Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
2024
- Atsushi Inoue & Lutz Kilian, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers, Federal Reserve Bank of Dallas, number 2404, Jul, DOI: 10.24149/wp2404.
- Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-24, Aug, DOI: 10.24148/wp2024-24.
- Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.
- Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
- Simon Firestone & Nathan Y. Godin & Akos Horvath & Jacob Sagi, 2024, "Risk Perception and Loan Underwriting in Securitized Commercial Mortgages," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-019, Apr, DOI: 10.17016/FEDS.2024.019.
- Valeria Gargiulo & Christian Matthes & Katerina Petrova, 2024, "Monetary Policy across Inflation Regimes," Staff Reports, Federal Reserve Bank of New York, number 1083, Jan, DOI: 10.59576/sr.1083.
- Katerina Petrova, 2024, "On the Validity of Classical and Bayesian DSGE-Based Inference," Staff Reports, Federal Reserve Bank of New York, number 1084, Jan, DOI: 10.59576/sr.1084.
- Tassos Magdalinos & Katerina Petrova, 2024, "OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity," Staff Reports, Federal Reserve Bank of New York, number 1113, Aug, DOI: 10.59576/sr.1113.
- Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports, Federal Reserve Bank of New York, number 1132, Oct, DOI: 10.59576/sr.1132.
- Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A New Jackknife Variance Estimator for Time-Series and Panel Regressions," Staff Reports, Federal Reserve Bank of New York, number 1133, Oct, DOI: 10.59576/sr.1133.
- Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2024, "Bank Capital and Real GDP Growth," Working Paper, Federal Reserve Bank of Richmond, number 24-08, Sep, DOI: 10.21144/wp24-08.
- Sergey V. Arzhenovskiy, 2024, "Forecasting GDP Dynamics Based on the Bank of Russia’s Enterprise Monitoring Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 31-44, February, DOI: 10.31107/2075-1990-2024-1-31-44.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez, 2024, "Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity," Econometrics, MDPI, volume 12, issue 4, pages 1-14, December.
- Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
- Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
- Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024, "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Post-Print, HAL, number hal-04395168, Jan, DOI: 10.1186/s40854-023-00520-3.
- F. Blasques & Christian Francq & Sébastien Laurent, 2024, "Autoregressive conditional betas," Post-Print, HAL, number hal-04676069, DOI: 10.1016/j.jeconom.2023.105630.
- Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024, "Forecasting realized volatility: Does anything beat linear models?," Post-Print, HAL, number hal-04835657, Sep, DOI: 10.1016/j.jempfin.2024.101524.
- Jamel Boukhatem & Ali M. Alhazmi, 2024, "COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach," Future Business Journal, Springer, volume 10, issue 1, pages 1-14, December, DOI: 10.1186/s43093-024-00338-0.
- Kristian Jönsson, 2024, "Simulation-Based Analysis of Real-Time Reliability for Trend/Cycle Decompositions," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 219-242, July, DOI: 10.1007/s41549-024-00096-6.
- Simon Norden, 2024, "Output Gaps: Editor’s Introduction," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 2, pages 151-154, July, DOI: 10.1007/s41549-024-00101-y.
- Lars-H. R. Siemers, 2024, "On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 3, pages 367-409, November, DOI: 10.1007/s41549-025-00107-0.
- Nyakundi M. Michieka & Richard S. Gearhart & Noha A. Razek, 2024, "Oil Price Dynamics and Housing Demand in Oil Producing Counties in the U.S," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 483-512, June, DOI: 10.1007/s12197-024-09667-w.
- Saint Kuttu & Joshua Yindenaba Abor & Godfred Amewu, 2024, "Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 2, pages 462-482, June, DOI: 10.1007/s12197-024-09668-9.
- Juan Carlos Cuestas & Luis Gil-Alana, 2024, "Unemployment Hysteresis by Sex and Education Attainment in the EU," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 801-827, March, DOI: 10.1007/s13132-023-01106-1.
- Melina Dritsaki & Chaido Dritsaki, 2024, "The Relationship Between Health Expenditure, CO2 Emissions, and Economic Growth in G7: Evidence from Heterogeneous Panel Data," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 4886-4911, March, DOI: 10.1007/s13132-023-01349-y.
- Tunahan Hacıimamoğlu & Oğuzhan Sungur, 2024, "How Do Economic Growth, Renewable Energy Consumption, and Political Stability Affect Environmental Sustainability in the United States? Insights from a Modified Ecological Footprint Model," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 4, pages 20649-20676, December, DOI: 10.1007/s13132-024-01953-6.
- Ivan D. Trofimov, 2024, "Is Business Cycle Gender Neutral? An Analysis of Aggregate and Sectoral Working Hours in Canadian Economy," Journal of Economics, Race, and Policy, Springer, volume 7, issue 3, pages 164-194, September, DOI: 10.1007/s41996-024-00148-0.
- Juan Laborda & Cristina Suárez, 2024, "Heterogeneity in household consumption behavior: The role of inequality and financial instability," Journal of Evolutionary Economics, Springer, volume 34, issue 1, pages 63-88, January, DOI: 10.1007/s00191-024-00853-x.
