Research classified by Journal of Economic Literature (JEL) codes
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
2024
- Ignace De Vos & Gerdie Everaert, 2025, "GLS Estimation of Local Projections: Trading Robustness for Efficiency," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 24/1095, Jun.
- Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2024, "Contagion across Financial Markets during COVID-19: A Look at Volatility Spillovers between the Stock and Foreign Exchange Markets in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 42, Aug.
- Anthanasius Fomum Tita & Pieter Opperman, 2024, "Understanding the behaviour of house prices and household income per capita in South Africa: Application of the asymmetric autoregressive distributed lag model," ERSA Working Paper Series, Economic Research Southern Africa, number 68, Sep.
- Hylton Hollander & Rick Walker & Dawie van Lill & Gideon du Rand, 2024, "Nonlinear Real Exchange Rate Adjustments: Insights from iPad Price Data," ERSA Working Paper Series, Economic Research Southern Africa, number 92, Nov.
- Jessika A Bohlmann & Roula Inglesi-Lotz, 2020, "Examining the determinants of electricity demand by South African households per income level," ERSA Working Paper Series, Economic Research Southern Africa, number 96, Sep.
- * Jyoti & K. N. Bhatt, 2024, "Effect of Exchange Rate Volatility on Exports: An Empirical Analysis of Disaggregated Data of the Indian Manufacturing Sector," Arthaniti: Journal of Economic Theory and Practice, , volume 23, issue 2, pages 244-268, December, DOI: 10.1177/09767479221117320.
- Lingaraj Mallick & Smruti Ranjan Behera & Mita Bhattacharya, 2024, "Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach," Foreign Trade Review, , volume 59, issue 2, pages 279-308, May, DOI: 10.1177/00157325231158855.
- Richardson Kojo Edeme & Ekene ThankGod Emeka & Jonathan Emenike Ogbuabor, 2024, "Global Uncertainty, Climate Change and the Unemployment-Economic Growth Relationship in Nigeria," Journal of Development Policy and Practice, , volume 9, issue 2, pages 238-256, July, DOI: 10.1177/24551333231208296.
- Lokman Gunduz & Ahmet Faruk Aysan & Rifgi Bugra Bagci & Hatice Karahan, 2024, "Explosive Behavior in COVID-19 and Policy Responses: Lessons Learned for Public Health Management," SAGE Open, , volume 14, issue 1, pages 21582440231, March, DOI: 10.1177/21582440231224772.
- Prodromos Prodromidis, 2024, "Causes of the Recent Inflation in Greece and Suggestions for the Future," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 22, issue 1, pages 31-46.
- Jenipher Mutale & Ehounou Serge Eloge Florentin Angaman & Jules Clement Mba, 2024, "Lead-lag and Volatility Point Change Estimations for Cryptocurrencies," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 54-76, DOI: 10.7172/2353-6845.jbfe.2024.1.5.
- Monday Osayande & Osagie Osifo, 2024, "Application Of Covid-19 Data: Investigating The Impact On Weekly Stock Market Returns In Nigeria," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 16, issue 2 (July), pages 403-416.
- Alper YILMAZ, 2024, "Bilateral J-Curve Between Türkiye and Its Major Non-EU Trading Partners: Evidence from Both Linear and Non-Linear Approach," Sosyoekonomi Journal, Sosyoekonomi Society, issue 32(60).
- Luis A. F. Alvarez & Bruno Ferman, 2024, "On "Imputation of Counterfactual Outcomes when the Errors are Predictable": Discussions on Misspecification and Suggestions of Sensitivity Analyses," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_16, May.
- Richard T. Baillie & Dooyeon Cho & Seunghwa Rho, 2024, "Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_17.
- Jiawen Xu & Pierre Perron, 2024, "Forecasting in the presence of in-sample and out-of-sample breaks," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Subal C. Kumbhakar & Robin C. Sickles & Hung-Jen Wang, "Advances in Applied Econometrics", DOI: 10.1007/978-3-031-48385-1_20.
