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

• 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.
• 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.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023, "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-03, Mar.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023, "Trend Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-08, Sep.
• Baki Cem Şahin, 2023, "Bank Interest Rate Margins and Uncertainty: A Forward-Looking Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 38, issue 120, pages 1-10, October, DOI: https://doi.org/10.33203/mfy.110575.
• Douglas L. Miller, 2023, "An Introductory Guide to Event Study Models," Journal of Economic Perspectives, American Economic Association, volume 37, issue 2, pages 203-230, Spring, DOI: 10.1257/jep.37.2.203.
• Radu Ciobanu & Drago? Huru & George ?tefan & Margareta Florescu & Danut Mihai & Florin Dobre, 2023, "Investigating Determining Factors Affecting the Waste Collection Rate From Electrical and Electronic Equipment," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 62, pages 134-134, February.
• Berta Marcos Ceron & Manuel Monge, 2023, "Financial Technologies (FINTECH) Revolution and Covid-19: Time Trends and Persistence," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 13, issue 1, pages 58-64.
• Luis Alberiko Gil-Alana & Hassana Babangida Umar & Nuruddeen Usman, 2023, "A Test for the Efficiency of Nigerian REITS Stocks," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 13, issue 2, pages 35-43.
• Warr, Peter, None, "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 01, DOI: 10.22004/ag.econ.337001.
• Grzegorz Marcjasz & Tomasz Serafin & Rafal Weron, 2023, "Trading on short-term path forecasts of intraday electricity prices. Part II -- Distributional Deep Neural Networks," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/23/01.
• Münevvere Yıldız, 2023, "Türkiye’nin Karbon Nötrlüğü Hedefinde Ekonomik Faktörlerin Rolü," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 102-129, DOI: 10.30784/epfad.1207540.
• Necla Tunay & K. Batu Tunay, 2023, "Türkiye’de Enflasyonun Sigorta Şirketlerinin Performansına ve Prim Üretimlerine Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 59-82, DOI: 10.30784/epfad.1245708.
• Andres Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2023, "The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2312, May.
• Yuliya S. Evlakhova & Alexandra A. Tregubova, 2023, "Russian Market of Online Microloans to the Population: Credit Risks Analysis," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 22, issue 3, pages 710-738, DOI: https://doi.org/10.15826/vestnik.20.
• Mehmet Özcan, 2023, "Asymmetric Dynamics of Inflation Inertia in Some Selected Non-Eurozone European Countries," R-Economy, Ural Federal University, Graduate School of Economics and Management, volume 9, issue 1, pages 73-91, DOI: https://doi.org/10.15826/recon.2023.
• Marco Tedeschi, 2023, "Idiosyncratic and systematic spillovers through the renewable energy financial systems," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 483, Dec.
• Òscar Jordà, 2023, "Local Projections for Applied Economics," Annual Review of Economics, Annual Reviews, volume 15, issue 1, pages 607-631, September, DOI: 10.1146/annurev-economics-082222-06.
• Demian Pouzo & Zacharias Psaradakis & Martin Sola, 2023, "A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 234, Apr.
• Martin Sola, 2023, "Rational Bubbles: Too Many to be True?," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 240, May.
• Osama D. Sweidan, 2023, "Geopolitical risk and military expenditures: Evidence from the US economy," Russian Journal of Economics, ARPHA Platform, volume 9, issue 2, pages 201-218, July, DOI: 10.32609/j.ruje.9.97733.
• Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng, 2023, "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Papers, arXiv.org, number 2301.06631, Jan.
• M. Raddant & T. Di Matteo, 2023, "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers, arXiv.org, number 2302.08208, Feb.
• Alessandro Giovannelli & Marco Lippi & Tommaso Proietti, 2023, "Band-Pass Filtering with High-Dimensional Time Series," Papers, arXiv.org, number 2305.06618, May.
• Arnaud Cedric Kamkoum, 2023, "The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis," Papers, arXiv.org, number 2305.12318, May.
• Alex Maynard & Katsumi Shimotsu & Nina Kuriyama, 2023, "Inference in Predictive Quantile Regressions," Papers, arXiv.org, number 2306.00296, May, revised May 2024.
• Atsushi Inoue & `Oscar Jord`a & Guido M. Kuersteiner, 2023, "Inference for Local Projections," Papers, arXiv.org, number 2306.03073, Jun, revised Aug 2024.
