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

• Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023, "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101992.
• Alfaro, Rodrigo & Drehmann, Mathias, 2023, "The Holt–Winters filter and the one-sided HP filter: A close correspondence," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110925.
• Doğan, Osman, 2023, "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110978.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Time-varying predictability of the long horizon equity premium based on semiparametric regressions," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111033.
• Chrysanthakopoulos, Christos & Tagkalakis, Athanasios, 2023, "Fiscal rules and tax policy cyclicality," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111035.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Nonparametric modeling for the time-varying persistence of inflation," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111040.
• Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
• Eo, Yunjong & Morley, James, 2023, "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111419.
• Kheifets, Igor L. & Phillips, Peter C.B., 2023, "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 300-319, DOI: 10.1016/j.jeconom.2021.07.002.
• Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023, "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 320-345, DOI: 10.1016/j.jeconom.2021.07.004.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023, "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 389-415, DOI: 10.1016/j.jeconom.2021.08.001.
• Phillips, Peter C.B. & Wang, Ying, 2023, "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 469-489, DOI: 10.1016/j.jeconom.2021.09.007.
• Ding, Yashuang (Dexter), 2023, "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 521-543, DOI: 10.1016/j.jeconom.2021.09.012.
• He, Yi & Jaidee, Sombut & Gao, Jiti, 2023, "Most powerful test against a sequence of high dimensional local alternatives," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 151-177, DOI: 10.1016/j.jeconom.2021.10.015.
• Royer, Julien, 2023, "Conditional asymmetry in Power ARCH(∞) models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 178-204, DOI: 10.1016/j.jeconom.2021.10.013.
• Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2023, "Reprint of: Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, volume 234, issue S, pages 56-69, DOI: 10.1016/j.jeconom.2023.03.002.
• Davis, Richard & Ng, Serena, 2023, "Time series estimation of the dynamic effects of disaster-type shocks," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 180-201, DOI: 10.1016/j.jeconom.2022.02.009.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Adamek, Robert & Smeekes, Stephan & Wilms, Ines, 2023, "Lasso inference for high-dimensional time series," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1114-1143, DOI: 10.1016/j.jeconom.2022.08.008.
• Pellatt, Daniel F. & Sun, Yixiao, 2023, "Asymptotic F test in regressions with observations collected at high frequency over long span," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1281-1309, DOI: 10.1016/j.jeconom.2022.10.007.
• Cai, Zongwu & Juhl, Ted, 2023, "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1447-1463, DOI: 10.1016/j.jeconom.2022.12.001.
• Mayer, Alexander & Wied, Dominik, 2023, "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1500-1521, DOI: 10.1016/j.jeconom.2023.01.003.
• Rossi, Francesca & Lieberman, Offer, 2023, "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1770-1798, DOI: 10.1016/j.jeconom.2022.11.010.
• Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023, "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1848-1875, DOI: 10.1016/j.jeconom.2022.12.014.
• Ma, Chenchen & Tu, Yundong, 2023, "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1876-1892, DOI: 10.1016/j.jeconom.2023.02.002.
• Bu, Ruijun & Kim, Jihyun & Wang, Bin, 2023, "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1934-1954, DOI: 10.1016/j.jeconom.2023.02.006.
• Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2266-2284, DOI: 10.1016/j.jeconom.2023.04.002.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023, "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 470-483, DOI: 10.1016/j.jeconom.2022.04.010.
• Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae, 2023, "Testing stochastic dominance with many conditioning variables," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 507-527, DOI: 10.1016/j.jeconom.2022.05.002.
• Liu, Yanbo & Phillips, Peter C.B., 2023, "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 563-591, DOI: 10.1016/j.jeconom.2022.06.002.
• Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023, "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 720-744, DOI: 10.1016/j.jeconom.2022.08.001.
• Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao, 2023, "Maximum likelihood estimation for α-stable double autoregressive models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.011.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023, "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105490.
• Tu, Yundong & Xie, Xinling, 2023, "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105509.
• Khan, S. & Ponomareva, M. & Tamer, E., 2023, "Identification of dynamic binary response models," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105515.
