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

• Palazzi, Rafael Baptista & Schich, Sebastian & de Genaro, Alan, 2025, "Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102108.
• Sokol, Andrej, 2025, "Fan charts 2.0: Flexible forecast distributions with expert judgement," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 1148-1164, DOI: 10.1016/j.ijforecast.2024.11.009.
• Sbrana, Giacomo & Silvestrini, Andrea, 2025, "The structural Theta method and its predictive performance in the M4-Competition," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 940-952, DOI: 10.1016/j.ijforecast.2024.08.003.
• Degiannakis, Stavros & Kafousaki, Eleftheria, 2025, "Disaggregating VIX," International Journal of Forecasting, Elsevier, volume 41, issue 4, pages 1559-1588, DOI: 10.1016/j.ijforecast.2025.01.007.
• Dumitru, Ana Maria H. & Hizmeri, Rodrigo & Izzeldin, Marwan, 2025, "Forecasting the realized variance in the presence of intraday periodicity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107342.
• Fragkiskos, Apollon & Krasotkina, Olga & Spilker, Harold D. & Wermers, Russ, 2025, "Private Equity Fund Performance: A Time-Series Approach," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107470.
• Honig, Igor & Kircher, Felix, 2025, "Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107505.
• Lien, Donald & Roseman, Brian & Shi, Yanlin, 2025, "A new leadership share measure for price discovery," Journal of Banking & Finance, Elsevier, volume 180, issue C, DOI: 10.1016/j.jbankfin.2025.107527.
• Banasaz, Mohammadmahdi & Bose, Niloy & Sedaghatkish, Nazanin, 2025, "Identification of loan effects on personal finance: A case for small U.S. entrepreneurs," Journal of Economic Behavior & Organization, Elsevier, volume 234, issue C, DOI: 10.1016/j.jebo.2025.106982.
• Encinosa, William & Dor, Avi, 2025, "Does physician-hospital vertical integration signal care-coordination? Evidence from mover-stayer analysis of commercially insured enrollees," Journal of Health Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.jhealeco.2025.102997.
• Bernardini, Marco & De Nicola, Annalisa, 2025, "The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2024.103257.
• Chȩć, Katarzyna & Uniejewski, Bartosz & Weron, Rafał, 2025, "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2024.100449.
• Bentour, El Mostafa, 2025, "Assessing government expenditures multipliers under oil price swings," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100477.
• Naifar, Nader, 2025, "Decomposed and partial connectedness between oil shocks and sovereign credit risk in emerging economies: Insights from the Russia-Ukraine war," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100492.
• Li, Shuaibing & Ma, Yong, 2025, "News-based equity market uncertainty aligned: An informative predictor for gold market volatility," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100522.
• Oldani, Chiara & Bruno, Giovanni S.F. & Signorelli, Marcello, 2025, "Collapsing bubbles in the prices of cryptocurrencies," The Journal of Economic Asymmetries, Elsevier, volume 31, issue C, DOI: 10.1016/j.jeca.2025.e00420.
• Chaudhry, Muhammad Imran & Irfan, Ghina & Al-Titi, Omar, 2025, "Asymmetric transmission of crude oil prices into fuel prices - Evidence from Pakistan," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00436.
• Kumari, Minu & Sharma, Anil Kumar, 2025, "Unveiling the asymmetry through NARDL approach: Do geopolitical risks impact green bonds?," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00443.
• Cheilas, Panagiotis & Christou, Tryfonas & Karkalakos, Sotiris & Kottaridi, Constantina & Michaelides, Panayotis G., 2025, "Rare earth elements and the US renewable economy: A causality exploration between critical materials and clean energy," Resources Policy, Elsevier, volume 101, issue C, DOI: 10.1016/j.resourpol.2025.105491.
• Li, Jinguo & Kim, Youngmi, 2025, "Responsibility of the private sector to fossil fuels transition through ESG awareness," Resources Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.resourpol.2025.105492.
• Khan, Naveed & Yaya, OlaOluwa S. & Vo, Xuan Vinh & Zada, Hassan, 2025, "Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105527.
• Montant, Gil, 2025, "The effectiveness of OPEC and OPEC+ from 2009 to 2024: An empirical appraisal," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105529.
