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

2025

• Yash Chawla & Katarzyna Chojnacka & Michal Paca & Anna Pudelko & Rafal Weron & Przemyslaw Zaleski, 2025, "Cost-benefit analysis of a municipal waste management project: Using a survey of professional forecasters to provide reliable projections until 2035," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/01.
• Arkadiusz Lipiecki & Rafal Weron, 2025, "PostForecasts.jl: A Julia package for probabilistic forecasting by postprocessing point predictions," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/02.
• Jieyu Chen & Sebastian Lerch & Melanie Schienle & Tomasz Serafin & Rafal Weron, 2025, "Probabilistic intraday electricity price forecasting using generative machine learning," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/05.
• Arkadiusz Lipiecki & Kaja Bilinska & Nikolaos Kourentzes & Rafal Weron, 2025, "Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF)," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/25/06.
• Evrim TURGUTLU & Pınar NARİN EMİRHAN, 2025, "Dynamics of Causality between Real Estate and Stock Prices: Evidence from Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 127-139, DOI: https://doi.org/10.30784/epfad.1599.
• Gökhan SÜMER, 2025, "Time-varying Granger Causality between Industrial Production and Non-Performing Loans in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 1, pages 184-201, DOI: https://doi.org/10.30784/epfad.1615.
• Yüksel İltaş & Fatih Güzel, 2025, "The Nexus between CDS Premiums and Exchange Rates: Evidence from BRICS Countries and Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 796-811, DOI: https://doi.org/10.30784/epfad.1583.
• Ulaş Ünlü & Vildan Bayram, 2025, "Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 812-831, DOI: https://doi.org/10.30784/epfad.1588.
• Savaş Gayaker, 2025, "Türkiye'de Ekonomik Şoklar ve Krizler Bağlamında Enflasyon Öngörüsü: XGBOOST ve ARMA Yöntemlerinin Karşılaştırması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 877-895, DOI: https://doi.org/10.30784/epfad.1560.
• Elias A. Udeaja & Mariam Yusuf & Peter F. Offum, 2025, "Estimating Tax Buoyancy for Nigeria in the light of Emerging Tax Reforms," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 1, pages 25-38, DOI: https://doi.org/10.15826/jtr.2025.1.
• Bantyergu Engida Bati, 2025, "Determinants of Tax Revenue in East African Countries: Evidence from Sudan & Rwanda," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 1, pages 39-56, DOI: https://doi.org/10.15826/jtr.2025.1.
• Fernando Pinto & Alfredo Cabezas-Ares & Miguel Ángel Alonso-Neira, 2025, "Tax Base Dynamics and Revenue Trends in Spain: A Comparative Analysis of Major Taxes (1995–2023)," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 3, pages 692-712, DOI: https://doi.org/10.15826/jtr.2025.1.
• Irene Wanjiku Karuga & Moses Mutharime Mwito & Paul Joshua Mugambi, 2025, "Implications of Tax Reforms on Tax Potential in Kenya: An Econometric Analysis," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 11, issue 3, pages 713-730, DOI: https://doi.org/10.15826/jtr.2025.1.
• Hafner, Christian & Harvey, Andrew & Wang, Linqi, 2025, "Modeling prices from speculative markets: bursting bubbles or deflating balloons?," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025008, Apr.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2025-01, Jan.
• Alexey Litvinenko & Anna Litvinenko & Samuli Saarinen, 2025, "Enhancing Credit Risk Forecasting Using Time-Series Models and R Programming: A Comparative Analysis," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 24, issue 4, pages 651-672, December.
• Edoardo Baldoni & Roberto Esposti, 2025, "The impact of environmental policies on adopters under general interference. The case of EU support to organic farming," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 497, Jul.
• Lucas Ordóñez, 2025, "The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022)," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 351, Jan.
• Julian Acalin & Leonardo Martinez & Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 378, Nov.
• Heba Helmy, 2025, "Probing the exchange rate's asymmetric reaction to oil price changes in the new BRICS Plus group," Russian Journal of Economics, ARPHA Platform, volume 11, issue 2, pages 123-143, June, DOI: 10.32609/j.ruje.11.146303.
• Ayyüce MemiÅŸ KarataÅŸ, 2025, "Asymmetric Effects of Shariah ESG Indices on Islamic Volatility: A QARDL Approach," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 3, issue 1, pages 53-65, June, DOI: 10.62433/josdi.v3i1.49.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Papers, arXiv.org, number 2501.16069, Jan, revised Jan 2025.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," Papers, arXiv.org, number 2503.17144, Mar, revised May 2025.
• Demian Pouzo & Martin Sola & Zacharias Psaradakis, 2025, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Papers, arXiv.org, number 2504.21669, Apr.
• Arkadiusz Lipiecki & Kaja Bilinska & Nicolaos Kourentzes & Rafal Weron, 2025, "Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)," Papers, arXiv.org, number 2508.11372, Aug.
• Gabriel Montes-Rojas & Fernando Toledo & Nicol'as Bertholet & Kevin Corfield, 2025, "Implicit quantile preferences of the Fed and the Taylor rule," Papers, arXiv.org, number 2510.24362, Oct.
• Ansarinasab, moslem & bidmal, najmeh, 2025, "Life cycle effects on consumption share of income regimes: a Markov switching approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 30, issue 1, pages 129-157, May.