- Jamel Boukhatem & Zied Ftiti & Jean Michel Sahut, 2024, "Correction to: Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis," Annals of Operations Research, Springer, volume 332, issue 1, pages 1265-1265, January, DOI: 10.1007/s10479-021-04174-1.
- Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2024, "Correction to: Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, volume 332, issue 1, pages 1195-1195, January, DOI: 10.1007/s10479-022-04639-x.
- Fredj Jawadi & Nabila Jawadi & Abdoulkarim Idi Cheffou, 2024, "Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data," Annals of Operations Research, Springer, volume 333, issue 1, pages 461-479, February, DOI: 10.1007/s10479-022-04832-y.
- Sami Ben Jabeur & Salma Mefteh-Wali & Jean-Laurent Viviani, 2024, "Forecasting gold price with the XGBoost algorithm and SHAP interaction values," Annals of Operations Research, Springer, volume 334, issue 1, pages 679-699, March, DOI: 10.1007/s10479-021-04187-w.
- Taha Zaghdoudi & Kais Tissaoui & Abdelaziz Hakimi & Lamia Ben Amor, 2024, "Dirty versus renewable energy consumption in China: a comparative analysis between conventional and non-conventional approaches," Annals of Operations Research, Springer, volume 334, issue 1, pages 601-622, March, DOI: 10.1007/s10479-023-05181-0.
- Apostolos G. Katsafados & Dimitris Anastasiou, 2024, "Short-term prediction of bank deposit flows: do textual features matter?," Annals of Operations Research, Springer, volume 338, issue 2, pages 947-972, July, DOI: 10.1007/s10479-024-06048-8.
- A. S. M. Sohel Azad & Aziz Hayat & Huson Joher Ali Ahmed, 2024, "Does the energy sector serve as a hedge and safe haven?," Annals of Operations Research, Springer, volume 339, issue 1, pages 369-395, August, DOI: 10.1007/s10479-023-05707-6.
- Gianna Figà-Talamanca & Marco Patacca, 2024, "An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk," Annals of Operations Research, Springer, volume 342, issue 3, pages 2095-2117, November, DOI: 10.1007/s10479-022-05129-w.
- Rafael González-Val & Arturo Ramos & Samuel Standaert, 2024, "Urban growth in the long term: Belgium, 1880–1970," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 3, pages 881-902, March, DOI: 10.1007/s00168-023-01226-1.
- Jesús Lucindo & Marisa Feijóo & María A. González-Álvarez, 2024, "Is Europe prepared to live without emissions? A dynamic analysis of the energy transition in economic sectors," The Annals of Regional Science, Springer;Western Regional Science Association, volume 73, issue 2, pages 671-730, August, DOI: 10.1007/s00168-024-01286-x.
- Mohammad Azhar Ud Din & Shaukat Haseen, 2024, "Impact of climate change on Indian agriculture: new evidence from the autoregressive distributed lag approach," Asia-Pacific Journal of Regional Science, Springer, volume 8, issue 2, pages 377-394, June, DOI: 10.1007/s41685-023-00327-1.
2023
- Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023, "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 1-72.
- Sam Astill & David I Harvey & Stephen J Leybourne & A M Robert Taylor & Yang Zu, 2023, "CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 187-227.
- H Malloch & R Philip & S Satchell, 2023, "Estimation with Errors in Variables via the Characteristic Function," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 616-650.
- Uwe Hassler & Marc-Oliver Pohle, 2023, "Forecasting under Long Memory," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 742-778.
- Stan Hurn & Kenneth Lindsay & Lina Xu, 2023, "A Comparative Study of Likelihood Approximations for Univariate Diffusions," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 852-879.
- Nick Taylor, 2023, "The Determinants of Volatility Timing Performance," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1228-1257.