- Subrata K. Mitra & Debdatta Pal, 2024, "Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 395-420, June, DOI: 10.1007/s40953-024-00382-1.
- Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2024, "Persistence in Tax Revenues: Evidence from Some OECD Countries," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 475-491, June, DOI: 10.1007/s40953-024-00386-x.
- Ivan D. Trofimov, 2024, "A Time Series Analysis of Corporate Profit Rates in Selected Developed Economies: Asymmetries, Non-linearity and Mean Reversion," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 2, pages 303-338, June, DOI: 10.1007/s40953-024-00392-z.
- Luis Alberiko Gil-Alana, 2024, "All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 22, issue 3, pages 631-640, September, DOI: 10.1007/s40953-024-00398-7.
- Ilma Sharif & Syed Tehseen Jawaid & Muhammed Nadeem Khan & Aamir Hussain Siddiqui, 2024, "How does climate policy uncertainty influence sustainable development? Unraveling role of recycling and natural resources in the United States," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 37, issue 4, pages 943-960, December, DOI: 10.1007/s13563-024-00475-6.
- Xi Wang & Bisharat Hussain Chang & Emmanuel Uche & Qianli Zhao, 2024, "The asymmetric effect of income and price changes on the consumption expenditures: evidence from G7 countries using nonlinear bounds testing approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 23, issue 1, pages 35-53, January, DOI: 10.1007/s10258-022-00229-8.
- Mübariz Hasanov & Tolga Omay & Vasif Abioglu, 2024, "Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 23, issue 3, pages 355-382, September, DOI: 10.1007/s10258-023-00245-2.
- Antonis Tsitouras & Nicholas Tsounis & Harry Papapanagos, 2024, "Defense Spending and Economic Growth: An Empirical Investigation in the Case of Greece," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Applied Economic Research and Trends", DOI: 10.1007/978-3-031-49105-4_18.
- Marta Małecka & Radosław Pietrzyk, 2024, "A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war," Quality & Quantity: International Journal of Methodology, Springer, volume 58, issue 5, pages 4533-4567, October, DOI: 10.1007/s11135-024-01866-1.
- Matthew A. Castle, 2024, "Renegotiating in good faith: How international treaty revisions can deepen cooperation," The Review of International Organizations, Springer, volume 19, issue 2, pages 217-241, April, DOI: 10.1007/s11558-023-09497-1.
- Nuruddeen Usman & Martins Apinran, 2024, "Policy rates in ECOWAS: are they fractionally cointegrated?," SN Business & Economics, Springer, volume 4, issue 11, pages 1-15, November, DOI: 10.1007/s43546-024-00739-x.
- Anthony Enisan Akinlo, 2024, "Asymmetric effects of world uncertainty index on the demand for money in Nigeria," SN Business & Economics, Springer, volume 4, issue 9, pages 1-18, September, DOI: 10.1007/s43546-024-00696-5.
- M’bakob Gilles Brice & Mandeng ma Ntamack Jules, 2024, "Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence," SN Business & Economics, Springer, volume 4, issue 9, pages 1-53, September, DOI: 10.1007/s43546-024-00698-3.
- Carlos Gayán-Navarro & Marcos Sanso-Navarro, 2024, "Long-run inequality persistence in the U.S., 1870–2019," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 172, issue 1, pages 261-281, March, DOI: 10.1007/s11205-024-03309-8.
- Anouar Ben Mabrouk & Majed S. Balalaa, 2024, "A Backward-Forward Non-uniform Wavelet Forecasting Quality of Life Model in Digital Media Framework," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 172, issue 2, pages 393-427, March, DOI: 10.1007/s11205-024-03313-y.
- Philipp Otto & Philipp Sibbertsen, 2024, "Spatial Autoregressive Fractionally Integrated Moving Average Model," Springer Books, Springer, in: Sven Knoth & Yarema Okhrin & Philipp Otto, "Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science", DOI: 10.1007/978-3-031-69111-9_22.
- Paolo Zagaglia, 2024, "Stocks, Gold and Crude Oil: How Valuable are Volatility and Correlation Timing?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 14, issue 6, pages 1-5.
- Joana Katina & Joana Katina & Igor Katin & Igor Katin & Vera Komarova, 2024, "Cryptocurrency price forecasting: a comparative analysis of autoregressive and recurrent neural network models," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 11, issue 4, pages 425-436, June, DOI: 10.9770/jesi.2024.11.4(26).
- Marian Vavra, 2024, "A Growth-at-Risk Model in Slovakia," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2024, Oct.
- Rounak Sil & Unninarayanan Kurup & Ashima Goyal & Apoorva Singh & Rajendra Narayan Paramanik, 2024, "Chorus in the Cacophony: Dissent and Policy Communication of India’s Monetary Policy Committee," Applied Economics Letters, Taylor & Francis Journals, volume 31, issue 18, pages 1900-1906, October, DOI: 10.1080/13504851.2023.2208823.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Persistence and long memory in monetary policy spreads," Applied Economics, Taylor & Francis Journals, volume 56, issue 20, pages 2422-2433, April, DOI: 10.1080/00036846.2023.2186371.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2024, "Testing Granger non-causality in expectiles," Econometric Reviews, Taylor & Francis Journals, volume 43, issue 1, pages 30-51, January, DOI: 10.1080/07474938.2023.2246823.
