States and the euro area," Working Paper Series, European Central Bank, number 2849, Oct.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023, "Testing policy effectiveness during COVID-19: An NK-DSGE analysis," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101577.
• Follett, Lendie & Henderson, Heath, 2023, "A hybrid approach to targeting social assistance," Journal of Development Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jdeveco.2022.103002.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Fu, Bowen, 2023, "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2023.104606.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104720.
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
• Shah, Sayar Ahmad & Garg, Bhavesh, 2023, "Identifying efficient policy mix under different targeting regimes: A tale of two crises," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 975-994, DOI: 10.1016/j.eap.2023.04.019.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023, "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106076.
• Higgins, C. Richard, 2023, "Risk and Uncertainty: The Role of Financial Frictions," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106138.
• Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2023, "Are low frequency macroeconomic variables important for high frequency electricity prices?," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106160.
• Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023, "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106302.
• Zhang, Jinyu & Zhang, Qiaosen & Li, Yong & Wang, Qianchao, 2023, "Sequential Bayesian inference for agent-based models with application to the Chinese business cycle," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106381.
• Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023, "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106423.
• Guironnet, Jean-Pascal, 2023, "Competitive intensity and industry performance of professional sports," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106441.
• Boonman, Tjeerd M., 2023, "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106440.
• Wen Chang, Hao & Chang, Tsangyao, 2023, "How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101879.
• Doğan, Osman, 2023, "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110978.
• Berger, Tino & Kempa, Bernd & Zou, Feina, 2023, "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111191.
• Wu, Ping & Koop, Gary, 2023, "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111247.
• Huang, Zhenxing & Li, Wengang & Yang, Jia, 2023, "Belief updating under ambiguity: A numerical simulation analysis," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111359.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 52-69, DOI: 10.1016/j.jeconom.2020.11.006.
• Dellaportas, Petros & Titsias, Michalis K. & Petrova, Katerina & Plataniotis, Anastasios, 2023, "Scalable inference for a full multivariate stochastic volatility model," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 501-520, DOI: 10.1016/j.jeconom.2021.09.013.
• Li, Yong & Wang, Nianling & Yu, Jun, 2023, "Improved marginal likelihood estimation via power posteriors and importance sampling," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 28-52, DOI: 10.1016/j.jeconom.2021.11.009.
• Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie, 2023, "The effects of training incidence and planned training duration on labor market transitions," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 256-279, DOI: 10.1016/j.jeconom.2022.03.004.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023, "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1054-1086, DOI: 10.1016/j.jeconom.2022.04.013.
• Ho, Paul, 2023, "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 608-642, DOI: 10.1016/j.jeconom.2022.06.004.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023, "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.05.005.
• Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2023, "A flexible predictive density combination for large financial data sets in regular and crisis periods," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.004.
• Herranz, Moisés Meroño & Turino, Francesco, 2023, "Tax evasion, fiscal policy and public debt: Evidence from Spain," Economic Systems, Elsevier, volume 47, issue 3, DOI: 10.1016/j.ecosys.2023.101121.
• Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023, "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, volume 151, issue C, DOI: 10.1016/j.euroecorev.2022.104254.
• Miescu, Mirela S., 2023, "Uncertainty shocks in emerging economies: A global to local approach for identification," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104437.
• Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023, "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104556.
• Fuhrer, Adrian & Hock, Thorsten, 2023, "Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 251-275, DOI: 10.1016/j.jempfin.2023.03.009.
• Ringwald, Leopold & Zörner, Thomas O., 2023, "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 293-333, DOI: 10.1016/j.jempfin.2023.07.002.
• Bernstein, David H. & Parmeter, Christopher F. & Tsionas, Mike G., 2023, "On the performance of the United States nuclear power sector: A Bayesian approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106884.
• Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023, "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102773.
• Beechey, Meredith & Österholm, Pär & Poon, Aubrey, 2023, "Estimating the US trend short-term interest rate," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103913.
• Zribi, Wissal & Boufateh, Talel & Guesmi, Khaled, 2023, "Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104584.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Aprigliano, Valentina & Emiliozzi, Simone & Guaitoli, Gabriele & Luciani, Andrea & Marcucci, Juri & Monteforte, Libero, 2023, "The power of text-based indicators in forecasting Italian economic activity," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 791-808, DOI: 10.1016/j.ijforecast.2022.02.006.
• Kohns, David & Bhattacharjee, Arnab, 2023, "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1384-1412, DOI: 10.1016/j.ijforecast.2022.05.002.
• Barbaglia, Luca & Frattarolo, Lorenzo & Onorante, Luca & Pericoli, Filippo Maria & Ratto, Marco & Tiozzo Pezzoli, Luca, 2023, "Testing big data in a big crisis: Nowcasting under Covid-19," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1548-1563, DOI: 10.1016/j.ijforecast.2022.10.005.
• Beckmann, Joscha & Davidson, Sharada Nia & Koop, Gary & Schüssler, Rainer, 2023, "Cross-country uncertainty spillovers: Evidence from international survey data," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102760.