Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
2023
- Donato Ceci & Andrea Silvestrini, 2023, "Nowcasting the state of the Italian economy: The role of financial markets," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1569-1593, November, DOI: 10.1002/for.2958.
- Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023, "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1690-1707, November, DOI: 10.1002/for.2982.
- Mwasi Paza Mboya & Philipp Sibbertsen, 2023, "Optimal forecasts in the presence of discrete structural breaks under long memory," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1889-1908, November, DOI: 10.1002/for.2988.
- Christian Pierdzioch & Sebastian Rohloff & Roland Von Campe, 2023, "On the Predictive Value of the (Shadow) Real Interest Rate for the Realized Volatility of Gold-Price Returns," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-16, March, DOI: 10.1142/S2010495222410019.
- Carolyn Chisadza & Mduduzi Biyase, 2023, "Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 01, pages 1-27, March, DOI: 10.1142/S2010495222410020.
- Sisa Shiba & Juncal Cunado & Rangan Gupta & Samrat Goswami, 2023, "Infectious Diseases-Related Uncertainty and the Predictability of Foreign Exchange and Bitcoin Futures Realized Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-14, June, DOI: 10.1142/S2010495222300010.
- Alina Maydybura & Raheel Gohar & Asma Salman & Wing-Keung Wong & Bisharat Hussain Chang, 2023, "The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-24, June, DOI: 10.1142/S2010495222500312.
- Francisca Mendonça Souza & Claudia Aline de Souza Ramser & Adriano Mendonça Souza & Claudimar Pereira da Veiga, 2023, "Spillover Effects in the Presence of Structural Breaks, Persistence and Conditioned Heteroscedasticity," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 1-51, June, DOI: 10.1142/S2010495222500348.
- Ronald Ravinesh Kumar & Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Nikeel Kumar, 2023, "Non-Linear Effects Of Terrorism On Economic Growth In Pakistan: Accounting For Capital Per Worker And Structural Breaks," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 02, pages 629-650, DOI: 10.1142/S0217590819500140.
- Qu Feng & Shihao Zhou, 2023, "Electricity Market Liberalization And Efficiency: Evidence From Singapore," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 03, pages 651-669, June, DOI: 10.1142/S0217590822500667.
- Tie-Ying Liu & Chi-Wei Su & Meng Qin & Xiao-Yan Zhang, 2023, "What Came First, Transportation Or Urbanization?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1715-1730, September, DOI: 10.1142/S0217590819500693.
- Xianchun Liao & Jungho Baek, 2023, "Analyzing The Asymmetric Effects Of Crude Oil Price Changes On China’S Petroleum Product Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1751-1770, September, DOI: 10.1142/S021759081950070X.
- Xiao Ke & Cheng Hsiao, 2023, "Data Subject To Multiple Treatment Effects €” Disentangle The Impacts Of Global Pandemic And A Specific Disease Control Policy," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 05, pages 1507-1527, September, DOI: 10.1142/S0217590822500758.
- Jinguan Lin & Xuguo Ye & Yanyong Zhao & Hongxia Hao, 2023, "Noisy High Frequency Data-Based Estimation Of Volatility Function With Applications," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 68, issue 06, pages 2127-2150, December, DOI: 10.1142/S0217590820500721.
- Jin Seo Cho & Matthew Greenwood-Nimmo & Yongcheol Shin, 2023, "The Asymmetric Response of Dividends to Earnings News," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-210, Mar.
- Xin Jing & Jin Seo Cho, 2023, "Forecasting the Confirmed COVID-19 Cases Using Modal Regression," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2023rwp-217, Jun.
- Moscelli, G.; & Sayli, M.; & Blanden, J.; & Mello, M.; & Castro-Pires, H.; & Bojke, C.;, 2023, "Non-monetary interventions, workforce retention and hospital quality: evidence from the English NHS," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 23/13, Aug.
- Robert J. Sonora & Martina Gottwald-Belinić, 2023, "Does individual behavior converge to policy recommendations in times of pandemic? Evidence from COVID-19 in US states," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2304, Jun.
- Bartzsch, Nikolaus & Brandi, Marco & de Pastor, Raymond & Devigne, Lucas & Maddaloni, Gianluca & Posada Restrepo, Diana & Sene, Gabriele, 2023, "Forecasting banknote circulation during the COVID-19 pandemic using structural time series models," Discussion Papers, Deutsche Bundesbank, number 20/2023.