- Davide Delle Monache & Andrea De Polis & Ivan Petrella, 2024, "Modeling and Forecasting Macroeconomic Downside Risk," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 1010-1025, July, DOI: 10.1080/07350015.2023.2277171.
- Enzo D’Innocenzo & André Lucas & Bernd Schwaab & Xin Zhang, 2024, "Modeling Extreme Events: Time-Varying Extreme Tail Shape," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 3, pages 903-917, July, DOI: 10.1080/07350015.2023.2260439.
- Luis A. F. Alvarez & Bruno Ferman, 2024, "On “Imputation of Counterfactual Outcomes when the Errors are Predictable”: Discussions on Misspecification and Suggestions of Sensitivity Analyses," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1123-1127, October, DOI: 10.1080/07350015.2024.2359594.
- David Ardia & Arnaud Dufays & Carlos Ordás Criado, 2024, "Linking Frequentist and Bayesian Change-Point Methods," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 42, issue 4, pages 1155-1168, October, DOI: 10.1080/07350015.2023.2293166.
- Mduduzi Biyase & Hinaunye Eita & Thomas Bilaliib Udimal & Talent Thebe Zwane, 2024, "Does military spending affect inequality in South Africa? A revisit," Cogent Economics & Finance, Taylor & Francis Journals, volume 12, issue 1, pages 2421698-242, December, DOI: 10.1080/23322039.2024.2421698.
- Marlon Fritz & Thomas Gries & Lukas Wiechers, 2024, "An early indicator for anomalous stock market performance," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 1, pages 105-118, January, DOI: 10.1080/14697688.2023.2281529.
- Xiaohu Wang & Jun Yu & Chen Zhang, 2024, "On the optimal forecast with the fractional Brownian motion," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 2, pages 337-346, January, DOI: 10.1080/14697688.2023.2297730.
- Ufuk Can & Oguzhan Cepni & Abdullah Kazdal & Muhammed Hasan Yilmaz, 2024, "Climate Anomalies and Inflationary Pressures: Evidence from Turkiye," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2412.
- Francisco Blasques & Janneke van Brummelen & Paolo Gorgi & Siem Jan Koopman, 2024, "A robust Beveridge-Nelson decomposition using a score-driven approach with an application," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-003/III, Nov.
- Francisco Blasques & Noah Stegehuis, 2024, "A Score-Driven Filter for Causal Regression Models with Time- Varying Parameters and Endogenous Regressors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-016/III, Feb.
- F. Blasques & S.J. Koopman & G. Mingoli & S. Telg, 2024, "A Novel Test for the Presence of Local Explosive Dynamics," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-036/III, May.
- Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024, "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-049/III, Jul.
- Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange, 2024, "Kullback-Leibler-based characterizations of score-driven updates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-051/III, Aug, revised 22 Oct 2024.
- Mingxuan Song & Bernhard van der Sluis & Yicong Lin, 2024, "PyTimeVar: A Python Package for Trending Time-Varying Time Series Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-060/III, Nov.
- Enzo D'Innocenzo & Andre Lucas & Bernd Schwaab & Xin Zhang, 2024, "Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-069/III, Nov.
- Gabriele Mingoli, 2024, "Modeling Common Bubbles: A Mixed Causal Non-Causal Dynamic Factor Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-072/III, Nov.
- Farah Amira FIRDAUSIA & Nasrudin NASRUDIN, 2024, "Spillover Volatility Effect Return Of Stock, Gold, and Cryptocurrency: Evidence of Peak Pandemic and Transition towards Endemic COVID-19 in Indonesia," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 8, issue 2, pages 89-113, DOI: 10.1991/jefa.v9i1.a74.
- Lorette DANILO & Fayssal JAMHAMED & Franck MARTIN, 2024, "Optimized pairs-trading strategies in the cryptocurrencies market using genetic algorithms and cointegration," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-11, Nov.
- Demian Pouzo & Zacharias Psaradakis & Martín Sola, 2024, "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2024_04, Jun.
- Antonio Afonso & Valérie Mignon & Jamel Saadaoui, 2024, "On the time-varying impact of China’s bilateral political relations on its trading partners: “doux commerce” or “trade follows the flag”?," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2024-17.
- Santiago José Gahn, 2024, "Autonomous Components in Richard Cantillon’s Essai? An Inquiry through the Lens of the Classical-Keynesian Approach," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 132, issue 1, pages 87-106.
- Marco Cozzi, 2024, "An Aggregation-Consistent Implementation of the Hamilton Filter," Department Discussion Papers, Department of Economics, University of Victoria, number 2401, May.
- Philip Arestis & Mianshan Lai, 2024, "The Role of Housing-Dominated Attributes in Housing Booms: Evidence from China," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 1, pages 1-24.
- Ibrahim Bakirtas & Ramazan Sari & Suleyman Koc, 2024, "Coup D’état and Economic Growth in Turkey: Evidence from ARDL Bounds Testing Procedure," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 1, pages 71-94.
