Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2023

• Raúl de Jesús-Gutiérrez, 2023, "El uso de la volatilidad implícita en el modelado de la varianza condicional puede mejorar la predicción de la volatilidad y la estimación del var y cvar," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 58, issue 1, pages 173-198, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/582023/Jesus.
• Rilwan Sakariyahu & Fatima Oyebola Etudaiye-Muhtar & Rodiat Lawal & Olayinka Oyekola, 2023, "Financial technology and human development in Africa: The moderating impact of energy poverty," Discussion Papers, University of Exeter, Department of Economics, number 2302, Feb.
• Boris Ivanovich Alekhin, 2023, "Fertility and Female Unemployment in Russian Regions," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 20-51, DOI: https://dx.doi.org/10.14530/se.2023.
• Safet Kurtovic & Nehat Maxhuni & Blerim Halili & Flakron Shala, 2023, "Is There an Asymmetric Effect Between the Exchange Rate and the Gross Domestic Product of Southeastern European Countries?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 2, pages 134-161, June.
• Oleg Alekseev & Karel Janda & Mathieu Petit & David Zilberman, 2023, "Impact of Raw Material Price Volatility on Returns in Electric Vehicles Supply Chain," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/21, Jul, revised Jul 2023.
• Karel Janda & Jan Sila & David Zilberman, 2023, "Fueling Financial Stability: The Financial Impact of U.S. Renewable Fuel Standard," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/30, Feb, revised Feb 2023.
• Laura Argys & Thomas Mroz & M. Melinda Pitts, 2023, "Modeling Event Studies with Heterogeneous Treatment Effects," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-11, Sep, DOI: 10.29338/wp2023-11.
• Kurt Graden Lunsford & Kenneth D. West, 2023, "Random Walk Forecasts of Stationary Processes Have Low Bias," Working Papers, Federal Reserve Bank of Cleveland, number 23-18, Aug, DOI: 10.26509/frbc-wp-202318.
• Silvia Goncalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023, "State-Dependent Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2302, Apr, DOI: 10.24149/wp2302.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023, "Significance Bands for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-15, May, DOI: 10.24148/wp2023-15.
• Jonathan H. Wright, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-015, Apr, DOI: 10.17016/FEDS.2023.015.
• Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023, "Testing for Multi-Asset Systemic Tail Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-016, Jul, revised 09 Sep 2025, DOI: 10.20955/wp.2023.016.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2023, "Impulse Response Functions for Self-Exciting Nonlinear Models," Working Papers, Federal Reserve Bank of St. Louis, number 2023-021, Aug, revised 29 Aug 2023, DOI: 10.20955/wp.2023.021.
• Fatima Mboup, 2023, "Economic Activity by Race," Working Papers, Federal Reserve Bank of Philadelphia, number 23-16, Aug, DOI: 10.21799/frbp.wp.2023.16.
• John O'Trakoun, 2023, "An Alternative Measure of Core Inflation: The Trimmed Persistence PCE Price Index," Working Paper, Federal Reserve Bank of Richmond, number 23-10, Nov.
• Kirill D. Shilov & Andrei V. Zubarev, 2023, "Factors of Ethereum Profitability as a Platform for Creating Decentrilized Applications," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 95-115, February, DOI: 10.31107/2075-1990-2023-1-95-115.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
• Adel Benhamed & Ahlem Selma Messai & Ghassen El Montasser, 2023, "On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?," Sustainability, MDPI, volume 15, issue 3, pages 1-21, January.
• Fredy Gamboa-Estrada, 2023, "The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2023, Aug.
• Aydın Gurbuz & Meltem Kılıç & Nur Esra Bekereci, 2023, "THE RELATIONSHIP BETWEEN SYNDICATION LOANS, FOREIGN TRADE AND EQUITY MARKET IN TuRKİYE," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 6, issue 1, pages 35-47, July, DOI: 10.46737/emid.1267662.
• Ivàn José Barreda Tarrazona & Agnès Festré & Stein Østbye, 2023, "Social Capital: Experimental Validation of Survey Measures," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2023-13, Jun.
• Cristina Peñasco & Laura Díaz Anadón, 2023, "Assessing the effectiveness of energy efficiency measures in the residential sector gas consumption through dynamic treatment effects: Evidence from England and Wales," Post-Print, HAL, number hal-03924855, Jan, DOI: 10.1016/j.eneco.2022.106435.
• Rabeh Khalfaoui & Salma Mefteh-Wali & Buhari Dogan & Sudeshna Ghosh, 2023, "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," Post-Print, HAL, number hal-03998228, Mar, DOI: 10.1016/j.irfa.2023.102496.
• Volker Seiler & Nico Stöckmann, 2023, "The Impact of the German Fuel Discount on Prices at the Petrol Pump," Post-Print, HAL, number hal-04103434, May, DOI: 10.1515/ger-2022-0108.
• Volker Seiler & Nico Stöckmann, 2023, "The impact of the German fuel discount on prices at the petrol pump," Post-Print, HAL, number hal-04149876, DOI: 10.1515/ger-2022-0108.