- Eiji Kurozumi & Anton Skrobotov & Alexey Tsarev, 2023, "Time-Transformed Test for Bubbles under Non-stationary Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1282-1307.
- Yanlin Shi, 2023, "Modeling and Forecasting Volatilities of Financial Assets with an Asymmetric Zero-Drift GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1308-1345.
- Christian Francq & Jean-Michel Zakoïan, 2023, "Testing Hypotheses on the Innovations Distribution in Semi-Parametric Conditional Volatility Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1443-1482.
- Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola, 2023, "A time-varying threshold STAR model with applications," Oxford Open Economics, Oxford University Press, volume 2, issue , pages 63-98.
- Elin Svarstad & Ragnar Nymoen, 2023, "Wage inequality and union membership at the establishment level: An econometric study using Norwegian data," Oxford Economic Papers, Oxford University Press, volume 75, issue 2, pages 371-392.
- John O’Trakoun, 2023, "An alternative measure of core inflation: the Trimmed Persistence PCE price index," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 58, issue 4, pages 205-223, October, DOI: 10.1057/s11369-023-00339-x.
- Tihana Škrinjarić, 2023, "Credit-to-GDP Gap Estimates in Real Time: A Stable Indicator for Macroprudential Policy Making in Croatia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 65, issue 3, pages 582-614, September, DOI: 10.1057/s41294-023-00220-y.
- Kazi Arif Uz Zaman, 2023, "Financing the SDGs: How Bangladesh May Reshape Its Strategies in the Post-COVID Era?," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 35, issue 1, pages 51-84, February, DOI: 10.1057/s41287-022-00556-8.
- Valeriy Zakamulin, 2023, "Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model," Risk Management, Palgrave Macmillan, volume 25, issue 1, pages 1-25, March, DOI: 10.1057/s41283-022-00112-y.
- Francis X. Diebold & Glenn D. Rudebusch, 2023, "Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-010, Oct.
- Dannah Ysabel M. Premacio & Ezra Rebecca G. Vidar & Toby C. Monsod, 2023, "Measuring fiscal policy sustainability in developing Asia: what does the Markov Switching Augmented Dickey-Fuller Test tell us?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 60, issue 2, pages 81-103, December.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Gold and silver as safe havens: A fractional integration and cointegration analysis," PLOS ONE, Public Library of Science, volume 18, issue 3, pages 1-9, March, DOI: 10.1371/journal.pone.0282631.
- 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 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 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.
- Chris Stewart, 2023, "The autoregressive distributed lag bounds test generalised to consider a long-run levels relationship when all levels variables are ?(?)," Economics Discussion Papers, School of Economics, Kingston University London, number 2023-2, Dec.
- Jessica Guamán & Michelle López, 2023, "El Relación entre las exportaciones, el gasto público y el crecimiento económico en Perú en el periodo 1970-2019," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 11, issue 1, pages 51-63.
- Mohammad Abdi Seyyedkolaee & Sajjad Firoozbakhsh, 2023, "Investigating the Role of Monetary Policy Uncertainty in its Effectiveness on Production and Inflation in Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 1, pages 165-190.
- Saeed Samadi & Leila Torki & Sadegh Dehdehi, 2023, "The Impacts of Money and Capital Market Performances on Physical Capital Formation: The Case of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 1, pages 215-244.
- Somayeh Sadat Sajadi & Aliakbar Khosravinejad & Houshang Momeni Vesalian & Ghodratollah Emamverdi, 2023, "Investigating the Causal Relationship Between Bank Credits and Economic Growth: Markov Switching Nonlinear Granger Causality Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 2, pages 31-64.
- Reza Etemadpur & Sakine Owjimehr, 2023, "Evaluating the Role of Banking Facilities Distortions in the Impact of Macroeconomic Shocks within the Framework of a Dynamic Stochastic General Equilibrium Model: A Case Study of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 2, pages 145-182.
