Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C15: Statistical Simulation Methods: General

---

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

1. Bootstrap Methods

2024

• Wing-Keung Wong & Mu Yue, 2024, "Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 03, pages 1-16, September, DOI: 10.1142/S2010495224500118.
• Haisheng Hu & Wanhao Dong & Chien-Lung Hsu & Jiun-Nan Pan, 2024, "How Will The Land Revenue Policy Reform Affect China’S Economy? A Simulation Analysis Based On General Equilibrium," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 06, pages 1867-1883, September, DOI: 10.1142/S0217590821400026.
• Antonio Jiménez-Martínez, 2024, "Lectures on Probability and Statistics for Graduate-Level Economics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13824, ISBN: ARRAY(0x60057a78), September.
• Dang, Hai-Anh H. & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024, "Tackling the Last Hurdles of Poverty Entrenchment: An Investigation of Poverty Dynamics for Ghana during 2005/06-2016/17," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1376.
• Dang, Hai-Anh & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024, "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1392.
• Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024, "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1458.
• Dang, Hai-Anh H. & Deininger, Klaus & Cuong Viet Nguyen, 2024, "Did Program Support for the Poorest Areas Work? Evidence from Rural Vietnam," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1519.
• Sarr, Ibrahima & Dang, Hai-Anh H. & Guzman Gutierrez, Carlos Santiago & Beltramo, Theresa & Verme, Paolo, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1534.
• Dang, Hai-Anh & Carletto, Calogero & Jolliffe, Dean, 2024, "Better tracking SDG progress with fewer resources? A call for more innovative data uses," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1539.
• Agarwala, Matthew & Burke, Matt & Klusak, Patrycja & Kraemer, Moritz & Volz, Ulrich, 2024, "Nature loss and sovereign credit ratings," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-09.
• Elena Derby & Connor Dowd & Jacob Mortenson, 2024, "Constructing Confidence Intervals for BIFSG Disparity Estimates," AEA Papers and Proceedings, American Economic Association, volume 114, pages 638-643, May, DOI: 10.1257/pandp.20241035.
• Coralia TANASUICA (ZOTIC) & Mihai Daniel ROMAN, 2024, "Machine Learning For Concrete Sustainability Improvement: Smart Fleet Management," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 10, issue 1, pages 79-97, June, DOI: https://doi.org/10.53486/2537-6179..
• Nicoleta Sirghi & Mirela-Catrinel Voicu & Gratiela Georgiana Noja & Oana-Ramona Socoliuc (Gurita), 2024, "Challenges of Artificial Intelligence on the Learning Process in Higher Education," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 65, pages 1-53, February.
• Valeriu Ioan-Franc & Ioan I. Gaf-Deac, 2024, "Participation of Artificial Intelligence in Economic Growth in Romania," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 26, issue 67, pages 944-944, August.
• Sergey I. Krylov, 2024, "Analysis of the Sensitivity of the Corporation's Market Activity Indicators with a Neutral Approach to the Dividend Policy," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 180-205, DOI: https://doi.org/10.15826/vestnik.20.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
• Eva Lutkebohmert & Julian Sester, 2024, "Measuring Name Concentrations through Deep Learning," Papers, arXiv.org, number 2403.16525, Mar, revised Nov 2024.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024, "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers, arXiv.org, number 2406.00650, Jun, revised May 2025.
• Richard Luger, 2024, "Regularizing stock return covariance matrices via multiple testing of correlations," Papers, arXiv.org, number 2407.09696, Jul.
• Sebastian Kranz, 2024, "From Replications to Revelations: Heteroskedasticity-Robust Inference," Papers, arXiv.org, number 2411.14763, Nov, revised Dec 2024.
• Joshua Brault, 2024, "Parallel Tempering for DSGE Estimation," Staff Working Papers, Bank of Canada, number 24-13, May, DOI: 10.34989/swp-2024-13.
• Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024, "Univariate Measures of Persistence: A Comparative Analysis," Working Papers, Banco de México, number 2024-11, Sep.
• Valeria Jemio Hurtado & Laura Rubin de Celis, 2024, "Estimación de un indicador de presiones sobre Reservas Internacionales en un contexto de tensiones geopolíticas mundiales: Un enfoque de Correlación Condicional Dinámica y Control Sintético," Revista de Análisis del BCB, Banco Central de Bolivia, volume 40, issue 1, pages 54-78, January -.
