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

2026

• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Mattera Raffaele & Sanchez-Garcia Javier, 2026, "Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 2, pages 251-264, DOI: 10.1515/snde-2024-0128.
• Liu Ruipeng & Segnon Mawuli & Gupta Rangan & Bouri Elie, 2026, "Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 595-619, DOI: 10.1515/snde-2024-0108.
• Jörding August & Blazsek Szabolcs, 2026, "Systematic Risk in Publicly Listed Private Equity: An Empirical Study Using Score-Driven Beta Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 699-722, DOI: 10.1515/snde-2025-0085.
• Durmaz Nazif & Kim Hyeongwoo & Lee Hyejin & Sun Yanfei, 2026, "Trend Breaks and the Persistence of Closed-End Fund Discounts," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 749-772, DOI: 10.1515/snde-2024-0123.
• Abbara Omar & Zevallos Mauricio, 2026, "On the Estimation of Asymmetric Long Memory Stochastic Volatility Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 4, pages 847-867, DOI: 10.1515/snde-2024-0092.
• Ioan Bulz, 2026, "Corruption Perception, Investment and GDP Growth: A Comparative Econometric Analysis for Romania and EU-27," Manager Journal, Faculty of Business and Administration, University of Bucharest, volume 43, issue 1, pages 88-108, May.
• Bidoia, M. & Harvey, A. & Palumbo, D., 2026, "Dynamic Models for Climate Extremes," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2620, Mar.
• Hong, Y. & Lin, Z. & Linton, O. B. & Newey, W. K. & Sun, J., 2026, "Affine-Equivariant Adjusted-Range Self-Normalization," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2678, Sep.
• Emilio Ocampo, 2026, "Institutions and economic growth in 19th century Argentina: testing Alberdi’s thesis," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 924, Apr.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
• Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
• Guglielmo Maria Caporale & Mwangi Victor Njoroge & Luis Alberiko Gil-Alana, 2026, "Long Memory in Kenyan Commodity Prices," CESifo Working Paper Series, CESifo, number 12560.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12562.
• Guglielmo Maria Caporale & Samuel Chibuzor Umeh & Faith Ani James & Luis Alberiko Gil-Alana, 2026, "Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12566.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Ruka O. Jimoh, 2026, "Inflation Persistence in the SCO Countries: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12578.
• Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
• Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
• Rouven Beiner & Bernd Süssmuth, 2026, "Monotonic Polynomial GARCH Models for Conditional Higher Moments," CESifo Working Paper Series, CESifo, number 12734.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Guillermo Perez Tellechea, 2026, "Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan," CESifo Working Paper Series, CESifo, number 12781.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & León Bertram von Ondarza de Miquel, 2026, "Anchored to the Floor: Persistence and Liquidity Regimes in the €STR – DFR Spread," CESifo Working Paper Series, CESifo, number 12782.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Jesus Pantoja Cárdenas, 2026, "Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12806.
• Veni Arakelia & Guglielmo Maria Caporale & Mirto M. Gasparinatou & Menelaos Karanasos, 2026, "Machine Learning and Liquidity Dynamics in European Stock Markets," CESifo Working Paper Series, CESifo, number 12829.
• Luis Rodrigo Asturias & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Ramirez, 2026, "Persistence in Remittances: Evidence from Africa and Latin America," CESifo Working Paper Series, CESifo, number 12840.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Alex Medina Sosa, 2026, "AI Events, Persistence, and Volatility in US Utility and AI-Exposed Stocks: The AI-Power Channel," CESifo Working Paper Series, CESifo, number 13001.
• Albert Landsberger, 2026, "Niveau oder Veränderungen der Arbeitslosenquote: Worauf reagieren Politiker*innen?," ifo Dresden berichtet, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 33, issue 02, pages 24-28, April.
• Panayotis Michaelides & Arsenios-Georgios Prelorentzos & Olivier Scaillet & Nikolas Topaloglou & Kien Tran, 2026, "Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-02, Jan.
• Dalibor Stevanovic, 2026, "Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure," CIRANO Working Papers, CIRANO, number 2026s-06, Apr.
• Chudik, Alexander & Kilian, Lutz, 2026, "Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21162, Feb.
• Hauzenberger, Niko & Marcellino, Massimiliano & Pfarrhofer, Michael & Stelzer, Anna, 2026, "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 21214, Feb.
• Taylor, Mark, 2026, "Activation Costs, Fair Value, and Real Exchange Rate Adjustment," CEPR Discussion Papers, Centre for Economic Policy Research, number 21883, Aug.
• Favero, Carlo A. & Melone, Alessandro & Myers, Sean & Tamoni, Andrea, 2026, "Consumption Anchors Stock Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 21911, Sep.