- Seyedeh Samaneh Samadneshan & Seyed Jamaledin Mohseni & Samad Hekmati Farid, 2023, "Asymmetric Effect of Exchange Rate on the Trade Balance of Iranian Agriculture, Industry and Mining, Service and Oil and Gas," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 4, pages 33-64.
- Zahra Karimi Takanlou & Amir Ali Farhang & Ali Mohammadpour, 2023, "Uncertain Effects of Economic Policy, Institutional Quality, and Renewable Energies on Green Growth: A Case Study of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 4, pages 65-102.
- Davoud Mahmoudinia & Fatemeh Abdollahinasab, 2023, "The Impact of Central Bank Independence and Preferences on Inflation Targeting in Rule-Based and Discretionary Monetary Policy Approaches," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 10, issue 4, pages 235-276.
- Parminder KAUR & Ravi SINGLA, 2023, "Asymmetric Effects of Commodity Prices on Stock Returns of BRICS Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 145-164, March.
- Đorđe ĐUKIĆ & Mustafa ÖZER & Mališa ĐUKIĆ, 2023, "The Analysis of the Dynamic Relationships between Real Exchange Rates and Macroeconomic Variables in Selected Countries with Targeted Inflation: Evidence from Linear and Non-Linear ARDL Models," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 104-124, June.
- Guochen PAN & Tsangyao CHANG & Mei-Chih WANG & Mengqi LIU & Iuliana Carmen BĂRBĂCIORU, 2023, "Reassessing the Nexus between Insurance Activities and Economic Growth in China Through Quantile Approaches," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 57-71, December.
- Daniel Ciuiu, 2023, "Funcţia de autocorelaţie parţială ciclică şi aolicaţii la modelele SARMA clasice şi ierarhice," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 233002, Dec.
- Tzu-Pu Chang & Yu-Wei Chan & Ping-Huang Wang, 2023, "Forecasting TAIEX and FITX with Affirmative and Doubtful Investor Sentiments," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 2, pages 127-140.
- Ilia Tetin & Elizaveta Antonenko & Guych Nuryyev, 2023, "Asymmetric Effects of Exchange Rate Volatility on Taiwan-China Trade: A Non-Linear ARDL Analysis of 20 Industries," Bulletin of Applied Economics, Risk Market Journals, volume 10, issue 2, pages 173-189.
- Dzhunkeev, Urmat (Джункеев, Урмат) & Dobronravova, Elizaveta (Добронравова, Елизавета) & Kolesnik, Sofiya (Колесник, Софья) & Yakovleva, Irina (Яковлева, Ирина), 2023, "The analysis of capital flows and economic interactions in Eurasian Economic Union
[Анализ Взаимодействия Потоков Капитала И Макроэкономических Показателей Стран-Членов Еаэс]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202330. - Dzhunkeev, Urmat (Джункеев, Урмат) & Dobronravova, Elizaveta (Добронравова, Елизавета) & Kolesnik, Sofiya (Колесник, Софья) & Yakovleva, Irina (Яковлева, Ирина), 2023, "Analysis of the impact of capital flows on economic growth and synchronization of business cycles
[Анализ Влияния Потоков Капитала На Экономический Рост И Синхронизацию Деловых Циклов]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w202331. - Helmuth Yesid Arias Gomez & Gabriela AntoÅ¡ova, 2023, "Impact of Lockdown Measures on Central-East European Stock Markets: A Cointegration and Granger Causality Analysis of Indices," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 26, issue 1, pages 05-16, December.
- Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023, "Band-Pass Filtering with High-Dimensional Time Series," CEIS Research Paper, Tor Vergata University, CEIS, number 559, Jun, revised 15 Jun 2023.
- Ivan D. Trofimov, 2023, "The J-Curve Effect in Services Trade: A Disaggregated Analysis," Foreign Trade Review, , volume 58, issue 2, pages 199-219, May, DOI: 10.1177/00157325221126598.