• Stephanie Ettmeier & Alexander Kriwoluzky, 2024, "Active or Passive? Revisiting the Role of Fiscal Policy During High Inflation," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_565, Jun.
• Planas Christophe & Rossi Alessandro, 2024, "The slice sampler and centrally symmetric distributions," Monte Carlo Methods and Applications, De Gruyter, volume 30, issue 3, pages 299-313, DOI: 10.1515/mcma-2024-2012.
• van Dijk Herman K., 2024, "Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 155-176, April, DOI: 10.1515/snde-2024-0003.
• Chen Pu & Semmler Willi, 2024, "Stability in Threshold VAR Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 531-544, DOI: 10.1515/snde-2022-0099.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
• Lena S. Bjerkander & Jonas Dovern & Hans Manner, 2024, "Testing with Vectors of Statistics: Revisiting Combined Hypothesis Tests with an Application to Specification Testing," CESifo Working Paper Series, CESifo, number 11027.
• López Martha & Sarmiento Gómez Eduardo, 2023, "Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-29.
• Gabriel Montes Rojas & Oscar Hernan Cerquera, 2024, "Análisis distributivo del impacto de la pandemia del covid-19 en la calidad de la educación en Colombia," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 16, issue 2, pages 375-399.
• Ilyes Abidi & Kamel Touhami, 2024, "Safe Haven for Crude Oil: Bitcoin or Precious Metals? New Insight from Time Varying Coefficient-Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 184-195, January.
• Awadh Ahmed Mohammed Gamal & Joseph David & Mohd Asri Mohd Noor & Mohd Yahya Mohd Hussin & K. Kuperan Viswanathan, 2024, "Asymmetric Effect of Shadow Economy on Environmental Pollution in Egypt: Evidence from Bootstrap NARDL Technique," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 206-215, May.
• He, Fuli & Yarahmadi, Ali & Soleymani, Fazlollah, 2024, "Investigation of multivariate pairs trading under copula approach with mixture distribution," Applied Mathematics and Computation, Elsevier, volume 472, issue C, DOI: 10.1016/j.amc.2024.128635.
• Barde, Sylvain, 2024, "Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates," Computational Statistics & Data Analysis, Elsevier, volume 196, issue C, DOI: 10.1016/j.csda.2024.107972.
• Brignone, Riccardo & Gonzato, Luca, 2024, "Exact simulation of the Hull and White stochastic volatility model," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104861.
• Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2024, "Gamma positioning and market quality," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104880.
• Gómez Fernández-Aguado, Pilar & Partal Ureña, Antonio & Trigo Martínez, Eduardo, 2024, "Risk contribution to deposit insurance: Evidence from commercial and cooperative banks in the Eurozone," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 341-355, DOI: 10.1016/j.eap.2023.12.006.
• Darné, Olivier & Levy-Rueff, Guy & Pop, Adrian, 2024, "The calibration of initial shocks in bank stress test scenarios: An outlier detection based approach," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106744.
• Ji, Hongyun & Zhang, Han, 2024, "Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102060.
• Kuypers, Sarah & Figari, Francesco & Verbist, Gerlinde, 2024, "Vertical and horizontal equity of wealth taxes: An assessment from a joint income-wealth perspective," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111438.
• Li, Donglin & Wang, Wenyue & Ren, Yanyan, 2024, "Quantile estimation of heterogenous panel quantile model with group structure," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111798.
• Claramunt, M. Mercè & Costa, Teresa & Mármol, Maite & Varea, Xavier, 2024, "Household Refundable Utility by taking out refundable insurance: Empirical study in the Spanish auto insurance market," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111819.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously Incomplete and Incoherent (SII) Dynamic LDV Models: With an Application to Financing Constraints and Firms’ Decision to Innovate," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105546.
• Bei, Xinyue, 2024, "Local linearization based subvector inference in moment inequality models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105549.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024, "A residual bootstrap for conditional Value-at-Risk," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105554.
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024, "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.02.015.
• De Vos, Ignace & Stauskas, Ovidijus, 2024, "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2023.105648.
• Athey, Susan & Imbens, Guido W. & Metzger, Jonas & Munro, Evan, 2024, "Using Wasserstein Generative Adversarial Networks for the design of Monte Carlo simulations," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.09.013.