• Volker Seiler & Nico Stöckmann, 2023, "The impact of the German fuel discount on prices at the petrol pump," Post-Print, HAL, number hal-04149883.
• Cheddad Azzeddine & Mekidiche Mohammed, 2023, "Monetary Policy Rule and its Performance under Inflation Targeting in Algeria," Post-Print, HAL, number hal-04183408, Jun.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04185645, DOI: 10.1515/snde-2022-0109.
• Abdelhadi Alimoussa & Hicham Assalih, 2023, "The répercussion of macroeconomic factors on the performance of the Moroccan stock market: Econometric Study using the VAR Model
  [La répercussion des facteurs macroéconomiques sur la performance marché boursier marocain : étude économétrique par l," Post-Print, HAL, number hal-04192393, Aug, DOI: 10.5281/zenodo.8299557.
• Jean-Claude Kouakou Brou & Jamal Bouoiyour, 2023, "South Africa's Public Debt: Long-term Dependence, Structural Breaks and Multifractality
  [La dette publique de l'Afrique du Sud : dépendance à long terme, ruptures structurelles et multifractalité]," Post-Print, HAL, number hal-04327950, Dec, DOI: 10.11130/jei.2023.38.4.670.
• Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04356211, Jul, DOI: 10.1515/snde-2022-0109.
• T.-H. Le & Sabri Boubaker & M.T. Bui & D. Park, 2023, "On the Volatility of WTI Crude Oil Prices: A Time-Varying Approach with Stochastic Volatility," Post-Print, HAL, number hal-04433059, DOI: 10.1016/j.eneco.2022.106474.
• Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Post-Print, HAL, number hal-04435770.
• Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Post-Print, HAL, number hal-04435774.
• Fredj Jawadi & Abdoulkarim Idi Cheffou & Ruijun Bu, 2023, "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Post-Print, HAL, number hal-04478724, Nov, DOI: 10.1016/j.eneco.2023.107058.
• Andres Rivas & Rahul Verma & Antonio Rodriguez & Pedro Albuquerque, 2023, "The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico," Post-Print, HAL, number hal-04524989, Sep, DOI: 10.36923/ijsser.v5i3.224.
• Iuliana Matei, 2023, "Assessing the impact of pandemic measures on economic growth in a globalizing world: a non-linear panel analysis," Post-Print, HAL, number hal-05048423, Dec, DOI: 10.1080/00036846.2023.2296371.
• Uju Violet Alola & Darya Baeva & Andrew Adewale Alola, 2023, "Determining the (A)symmetric Role of Business–Consumer Confidence in Outward–Inward Tourism in Russia: A Competitiveness Perspective," International Journal of Global Business and Competitiveness, Springer, volume 18, issue 1, pages 22-34, June, DOI: 10.1007/s42943-023-00077-z.
• Shiv Shankar & Pushpa Trivedi, 2023, "Assessing India’s fiscal sustainability considering debt–deficit and financing dynamics," Indian Economic Review, Springer, volume 58, issue 1, pages 41-70, June, DOI: 10.1007/s41775-023-00179-8.
• Serhan Cevik, 2023, "Mind the gap: city-level inflation synchronization," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 70, issue 1, pages 121-139, March, DOI: 10.1007/s12232-023-00412-z.
• Klaus Abberger & Michael Graff & Oliver Müller & Boriss Siliverstovs, 2023, "Imputing Monthly Values for Quarterly Time Series: An Application Performed with Swiss Business Cycle Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 19, issue 3, pages 241-273, November, DOI: 10.1007/s41549-023-00088-y.
• Luis Alberiko Gil-Alana & Francisco Puertolas-Montanes, 2023, "Profitability of private equity: mean reversion and transitory shocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 2, pages 458-471, June, DOI: 10.1007/s12197-022-09606-7.
• Costanza Torricelli & Eleonora Pellati, 2023, "Social bonds and the “social premium”," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 600-619, September, DOI: 10.1007/s12197-023-09620-3.
• Mehmet Sahiner & David G. McMillan & Dimos Kambouroudis, 2023, "Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 723-762, September, DOI: 10.1007/s12197-023-09629-8.
• Javier Sánchez García & Salvador Cruz Rambaud, 2023, "Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 4, pages 1018-1040, December, DOI: 10.1007/s12197-023-09634-x.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "Asymmetries, uncertainty and inflation: evidence from developed and emerging economies," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 4, pages 984-1017, December, DOI: 10.1007/s12197-023-09639-6.
• Petar Sorić & Ivana Lolić & Marina Matošec, 2023, "The persistence of economic sentiment: a trip down memory lane," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 2, pages 371-395, April, DOI: 10.1007/s11403-022-00371-8.
• M. Raddant & T. Di Matteo, 2023, "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 4, pages 701-734, October, DOI: 10.1007/s11403-023-00389-6.
