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

• Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Joshua Nielsen, 2025, "Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-25, December, DOI: 10.1186/s40854-024-00692-6.
• Pawan Kumar & Vipul Kumar Singh, 2025, "Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-22, December, DOI: 10.1186/s40854-024-00699-z.
• Burak Korkusuz & Mehmet Sahiner, 2025, "Coin impact on cross-crypto realized volatility and dynamic cryptocurrency volatility connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-025-00881-x.
• 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.
• Stefano Fasani & Giuseppe Pagano Giorgianni & Valeria Patella & Lorenza Rossi, 2025, "Belief Distortions and Disagreement about Inflation," CIMEO Working Paper Series, Centre for Investigation and Modelling of Experimental Observations (CIMEO), number 187, Feb.
• 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.
• Karim Moussa & Siem Jan Koopman, 2025, "Simulation Smoothing for Nonlinear non-Gaussian State Space Models using Machine Learning Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-034/III, May, revised 10 Mar 2026.
• 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, revised Mar 2026.
• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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.
• Ivanova, Tetyana & Kryshtal, Halyna & Metelytsia, Volodymyr & Kazak, Oksana & Koreneva, Natalya, 2025, "Investment-oriented innovations in medical insurance: Strategies for sustainable healthcare financing in the digital era," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 5, issue 64, pages 548-558, DOI: 10.55643/fcaptp.5.64.2025.4858.
• 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.
• Ally Manengu Manengu, 2025, "Analysis Of The Non-Linear Effects Of The Volatile Exchange Rate On Inflation In The Democratic Republic Of Congo From 1970 To 2022
  [Analyse Des Effets Non-Lineaires De La Volatilite Du Taux De Change Sur L'Inflation En Republique Democratique Du ," Post-Print, HAL, number hal-05083768, May.
• Nabil Bouamara & Sébastien Laurent & Shuping Shi, 2025, "A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Post-Print, HAL, number hal-05443865, Sep, DOI: 10.1093/jjfinec/nbaf020.
• Frédérique Bec & Alain Guay & Heino Bohn Nielsen & Sarra Saïdi, 2025, "Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price," Post-Print, HAL, number hal-05635051, DOI: 10.1515/snde-2022-0084.
• Manaf Ahmed & Said Khalil, 2025, "Sectoral Volatility under Political Uncertainty: An Extended GARCH-X Modeling Framework," Working Papers, HAL, number hal-05087376, May.
• Remzi Uctum & Georges Prat & Fredj Jawadi, 2025, "Fundamental Valuation of Equities under Allocative Rationality," Working Papers, HAL, number hal-05158099.
• Frédérique Bec & François Courtoy & Philipp Mohl & Frederic Opitz, 2025, "The Stochastic Simulations of the Commission's Debt Sustainability Analysis: A Refined Approach
  [Simulations stochastiques de l'analyse de la soutenabilité de la dette de la Commission Européenne : Une approche affinée]," Working Papers, HAL, number hal-05574615, Oct, DOI: 10.2765/2628965.
• Less, Vivien & Rodrigues, Paulo M. M. & Sibbertsen, Philipp, 2025, "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-735, Feb.
• 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.
• Américo Arizaca Avalos & Edyn Canahua Apaza & Fidel Huisa Mamani & Edwin Arturo Quispe Umiña & Wilber Pastor Contreras & Mishell Julisa Mamani Flores, 2025, "Inversión en exploración minera en el Perú: Influencia del PBI minero, cotización y exportaciones de cobre (2000-2020)," Investigación & Desarrollo, Universidad Privada Boliviana, number 0325, DOI: http://10.0.93.73/idupbo.025.2-9e.
• 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. Serhan Cevik & Yueshu Zhao, 2025, "Shocked: Electricity Price Volatility Spillovers in Europe," IMF Working Papers, International Monetary Fund, number 2025/007, Jan.
• 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.
• Julián Andrada-Félix & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "Britaly? Identifying euro area historical analogues to the UK’s 2022 bond market shock," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202525, Dec.
• 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.
• Özge Çamalan & Esra Hasdemir & Tolga Omay & Mustafa Can Küçüker, 2025, "Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3111-3159, June, DOI: 10.1007/s10614-024-10651-z.