• Khan, Shakeeb & Nekipelov, Denis, 2024, "On uniform inference in nonlinear models with endogeneity," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.07.016.
• Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024, "Testing identification conditions of LATE in fuzzy regression discontinuity designs," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105738.
• Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024, "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, volume 243, issue 1, DOI: 10.1016/j.jeconom.2023.105653.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Ettmeier, Stephanie & Kriwoluzky, Alexander, 2024, "Active or passive? Revisiting the role of fiscal policy during high inflation," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104874.
• Ignatieva, Katja & Wong, Patrick, 2024, "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101519.
• Fang, Mingyu & Tan, Ken Seng & Wirjanto, Tony S., 2024, "Valuation of carbon emission allowance options under an open trading phase," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107351.
• Borgonovo, Emanuele & Clemente, Gian Paolo & Rabitti, Giovanni, 2024, "Why insurance regulators need to require sensitivity settings of internal models for their approval," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104859.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
• Alessi, Lucia & Di Girolamo, Erica Francesca & Pagano, Andrea & Giudici, Marco Petracco, 2024, "Accounting for climate transition risk in banks’ capital requirements," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101269.
• Huang, Zhenzhen & Kwok, Yue Kuen & Xu, Ziqing, 2024, "Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models," Insurance: Mathematics and Economics, Elsevier, volume 115, issue C, pages 132-150, DOI: 10.1016/j.insmatheco.2024.01.005.
• Berrisch, Jonathan & Ziel, Florian, 2024, "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1568-1586, DOI: 10.1016/j.ijforecast.2024.01.005.
• Ecker, Olivier & Pauw, Karl, 2024, "Dairy consumption and household diet quality in East Africa: Evidence from survey-based simulation models," Food Policy, Elsevier, volume 122, issue C, DOI: 10.1016/j.foodpol.2023.102562.
• 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.
• Knotek, Edward S., 2024, "The roles of price points and menu costs in price rigidity," Journal of Monetary Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jmoneco.2024.103559.
• Ahmad, Ferhana & Shehzad, Choudhry Tanveer, 2024, "The role of interest rate environment in mortgage pricing," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 225-245, DOI: 10.1016/j.iref.2023.07.102.
• Sheng, Zhiyun & Ni, Ningning, 2024, "Dynamic game analysis of E-commerce platform rewards and research & development investment of settled enterprises," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1112-1125, DOI: 10.1016/j.iref.2024.02.068.
• Lian, Yu-Min & Chen, Jun-Home, 2024, "Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103392.
• Hajivassiliou, Vassilis & Savignac, Frédérique, 2024, "Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms’ decision to innovate," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119379, Jan.
• Dang, Hai-Anh H. & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024, "Poverty dynamics for Ghana during 2005/06–2016/17: an investigation using synthetic panels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124105, Sep.
• Dang, Hai-Anh H. & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2025, "Poverty imputation in contexts without consumption data: a revisit with further refinements," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125798, Feb.
• Dang, Hai-Anh H. & Dhongde, Shatakshee & Do, Minh N. N. & Nguyen, Cuong Viet & Pimhidzai, Obert, 2025, "Rapid economic growth but rising poverty segregation: will Vietnam meet the SDGs for equitable development?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126543, Nov.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2024-01.
• Hung-pin Lai, 2024, "Indirect Inference of Stochastic Frontier Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Subal Kumbhakar", DOI: 10.1108/S0731-905320240000046014.
• Giovanni Gallo & Silvia Granato & Michele Raitano, 2024, "Covid-19 heterogeneous effects on Italian workers’ incomes: the role of jobs routinization and teleworkability," International Journal of Manpower, Emerald Group Publishing Limited, volume 45, issue 7, pages 1326-1349, April, DOI: 10.1108/IJM-08-2023-0474.
• Paulina Owczarek, 2024, "Price Valuation Modeling of Less-Than-Truckload (LTL) Shipments for Financial Continuity Assurance," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 209-224.
• Bartosz Przysucha & Piotr Bednarczuk & Wlodzimierz Martyniuk & Ewa Golec & Michal Jasienski & Damian Pliszczuk, 2024, "Monte Carlo Simulation as a Demand Forecasting Tool," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special A, pages 103-113.