• Daniel Velásquez-Gaviria & Jean-Michel Zakoïan, 2026, "Noncausal AR processes driven by causal GARCH volatility," Working Papers, Center for Research in Economics and Statistics, number 2026-02, Jan.
• Barrio Castro, Tomás del & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50302, Jun.
• Blazsek, Szabolcs & Dupree, Raven Amina & Escribano, Álvaro, 2026, "Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50313, Jun.
• Veiga, Helena & Marín, Juan Miguel, 2026, "Data Cloning in Latent-Variable Time-Series Models: Likelihood Theory and Estimability Diagnostics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50565, Jul.
• Guo, Honfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2026, "Testing Whether Volatility Model Gains Persist: A Prespecified Holdout in Tail Risk Forecasting," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50798, Sep.
• Yu, Deshui & Tang, Jiachen & Zhou, Mingtao, 2026, "Trade policy uncertainty and stock returns: A tale of two periods," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104789.
• Grobys, Klaus, 2026, "Log-periodicity: Fact or fiction?," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104848.
• Ferriani, Fabrizio & Pericoli, Marcello, 2026, "ESG risks and corporate viability: Insights from default probability term structure analysis," International Review of Financial Analysis, Elsevier, volume 112, issue C, DOI: 10.1016/j.irfa.2026.105097.
• Fiszeder, Piotr & Małecka, Marta, 2026, "Forecast performance of robust multivariate range-based GARCH models: Evidence from oil, gold, equity, and Bitcoin markets," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105260.
• Ziwen, Chen, 2026, "Ethereum risk states as a tail-risk switch for Art NFTs:Evidence from SuperRare," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110069.
• Li, Jupeng & Hou, Weijie & Zhang, Zongxin, 2026, "A coupled autoregressive extreme-value model for dynamic tail risk with risk spirals," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110187.
• Camarena, Jose A. & Winkelried, Diego, 2026, "The credit-to-GDP gap revisited: A link to instability measures," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110255.
• Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
• Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, María A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: Evidence from the Spanish housing market," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109564.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
• Zong, Jichuan & Xiong, Jingyu & Zhu, Xinxin, 2026, "Wealth effect versus portfolio rebalancing in driving cross-market contagion: A time–frequency quantile approach," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109813.
• Chen, Qitong & Chen, Xingyi & Chen, Zhenrui, 2026, "Avoiding weak-factor selection in sPCA-based factor-augmented regression: An all subset-averaging perspective," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109870.
• Gong, Xue & Yang, Ruotong & Xing, Lu, 2026, "Typhoon events and stock market volatility: A climate risk perspective," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109865.
• Zhang, Qunzi, 2026, "Commodity sentiment in predicting index futures returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101025.
• Booth, Geoffrey G. & Ellina, Polina & Theodossiou, Panayiotis, 2026, "Decoding underprediction and anchoring in BEA's GDP backcasts," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101509.
• Polat, Onur & Gupta, Rangan & Demirer, Riza & Bouri, Elie, 2026, "Implied skewness of the Treasury yield: A new predictor for stock market bubbles11We would like to thank the Editor and two anonymous referees for many helpful comments. Any remaining errors are solely ours," Global Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.gfj.2026.101313.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Luna Kanematsu, María Isabel & Monge, Manuel & Infante, Juan, 2026, "Employment sentiment behavior during European economic crises: Time trends and persistence analysis," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100670.
• Trabelsi, Jamel & Jebeniani, Jihène & Touré, Mamoudou, 2026, "Monetary credibility effects on inflation dynamics: A macrohistorical case study," International Economics, Elsevier, volume 187, issue C, DOI: 10.1016/j.inteco.2026.100713.
• Charles, Amélie & Darné, Olivier, 2026, "Forecasting volatility and risk management in natural gas markets," International Economics, Elsevier, volume 187, issue C, DOI: 10.1016/j.inteco.2026.100714.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Cho, Dooyeon & Rho, Seunghwa, 2026, "Can the tone of central bankers’ speeches help shape inflation expectations?: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102283.
• Lahiani, Amine & Mefteh-Wali, Salma & Mselmi, Nada, 2026, "Do defense stocks benefit from geopolitical Risk? asymmetries across time horizons and market states," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102354.
• Tong, Bin & Li, Rui & Xu, Yuanrong, 2026, "Asymptotically unbiased extreme Expected Shortfall and tail risk forecasting in international financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102352.
• Chang, Ya-Ting & Gau, Yin-Feng, 2026, "Quantile liquidity connectedness in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 111, issue C, DOI: 10.1016/j.intfin.2026.102358.