• Torabi, Hamideh & Parsaiyan, Mohammad & Alipour, MohammadSadegh, 2025, "Estimation of leisure cost function of Iranianurban household (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 30, issue 1, pages 159-173, May.
• Omar Abdelrahman & David Chen & Cameron MacDonald & Adi Mordel & Guillaume Ouellet Leblanc, 2025, "Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool," Technical Reports, Bank of Canada, number 128, DOI: 10.34989/tr-128.
• Bruno Feunou & Gitanjali Kumar, 2025, "Estimating the inflation risk premium," Staff Analytical Notes, Bank of Canada, number 2025-9, Mar, DOI: 10.34989/san-2025-9.
• Lucas Ordoñez, 2025, "The Transmission of Supply Shocks to Inflation: The Case of Argentina 2004-2022," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 85, pages 51-91, May.
• Erol KOYCU & Ilhan EGE, 2025, "Determination of Economic and Financial Factors Affecting Investment Instruments: An Application on Borsa Ä°stanbul," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 19, issue 1, pages 22-45.
• Luis Fernández Lafuerza & Irene Roibás & Raquel Vegas Sánchez, 2025, "Indicadores de desequilibrios de precios del mercado inmobiliario comercial," Occasional Papers, Banco de España, number 2507, Apr, DOI: https://doi.org/10.53479/39625.
• Valentina Aprigliano & Francesco Corsello, 2025, "Underlying Composite Inflation (UCI): a novel indicator to track inflation developments," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 928, Apr.
• Sara Cecchetti & Valter Di Giacinto & Francesco Montaruli & Alessandro Montino, 2025, "The effects of monetary policy on gross domestic product, investment and inflation: an analysis of Italian regional heterogeneity," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 961, Sep.
• Valter Di Giacinto & Vincenzo Mariani & Daniele Ruggeri & Giuseppe Saporito & Andrea Sechi & Giovanni Soggia & Andrea Venturini & Antonio Veronico, 2025, "Timely quarterly indicators of household consumption and disposable income for the Italian regions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 970, Oct.
• Alessandro Pietropaoli, 2025, "Income distribution and growth in France: a long-run time-frequency analysis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1483, Mar.
• Armando R. Colina & Bulat Gafarov & Jens Hilscher, 2025, "California Gasoline Demand Elasticity Estimated Using Refinery Outages," Working Papers, Banco de México, number 2025-04, Apr.
• Rocío Elizondo & Julio A. Carrillo, 2025, "Comparison of Inflation Expectations from Surveys and Markets Across Different Horizons," Working Papers, Banco de México, number 2025-07, May.
• Luis Fernando Melo-Velandia & José Vicente Romero & Diego Niño-Garavito, 2025, "Analyzing Exchange Rate Dynamics within the Global Financial Cycle: A DCC-Copula approach," Borradores de Economia, Banco de la Republica de Colombia, number 1320, Jul, DOI: 10.32468/be.1320.
• Anastasia Matevosova, 2025, "Modelling Trust in the Central Bank Using Sentiment Analysis," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 1, pages 3-25, March.
• Danila Ovechkin, 2025, "Decomposition of the consumer price index into cyclical and acyclical components," Bank of Russia Working Paper Series, Bank of Russia, number wps149, Apr.
• F. Blasques & S. J. Koopman & G. Mingoli & S. Telg, 2025, "A Novel Test for the Presence of Local Explosive Dynamics," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 5, pages 966-980, September, DOI: 10.1111/jtsa.70001.
• Katsuto Tanaka & Weilin Xiao & Jun Yu, 2025, "Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 5, pages 997-1023, September, DOI: 10.1111/jtsa.12777.
• Artur Silva Lopes, 2025, "Assessing Income Convergence with a Long‐run Forecasting Approach: Some New Results," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 71, issue 1, February, DOI: 10.1111/roiw.12702.
• Xiaohu Wang & Weilin Xiao & Jun Yu & Chen Zhang, 2025, "Maximum Likelihood Estimation of Fractional Ornstein-Uhlenbeck Process with Discretely Sampled Data," Working Papers, University of Macau, Faculty of Business Administration, number 202527, Mar.
• Tom Doan, 2025, "LOGSKEWGEDDENSITY: RATS procedure to compute log density of skew-GED distribution," Statistical Software Components, Boston College Department of Economics, number RTS00258, revised .
• Tom Doan, 2025, "LOGSKEWGEDGARCH: RATS procedure to compute the log density of skew-GED distribution for use with GARCH," Statistical Software Components, Boston College Department of Economics, number RTS00259, revised .
• Tom Doan, 2025, "SKALIN_TERASVIRTA_JAE1999: RATS program to replicate Skalin and Terasvirta(1999) STAR models and causality tests," Statistical Software Components, Boston College Department of Economics, number RTZ00230, revised .
• Tom Doan, 2025, "STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models," Statistical Software Components, Boston College Department of Economics, number RTZ00235, revised .
• Stavros Degiannakis & Eleftheria Kafousaki, 2025, "Disaggregating VIX," Working Papers, Bank of Greece, number 335, Jan, DOI: 10.52903/wp2025335.
• Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on volatility forecasts: another volatility puzzle?," Working Papers, Bank of Greece, number 336, Feb, DOI: 10.52903/wp2025336.