• Thomas R. Cook & Zach Modig & Nathan M. Palmer, 2024, "Explaining Machine Learning by Bootstrapping Partial Marginal Effects and Shapley Values," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-075, Sep, DOI: 10.17016/FEDS.2024.075.
• Nicoleta Valentina Florea & Gabriel Croitoru & Georgiana Radu (Cârstea) & Daria Florea, 2024, "The Analysis of the Impact of Digital Product Innovation and Human Resources Specialists on Intention to Use Artificial Intelligence in Financial Banking System," Journal of Financial Studies, Institute of Financial Studies, volume 16, issue 9, pages 96-110, May, DOI: 10.55654/JFS.2024.9.16.07.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
• Oussama Zouabi & Michel Dimou, 2024, "The impact of climate change on inflation in Tunisia: evidence from the asymmetric NARDL model," Post-Print, HAL, number hal-04985855, Feb, DOI: 10.1007/s10018-024-00398-0.
• Campos-Mercade, Pol, 2024, "Power Analysis Through Simulations in STATA: A Step-by-Step Guide," Working Papers, Lund University, Department of Economics, number 2024:4, Aug.
• Hai-Anh Dang & Ibrahima Sarr & Carlos Santiago Guzman Gutierrez & Theresa Beltramo & Paolo Verme, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," HiCN Working Papers, Households in Conflict Network, number 422.
• Muñoz-Higueras, Diego & Köppe, Stephan & Granell, Rafael & Fuenmayor, Amadeo, 2024, "Non-take-up of in-work benefits: determinants, benefit erosion and indexing," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, issue , pages 1-022, DOI: 10.1186/s12651-024-00385-8.
• Muñoz-Higueras, Diego & Köppe, Stephan & Granell, Rafael & Fuenmayor, Amadeo, 2024, "Non-take-up of in-work benefits: determinants, benefit erosion and indexing," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], volume 58, issue 1, pages 1-22, DOI: 10.1186/s12651-024-00385-8.
• Gunnar Eliasson & Gunnar Eliasson & Dan Johansson & Erol Taymaz, 2024, "Firm Turnover and the Rate of Macro Economic Growth: Simulating the Macroeconomic Effects of Schumpeterian Creative Destruction," International Journal of Microsimulation, International Microsimulation Association, volume 17, issue 2, pages 279-296, DOI: 10.34196/ijm.00299.
• Jan Schulz & Leonhard Ipsen, 2024, "Poor Households and the Weight of Inflation," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 106-2024.
• Dang, Hai-Anh H & Raju, Dhushyanth & Tanaka, Tomomi & Abanokova, Kseniya, 2024, "Tackling the Last Hurdles of Poverty Entrenchment: An Investigation of Poverty Dynamics for Ghana during 2005/06–2016/17," IZA Discussion Papers, IZA Network @ LISER, number 16738, Jan.
• Dang, Hai-Anh H & Kilic, Talip & Hlasny, Vladimir & Abanokova, Kseniya & Carletto, Calogero, 2024, "Using Survey-to-Survey Imputation to Fill Poverty Data Gaps at a Low Cost: Evidence from a Randomized Survey Experiment," IZA Discussion Papers, IZA Network @ LISER, number 16792, Feb.
• Sarr, Ibrahima & Dang, Hai-Anh H & Gutierrez, Carlos Santiago Guzman & Beltramo, Theresa & Verme, Paolo, 2024, "Using Cross-Survey Imputation to Estimate Poverty for Venezuelan Refugees in Colombia," IZA Discussion Papers, IZA Network @ LISER, number 17036, May.
• Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2024, "Imputing Poverty Indicators without Consumption Data: An Exploratory Analysis," IZA Discussion Papers, IZA Network @ LISER, number 17136, Jul.
• Barriga Cabanillas, Oscar & Bossuroy, Thomas & Corral Rodas, Paul Andres & Rodriguez Castelan, Carlos & Skoufias, Emmanuel, 2024, "Sustaining Poverty Gains: A Vulnerability Map to Guide Social Policy," IZA Discussion Papers, IZA Network @ LISER, number 17193, Aug.
• Dang, Hai-Anh H & Deininger, Klaus & Nguyen, Cuong Viet, 2024, "Did Program Support for the Poorest Areas Work? Evidence from Rural Vietnam," IZA Discussion Papers, IZA Network @ LISER, number 17445, Nov.