• M. Hashem Pesaran & Liying Yang, 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Papers, arXiv.org, number 2306.05299, Jun, revised Jun 2024.
• Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2023, "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Papers, arXiv.org, number 2306.05593, Jun, revised Jul 2024.
• Ruijun Bu & Degui Li & Oliver Linton & Hanchao Wang, 2023, "Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data," Papers, arXiv.org, number 2307.01348, Jul.
• Francis X. Diebold & Glenn D. Rudebusch, 2023, "Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions," Papers, arXiv.org, number 2307.03552, Jul.
• Ali Lashgari, 2023, "Harnessing the Potential of Volatility: Advancing GDP Prediction," Papers, arXiv.org, number 2307.05391, Jun.
• Maria Dolores Gadea & Jesus Gonzalo & Andrey Ramos, 2023, "Trends in Temperature Data: Micro-foundations of Their Nature," Papers, arXiv.org, number 2312.06379, Dec.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers, arXiv.org, number 2312.15494, Dec, revised Jul 2024.
• Lydia Cheung & Philip Gunby, 2023, "The Initial and Dynamic Effects of the COVID-19 Pandemic on Crime in New Zealand," Working Papers, Auckland University of Technology, Department of Economics, number 2023-03, Mar.
• Motameni, Mani & Zaroki, Shahryar & Yousefi Barfurushi, Arman, 2023, "Testing the Response of the Annual Well-Being Index to Monthly Inflation in Iran: An Application of a Mixed-Data Sampling (MIDAS) Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 1, pages 31-52, May.
• Alahverdi, Atefe & Daei-Karimzadeh, Saeed & Ghobadi, Sara, 2023, "Forecasting the Trend of Macroeconomic Variables in Terms of Financial Conditions Index in Iran: TVP-FAVAR Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 3, pages 161-185, December.
• OlaOluwa Yaya & Rafiu Akano & Oluwasegun Adekoya, 2023, "Market Efficiency and Volatility Persistence of Green Investments Before and During the COVID-19 Pandemic," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-6, DOI: 2023/03/09.
• Ahmad Monir Abdullah, 2023, "The Impact of COVID-19 and the Russia-Ukraine Conflict on the Relationship Between the US Islamic Stock Index, Bitcoin, and Commodities," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 2, pages 1-6, DOI: 2023/06/12.
• Manuel Monge & Juan Infante, 2023, "A Fractional ARIMA (ARFIMA) Model in the Analysis of Historical Crude Oil Prices," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 1, pages 1-3, DOI: 2023/03/14.
• Gunay Guliyeva & Elnur Alakbarov & Sabina Jumazada, 2023, "Empirical Relationship Between Labor Productivity And Education Expenditures: The Case Of Azerbaijan," The Scientific-Analytical Journal "Economic Reforms", Center for Analysis of Economic Reforms and Communication of the Republic of Azerbaijan, volume 2023, issue 4, pages 7-17, January.
• Svitlana Shumska & Anastasiia Gaidai & ViktoriÑ–a Blyzniuk, 2023, "Welfare Of The Ukrainian Population: Assessment Of The Level And Impact Of Key Factors," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 9, issue 2, DOI: 10.30525/2256-0742/2023-9-2-230-241.
• Nikola N. Nenovsky, 2023, "Are Monetary Aggregates Good Predictors for the Bulgarian Inflation Rate?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 483-506.
• Vera Mirovic & Branimir Kalas & Nada Milenkovic & Jelena Andrasic, 2023, "Different modelling approaches of tax revenue performance: The case of Baltic countries," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 26, issue 3, pages 20-32, September, DOI: 10.15240/tul/001/2023-3-002.
• Geoffrey R. Dunbar & Walter Steingress & Ben Tomlin, 2023, "Climate Variability and International Trade," Staff Working Papers, Bank of Canada, number 23-8, Jan, DOI: 10.34989/swp-2023-8.
• Ariel Dvoskin & Florencia Médici, 2023, "Evaluación empírica de dos hipótesis testeables del supermultiplicador sraffiano para Argentina 1993-2021," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 2023112, Oct.
• Alejandro Fernández Cerezo, 2023, "Un procedimiento para la predicción a corto plazo del PIB por el lado de la oferta," Boletín Económico, Banco de España, issue 2023/T1, DOI: https://doi.org/10.53479/29771.