• Panagiotis Delis & Stavros Degiannakis & George Filis, 2025, "Navigating crude oil volatility forecasts: assessing the contribution of geopolitical risk," Working Papers, Bank of Greece, number 342, May, DOI: 10.52903/wp2025342.
• Zacharias Bragoudakis & Alexandros Tsioutsios, 2025, "Bank concentration and asymmetric interest rate spreads pass through: evidence from selected euro area countries," Working Papers, Bank of Greece, number 352, Nov, DOI: 10.52903/wp2025352.
• Köse Tuna & Avcı Mehmet & Aktan Murat, 2025, "The Role of Technology Intensity in Shaping Skilled Labor Demand Through Imports: The Case of Türkiye," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 19, issue 1, pages 1-15, DOI: 10.1515/econ-2025-0153.
• Franses Philip Hans, 2025, "The Story of a Model: The First-Order Diagonal Bilinear Autoregression," Journal of Econometric Methods, De Gruyter, volume 14, issue 1, pages 1-11, DOI: 10.1515/jem-2024-0025.
• Qu Zhongjun & Oka Tatsushi & Messer Samuel, 2025, "QR.break: An R Package for Structural Breaks in Quantile Regression," Journal of Econometric Methods, De Gruyter, volume 14, issue 1, pages 21-34, DOI: 10.1515/jem-2025-0010.
• Orujov Samir & Elvira Victor & Poterie Audrey & Rajabov Farid & Septier Francois, 2025, "VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 1, pages 1-34, DOI: 10.1515/jtse-2023-0035.
• Spanos Aris, 2025, "The Unit-Root Revolution Revisited: Where Do Non-Standard Sampling Distributions and Related Conundrums Stem From?," Journal of Time Series Econometrics, De Gruyter, volume 17, issue 2, pages 69-117, DOI: 10.1515/jtse-2024-0008.
• Qutb Rasha, 2025, "Decoding the Determinants of Human Capital Formation in Egypt: New Evidence from RALS-EG Cointegration Test and QARDL Technique," Review of Middle East Economics and Finance, De Gruyter, volume 21, issue 2, pages 185-214, DOI: 10.1515/rmeef-2025-0005.
• Bec Frédérique & Guay Alain & Nielsen Heino Bohn & Saïdi Sarra, 2025, "Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 1-18, DOI: 10.1515/snde-2022-0084.
• Blazsek Szabolcs & Licht Adrian & Ayala Astrid & Liu Su-Ping, 2025, "Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 177-212, DOI: 10.1515/snde-2023-0042.
• Jawadi Fredj, 2025, "From Model Misspecification to Multidimensional Welfare: A Conversation with Professor Esfandiar Maasoumi," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 405-424, DOI: 10.1515/snde-2025-0089.
• Donayre Luiggi, 2025, "Likelihood-Ratio-Based Confidence Intervals for Multiple Threshold Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 5, pages 561-573, DOI: 10.1515/snde-2023-0029.
• Gkillas Konstantinos & Tantoula Maria & Tzagarakis Manolis, 2025, "Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 5, pages 621-649, DOI: 10.1515/snde-2023-0088.
• Brändle, Thomas & Colombier, Carsten & Lerch, Benjamin, 2025, "Determinants of Healthcare Expenditure: Evidence from Switzerland between 1960-2022," Working papers, Faculty of Business and Economics - University of Basel, number 2025/06, Jun.
• Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2025, "Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS111, Apr.
• Damià Rey Miró & Pedro V. Piffaut & Ricardo Palomo Zurdo, 2025, "Reassessment of Structural Changes in Financial Markets: The Direct Impact of Central Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 14, issue 1, pages 21-42.
• Borivoje D. Krušković, 2025, "Econometric Analysis of the Currency Crisis as a Consequence of Inflation Targeting," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 14, issue 1, pages 43-57.
• Kaloyan Ganev & Ralitsa Simeonova-Ganeva & Martin Ivanov, 2025, "Foods and Non-foods: Relative Prices and Economic Disruptions in Modern and Contemporary History of Bulgaria," Proceedings of the Centre for Economic History Research, Centre for Economic History Research, volume 10, pages 25-38, November.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," CESifo Working Paper Series, CESifo, number 11651.
• Chiara Puccioni & Daniela Vuri, 2025, "With a Little Help from Nurseries - Childcare Services and Mothers’ Employment in Italy," CESifo Working Paper Series, CESifo, number 11656.
• Guglielmo Maria Caporale & Alfonso Dominguez & Luis Alberiko Gil-Alana, 2025, "Testing for Persistence in Real House Prices in 47 Countries from the OECD Database," CESifo Working Paper Series, CESifo, number 11662.
• António Afonso & José Alves & José Carlos Coelho & Jamel Saadaoui, 2025, "Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment," CESifo Working Paper Series, CESifo, number 11694.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Real GDP: Evidence from Europe and the US," CESifo Working Paper Series, CESifo, number 11764.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025, "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series, CESifo, number 11822.