• Alsayed, Ahmed R.M. & Cameletti, Michela, 2026, "Air demand forecasting for passengers and freight in Italy: A comparison of two statistical models," Journal of Air Transport Management, Elsevier, volume 134, issue C, DOI: 10.1016/j.jairtraman.2026.102975.
• Yin, Ximing & Yu, Deshui & Chen, Li, 2026, "The time-varying pollution premium," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107693.
• Alexander, Carol & Cumming, Douglas, 2026, "Coordinated journals, concentrated networks and citation growth: Evidence from finance," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107718.
• Wang, Zerong & Zhang, Gongqiu, 2026, "Joint valuation of SPX and VIX options by GARCH models with bad and good environments," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107719.
• Brou, Arsène & Luger, Richard, 2026, "A new decomposition approach to modeling financial returns: Conditioning sign on magnitude," Journal of Banking & Finance, Elsevier, volume 189, issue C, DOI: 10.1016/j.jbankfin.2026.107716.
• Choi, Chi-Young & Chudik, Alexander & Smallwood, Aaron, 2026, "Time-varying persistence of house price growth: The role of expectations and credit supply," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107749.
• Cho, Dooyeon & Jung, Jaehun, 2026, "Mind the tone: Responses of inflation expectations to central bankers’ speeches," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103452.
• Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2026, "Yes! uncovered interest parity does hold in the long run," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103455.
• Petz, Nico & Zörner, Thomas O., 2026, "How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103495.
• Hur, Joonyoung & Kim, Soyoung & Lee, Yeil, 2026, "Time-varying effects of monetary policy shocks in five asian countries," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103501.
• Afonso, António & Alves, José & Coelho, José Carlos & Saadaoui, Jamel, 2026, "What are the causal links between fiscal and external sustainability in the EU? New time-varying evidence," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103610.
• Walker, E.E. & du Rand, G. & Hollander, H. & van lill, D., 2026, "Nonlinear real exchange rate adjustments: Insights from iPad price data," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103637.
• Gavronski, Pedro & De Genaro, Alan, 2026, "Jumps and jolts: A continuous-time model for electricity future contract pricing," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2025.100535.
• Karadimitropoulou, Aikaterini & Koulmas, Pavlos & Michaelides, Panayotis G. & Triantafyllou, Athanasios, 2026, "From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100543.
• Qiu, Feng & Zhang, Wenbei, 2026, "Rockets and feathers in the oil and gasoline markets: In-depth analysis of three asymmetries," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100557.
• Mati, Sagiru & Ismael, Goran Yousif & Alsakarneh, Raad Abdelhalim Ibrahim & Aliyu, Nazifi, 2026, "Ruble resilience or euro dominance? The impact of the Russo-Ukrainian war on the euro-ruble exchange rate," Journal of Policy Modeling, Elsevier, volume 48, issue 1, pages 60-72, DOI: 10.1016/j.jpolmod.2025.06.020.
• de Bondt, Gabe J. & Sun, Yiqiao, 2026, "Enhancing GDP nowcasts with ChatGPT: A novel application of PMI news releases," Journal of Policy Modeling, Elsevier, volume 48, issue 3, DOI: 10.1016/j.jpolmod.2026.107052.
• Akcan, Ahmet Tayfur & Kazak, Hasan & Soyyigit, Semanur & Kilic, Cuneyt, 2026, "Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis," Resources Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.resourpol.2026.105851.
• Sawant, Rajwardhan & Kang, Sang Baum, 2026, "Explaining and predicting conditional volatility in lithium markets: Climate policy uncertainty, supply chain stress, and hybrid modeling," Resources Policy, Elsevier, volume 117, issue C, DOI: 10.1016/j.resourpol.2026.105924.
• Farag, Markos, 2026, "Threshold effects in oil–metal volatility spillovers: Evidence from industrial and precious metals," Resources Policy, Elsevier, volume 119, issue C, DOI: 10.1016/j.resourpol.2026.105983.
• Diallo, Hamidou, 2026, "Mining commitments, macroeconomic regime shifts and commodity-cycle exposure: Evidence from Simandou in Guinea," Resources Policy, Elsevier, volume 120, issue C, DOI: 10.1016/j.resourpol.2026.106014.
• Bolivar, Osmar, 2026, "High-frequency inflation forecasting: A two-step machine learning methodology," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 1, DOI: 10.1016/j.latcb.2025.100172.
• Elizondo, Rocio & Carrillo, Julio, 2026, "Comparison of inflation expectations from surveys and markets across different horizons," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 2, DOI: 10.1016/j.latcb.2025.100179.