• François Benhmad & Mohamed Chikhi, 2025, "The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1691-1713, August, DOI: 10.1007/s10614-024-10745-8.
• Diego Pitta Jesus & Elvira Helena Oliveira Medeiros & Lucas Lúcio Godeiro & Andressa Lemes Proque, 2025, "Forecasting Brazilian Stock Market Using Sentiment Indices from Textual Data, Chat-GPT-Based and Technical Indicators," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 3735-3780, November, DOI: 10.1007/s10614-024-10835-7.
• Benjamin Walwai Miba’am & Hasan Güngör, 2025, "Do Uncertainties in US Affect Bitcoin Returns? Evidence from Time Series Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 5, pages 4303-4327, November, DOI: 10.1007/s10614-024-10842-8.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Long-Run Trends and Cycles in US House Prices," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 5017-5031, December, DOI: 10.1007/s10614-025-10882-8.
• Mohsen Bahmani-Oskooee & Ferda Halicioglu, 2025, "Turkish trade in eight service categories and role of the exchange rate," Economic Change and Restructuring, Springer, volume 58, issue 4, pages 1-24, August, DOI: 10.1007/s10644-025-09912-0.
• Salah A. Nusair, 2025, "Economic policy uncertainty and industrial output in the G7 countries: an asymmetric analysis," Economic Change and Restructuring, Springer, volume 58, issue 5, pages 1-40, October, DOI: 10.1007/s10644-025-09929-5.
• Zixiong Xie & Shyh-Wei Chen & Chun-Kuei Hsieh, 2025, "Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 52, issue 1, pages 143-172, February, DOI: 10.1007/s10663-024-09628-w.
• David Neto, 2025, "Is uncertainty in the European stock market resilient to geopolitical risk? A non-homogeneous regime-switching analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 52, issue 4, pages 651-666, November, DOI: 10.1007/s10663-025-09651-5.
• Zhongyan Li & Zhaozhou Han & Feifan Han, 2025, "Coordinated Economic Development in the Guangdong-Hong Kong-Macao Greater Bay Area: R/S Fractal Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 31, issue 1, pages 15-43, May, DOI: 10.1007/s11294-025-09931-7.
• Anbes Tenaye, 2025, "Exploring Cointegration Relations and Determinants of Ethiopian Money Supply: Autoregressive Distributed Lag Approach," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 31, issue 4, pages 249-271, November, DOI: 10.1007/s11294-025-09938-0.
• Nicolas Yol, 2025, "How a French corporate tax reform raised wages: evidence from an innovative method," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 32, issue 2, pages 387-428, April, DOI: 10.1007/s10797-024-09846-9.
• Martins Iyoboyi & Abdullahi Badiru, 2025, "The Influence of Economic Institutions in the Debt-Growth Nexus: Evidence from Nigeria," Open Economies Review, Springer, volume 36, issue 1, pages 177-195, February, DOI: 10.1007/s11079-024-09749-6.
• Andrea Sbarile, 2025, "In Der Welle Des Preises Mitschwimmen: A Multichannel View of the Weimar Hyperinflation," Open Economies Review, Springer, volume 36, issue 4, pages 1097-1124, September, DOI: 10.1007/s11079-025-09796-7.
• Robert F. Mulligan, 2025, "Industrial production over the business cycle 1919–2022: R/S and wavelet hurst analysis of multifractality and Austrian business cycle theory," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 38, issue 3, pages 287-302, September, DOI: 10.1007/s11138-024-00648-0.
• Mijung Choi & Jihyun Kim & Nuong Nguyen, 2025, "Nonparametric Continuous Time Regressions with Functional Coefficients," Korean Economic Review, Korean Economic Association, volume 41, pages 141-174.
• Koichiro Kamada, 2026, "The Survey-Based Output Gap and Input Gap," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-004, Mar.
• Stefano Fasani & Valeria Patella & Giuseppe Pagano Giorgianni & Lorenza Rossi, 2025, "Belief Distortions and Disagreement about Inflation," Working Papers, Lancaster University Management School, Economics Department, number 423478673.
