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
/ / / C13: Estimation: General

2026

• Mohammed Jatoro Arebo & Andualem Goshu Mekonnen, 2026, "The impact of traditional and digital financial inclusion on bank profitability: Evidence from Ethiopian commercial banks," Prague Economic Papers, Prague University of Economics and Business, volume 2026, issue 1, pages 121-165, DOI: 10.18267/j.pep.904.
• Jesús Mur & Ana Angulo, 2026, "Model selection strategies in a spatial setting: Some additional results," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, volume 65, issue 65, pages 15-38, June, DOI: 10.1016/j.regsciurbeco.2008.05.018.
• Gerdie Everaert, 2026, "Incidental Parameters Bias in Panel Local Projections Non-Monotone Horizon Pattern and Correction," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 26/1145, Jun.
• Anneri M. Oosthuizen & George A. Thopil & Roula Inglesi-Lotz, 2019, "The relationship between renewable energy and retail electricity prices: Panel evidence from OECD countries," ERSA Working Paper Series, Economic Research Southern Africa, number 200, Oct.
• Shahid Bashir & Aleena Joby & Farhana Wani & Mudaser Ahad Bhat & Tosib Alam, 2026, "Shrinking Sizes, Swelling Prices: Evaluating the Ripple Effects of Inflation and Shrinkflation on Economic Growth Using Dynamic Panel Framework," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 18, issue 1, pages 29-50, January, DOI: 10.1177/09749101251335099.
• Bjarne Sæther & Anne Neumann, 2026, "Fat Tails in German Natural Gas Prices?," The Energy Journal, , volume 47, issue 1, pages 243-260, January, DOI: 10.1177/01956574251371648.
• Xuemei Zheng & Fenju Zou & Xiaofeng Feng & Rabindra Nepal, 2026, "Energy Efficiency Labeling and Household Energy Consumption Behavior in China: A Propensity Score Matching Approach," The Energy Journal, , volume 47, issue 4, pages 133-163, July, DOI: 10.1177/01956574261438735.
• Andrea Beccarini, 2026, "A new estimator for the constrained regime-switching model," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 110, issue 2, pages 371-406, June, DOI: 10.1007/s10182-025-00540-7.
• Zhenya Liu & Nawazish Mirza & Rongyu You & Yaosong Zhan, 2026, "Understanding the complexity of futures markets investing in China: evidence from deep learning techniques," Annals of Operations Research, Springer, volume 357, issue 1, pages 409-440, February, DOI: 10.1007/s10479-024-06277-x.
• Michael Pfaffermayr, 2026, "Bias-corrected cluster-robust standard errors for fixed effects PPML estimators of gravity panel models with autocorrelated disturbances," Empirical Economics, Springer, volume 70, issue 2, pages 1-28, February, DOI: 10.1007/s00181-026-02888-4.
• Ainara Rodríguez-Sánchez & Hairui Zhang & Marc J. K. De Ceuster & Jan Annaert, 2026, "Estimating ultra long-term interest rates with raise regression," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-23, December, DOI: 10.1007/s12197-025-09749-3.
• Tetsuya Kaji & Elena Manresa, 2026, "Why do the elderly save? using health shocks to uncover bequest motives," The Japanese Economic Review, Springer, volume 77, issue 2, pages 355-378, April, DOI: 10.1007/s42973-026-00249-5.
• Juan F. Muñoz & Jose M. Pavía & Encarnación Álvarez-Verdejo, 2026, "A Practical Guide to Proper Estimation and Inference of the Gini Index by Avoiding often Encountered Methodological Pitfalls," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 183, issue 1, pages 1-29, May, DOI: 10.1007/s11205-026-03831-x.
• Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2026, "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 2, pages 560-573, April, DOI: 10.1080/07350015.2025.2544190.
• David J. Price, 2026, "Power Law Heteroskedasticity," Working Papers, University of Toronto, Department of Economics, number tecipa-822, May.
• Costanza Naguib-Stettler, 2026, "Pre-results review and p-hacking," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp2603, Apr.
• Tae-Hwy Lee & Tianyan Tu, 2026, "Tensor Portfolios," Working Papers, University of California at Riverside, Department of Economics, number 202601, Mar.
• Eze Afamefuna A. & Usman Philip F. & Ukwueze Ezebuilo R., 2026, "Public Health Expenditure and Maternal Mortality Rate in Sub-Saharan African Countries," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 36, issue 1, pages 91-111, DOI: 10.2478/sues-2026-0004.
• Ohto Kanninen & Petri Böckerman & Ilpo Suoniemi, 2026, "Income–Well‐Being Gradient in Sickness and Health," Health Economics, John Wiley & Sons, Ltd., volume 35, issue 3, pages 409-422, March, DOI: 10.1002/hec.70063.
• Emilia Del Bono & Josh Kinsler & Ronni Pavan, 2026, "Skill formation and the trouble with child noncognitive skill measures," Quantitative Economics, Econometric Society, volume 17, issue 1, pages 135-172, January, DOI: 10.3982/QE2297.