• Dang, Hai-Anh H & Carletto, Calogero & Jolliffe, Dean, 2024, "Better Tracking SDG Progress with Fewer Resources? A Call for More Innovative Data Uses," IZA Policy Papers, Institute of Labor Economics (IZA), number 215, Dec.
• Johannes Carow, 2024, "A critical assessment of the two-way fixed-effects model for firm-level dependent variables," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 2405, Mar.
• Yanglin Li, 2024, "New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 5, pages 1757-1776, May, DOI: 10.1007/s10614-023-10381-8.
• Rachid Belhachemi, 2024, "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2585-2601, June, DOI: 10.1007/s10614-023-10480-6.
• Peter S. Sephton, 2024, "Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 2, pages 693-705, August, DOI: 10.1007/s10614-023-10458-4.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• Sharif Mozumder & Mohammad Zoynul Abedin & Raad Lalon & Amjad Hossain, 2024, "Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3049-3086, November, DOI: 10.1007/s10614-023-10545-6.

2023

• Drago, Carlo & Di Nallo, Loris & Russotto, Maria Lucetta, , "Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 336986, DOI: 10.22004/ag.econ.336986.
• Mugrabi, Farah Daniela, 2023, "Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023001, Mar.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2023, "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 234, Apr.
• Martin Sola, 2023, "Rational Bubbles: Too Many to be True?," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 240, May.
• Fernando Delbianco & Fernando Tohmé, 2023, "What is a relevant control?: An algorithmic proposal," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 269, Aug.
• James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023, "Testing for the appropriate level of clustering in linear regression models," Papers, arXiv.org, number 2301.04522, Jan, revised Mar 2023.
• Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized neural networks for agent-based model forecasting," Papers, arXiv.org, number 2308.05753, Aug.
• 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.
• Emanuele Dicarlo & Pasquale Recchia & Antonella Tomasi, 2023, "The changes to the Italian tax and welfare system implemented in 2022: fairness and efficiency profiles," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 748, Mar.
• Giulia Bovini & Emanuele Dicarlo & Antonella Tomasi, 2023, "The revision of anti-poverty measures in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 820, Dec.
• 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.
• Jonathan Chassot & Michael Creel, 2023, "Constructing Efficient Simulated Moments Using Temporal Convolutional Networks," Working Papers, Barcelona School of Economics, number 1412, Nov.
• Oleksii Vasyliev, 2023, "The model of economic self-organization based on the distribution of banking assets," Economic Synergy, Higher Educational Institution Academician Yuriy Bugay International Scientific & Technical University, issue 4, pages 87-96, DOI: 10.53920/ES-2023-4-6.
• 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.
• GURAN Elena-Andreea & PAPULETE Eduard-NicuÈ™or, 2023, "The Impact Of Digitization In Ensuring Sustainable Economic Growth At The National Level," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 75, issue 2, pages 78-86, June, DOI: 10.56043/reveco-2023-0018.
• Rinku Mahindru & Hersheen Kaur & Renu Gupta, 2023, "Mapping Research on Ageism, Personal and Social Well-Being in IT Professionals: A Literature Review and Bibliometric Analysis," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 26, issue 2, pages 18-40, DOI: 10.32725/acta.2023.006.
• Donayre Luiggi, 2023, "Filtering Persistent and Asymmetric Cycles," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 473-495, January, DOI: 10.1515/bejm-2022-0091.
• Tian Jiarui (Alex), 2023, "A Replication of “The Effect of the Conservation Reserve Program on Rural Economies: Deriving a Statistical Verdict from a Null Finding” (American Journal of Agricultural Economics, 2019)," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 17, issue 1, pages 1-7, January, DOI: 10.1515/econ-2022-0036.
• Kwak Do Won & Martin Robert S. & Wooldridge Jeffrey M., 2023, "The Robustness of Conditional Logit for Binary Response Panel Data Models with Serial Correlation," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 33-56, January, DOI: 10.1515/jem-2021-0005.
• Liu-Evans Gareth, 2023, "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 1-26, January, DOI: 10.1515/jtse-2021-0051.
• Lux Thomas, 2023, "Approximate Bayesian inference for agent-based models in economics: a case study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 423-447, September, DOI: 10.1515/snde-2021-0052.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
• Jason Shachat & Lijia Wei, 2023, "Discrete Rule Learning in First Price Auctions," Working Papers, Chapman University, Economic Science Institute, number 23-07.