• Berrisch, Jonathan & Ziel, Florian, 2023, "CRPS learning," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.11.008.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Extensions to IVX methods of inference for return predictability," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.02.007.
• Zhang, Xiaomeng & Zhang, Xinyu, 2023, "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.03.010.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.06.006.
• Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023, "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.006.
• Chen, Bin & Maung, Kenwin, 2023, "Time-varying forecast combination for high-dimensional data," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.01.024.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023, "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.09.008.
• Bandi, Federico M. & Tamoni, Andrea, 2023, "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.012.
• Kiviet, Jan F., 2023, "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, volume 25, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2021.12.008.
• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023, "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 31-51, DOI: 10.1016/j.ecosta.2021.05.004.
• Hirukawa, Masayuki, 2023, "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 36-61, DOI: 10.1016/j.ecosta.2021.12.001.
• Proietti, Tommaso & Pedregal, Diego J., 2023, "Seasonality in High Frequency Time Series," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 62-82, DOI: 10.1016/j.ecosta.2022.02.001.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
• Corradin, Stefano & Schwaab, Bernd, 2023, "Euro area sovereign bond risk premia before and during the Covid-19 pandemic," European Economic Review, Elsevier, volume 153, issue C, DOI: 10.1016/j.euroecorev.2023.104402.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Nonejad, Nima, 2023, "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 91-122, DOI: 10.1016/j.jempfin.2022.11.009.
• Yu, Deshui & Huang, Difang & Chen, Li, 2023, "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2023.02.004.
• Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023, "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 107-133, DOI: 10.1016/j.jempfin.2023.05.004.
• Souropanis, Ioannis & Vivian, Andrew, 2023, "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101432.
• Peñasco, Cristina & Anadón, Laura Díaz, 2023, "Assessing the effectiveness of energy efficiency measures in the residential sector gas consumption through dynamic treatment effects: Evidence from England and Wales," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106435.
• Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023, "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106474.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023, "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106498.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
• Lisi, Francesco & Grossi, Luigi & Quaglia, Federico, 2023, "Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106625.
• Liu, Tao & Guan, Xinyue & Wei, Yigang & Xue, Shan & Xu, Liang, 2023, "Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106626.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023, "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106771.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023, "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106833.
• Bunce, Alan & Carrillo-Maldonado, Paul, 2023, "Asymmetric effect of the oil price in the ecuadorian economy," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106876.
• Hu, Yang & Lang, Chunlin & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2023, "Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106829.
• Liddle, Brantley & Parker, Steven & Hasanov, Fakhri, 2023, "Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106832.
• Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023, "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106843.
• Uddin, Gazi Salah & Hasan, Md. Bokhtiar & Phoumin, Han & Taghizadeh-Hesary, Farhad & Ahmed, Ali & Troster, Victor, 2023, "Exploring the critical demand drivers of electricity consumption in Thailand," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106875.
• Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023, "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106947.
• Dovern, Jonas & Frank, Johannes & Glas, Alexander & Müller, Lena Sophia & Perico Ortiz, Daniel, 2023, "Estimating pass-through rates for the 2022 tax reduction on fuel prices in Germany," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106948.
• López Prol, Javier & Zilberman, David, 2023, "No alarms and no surprises: Dynamics of renewable energy curtailment in California," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106974.
• Diebold, Francis X. & Rudebusch, Glenn D., 2023, "Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107012.
• Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023, "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107058.
• Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023, "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107083.
• Li, Yan & Huynh, Luu Duc Toan & Xu, Yongan & Liang, Hao, 2023, "The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107064.
• Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023, "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107100.
• Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad & Rizvi, Syed Kumail Abbas, 2023, "Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107110.
• Deman, Laureen & Boucher, Quentin, 2023, "Impact of renewable energy generation on power reserve energy demand," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107173.
• Restrepo, Natalia & Uribe, Jorge M., 2023, "Cash flow investment, external funding and the energy transition: Evidence from large US energy firms," Energy Policy, Elsevier, volume 181, issue C, DOI: 10.1016/j.enpol.2023.113720.
• Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong, 2023, "Forecasting crude oil price returns: Can nonlinearity help?," Energy, Elsevier, volume 262, issue PB, DOI: 10.1016/j.energy.2022.125589.
• Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023, "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, volume 269, issue C, DOI: 10.1016/j.energy.2023.126779.
• Syed, Qasim Raza & Apergis, Nicholas & Goh, Soo Khoon, 2023, "The dynamic relationship between climate policy uncertainty and renewable energy in the US: Applying the novel Fourier augmented autoregressive distributed lags approach," Energy, Elsevier, volume 275, issue C, DOI: 10.1016/j.energy.2023.127383.
• 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.
• Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023, "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, volume 5, issue 1, pages 29-56, March, DOI: 10.1007/s42521-022-00050-0.
• Joshua Aizenman & Alex Cukierman & Yothin Jinjarak & Weining Xin, 2023, "International Evidence on Vaccines and the Mortality to Infections Ratio in the Pre-Omicron Era," Economics of Disasters and Climate Change, Springer, volume 7, issue 3, pages 385-405, November, DOI: 10.1007/s41885-023-00125-1.
• Raluca Maran, 2023, "Do Sovereign Catastrophe Bonds Improve Fiscal Resilience? An Application of Synthetic Control Method to Mexico," Economics of Disasters and Climate Change, Springer, volume 7, issue 3, pages 431-455, November, DOI: 10.1007/s41885-023-00135-z.
• Tak Kuen Siu, 2023, "Bayesian nonlinear expectation for time series modelling and its application to Bitcoin," Empirical Economics, Springer, volume 64, issue 1, pages 505-537, January, DOI: 10.1007/s00181-022-02255-z.
• Peter Dreuw, 2023, "Structural time series models and synthetic controls—assessing the impact of the euro adoption," Empirical Economics, Springer, volume 64, issue 2, pages 681-725, February, DOI: 10.1007/s00181-022-02257-x.
• Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023, "Productivity and GDP: international evidence of persistence and trends over 130 years of data," Empirical Economics, Springer, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
• Zixiong Xie & Shyh-Wei Chen & An-Chi Wu, 2023, "Real interest rate parity in the Pacific Rim countries: new empirical evidence," Empirical Economics, Springer, volume 64, issue 3, pages 1471-1515, March, DOI: 10.1007/s00181-022-02282-w.
• Daniel Ollech & Deutsche Bundesbank, 2023, "Economic analysis using higher-frequency time series: challenges for seasonal adjustment," Empirical Economics, Springer, volume 64, issue 3, pages 1375-1398, March, DOI: 10.1007/s00181-022-02287-5.
• Kihwan Kim & Hyun Hak Kim & Norman R. Swanson, 2023, "Mixing mixed frequency and diffusion indices in good times and in bad: an assessment based on historical data around the great recession of 2008," Empirical Economics, Springer, volume 64, issue 3, pages 1421-1469, March, DOI: 10.1007/s00181-022-02289-3.
• Burak Korkusuz & David G. McMillan & Dimos Kambouroudis, 2023, "Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets," Empirical Economics, Springer, volume 64, issue 4, pages 1517-1537, April, DOI: 10.1007/s00181-022-02290-w.
• Hiroshi Yamada, 2023, "Quantile regression version of Hodrick–Prescott filter," Empirical Economics, Springer, volume 64, issue 4, pages 1631-1645, April, DOI: 10.1007/s00181-022-02292-8.
• Jiawen Xu & Pierre Perron, 2023, "Forecasting in the presence of in-sample and out-of-sample breaks," Empirical Economics, Springer, volume 64, issue 6, pages 3001-3035, June, DOI: 10.1007/s00181-022-02346-x.
• Richard T. Baillie & Dooyeon Cho & Seunghwa Rho, 2023, "Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility," Empirical Economics, Springer, volume 64, issue 6, pages 2911-2937, June, DOI: 10.1007/s00181-022-02357-8.