• Jin Seo Cho & Peter C. B. Phillips, 2026, "Efficient Estimation in Infinite Dimensional GMM," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2026rwp-289, May.
• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• Kwon, Ohyun & Nagengast, Arne J. & Yoon, Jangsu & Yotov, Yoto, 2026, "From imposition to lifting: Estimating the effects of sanctions over their lifecycle," Discussion Papers, Deutsche Bundesbank, number 06/2026, DOI: 10.71734/DP-2026-6.
• Dushamova, Khilola & Javed, Rashid & Suyunov, Gayrat & Zakirova, Munira, 2026, "A Tale of Two Choices: Son Preference and Reproductive Outcomes in Uzbekistan," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 338885.
• Kemper, Jan & Rostam-Afschar, Davud, 2026, "Earning While Learning: How to Run Batched Bandit Experiments," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1717.
• Dushamova, Khilola & Javed, Rashid & Suyunov, Gayrat & Zakirova, Munira, 2026, "A Tale of Two Choices: Son Preference and Reproductive Outcomes in Uzbekistan," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1730.
• Plüghan, Oliver & Rehfeld, Katharina-Maria, 2026, "Assessing wage inequality with machine learning: Approaches for measuring the adjusted gender pay gap," IU Discussion Papers - Human Resources, IU International University of Applied Sciences, number 4 (März 2026), DOI: 10.56250/4118.
• Dan M. Kluger & Kerri Lu & Tijana Zrnic & Sherrie Wang & Stephen Bates, 2026, "A Preview of the Predict-Then-Debias Bootstrap," AEA Papers and Proceedings, American Economic Association, volume 116, pages 98-102, May, DOI: 10.1257/pandp.20261021.
• Simar, Léopold & Wilson, Paul, 2026, "Nonparametric Models of Production: Efficiency Estimation and Statistical Inference," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026002, Feb.
• Mastromarco, Camilla & Simar, Léopold, 2026, "Nonparametric spatial frontier models for productivity analysis: evidence from EU regions," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2026014, Feb, DOI: https://doi.org/10.1007/s11123-026-.
• Asimit, Vali & Chen, Ziwei & Lassance, Nathan, 2026, "Distribution-free shrinkage of high-dimensional mean vector," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2026001, Feb.
• Dan Ben-Moshe & David Genesove, 2026, "Unbiased Estimation of Central Moments in Unbalanced Two- and Three-Level Models," Papers, arXiv.org, number 2602.03469, Feb, revised Mar 2026.
• Easton Huch & Michael Keane, 2026, "Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks," Papers, arXiv.org, number 2603.24705, Mar, revised Apr 2026.
• Alexander Dickerson & Philippe Mueller & Cesare Robotti, 2026, "Priced risk in corporate bonds," Papers, arXiv.org, number 2604.05699, Apr.
• Sergey Ivashchenko, 2026, "Structural seasonality," Bank of Russia Working Paper Series, Bank of Russia, number wps160, Jan.
• Arne J. Nagengast & Fernando Rios‐Avila & Yoto V. Yotov, 2026, "The European single market and intra‐EU trade: an assessment with heterogeneity‐robust difference‐in‐differences methods," Economica, London School of Economics and Political Science, volume 93, issue 369, pages 298-331, January, DOI: 10.1111/ecca.70018.
• Guo Yan & Zou Guchu & Wu Jianhong, 2026, "Factor Modeling for High-Dimensional Interval-Valued Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 63-72, DOI: 10.1515/snde-2024-0019.
• Peng Lijie & Zou Guchu & Wu Jianhong, 2026, "Estimation of High-Dimensional Matrix Factor Models with Change Points," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 2, pages 175-196, DOI: 10.1515/snde-2024-0044.
• Yue Wang & František Bartoš & Tom Coupé & Tomas Havranek & Sanghyun Hong & Zuzana Irsova & W. Robert Reed, 2026, "The Power of Science: Statistical Power in Published Research Across Five Disciplines," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 26/04, Jun.
• Peter A. Zadrozny, 2026, "Gaussian Maximum Likelihood Estimation of Static and Dynamic Factor Models," CESifo Working Paper Series, CESifo, number 12380.
• Ohyun Kwon & Arne J. Nagengast & Jangsu Yoon & Yoto V. Yotov, 2026, "From Imposition to Lifting: Estimating the Effects of Sanctions Over Their Lifecycle," CESifo Working Paper Series, CESifo, number 12504.
• Xin Tian & Jan P.A.M. Jacobs & Jakob de Haan & J. Paul Elhorst & Jan Jacobs, 2026, "Modeling National Financial Cycles with Strong and Weak Cross-Sectional Dependence," CESifo Working Paper Series, CESifo, number 12622.