• Enrique Martinez-Garcia & Efthymios Pavlidis, 2025, "Bubbling Up?," Working Papers, Lancaster University Management School, Economics Department, number 423482817.
• Teera Kiatmanaroch & Ornanong Puarattanaarunkorn, 2025, "Quantitative Easing and Tightening Effects on Volatility Transmission in ASEAN’s Emerging Financial Markets," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 62, issue 1, pages 29-48, June, DOI: 10.22452/MJES.vol62no1.2.
• Chaoyi Chen & Tamas Barko & Oliver Nagy, 2025, "Inflation and Uncertainty: Evidence from GARCH-MIDAS-in-Mean Modelling," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 24, issue 3, pages 52-72.
• Sascha O. Becker & P. David Boll & Hans-Joachim Voth, 2025, "Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package," Monash Economics Working Papers, Monash University, Department of Economics, number 2025-01, Feb.
• Li Chen & Jiti Gao & Farshid Vahid, 2025, "Predicting an Ice-free Arctic using a Nonlinear Endogenous Co-trending Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/25.
• Wing-Keung Wong & Yushan Cheng & Mu Yue, 2025, "Could regression of stationary series be spurious?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2503, Mar.
• Wing-Keung Wong & Mu Yue, 2025, "Could regressing a stationary series on a non-stationary series obtain meaningful outcomes?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2504, Apr.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or Vector Autoregressions? A Primer for Macroeconomists," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2025, volume 40".
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2025, "Local Projections or VARs? A Primer for Macroeconomists," NBER Working Papers, National Bureau of Economic Research, Inc, number 33871, May.
• Eric A. Baldwin & Takuma Iwasaki & John J. Donohue, 2025, "Financial Firepower: School Shootings and the Strategic Contributions of Pro-Gun PACs," NBER Working Papers, National Bureau of Economic Research, Inc, number 33900, Jun.
• Alberto Cavallo & Gaston Garcia Zavaleta, 2025, "Turning Points in Inflation: A Structural Breaks Approach with Micro Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34102, Aug.
• Kenneth D. West & Kurt G. Lunsford, 2025, "Random Walk Forecasts of Stationary Processes Have Low Bias," NBER Working Papers, National Bureau of Economic Research, Inc, number 34112, Aug.
• National Institute of Economic and Social Research, 2025, "Box E: Measuring the UK NAIRU," National Institute Economic Outlook, National Institute of Economic and Social Research, issue Autumn, pages 46-47.
• Andrei Rădulescu, 2025, "Macroeconomic Climate – From The World Economy To The Moldovan Economy," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 13, issue 2, pages 17-29, December.
• Joseph David & Nurudeen Abu & Akintola Owolabi, 2025, "The Moderating Role of Corruption in the Oil Price-Economic Growth Relationship in an Oil-Dependent Economy: Evidence from Bootstrap ARDL with a Fourier Function," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 5-30, March.
• Huseyin Guvenoglu, Ahmed Yusuf Sarihan, 2025, "Understanding the Nexus Between Imports, Growth, Export and Foreign Debt Dynamics of an Emerging Market: The Case of Turkiye," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 1095-1118, Desember.
• Susie McKenzie, 2025, "Vector Autoregressive Models for Tax Forecasting," Treasury Analytical Notes Series, New Zealand Treasury, number an25/03, Jul.
• Christian Beer & Robert Ferstl & Bernhard Graf, 2025, "Improving disaggregated short-term food inflation forecasts with webscraped data (Christian Beer, Robert Ferstl, Bernhard Graf)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 262, Jan.
• Nico Petz & Thomas Zörner, 2025, "How Phillips Curve Dynamics Enhance Business Cycle Synchronization Analysis in Central and Eastern Europe (Nico Petz, Thomas Zörner)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 267, May.
• Richard T Baillie & Francis X Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2025, "On robust inference in time-series regression," The Econometrics Journal, Royal Economic Society, volume 28, issue 2, pages 131-173.
• M Angeles Carnero & Angel León & Trino-Manuel Ñíguez, 2025, "Analytic Moments of TGARCH(1,1) Models with Polynomially Adjusted Densities," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1194-1209.