- Haşmet Sarıgül & Sudi Apak, 2024, "Economic Growth, Energy Consumption, and Trade Openness Nexus: Evidence from Net Energy Importing Middle-Income Countries," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 3, pages 345-371.
- Ahmed Alsayed & Kivanç Halil Ariç & Siok Kun Sek, 2024, "The Behavior of Stock Market Index During the Coronavirus Pandemic in Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 4, pages 555-570.
- Khammassi Ines & Boufateh Talel & Naoui Kamel & Alrawad Mahmaod & Lutfi Abdalwali, 2024, "The Role of Stress Tests in Enhancing Bank Transparency: A Comparative Study of Islamic and Conventional Banks," Economics, Sciendo, volume 12, issue 1, pages 71-100, April, DOI: 10.2478/eoik-2024-0003.
- Tajuddin Sheikh Ahmad Faiz Sheikh Ahmad & Afthanorhan Wan Mohamad Asyraf Wan & Zain Fahru Azwa Mohd & Abdullah Hamdy & Haron Hazrin Izwan Che & Abidin Ahmad Firdhauz Zainul, 2024, "From Classrooms to Economies: Examining the Educational Achievement-Economic Development Nexus," Economics, Sciendo, volume 12, issue 2, pages 55-68, DOI: 10.2478/eoik-2024-0013.
- Pyra Mariusz, 2024, "Impact of the Logistics Sector on Poland’s Economic Growth 2018-2022," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 17, issue 1, pages 149-163, March, DOI: 10.2478/ers-2024-0008.
- Musakwa Mercy T. & Odhiambo Nicholas M., 2024, "Causality Between ICT, Financial Development And Economic Growth In Kenya," Folia Oeconomica Stetinensia, Sciendo, volume 24, issue 2, pages 182-201, DOI: 10.2478/foli-2024-0022.
- Żebrowska-Suchodolska Dorota, 2024, "The Impact of the Size of Funds on the Use of Selectivity and Market Timing by Investment Funds," Folia Oeconomica Stetinensia, Sciendo, volume 24, issue 2, pages 419-437, DOI: 10.2478/foli-2024-0032.
- Güngör Arifenur & Güngör Mahmut Sami, 2024, "The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries," South East European Journal of Economics and Business, Sciendo, volume 19, issue 2, pages 60-81, DOI: 10.2478/jeb-2024-0016.
- Ogbeide-Osaretin Evelyn Nwamaka & Shedrack Ifeanyi & Aliu Timothy, 2024, "Human Capital Development, Income Inequality and Public Sector Investment in Nigeria," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 69, issue 1, pages 1-20, DOI: 10.2478/subboec-2024-0001.
- Stanisław Łaniewski & Robert Ślepaczuk, 2024, "Enhancing literature review with NLP methods Algorithmic investment strategies case," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-16.
- Szymon Lis & Robert Slepaczuk & Paweł Sakowski, 2024, "Explaining and Forecasting Abnormal Returns and Volume by Investor Sentiment Indicators," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-18.
- Andreas Lichtenberger & Robert Stehrer, 2024, "Exploring the Economic Resilience of Low vs. High Carbon Intensity Sectors," wiiw Policy Notes, The Vienna Institute for International Economic Studies, wiiw, number 83, Oct.
- Simeon Coleman & Juan Carlos Cuestas, 2024, "On the evolution of competitiveness in Central and Eastern Europe: Is it broken?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 2911-2926, July, DOI: 10.1002/ijfe.2810.
- Dimitrios Bakas & Theodore Panagiotidis & Gianluigi Pelloni, 2024, "Labour reallocation and unemployment fluctuations: A tale of two tails," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 3, pages 3444-3468, July, DOI: 10.1002/ijfe.2845.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Business applications and state‐level stock market realized volatility: A forecasting experiment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 2, pages 456-472, March, DOI: 10.1002/for.3042.
- Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji, 2024, "Forecasting realized volatility of crude oil futures prices based on machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 5, pages 1422-1446, August, DOI: 10.1002/for.3077.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2088-2125, September, DOI: 10.1002/for.3106.
- Chenxing Li & John M. Maheu & Qiao Yang, 2024, "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2187-2211, September, DOI: 10.1002/for.3123.
- Pablo Pincheira Brown & Nicolás Hardy, 2024, "The mean squared prediction error paradox," Journal of Forecasting, John Wiley & Sons, Ltd., volume 43, issue 6, pages 2298-2321, September, DOI: 10.1002/for.3129.
- Nilaphy Phommachanh, 2024, "The Impact of Special Economic Zones on Economic Development: Evidence from Nightlight Analysis in the Lao People’s Democratic Republic," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 41, issue 02, pages 81-105, September, DOI: 10.1142/S0116110524400109.
- Wing-Keung Wong & Mu Yue, 2024, "Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 19, issue 03, pages 1-16, September, DOI: 10.1142/S2010495224500118.
- Jacobus Nel & Rangan Gupta & Mark E. Wohar & Christian Pierdzioch, 2024, "Climate Risks And Predictability Of Commodity Returns And Volatility: Evidence From Over 750 Years Of Data," Climate Change Economics (CCE), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 04, pages 1-40, November, DOI: 10.1142/S2010007824500039.