• Udi Joshua & Hasan Güngör & Festus Victor Bekun, 2023, "Assessment of Foreign Direct Investment-Led Growth Argument in South Africa Amidst Urbanization and Industrialization: Evidence from Innovation Accounting Tests," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 14, issue 3, pages 3374-3394, September, DOI: 10.1007/s13132-022-01015-9.
• Nikolina Kosteletou & Panagiotis Palaios & Evangelia Papapetrou, 2023, "New Evidence on the Asymmetric Linkages Between Fiscal and Current Account Balances," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 14, issue 4, pages 4145-4169, December, DOI: 10.1007/s13132-021-00824-8.
• Alex O. Acheampong & Tomiwa Sunday Adebayo & Janet Dzator & Isaac Koomson, 2023, "Income inequality and economic growth in BRICS: insights from non-parametric techniques," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 21, issue 3, pages 619-640, September, DOI: 10.1007/s10888-023-09567-9.
• Cheick Kader M’baye, 2023, "Fertility, employment, and the demographic dividend in sub-Saharan African countries with incipient demographic transition: evidence from Mali," Journal of Population Research, Springer, volume 40, issue 2, pages 1-15, June, DOI: 10.1007/s12546-023-09299-7.
• Vitor Dias Rocio & Márcio Poletti Laurini, 2023, "Bayesian spatio-temporal modeling of real estate launch prices," Journal of Spatial Econometrics, Springer, volume 4, issue 1, pages 1-47, December, DOI: 10.1007/s43071-023-00044-z.
• Alper Kara & Dilem Yildirim & G. Ipek Tunc, 2023, "Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 36, issue 2, pages 279-290, June, DOI: 10.1007/s13563-022-00312-8.
• Sayeh Shojaeinia, 2023, "Metal market analysis: an empirical model for copper supply and demand in US market," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 36, issue 3, pages 509-517, September, DOI: 10.1007/s13563-023-00371-5.
• Pawan Kumar Singh & Alok Kumar Pandey & S. C. Bose, 2023, "A new grey system approach to forecast closing price of Bitcoin, Bionic, Cardano, Dogecoin, Ethereum, XRP Cryptocurrencies," Quality & Quantity: International Journal of Methodology, Springer, volume 57, issue 3, pages 2429-2446, June, DOI: 10.1007/s11135-022-01463-0.
• Fernando Sánchez López, 2023, "The role of the tourism sector in creating direct employment in Mexico: evidence from linear and nonlinear ARDL frameworks," SN Business & Economics, Springer, volume 3, issue 12, pages 1-20, December, DOI: 10.1007/s43546-023-00584-4.
• Iman Cheratian & Saleh Goltabar & Luis A. Gil-Alaña, 2023, "The unemployment hysteresis by territory, gender, and age groups in Iran," SN Business & Economics, Springer, volume 3, issue 2, pages 1-18, February, DOI: 10.1007/s43546-023-00424-5.
• K. Hafsal & S. Raja Sethu Durai, 2023, "Fundamental and bubble spillovers in stock markets: a common trend approach," SN Business & Economics, Springer, volume 3, issue 3, pages 1-17, March, DOI: 10.1007/s43546-023-00437-0.
• Md. Hasanur Rahman, 2023, "Does the current account balance influence foreign direct investment in the Indian economy? Application of quantile regression model," SN Business & Economics, Springer, volume 3, issue 5, pages 1-18, May, DOI: 10.1007/s43546-023-00471-y.
• Mohamed Ali Chroufa & Nouri Chtourou, 2023, "Asymmetric relationship between exchange rate and inflation in Tunisia: fresh evidence from multiple-threshold NARDL model and Granger quantile causality," SN Business & Economics, Springer, volume 3, issue 7, pages 1-21, July, DOI: 10.1007/s43546-023-00499-0.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2023, "Nominal and real wages in the UK, 1750–2015: mean reversion, persistence and structural breaks," SN Business & Economics, Springer, volume 3, issue 8, pages 1-10, August, DOI: 10.1007/s43546-023-00516-2.
• Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence in the US Equity Gender Diversity Index," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 167, issue 1, pages 175-182, June, DOI: 10.1007/s11205-023-03104-x.
• Osama D. Sweidan, 2023, "Geopolitical Risk and Income Inequality: Evidence from the US Economy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 169, issue 1, pages 575-597, September, DOI: 10.1007/s11205-023-03179-6.
• Barend Abeln & Jan P. A. M. Jacobs, 2023, "CAMPLET: Seasonal Adjustment Without Revisions," SpringerBriefs in Economics, Springer, chapter 0, "Seasonal Adjustment Without Revisions", DOI: 10.1007/978-3-031-22845-2_2.
• Barend Abeln & Jan P. A. M. Jacobs, 2023, "COVID-19 and Seasonal Adjustment," SpringerBriefs in Economics, Springer, chapter 0, "Seasonal Adjustment Without Revisions", DOI: 10.1007/978-3-031-22845-2_5.