• Bingduo Yang & Wei Long & Xiaohui Liu & Liang Peng, 2025, "A Unified Predictability Test Using Weighted Inference and Random Weighted Bootstrap," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 813-841.
• Ovidijus Stauskas & Genaro Sucarrat, 2025, "Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 142-153.
• Yaolan Ma & Bo Wei, 2025, "Extreme Conditional Expectile Estimation for Heavy-Tailed ARMA-GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 4, pages 203-228.
• Nabil Bouamara & Sébastien Laurent & Shuping Shi, 2025, "A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-020..
• Edison Javier Jiménez López & Alejandro Mungaray Lagarda & Benjamín Burgos Flores, 2025, "Inversión extranjera directa y crecimiento económico en Colombia y México: un análisis comparativo a través de series de tiempo con mínimos cuadrados generalizados (1994-2017)
  [Foreign direct investment and economic growth in Colombia and Mexico: ," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 40, pages 1-27, DOI: https://doi.org/10.46661/rev.metodo.
• Rong Huang & Dimos Kambouroudis & David G. McMillan, 2025, "Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 2, pages 115-135, March, DOI: 10.1057/s41260-025-00398-z.
• Kotbee Shin & Bo-Young Choi & Indira Shamsutdinova, 2025, "Unraveling the Impact of Russian Sanctions and Oil Prices on Exchange Rate: A Comparative Approach," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 67, issue 4, pages 723-749, December, DOI: 10.1057/s41294-025-00258-0.
• Adrian Matthew Glova & Roy Hernandez, 2025, "Forecasting currency in circulation with the central bank balance sheet," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 62, issue 1, pages 27-55, June.
• Annika Mauer & Andreas Nastansky, 2025, "Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 58, Jan, DOI: 10.25932/publishup-66946.
• Andreas Nastansky, 2025, "Einfluss der Vermögenspreise auf die Gewinne im deutschen Bankensektor: Eine ökonometrische Analyse," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 60, Dec, DOI: 10.25932/publishup-69357.
• Dąbrowski, Marek A. & Janus, Jakub & Mucha, Krystian, 2025, "Shades of inflation targeting: insights from fractional integration," MPRA Paper, University Library of Munich, Germany, number 123455, Jan.
• Okunlola, Oluyemi A. & Otekunrin, Oluwaseun A. & Adewumi, Idowu P. & Oguntola, Toyin O., 2025, "Spatial Analysis and Time Trend Regression of Multifactorial Violence-related Death and its Connection with Public Health in Nigeria," MPRA Paper, University Library of Munich, Germany, number 123555, Feb.
• Bonga-Bonga, Lumengo & Nyambayo, Kudznai & Mpofu, Delani, 2025, "Foreign exchange intervention and exchange rate exposure: evidence from South Africa and Japan," MPRA Paper, University Library of Munich, Germany, number 123763, Feb.
• NEIFAR, MALIKA & Gharbi, Leila, 2025, "The country ICT level and the Fintech firm Performance: Evidence from BRICS ‎Countries ‎," MPRA Paper, University Library of Munich, Germany, number 123778, Feb, revised 25 Feb 2025.
• Silva Lopes, Artur, 2025, "On a Definition of Trend," MPRA Paper, University Library of Munich, Germany, number 125073, Apr.
• Tony Paul, Nitin, 2025, "GARCH-FX: A Modular Framework for Stochastic and Regime-Aware GARCH Forecasting," MPRA Paper, University Library of Munich, Germany, number 125321, Jul.
• Polbin, Andrey & Shumilov, Andrei, 2025, "Наукастинг И Прогнозирование Ввп России И Его Компонентов С Помощью Квантильных Моделей
  [Nowcasting and forecasting Russian GDP and its components using quantile models]," MPRA Paper, University Library of Munich, Germany, number 125440.
• Bahmani-Oskooee, Mohsen & Halicioglu, Ferda, 2025, "Turkish Trade in Eight Service Categories and the Role of Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 125454.
• Camarero, Mariam & Sapena, Juan & Tamarit, Cecilio, 2025, "Negative rates, demographics and fiscal policy: Heterogeneous tilting taxation in the Euro Area," MPRA Paper, University Library of Munich, Germany, number 125942, Aug.