- Webel, Karsten & Smyk, Anna, 2023, "Towards seasonal adjustment of infra-monthly time series with JDemetra+," Discussion Papers, Deutsche Bundesbank, number 24/2023.
- Ifrim, Adrian, 2023, "Sentimental Discount Rate Shocks," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268363.
- Tatar, Balint, 2023, "Has the reaction function of the European Central Bank changed over time?," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 183.
- Röhl, Klaus-Heiner & Vogt, Gerit, 2023, "Unternehmensinsolvenzen auf dem Weg nach oben: Konjunkturelle und strukturelle Einflüsse treiben die Trendwende
[Corporate insolvencies on the increase: Economic and structural influences drive a trend reversal]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 50, issue 4, pages 79-95, DOI: 10.2373/1864-810X.23-04-05. - Perico Ortiz, Daniel, 2023, "Inflation news coverage, expectations and risk premium," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2023.
- Schmidt, Torsten & Müller, Henrik & Rieger, Jonas & Schmidt, Tobias & Jentsch, Carsten, 2023, "Inflation perception and the formation of inflation expectations," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1025, DOI: 10.4419/96973191.
- Cristina Peñasco & Laura Díaz Anadón, 2023, "Assessing the effectiveness of energy efficiency measures in the residential sector gas consumption through dynamic treatment effects: Evidence from England and Wales," Post-Print, HAL, number hal-03924855, Jan, DOI: 10.1016/j.eneco.2022.106435.
- Rabeh Khalfaoui & Salma Mefteh-Wali & Buhari Dogan & Sudeshna Ghosh, 2023, "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," Post-Print, HAL, number hal-03998228, Mar, DOI: 10.1016/j.irfa.2023.102496.
- Volker Seiler & Nico Stöckmann, 2023, "The Impact of the German Fuel Discount on Prices at the Petrol Pump," Post-Print, HAL, number hal-04103434, May, DOI: 10.1515/ger-2022-0108.
- Volker Seiler & Nico Stöckmann, 2023, "The impact of the German fuel discount on prices at the petrol pump," Post-Print, HAL, number hal-04149876, DOI: 10.1515/ger-2022-0108.
- Volker Seiler & Nico Stöckmann, 2023, "The impact of the German fuel discount on prices at the petrol pump," Post-Print, HAL, number hal-04149883.
- Cheddad Azzeddine & Mekidiche Mohammed, 2023, "Monetary Policy Rule and its Performance under Inflation Targeting in Algeria," Post-Print, HAL, number hal-04183408, Jun.
- Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04185645, DOI: 10.1515/snde-2022-0109.
- Abdelhadi Alimoussa & Hicham Assalih, 2023, "The répercussion of macroeconomic factors on the performance of the Moroccan stock market: Econometric Study using the VAR Model
[La répercussion des facteurs macroéconomiques sur la performance marché boursier marocain : étude économétrique par l," Post-Print, HAL, number hal-04192393, Aug, DOI: 10.5281/zenodo.8299557. - Jean-Claude Kouakou Brou & Jamal Bouoiyour, 2023, "South Africa's Public Debt: Long-term Dependence, Structural Breaks and Multifractality
[La dette publique de l'Afrique du Sud : dépendance à long terme, ruptures structurelles et multifractalité]," Post-Print, HAL, number hal-04327950, Dec, DOI: 10.11130/jei.2023.38.4.670. - Edwin Fourrier-Nicolaï & Michel Lubrano, 2023, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Post-Print, HAL, number hal-04356211, Jul, DOI: 10.1515/snde-2022-0109.
- T.-H. Le & Sabri Boubaker & M.T. Bui & D. Park, 2023, "On the Volatility of WTI Crude Oil Prices: A Time-Varying Approach with Stochastic Volatility," Post-Print, HAL, number hal-04433059, DOI: 10.1016/j.eneco.2022.106474.
- Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Post-Print, HAL, number hal-04435770.
- Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Post-Print, HAL, number hal-04435774.
- Fredj Jawadi & Abdoulkarim Idi Cheffou & Ruijun Bu, 2023, "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Post-Print, HAL, number hal-04478724, Nov, DOI: 10.1016/j.eneco.2023.107058.
- Fredj Jawadi & Abdoul Karim Idi Cheffou & Nabila Jawadi, 2023, "Reexamining the oil price & islamic finance relationship: a multicriteria time series analysis," Post-Print, HAL, number hal-04478732, Jul, DOI: 10.1007/s10479-023-05503-2.