• Julie Bérubé, 2023, "Pandemic and Cultural Industries in a Regional Context," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 15, issue 2, pages 493-516.
• Irsova, Zuzana & Bom, Pedro R. D. & Havranek, Tomas & Rachinger, Heiko, 2023, "Spurious Precision in Meta-Analysis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17927, Feb.
• Verena Monschang & Mark Trede & Bernd Wilfling, 2023, "Multi-horizon uniform superior predictive ability revisited: A size-exploiting and consistent test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10623, Nov.
• Marín Díazaraque, Juan Miguel & Lopes Moreira da Veiga, María Helena, 2023, "Shock-triggered asymmetric response stochastic volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36569, Feb.
• Kyriacou, Maria & Phillips, Peter C.B. & Rossi, Francesca, 2023, "Continuously Updated Indirect Inference In Heteroskedastic Spatial Models," Econometric Theory, Cambridge University Press, volume 39, issue 1, pages 107-145, February.
• Bigestans, Davis & Cardin, Michel-Alexandre & Kazantzis, Nikolaos, 2023, "Economic performance evaluation of flexible centralised and decentralised blue hydrogen production systems design under uncertainty," Applied Energy, Elsevier, volume 352, issue C, DOI: 10.1016/j.apenergy.2023.121944.
• Li, Yicun & Teng, Yuanyang, 2023, "Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes," Chaos, Solitons & Fractals, Elsevier, volume 177, issue C, DOI: 10.1016/j.chaos.2023.114203.
• Elsas, Ralf & Schoch, Daniela Stephanie, 2023, "Robust inference in single firm/single event analyses," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102391.
• 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.
• Fontanelli, Luca & Guerini, Mattia & Napoletano, Mauro, 2023, "International trade and technological competition in markets with dynamic increasing returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104619.
• Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin, 2023, "Rational bubbles: Too many to be true?," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104666.
• Skavysh, Vladimir & Priazhkina, Sofia & Guala, Diego & Bromley, Thomas R., 2023, "Quantum monte carlo for economics: Stress testing and macroeconomic deep learning," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104680.
• Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023, "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106081.
• 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.
• He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023, "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101941.
• He, Zhifang, 2023, "Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101947.
• Hartley, Robert Paul & Lamarche, Carlos & Ziliak, James P., 2023, "Bootstrapping quantile correlations with an application for income status across generations," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111160.
• MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023, "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 272-299, DOI: 10.1016/j.jeconom.2022.04.001.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023, "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 389-415, DOI: 10.1016/j.jeconom.2021.08.001.
• Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2023, "Reprint of: Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, volume 234, issue S, pages 56-69, DOI: 10.1016/j.jeconom.2023.03.002.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Chen, Song Xi & Guo, Bin & Qiu, Yumou, 2023, "Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1337-1354, DOI: 10.1016/j.jeconom.2022.10.008.
• Mayer, Alexander & Wied, Dominik, 2023, "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1500-1521, DOI: 10.1016/j.jeconom.2023.01.003.
• Lamarche, Carlos & Parker, Thomas, 2023, "Wild bootstrap inference for penalized quantile regression for longitudinal data," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1799-1826, DOI: 10.1016/j.jeconom.2022.11.011.
• MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023, "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2027-2056, DOI: 10.1016/j.jeconom.2023.03.005.
• 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.
• Chang, Jinyuan & Jiang, Qing & Shao, Xiaofeng, 2023, "Testing the martingale difference hypothesis in high dimension," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 972-1000, DOI: 10.1016/j.jeconom.2022.09.001.
• Berrisch, Jonathan & Ziel, Florian, 2023, "CRPS learning," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.11.008.
• 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.
• MacKinnon, James G., 2023, "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 52-71, DOI: 10.1016/j.ecosta.2021.11.009.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Soliman, Alaa M. & Lau, Chi Keung & Cai, Yifei & Sarker, Provash Kumer & Dastgir, Shabbir, 2023, "Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106920.
• Thakur, Jagruti & Hesamzadeh, Mohammad Reza & Date, Paresh & Bunn, Derek, 2023, "Pricing and hedging wind power prediction risk with binary option contracts," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106960.
• Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023, "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102507.