• Barend Abeln & Jan P. A. M. Jacobs, 2023, "Seasonal Adjustment of Daily Data with CAMPLET," SpringerBriefs in Economics, Springer, chapter 0, "Seasonal Adjustment Without Revisions", DOI: 10.1007/978-3-031-22845-2_6.
• Pami Dua & Vineeta Sharma, 2023, "International Synchronization of Growth Rate Cycles: An Analysis in Frequency Domain," Springer Books, Springer, chapter 0, in: Pami Dua, "Macroeconometric Methods", DOI: 10.1007/978-981-19-7592-9_11.
• Jan Greunen & André Heymans, 2023, "Determining the Impact of Different Forms of Stationarity on Financial Time Series Analysis," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_4.
• André Heymans & Wayne Brewer, 2023, "Measuring the Relationship Between Intraday Returns, Volatility Spillovers, and Market Beta During Financial Distress," Springer Books, Springer, chapter 0, in: Pieter W. Buys & Merwe Oberholzer, "Business Research", DOI: 10.1007/978-981-19-9479-1_5.
• Maddalena Cavicchioli, 2023, "Trend and cycle decomposition of Markov switching (co)integrated time series," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 32, issue 5, pages 1381-1406, December, DOI: 10.1007/s10260-023-00710-4.
• John K. Dagsvik & Sigmund H. Moen, 2023, "To what extent are temperature levels changing due to greenhouse gas emissions?," Discussion Papers, Statistics Norway, Research Department, number 1007, Sep.
• Yelyzaveta Apanovych & Yelyzaveta Apanovych & Stanislav Prágr, 2023, "Determination of iron procurement strategy for manufacturing companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 2, pages 331-348, December, DOI: 10.9770/jesi.2023.11.2(23).
• Richard S.J. Tol, 2023, "Audialize," Economics Software Archive, Department of Economics, University of Sussex Business School, number 0123, revised .
• Richard S.J. Tol, 2023, "Matlab routines for centrality in directed acyclic graphs," Economics Software Archive, Department of Economics, University of Sussex Business School, number 0223, revised .
• Marian Vavra, 2023, "Bias-Correction in Time Series Quantile Regression Models," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 3/2023, Apr.
• Michal Bencik, 2023, "MIDAS regression: a new horse in the race of filtering macroeconomic time series," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 8/2023, Oct.
• Carlos Canizares Martinez, 2023, "Leaning against housing booms fueled by credit," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 9/2023, Nov.
• Juan Carlos Cuestas & Mercedes Monfort, 2023, "Fiscal consumption and private consumption in Europe: what have we learned?," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 14, pages 1930-1935, August, DOI: 10.1080/13504851.2022.2083765.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Emmanuel Joel Aikins Abakah, 2023, "US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach," Applied Economics, Taylor & Francis Journals, volume 55, issue 3, pages 283-292, January, DOI: 10.1080/00036846.2022.2086686.
• Ahmet Faruk Aysan & Ali Yavuz Polat & Hasan Tekin & Ahmet Semih Tunalı, 2023, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Defence and Peace Economics, Taylor & Francis Journals, volume 34, issue 6, pages 791-809, August, DOI: 10.1080/10242694.2022.2062981.
• Mduduzi Biyase & Carolyn Chisadza, 2023, "Symmetric and asymmetric effects of financial deepening on income inequality in South Africa," Development Southern Africa, Taylor & Francis Journals, volume 40, issue 5, pages 961-978, September, DOI: 10.1080/0376835X.2022.2163226.
• Xiaohu Wang & Jun Yu, 2023, "Latent local-to-unity models," Econometric Reviews, Taylor & Francis Journals, volume 42, issue 7, pages 586-611, August, DOI: 10.1080/07474938.2023.2215034.
• Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma, 2023, "Forecasting international REITs volatility: the role of oil-price uncertainty," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 14, pages 1579-1597, September, DOI: 10.1080/1351847X.2022.2137422.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2023, "Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 4, pages 466-481, March, DOI: 10.1080/1351847X.2022.2097883.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Investor Confidence and Forecastability of US Stock Market Realized Volatility: Evidence from Machine Learning," Journal of Behavioral Finance, Taylor & Francis Journals, volume 24, issue 1, pages 111-122, January, DOI: 10.1080/15427560.2021.1949719.
• Kholeka Mdingi & Sin-Yu Ho, 2023, "Income inequality and economic growth: An empirical investigation in South Africa," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 2, pages 2230027-223, June, DOI: 10.1080/23322039.2023.2230027.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Amir Imeri, 2023, "Tourism persistence in the Southeastern European countries: The impact of covid-19," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 2, pages 2280349-228, October, DOI: 10.1080/23322039.2023.2280349.
• Damian Clarke & Manuel Llorca Jaña & Daniel Pailañir, 2023, "The use of quantile methods in economic history," Historical Methods: A Journal of Quantitative and Interdisciplinary History, Taylor & Francis Journals, volume 56, issue 2, pages 115-132, April, DOI: 10.1080/01615440.2023.2198272.