- Andres Rivas & Rahul Verma & Antonio Rodriguez & Pedro Albuquerque, 2023, "The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico," Post-Print, HAL, number hal-04524989, Sep, DOI: 10.36923/ijsser.v5i3.224.
- Iuliana Matei, 2023, "Assessing the impact of pandemic measures on economic growth in a globalizing world: a non-linear panel analysis," Post-Print, HAL, number hal-05048423, Dec, DOI: 10.1080/00036846.2023.2296371.
- Christian Francq & Jean-Michel Zakoïan, 2023, "Testing Hypotheses on the Innovations Distribution in Semi-Parametric Conditional Volatility Models," Post-Print, HAL, number hal-05417201, Dec, DOI: 10.1093/jjfinec/nbac011.
- Andres Rivas & Rahul Verma & Antonio Rodriguez & Pedro H. Albuquerque, 2023, "The Increasing Impact of Spain on the Equity Markets of Brazil, Chile and Mexico," Working Papers, HAL, number hal-04111626, Apr.
- Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," Working Papers, HAL, number hal-04159838.
- Romain Biard & Marc Deschamps & Mostapha Diss & Alexis Roussel, 2023, "Modeling medical material shortage using Markov processes," Working Papers, HAL, number hal-04222226, Sep.
- 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, HAL, number hal-04330751.
- Otto, Philipp & Sibbertsen, Philipp, 2023, "Spatial autoregressive fractionally integrated moving average model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-712, Sep.
- Masoud Shirazi & Jurica Šimurina, 2023, "Modeling World Natural Gas And Crude Oil Trade Networks," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 74, issue 1, pages 132-157, DOI: 10.32910/ep.74.1.6.
- Virbickaite, Audrone & Nguyen, Hoang & Tran, Minh-Ngoc, 2023, "Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models," Working Papers, Örebro University, School of Business, number 2023:7, Apr.
- TAYANAGI, Toshikazu & 田柳, 俊和 & KUROZUMI, Eiji & 黒住, 英司, 2023, "Change-point estimators with the weighted objective function when estimating breaks one at a time," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2023-04, Nov.
- Watanabe, Toshiaki & Nakajima, Jouchi, 2023, "High-frequency realized stochastic volatility model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-127, Jan.
- NAKAJIMA, Jouchi & 中島, 上智, 2023, "Estimation of firms' inflation expectations using the survey DI," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-131, Jul.
- 中島, 上智 & ナカジマ, ジョウチ, 2023, "短観diを用いた企業のインフレ予想の推計," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 744, Jul.
- NAKAJIMA, Jouchi, 2023, "Estimation of firms' inflation expectations using the survey DI," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 749, Dec.
- NAKAJIMA, Jouchi, 2023, "Estimating trend inflation in a regime-switching Phillips curve," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 750, Dec.
- Tihana Škrinjarić, 2023, "Macroprudential stance assessment: problems of measurement, literature review and some comments for the case of Croatia," Working Papers, The Croatian National Bank, Croatia, number 72, Nov.
- Tihana Škrinjarić & Maja Sabol, 2023, "Easier said than done: Predicting downside risks to house prices in Croatia," Working Papers, The Croatian National Bank, Croatia, number 73, Nov.
- Daniel Buncic & Adrian Pagan & Tim Robinson, 2023, "Recovering stars in macroeconomics," Melbourne Institute Working Paper Series, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne, number wp2023n12, Sep.
- Imanou Akala & Laetitia Pozniak, 2023, "Do Smes Listed On The Alternative Investment Market Outperform Smes Listed On Euronext?," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 17, issue 1, pages 49-60.
- Reyes-Tagle, Gerardo & Muñoz-Ayala, Jorge E., 2023, "Debt and Economic Growth: Does Size Matter? Evidence from Dynamic Parametric and Static Non-parametric Approaches," IDB Publications (Working Papers), Inter-American Development Bank, number 12780, Apr, DOI: http://dx.doi.org/10.18235/0004818.
- Sushil Kumar Rai & Akhilesh Kumar Sharma, 2023, "Forecasting Exchange Rate Volatility in India Under Univariate and Multivariate Analysis," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 1, pages 175-190, March, DOI: https://doi.org/10.59091/1410-8046..