• Lixiong Yang, 2023, "Variable selection in threshold model with a covariate-dependent threshold," Empirical Economics, Springer, volume 65, issue 1, pages 189-202, July, DOI: 10.1007/s00181-022-02340-3.
• Li Chen & Bin Jiang & Chuan Wang, 2023, "Climate change and urban total factor productivity: evidence from capital cities and municipalities in China," Empirical Economics, Springer, volume 65, issue 1, pages 401-441, July, DOI: 10.1007/s00181-022-02342-1.
• Hwee Kwan Chow & Yijie Fei & Daniel Han, 2023, "Forecasting GDP with many predictors in a small open economy: forecast or information pooling?," Empirical Economics, Springer, volume 65, issue 2, pages 805-829, August, DOI: 10.1007/s00181-022-02356-9.
• John Nana Francois & Andrew Keinsley, 2023, "Intratemporal elasticity of substitution between private and public consumption: new evidence and implications," Empirical Economics, Springer, volume 65, issue 4, pages 1655-1692, October, DOI: 10.1007/s00181-023-02387-w.
• Weijia Peng & Chun Yao, 2023, "Sector-level equity returns predictability with machine learning and market contagion measure," Empirical Economics, Springer, volume 65, issue 4, pages 1761-1798, October, DOI: 10.1007/s00181-023-02404-y.
• Alfredo Villca & Alejandro Torres-García, 2023, "Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets," Empirical Economics, Springer, volume 65, issue 5, pages 2039-2063, November, DOI: 10.1007/s00181-023-02420-y.
• Arnoldo López-Marmolejo & Daniel Ventosa-Santaulària & Gerardo Sebastián Diaz Muro, 2023, "Inverse Balassa–Samuelson effect in Mexico: the role of the oil sector," Empirical Economics, Springer, volume 65, issue 5, pages 2273-2300, November, DOI: 10.1007/s00181-023-02427-5.
• Wei Zhou & Jin Guo & Ning Chen & Shuai Lu, 2023, "Key market identification, mechanism transmission, and extreme shock during the risk spillover process: an empirical study of the G20 FOREX markets," Empirical Economics, Springer, volume 65, issue 6, pages 2549-2582, December, DOI: 10.1007/s00181-023-02436-4.
• Muhammad Ahad & Zulfiqar Ali Imran, 2023, "The role of shadow economy to determine CO2 emission in Pakistan: evidence from novel dynamic simulated ARDL model and wavelet coherence analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 25, issue 4, pages 3043-3071, April, DOI: 10.1007/s10668-022-02164-2.
• Sakiru Adebola Solarin & Lorenzo Bermejo & Luis Gil-Alana, 2023, "Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries," Environment Systems and Decisions, Springer, volume 43, issue 3, pages 379-392, September, DOI: 10.1007/s10669-023-09897-z.
• Lorien Sabatino & Geza Sapi, 2023, "Privacy regulation and online concentration during demand peaks: evidence from the E-commerce sector," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 50, issue 2, pages 265-282, June, DOI: 10.1007/s40812-022-00248-8.
• Tiago E. Pratas & Filipe R. Ramos & Lihki Rubio, 2023, "Forecasting bitcoin volatility: exploring the potential of deep learning," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 2, pages 285-305, June, DOI: 10.1007/s40822-023-00232-0.
• Raluca Maran, 2023, "Impact of macroprudential policy on economic growth in Indonesia: a growth-at-risk approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 13, issue 3, pages 575-613, December, DOI: 10.1007/s40822-023-00236-w.
• Ahmet Faruk Aysan & Erhan Muğaloğlu & Ali Yavuz Polat & Hasan Tekin, 2023, "Whether and when did bitcoin sentiment matter for investors? Before and during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-24, December, DOI: 10.1186/s40854-023-00536-9.
• Nicolas Marie, 2023, "Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models," Finance and Stochastics, Springer, volume 27, issue 1, pages 97-126, January, DOI: 10.1007/s00780-022-00493-8.
• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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), Paradigm, 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, Paradigm, 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, Paradigm & 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, Paradigm, 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, Paradigm, 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.