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

• 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.
• 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.
• Lucas, André & Schwaab, Bernd & Zhang, Xin & D’Innocenzo, Enzo, 2026, "Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, European Central Bank, number 3166, Jan.
• Allayioti, Anastasia & Garratt, Anthony, 2026, "Herding in the foreign exchange market," Working Paper Series, European Central Bank, number 3243, Jun.
• 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," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2601, Jan.
• Vicente Esteve & Nicola Rubino, 2026, "Testing public debt sustainability with time-varying volatility: the case of Italy, 1861-2024," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2610, May.
• Chahal, Rishman Jot Kaur & Bidasaria, Hemant & Khan, Hera Asif & Ahmad, Wasim, 2026, "Do global bond market sentiments transmit to green bonds? Evidence from a quantile connectedness framework," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101151.
• Bergmann, Daniel R. & Oliveira, Mauri A., 2026, "Extreme risk clustering in long-memory financial series," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P1, DOI: 10.1016/j.chaos.2025.117513.
• Papagni, Francesca & Goracci, Greta & Ferrari, Davide, 2026, "Reduced-bias whittle likelihood estimation for short- and long-memory processes," Computational Statistics & Data Analysis, Elsevier, volume 220, issue C, DOI: 10.1016/j.csda.2026.108366.
• McCloud, Nadine & Ivey, Wendel & Taylor, Ajornie, 2026, "The workforce paradox: Do extreme natural disasters accelerate or undermine labour productivity?," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107361.
• Sharma, Vineeta, 2026, "What drives growth transitions in India? Evidence from a Markov switching analysis of regime dynamics," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107426.
• Shi, Haoyu & Zheng, Xu & Wang, Yuansheng, 2026, "Volatility regimes and jumps in crude oil futures: Uncovering how market shocks trigger extreme comovements," Economic Modelling, Elsevier, volume 158, issue C, DOI: 10.1016/j.econmod.2026.107532.
• Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Brik, Hatem, 2026, "Corrigendum to “Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models” [N. Am. J. Econ. Financ. 82 (2026) 102566]," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102598.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Liu, Nan & Liu, Yanbo, 2026, "Robust uniform nonparametric inference for time series," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112772.
• Goulet Coulombe, Philippe & Klieber, Karin, 2026, "An adaptive moving average for macroeconomic monitoring," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112773.
• Dias, Daniel A. & Scott, Sophia C., 2026, "Do banks’ funding costs respond symmetrically to policy rate increases and decreases?," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112782.
• Yu, Ping, 2026, "New critical values for likelihood ratio inference of threshold regression," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112791.
• Bredin, Don & Fountas, Stilianos & Karras, Georgios, 2026, "European booms and busts over six centuries," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112839.
• Kothe, Rafael, 2026, "Regime-dependent predictive accuracy and structural stability of Eurozone inflation swaps," Economics Letters, Elsevier, volume 262, issue C, DOI: 10.1016/j.econlet.2026.112826.
• Chang, Yoosoon & Park, Joon Y. & Yan, Guo, 2026, "Slope consistency of quasi-maximum likelihood estimator for binary choice models," Economics Letters, Elsevier, volume 263, issue C, DOI: 10.1016/j.econlet.2026.112932.
• Chrysanthakopoulos, Christos & Tagkalakis, Athanasios, 2026, "Design matters: Independent fiscal institutions and the cyclicality of government spending," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113003.
• Zevallos, Mauricio & Rubesam, Alexandre, 2026, "Finite-sample properties of the Campbell and Thompson out-of-sample R2," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113011.
• de Castro, Luciano & Galvao, Antonio F. & Ota, Hirofumi, 2026, "Quantile approach to intertemporal consumption with multiple assets," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106161.
• De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Oh, Minseog & Kim, Donggyu & Wang, Yazhen, 2026, "Robust realized integrated beta estimator with application to dynamic analysis of integrated beta," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105810.
• Patton, Andrew J. & Zhang, Haozhe, 2026, "Bespoke realized volatility: Tailored measures of risk for volatility prediction," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106122.
• Li, Qiyuan & Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2026, "Testing for jumps in a discretely observed price process with endogenous sampling times," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106132.
• Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich, 2026, "Efficient sampling for realized variance estimation in time-changed diffusion models," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106150.
• Lunsford, Kurt G. & West, Kenneth D., 2026, "An empirical evaluation of some long-horizon macroeconomic forecasts," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106221.
• Kılınç, Mustafa R. & Massmann, Michael, 2026, "The modified conditional sum-of-squares estimator for fractionally integrated models," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106232.
• Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao, 2026, "LASSO inference for high dimensional predictive regressions," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106240.
• Kurozumi, Eiji, 2026, "Fluctuation-type monitoring test for explosive behavior," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 230-249, DOI: 10.1016/j.ecosta.2023.06.007.
• He, Zhongfang, 2026, "A computationally efficient mixture innovation model for time-varying parameter regressions," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 250-269, DOI: 10.1016/j.ecosta.2023.08.001.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian, 2026, "Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data," Journal of Empirical Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jempfin.2026.101726.
• Cheng, Mingmian, 2026, "Sparse heterogeneous auto-regressive model for volatility forecasting," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101708.
• Jiao, Lei & Zhou, Qing (Clara), 2026, "Economic conditions and portfolio tail risk: A probability-weighted simulation approach," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101715.
• Miller, J. Isaac & Zhong, Fangyu, 2026, "Temperature response functions for climate impact assessments: The case of ENSO and electricity consumption," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109301.
• Hasanlı, Mübariz, 2026, "Stochastic convergence of emissions in the EU: Nonlinear dynamics, structural shifts, and implications for climate policy harmonization," Energy Policy, Elsevier, volume 215, issue C, DOI: 10.1016/j.enpol.2026.115355.
• Ullah, Farid & Lu, Qianjin & Jie, Chen & Ullah, Mirzat, 2026, "Role of green bonds in energy transition and environmental sustainability," Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.energy.2025.139635.
• Razi, Ummara & Cheong, Calvin W.H. & Sharif, Arshian & Afshan, Sahar, 2026, "From crude to green: Exploring energy indicators and sustainability nexus through wavelet quantile correlation," Energy, Elsevier, volume 345, issue C, DOI: 10.1016/j.energy.2026.140223.
• 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.
• 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.

2025

• 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.
• Маргарита Шопова & Евгени Овчинников, 2025, "Автоматизирани Алгоритми За Идентификация На Arima Модели При Прогнозиране На Динамични Редове - Преглед На Литературата," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 33 Year 2, pages 117-148.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025, "Forecasting Dutch inflation using machine learning methods," Working Papers, DNB, number 828, Feb.
• Remzi Uctum & Georges Prat & Fredj Jawadi, 2025, "Fundamental Valuation of Equities under Allocative Rationality," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-29.
• Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025, "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202539, Oct.
• Arigoni, Filippo & Meunier, Baptiste & Moder, Isabella & Schmith, Adrian, 2025, "The outlook for services inflation in the United States and the United Kingdom," Economic Bulletin Boxes, European Central Bank, volume 1.
• Foroni, Claudia & Schroeder, Christofer, 2025, "Using corporate earnings calls to forecast euro area labour demand," Economic Bulletin Boxes, European Central Bank, volume 2.
• Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025, "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series, European Central Bank, number 377, Nov.
• Bosetti, Isabella & Incardona, Rocco & Caloca, Antonio Rodríguez, 2025, "Filling the gap: the geographical allocation of euro area portfolio investment liabilities and related income," Statistics Paper Series, European Central Bank, number 50, Mar.
• Sun, Yiqiao & de Bondt, Gabe, 2025, "Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases," Working Paper Series, European Central Bank, number 3063, Jun.
• Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
• Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025, "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2514, Aug.
• Omar Blanco-Arroyo & Vicente Esteve & María A. Prats, 2025, "Testing for co-explosive behavior between mortgages loans and house prices in the Spanish economy," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2515, Dec.
• Zanetti Chini, Emilio, 2025, "Judgment can spur long memory," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105005.
• Demetrescu, Matei & Kruse-Becher, Robinson, 2025, "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105032.
• Wang, Xiaoqing & Jin, Wenxin & Stan, Sebastian-Emanuel, 2025, "Empowering energy transition: Revisiting the dynamic impacts of Carbon emissions trading and the crude oil market," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 988-1001, DOI: 10.1016/j.eap.2025.04.020.