- Oguzhan Cepni & Ahmet Faruk Aysan, 2023, "Coin Specific Sentiments Matter for the Non-Fungible Tokens Spillovers: How and When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 4, pages 637-658, November, DOI: https://doi.org/10.59091/2460-9196..
- Fortin, Ines & Hlouskova, Jaroslava, 2023, "Regime-dependent nowcasting of the Austrian economy," IHS Working Paper Series, Institute for Advanced Studies, number 51, Dec.
- José Eduardo Medina Reyes & Agustín Ignacio Cabrera Llanos & Salvador Cruz Aké, 2023, "Fuzzy Gaussian GARCH and Fuzzy Gaussian EGARCH Models: Foreign Exchange Market Forecast," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 3, pages 1-22, Julio - S.
- Rafael Canales-Medina & Jaime Sempere, 2023, "Niveles de competencia y uso de tarjetas de crédito en México. Un enfoque de mercados de dos lados," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 18, issue 4, pages 1-26, Octubre -.
- Rounak Sil & Unninarayanan Kurup & Ashima Goyal & Apoorva Singh and Rajendra Paramanik, 2023, "Chorus in the cacophony: Dissent and policy communication of India's Monetary Policy Committee," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2023-03, Mar.
- João Alcobia, 2023, "The Promised Land Or A Mirage? The Puzzling Divergence Of The European Union'S Periphery," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0273, May.
- 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”?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0301, Nov.
- Ilhan KUCUKKAPLAN & Emre KILIC & Sevket PAZARCI & Asım KAR, 2023, "Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 10, issue 1, pages 1-18, January, DOI: 10.26650/JEPR1071070.
- Firuze Simay SEZGIN & Caner ÖZDURAK, 2023, "Are Crypto Assets Connected to Real World Shocks? The Nexus Between Terrorist Attacks, Bitcoin and NFTs," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 10, issue 1, pages 113-132, January, DOI: 10.26650/JEPR1127482.
- Christopher E.S. WARBURTON & Emerson A. JACKSON, 2023, "The Econometrics of Factor Loadings and Implications for Monetary Policy in a Small Open Economy (2005- 2020) – Sierra Leone," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 10, issue 1, pages 19-35, January, DOI: 10.26650/JEPR1082693.
- Caner Demir & Suleyman Emre Ozcan, 2023, "The Asymmetric Relationship Among Industrial Production, Capacity Utilization Rate, and Producer Prices in Türkiye: The Nonlinear ARDL Model Approach," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 10, issue 2, pages 525-543, July, DOI: 10.26650/JEPR1247326.
- Mustafa Cakir & Ahmet Ekrem Kaya, 2023, "Does Exchange Rate Pass-Through Change Over Time in Turkiye?," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 73, issue 73-1, pages 359-383, June, DOI: 10.26650/ISTJECON2022-1210198.
- Moscelli, Giuseppe & Sayli, Melisa & Blanden, Jo & Mello, Marco & Castro-Pires, Henrique & Bojke, Chris, 2023, "Non-monetary Interventions, Workforce Retention and Hospital Quality: Evidence from the English NHS," IZA Discussion Papers, IZA Network @ LISER, number 16379, Aug.
- Iván Barreda-Tarrazona & Agnès Festré & Stein Ostbye, 2023, "Social Capital: Experimental validation of survey measures," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2023/03.
- Dimitrios D. Thomakos & Marilou Ioakimidis & Konstantinos Eleftheriou, 2023, "Forecasting Tourism Demand for Medical Services," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 3, pages 315-320, July-Sept.
- Pedro Augusto Machado Neto & Carlos José Caetano Bacha, 2023, "What have been the Effects of Monetary and Exchange Rate Shocks on Brazilian Agriculture GDP? The Direct and Indirect Effects Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 2, pages 219-252, April–J.
- Kachour Maher & Bakouch Hassan S. & Mohammadi Zohreh, 2023, "A New INAR(1) Model for ℤ-Valued Time Series Using the Relative Binomial Thinning Operator," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 243, issue 2, pages 125-152, April, DOI: 10.1515/jbnst-2022-0059.
- Zongwu Cai & Gunawan, 2023, "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202310, Sep, revised Sep 2023.
- Khushboo Aggarwal & Mithilesh Kumar Jha, 2023, "Stock returns seasonality in emerging asian markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 109-130, March, DOI: 10.1007/s10690-022-09370-y.
- Nidhal Mgadmi & Azza Béjaoui & Wajdi Moussa, 2023, "Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 3, pages 457-473, September, DOI: 10.1007/s10690-022-09384-6.