- Mohini Gupta & Sakshi Varshney, 2023, "Non-linear Effect of Real Exchange Rate Variability with Macroeconomic Variable on Non-Petroleum Commodities of India– US Trade," Foreign Trade Review, , volume 58, issue 2, pages 289-328, May, DOI: 10.1177/00157325221077004.
- Carlos Alberto Duque Garcia, 2023, "Dynamics of Employment and Accumulation of Capital in Colombia, 1965–2019: An Econometric Analysis," Review of Radical Political Economics, Union for Radical Political Economics, volume 55, issue 4, pages 591-604, December, DOI: 10.1177/04866134231180259.
- Arfanul Ibna Mustafa Sakib, 2023, "Is Okun’s Law Valid in Bangladesh? A Time Series Analysis," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 24, issue 2, pages 137-152, September, DOI: 10.1177/13915614231198283.
- Behnaz Saboori & Zahed Ghaderi & Abdorreza Soleymani, 2023, "A revised perspective on tourism-economic growth nexus, exploring tourism market diversification," Tourism Economics, , volume 29, issue 7, pages 1812-1835, November, DOI: 10.1177/13548166221134183.
- Peter Warr, 2023, "Economic Returns to Agricultural Research: Thailand and Indonesia," Asian Journal of Agriculture and Development, Southeast Asian Regional Center for Graduate Study and Research in Agriculture (SEARCA), volume 20, issue 1, pages 1-12, June.
- Lars-H. R. Siemers, 2023, "The Hamilton Regression in Comparison: Evidence from German Business Cycles Since 1950," Volkswirtschaftliche Diskussionsbeiträge, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, number 195-23.
- Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023, "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2023_13, Nov.
- Vasyl Golosnoy & Benno Hildebrandt & Steffen Köhler & Wolfgang Schmid & Miriam Isabel Seifert, 2023, "Control charts for measurement error models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 107, issue 4, pages 693-712, December, DOI: 10.1007/s10182-022-00462-8.
- Konstantinos N. Konstantakis & Panagiotis T. Cheilas & Ioannis G. Melissaropoulos & Panos Xidonas & Panayotis G. Michaelides, 2023, "Supply chains and fake news: a novel input–output neural network approach for the US food sector," Annals of Operations Research, Springer, volume 327, issue 2, pages 779-794, August, DOI: 10.1007/s10479-022-04817-x.
- Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2023, "Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, volume 330, issue 1, pages 335-360, November, DOI: 10.1007/s10479-022-04523-8.
- Zheng Zheng Li & Chi-Wei Su, 2023, "How does real estate market react to the iron ore boom in Australian capital cities?," The Annals of Regional Science, Springer;Western Regional Science Association, volume 71, issue 2, pages 517-537, October, DOI: 10.1007/s00168-022-01179-x.
- Éva Gyurkovics & Tibor Takács, 2023, "Estimation of the potential GDP by a new robust filter method," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 31, issue 4, pages 1183-1207, December, DOI: 10.1007/s10100-023-00851-7.
- Phillips, Peter C.B., 2023, "Estimation And Inference With Near Unit Roots," Econometric Theory, Cambridge University Press, volume 39, issue 2, pages 221-263, April.
- Phillips, Peter C. B. & Wang, Ying, 2023, "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, volume 39, issue 5, pages 900-949, October.
- Sailesh BHAGHOE & Gavin OOFT, 2023, "Nowcasting quarterly GDP growth in Suriname with factor-MIDAS and mixed-frequency VAR models," Journal of Economics and Political Economy, EconSciences Journals, volume 10, issue 1, pages 1-18, March.
- Lamia Sebai & Yasmina Jaber, 2023, "Correlations and Volatility Spillovers Between WTI, Natural Gas, and Stock Markets During COVID-19 and the Russo-Ukrainian War," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 69, issue 1, pages 49-60, DOI: 10.3790/aeq.69.1.49.