• Mariia Artemova & Francisco Blasques & Siem Jan Koopman, 2023, "A Multilevel Factor Model for Economic Activity with Observation Driven Dynamic Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-021/III, Apr.
• Yicong Lin & Mingxuan Song, 2023, "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-049/III, Aug.
• Eric A. Beutner & Yicong Lin & Andre Lucas, 2023, "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-051/III, Aug.
• Francisco Blasques & Siem Jan Koopman & Gabriele Mingoli, 2023, "Observation-Driven filters for Time- Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-065/III, Oct, revised 01 Mar 2024.
• Vesna Bucevska & Borjan Gjelevski & Lea Matevska, 2023, "Oil Prices And Their Long-Term Relationship With Macroeconomic And Financial Indicators," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 21, issue 1, pages 3-24, May.
• Vladimir M. Markovic & Nikola Radivojevic & Tatjana Ivanovic & Slobodan Radisic & Nenad Novakovic, 2023, "The quantum harmonic oscillator expected shortfall model," Estudios de Economia, University of Chile, Department of Economics, volume 50, issue 2 Year 20, pages 233-261, December.
• Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2023, "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2023_01, Feb.
• Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023, "Testing Granger Non-Causality in Expectiles," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2023-02, Apr.
• António Afonso & Valérie Mignon & Jamel Saadaoui, 2023, "On the time-varying impact of China’s bilateral political relations on its trading partners (1960–2022)," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2023-41.
• Martorano, Bruno & Perra, Elena & Tiberti, Marco, 2023, "Spatial inequality during the COVID-19 pandemic in Africa using night-time lights data," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2023-032, Sep.
• Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023, "Portfolio Diversification Including Art as an Alternative Asset," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 06, Oct.
• Amaya Altuzarra & Ricardo Bustillo & Carlos Rodriguez, 2023, "Is World Trade Slowing Down? New Evidence on Trade-Income Elasticity," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 70, issue 2, pages 191-217.
• Neslihan Turguttopbaş & Tolga Omay, 2023, "Testing the Efficiency of Emerging Markets: Evidence from Nonlinear Panel Unit Tests," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 70, issue 2, pages 261-278.
• Abobaker AL.AL Hadood & Korhan K. Gokmenoglu, 2023, "Spillover Impact of the US Unconventional Monetary Policy and Uncertainties on Stock-Bond Correlations," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 70, issue 3, pages 355-382.
• Nafiu I. BADIRU & Oluwafemi H. OYEDEPO & John O. ADEBAYO, 2023, "Entrepreneurial Characteristics and Organisational Performance of Medium Enterprises," Business & Management Compass, University of Economics Varna, issue 1, pages 5-23.
• Barhoom Faeyzh, 2023, "Revisiting the Financial Development and Income Inequality Nexus: Evidence from Hungary," Acta Universitatis Sapientiae, Economics and Business, Sciendo, volume 11, issue 1, pages 227-257, October, DOI: 10.2478/auseb-2023-0011.
• Saungwem Talknice & Maluleke Glenda & Odhiambo Nicholas M., 2023, "The impact of public debt on economic growth in Côte d'Ivoire: New evidence from linear and non-linear ARDL approaches," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 9, issue 1, pages 61-77, July, DOI: 10.2478/crebss-2023-0005.
• Boudiaf Hafid, 2023, "Renewable Energy, Environment and GDP in High-Income Countries: Evidence from Europe," Economics and Business, Sciendo, volume 37, issue 1, pages 119-134, January, DOI: 10.2478/eb-2023-0008.
• Darwez Faten & Alharbi Farea & Ifa Adel & Bayomei Samah & Mostfa Engy & Lutfi Abdalwali & haya Mohammed Abu & Alrawad Mahmaod, 2023, "Assessing the Impact of Oil Price Volatility on Food Prices in Saudi Arabia: Insights From Nonlinear Autoregressive Distributed Lags (NARDL) Analysis," Economics, Sciendo, volume 11, issue 2, pages 5-23, December, DOI: 10.2478/eoik-2023-0056.
• Zawadzki Jan, 2023, "Comparative Analysis of Methods for Hourly Electricity Demand Forecasting in the Absence of Data – A Case Study," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 16, issue 1, pages 34-50, March, DOI: 10.2478/ers-2023-0003.
• Nazir Noman & Bashir Zahid & Izhar Syed Usman & Jamshed Yasir, 2023, "Sources of uncertainty and their impact on stock prices evidence from emerging economies," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 19, issue 2, pages 49-67, June, DOI: 10.2478/fiqf-2023-0012.
• Akbulut Nesrin & Ari Yakup, 2023, "TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 2, pages 1-23, December, DOI: 10.2478/foli-2023-0016.
• Afonso António & Jalles João Tovar & Venter Zoe, 2023, "Minimum wage and collective bargaining shocks: a narrative database for advanced economies," IZA Journal of Labor Policy, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 13, issue 1, pages 1-18, January, DOI: 10.2478/izajolp-2023-0001.