• Ohyun Kwon & Mario Larch & Jangsu Yoon & Yoto V. Yotov, 2026, "Instrumental-Variable Poisson PML with High-Dimensional Fixed Effects," CESifo Working Paper Series, CESifo, number 12641.
• Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2026, "On Causal Inference with Model-Based Outcomes," CESifo Working Paper Series, CESifo, number 12686.
• Daniel Lasso-Jaramillo, 2026, "Spillover Gridlock: Revisiting Interference in Difference-in-differences," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2026-26, May.
• Ascari, Guido & Colciago, Andrea & Membretti, Marco, 2026, "The Employment Concentration Channel of Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 21391, Apr.
• Dmitry Arkhangelsky & Kazuharu Yanagimoto & Tom Zohar, 2026, "On Causal Inference with Model-Based Outcomes," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 26149, May.
• Daniel Velásquez-Gaviria & Jean-Michel Zakoïan, 2026, "Noncausal AR processes driven by causal GARCH volatility," Working Papers, Center for Research in Economics and Statistics, number 2026-02, Jan.
• Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2026, "The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 49336, Feb.
• Guido Ascari & Andrea Colciago & Marco Membretti, 2026, "The Employment Concentration Channel of Monetary Policy," Working Papers, DNB, number 859, Apr.
• Ohyun Kwon & Arne Nagengast & Jangsu Yoon & Yoto Yotov, 2026, "From Imposition to Lifting: Estimating the Effects of Sanctions Over Their Lifecycle," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202606, Feb.
• Ohyun Kwon & Mario Larch & Jangsu Yoon & Yoto Yotov, 2026, "Instrumental-Variable Poisson PML with High-Dimensional Fixed Effects," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202611, Apr.
• Liu, Wei & Li, Xiaoyu & Sun, Yiyuan (Ian) & Cao, Yuan & Wang, Yao, 2026, "The role of monetary policy uncertainty in linking macroeconomic variables and stock volatility: Evidence from Japan," Economic Modelling, Elsevier, volume 159, issue C, DOI: 10.1016/j.econmod.2026.107574.
• Raj, Prakash & Selvaraju, N., 2026, "Bitcoin volatility modeling with realized measures and jump dynamics," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107615.
• Cai, Zhengzheng & Han, Xiaoyi & Zhuo, Jianchao, 2026, "Estimation of high order simultaneous equations spatial autoregressive model: An efficient Bayesian approach," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112741.
• Ivanov, Maxim, 2026, "Mean bounds and existence: Calibration approach via inverse hazard rates," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112785.
• Guo, Yan & Chen, Jing & Wu, Jianhong, 2026, "Determining the number of breaks in high-dimensional factor models with interval-valued data," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112869.
• Chang, Yoosoon & Park, Joon Y. & Yan, Guo, 2026, "Slope consistency of quasi-maximum likelihood estimator for binary choice models," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112932.
• Han, Hyojin, 2026, "Detecting identification failure in models with conditional moment restrictions: A bootstrap approach," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112933.
• Ben-Moshe, Dan & Genesove, David, 2026, "Unbiased estimation of central moments in unbalanced two- and three-level models," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113013.
• Juodis, Artūras & Reese, Simon, 2026, "Five lessons for applied researchers from twenty years of common correlated effects estimation," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106120.
• Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Estimation and inference for CP tensor factor models," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106167.
• Menzel, Konrad, 2026, "Strategic network formation with many agents," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106174.
• Liu, Jizhou, 2026, "Inference for two-stage experiments under covariate-adaptive randomization," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106189.
• Li, Yu-Ning & Chen, Jia & Linton, Oliver, 2026, "Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2022.12.005.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Yang, Ye & Vijverberg, Wim P.M., 2026, "GMM inference in the matrix exponential spatial specification," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106181.
• Chen, Bin & Han, Yuefeng & Yu, Qiyang, 2026, "Diffusion index forecasting with tensor data," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106204.
• Francq, Christian & Trapani, Lorenzo & Zakoïan, Jean-Michel, 2026, "Inference on breaks in weak location time series models with the estimating function approach," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106220.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver & Liu, Weiguang & Su, Wen, 2026, "Should we augment large covariance matrix estimation with auxiliary network information?," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106236.
• Chudik, Alexander & Pesaran, M. Hashem & Smith, Ron P., 2026, "Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 1-25, DOI: 10.1016/j.ecosta.2023.11.001.
• Brodeur, Abel & Kattan, Lamis & Musumeci, Marco, 2026, "Job market stars: Statistical significance and academic hiring in economics," European Economic Review, Elsevier, volume 187, issue C, DOI: 10.1016/j.euroecorev.2026.105353.
• Li, Gang & Wang, Shuqi & Wei, K.C. John, 2026, "What drives retail investors’ overconfidence? The role of information acquisition costs," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101709.
• Escobar-Anel, Marcos & Pan, Kaize & Stentoft, Lars, 2026, "A mean reverting affine GARCH model for commodities," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109075.