- Ranjeet Kumar, 2024, "Does foreign direct investment cause economic growth in India? An econometric analysis," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 02, pages 1-9, June, DOI: 10.1142/S2424786323500652.
- Fumitaka Furuoka & Kiew Ling Pui & Chinyere Ezeoke & Ray I. Jacob & Olaoluwa S. Yaya, 2024, "Growth Slowdowns And Middle-Income Trap: Evidence From New Unit Root Framework," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 461-477, March, DOI: 10.1142/S0217590820500083.
- Jiangqin Xu & Jungho Baek, 2024, "The J-Curve And Korea’S Bilateral Trade: The Role Of Crude Oil Prices," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 203-226, March, DOI: 10.1142/S0217590820500381.
- Ngo Thai Hung, 2024, "Time-Frequency Nexus Between Bitcoin And Developed Stock Markets In The Asia-Pacific," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 399-424, March, DOI: 10.1142/S0217590820500691.
- Siddharth Kumar & Naresh Chandra Sahu & Pushp Kumar, 2024, "Insurance Consumption And Economic Policy Uncertainty In India: An Analysis Of Asymmetric Effects," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 02, pages 637-665, March, DOI: 10.1142/S0217590821410095.
- Adem Gã–K & Caner Demir, 2024, "The Role Of Financial Development On The Share Of Renewable Energy In Japan: A Comprehensive Time-Series Analysis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 04, pages 1415-1437, June, DOI: 10.1142/S0217590824450036.
- Arthur Jin Lin, 2024, "Volatility Contagion Among Stock, Currency, And Bulk Shipping Market During The China’S Stock Market Crash Crisis," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 06, pages 1995-2012, September, DOI: 10.1142/S021759082140004X.
- Linhai Zhao & Kao-Jen Lin, 2024, "The Speed And Quality Of China’S Economic Growth During The Covid-19 Pandemic," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 06, pages 1849-1865, September, DOI: 10.1142/S0217590822400021.
- Weijie Hou & Baisheng Cui & Yuping Song & Ying Chen, 2024, "Volatilities And Return Co-Movements Among Stock Markets In Mainland China, Hong Kong, And The United States," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 07, pages 2097-2118, December, DOI: 10.1142/S0217590821500090.
- Saddam Hossain & Mosharrof Hosen & Hassanudin Mohd Thas Thaker & Gagan Deep Sharma & Mansur Masih & Chuen-Khee Pek, 2024, "Is The Association Between Fdi And Inflation Symmetric Or Asymmetric? Evidence From Ardl And Nardl Techniques," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 08, pages 2659-2685, December, DOI: 10.1142/S0217590823500455.
- Jin Seo Cho, 2024, "Estimating and Inferring the Nonlinear Autoregressive Distributed Lag Model by Ordinary Least Squares," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-227, Jun.
- Robert J. Sonora & Josip Tica, 2024, "Individual Behavior and Policy Response in Times of a Pandemic," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2402, May.
- Granziera, Eleonora & Jalasjoki, Pirkka & Paloviita, Maritta, 2024, "The bias of the ECB inflation projections: A State-dependent analysis," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2024.
- Eickmeier, Sandra & Quast, Josefine & Schüler, Yves, 2024, "Macroeconomic and financial effects of natural disasters," Discussion Papers, Deutsche Bundesbank, number 45/2024.
- Schnorrenberger, Richard & Schwind, Patrick & Wieland, Elisabeth, 2024, "Forecasting HICP package holidays with forward-looking booking data," Technical Papers, Deutsche Bundesbank, number 04/2024.
- Bhattacharjee, Arnab & Ditzen, Jan & Holly, Sean, 2024, "Engle-Granger representation in spatial and spatio-temporal models," Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance, number 2024-11.
- Holtemöller, Oliver & Kozyrev, Boris, 2024, "Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 6/2024.
- Kozyrev, Boris, 2024, "Forecast combination and interpretability using random subspace," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 21/2024.
- Moura, Alban, 2024, "Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics, 2018)," Journal of Comments and Replications in Economics (JCRE), ZBW - Leibniz Information Centre for Economics, volume 3, pages 1-17, DOI: 10.18718/81781.31.
- Breitung, Jörg & Bolwin, Lennart & Töns, Justus, 2024, "Alternative approaches for estimation and inference in synthetic control designs," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302344.
- Ying Wang & Peter C. B. Phillips, 2024, "Limit Theory of Local Polynomial Estimation in Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2398, Jun.
- Ying Wang & Peter C. B. Phillips & Yundong Tu, 2024, "Limit Theory and Inference in Non-cointegrated Functional Coefficient Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2399, Apr.
- Zhishui Hu & Nan Liu & Peter C. B. Phillips & Qiying Wang, 2024, "Self-weighted Estimation for Local Unit Root Regression with Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2400, Apr.
- Yixiao Sun & Peter C. B. Phillips & Igor L. Kheifets, 2024, "Estimation and Inference in a Possibly Multi-cointegrated System with a Fixed Number of Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2410, Oct.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024, "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2089.
- Thomas H.W. ZIESEMER, 2024, "Estimation Of A Production Function Of Brazil With Domestic And Foreign Capital Stock, 1991-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 24, issue 2, pages 103-128.