• Alejandro Fernández Cerezo, 2023, "A supply-side GDP nowcasting model," Economic Bulletin, Banco de España, issue 2023/Q1, DOI: https://doi.org/10.53479/29778.
• Alfredo García-Hiernaux & María T. González-Pérez & David E. Guerrero, 2023, "How to measure inFLAtion volatility. A note," Working Papers, Banco de España, number 2314, Jun, DOI: https://doi.org/10.53479/30092.
• Hervé Le Bihan & Danilo Leiva-León & Matías Pacce, 2023, "Underlying inflation and asymetric risks," Working Papers, Banco de España, number 2319, Jul, DOI: https://doi.org/10.53479/30849.
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2023, "What drives house prices in Europe?," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 764, Apr.
• Nikolaus Bartzsch & Marco Brandi & Lucas Devigne & Raymond de Pastor & Gianluca Maddaloni & Diana Posada Restrepo & Gabriele Sene, 2023, "Forecasting banknote circulation during the COVID-19 pandemic using structural time series models," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 771, May.
• Stefano Neri & Fabio Busetti & Cristina Conflitti & Francesco Corsello & Davide Delle Monache & Alex Tagliabracci, 2023, "Energy price shocks and inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 792, Jul.
• Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023, "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia, Banco de la Republica de Colombia, number 1223, Jan, DOI: 10.32468/be.1223.
• Nathali Cardozo-Alvarado & David Castañeda-Arévalo & Fredy Gamboa-Estrada & Javier Miguelez-Márquez, 2023, "The Global Financial Cycle and the Effects of Fed Unconventional Monetary Policies on Foreign Portfolio Flows in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1226, Mar, DOI: 10.32468/be.1226.
• DEPE-SGEE & Diego Vásquez-Escobar & Clark Granger & Norberto Rodríguez-Niño & Andrés Sánchez-Jabba & Carmiña O. Vargas & Fernando Arias-Rodríguez & Ignacio Lozano-Espitia, 2023, "Inversión en maquinaria y equipo en Colombia: determinantes de largo plazo y efectos del COVID 19 sobre su evolución," Borradores de Economia, Banco de la Republica de Colombia, number 1235, May, DOI: 10.32468/be.1235.
• DEPE-SGEE & Fernando Arias-Rodríguez & Ignacio Lozano-Espitia & Clark Granger & Diego Vásquez-Escobar & Carmiña O. Vargas & Norberto Rodríguez-Niño & Andrés Sánchez-Jabba, 2023, "Dinámica y determinantes del consumo de los hogares en Colombia durante la postpandemia del Covid-19," Borradores de Economia, Banco de la Republica de Colombia, number 1242, Jun, DOI: 10.32468/be.1242.
• Sara Ariza-Murillo & Fredy Gamboa-Estrada & Camilo Andrés Orozco-Vanegas, 2023, "El impacto potencial de los movimientos de portafolio de los inversionistas extranjeros sobre la tasa de cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1261, Dec, DOI: 10.32468/be.1261.
• Constantinos Alexiou & Sofoklis Vogiazas & Colston Kane, 2023, "The Impact Of Us Elections On The Dollar’S Exchange Rate," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 68, issue 238, pages 7-39, July – Se.
• Nikolaus Bartzsch & Marco Brandi & Lucas Devigne & Raymond De Pastor & Gianluca Maddaloni & Diana Posada Restrepo & Gabriele Sene, 2023, "Forecasting Euro Banknotes in Circulation with Structural Time Series Models in Times of the COVID-19 Pandemic," Working papers, Banque de France, number 919.
• Sevcan KAPKARA KAYA & Abdullah GÖV, 2023, "BRICS Ülkeleri ve Türkiye Örneğinde Ekolojik Ayak İzine Yönelik Çevresel Politika Şokları Kalıcı mı?," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 31-44, June, DOI: https://doi.org/10.33399/biibfad.11.
• Daniel Rees, 2023, "Commodity prices and the US Dollar," BIS Working Papers, Bank for International Settlements, number 1083, Mar.