• Campos-Martins, Susana & Amado, Cristina, 2026, "Modelling time-varying volatility interactions," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105098.
• Chen, Qitong & Chen, Xingyi & Chen, Zhenrui, 2026, "Avoiding weak-factor selection in sPCA-based factor-augmented regression: An all subset-averaging perspective," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109870.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Caglayan, Mustafa O. & Canayaz, Mehmet I. & Simin, Timothy T. & Zhao, Le, 2026, "Macro sentiment and hedge fund returns," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107685.
• Colak, Gonul & Vedova, Joshua Della & Foley, Sean & Mai, Sinh Thoi, 2026, "Financial uncertainty and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107717.
• Brou, Arsène & Luger, Richard, 2026, "A new decomposition approach to modeling financial returns: Conditioning sign on magnitude," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107716.
• Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," Journal of Financial Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.jfineco.2026.104295.
• Nasini, Stefano & Nessah, Rabia & Wigniolle, Bertrand, 2026, "Learning paths to multi-sector equilibrium: Belief dynamics under uncertain returns to scale," Journal of Mathematical Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.jmateco.2025.103212.
• Sun, Quan & Huang, Minjie, 2026, "Firm-level evidence on AI-driven output expansion and productivity in China," Socio-Economic Planning Sciences, Elsevier, volume 103, issue C, DOI: 10.1016/j.seps.2025.102389.
• Narimen Rdhaounia & Malek Elweriemmi & Mohamed Kouni, 2026, "The Complex Trilogy of Shadow Economy, Inflation, and Economic Growth," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 69, issue 1, pages 28-55.
• Narimen Rdhaounia & Malek Elweriemmi & Mohamed Kouni, 2026, "The Complex Trilogy of Shadow Economy, Inflation, and Economic Growth," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2026/03, Jan.
• Ota, Yuta & Otsu, Taisuke, 2026, "Specification testing for binary choice model via maximum score," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137590, Apr.
• Dickerson, Alexander & Julliard, Christian & Mueller, Philippe, 2026, "The co-pricing factor zoo," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 138476, Aug.
• Khilola Dushamova & Rashid Javed & Gayrat Suyunov & Munira Zakirova, 2026, "A Tale of Two Choices: Son Preference and Reproductive Outcomes in Uzbekistan," Working Papers, HAL, number hal-05566894, Mar.
• Fotso, Chris Toumping & Özer, Yeliz & Palumbo, Dario & Sibbertsen, Philipp, 2026, "Dynamic Modelling of Heavy-Tailed Cylindrical Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-745, Mar.
• Safira, Dinda Ayu & Kuswanto, Heri & Ahsan, Muhammad & Sibbertsen, Philipp, 2026, "A Majorization-Minimization gLASSO Framework for SETAR Models: Theory, Simulation, and Application to PM2.5 Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-746, May.
• Abdul Aziz & Abdurakhman Abdurakhman, 2026, "Optimizing Islamic Portfolio Formation Using Mathematical and Shariah Approaches," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 59-80, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Kemper, Jan & Rostam-Afschar, Davud, 2026, "Earning While Learning: How to Run Batched Bandit Experiments," IZA Discussion Papers, IZA Network @ LISER, number 18429, Mar.
• Millimet, Daniel & Paloyo, Alfredo, 2026, "On the (Mis)Use of Composite Indices: with Applications in Political Economy," IZA Discussion Papers, IZA Network @ LISER, number 18454, Mar.
• Cerqua, Augusto & Nocito, Samuel & Pinto, Gabriele, 2026, "Pay Incentives to Run for Local Governments," IZA Discussion Papers, IZA Network @ LISER, number 18527, Apr.
• Beckmannshagen Mattis & König Johannes & Retter Isabella & Schluter Christian & Schröder Carsten & Tchokni Yogam, 2026, "Dealing with Censored Earnings in Register Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 246, issue 1-2, pages 5-34, DOI: 10.1515/jbnst-2024-0037.
• Ashlin Varkey & Haritha N. Haridas, 2026, "Comparison of Income Inequality Among Indian States Using Quantile Functions," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 1797-1832, March, DOI: 10.1007/s10614-025-10880-w.
• Ghislain Geniaux, 2026, "Top-down scale approaches for multiscale GWR with locally adaptive bandwidths," Journal of Geographical Systems, Springer, volume 28, issue 1, pages 27-76, January, DOI: 10.1007/s10109-025-00481-4.
• Jiyuan Zhang & Shirong Zhao & Guangshun Qiao, 2026, "Fintech and bank efficiency: a robust nonparametric approach for Chinese commercial banks," Journal of Productivity Analysis, Springer, volume 65, issue 1, pages 1-21, March, DOI: 10.1007/s11123-025-00788-w.
• Camilla Mastromarco & Léopold Simar, 2026, "Nonparametric spatial frontier models for productivity analysis: evidence from EU regions," Journal of Productivity Analysis, Springer, volume 65, issue 2, pages 1-21, June, DOI: 10.1007/s11123-026-00796-4.