• Guglielmo Maria Caporale & Nieves Carmona-González & Luis Alberiko Gil-Alana & María Fátima Romero Rojo, 2025, "Air Pollution in 88 US Metropolitan Areas: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11827.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence and Nonlinearities in the US Federal Funds Rate," CESifo Working Paper Series, CESifo, number 11913.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Trends and Persistence in the Number of Hot Days: Some Multi-Country Evidence," CESifo Working Paper Series, CESifo, number 11925.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2025, "Atmospheric Pollution in 10 US Cities: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11957.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Energy Transition and Climate Policy Uncertainty in the US: Green Versus Polluting Firms," CESifo Working Paper Series, CESifo, number 11959.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," CESifo Working Paper Series, CESifo, number 11983.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model with Autoregressive Processes," CESifo Working Paper Series, CESifo, number 11984.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & José L. Ruiz-Alba, 2025, "The COVID-19 Shock and Spanish Hotel Activity," CESifo Working Paper Series, CESifo, number 11985.
• António Afonso & Joshua Jablonowski, 2025, "Fiscal Regimes and Sustainability: Insights from Post-War Germany," CESifo Working Paper Series, CESifo, number 12111.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana & Andoni Maiza-Larrarte, 2025, "Travel Shocks to the Chinese Economy: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12142.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," CESifo Working Paper Series, CESifo, number 12171.
• Stefano Fasani & Giuseppe Pagano Giorgianni & Valeria Patella & Lorenza Rossi, 2025, "Belief Distortions and Uncertainty About Inflation," CESifo Working Paper Series, CESifo, number 12209.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González & Maria Fatima Romero-Rojo, 2025, "Acidification in the Earth’s Oceans: Trends and Persistence," CESifo Working Paper Series, CESifo, number 12281.
• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2025, "The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities," Working Papers, CEMFI, number wp2025_2502, Jan.
• Sona Benecka, 2025, "Forecasting Disaggregated Producer Prices: A Fusion of Machine Learning and Econometric Techniques," Working Papers, Czech National Bank, Research and Statistics Department, number 2025/2, Mar.
• Sascha Becker & David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," RFBerlin Discussion Paper Series, ROCKWOOL Foundation Berlin (RFBerlin), number 2502, Jan.
• Blazsek, Szabolcs & Escribano, Álvaro & Ayala, Astrid, 2025, "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45978, Feb.
• Pedro V. Piffaut & Damià Rey Miró, 2025, "Del Criptoactivo al Activo Sistémico: Bitcoin, Política Monetaria y Dinámicas de Liquidez," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 3, issue 8, pages 91-98, Mayo.
• Dąbrowski, Marek A. & Janus, Jakub & Mucha, Krystian, 2025, "Shades of inflation targeting: insights from fractional integration," Macroeconomic Dynamics, Cambridge University Press, volume 29, issue , pages 1-1, January.
• Mignon, Valérie & Saadaoui, Jamel, 2025, "Asymmetries in the oil market: accounting for the growing role of China through quantile regressions," Macroeconomic Dynamics, Cambridge University Press, volume 29, issue , pages 1-1, January.
• Mathew Koshy Odasseril & K. R. Shanmugam, 2025, "Regime Switching Approach to Analyse Growth Cycles and Fiscal Policy," India Studies in Business and Economics, Springer, in: K. R. Shanmugam, "India's Public Finance and Policy Challenges in the 2020s", DOI: 10.1007/978-981-96-2860-5_3.
• Cristiana Fiorelli & Elisabetta Marzano & Paolo Piselli & Roberta Rubinacci, 2025, "The Role of House Prices and Transactions in Monetary Policy Transmission: The Case of Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 3, pages 1239-1266, November, DOI: 10.1007/s40797-024-00282-6.
• Guy Mélard & Gülşah Sedefoğlu, 2025, "Economic Climate Indicators: Seasonal Adjustment or Repeated Surveys," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 1, pages 103-118, November, DOI: 10.1007/s41549-025-00111-4.
• Anastasia Kurilova, 2025, "Deciphering the Myth of the Resource Curse: A Coherent Wavelet Analysis of Russia’s Economic and Social Dynamics," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 2, pages 159-183, December, DOI: 10.1007/s41549-025-00112-3.
• Gabe J. Bondt, 2025, "Future real GDP: real interest rate and inflation matter," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 3, pages 661-681, September, DOI: 10.1007/s12197-025-09719-9.
• Nikolaos Agiakloglou & Nikolaos Georgopoulos, 2025, "Spurious relationships for energy patents using various dependency measures: the case of G7 countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 49, issue 4, pages 942-962, December, DOI: 10.1007/s12197-025-09730-0.
• Ayodele Folorunso Oshodi & Godwin Olasehinde-Williams, 2025, "US Trade Policy Uncertainty and Nigeria’s Participation in Global Value Chains: Evidence from Frequency Domain Causality, Wavelet Coherence Analysis, and Time-Varying Causality," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 1, pages 189-214, March, DOI: 10.1007/s13132-024-01917-w.
• Sakiru Adebola Solarin & Carmen Lafuente & Luis A. Gil-Alana & María Jesús González-Blanch, 2025, "Persistence in the Unemployment and Inflation Relationship. Evidence from 38 OECD Countries," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 1, pages 1236-1257, March, DOI: 10.1007/s13132-024-02034-4.
• Keshmeer Makun, 2025, "An Asymmetric Analysis of Public Debt and Defence Expenditure in Fiji," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 2, pages 9161-9176, June, DOI: 10.1007/s13132-024-02238-8.
• Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana & Andoni Maiza-Larrarte, 2025, "Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index," Journal of Shipping and Trade, Springer, volume 10, issue 1, pages 1-17, December, DOI: 10.1186/s41072-025-00211-5.
• Emiliano Magrini & El Mamoun Amrouk & Bing Qiao, 2025, "The dynamic response of the food import bill to global shipping costs," Journal of Shipping and Trade, Springer, volume 10, issue 1, pages 1-22, December, DOI: 10.1186/s41072-025-00218-y.
• Karnikaa Bhattacharyya & Kaveri Deb, 2025, "Analyzing a New Portfolio Balance Model with Micro and Macro Determinants of Exchange Rate when Expectations are Rational," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 1, pages 105-135, March, DOI: 10.1007/s40953-024-00427-5.
• Biswajit Maitra & Tafajul Hossain, 2025, "Assessing Sectoral Growth Impact of Public Expenditure in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 23, issue 4, pages 1165-1190, December, DOI: 10.1007/s40953-025-00471-9.
• Yong-Hyong Kim & Song-Jun Ham & Chong-Sim Ri & Won-Hyok Kim & Wi-Song Ri, 2025, "Application of empirical wavelet transform, particle swarm optimization, gravitational search algorithm and long short-term memory neural network to copper price forecasting," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 24, issue 1, pages 151-169, January, DOI: 10.1007/s10258-024-00252-x.
• João B. Assunção & Pedro Afonso Fernandes, 2025, "A robust method to date recessions and compute output gaps: the Portuguese case," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 24, issue 1, pages 101-121, January, DOI: 10.1007/s10258-024-00259-4.
• Olga Stergiou & Antonis Tsitouras, 2025, "The Impact of Tourism Development and Environmental Pollution on Income Inequality: Empirical Evidence from Greece," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Applied Macroeconomics", DOI: 10.1007/978-3-031-76658-9_17.
• Antonis Tsitouras & Nicholas Tsounis, 2025, "Defense Spending and Income Inequality: New Evidence from Greece," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Applied Macroeconomics", DOI: 10.1007/978-3-031-76658-9_3.
• To Trung Thanh & Le Thanh Ha, 2025, "An application of a R2 dcomposed linkage method to explore a comtemporal and lead connectedness between investor sentiment and exchange rate dynamics in vietnam," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 1, pages 231-259, February, DOI: 10.1007/s11135-024-01979-7.
• Luis A. Gil-Alana & OlaOluwa S. Yaya & Oluwaseun A. Adesina & Xuan Vinh Vo, 2025, "Model-free and model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 2, pages 1807-1832, April, DOI: 10.1007/s11135-024-02038-x.
• Burak Korkusuz, 2025, "Beyond the S&P 500: examining the role of external volatilities in market forecasting," Review of Economic Design, Springer;Society for Economic Design, volume 29, issue 4, pages 767-794, December, DOI: 10.1007/s10058-024-00373-x.
• Mahdi Mnasri & Niazi Kammoun & Patrick Dieuaide, 2025, "The challenges of capital account liberalization in Tunisia (1984–2020): the importance of the institutional dimension," SN Business & Economics, Springer, volume 5, issue 4, pages 1-22, April, DOI: 10.1007/s43546-025-00805-y.
• Houssam Boughabi, 2025, "A study of the German bubble and the DAX index volatility persistence: FIGARCHS and economical growth," SN Business & Economics, Springer, volume 5, issue 6, pages 1-14, June, DOI: 10.1007/s43546-025-00827-6.
• Hyejin Yang & Jin Lee, 2025, "Response of tail risks of Euro-dollar exchange rate to monetary policy shocks in the US and the Euro area using penalized local projections," SN Business & Economics, Springer, volume 5, issue 6, pages 1-21, June, DOI: 10.1007/s43546-025-00836-5.
• Foday Daboh & Keghter Kelvin Kur & Terrence Laurel Knox-Goba, 2025, "Exchange rate volatility and macroeconomic stability in Sierra Leone: using EGARCH and Markov switching regression," SN Business & Economics, Springer, volume 5, issue 9, pages 1-24, September, DOI: 10.1007/s43546-025-00882-z.
• Muhammad Jawad & Sidra Nazir & Md. Saiful Islam, 2025, "Examining exchange rate bubbles in Pakistan: application of sequential ADF tests," SN Business & Economics, Springer, volume 5, issue 9, pages 1-24, September, DOI: 10.1007/s43546-025-00896-7.
• Cheng-Wen Lee & Kuei-Chiang Chen, 2025, "Forecasting Domestic Energy Consumption in Taiwan under Economic Shocks: An ARIMA Model Approach," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 15, issue 6, pages 1-13.
• Håvard Hungnes, 2025, "Decomposing the Output Gap. Robust Univariate and Multivariate Hodrick–Prescott Filtering with Extreme Observations," Discussion Papers, Statistics Norway, Research Department, number 1031, Dec.
• Emilio Congregado & Javier Garcia-Clemente & Nicola Rubino & Inmaculada Vilchez, 2025, "Testing hysteresis for the US and UK involuntary part-time employment," Applied Economics, Taylor & Francis Journals, volume 57, issue 1, pages 16-36, January, DOI: 10.1080/00036846.2024.2302931.