- Ricci, Martino, 2024, "The link between oil prices and the US dollar: evidence and economic implications," Economic Bulletin Boxes, European Central Bank, volume 7.
- Di Nino, Virginia & Aprigliano, Valentina, 2024, "How income expectations adjust to inflation – a consumers’ expectations-revealed pass-through," Working Paper Series, European Central Bank, number 2986, Oct.
- Linzenich, Jan & Meunier, Baptiste, 2024, "Nowcasting Made Easier: a toolbox for economists," Working Paper Series, European Central Bank, number 3004, Dec.
- Pascal Pouya & Mohamed Karim & Anass Arbia & Mohammed El Yazidi & Khalid Sobhi, 2024, "Exchange Policy and Misalignments in Morocco: A Quantitative Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 9-17, July.
- Koushik Mandal & Radhika Prosad Datta, 2024, "Oil Price Dynamics and Sectoral Indices in India – Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 18-33, July.
- Mona Rabea Abd Elfattah Elsayed, 2024, "Guns versus Growth: Assessing the Validity of the Benoit Hypothesis on the Egyptian Economy," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 71-80, September.
- Augustine Adebayo Kutu & Abieyuwa Ohonba, 2024, "The Impact of Trade Liberalization on Economic Growth in South Africa," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 55-63, October.
- Zamzagul Sultanova & Galimzhan A. Pazilov & Lyailya Baibulekova & Gulzhakhan Kassymbekova & Gulnar Lukhmanova & Gulmira Issayeva & Kundyz Myrzabekkyzy, 2024, "Comparative Analysis of the Volatility Structures of the Stock Prices of Energy Companies Traded on the Kazakhstan Stock Exchange and International Gold and Oil Prices," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 21-30, January.
- Ainur Yergazievna Yesbolova & Tolkyn Abdulova & Murat Nurgabylov & Sapargul Yessenbekova & Svetlana Turalina & Gulnara Baytaeva & Kundyz Myrzabekkyzy, 2024, "Analysis of the Effect of Renewable Energy Consumption and Industrial Production on CO2 Emissions in Turkic Republics by Panel Data Analysis Method," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 480-487, January.
- Janter Napitupulu & Suwarno Suwarno & Catra Indra Cahyadi & Sukarwoto Sukarwoto, 2024, "Evaluation and Modeling of Green Energy Consumption in North Sumatra, Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 570-578, January.
- Aizhan Ibyzhanova & Zamzagul Sultanova & Zhanna T. Aliyeva & Karlygash Tastanbekova & Saken Ualikhanovich Abdibekov & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024, "The Effect of Energy Production and Foreign Trade on the Economic Growth of Turkic Republics: A Study Using Panel Data Analysis Method," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 126-134, March.
- Yousif Osman, 2024, "Implications of Energy Consumption by Sector on Carbon Emissions in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 311-318, March.
- Samuel John E. Parreño, 2024, "Assessing the Stationarity of Per Capita Electricity Consumption: Time Series Analysis in ASEAN Countries," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 46-52, March.
- Riadh El Abed & Abderrazek Ben Hamouda, 2024, "Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 546-561, March.
- Yinka Lydia Emmanuel & Mishelle Doorasamy & Jerry D. Kwarbai & Adegbola Olubukola Otekunrin & Uche Abamba OSAKEDE, 2024, "Relationship of Environmental Disclosure of Renewable Energy, Carbon Emissions, Waste Management, Water Consumption, and Banks’ Financial Performance," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 584-593, March.
- Ayşe Özge Artekin, 2024, "The Long-Run Linkage among the Macroeconomic Factors and CO2 Emissions in terms of Sea Transport Induced EKC Hypothesis in USA," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 1-8, May.
- Awadh Ahmed Mohammed Gamal & Joseph David & Mohd Asri Mohd Noor & Mohd Yahya Mohd Hussin & K. Kuperan Viswanathan, 2024, "Asymmetric Effect of Shadow Economy on Environmental Pollution in Egypt: Evidence from Bootstrap NARDL Technique," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 206-215, May.
- Marwa Elsherif, 2024, "Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 51-69, May.
- Kamil PÃcha & Lucie Tichá & Sanat Chuponov & Jasur Ataev & Dilshod Hudayberganov & Bekhzod Kuziboev, 2024, "The Volatility Spillover of Global Oil Price Uncertainty," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 619-624, May.
- John Bbale Mayanja & Brian Arinaitwe & Ronald Kasaijja & John Mutenyo & Edward Damulira Sengonzi, 2024, "The Nexus Between Renewable Energy Consumption, Financial Development, and Trade Openness Based on Environmental Quality in Uganda: An Application of the ARDL," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 711-718, May.
- Saken Ualikhanovich Abdibekov & Yelena Evgenevna Gridneva & Gulnar Shaimardanovna Kaliakparova & Nazigul Amankeldikyzy Amankeldi & Gulmira Amangeldiyevna Perneyeva & Bauyrzhan Susaruly Kulbay & Kundyz, 2024, "The Relationship between Energy Consumption, Agricultural and Industrial Production, and Economic Growth: ARDL Border Value Approach in the Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 79-86, May.