• Nie, Chun-Xiao, 2026, "The short-term impact of the April 2025 tariff shock on China’s stock market: Dynamic network evidence of correlation structure changes," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103341.
• Yu, Bo & Peng, Weijia & Yao, Chun & Lan, Wei, 2026, "Forecasting realized volatility of Shanghai oil futures with mix-frequency uncertainty factors," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103150.
• He, Junlin & Ng, Kok-Haur & Peiris, Shelton & Allen, David, 2026, "Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131097.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
• Bouri, Elie & Can, Ufuk & Cepni, Oguzhan & Gupta, Rangan, 2026, "Oil price shocks and stock market bubble-risk indicators," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102178.
• Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
• Besharati, Mohammad Mehdi & Soltani, Ali, 2026, "Can transport-related pricing policies save lives? A road safety perspective," Research in Transportation Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.retrec.2026.101763.
• Cho, Dooyeon & Sun, Joo Yeon, 2026, "Asymmetric responses of air travel demand to geopolitical risk: Evidence from Korea," Research in Transportation Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.retrec.2026.101788.
• Sultana, Nargis, 2026, "Volatility regimes and structural shifts in geopolitical risk: Evidence from GARCH and breakpoint analysis," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104803.
• Caraiani, Petre & Polat, Onur & Gupta, Rangan & Bouri, Elie, 2026, "Physical and transition climate risks and financial risk predictability in the US banking sector," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105099.
• Chen, Ying & Peng, Liang & Sheng, Jiliang, 2026, "Predictability of climate policy uncertainty index," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105293.
• Luo, Jiawen & Fu, Shengjie & Cepni, Oguzhan & Gupta, Rangan, 2026, "Climate risks and forecastability of US inflation: Evidence from dynamic quantile model averaging," International Review of Economics & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.iref.2026.105576.
• Emmanouilidis, Kyriakos & Golitsis, Petros & Bellos, Sotirios, 2026, "Time-varying shock transmission to industrial production in the EU27: The role of geopolitical risk, energy prices, supply chain pressures, and business confidence," International Review of Economics & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.iref.2026.105675.
• Mei, Dexiang & Li, Xiaotao, 2026, "Forecasting of Chinese stock price using a hybrid neural network model," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103232.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "The dynamic relationship among private and public markets and its most important features," Research in International Business and Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.ribaf.2026.103490.
• Liu, Junjie & Song, Shijie, 2026, "Real-time dynamic higher-order moments of cryptocurrencies for volatility forecasting and risk measurement: New evidence from the SHARV–SK model," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103521.
• Zhang, Ruohan, 2026, "Impact of category-specific equity market volatility on green and brown energy stocks," Research in International Business and Finance, Elsevier, volume 90, issue C, DOI: 10.1016/j.ribaf.2026.103526.
• Carrillo-Maldonado, Paul & Cruz, Zoe, 2026, "Macroeconomic consequences of minimum wage in a developing country," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 137-148, DOI: 10.1016/j.strueco.2026.01.004.
• Alessandro Saccal, 2026, "RBC SVAR for Uzbekistan," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 69, issue 1, pages 56-80.
• Alessandro Saccal, 2026, "Macro-econometrics in Uzbekistan: two RBC SVARs," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 69, issue 2, pages 10-31.
• Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-13, Feb.
• Ufuk Can, 2026, "Fiscal Policy, Asset Prices, and Economic Sentiment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-27, Apr.
• Ufuk Can, 2026, "When Policy Uncertainty Crosses Borders: Evidence from U.S. Export Dynamics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-36, May.
• Denise R. Osborn & Jing Tian & Jan P.A.M. Jacobs, 2026, "Seasonality in Univariate Unobserved Component Models," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-57, Jul.
• Rishabh Choudhary & Chetan Dave & Chetan Ghate, 2026, "Forecasting Indian Core Inflation: Simple Made Simpler," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-83, Sep.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, Maria A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137308, Mar.
• Esteve, Vicente & Blanco-Arroyo, Omar & Prats, Maria A., 2026, "Testing for co-explosive behavior between mortgages loans and house prices in the Spanish economy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137513, Mar.
• Carlos Gilbert Conte Filho, 2026, "Investment, income distribution, and growth regimes in Brazil: A post-Keynesian empirical analysis," Brazilian Journal of Political Economy, FGV EAESP, volume 46, issue 3, pages 263836-2638, August.