• Tingting Cheng & Jiti Gao & Oliver Linton & Yayi Yan, 2025, "Nonparametric predictive regression for stock return prediction," Econometric Reviews, Taylor & Francis Journals, volume 44, issue 10, pages 1462-1493, November, DOI: 10.1080/07474938.2025.2519389.
• Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2025, "Score-driven time-varying parameter models with splinebased densities," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-011/III, Feb.
• Yicong Lin & André Lucas, 2025, "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-027/III, Apr.
• Daan Schoemaker & André Lucas & Anne Opschoor, 2025, "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-039/III, Jun.
• Miguel D. Ramirez, 2025, "Testing for a Long-Run Relationship between Public Capital and Labor Productivity in Mexico: A DOLS and FMOLS Analysis," Working Papers, Trinity College, Department of Economics, number 2502, Jul.
• Petrella Ivan & Santoro Emiliano & Winkelmann Yannik, 2025, "Inflation and Price Flexibility," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 099, May.
• Tae-Hwy Lee & Daanish Padha, 2025, "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers, University of California at Riverside, Department of Economics, number 202502, Jan.
• Tae-Hwy Lee & Saerom lee, 2025, "How to Summarize the Survey of Professional Forecasters?," Working Papers, University of California at Riverside, Department of Economics, number 202515, Oct.
• Jungbin Hwang & Gonzalo Valdés, 2025, "HAR Inference for Quantile Regression in Time Series," Working papers, University of Connecticut, Department of Economics, number 2025-03, Feb.
• Esra Kilci & Veli Yilanci, 2025, "Do uncertainties and risks have an impact on cryptocurrency returns? Evidence from the symmetric and asymmetric fourier quantile causality test," Estudios de Economia, University of Chile, Department of Economics, volume 52, issue 1 Year 20, pages 27-58, June.
• Julien Acalin & Leonardo Martinez & Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2025_11, Oct.
• J. Isaac Miller & Fangyu Zhong, 2025, "Temperature Response Functions for Climate Impact Assessments: The Case of ENSO and Electricity Consumption," Working Papers, Department of Economics, University of Missouri, number 2504, Apr.
• Monica Billio & Roberto Casarin & Fausto Corradin & Antonio Peruzzi, 2025, "Bayesian Outlier Detection for Matrix–variate Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 14.
• Luisa Bisaglia & Margherita Gerolimetto & Margherita Palomba, 2025, "A new Combined Bootstrap Method for Long-Memory Time Series," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 19.
• Durmaz Nazif & Dai Bin, 2025, "Income Inequality and Stock Returns: Asymmetric Effects on Canadian Provinces," Economics and Culture, Sciendo, volume 22, issue 2, pages 42-52, DOI: 10.2478/jec-2025-0019.
• Nurgaliuly Arys & Smagulova Sholpan, 2025, "Economic Assessment of Energy Security of the Regions of Kazakhstan," Economics, Sciendo, volume 13, issue 2, pages 223-243, DOI: 10.2478/eoik-2025-0038.
• Topcu Murat, 2025, "Analysis of Price Bubbles in Borsa Istanbul (BIST) Liquid Banking Sector Stock Market," Economics, Sciendo, volume 13, issue 2, pages 305-331, DOI: 10.2478/eoik-2025-0040.
• Young Ademola & Ogbaro Eyitayo & Ologundudu Mojeed, 2025, "The Complementarity Effect of Intensive and Extensive Margins of Exports Diversification on Growth: Empirical Evidence from Nigerian Data," Folia Oeconomica Stetinensia, Sciendo, volume 25, issue 1, pages 354-374, DOI: 10.2478/foli-2025-0018.
• Lopez Gema & Gil-Alana Luis A., 2025, "Persistence in Consumption Across Europe: Evidence Using Fractional Integration," Intereconomics: Review of European Economic Policy, Sciendo, volume 60, issue 2, pages 119-125, DOI: 10.2478/ie-2025-0023.
• Kömürcüoğlu Ömer Faruk, 2025, "The impact of FinTech on economic growth in Türkiye: A novel FinTech index approach," Journal of Economics and Management, Sciendo, volume 47, issue 1, pages 543-568, DOI: 10.22367/jem.2025.47.20.
• Sharlovych Zoia & Ovcharenko Polina & Zos-Kior Ivan, 2025, "Management of Primary Health Care Facilities Based on Performance Evaluation," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 47, issue 2, pages 304-318, DOI: 10.15544/mts.2025.24.
• Boujelbène Thouraya & Jedidia Khoutem Ben, 2025, "Inflation, Inflation Uncertainty and Economic Growth in Tunisia: Nonlinear Modelling Framework," Naše gospodarstvo/Our economy, Sciendo, volume 71, issue 2, pages 44-57, DOI: 10.2478/ngoe-2025-0011.
• Yağcılar Gamze Göçmen & Erdaş Mehmet Levent & Arslan Zühal, 2025, "Research on the Impact of Financial Development and Human Capital on the Sustainable Development Goals in Central and Eastern European Countries (CEECs): Evidence from Econometric Approaches," Review of Economic Perspectives, Sciendo, volume 25, issue 1, pages 29-47, DOI: 10.2478/revecp-2025-0003.