• Doerr, Leo M & Leppert, Elias B & Maennig, Wolfgang, 2025, "Olympic Games and democracy," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1073-1091, DOI: 10.1016/j.eap.2025.07.004.
• Palomba, Giulio & Tedeschi, Marco, 2025, "Commodity price dynamics in the era of energy transition: Exploring the substitutability of clean energy," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 214-236, DOI: 10.1016/j.eap.2025.08.033.
• Chen, Ning & Li, Shaofang & Tian, Sihua & Lu, Shuai, 2025, "Multidimensional risk connectedness among global systemically important financial institutions: A multilayer spillover network analysis," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 529-556, DOI: 10.1016/j.eap.2025.09.016.
• Cho, Dooyeon & Lee, Kyung-woo, 2025, "Pension sustainability and government effectiveness in the presence of population aging," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107048.
• Maranzano, Paolo & Pelagatti, Matteo, 2025, "A Hodrick–Prescott filter with automatically selected breaks," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107132.
• Figuerola-Ferretti, Isabel & Cueto, José Manuel & Márquez, Javier & Bermejo, Ramón, 2025, "Firm-level analysis of bubble formation in Chinese real estate equities," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107226.
• Ma, Yong & Li, Shuaibing & Liu, Xiaojun, 2025, "Forecasting energy commodity returns: Can weak factors and nonlinearity help?," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107295.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2025, "Twitter-based market uncertainty and global stock volatility predictability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102256.
• Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
• Ustaoglu, Erkan, 2025, "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102312.
• Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin, 2025, "Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102344.
• Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi, 2025, "Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102376.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Mo, Bin & Chen, Jiaru & Shi, Qinling & Zeng, Zichun, 2025, "Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102439.
• McMillan, David G., 2025, "The FED model: Is it still with us?," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102448.
• Khan, Hera Asif & Chahal, Rishman Jot Kaur, 2025, "Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102456.
• Clements, Adam & Otero, Jesús, 2025, "Forecasting retail fuel prices with spatial interdependencies," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112128.
• Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
• Cai, Yifei, 2025, "US-China tensions, global supply chains pressure, and global economy," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112283.
• Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
• Kang, Yao & Zhang, Yuqing & Wang, Shuhui & Zhao, Zhiwen, 2025, "A new class of Z-valued INAR(1) models with application to mutual fund flows," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112339.
• Yang, Jingjing & Vogelsang, Timothy J., 2025, "A bias reduced long run variance estimator with a new first-order kernel," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112340.
• Santos-Lozada, Alexis R. & Cuxil, Ernesto R., 2025, "The effect of the COVID-19 pandemic on remittances in Guatemala: A causal impact analysis," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112351.
• Chen, Li & Xu, Xiu, 2025, "Testing for common trends and patterns in functional time series data," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112440.
• Yucel, Ali Gokhan & Nazlioglu, Saban, 2025, "Unemployment dynamics in the United Kingdom: a quarter-millennium perspective," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112468.
• Cepparulo, Brian, 2025, "Is mobility a good proxy for consumption?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112454.
• Marcellino, Massimiliano & Pfarrhofer, Michael, 2025, "Nonparametric mixed frequency monitoring macro-at-risk," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112498.
• Li, Haiqi & Zhang, Ni & Zhou, Jin, 2025, "A new self-normalized forecast comparison test," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112646.
• Godin, Nathan & Horvath, Akos & Ma, Xingliang & Sagi, Jacob S., 2025, "Skin in the game and securitized commercial mortgage pricing before the Global Financial Crisis," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112653.
• Ling, Bo & Tu, Yundong, 2025, "Variable screening in high-dimensional vector autoregressions," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112695.
• Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2025, "Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112696.
• Xia, Siyuan & Qian, Junhui, 2025, "Monotonicity in estimating multiple structural breaks," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112707.
• Chavleishvili, Sulkhan & Moench, Emanuel, 2025, "Natural disasters as macroeconomic tail risks," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105914.
• Paap, Richard & Franses, Philip Hans, 2025, "Shrinkage estimators for periodic autoregressions," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105937.