- Мария Хаджихристева, 2023, "Статистически Анализ На Здравното Състояние На Населението В България," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 16, issue 19 Year 2, pages 95-116.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2023, "The Energy-Price Channel of (European) Monetary Policy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2033.
- Alessandro De Palma & Marco Faillo & Roberto Gabriele, 2023, "Decentralized Energy: How 100% Renewable Energy Regions Affect Households’ Saving Behavior," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2055.
- Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2023, "Nightless City: Impacts of Policymakers' Questions on Overtime Work of Government Officials," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1206, Mar.
- Valérie Mignon & António Afonso & Jamel Saadaoui, 2023, "On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-33.
- Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-6.
- László KÓNYA, 2023, "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 33-56.
- Jamal G. HUSEIN & S. Murat KARA, 2023, "Are Shocks To Electricity Consumption Permanent Or Transitory? Evidence From A Panel Stationarity Test With Gradual Structural Breaks For 25 Oecd Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 57-76.
- De Veirman, Emmanuel, 2023, "How does the Phillips curve slope vary with repricing rates?," Working Paper Series, European Central Bank, number 2804, Mar.
- Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023, "Medium-term growth-at-risk in the euro area," Working Paper Series, European Central Bank, number 2808, Apr.
- Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023, "Underlying inflation and asymmetric risks," Working Paper Series, European Central Bank, number 2848, Oct.
- Melone, Alessandro, 2023, "Consumption Disconnect Redux," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-18, Jun.
- Mahmoud Hachem, 2023, "The Interaction between Policy Mix in Lebanon: Applications of the Nonlinear and Linear ARDL Models," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 13, issue 2, pages 27-45, March.
- Jannatul Naiem & Raad Mozib Lalon, 2023, "Impact of Cottage Micro Small and Medium Enterprise Financing on Bank Performance: Evidence from Emerging Economy," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 13, issue 3, pages 84-93, May.
- William Djamfa Mbiakop & Hlalefang Khobai & Djomo Choumbou Raoul Fani, 2023, "The Impact of Public Agricultural Spending on Foreign Direct Investment Inflows in Agriculture in South Africa: An ARDL Analysis," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 13, issue 5, pages 76-87, September.
- Michael Takudzwa Pasara & Vincent Mugwira, 2023, "Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018)," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 13, issue 5, pages 128-141, September.
- Raad Mozib Lalon & Anika Afroz & Tasneema Khan, 2023, "Impact of Bank Liquidity and Macroeconomic Determinants on Profitability of Commercial Banks in Bangladesh," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 13, issue 6, pages 177-186, November.
- Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023, "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 118-127, January.
- Bibigul Izatullayeva & Gulzhanat Tayauova & Gulnara Sadykova & Madina Toktibayeva & Altynbek Kenzhaliyev, 2023, "A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 395-402, January.
- Carlos Enrique Carrasco-Gutierrez & Philipp Ehrl, 2023, "Regional Estimates of Residential Electricity Demand in Brazil," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 465-476, January.
- Faisal Irsan Pasaribu & Catra Indra Cahyadi & Restu Mujiono & Suwarno Suwarno, 2023, "Analysis of the Effect of Economic, Population, and Energy Growth, as well as the Influence on Sustainable Energy Development in Indonesia," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 510-517, January.
- Zamruddin Hasid & Muhammad Saleh Mire & Eny Rochaida & Adi Wijaya, 2023, "Power Generation Infrastructure and its Effect on Electric Energy Consumption: Context in Indonesia, 2013 2020," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 52-60, January.
- Baltaim Sabenova & Indira Baubekova & Gulmira Issayeva & Zarema Bigeldiyeva & Artur Bolganbayev, 2023, "Comparative Analysis of Volatility Structures of Stock Index and Energy Company Returns in Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 2, pages 200-206, March.