• Isabella Moder, 2023, "The transmission of euro area monetary policy to financially euroized countries," Economics and Politics, Wiley Blackwell, volume 35, issue 3, pages 718-751, November, DOI: 10.1111/ecpo.12242.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
• Joshua C.C. Chan & Rodney W. Strachan, 2023, "Bayesian State Space Models In Macroeconometrics," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 58-75, February, DOI: 10.1111/joes.12405.
• Jin Seo Cho & Matthew Greenwood‐Nimmo & Yongcheol Shin, 2023, "Recent developments of the autoregressive distributed lag modelling framework," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 1, pages 7-32, February, DOI: 10.1111/joes.12450.
• Efrem Castelnuovo, 2023, "Uncertainty before and during COVID‐19: A survey," Journal of Economic Surveys, Wiley Blackwell, volume 37, issue 3, pages 821-864, July, DOI: 10.1111/joes.12515.
• Tommaso Proietti, 2023, "Peaks, gaps, and time‐reversibility of economic time series," Journal of Time Series Analysis, Wiley Blackwell, volume 44, issue 1, pages 43-68, January, DOI: 10.1111/jtsa.12649.
• Emily J. Whitehouse & David I. Harvey & Stephen J. Leybourne, 2023, "Real‐Time Monitoring of Bubbles and Crashes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 3, pages 482-513, June, DOI: 10.1111/obes.12540.
• Vicente Esteve & María A. Prats, 2023, "External sustainability in Spanish economy: Bubbles and crises, 1970–2020," Review of International Economics, Wiley Blackwell, volume 31, issue 1, pages 60-80, February, DOI: 10.1111/roie.12611.
• DUMITRA Teodora, 2023, "The Effects Of Covid-19 On The Romanian Banking Sector," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 75, issue 2, pages 60-70, June, DOI: 10.56043/reveco-2023-0016.
• Vania Esady & Bradley Speigner & Boromeus Wanengkirtyo, 2023, "Revisiting the effects of long-term unemployment on inflation: the role of non-linearities," Bank of England working papers, Bank of England, number 1018, Mar.
• Donayre Luiggi, 2023, "Filtering Persistent and Asymmetric Cycles," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 473-495, January, DOI: 10.1515/bejm-2022-0091.
• Ebadi Esmaeil & Are Wasiu, 2023, "Reinvestigating the U.S. Consumption Function: A Nonlinear Autoregressive Distributed Lags Approach," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 17, issue 1, pages 1-22, January, DOI: 10.1515/econ-2022-0045.
• Seiler Volker & Stöckmann Nico, 2023, "The Impact of the German Fuel Discount on Prices at the Petrol Pump," German Economic Review, De Gruyter, volume 24, issue 2, pages 191-206, May, DOI: 10.1515/ger-2022-0108.
• Ollech Daniel & Webel Karsten, 2023, "A Random Forest-based Approach to Combining and Ranking Seasonality Tests," Journal of Econometric Methods, De Gruyter, volume 12, issue 1, pages 117-130, January, DOI: 10.1515/jem-2020-0020.
• Liu-Evans Gareth, 2023, "Improving the Estimation and Predictions of Small Time Series Models," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 1-26, January, DOI: 10.1515/jtse-2021-0051.
• Doojav Gan-Ochir & Luvsannyam Davaajargal, 2023, "Forecasting Inflation in Mongolia: A Dynamic Model Averaging Approach," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 1, pages 27-48, January, DOI: 10.1515/jtse-2020-0021.
• Tayanagi Toshikazu & Kurozumi Eiji, 2023, "In-Fill Asymptotic Distribution of the Change Point Estimator when Estimating Breaks One at a Time," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 2, pages 111-149, July, DOI: 10.1515/jtse-2022-0013.
• Gourieroux Christian & Jasiak Joann, 2023, "Temporally Local Maximum Likelihood with Application to SIS Model," Journal of Time Series Econometrics, De Gruyter, volume 15, issue 2, pages 151-198, July, DOI: 10.1515/jtse-2022-0016.
• Mahmoud Ali Israa Ali & Ghoneim Hebatallah & Smolny Werner, 2023, "Oil Prices Pass-Through to Domestic Inflation: Symmetric Versus Asymmetric Pass-Through," Review of Middle East Economics and Finance, De Gruyter, volume 19, issue 2, pages 131-151, August, DOI: 10.1515/rmeef-2023-0003.