• Ma, Chenchen & Tu, Yundong, 2025, "When structural break meets threshold effect: Factor analysis under structural instabilities," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105972.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105992.
• Lin, Tzu-Chi & Liu, Chu-An, 2025, "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105994.
• Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025, "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105996.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2025, "Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106002.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Wang, Ying & Phillips, Peter C.B., 2025, "Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106007.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing, 2025, "Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106129.
• Chen, Xiaohong & Wang, Bo & Xiao, Zhijie & Yi, Yanping, 2025, "Improved estimation of semiparametric dynamic copula models with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105739.
• Giancaterini, Francesco & Hecq, Alain, 2025, "Inference in mixed causal and noncausal models with generalized Student’s t-distributions," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 1-12, DOI: 10.1016/j.ecosta.2021.11.007.
• Demetrescu, Matei & Roling, Christoph, 2025, "Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 80-104, DOI: 10.1016/j.ecosta.2021.09.004.
• Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
• Petrella, Ivan & Santoro, Emiliano & Winkelmann, Yannik, 2025, "Inflation and price flexibility," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105056.
• Gargiulo, Valeria & Matthes, Christian & Petrova, Katerina, 2025, "Monetary policy across inflation regimes," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105109.
• Pinzon-Puerto, Freddy & Villamizar-Villegas, Mauricio, 2025, "Foreign exchange intervention: A comparative analysis of announcements versus trades," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105119.
• Aktuğ, Emrehan & Rezghi, Abolfazl, 2025, "Asymmetric overreaction," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105153.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101286.
• Baek, Jungho, 2025, "Does the source of oil shocks matter to exchange rate dynamics? Insights from Indonesia's dual role as an oil exporter and importer," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101312.
• Alsabah, Humoud & Alsabah, Khaled, 2025, "Kuwait Stock Exchange: A re-examination of seasonal anomalies," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101317.
• Ghosh, Taniya & Ajit, Yadavindu, 2025, "Does inflation targeting live up to all the hype?," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101358.
• Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian, 2025, "Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101575.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2025, "Tail risk dynamics of banks with score-driven extreme value models," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101593.
• Yu, Deshui & Yan, Yayi, 2025, "A system of time-varying models for predictive regressions," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101622.
• Agakishiev, Ilyas & Härdle, Wolfgang Karl & Kopa, Milos & Kozmik, Karel & Petukhina, Alla, 2025, "Multivariate probabilistic forecasting of electricity prices with trading applications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108008.
• Tiwari, Aviral Kumar & Dam, Mehmet Metin & Altıntaş, Halil & Bekun, Festus Victor, 2025, "The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108101.
• Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
• Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta, 2025, "Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108146.
• Motegi, Kaiji & Hamori, Shigeyuki, 2025, "Conditional threshold effects of stock market volatility on crude oil market volatility," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108189.
• Kaur, Charanjit & Siddiki, Jalal & Singh, Prakash, 2025, "Corrigendum to “The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis” [Energy EconomicsVolume 132, April 2024, 107428]," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108357.
• Lin, Xiang & Li, Xiaoying, 2025, "A study on anchoring Swedish inflation expectations in times of turbulence," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108416.
• Castro, Tomas del Barrio & Escribano, Alvaro & Sibbertsen, Philipp, 2025, "Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108520.
• Wu, Bangzheng, 2025, "The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108555.
• Colina, Armando R. & Gafarov, Bulat & Hilscher, Jens, 2025, "California gasoline demand elasticity estimated using refinery outages," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108489.
• Delis, Panagiotis & Degiannakis, Stavros & Filis, George, 2025, "Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108594.
• Serafin, Tomasz & Weron, Rafał, 2025, "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108596.
• Albani, V.V.L. & Marcavillaca, R.T. & Moreira, P.S.E. & Avila, S.L. & Geremia, M. & Piovezan, R.P.B. & Sica, E.T. & Santos, E., 2025, "Short-term forecasting of forward prices in the Brazilian electricity market with a hybrid stochastic-neural network model," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108651.
• Wang, Xiaoqing & Safi, Adnan & Ge, Fengning, 2025, "Towards carbon neutrality: Will artificial intelligence and green bond become catalysts?," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108711.
• Nguyen, Bich Ngoc, 2025, "A sentiment-based approach to predict energy price volatility using distilRoBERTa and GARCH models," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108646.