• Martínez Hernández, Francisco A. & Herrera Aguilar, Saúl, 2026, "Los determinantes de las ganancias en México y los Estados Unidos: una revaloración teórica y empírica de la ecuación de las ganancias de Kalecki (1935)," El Trimestre Económico, Fondo de Cultura Económica, volume 93, issue 369, pages 71-109, January-M, DOI: https://doi.org/10.20430/ete.v93i36.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
• Slawomir Bukowski & Joanna Bukowska & Jacek Woloszyn & Agnieszka Molga, 2026, "Forecasting the EUR/PLN Exchange RateUsing Classical and Artificial Intelligence Methods:An Empirical Comparison of ARIMA, XGBoost, LSTMand Hybrid Models on NBP Data 2015-2026," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 295-317.
• Mohamed Chikhi & Claude Diebolt & Tapas Mishra & Abdullah Alhussaini, 2026, "Forecasting Bitcoin Price Movements: Evidence on Memory, Path Dependence and Persistence," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 76, issue 1, pages 54-86, June.
• Alexander Chudik & Lutz Kilian, 2026, "Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks," Working Papers, Federal Reserve Bank of Dallas, number 2603, Feb, DOI: 10.24149/wp2603.
• Hyung Joo Kim & Dong Hwan Oh, 2026, "Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-049, Jul, DOI: 10.17016/FEDS.2026.049.
• Thomas R. Cook & Mariia Dzholos & Johannes Matschke, 2026, "Introducing Trimmed Imports and Exports," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 26-08, Aug, DOI: 10.18651/RWP2026-08.
• Nathan Schor & Minchul Shin, 2026, "ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics," Working Papers, Federal Reserve Bank of Philadelphia, number 26-38, Aug, DOI: 10.21799/frbp.wp.2026.38.
• YeÅŸim KUBAR & Seyit Taha KETENCÄ° & Yasemin ÇİÇEK, 2026, "Is Gibson Paradox Valid for Türkiye? Nonlinear Time Series Application," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1628632.
• Fatma MUMCU KÜÇÜKÇAYLI, 2026, "The Impact of US-China Tensions on Borsa Istanbul Sector Indices: The Fourier Toda–Yamamoto Causality Approach," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1766854.
• Taner TAÅž & Sezen DURAMAZ & Kubilay ÇaÄŸrı YILMAZ, 2026, "An Analysis of Non-Performing Loan Dynamics in the Turkish Banking Sector Using the ARDL Method: A Comparative Assessment of Public, Private, and Foreign Capital Banks," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1789546.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2026, "How Russia legalizes crypto market; Approaches to data regulation in the US and the EU: should it be stricter or weaker," Digital monitoring, Gaidar Institute for Economic Policy, issue 4, pages 1-6, April.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2026, "Cybersecurity has become a barrier to trade, How AI transforms labor market, Recommendations for managing risks of agent AI, Is it possible to recover abandoned bitcoins through courts," Digital monitoring, Gaidar Institute for Economic Policy, issue 5, pages 1-10, May.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2026, "How Russia legalizes crypto market; Approaches to data regulation in the US and the EU: should it be stricter or weaker," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-7, April.
• Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2026, "Cybersecurity has become a barrier to trade, How AI transforms labor market, Recommendations for managing risks of agent AI, Is it possible to recover abandoned bitcoins through courts," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 5, pages 1-10, May.
• Elmir Mukhtarov & Ali Hajili & Aygun Garayeva & Vugar Ahmadov, 2026, "Overnight Interbank Rate Volatility Across Liquidity States: Key Drivers and Policy Implications," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2026, Mar.
• Abdukakhkhor Abdurakhmonov, 2026, "Macroeconomic Forecasting Using Machine Learning Methods: An Application to Uzbekistan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 19-2026, Aug.
• Jose Morales-Arilla & Rodrigo Sanchez Gavito Portilla & Hermilo Cortés & Ana Gabriela Ibarra, 2026, "Monitoreo económico de alta resolución en El Salvador: Estimación oportuna del crecimiento del PIB y su desagregación espacial," Working Paper Series of the School of Government and Public Transformation, School of Government and Public Transformation, number 35, Jul.
• Dobrislav Dobrev & Pawel J. Szerszen, 2026, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in State-Space Models," Working Papers, The George Washington University, The Center for Economic Research, number 2026-004, Mar.
• Tim Bollerslev & Jia Li & Qiyuan Li & Yifan Li, 2026, "Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-023..
• Andriana Tugulea & Viorica Chirila, 2026, "Determinants of the Exchange Rate in Romania: An Empirical Evaluation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 727-735, February.