• McMillan, David G. & Ziadat, Salem Adel, 2025, "The predictive power of the oil variance risk premium," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105550.
• Akadiri, Seyi Saint & Ozkan, Oktay & Alola, Andrew Adewale, 2025, "Investigating the determinants of load capacity factor in Nigeria: An asymmetric quantile approach on urbanization, economic growth, FDI, and resource dependency," Resources Policy, Elsevier, volume 104, issue C, DOI: 10.1016/j.resourpol.2025.105586.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2025, "On the dynamic interdependence between risk factors and clean energy stock prices," Resources Policy, Elsevier, volume 105, issue C, DOI: 10.1016/j.resourpol.2025.105595.
• Nondo, Chali & Saungweme, Talknice & Odhiambo, Nicholas M., 2025, "Does governance matter in mediating the resource curse? Evidence from Zambia," Resources Policy, Elsevier, volume 106, issue C, DOI: 10.1016/j.resourpol.2025.105603.
• Awijen, Haithem & Ben Zaied, Younes & Ben Jabeur, Sami, 2025, "Mobilizing FDI in natural resources in the post-COP28 era: Spatial drivers, natural capital, and sustainability dynamics," Resources Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.resourpol.2025.105638.
• Hsu, Ching-Chi & Tsai, Wei-Che, 2025, "Exploring the role of crude oil futures in portfolio diversification," Journal of Multinational Financial Management, Elsevier, volume 79, issue C, DOI: 10.1016/j.mulfin.2025.100917.
• Cheng, Hang & Shi, Yongdong & Zhang, Tong, 2025, "Unlocking the true price impact: Intraday liquidity and expected return in China’s stock market," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102939.
• Vogl, Markus & Kojić, Milena & Sharma, Abhishek & Stanisic, Nikola, 2025, "Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 666, issue C, DOI: 10.1016/j.physa.2025.130542.
• Neto, David, 2025, "Buy when there’s blood in the streets: How geopolitical adverse events can push defense stock returns to the extreme," European Journal of Political Economy, Elsevier, volume 90, issue PB, DOI: 10.1016/j.ejpoleco.2025.102771.
• Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
• Aslam, Adnan & Newaz, Mohammad Khaleq, 2025, "Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102032.
• Martins, Igor & Freitas Lopes, Hedibert, 2025, "What events matter for exchange rate volatility?," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102073.
• Djedaiet, Aissa & Ayad, Hicham & Abdelkader, Salim Bourchid, 2025, "Bridging the divide: Exposing the intriguing link between international reserves and environmental status through the inverted U-shaped relationship," Research in Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.rie.2025.101041.
• Mallick, Lingaraj, 2025, "Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis," Research in Economics, Elsevier, volume 79, issue 2, DOI: 10.1016/j.rie.2025.101039.
• Neto, David, 2025, "Does geopolitical distress tip the European financial stock markets into a great uncertainty regime?," Research in Economics, Elsevier, volume 79, issue 3, DOI: 10.1016/j.rie.2025.101052.
• Solarin, Sakiru & Gil-Alana, Luis A. & Goenechea, Maria & Martín-Valmayor, Miguel A., 2025, "Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration," Renewable and Sustainable Energy Reviews, Elsevier, volume 212, issue C, DOI: 10.1016/j.rser.2024.115327.
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2025, "Forecasting realised volatility using regime-switching models," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104171.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025, "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104183.
• Patra, Saswat & Singh, Abhay Kumar, 2025, "The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104212.
• Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025, "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104427.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
• Nazlıoğlu, Elif Hilal & Kök, Dündar & Soytaş, Uğur, 2025, "Energy prices and stock markets: Does energy supply security matter?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104542.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
• Grobys, Klaus, 2025, "Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102727.
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Short-run and long-run volatility spillovers from China to countries of the Belt and Road Initiative," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103106.
• Chen, Xiaohong & Yi, Yanping, 2025, "Information bounds for Gaussian copula parameter in stationary semiparametric Markov models," Statistics & Probability Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.spl.2024.110254.
• Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025, "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.spl.2024.110344.
• Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025, "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, volume 72, issue C, pages 67-77, DOI: 10.1016/j.strueco.2024.10.001.