- Tolga Omay & Perihan Iren, 2023, "Controlling Heterogeneous Structure of Smooth Breaks in Panel Unit Root and Cointegration Testing," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 1, pages 233-265, January, DOI: 10.1007/s10614-021-10205-7.
- Toan Luu Duc Huynh, 2023, "When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 2, pages 639-661, August, DOI: 10.1007/s10614-021-10230-6.
- Ahmed R. M. Alsayed, 2023, "Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 3, pages 1107-1123, October, DOI: 10.1007/s10614-022-10293-z.
- Adeel Saleem & Maqbool H. Sial & Ahmed Raza Cheema, 2023, "Does an asymmetric nexus exist between exports and economic growth in Pakistan? Recent evidence from a nonlinear ARDL approach," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 297-326, February, DOI: 10.1007/s10644-022-09426-z.
- Ibrahim Mohamed Ali Ali, 2023, "Income inequality, economic growth, and structural changes in Egypt: new insights from quantile cointegration approach," Economic Change and Restructuring, Springer, volume 56, issue 1, pages 379-407, February, DOI: 10.1007/s10644-022-09429-w.
- Vaishali S. Dhingra, 2023, "Financial development, economic growth, globalisation and environmental quality in BRICS economies: evidence from ARDL bounds test approach," Economic Change and Restructuring, Springer, volume 56, issue 3, pages 1651-1682, June, DOI: 10.1007/s10644-022-09481-6.
- Salah A. Nusair & Jamal A. Al-Khasawneh, 2023, "Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis," Economic Change and Restructuring, Springer, volume 56, issue 3, pages 1849-1893, June, DOI: 10.1007/s10644-023-09494-9.
- Bruno Ćorić & Rangan Gupta, 2023, "Economic disasters and inequality: a note," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3527-3543, October, DOI: 10.1007/s10644-023-09543-3.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 29, issue 1, pages 79-90, May, DOI: 10.1007/s11294-023-09868-9.
- Ying Fan & Abdullah Yavas, 2023, "Price Dynamics in Public and Private Commercial Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 67, issue 1, pages 150-190, July, DOI: 10.1007/s11146-020-09773-6.
- Alia Afzal & Philipp Sibbertsen, 2023, "Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates," Open Economies Review, Springer, volume 34, issue 4, pages 789-811, September, DOI: 10.1007/s11079-022-09686-2.
- Guglielmo Maria Caporale & Juan Infante & Marta Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), volume 42, issue 4, pages 1-11, August, DOI: 10.1007/s11113-023-09813-y.
- Sunil K. Mohanty & Stein Frydenberg & Petter Osmundsen & Sjur Westgaard & Christian Skjøld, 2023, "Risk factors in stock returns of U.S. oil and gas companies: evidence from quantile regression analysis," Review of Quantitative Finance and Accounting, Springer, volume 60, issue 2, pages 715-746, February, DOI: 10.1007/s11156-022-01107-2.
- Frank J. Fabozzi & Francesco A. Fabozzi & Diana Tunaru, 2023, "A comparison of multi-factor term structure models for interbank rates," Review of Quantitative Finance and Accounting, Springer, volume 61, issue 1, pages 323-356, July, DOI: 10.1007/s11156-023-01147-2.
- Farkas, Richárd & Baczur, Roland, 2023, "Először térben vagy panelban? A térbeli panelmodellek felépítési stratégiájának egy sarkalatos problémája
[What to test first: panel or spatial structure? An essential problem of building spatial panel models]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 828-846, DOI: 10.18414/KSZ.2023.7-8.828. - Helge Zille, 2023, "Brothers in Arms, Brothers in Trade? Measuring the Effect of Violent Conflicts on Trade with Third-Party Countries," DERG working paper series, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG), number 23-21, Mar.
- Sima Rani Dey & Monirul Islam, 2023, "Impact of Foreign Direct Investment on Energy Consumption: Empirical Evidence," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 21, issue 1 (Spring, pages 41-69, DOI: 10.26493/1854-6935.21.41-69.
- Andrew Phiri & Asanda Fotoyi, 2023, "How Much Is Too Much Debt for South Africa? A Threshold Nonlinear Autoregressive Distributive Lag (T-NARDL) Perspective," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 21, issue 2 (Summer, pages 93-120, DOI: 10.26493/1854-6935.21.93-120.
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