• Didit B. Nugroho & Bambang Susanto & Faldy Tita & Takayuki Morimoto, 2026, "Real-time return extensions of realized GARCH models for improved risk management in asset markets," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-19, June, DOI: 10.1057/s41260-026-00452-4.
• Tran Thi Mai Hoa & Le Thanh Ha, 2026, "Dynamic connectedness between equity market volatility and green assets dynamic: fresh findings from deep learning TVP-VAR," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-15, June, DOI: 10.1057/s41260-026-00455-1.
• Jan Hannes Lang & Marek Rusnák & Moritz Greiwe, 2026, "Medium-Term Growth-at-Risk in the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 74, issue 2, pages 382-424, June, DOI: 10.1057/s41308-024-00272-9.
• Diego Pitta de Jesus & Cássio da Nóbrega Besarria, 2026, "Central Bank Narratives and Macroeconomic Forecasting: Using Textual Analysis from Machine Learning," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 74, issue 2, pages 461-516, June, DOI: 10.1057/s41308-025-00278-x.
• Shujie Li & Yuanhua Feng, 2026, "Dual-trend and dual long-memory time series modelling," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 174, Mar.
• Oliver Kojo Ayensu & Yuanhua Feng & Dominik Schulz, 2026, "Well-known and recent long-memory GARCH models and their semiparametric extensions," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 175, Jun.
• boughabi, houssam, 2026, "Distributive Conflict, Investment, and Persistent Unemployment: Evidence from a Kaleckian Long-Memory Model — The Case of Germany (1990–2024," MPRA Paper, University Library of Munich, Germany, number 127571, Jan.
• Anienwe, Prince & Bhattarai, Keshab, 2026, "Carbon taxes and Macroeconomic dynamics in Norway," MPRA Paper, University Library of Munich, Germany, number 127742, Jan, revised 12 Jan 2026.
• boughabi, houssam, 2026, "Distributive Conflict and Wage Formation in Germany: A Kaleckian Perspective on Nominal Wages and Demand (1990–2024)," MPRA Paper, University Library of Munich, Germany, number 127752, Jan.
• Dezhbakhsh, Hashem & Levy, Daniel, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," MPRA Paper, University Library of Munich, Germany, number 128031, Feb.
• boughabi, houssam, 2026, "Income Growth In Morocco: An Analysis of Income Growth Following an ARFIMA Model," MPRA Paper, University Library of Munich, Germany, number 128041, Feb.
• Tonetto, Jorge Luis & Fochezatto, Adelar & Pique, Josep Miquel & Rapetti, Carina, 2026, "Behavioral engagement and fiscal incentive design: time series evidence from southern Brazil," MPRA Paper, University Library of Munich, Germany, number 128174, Feb.
• Aknouche, Abdelhakim & Francq, Christian & Goto, Yuichi, 2026, "Mixed difference integer-valued GARCH model for Z-valued time series," MPRA Paper, University Library of Munich, Germany, number 128358, Mar.
• Kinel, Michal, 2026, "Robust Real-Time Macroeconomic Trend Extraction: A Gradient Boosting Approach," MPRA Paper, University Library of Munich, Germany, number 128473, Mar.
• Asuamah Yeboah, Samuel, 2026, "Does Fertiliser Use Respond to Policy and Price Shocks? Evidence from a Persistence Framework," MPRA Paper, University Library of Munich, Germany, number 128697, Mar, revised 07 Apr 2026.
• Khan, Nicholas, 2026, "The Hidden Clock: A Physical Pacemaker for Juglar, Kuznets, and Kondratiev Cycles," MPRA Paper, University Library of Munich, Germany, number 128714, Mar.
• Chebbi, Ali, 2026, "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition," MPRA Paper, University Library of Munich, Germany, number 128903, Apr.
• MUDERHWA, Victoire & Henry, Ngongo, 2026, "Efficacite de la gouvernance et durabilite des pays rentiers : une aplication du modele star pour la RD Congo," MPRA Paper, University Library of Munich, Germany, number 128953, Apr, revised 29 Apr 2026.
• Singh, Rudra Pratap, 2026, "The Pretence of Amnesia: Autocorrelation, Systemic Memory, and the Limits of Temporal Isolation," MPRA Paper, University Library of Munich, Germany, number 129200, May.
• Prengle, Scott H., 2026, "Regimes, Not Forecasts: Reassessing Dynamic Nelson-Siegel Term Structure Forecasting, and a Proposed Descriptive Alternative," MPRA Paper, University Library of Munich, Germany, number 130391, Aug.