• Ana Rodriguez-Alvarez & David Roibas, 2026, "Evaluating the impact of waiting lists on hospital efficiency and costs," Journal of Productivity Analysis, Springer, volume 65, issue 3, pages 1-19, September, DOI: 10.1007/s11123-026-00814-5.
• Easton K. Huch & Michael P. Keane, 2026, "Amortized Inference for Correlated Discrete Choice Models via Equivariant Neural Networks," NBER Working Papers, National Bureau of Economic Research, Inc, number 35037, Apr.
• Han Gao & Michael P. Keane & Kaja Kierulf & Alan Woodland, 2026, "The Human Capital Production Function: New Estimates and Implications for Labor Supply and Taxes," NBER Working Papers, National Bureau of Economic Research, Inc, number 35238, May.
• Giovanni Bonaccolto & Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2026, "(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-021..
• López, Axsell, 2026, "Determinantes de la eficiencia técnica relativa en proyectos de inversión financiados por el BCIE: Evidencia basada en DEA y modelo de variables censuradas
  [Determinants of relative technical efficiency in CABEI-financed investment projects: Evide," MPRA Paper, University Library of Munich, Germany, number 127812, Jan.
• Aknouche, Abdelhakim & Francq, Christian & Goto, Yuichi, 2026, "Mixed difference integer-valued GARCH model for Z-valued time series," MPRA Paper, University Library of Munich, Germany, number 128358, Mar.
• Tyazhelnikov, Vladimir & Shi, Xuetao & Zhou, Xinbei, 2026, "PPML, Gravity, and Heterogeneous Trade Elasticities," MPRA Paper, University Library of Munich, Germany, number 128379, Feb.
• Vidal Llauradó, Joan, 2026, "Dynamic Observability of Latent Contagion," MPRA Paper, University Library of Munich, Germany, number 128736, Apr.
• Vidal Llauradó, Joan, 2026, "Detecting Latent Volatility Contagion," MPRA Paper, University Library of Munich, Germany, number 128738, Apr.
• Conte, Anna & Hey, John D., 2026, "REDRUM: Robust Estimation and Design for the Random Utility Model," MPRA Paper, University Library of Munich, Germany, number 129162, May.

2025

• Sbrana, Giacomo & Silvestrini, Andrea, 2025, "The structural Theta method and its predictive performance in the M4-Competition," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 940-952, DOI: 10.1016/j.ijforecast.2024.08.003.
• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025, "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107374.
• Manganelli, Simone, 2025, "Statistical decision functions with judgment," Journal of Economic Theory, Elsevier, volume 223, issue C, DOI: 10.1016/j.jet.2024.105940.
• Ke, Qiulin & Zhu, Bing & White, Michael & Chi, Bin, 2025, "Transactions tax change during the pandemic: A study of the UK housing market," Journal of Housing Economics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jhe.2025.102088.
• Cho, Yunho & Kim, Jiseob & Kim, Julie, 2025, "Why old-age poverty matters: Evidence from consumption responses to income shocks," Journal of Macroeconomics, Elsevier, volume 86, issue C, DOI: 10.1016/j.jmacro.2025.103718.
• Alessandri, Piergiorgio & Jordà, Òscar & Venditti, Fabrizio, 2025, "Decomposing the monetary policy multiplier," Journal of Monetary Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jmoneco.2025.103783.
• Neto, David, 2025, "Buy when there’s blood in the streets: How geopolitical adverse events can push defense stock returns to the extreme," European Journal of Political Economy, Elsevier, volume 90, issue PB, DOI: 10.1016/j.ejpoleco.2025.102771.
• Ledoit, Olivier & Wolf, Michael, 2025, "Markowitz portfolios under transaction costs," The Quarterly Review of Economics and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.qref.2025.101962.
• Börner, Christoph J. & Hoffmann, Ingo & Kürzinger, Lars M. & Schmitz, Tim, 2025, "On the return distributions of a basket of cryptocurrencies and subsequent implications," Research in Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.rie.2025.101028.
• Ndembe, Elvis, 2025, "Precision scheduled railroading, demurrage, and shipper adjustments," Research in Transportation Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.retrec.2025.101522.
• Jantadej, Kulaya & Kotcharin, Suntichai, 2025, "Navigating liquidity in turbulent waters: The impact of global supply chain pressures on maritime working capital management strategies," Research in Transportation Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.retrec.2025.101581.
• Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin & Obalade, Adefemi, 2025, "Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103856.
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
• Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025, "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.spl.2024.110344.
• Thomas B. Marvell, 2025, "A Test for Endogeneity in Regressions," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 3, pages 1-44.
• Thomas B. Marvell, 2025, "A Test for Endogeneity in Regressions," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2025/05, May.
• Ghosh, Anisha & Julliard, Christian & Taylor, Alex. P, 2025, "An information-theoretic asset pricing model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126155, Jan.