• Nguyen, Ha & Schurer, Stefanie & Mitrou, Francis, 2025, "The instability of locus of control: New evidence from the distributional effects of major life events," MPRA Paper, University Library of Munich, Germany, number 126016, Jul, revised Jul 2025.
• Bauer, Dietmar & del Barrio Castro, Tomás, 2025, "The Effect of Aggregation on Seasonal Cointegration in Mixed Frequency data," MPRA Paper, University Library of Munich, Germany, number 126066, Sep.
• armoa garcia, roger roman, 2025, "Estimación de la informalidad económica en Paraguay con el índice Tanzi–Feige. Periodo de análisis marzo 2020 a noviembre 2024
  [Estimation of Economic Informality in Paraguay with the Tanzi–Feige Index. Analysis Period March 2020 to November 2024]," MPRA Paper, University Library of Munich, Germany, number 126167, Aug, revised 24 Sep 2025.
• Boughabi, Houssam, 2025, "Inflation Persistence and Involuntary Unemployment in Pakistan: A Keynesian Econometric Study," MPRA Paper, University Library of Munich, Germany, number 126294, Aug.
• Boughabi, Houssam, 2025, "Modeling Wage Expectations and Long-Memory Dynamics in the German Labor Market, 1914–1920," MPRA Paper, University Library of Munich, Germany, number 126295, May.
• Aknouche, Abdelhakim & Dimitrakopoulos, Stefanos & Rabehi, Nadia, 2025, "Seasonal ARIMA models with a random period," MPRA Paper, University Library of Munich, Germany, number 127200, Dec, revised 06 Dec 2025.
• Ben Youssef, Slim, 2025, "The determinants of forest area in Brazil: Ethanol production, exports of crops and livestock, and asymmetric impact of temperature change," MPRA Paper, University Library of Munich, Germany, number 127224, Dec.
• Bahmani-Oskooee, Mohsen & Halicioglu, Ferda & UZ-AKDOGAN, Idil, 2025, "An Asymmetric Study of J-curve Effect in the Turkish Service Trade," MPRA Paper, University Library of Munich, Germany, number 128292, revised 2025.
• boughabi, houssam, 2025, "A Volatility Method of Crude Oil Dynamics: The Role of Market and Commodity Volatilities in Determining Equilibrium Prices," MPRA Paper, University Library of Munich, Germany, number 129471, Dec.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2025, "The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202501, Feb.
• Rachel Steenkamp & Rangan Gupta & Oguzhan Cepni, 2025, "Analysing the Predictability of Climate Risks on the Conditional Distributions of Bank Returns and Volatility: An International Perspective," Working Papers, University of Pretoria, Department of Economics, number 202504, Feb.
• Petre Caraiani & Onur Polat & Rangan Gupta & Elie Bouri, 2025, "Climate Risks and Predictability of Financial Risks in the US Banking Sector," Working Papers, University of Pretoria, Department of Economics, number 202507, Feb.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2025, "ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach," Working Papers, University of Pretoria, Department of Economics, number 202513, Apr.
• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025, "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202517, Apr.
• Xin Sheng & Oguzhan Cepni & Rangan Gupta & Minko Markovski, 2025, "Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions," Working Papers, University of Pretoria, Department of Economics, number 202520, May.
• Dhanashree Somani & Rangan Gupta & Sayar Karmakar & Vasilios Plakandaras, 2025, "Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202521, Jun.
• Jiawen Luo & Jingyi Deng & Juncal Cunado & Rangan Gupta, 2025, "Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective," Working Papers, University of Pretoria, Department of Economics, number 202523, Jul.
• Abeeb Olaniran & David Gabauer & Rangan Gupta & Onur Polat, 2025, "Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework," Working Papers, University of Pretoria, Department of Economics, number 202524, Jul.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Yunhan Zhang, 2025, "Climate Policy Uncertainty and the Forecastability of Inflation," Working Papers, University of Pretoria, Department of Economics, number 202525, Aug.
• Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
• Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202529, Aug.
• Matteo Bonato & Riza Demirer & Rangan Gupta & Abeeb Olaniran, 2025, "Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin," Working Papers, University of Pretoria, Department of Economics, number 202530, Sep.
• Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.