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2023, "Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102622.
• Shen, Lihua & Hong, Yanran, 2023, "Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103420.
• Zhang, Hanyu & Assereto, Martina & Byrne, Julie, 2023, "Deferring real options with solar renewable energy certificates," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100795.
• Dang, Ou & Feng, Mingbin & Hardy, Mary R., 2023, "Two-stage nested simulation of tail risk measurement: A likelihood ratio approach," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 1-24, DOI: 10.1016/j.insmatheco.2022.10.002.
• Chen, Yu & Ma, Mengyuan & Sun, Hongfang, 2023, "Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 142-162, DOI: 10.1016/j.insmatheco.2023.04.001.
• Knotek, Edward S. & Zaman, Saeed, 2023, "Real-time density nowcasts of US inflation: A model combination approach," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1736-1760, DOI: 10.1016/j.ijforecast.2022.04.007.
• Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023, "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106745.
• Zila, Eric & Kukacka, Jiri, 2023, "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 366-391, DOI: 10.1016/j.jebo.2023.05.040.
• Drago, Carlo & Gatto, Andrea, 2023, "Gauging energy poverty in developing countries with a composite metric of electricity access," Utilities Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.jup.2022.101486.
• Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023, "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 2, DOI: 10.1016/j.latcb.2023.100087.
• Isaenko, Sergey, 2023, "Trading strategies and the frequency of time-series," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 267-283, DOI: 10.1016/j.qref.2022.10.006.
• Xu, Ruihui & Zhang, Xuliang & Gozgor, Giray & Lau, Chi Keung Marco & Yan, Cheng, 2023, "Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101933.
• Okorie, David Iheke & Wesseh, Presley K., 2023, "Climate agreements and carbon intensity: Towards increased production efficiency and technical progress?," Structural Change and Economic Dynamics, Elsevier, volume 66, issue C, pages 300-313, DOI: 10.1016/j.strueco.2023.05.012.
• Qu, Yan & Dassios, Angelos & Zhao, Hongbiao, 2023, "Shot-noise cojumps: exact simulation and option pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111537, Mar.
• Hai-Anh H. Dang & Peter F. Lanjouw, 2023, "Regression-based imputation for poverty measurement in data-scarce settings," Chapters, Edward Elgar Publishing, chapter 13, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
• Kseniya Abanokova & Hai-Anh H. Dang, 2023, "Poverty in Russia: a bird’s-eye view of trends and dynamics in the past quarter of a century," Chapters, Edward Elgar Publishing, chapter 58, in: Jacques Silber, "Research Handbook on Measuring Poverty and Deprivation".
• Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2023, "Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A010.
• Elaheh Fatemi Pour & Seyed Ali Madnanizdeh & Hosein Joshaghani, 2023, "Accept or reject a ride? This is the problem," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1346-1374, January, DOI: 10.1108/JES-12-2021-0617.
• Agnieszka Pokorska, 2023, "Comparative Analysis of the Development of Electromobility Strategies in Selected Cities in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 954-965.
• Zuzana Irsova & Pedro R. D. Bom & Tomas Havranek & Heiko Rachinger, 2023, "Spurious Precision in Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/05, Feb, revised Feb 2023.
• Carlo Drago & Loris Di Nallo & Maria Lucetta Russotto, 2023, "Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators," Working Papers, Fondazione Eni Enrico Mattei, number 2023.13, Jun.
• James Mitchell & Saeed Zaman, 2023, "The Distributional Predictive Content of Measures of Inflation Expectations," Working Papers, Federal Reserve Bank of Cleveland, number 23-31, Nov, DOI: 10.26509/frbc-wp-202331.
• Mihai Mutascu & Scott Hegerty, 2023, "Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach," Post-Print, HAL, number hal-04273887, Jun, DOI: 10.1007/s12197-023-09616-z.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023, "International trade and technological competition in markets with dynamic increasing returns," Post-Print, HAL, number hal-04531047, Apr, DOI: 10.1016/j.jedc.2023.104619.
• Luca Fontanelli & Mattia Guerini & Mauro Napoletano, 2023, "International trade and technological competition in markets with dynamic increasing returns," Sciences Po Economics Publications (main), HAL, number hal-04531047, Apr, DOI: 10.1016/j.jedc.2023.104619.