• Doszyń Mariusz, 2023, "Integration and Cointegration of Apartment Prices on the Primary and Secondary Market in Szczecin in the Years 2006-2022," Real Estate Management and Valuation, Sciendo, volume 31, issue 4, pages 36-44, December, DOI: 10.2478/remav-2023-0028.
• Hamid Ishfaq, 2023, "Nexus between Macro Economic Variables and Foreign Direct Investment (FDI) Inflows in India: Evidence from Time Series Analysis," Zagreb International Review of Economics and Business, Sciendo, volume 26, issue 1, pages 55-75, DOI: 10.2478/zireb-2023-0003.
• Leo Krippner, 2023, "Estimating and Applying Autoregression Models Via Their Eigensystem Representation," Working Papers in Economics, University of Waikato, number 23/09, Dec.
• Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2023, "The systemic risk approach based on implied and realized volatility," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-07.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2023, "Uncertainty And Monetary Policy During The Great Recession," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 2, pages 577-606, May, DOI: 10.1111/iere.12607.
• Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023, "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 64, issue 4, pages 1347-1395, November, DOI: 10.1111/iere.12647.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2023, "The demand for money at the zero interest rate bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 6, pages 968-976, September, DOI: 10.1002/jae.2983.
• Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023, "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 7, pages 1007-1017, November, DOI: 10.1002/jae.2995.
• Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch, 2023, "El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 4, pages 785-801, July, DOI: 10.1002/for.2914.
• Donato Ceci & Andrea Silvestrini, 2023, "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1569-1593, November, DOI: 10.1002/for.2958.
• Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
• Mwasi Paza Mboya & Philipp Sibbertsen, 2023, "Optimal forecasts in the presence of discrete structural breaks under long memory," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1889-1908, November, DOI: 10.1002/for.2988.
• Christian Pierdzioch & Sebastian Rohloff & Roland Von Campe, 2023, "On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-16, March, DOI: 10.1142/S2010495222410019.
• Carolyn Chisadza & Mduduzi Biyase, 2023, "Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-27, March, DOI: 10.1142/S2010495222410020.
• Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2023, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, June, DOI: 10.1142/S2010495222300010.
• Alina Maydybura & Raheel Gohar & Asma Salman & Wing-Keung Wong & Bisharat Hussain Chang, 2023, "The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-24, June, DOI: 10.1142/S2010495222500312.
• Francisca Mendonça Souza & Claudia Aline de Souza Ramser & Adriano Mendonça Souza & Claudimar Pereira da Veiga, 2023, "Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-51, June, DOI: 10.1142/S2010495222500348.
• Ronald Ravinesh Kumar & Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Nikeel Kumar, 2023, "Non-Linear Effects Of Terrorism On Economic Growth In Pakistan: Accounting For Capital Per Worker And Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 02, pages 629-650, DOI: 10.1142/S0217590819500140.
• Qu Feng & Shihao Zhou, 2023, "Electricity Market Liberalization And Efficiency: Evidence From Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 651-669, June, DOI: 10.1142/S0217590822500667.
• Tie-Ying Liu & Chi-Wei Su & Meng Qin & Xiao-Yan Zhang, 2023, "What Came First, Transportation Or Urbanization?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1715-1730, September, DOI: 10.1142/S0217590819500693.
• Xianchun Liao & Jungho Baek, 2023, "Analyzing The Asymmetric Effects Of Crude Oil Price Changes On China’S Petroleum Product Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1751-1770, September, DOI: 10.1142/S021759081950070X.
• Xiao Ke & Cheng Hsiao, 2023, "Data Subject To Multiple Treatment Effects €” Disentangle The Impacts Of Global Pandemic And A Specific Disease Control Policy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1507-1527, September, DOI: 10.1142/S0217590822500758.
• Jinguan Lin & Xuguo Ye & Yanyong Zhao & Hongxia Hao, 2023, "Noisy High Frequency Data-Based Estimation Of Volatility Function With Applications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2127-2150, December, DOI: 10.1142/S0217590820500721.
• Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2023, "The Asymmetric Response of Dividends to Earnings News," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-210, Mar.
• Xin Jing & Jin Seo Cho, 2023, "Forecasting the Confirmed COVID-19 Cases Using Modal Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-217, Jun.
• Moscelli, G.; & Sayli, M.; & Blanden, J.; & Mello, M.; & Castro-Pires, H.; & Bojke, C.;, 2023, "Non-monetary interventions, workforce retention and hospital quality: evidence from the English NHS," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 23/13, Aug.
• Robert J. Sonora & Martina Gottwald-Belinić, 2023, "Does individual behavior converge to policy recommendations in times of pandemic? Evidence from COVID-19 in US states," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2304, Jun.
• Bartzsch, Nikolaus & Brandi, Marco & de Pastor, Raymond & Devigne, Lucas & Maddaloni, Gianluca & Posada Restrepo, Diana & Sene, Gabriele, 2023, "Forecasting banknote circulation during the COVID-19 pandemic using structural time series models," Discussion Papers, Deutsche Bundesbank, number 20/2023.