- Zhazira Taibek & Indira Kozhamkulova & Almas Kuralbayev & Bagdat K. Spanova & Kundyz Myrzabekkyzy, 2023, "Analysis of the Effect of Oil and Energy Production on Health and Education Expenditures in Kazakhstan with Autoregressive Distributed Lag Method," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 2, pages 215-221, March.
- Nurkhodzha Akbulaev, 2023, "The Impact of Energy Prices on Precious Metals: A Comparison of the SARS-COV2 Period and Prior Period," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 2, pages 433-440, March.
- Amine Mounir, 2023, "Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 3, pages 428-433, May.
- Elmira Y. Zhussipova & Serikbay Saduakasuly Ydyrys & Ulmeken Makhanbetova & Gulzhanat Tayauova & Zhansulu Pirmanova, 2023, "The Relationship between the Highest Prices and Trading Volume in the Share Indices of Energy and Oil Companies in Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 3, pages 28-35, May.
- Malik Shahzad Shabbir & Laila Refiana Said & Irem Pelit & Esma Irmak, 2023, "The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 3, pages 560-565, May.
- Gaukhar Niyetalina & Elmira Balapanova & Almas Kuralbayev & Gulnar Lukhmanova & Artur Bolganbayev, 2023, "The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 9-15, July.
- Tazhikul Mashirova & Karlygash Tastanbekova & Murat Nurgabylov & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023, "Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 22-27, July.
- Ra l De Jes s Guti rrez & Lidia E. Carvajal Guti rrez & Oswaldo Garcia Salgado, 2023, "Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 467-480, July.
- Catra Indra Cahyadi & Suwarno Suwarno & Aminah Asmara Dewi & Musri Kona & Muhammad Arif & Muhammad Caesar Akbar, 2023, "Solar Prediction Strategy for Managing Virtual Power Stations," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 503-512, July.
- Bekhzod Kuziboev & Petra Vysušilová & Raufhon Salahodjaev & Alibek Rajabov & Tukhtabek Rakhimov, 2023, "The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 1-7, September.
- Aina B. Aidarova & Gulshat Abdimutalipovna Zhadigerova & Ainur Abilkassym & Lyailya Abdybayevna Baibulekova & Dina B. Balabekova & Saule A. Ilasheva, 2023, "Analysis of the Relationship between Energy Consumption, Foreign Direct Investment, and Labor Force Participation by Vector Error Correction Model: The Case of Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 108-114, September.
- Saule Bekzhanova & Gulzhanat Tayauova & Serik Akhanov & Gulnar B. Tuleshova & Artur Bolganbayev & Gulnara M. Moldogaziyeva, 2023, "The Relationship between Gold and Oil Prices and the Stock Market Returns of Kazakh Energy Companies: Comparison of the pre-COVID-19 and post-COVID-19 Periods," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 8-14, September.
- Saken Ualikhanovich Abdibekov & Bauyrzhan Susaruly Kulbay & Yelena Evgenevna Gridneva & Gulnar Shaimardanovna Kaliakparova & Tolendi Aripbaevich Ashimbayev & Gulmira Amangeldiyevna Perneyeva, 2023, "The Relationship between the Share of Renewable Energy in Total Energy Consumption and Economic Growth: Kazakhstan and Turkiye Comparision," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 24-30, September.
- Gulmira Issayeva & Zhanar Dyussembekova & Aina B. Aidarova & Adelina B. Makhatova & Gulnar Lukhmanova & Dariya Absemetova & Artur Bolganbayev, 2023, "The Relationship between Renewable Energy Consumption, CO2 Emissions, Economic Growth, and Industrial Production Index: The Case of Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 1-7, November.
- Gulbakhram Sartbayeva & Elmira Balapanova & Darkhan Kozhanovich Mamytkanov & Lyazat Talimova & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023, "The Relationship between Energy Consumption (Renewable Energy), Economic Growth and Agro-Industrial Complex in Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 227-233, November.