- Gulmira Issayeva & Elmira Y. Zhussipova & Galimzhan A. Pazilov, 2024, "Examining the Environmental Kuznets Curve Hypothesis in Energy, Agriculture, and Industry Sectors: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 1-11, July.
- Sholpan Smagulova & Bakhytgul Chereyeva & Saltanat Zhakupova & Saule Intykbayeva & Bayan Abdulina & Taizhan Sarzhanov & Gulnar Abdulina & Aigerim Abeldanova, 2024, "Assessment of the Impact of Electric Power Production on the Economic Growth of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 391-407, July.
- Sri Hasnawati & Mustofa Usman & Faiz AM Elfaki & Ahmad Faisol & Edwin Russel, 2024, "Modeling the Relationship between Life Expectancy, Population Growth, Carbon Dioxide Emission, and GDP Growth in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 484-500, July.
- Andrew Phiri & Tsepiso Sesoai, 2024, "Renewable, Non-renewable Energy Consumption and Economic Growth in South Africa: Fresh Evidence from ARDL and Wavelet Coherence Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 580-589, July.
- Yinka Lydia Emmanuel & Oluwasikemi Janet Owolabi & Babatunde Ayodeji Owolabi & Jerry D. Kwarbai & James Olalekan Akinbode & Sunday Festus Olasupo & Isiaka Olayinka Kolawole & Adegbola Olubukola Otekun, 2024, "Nexus between Returns on Equity and Disclosures of Greenhouse Gas Emissions, Waste Management, and Renewable Energy," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 98-108, September.
- Baltaim Sabenova & Lyazat Talimova & Meruert Kanabekova & Dilyara S. Zhakipbekova & Gulnara Seitova & Gulbana Erzhigitovna Maulenkulova & Artur Bolganbayev, 2024, "The Relationship between the Return of Energy Companies Listed on the Kazakhstan Stock Exchange and the Exchange Rate, KASE Index, and Gold Return: ARDL Bounds Value Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 131-140, September.
- Augustine Adebayo Kutu & Abieyuwa Ohonba, 2024, "The Impact of Crude Oil Price Fluctuation on Revenue Generation in the Oil Dependent Economy: Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 181-190, September.
- Shafa Aliyev & Ramil I. Hasanov & Khanim Aghayeva & Javadkhan Y. Gasimov & Sadagat E. Ahmadova, 2024, "The Relationship between Renewable Energy Consumption and Economic Growth: Insights from Iceland and Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 229-235, September.
- Arafet Hamida & Salah ben Nasr, 2024, "Volatility Transmission between Oil Price and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 380-392, September.
- Nibedita Mahanta & Ruma Talukdar, 2024, "Forecasting of Electricity Consumption by Seasonal Autoregressive Integrated Moving Average Model in Assam, India," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 393-400, September.
- Ayşe Özge Artekin, 2024, "Testing the Environmental Kuznets Curve Hypothesis within the Context of Industrial Development through NARDL Model: The Case of France," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 401-409, September.
- Ali Yusuf Hassan & Mohamed Abdukadir Mohamed & Abdirahman Ahmed Mohamed & Bashir Mohamed Osman, 2024, "Towards Sustainable Environment in Somalia: The Role of Urbanisation and Energy Consumption," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 457-463, September.
- Mohamud Hussein Mohamud & Ali Yusuf Hassan, 2024, "Modelling the Relationship between Air Pollution and Economic Growth in Somalia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 558-565, September.
- Sarra Ben Slimane & Majed Qabil Alsolamy, 2024, "Impact of Oil Price Shocks on Islamic and Conventional Bank Performance: Empirical Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 629-642, September.
- Ali Yusuf Hassan & Mohamed Abdukadir Mohamed & Mohamed Abdirahman Ahmed & Mahad Abdiwali Mohamed & Bashir Mohamed Osman, 2024, "Toward Environmental Sustainability: The Nexus between Agriculture, Renewable Energy, and Economic Growth in Mitigating CO2 Emissions in Somalia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 127-135, November.
- Salah Abosedra & Abdulkarim Dahan & Sartaj Rasool Rather, 2024, "Modeling Electricity Demand in UAE: Revisit of Time Series Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 154-160, November.
- Aina B. Aidarova & Aissulu Nurmambekovna Ramashova & Karlygash Baisholanova & Galiya Jaxybekova & Aliy Imanbayev & Indira Kenzhebekova & Dinmukhamed Kelesbayev, 2024, "Relationship between Oil Price, Inflation, and Economic Growth in BRICS Countries: Panel Cointegration Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 24-31, November.
- Murat Nurgabylov & Symbat Nakhipbekova & Raikhan Tazhibayeva & Saule Kaltayeva & Lesbek Taizhanov & Vilena Seitova & Gulbana Erzhigitovna Maulenkulova, 2024, "Analysis of the Contribution of Energy, Industry, Agriculture and Food Production to Improving the Quality of Life of Citizens in Turkic States with Efficiency and Super Efficiency Analysis Methods," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 312-321, November.