• Aydın Atilla, 2025, "Testing The Prebisch-Singer Hypothesis for the Turkish Economy: Evidence from Recent Time Series Techniques," Zagreb International Review of Economics and Business, Sciendo, volume 28, issue 2, pages 155-176, DOI: 10.2478/zireb-2025-0020.
• Yufei Sun, 2025, "Performance of Pairs Trading Strategies Based on Renko and Kagi Charts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-20.
• Tarek Jouini, 2025, "Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions," Working Papers, University of Windsor, Department of Economics, number 2506, Dec.
• Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2025, "Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 1, pages 37-56, January, DOI: 10.1002/jae.3094.
• Xin Jing & Jin Seo Cho, 2025, "Forecasting the Confirmed COVID‐19 Cases Using Modal Regression," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1578-1601, July, DOI: 10.1002/for.3261.
• Stavros Degiannakis & Panagiotis Delis & George Filis & George Giannopoulos, 2025, "Trading VIX on Volatility Forecasts: Another Volatility Puzzle?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 4, pages 1602-1618, July, DOI: 10.1002/for.3257.
• Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025, "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1541.
• Amit Roy, 2025, "Effect of Climate-Related Disasters on Consumption: Theory and Evidence from Bangladesh," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 42, issue 01, pages 259-287, DOI: 10.1142/S0116110525500076.
• Elie Bouri & Rangan Gupta & Hardik A. Marfatia & Jacobus Nel, 2025, "Do Climate Risks Predict US Housing Returns and Volatility? Evidence from a Quantiles-Based Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 01, pages 1-21, March, DOI: 10.1142/S2010495225500046.
• Wing-Keung Wong & Minh Tam Pham, 2025, "Could the Correlation of A Stationary Series With A Non-Stationary Series Obtain Meaningful Outcomes?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-32, September, DOI: 10.1142/S2010495225500150.
• Francisco Jareño & María de la O González & José M. Almansa, 2025, "Testing for Asymmetric Correlations Between US Sector Returns and Interest Rate Changes," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 20, issue 03, pages 1-33, September, DOI: 10.1142/S2010495225500186.
• Bingzi Jin & Xiaojie Xu, 2025, "Bayesian Gaussian Process Predictions of Chongqing Carbon Market Prices," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 04, pages 1-43, September, DOI: 10.1142/S1464333225500139.
• Shan Wu & Yuqin Zhou & Zhenhua Liu & Mu Tong, 2025, "Economic Policy Uncertainty And Foreign Holdings Of Us Treasuries: The Global Evidence," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 02, pages 325-342, March, DOI: 10.1142/S0217590821500284.
• Archana Kulkarni & Rajendra N. Paramanik, 2025, "An Assessment Of The Feldstein–Horioka Puzzle For India: A Markov Regime Switching Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 06, pages 1625-1644, September, DOI: 10.1142/S0217590824500073.
• Xin Jing & Jin Seo Cho, 2025, "Quantile ARDL Estimation of the Relationship between the Confirmed COVID-19 Cases and Deaths in the U.S," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-247, Jun.
• Jin Seo Cho, 2025, "Testing for the Mixture Hypothesis of Poisson Regression Models," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2025rwp-254, Jul.
• Webel, Karsten, 2025, "Revisions in concurrent seasonal adjustments of daily and weekly economic time series," Discussion Papers, Deutsche Bundesbank, number 08/2025.
• Ciftci, Muhsin & Wieland, Elisabeth, 2025, "Underlying inflation measures for Germany," Technical Papers, Deutsche Bundesbank, number 04/2025.
• Dror, David Mark, 2025, "A Mathematical Framework for Trust Dynamics in Small-Scale Risk-Sharing Communities," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 316140.
• Silva Lopes, Artur, 2025, "Introduction to the Univariate Analysis of Trends in Economic Time Series," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 323383.
• Francis, Joseph, 2025, "A Replication of "Comparative Politics and the Synthetic Control Method" by Abadie et al. (2015)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 271.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger Causality in the Presence of Instability," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325369.
• Wiechers, Lukas, 2025, "A Realtime Analysis of Fundamentals and Bubbles in the S&P 500," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy, Verein für Socialpolitik / German Economic Association, number 325420.
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• Irena Palić, 2025, "The Empirical Evaluation of Monetary Policy Rules in the Small Open Economy DSGE Model: Evidence from Croatia," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 1, pages 49-70, DOI: 10.32910/ep.76.1.4.
• Andersson, Jonas & Karlis, Dimitris, 2025, "Maximum Likelihood Estimation of the Vector AutoRegressive To Anything (VARTA) model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/25, Dec.
• Martins, Igor F. B. Martins & Virbickaitè, Audronè & Nguyen, Hoang & Hedibert, Freitas Lopes, 2025, "Fast and Slow Level Shifts in Intraday Stochastic Volatility," Working Papers, Örebro University, School of Business, number 2025:12, Nov.
• Ferreira Batista Martins, Igor & Virbickaitè, Audronè & Nguyen, Hoang & Freitas Lopes, Hedibert, 2025, "Volume-driven time-of-day effects in intraday volatility models," Working Papers, Örebro University, School of Business, number 2025:14, Nov.
• D’Innocenzo, Enzo & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2025, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 446, Feb.