• José Ignacio Azuela Flores, 2025, "La importancia de la asistencia temprana en la participación cultural," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 107, issue 01, pages 118-137.
• Haonan Zhou & Chao Liang, 2025, "Geopolitical risk and gold price bubbles," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 353-374, March, DOI: 10.1108/RAF-09-2024-0369.
• Alexander Chudik & M. Hashem Pesaran & Ron P. Smith, 2025, "Analysis of Multiple Long-Run Relations in Panel Data Models," Working Papers, Federal Reserve Bank of Dallas, number 2523, Jun, revised 29 Sep 2025, DOI: 10.24149/wp2523r2.
• Alexander Chudik & Cameron M. Ellis & Johannes G. Jaspersen, 2025, "Lags, Leave-Outs and Fixed Effects," Working Papers, Federal Reserve Bank of Dallas, number 2536, Sep, DOI: 10.24149/wp2536.
• Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
• Simon Freyaldenhoven & Christian Hansen, 2025, "(Visualizing) Plausible Treatment Effect Paths," Working Papers, Federal Reserve Bank of Philadelphia, number 25-27, Sep, DOI: 10.21799/frbp.wp.2025.27.
• Mattis Beckmannshagen & Johannes König & Isabella Retter & Christian Schluter & Carsten Schröder & Yogam Tchokni, 2025, "Dealing with Censored Earnings in Register Data," Post-Print, HAL, number hal-05084494, DOI: 10.1515/jbnst-2024-0037.
• Aristide Merlin Ngono & Emmanuel Bruno Ongo Nkoa & Marc‐hubert Depret, 2025, "Résilience de la croissance économique en contexte pandémique des pays d'Afrique subsaharienne: Une explication par les mesures de lutte contre la COVID‐19," Post-Print, HAL, number hal-05284918, Sep, DOI: 10.1111/1467-8268.70028.
• Aristide Merlin Ngono & Bruno Emmanuel Ongo Nkoa & Marc-Hubert Depret & Cho Emmanuel Asafor, 2025, "Economic resilience in Central Africa in the face of COVID-19: corruption, a hindrance or a key factor?," Post-Print, HAL, number hal-05285105, Sep, DOI: 10.1186/s12913-025-13163-0.
• Ezzeddine Boussoura & Rhouma Drine & Abderrahmane Jahmane, 2025, "Quand le chercheur devient entrepreneur : étude des déterminants de la valorisation de la recherche scientifique," Post-Print, HAL, number hal-05346301, Sep, DOI: 10.3917/inno.pr2.0196.
• Andersson, Jonas & Karlis, Dimitris, 2025, "Maximum Likelihood Estimation of the Vector AutoRegressive To Anything (VARTA) model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/25, Dec.
• Ilves, Maiki, 2025, "Estimation with probability edited survey data under nonresponse," Working Papers, Örebro University, School of Business, number 2025:3, Feb.
• Muhinyuza, Stanislas & Karlsson, Peter & Sahamkhadam, Maziar, 2025, "Beta regression: Shrinkage-Liu type Estimator with Application," Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics, number 6/2025, Dec.
• Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025, "A neyman-orthogonalization approach to the incidental parameter problem," IFS Working Papers, Institute for Fiscal Studies, number WCWP05/25, Jan.
• David Conaly Martínez Vázquez & Marissa Martínez Preece & Francisco J. Reyes Zárate, 2025, "Efecto macroeconómico en la morosidad de créditos al consumo y su impacto en la rentabilidad bancaria en México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-21, Abril - J.
• Yoosoon Chang & Ye Lu & Joon Park, 2025, "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-001, Jan.
• van Praag, Bernard M. S. & Hop, J. Peter & Greene, William H., 2025, "Estimation of Linear Models from Coarsened Observations: A Method of Moments Approach," IZA Discussion Papers, IZA Network @ LISER, number 17610, Jan.
• Slichter, David & Tran, Nhan, 2025, "Do Better Journals Publish Better Estimates?," IZA Discussion Papers, IZA Network @ LISER, number 17960, Jun.
• Yuying Sun & Shaoxin Hong & Zongwu Cai, 2025, "State-Varying Model Averaging Prediction," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202507, Mar.
• Xiyuan Liu & Zongwu Cai & Liangjun Su, 2025, "Time-varying Factor-augmented Forecasting Models with Variable Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202515, Sep, revised Sep 2025.
• Nien-Lin Liu & Ryoichi Suzuki, 2025, "An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1571-1616, December, DOI: 10.1007/s10690-024-09498-z.
• Daniel Fehrle & Christopher Heiberger & Johannes Huber, 2025, "Polynomial Chaos Expansion: Efficient Evaluation and Estimation of Computational Models," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 2, pages 1083-1146, February, DOI: 10.1007/s10614-024-10772-5.
• Sang-Heon Lee, 2025, "An Alternative Approach for Determining the Time-Varying Decay Parameter of the Nelson-Siegel Model," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2965-2990, May, DOI: 10.1007/s10614-024-10653-x.