• Abbara Omar & Zevallos Mauricio, 2023, "Estimation and forecasting of long memory stochastic volatility models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 1, pages 1-24, February, DOI: 10.1515/snde-2020-0106.
• Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023, "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 1, pages 25-47, February, DOI: 10.1515/snde-2020-0083.
• Pan Jiazhu & He Yali, 2023, "Tail behaviours of multiple-regime threshold AR models with heavy-tailed innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 3, pages 377-395, June, DOI: 10.1515/snde-2020-0071.
• Ayala Astrid & Blazsek Szabolcs & Escribano Alvaro, 2023, "Anticipating extreme losses using score-driven shape filters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 449-484, September, DOI: 10.1515/snde-2021-0102.
• Ghaemi Asl Mahdi & Canarella Giorgio & Miller Stephen M. & Tavakkoli Hamid Reza, 2023, "Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 485-518, September, DOI: 10.1515/snde-2021-0067.
• Blazsek Szabolcs & Haddad Michel Ferreira Cardia, 2023, "Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 589-634, September, DOI: 10.1515/snde-2021-0101.
• Pesaran, M. H. & Yang, L., 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2342, Jun.
• Ostry, D. A., 2023, "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2343, Jun.
• Mustafa Özer & Zoran Grubišić & Sevilay Küçüksakarya, 2023, "Effects of Exchange Rate, Output Gap, and Output Gap Volatility on Inflation Volatility in Turkey," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 12, issue 1, pages 5-26.
• Lydia Cheung & Philip Gunby, 2023, "The Initial and Dynamic Effects of the COVID-19 Pandemic on Crime in New Zealand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 23/03, Mar.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series, CESifo, number 10223.
• Almut Balleer & Marvin Noeller, 2023, "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data," CESifo Working Paper Series, CESifo, number 10261.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies," CESifo Working Paper Series, CESifo, number 10276.
• Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence of the World Population: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 10286.
• Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," CESifo Working Paper Series, CESifo, number 10287.
• Kajal Lahiri & Cheng Yang, 2023, "ROC and PRC Approaches to Evaluate Recession Forecasts," CESifo Working Paper Series, CESifo, number 10449.
• M. Hashem Pesaran & Liying Yang, 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," CESifo Working Paper Series, CESifo, number 10509.
• Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2023, "Aggregate Insider Trading and Stock Market Volatility in the UK," CESifo Working Paper Series, CESifo, number 10511.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci, 2023, "Trends and Persistence in the Greenland Ice Sheet Mass," CESifo Working Paper Series, CESifo, number 10556.
• Marc Gronwald, 2023, "Explosive Temperatures," CESifo Working Paper Series, CESifo, number 10680.
• Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023, "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series, CESifo, number 10682.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo, 2023, "Persistence and Seasonality in the US Industrial Production Index," CESifo Working Paper Series, CESifo, number 10756.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
• António Afonso & Valérie Mignon & Jamel Saadaoui, 2023, "On the Time-Varying Impact of China’s Bilateral Political Relations on Its Trading Partners: “Doux Commerce” or “Trade Follows the Flag”?," CESifo Working Paper Series, CESifo, number 10814.
• Jiyuan Huang & Per Östberg, 2023, "Difference-in-differences with Economic Factors and the Case of Housing Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-55, Jun.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2023, "Highly Irregular Serial Correlation Tests," Working Papers, CEMFI, number wp2023_2302, May.
• Meriem TOUIL, 2023, "The financial liberalization: has it fostered economic growth in Algeria?," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 51, pages 75-100, December.
• Bibiana Lanzilotta & Gonzalo Zunino & Rafael Mosteiro, 2023, "Cambios estructurales en la volatilidad del crecimiento económico en Uruguay y los países del Mercosur," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 95, issue 5, pages 177-205.
• Fernando Arias & Ignacio Lozano & Clark Granger & Diego Vasquéz & Carmiña Vargas & Norberto Rodríguez & Andrés Sánchez, 2023, "Dinámica y determinantes del consumo de los hogares en Colombia, durante la postpandemia del Covid-19," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-36.
• Smith, Simon & Timmermann, Allan & Wright, Jonathan, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18033, Mar.
• Taylor, Alan M. & Dube, Arindrajit & Girardi, Daniele & Jordà , Ã’scar, 2023, "A Local Projections Approach to Difference-in-Differences Event Studies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18141, May.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18271, Jul.