• Webel, Karsten & Smyk, Anna, 2023, "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers, Deutsche Bundesbank, number 24/2023.
• Ifrim, Adrian, 2023, "Sentimental Discount Rate Shocks," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268363.
• Tatar, Balint, 2023, "Has the reaction function of the European Central Bank changed over time?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 183.
• Röhl, Klaus-Heiner & Vogt, Gerit, 2023, "Unternehmensinsolvenzen auf dem Weg nach oben: Konjunkturelle und strukturelle Einflüsse treiben die Trendwende
  [Corporate insolvencies on the increase: Economic and structural influences drive a trend reversal]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 50, issue 4, pages 79-95, DOI: 10.2373/1864-810X.23-04-05.
• Perico Ortiz, Daniel, 2023, "Inflation news coverage, expectations and risk premium," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2023.
• Schmidt, Torsten & Müller, Henrik & Rieger, Jonas & Schmidt, Tobias & Jentsch, Carsten, 2023, "Inflation perception and the formation of inflation expectations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1025, DOI: 10.4419/96973191.
• Balleer, Almut & Noeller, Marvin, 2023, "Monetary policy in the presence of supply constraints: Evidence from German firm-level data," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1060, DOI: 10.4419/96973230.
• Nöller, Marvin & Balleer, Almut, 2023, "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-level Data," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277638.
• Holtemöller, Oliver & Kozyrev, Boris, 2023, "Forecasting Economic Activity with a Neural Network in Uncertain Times: Monte Carlo Evidence and Application to German GDP," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277688.
• Strunz, Franziska & Gödl, Maximilian, 2023, "An Evaluation of Professional Forecasts for the German Economy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277707.
• Ider, Gökhan & Kriwoluzky, Alexander & Kurcz, Frederik & Schumann, Ben, 2023, "The Energy-Price Channel of (European) Monetary Policy," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association, number 277710.
• Neifar, Malika, 2023, "Do Tunisian Risk to Go Towards a Second Revolution? Element of Response from Consumption Behavior," MPRA Paper, University Library of Munich, Germany, number 116283, Feb.
• Neifar, Malika, 2023, "Macroeconomic Factors and UK Stock Market: Evidence through the Non-Linear ARDL model," MPRA Paper, University Library of Munich, Germany, number 116298, Feb.
• Sproule, Robert & Gosselin, Gabriel, 2023, "Is the research agenda for calendar anomalies “much do about nothing”?," MPRA Paper, University Library of Munich, Germany, number 117001, Apr.
• Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2023, "Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence," MPRA Paper, University Library of Munich, Germany, number 117002, Apr.
• Furuoka, Fumitaka & Yaya, OlaOluwa S & Ling, Piu Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023, "Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management," MPRA Paper, University Library of Munich, Germany, number 117003, Feb, revised 04 Dec 2022.
• KAMKOUM, Arnaud Cedric, 2023, "The Federal Reserve’s Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis," MPRA Paper, University Library of Munich, Germany, number 117373, May.
• Saccal, Alessandro, 2023, "A role for confidence: volition regimes and news," MPRA Paper, University Library of Munich, Germany, number 117484, May.
• Mdingi, Kholeka & Ho, Sin-Yu, 2023, "Income inequality and economic growth: An empirical investigation in South Africa," MPRA Paper, University Library of Munich, Germany, number 117733, Jun.
• Durmaz, Nazif & Kim, Hyeongwoo & Lee, Hyejin & Sun, Yanfei, 2023, "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," MPRA Paper, University Library of Munich, Germany, number 117789, Jun.
• Lopez-Medoza, Hector & González-Álvarez, Maria A. & Montañés, Antonio, 2023, "Assessing the effectiveness of international government responses to the COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 117826.
• Congregado, Emilio & Garcia-Clemente, Javier & Rubino, Nicola & Vilchez, Inmaculada, 2023, "Testing hysteresis for the US and UK involuntary part-time employment," MPRA Paper, University Library of Munich, Germany, number 118115, Jul.
• Cantner, Uwe & Grashof, Nils & Grebel, Thomas & Zhang, Xijie, 2023, "When Excellence is not Excellent: The Impact of the Excellence Initiative on the Relative Productivity of German Universities," MPRA Paper, University Library of Munich, Germany, number 118139, Jul.
• Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper, University Library of Munich, Germany, number 118459, Sep.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
• Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023, "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper, University Library of Munich, Germany, number 119518, Dec, revised 18 Dec 2023.
• Razzak, Weshah, 2023, "Measuring the Deviations from Perfect Competition: International Evidence," MPRA Paper, University Library of Munich, Germany, number 119605, Dec.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2023, "Drivers of Realized Volatility for South Africa (and the BRIC Countries): Fundamentals versus Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202303, Feb.
• Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India," Working Papers, University of Pretoria, Department of Economics, number 202305, Mar.