• Frank, Luis, 2026, "Selección combinada de modelos ARIMA para el desestacionalizado de las ramas de actividad del EMAE
  [Combined ARIMA Model Selection for the Seasonal Adjustment of EMAE Activity Branches]," MPRA Paper, University Library of Munich, Germany, number 131073, Aug.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
• Ufuk Can & Oguzhan Cepni & Rangan Gupta & Onur Polat, 2026, "From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202608, Mar.
• Onur Polat & Rangan Gupta & Dhanashree Somani & Sayar Karmakar, 2026, "Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202611, Apr.
• Yuvana Jaichand & Onur Polat & Renee van Eyden & Rangan Gupta, 2026, "US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks," Working Papers, University of Pretoria, Department of Economics, number 202614, May.
• Talita Greyling & Rangan Gupta & Christian Pierdzioch, 2026, "Supply Bottlenecks and Sentiment in Europe: Some Evidence using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202616, May.
• Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.
• Talita Greyling & Rangan Gupta & Onur Polat & Stephanie Rossouw, 2026, "Sports and Happiness in South Africa: Evidence from a Quantile Regression Approach," Working Papers, University of Pretoria, Department of Economics, number 202619, Jul.
• Khder Alakkari & Bushra Ali & Rangan Gupta, 2026, "Energy Transportation Uncertainty and Global Economic Activity: State-Dependent Evidence from Multivariate Quantile-on-Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202622, Aug.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Elie Bouri, 2026, "Time-Variation in the Persistence of Tourism Uncertainty: The Role of Decomposed Oil Shocks," Working Papers, University of Pretoria, Department of Economics, number 202623, Sep.
• Onur Polat & Yuxiang Ye & Rangan Gupta, 2026, "Oil versus Non-Oil Geopolitical Risk and US Industry Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202626, Sep.
• Khder Alakkari & Bushra Ali & Mariem Brahim & Rangan Gupta, 2026, "Deregulation and the Predictability of U.S. Stock Market Bubbles: State-Dependent Evidence from Multivariate Quantile-on-Quantile Approach," Working Papers, University of Pretoria, Department of Economics, number 202627, Sep.
• Onur Polat & Rangan Gupta, 2026, "Is Green GDP Just GDP in Disguise? A Note on the Persistence of Environmentally-Adjusted National Income," Working Papers, University of Pretoria, Department of Economics, number 202628, Sep.
• Zekai Şenol & Bahri Fatih Tekin, 2026, "The Connectedness between Bitcoin, Stock Market, Gold, Oil, Bond and Exchange Rate: Evidence from Quantile VAR Approach and Portfolio Strategies," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 1, pages 29-60, DOI: 10.18267/j.cebr.405.
• Tomiwa Sunday Adebayo & Oktay Özkan & Babatunde Sunday Eweade, 2026, "Effects of Green Quality of Energy Mix and Financial Development on Load Capacity Factor in China: A Novel Rolling Window Kernel-based Regularized Least Square Approach," Politická ekonomie, Prague University of Economics and Business, volume 2026, issue 1, pages 92-117, DOI: 10.18267/j.polek.1483.
• Winkelried, Diego & Jason Cruz & Javier Torres, 2026, "Nowcasting GDP using data revisions in an emerging economy," Working Papers, Banco Central de Reserva del Perú, number 2026-003, Apr.
• Metin Tetik & Görkem Kara, 2026, "When does inflation lead or follow interest rates? Regime dependent evidence from Turkey," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 83, pages 73-91.
• Nermin Yaşar Başkaraağaç, 2026, "Inflation Dynamics in Post-Soviet Economies: Evidence from Linear and Nonlinear Time-Series Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 2, pages 169-183, April, DOI: 10.20409/berj.2026.493.
• Yenilmez Meltem Ince & Kantar Gökmen, 2026, "Is It Virtual or Real? An Empirical Study on the US-China Tension Index," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 41, issue 1, pages 1-16, March, DOI: 10.11130/jei.2025012.
• Mostafa Shokri & Kobra Farhadi, 2026, "Examining the Impact of Economic Sanctions and Exchange Rate Fluctuations on Iran’s Imports," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 13, issue 1, pages 89-110, DOI: 10.22034/ecoj.2025.66577.3417.
• Farhad Vafaee Sedehi & Mehrzad Ebrahimi & Hashem Zare, 2026, "Modeling the Asymmetric Effects of Government Size on Iran’s Economic Growth: A Threshold Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 13, issue 1, pages 201-230, DOI: 10.22034/ecoj.2025.69348.3459.
• Hesamoddin Kordtabar Firouzjaei & Saeed Shavvalpour & Reza Mohseni, 2026, "Inflation Dynamics in Iran and Its Asymmetric Response to Policy Shocks: A NARDL Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 13, issue 2, pages 105-140, DOI: 10.22034/ecoj.2025.68892.3452.