• Prats Cabrera, Joan Oriol & Hinojosa, Sergio Alejandro & Roque Loyola, Heinz G. & Montecinos, Jorge G. & Moraga, Enrique & Carrillo, Camilo & Guerra, José Luis, 2023, "Gestión de pasivos contingentes para proyectos de asociación público-privada: valoración, contabilización y reporte," IDB Publications (Books), Inter-American Development Bank, number 12881, ISBN: ARRAY(0x72fc0df0), November, DOI: http://dx.doi.org/10.18235/0004931.
• Dang, Hai-Anh H & Kilic, Talip & Abanokova, Kseniya & Carletto, Calogero, 2023, "Poverty Imputation in Contexts without Consumption Data: A Revisit with Further Refinements," IZA Discussion Papers, IZA Network @ LISER, number 15873, Jan.
• Dang, Hai-Anh H & Dhongde, Shatakshee & Do, Minh N.N. & Nguyen, Cuong Viet & Pimhidzai, Obert, 2023, "Rapid Economic Growth but Rising Poverty Segregation: Will Vietnam Meet the SDGs for Equitable Development?," IZA Discussion Papers, IZA Network @ LISER, number 15916, Feb.
• Canavire Bacarreza, Gustavo J. & Rios-Avila, Fernando & Sacco-Capurro, Flavia, 2023, "Recovering Income Distribution in the Presence of Interval-Censored Data," IZA Discussion Papers, IZA Network @ LISER, number 15921, Feb.
• Kachour Maher & Bakouch Hassan S. & Mohammadi Zohreh, 2023, "A New INAR(1) Model for ℤ-Valued Time Series Using the Relative Binomial Thinning Operator," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 2, pages 125-152, April, DOI: 10.1515/jbnst-2022-0059.
• Bellia, Mario & Di Girolamo, Francesca & Pagano, Andrea & Petracco Giudici, Marco, 2023, "Flood protection gap: evidence for public finances and insurance premiums," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2023-10, Dec.
• Pagano, Andrea & Bellia, Mario & Di Girolamo, Francesca & Papadopoulos, Georgios, 2023, "Local Banks and flood risk: the case of Germany," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2023-13, Nov.
• Siddhartha Chib & Minchul Shin & Fei Tan, 2023, "DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 1, pages 69-111, January, DOI: 10.1007/s10614-021-10200-y.
• Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
• Sizhong Sun, 2023, "Firm heterogeneity, worker training and labor productivity: the role of endogenous self-selection," Journal of Productivity Analysis, Springer, volume 59, issue 2, pages 121-133, April, DOI: 10.1007/s11123-022-00652-1.
• João Afonso Coelho, António Portugal Duarte, 2023, "The European fiscal framework: Counterfactual Analysis to its compliance in the hypothetical scenario without the Covid-19 pandemic," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 20, issue 2, pages 265-298, December.
• Dinabandhu Bag & Saurabh Goel, 2023, "Weak Form of Call Auction Prices: Simulation Using Monte Carlo Variants," Capital Markets Review, Malaysian Finance Association, volume 31, issue 1, pages 59-71.
• Taro Ohno, 2023, "Development of Microsimulation and Burden Structure of Personal Income Taxation," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 19, issue 4, pages 1-38, October, DOI: 10.57520/prippr.19-4-2.
• Sarah Tahamont & Zubin Jelveh & Melissa McNeill & Shi Yan & Aaron Chalfin & Benjamin Hansen, 2023, "No Ground Truth? No Problem: Improving Administrative Data Linking Using Active Learning and a Little Bit of Guile," NBER Working Papers, National Bureau of Economic Research, Inc, number 31100, Apr.
• Bryan S. Graham & Andrin Pelican, 2023, "Scenario Sampling for Large Supermodular Games," NBER Working Papers, National Bureau of Economic Research, Inc, number 31511, Jul.
• Turan G. Bali & Bryan T. Kelly & Mathis Mörke & Jamil Rahman, 2023, "Machine Forecast Disagreement," NBER Working Papers, National Bureau of Economic Research, Inc, number 31583, Aug.
• Irsova, Zuzana & Bom, Pedro Ricardo Duarte & Havranek, Tomas & Rachinger, Heiko, 2023, "Spurious Precision in Meta-Analysis," MetaArXiv, Center for Open Science, number 3qp2w, Feb, DOI: 10.31219/osf.io/3qp2w.