- Aina B. Aidarova & Gulzada Mukhamediyeva & Aizhan A. Yessentayeva & Guliya Utemissova & Karlygash Tastanbekova & Bagila Mustafayeva & Kundyz Myrzabekkyzy, 2024, "Relationship between Oil Exports, Renewable Energy Consumption, Agriculture Industry, and Economic Growth in Selected OPEC Countries: A Panel ARDL Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 344-352, November.
- Rustam Effendi & Aliasuddin Aliasuddin & Hazman Samsudin & Nanda Rahmi & Kamal Fachrurrozi, 2024, "Revisiting the Effect of FDI and Trade Openness on Carbon Dioxide in Indonesia: Modelling the Environmental Kuznets Curve," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 450-456, November.
- Shobande, Olatunji A. & Ogbeifun, Lawrence & Tiwari, Aviral Kumar, 2024, "Extricating the impacts of emissions trading system and energy transition on carbon intensity," Applied Energy, Elsevier, volume 357, issue C, DOI: 10.1016/j.apenergy.2023.122461.
- Afonso, António & Mignon, Valérie & Saadaoui, Jamel, 2024, "On the time-varying impact of China's bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?," China Economic Review, Elsevier, volume 85, issue C, DOI: 10.1016/j.chieco.2024.102184.
- Ma, Meilin & Delgado, Michael S. & Wang, H. Holly, 2024, "Risk, arbitrage, and spatial price relationships: Insights from China's hog market under the African Swine Fever," Journal of Development Economics, Elsevier, volume 166, issue C, DOI: 10.1016/j.jdeveco.2023.103200.
- Castle, Jennifer L. & Kurita, Takamitsu, 2024, "Stability between cryptocurrency prices and the term structure," Journal of Economic Dynamics and Control, Elsevier, volume 165, issue C, DOI: 10.1016/j.jedc.2024.104890.
- Lee, Chi-Chuan & Li, Yong-Yi, 2024, "Does environmental policy matter for renewable energy production and economic activity? Evidence from Granger causality in quantiles," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 225-237, DOI: 10.1016/j.eap.2023.11.024.
- Fan, Yi & Chang, Tsangyao & Ranjbar, Omid, 2024, "Analyzing the degree persistence of shocks to energy security of the G7 countries: Evidence using panel SPSM-quantile unit root test," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 389-399, DOI: 10.1016/j.eap.2024.03.007.
- Ha, Le Thanh, 2024, "Dynamic spill-over influences of FinTech innovation development on renewable energy volatility during the time of war in pandemic: A novel insight from a wavelet model," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 515-529, DOI: 10.1016/j.eap.2024.03.018.
- Sirot, Guilhem & Unal, Umut & Maialeh, Robin, 2024, "Inflationary dynamics of labour market activity: Evidence from the Czech Republic," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 1309-1327, DOI: 10.1016/j.eap.2024.10.045.
- Kim, Min-Joon, 2024, "Vietnam's exports to Korea and the real exchange rate: Post-crisis evidence from the multiple threshold nonlinear autoregressive distributed lag model," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 679-692, DOI: 10.1016/j.eap.2024.09.017.
- Seo, Myung Hwan & Koo, Bonsoo & Yang, Yangzhuoran Fin, 2024, "Nonlinear dynamics of Kimchi premium," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106726.
- Song, Yuping & Huang, Jiefei & Zhang, Qichao & Xu, Yang, 2024, "Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106745.
- Arčabić, Vladimir & Panovska, Irina & Tica, Josip, 2024, "Business cycle synchronization and asymmetry in the European Union," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106811.
- Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024, "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106828.
- Fiszeder, Piotr & Małecka, Marta & Molnár, Peter, 2024, "Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106887.
- Koursaros, Demetris & Michail, Nektarios & Savva, Christos, 2024, "Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106901.
- Cai, Yifei & Li, Xiangdong & Zhang, Yahua, 2024, "Oil market responses to Sino–European political relation shock: Insights after China's world trade organization accession," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106907.
- Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel, 2024, "Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106913.
- Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2024, "Volatility spillovers across the spot and futures oil markets after news announcements," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102002.
- Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024, "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102035.
- Chen, Bin-xia & Sun, Yan-lin, 2024, "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102036.
- Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024, "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102020.
- Harju, Antti J., 2024, "Target rate factors in short rate models," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102033.
- Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu, 2024, "Risk-neutral skewness and stock market returns: A time-series analysis," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102040.
- Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024, "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102062.
- Kurter, Zeynep O., 2024, "How macroeconomic conditions affect systemic risk in the short and long-run?," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102083.
- Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024, "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102090.
- Canepa, Alessandra, 2024, "Inflation dynamics and persistence: The importance of the uncertainty channel," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102135.
- Peng, Yi-Ting & Chang, Tsangyao & Ranjbar, Omid & Xiang, Feiyun, 2024, "Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102156.
- Chai, Li & Wang, Yuqi & Qi, Xiaohong, 2024, "Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102165.
- Naifar, Nader, 2024, "Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102205.
- Lee, Geul & Ryu, Doojin, 2024, "Investor sentiment or information content? A simple test for investor sentiment proxies," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102222.
- Beltran, Daniel O. & Dalal, Vihar M. & Jahan-Parvar, Mohammad R. & Paine, Fiona A., 2024, "Optimizing composite early warning indicators," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102250.
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