• Alexis Roussel & Romain Biard & Marc Deschamps & Mostapha Diss, 2023, "Modeling medical material shortage using Markov processes," Working Papers, CRESE, number 2023-04, Sep.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023, "Deep Dynamic Factor Models," Working Papers, Center for Research in Economics and Statistics, number 2023-08, May.
• Russell Davidson & Andrea Monticini, 2023, "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def130, Nov.
• Espasa, Antoni & Carlomagno Real, Guillermo, 2023, "Tall big data time series of high frequency: stylized facts and econometric modelling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37746, Jul.
• González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023, "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37968, Jul.
• Mária Bohdalová & Miriama Křížková, 2023, "Short-term and seasonal time series models for online marketing campaigns," Marketing Science & Inspirations, Comenius University in Bratislava, Faculty of Management, volume 18, issue 1, pages 16-26.
• 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.

2022

• Javier Haulde & Morten Ørregaard Nielsen, 2022, "Fractional integration and cointegration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-02, Jan.
• Javier Hualde & Morten Ørregaard Nielsen, 2022, "Truncated sum-of-squares estimation of fractional time series models with generalized power law trend," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-07, Apr.
• Hyeongwoo Kim & Madeline H. Kim & Divya Sadana & Jie Zhang, 2022, "Was the KORUS FTA a Horrible Deal?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2022-02, Jun.
• Münevvere Yıldız, 2022, "Econometric Analysis of the Relationship of Financial Access, Economic Growth and Private Sector Investments," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 118, pages 199-220, October, DOI: https://doi.org/10.33203/mfy.114738.
• Christian Gourieroux & Joann Jasiak, 2022, "Long Run Predictions," Annals of Economics and Statistics, GENES, issue 145, pages 75-90, DOI: https://doi.org/10.2307/48655902.
• Hinaunye Eita & Mduduzi Biyase & Thomas Udimal & Talent Zwane, 2022, "Does military spending affect inequality in South Africa? A revisit," Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa, number edwrg-03-2022, revised 2022.
• Mduduzi Biyase & Hinaunye Eita & Thomas Udimal & Talent Zwane, 2022, "Military Spending and Inequality in South Africa: An ARDL Bounds Testing Approach to Cointegration," Economics Working Papers, College of Business and Economics, University of Johannesburg, South Africa, number edwrg-05-2022, revised 2022.
• Johannes Mauritzen and Genaro Sucarrat, 2022, "Increasing or Diversifying Risk? Tail Correlations, Transmission Flows and Prices across Wind Power Areas," The Energy Journal, International Association for Energy Economics, volume 0, issue Number 3.
• Pablo De la Vega & Jimena Calvo & Guido Zack, 2022, "Determinantes de la inflación en Argentina durante el período 2004-2022," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4555, Nov.
• Federico Favata & Martin Segovia, 2022, "Estimación del Valor a Riesgo del mercado accionario argentino mediante modelos GARCH," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4562, Nov.
• Puneet Vatsa & Sokchea Lim & Hem C. Basnet, 2022, "Analyzing Cycles in Remittances and Foreign Direct Investment: Evidence from the Philippines," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 12, issue 2, pages 10-17.
• Mehmet Altuntaş & Emre Kılıç & Şevket Pazarcı & Alican Umut, 2022, "Borsa İstanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier Kırılmalı ve Doğrusal Olmayan Birim Kök Testlerinden Kanıtlar," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 169-185, DOI: 10.30784/epfad.1041187.
• Bekir Tamer Gökalp, 2022, "Kripto Para Piyasasının Borsa İstanbul Endeksleri Üzerindeki Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 481-499, DOI: 10.30784/epfad.1081705.
• Yakup Arı, 2022, "TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 590-607, DOI: 10.30784/epfad.1138999.
• Mehmet Özcan, 2022, "Türkiye’de Enflasyon Yapışkanlığının Asimetrik Yöntemler ile İncelenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 106-122, DOI: 10.30784/epfad.1152989.
• Edwin Fourrier-Nicolai & Michel Lubrano, 2022, "Bayesian inference for non-anonymous Growth Incidence Curves using Bernstein polynomials: an application to academic wage dynamics," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2227, Dec.
• Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan, 2022, "Time-Varying Mixture Copula Models with Copula Selection," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2022008, Feb.