• NAKAJIMA, Jouchi, 2025, "短観ＤＩを用いた企業のインフレ予想の推計, Estimation of Firms’ Inflation Expectations Using the Tankan DI," Economic Review, Hitotsubashi University, volume 76, issue 2, pages 1-1, October.
• WATANABE, Toshiaki, 2025, "Bayesian Analysis of Business Cycles in Japan by Extending the Markov Switching Model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-148, Aug.
• NAKAJIMA, Jouchi, 2025, "Time-varying Local Projections with Stochastic Volatility," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 761, Mar.
• Afees A. Salisu & Dinci J. Penzin & Yinka S. Hammed, 2025, "Health Crisis And Currency Risk: Fresh Evidence From New Data Sets," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 1, pages 1-14, April, DOI: https://doi.org/10.59091/2460-9196..
• Masudul Hasan Adil & Vishal Sharma & Sana Fatima, 2025, "Nonlinear Monetary Policy Reaction Function And Macroeconomic Fundamentals In India," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 1, pages 15-34, April, DOI: https://doi.org/10.59091/2460-9196..
• Muhammad Zubair Mumtaz & Zachary Alexander Smith & Naoyuki Yoshino, 2025, "Cryptocurrencies, Money Demand, And Monetary Policy," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 2, pages 293-312, July, DOI: https://doi.org/10.59091/2460-9196..
• Afees A. Salisu & Nuruddeen Usman & Godday UWAWUNKONYE Ebuh, 2025, "Testing Fractional Inflation Persistence In The West African Monetary Zone," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 3, pages 367-388, October, DOI: https://doi.org/10.59091/2460-9196..
• Zaäfri Ananto Husodo & Muhamad Nagib Alatas, 2025, "The Impact Of Increasing News Intensity And Number Of Investors On The Relationship Between News Sentiment And Price Movement In The Developing Country: Indonesian Evidence," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 28, issue 4, pages 651-672, December, DOI: https://doi.org/10.59091/2460-9196..
• José Antonio Chumacero Calle & Héctor Javier Bendezú-Jiménez, 2025, "Impacto de la tasa de referencia sobre las tasas de interés activa y pasiva: El caso peruano bajo el modelo de Koyck (2004-2022)," Revista Actualidad Económica, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 35, issue 116, pages 57-82, May-Ago.
• Mr. Julien Acalin & Mr. Leonardo Martinez & Mr. Francisco Roch, 2025, "Fiscal Rules, Robust Correction Mechanisms, and Sovereign Spreads," IMF Working Papers, International Monetary Fund, number 2025/195, Sep.
• Dilip M. Nachane, 2025, "Maximum entropy spectral analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2025-020, Jul.
• Yoosoon Chang & Ye Lu & Joon Park, 2025, "Understanding Regressions with Observations Collected at High Frequency over Long Span," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2025-001, Jan.
• António Afonso & José Alves & José Carlos Coelho & Jamel Saadaoui, 2025, "Fiscal and External Sustainability: a Two-Step Time-varying Granger Causality Assessment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0369, Feb.
• António Afonso & Joshua Jablonowski, 2025, "Fiscal Regimes And Sustainability: Insights From Post-War Germany," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0392, Sep.
• Becker, Sascha O. & Boll, P. David & Voth, Hans-Joachim, 2025, "Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package," IZA Discussion Papers, IZA Network @ LISER, number 17651, Jan.
• Dahlhaus Tatjana & Welte Angelika, 2025, "Payment Habits during Covid-19: Evidence from High-Frequency Transaction Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 245, issue 6, pages 599-621, DOI: 10.1515/jbnst-2024-0013.
• Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2025, "Option pricing in a sentiment-biased stochastic volatility model," Annals of Finance, Springer, volume 21, issue 1, pages 69-95, March, DOI: 10.1007/s10436-024-00448-3.
• Beatrice Bertelli & Gianna Boero & Costanza Torricelli, 2025, "The market price of greenness: a factor pricing approach for green and conventional bonds," Annals of Finance, Springer, volume 21, issue 3, pages 317-350, September, DOI: 10.1007/s10436-025-00469-6.
• Khyati Kathuria & Nand Kumar, 2025, "Examining the Dynamics of India’s Major Exchange Rates Using Fourier Nonlinear Quantile Unit Root Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 3, pages 855-870, September, DOI: 10.1007/s10690-024-09473-8.
• Hassan Javed & Naveed Khan, 2025, "Do Bitcoin Shocks Dominate Other Cryptocurrencies? An Examination Through GARCH Based Dynamic Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1431-1457, December, DOI: 10.1007/s10690-024-09493-4.
• Syed Moudud-Ul-Huq & Md. Shahriar Rahman, 2025, "Stock Market Efficiency of the BRICS Countries Pre-, During, and Post Covid-19 Pandemic: A Multifractal Detrended Fluctuation Analysis," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 3, pages 1643-1705, March, DOI: 10.1007/s10614-024-10607-3.
• C. Flores Komatsu & L. A. Gil-Alana, 2025, "Analyzing Stationarity in World Coffee Prices," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 4, pages 2115-2131, April, DOI: 10.1007/s10614-024-10630-4.
• Min Zhu & Yuping Song & Xin Zheng, 2025, "Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2545-2577, May, DOI: 10.1007/s10614-024-10633-1.