• Zhang, Yaojie & Tian, Linxing & Zhang, Zhikai, 2025, "Petroleum volatility spillover index and stock return predictability," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108850.
• Das, Debojyoti & Saurav, Sumit & Dutta, Anupam, 2025, "Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108887.
• Kruse-Becher, Robinson & Letixerant, Philip, 2025, "Oil price expectations in explosive phases," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108906.
• Mo, Bin & Yi, Jiaoting & Yu, Ke, 2025, "How do FinTech impact China's traditional and clean energy markets? A time-frequency quantile analysis," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.137809.
• Dam, Mehmet Metin & Altıntaş, Halil & Alola, Andrew Adewale, 2025, "Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.137862.
• Wen, Danyan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2025, "Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.138115.
• Fasanya, Ismail O. & Mubaiwa, Darren T., 2025, "Dynamics of extreme spillovers between clean energy stocks and fossil fuels: The role of climate policy uncertainty and geopolitical risks," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.138267.
• Birnstengel, Carolin & Süssmuth, Bernd, 2025, "An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103959.
• Liu, Yanchen & Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Asymmetric impacts of energy market-related uncertainty on clean energy stock volatility: The role of extreme shocks," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104206.
• Li, Luyang & Yin, Ximing & Yu, Deshui, 2025, "On the time-varying relation between monetary policy uncertainty and bond risk premia," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104465.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Cui, Xudong & Gong, Pu & Liu, Tong, 2025, "The disposition effect and market volatility prediction," International Review of Financial Analysis, Elsevier, volume 108, issue PB, DOI: 10.1016/j.irfa.2025.104719.
• Zhang, Yaojie & He, Mengxi & Wang, Yudong & Wen, Danyan, 2025, "Model specification for volatility forecasting benchmark," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103850.
• Hassan Zada & Naveed Khan & Kai-Yin Woo & Sana Gaied Chortane, 2025, "Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 4, pages 1-37.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2025, "Trend-Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2025-02, May.
• İbrahim Halil Polat & Mahir Tosunoğlu, 2025, "he Power That Rusts the Gears: How Corruption Affects Russia’s Growth," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 122-146, October, DOI: https://doi.org/10.33203/mfy.173452.
• Bülent Yıldız, 2025, "The Relationship Between the Capital Market and Composite Leading Indicators Under Economic Uncertainty: An Examination of Bist," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 394-424, October, DOI: https://doi.org/10.33203/mfy.174667.
• İlknur Yeşim Dinçel Kıratoğlu, 2025, "Forecasting of Türkiye's 2030 CO₂ Emission Target Using The Holt–Winters Exponential Smoothing Model," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue Special3, pages 109-127, December, DOI: https://doi.org/10.33203/mfy.183421.
• Ahmad GHAREEB & Mihai Daniel ROMAN, 2025, "Forecasting Stock Prices For Maritime Shipping Company In Covid-19 Period Using Multivariate Multi-Step Multi-Step Convolutional Neural Network - Bidirectional Long Short-Term Memory," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 11, issue 1, pages 6-24, June, DOI: https://doi.org/10.53486/2537-6179..
• Salles Andrés Gabriel & Bertholet Nicolás, 2025, "El impacto de las devaluaciones sobre el PIB en América Latina: un análisis para 1993–2004 a partir de Local Projections," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4837, Dec.
• C. Nondo & T. Saungweme & N.M. Odhiambo, 2025, "Does Governance Matter In Mediating The Resource Curse? Evidence From Zambia," Working Papers, African Economic and Social Research Institute (AESRI), number WP022025, Feb.
• Amir Imeri & Carlos Poza & Luis Alberiko Gil-Alana, 2025, "Persistence of Bond Yields: Evidence from BRICS Countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 15, issue 1, pages 20-25.
• Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025, "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 349169, Jan, DOI: 10.22004/ag.econ.349169.
• 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, 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," 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, revised Mar 2026.
• Ta-Chung Chi & Ting-Han Fan & Raffaele M. Ghigliazza & Domenico Giannone & Zixuan & Wang, 2025, "Macroeconomic Forecasting and Machine Learning," Papers, arXiv.org, number 2510.11008, Oct.
• 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.