- Zhanar Dyussembekova & Aina B. Aidarova & Elmira Balapanova & Dilmina Kuatova & Gaukhar Zh. Seitkhamzina & Artur Bolganbayev, 2023, "The Effect of Freight and Passenger Transportation and Energy Production on Economic Growth in the Framework of Macro-Economic Indicators: The Case of Kazakhstan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 6, pages 74-80, November.
- Ecem ARIK & Fela OZBEY & Serkan Yilmaz KANDIR, 2023, "Borsa Istanbul’da Islem Goren Yenilenebilir Enerji Sirketlerinin Pay Fiyat Etkinliginin Fourier Birim Kok Testleri ile Sinanmasi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 11, issue 2, pages 114-126.
- Ascione, Giacomo & Mehrdoust, Farshid & Orlando, Giuseppe & Samimi, Oldouz, 2023, "Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework," Applied Mathematics and Computation, Elsevier, volume 446, issue C, DOI: 10.1016/j.amc.2023.127851.
- Ogbuabor, Jonathan E. & Ukwueze, Ezebuilo R. & Mba, Ifeoma C. & Ojonta, Obed I. & Orji, Anthony, 2023, "The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?," Applied Energy, Elsevier, volume 334, issue C, DOI: 10.1016/j.apenergy.2023.120671.
- Lee, Chi-Chuan & Lee, Chien-Chiang, 2023, "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101575.
- van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
- Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023, "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100823.
- Saâdaoui, Foued, 2023, "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, volume 170, issue C, DOI: 10.1016/j.chaos.2023.113372.
- 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.
- Dunbar, Craig G. & King, Michael R., 2023, "Syndicate structure and IPO outcomes: The impact of underwriter roles and syndicate concentration," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2023.102382.
- Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023, "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104636.
- 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.
- Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
- Portella-Carbó, Ferran & Pérez-Montiel, Jose & Ozcelebi, Oguzhan, 2023, "Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021)," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 1241-1253, DOI: 10.1016/j.eap.2023.05.011.
- Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
- Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023, "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 648-660, DOI: 10.1016/j.eap.2023.04.008.
- Zhang, Li & Li, Yan & Yu, Sixin & Wang, Lu, 2023, "Risk transmission of El Niño-induced climate change to regional Green Economy Index," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 860-872, DOI: 10.1016/j.eap.2023.07.006.
- Bazán-Palomino, Walter, 2023, "The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1080-1095, DOI: 10.1016/j.eap.2023.10.001.
- Peng, Lijuan & Pan, Zhigang & Liang, Chao & Umar, Muhammad, 2023, "Exchange rate volatility predictability: A new insight from climate policy uncertainty," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 688-700, DOI: 10.1016/j.eap.2023.09.017.
- Feng, Yun & Hou, Weijie & Song, Yuping, 2023, "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106107.
- González-Álvarez, María A. & Montañés, Antonio, 2023, "CO2 emissions, energy consumption, and economic growth: Determining the stability of the 3E relationship," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106195.
- Yu, Dan & Chen, Chuang & Wang, Yudong & Zhang, Yaojie, 2023, "Hedging pressure momentum and the predictability of oil futures returns," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106214.
- Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023, "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106418.
- Benedictow, Andreas & Hammersland, Roger, 2023, "Transition risk of a petroleum currency," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106496.
- Hambuckers, J. & Ulm, M., 2023, "On the role of interest rate differentials in the dynamic asymmetry of exchange rates," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106554.
- Li, Boyan & Diao, Xundi, 2023, "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101882.
- Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023, "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101892.
- Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023, "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101905.
- Wu, Xinyu & Zhao, An & Liu, Li, 2023, "Forecasting VIX using two-component realized EGARCH model," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101934.
- Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023, "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101939.
- Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023, "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101945.
- Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi, 2023, "Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101965.
- Caiado, Jorge & Lúcio, Francisco, 2023, "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101971.
- Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G., 2023, "Oil price shocks and stock–bond correlation," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101989.
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