• Rangan Gupta & Jacobus Nel & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Volatility and Multi-Scale Positive and Negative Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202310, May.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter?," Working Papers, University of Pretoria, Department of Economics, number 202316, May.
• Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023, "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202317, May.
• Rangan Gupta & Qiang Ji & Christian Pierdzioch & Vasilios Plakandaras, 2023, "Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023," Working Papers, University of Pretoria, Department of Economics, number 202318, Jun.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2023, "Financial Stress and Realized Volatility: The Case of Agricultural Commodities," Working Papers, University of Pretoria, Department of Economics, number 202320, Jul.
• Rangan Gupta & Joshua Nielsen & Christian Pierdzioch, 2023, "Stock Market Bubbles and the Realized Volatility of Oil Price Returns," Working Papers, University of Pretoria, Department of Economics, number 202325, Aug.
• Ryan Shackleton & Sonali Das & Rangan Gupta, 2023, "Comparing Risk Profiles of International Stock Markets as Functional Data: COVID-19 versus the Global Financial Crisis," Working Papers, University of Pretoria, Department of Economics, number 202328, Sep.
• Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
• Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202332, Oct.
• Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2023, "Oil Price Uncertainty and Predictability of Multi-Scale Positive and Negative Bubbles in the BRICS: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 202333, Oct.
• Rangan Gupta & Damien Moodley, 2023, "Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States," Working Papers, University of Pretoria, Department of Economics, number 202335, Dec.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023, "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 202337, Dec.
• Afees A. Salisu & Rangan Gupta, 2023, "Oil Price Returns Skewness and Forecastability of International Stock Returns Over One Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202339, Dec.
• Jonathan E. Ogbuabor & Oliver E. Ogbonna & Onyinye I. Anthony-Orji & Davidmac O. Ekeocha & Obed I. Ojonta, 2023, "Symmetric or Asymmetric: How is Economic Growth Responding to Global Economic Uncertainty in Africa's Oil Exporters?," Prague Economic Papers, Prague University of Economics and Business, volume 2023, issue 4, pages 446-472, DOI: 10.18267/j.pep.836.
• Milan Cibuľa & Michal Tkáč, 2023, "Porovnanie algoritmov strojového učenia pre tvorbu predikčného modelu ceny bitcoinu
  [Comparison of Machine Learning Algorithms for Creation of a Bitcoin Price Prediction Model]," Politická ekonomie, Prague University of Economics and Business, volume 2023, issue 5, pages 496-517, DOI: 10.18267/j.polek.1397.
• Diana Bílková & Vlastimil Beran & Filip Červenka, 2023, "Distribuce platů a procentní podíly nízkopříjmových zaměstnanců ve veřejném sektoru se zaměřením na první rok pandemie covid-19," Politická ekonomie, Prague University of Economics and Business, volume 2023, issue 5, pages 555-590, DOI: 10.18267/j.polek.1403.
• Paulo M.M. Rodrigues & João Nicolau, 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Working Papers, Banco de Portugal, Economics and Research Department, number w202306.
• Paulo M.M. Rodrigues & Gabriel Zsurkis, 2023, "First passage times in portfolio optimization: a novel nonparametric approach," Working Papers, Banco de Portugal, Economics and Research Department, number w202309.
• Juri Trifonov, 2023, "Modeling the risk premium in the Russian stock market considering the asymmetry effect," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 71, pages 5-19.
• Jamilu Said Babangida, 2023, "Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 72, pages 23-37.
• Cihat Karademir & Şencan Felek & Reşat Ceylan, 2023, "Is the Convergence Hypothesis Valid for Per Capita Energy Consumption among G20 Countries? Findings from the Nahar-Inder Test (G20 Ülkeleri Arasında Kişi Başı Enerji Tüketiminde Yakınsama Hipotezi Geç," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 14, issue 3, pages 337-350.
• Georges Dionne & Akouété Fenou & Mohamed Mnasri, 2023, "Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 23-1, Feb.
• Kyungjin Park & Hojin Lee, 2023, "In-Sample and Out-of-Sample Predictability of Cryptocurrency Returns," East Asian Economic Review, Korea Institute for International Economic Policy, volume 27, issue 3, pages 213-242, DOI: 10.11644/KIEP.EAER.2023.27.3.423.
• NICHOLAS NGEPAH & JOEL HINAUNYE EITA & MDUDUZI BIYASE & Charles Saba, 2023, "The Effect of Transnet's Capital Expenditure and Investment in Various other Selected Sectors of the South African Economy," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 65-90.
• Wilfred Catin Botchuin, 2023, "Inclusive Growth Analysis: Evidence from Côte d’Ivoire," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 76, issue 1, pages 91-134.
• Jean-Claude Kouakou Brou & Jamal Bouoiyour, 2023, "South Africa's Public Debt: Long-term Dependence, Structural Breaks and Multifractality," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 38, issue 4, pages 670-697.
• Anupam Das & Leanora Brown & Adian Mcfarlane, 2023, "Economic Misery and Remittances in Jamaica," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 48, issue 2, pages 33-52.