• Giorgi Nikolaishvili & Noah D. Gade, 2026, "Scanning for Significance: False Discovery Control for Impulse Responses," Working Papers, Wake Forest University, Economics Department, number 134, Apr.
• Giorgi Nikolaishvili, 2026, "Doubly Robust Nonparametric Local Projections," Working Papers, Wake Forest University, Economics Department, number 135, May.
• Abdul Hadi Sultani & U. Faisal, 2026, "The Extent, Excessiveness and Sustainability of Afghanistan’s Current Account," Foreign Trade Review, , volume 61, issue 2, pages 210-233, May, DOI: 10.1177/00157325241239724.
• Karnikaa Bhattacharyya & Kaveri Deb, 2026, "Comparative Analysis of the Portfolio-balance Models of Exchange Rate Determination," Foreign Trade Review, , volume 61, issue 3, pages 292-316, August, DOI: 10.1177/00157325241266035.
• Mehmet Çınar & Most Sabrina Sultana Lima, 2026, "Do Dhaka Stock Returns Follow Random Walk?," South Asian Journal of Macroeconomics and Public Finance, , volume 15, issue 1, pages 71-94, June, DOI: 10.1177/22779787251394915.
• Maciej Ryczkowski, 2026, "Evaluating the Methods of Estimating Total Hours Actually Worked: Insights from Labor Market Statistics," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 22-49.
• Vitor Gentini & Marcio Issao Nakane, 2026, "NEWS IV: A model with news and implied volatility for enhanced volatility prediction," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_25, Aug.
• Luiz Eduardo Rocha & Wilfredo Leiva Maldonado, 2026, "Testing and Modeling Speculative Oil Price Bubbles: US and Global Markets," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_08, Mar.
• Sagar Dahal & Fabio Mattos, 2026, "Exploring the presence of nonlinear deterministic dynamics in commodity prices," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), volume 14, issue 1, pages 1-29, December, DOI: 10.1186/s40100-026-00497-4.
• Toshiyuki Yamawake & Joseph Sheely & Roberto Serrano & Jiro Hodoshima, 2026, "Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness," Annals of Operations Research, Springer, volume 357, issue 1, pages 347-372, February, DOI: 10.1007/s10479-024-06333-6.
• Xiaoqing Luo, 2026, "When simplicity fails: forecasting Mainland Chinese tourist arrivals in Macao during structural breaks with a hybrid economic-search model," Asia-Pacific Journal of Regional Science, Springer, volume 10, issue 1, pages 1-31, March, DOI: 10.1007/s41685-026-00419-8.
• A. Ford Ramsey & Tadashi Sonoda, 2026, "Railways and grain price convergence in Meiji Japan," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 115-151, January, DOI: 10.1007/s11698-025-00308-8.
• Nizigiyimana, Emmanuel & Buregeya, Etienne, 2026, "Chronic Fiscal Deficits and Chronic Inflation in the Burundian Economy: An Empirical Test of the Validity of the Olivera–Tanzi and Patinkin Effects Using ARDL Models," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 2, DOI: 10.59413/ajocs/v7.i2.5.
• Kiendi, Daniel Kyalo & Chesang, Laban & Waweru, Jimnah & Kithandi, Charles Katua, 2026, "Effect of Public Debt on Inflation in Kenya: An ARDL Approach," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 3, DOI: 10.59413/ajocs/v7.i3.45.
• Mbobo, Enobong & Effiong, Ubong, 2026, "Monetary Policy, Central Bank Independence and Inflation Control in Nigeria," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 4, DOI: 10.59413/ajocs/v7.i4.8.
• Mbobo, Enobong & Effiong, Ubong, 2026, "Monetary Policy, Central Bank Independence and Inflation Control in Nigeria," African Journal of Commercial Studies, African Journal of Commercial Studies, volume 7, issue 4, DOI: 10.59413/ajocs/v7.i4.8.
• Gathiga, Derrick & Kithandi, Charles Katua, 2026, "Domestic Debt, External Debt, and Inflation in Kenya: An ARDL-ECM Approach," African Multidisciplinary Scholarship Journal, African Multidisciplinary Scholarship Journal, volume 1, issue 1, DOI: 10.59413/amsj/v1.i1.5.
• Lawal, Wasiu Omotayo & Abubakar, Zainab, 2026, "Disaggregated Agricultural Output and Macroeconomic Dynamics: Evidence from a Linear Framework," East African Finance Journal, East African Finance Journal, volume 5, issue 1, DOI: 10.59413/eafj/v5.i1.12.