• Alejandro Steven Fonseca-Zendejas & Carmen Borrego-Salcido & Francisco Venegas-Martínez, 2025, "An Estimated DSGE Model Under the New Keynesian Framework for Mexico," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1297-1320, August, DOI: 10.1007/s10614-024-10742-x.
• Moayad Al Rasasi & Hussain Alramadan, 2025, "The Asymmetric Effects of Global Food Prices on Domestic Prices in Saudi Arabia," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 31, issue 1, pages 1-13, May, DOI: 10.1007/s11294-025-09929-1.
• Kien C. Tran & Panayotis G. Michaelides, 2025, "A class of generalized autoregressive score panel stochastic frontier models," Journal of Productivity Analysis, Springer, volume 64, issue 3, pages 235-253, December, DOI: 10.1007/s11123-024-00748-w.
• Dimitris Anastasiou & Panayotis Kapopoulos & Kalliopi Maria Zekente, 2025, "Housing Affordability, Tourism Activity and Income Inequality: Friends or Foes?," Open Economies Review, Springer, volume 36, issue 4, pages 1255-1280, September, DOI: 10.1007/s11079-024-09793-2.
• Ging-Ginq Pan & Yung-Ming Shiu & Tu-Cheng Wu, 2025, "Time-varying predictability of TAIEX volatility," Review of Derivatives Research, Springer, volume 28, issue 2, pages 1-28, July, DOI: 10.1007/s11147-025-09212-9.
• Koichiro Kamada, 2026, "The Survey-Based Output Gap and Input Gap," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-004, Mar.
• Koichiro Kamada, 2026, "A Simple Method for Estimating Multiple Natural Rates Simultaneously: Estimation of Japan's Potential Output and Natural Foreign Exchange Rate," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-005, Mar.
• David Kang & Seojeong Lee & Juha Song, 2025, "Convergence Rates of GMM Estimators with Nonsmooth Moments under Misspecification," Working Papers, Lancaster University Management School, Economics Department, number 423283930.
• Sidharth J, 2025, "Assessing Market Liquidity Amidst Crisis: Evidence from Indian Stock Market," Working Papers, Madras School of Economics,Chennai,India, number 2025-283, Jun.
• Badi H. Baltagi & Qu Feng & Wei Wang, 2025, "Nonstationary Heterogeneous Panels with Multiple Structural Changes," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 265, Mar.
• Paul L. E. Grieco & Charles Murry & Joris Pinkse & Stephan Sagl, 2025, "Optimal Estimation of Discrete Choice Demand Models with Consumer and Product Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 33397, Jan.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 34014, Jul.
• Sebastian Calónico & Sebastian Galiani, 2025, "Beyond Bonferroni: Multiple Testing in Empirical Research," NBER Working Papers, National Bureau of Economic Research, Inc, number 34050, Jul.
• Hadi Elzayn & Jacob Goldin & Cameron Guage & Daniel E. Ho & Claire Morton, 2025, "Monotone Ecological Inference," NBER Working Papers, National Bureau of Economic Research, Inc, number 34285, Sep.
• Ana Vujovic, 2025, "News article analysis using Naive Bayes classifier," Working Papers Bulletin, National Bank of Serbia, number 27, Mar.
• Ephraim UGWU & Sunday KEJI & Oluwabusola OLAOSEBIKAN & Christopher EHINOMEN, 2025, "Evaluating the Effect of Monetary Policy on Current Account in Nigeria," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 10, issue 2, pages 71-84, September, DOI: http://doi.org/10.47535/1991ojbe218.
• Richard T Baillie & Francis X Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2025, "On robust inference in time-series regression," The Econometrics Journal, Royal Economic Society, volume 28, issue 2, pages 131-173.
• Anisha Ghosh & Christian Julliard & Alex P Taylor, 2025, "An Information-Theoretic Asset Pricing Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 1, pages 499-547.
• Ovidijus Stauskas & Genaro Sucarrat, 2025, "Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 142-153.
• Julien Hambuckers & Marie Kratz & Antoine Usseglio-Carleve, 2025, "Efficient Estimation in Extreme Value Regression Models of Hedge Funds Tail risks," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-018..
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2025, "Continuous-Time Fama-MacBeth Regressions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3542-3579.
• Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025, "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 760-802.
• Liuren Wu & Yuzhao Zhang, 2025, "Common Pricing of Decentralized Risk: A Linear Option Pricing Model," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1822-1867.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-013, Jun.
• Xu Cheng & Frank Schorfheide & Peng Shao, 2025, "Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-014, Jun.
• Raputsoane, Leroi, 2025, "Global mineral companies size and corporate governance," MPRA Paper, University Library of Munich, Germany, number 123203, Jan.
• Raputsoane, Leroi, 2025, "Global mineral companies attributes and corporate governance," MPRA Paper, University Library of Munich, Germany, number 123205, Jan.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025, "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper, University Library of Munich, Germany, number 123741.
• Bonga-Bonga, Lumengo & Nyambayo, Kudznai & Mpofu, Delani, 2025, "Foreign exchange intervention and exchange rate exposure: evidence from South Africa and Japan," MPRA Paper, University Library of Munich, Germany, number 123763, Feb.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2025, "A beta prime ARMA model for positive time series," MPRA Paper, University Library of Munich, Germany, number 123873, Feb.
• John Michael, Riveros-Gavilanes, 2025, "Metodología estándar de vectores autoregresivos (VAR) y de corrección del error (VEC)
  [Standard methodology of vector autoregression (VAR) and error correction (VEC)]," MPRA Paper, University Library of Munich, Germany, number 124015, Mar.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
• Pál, Tibor & Storti, Giuseppe, 2025, "Estimating the R-Star in the US: A Score-Driven State-Space Model with Time-Varying Volatility Persistence," MPRA Paper, University Library of Munich, Germany, number 125338, Jul.
• Lee, David, 2025, "Robust Parameter Estimation for Financial Data Simulation," MPRA Paper, University Library of Munich, Germany, number 125703, Aug.
• Frank, Luis, 2025, "Nowcasting del PIB argentino a través de un modelo de corrección de errores flexible
  [Nowcasting Argentine's GDP through a flexible error correction model]," MPRA Paper, University Library of Munich, Germany, number 126543, Oct.
• Bell, Peter, 2025, "Comment on Raputsoane’s Analysis of Regional Differences in Governance of Mining Companies," MPRA Paper, University Library of Munich, Germany, number 126880, Nov.
• Aknouche, Abdelhakim & Bentarzi, Mohamed, 2025, "Efficient two-stage estimation of cyclical ARCH models," MPRA Paper, University Library of Munich, Germany, number 127417, Dec.
• Brian König & Gabriela Dováĺová & Ján Košta, 2025, "Receiving Assistance in Material Need versus Active Participation in the Labour market: Who Will Win?," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 1, pages 1-30, DOI: 10.18267/j.polek.1451.
• José R. Maria & Paulo Júlio, 2025, "Covid and War shocks," Working Papers, Banco de Portugal, Economics and Research Department, number w202526.
• Stelios Arvanitis, 2025, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Working Paper, Economics Department, Queen's University, number 1532, Feb.
• Bogdan DIMA & Lucian Liviu ALBU & Ştefana Maria DIMA & Roxana IOAN & Anca SARAOLU IONAŞCUŢI & Marian Ilie SIMINICA, 2025, "Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-22, April.
• Lucian Liviu ALBU & Ada Cristina ALBU, 2025, "Estimating the correlation between natality and economic growth," Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting, number 250701, Jul.
• Osman Doğan & Ye Yang & Süleyman Taşpınar, 2025, "Integrated modified harmonic mean method for spatial panel data models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 109, issue 4, pages 689-719, December, DOI: 10.1007/s10182-024-00521-2.
• Erindi Allaj & Maria Elvira Mancino & Simona Sanfelici, 2025, "Identifying the number of latent factors of stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 571-602, June, DOI: 10.1007/s10203-024-00479-5.
• Daniel dos Santos Baptista & Nuno M. Brites & Alfredo D. Egídio dos Reis, 2025, "Stochastic differential equations death rates models: the Portuguese case," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1197-1217, December, DOI: 10.1007/s10203-023-00414-0.
• Kyu Park & Michael Sherris, 2025, "Actuarial modelling of Australian population retirement risks: an Australian functional disability and health state model," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1397-1437, December, DOI: 10.1007/s10203-023-00418-w.
• Yan Peng & Jiao Geng, 2025, "How does information consumption pilot policy affect climate-friendly technological innovation? Evidence from China," Economics of Governance, Springer, volume 26, issue 4, pages 591-623, December, DOI: 10.1007/s10101-025-00340-4.
• Lixiong Yang & Mingjian Ren & Jianming Bai, 2025, "Threshold mixed data sampling logit model with an application to forecasting US bank failures," Empirical Economics, Springer, volume 68, issue 1, pages 433-477, January, DOI: 10.1007/s00181-024-02639-3.
• Cheng Hsiao, 2025, "A selective review of panel approaches to construct counterfactuals," Empirical Economics, Springer, volume 69, issue 5, pages 2589-2608, November, DOI: 10.1007/s00181-025-02738-9.
• Ming-Yu Deng & Levent Kutlu, 2025, "Spatial stochastic frontier model with stochastic weighting matrix," Empirical Economics, Springer, volume 69, issue 5, pages 2783-2815, November, DOI: 10.1007/s00181-025-02815-z.
• Montasser Ghachem & Oguz Ersan, 2025, "Estimation of the probability of informed trading models via an expectation-conditional maximization algorithm," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-37, December, DOI: 10.1186/s40854-024-00729-w.