• ANANI, Edem Thierry Géraud., 2025, "Impacts of Chinese demand and long term American interest rate on the dynamics of commodity prices," Structural Change and Economic Dynamics, Elsevier, volume 73, issue C, pages 368-375, DOI: 10.1016/j.strueco.2025.02.001.
• Angelone, Paolo & Canale, Rosaria Rita, 2025, "Italian labour productivity: a wage-led decline," Structural Change and Economic Dynamics, Elsevier, volume 74, issue C, pages 493-503, DOI: 10.1016/j.strueco.2025.05.011.
• Mutlugün, Betül, 2025, "A post-Keynesian-structuralist empirical approach to inflationary pressures in Türkiye," Structural Change and Economic Dynamics, Elsevier, volume 75, issue C, pages 744-766, DOI: 10.1016/j.strueco.2025.10.004.
• Akadiri, Seyi Saint & Ozkan, Oktay & Kirikkaleli, Dervis, 2025, "Synergistic impact of renewable energy technology, governance, digitalisation, and human capital on sustainable development and load capacity factor in Germany's energy landscape," Technology in Society, Elsevier, volume 83, issue C, DOI: 10.1016/j.techsoc.2025.103002.
• Solarin, Sakiru Adebola & Kazak, Hasan & Shahbaz, Muhammad & Akcan, Ahmet Tayfur & Selcuk, Hamide, 2025, "Convergence of environmental innovation in Europe with or without United Kingdom: Technological implications for the environment," Technology in Society, Elsevier, volume 83, issue C, DOI: 10.1016/j.techsoc.2025.103047.
• Cai, Yifei & Fu, Xiaowen & Zhang, Yahua, 2025, "Geopolitical risks and airlines stock return — Implications to the financial stability of European airlines," Transport Policy, Elsevier, volume 170, issue C, pages 51-57, DOI: 10.1016/j.tranpol.2025.05.001.
• James Morley & Jieying Zhang, 2025, "Is Inflation Driven by Aggregate or Sectoral Output Gaps?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-58, Nov, revised Apr 2026.
• Young, Alwyn, 2025, "Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130036, Dec.
• Thanh Ngo & Hanjun Wu & Kan Tsui & Graham Squires & Xueqi Wang, 2025, "House prices during the COVID-19 pandemic: the impact of “panic” returnees migrants to New Zealand," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 18, issue 7, pages 24-45, May, DOI: 10.1108/IJHMA-03-2025-0055.
• Karnikaa Bhattacharyya & Kaveri Deb, 2025, "An overshooting model of exchange rate determination and forecasting: a threshold regression approach," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 32, issue 2, pages 106-117, April, DOI: 10.1108/JABES-11-2024-0502.
• Luis Alberiko Gil-Alana & Robert Mudida & Caroline Wanjiru Kariuki, 2025, "Stock market price dynamics in Africa: evidence from 14 countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 9, pages 146-160, July, DOI: 10.1108/JES-04-2022-0238.
• Amera Mohammed Ahmed Amer & Awadh Ahmed Mohammed Gamal & Norasibah Abdul Jalil & Gan Pei-Tha & Zainzam Zakariya & Mohammed Umar, 2025, "Re-evaluating the Malaysian shadow economy: evidence from public expenditure patterns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 32, issue 4, pages 950-969, May, DOI: 10.1108/JFC-08-2024-0246.
• Mariyah El Dada, 2025, "Volatility Spillovers among Major U.S. Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1072-1091.
• Lukasz Zieba, 2025, "Stock Exchange Development and Economic Growth: The Case of Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1946-1963.
• Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2025, "Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 37486, Apr.
• Frédérique Bec & François Courtoy & Philipp Mohl & Frederic Opitz, 2025, "The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 226, Sep.
• Sheereen Fauzel, 2025, "The impact of digitalisation on energy consumption: The case of a small island economy," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2025, issue 1, pages 107-124.
• Viktor Ivanovich Blanutsa, 2025, "Creating the First Autonomous Systems of Internet in Siberia as a Spatial Diffusion of Innovations," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 7-32, DOI: https://dx.doi.org/10.14530/se.2025.
• Marta Garcia-Rodriguez & Roman Horvath & Clemente Pinilla-Torremocha, 2025, "Temperature and the U.S. Economy: From Demand to Supply-Side Effects?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/21, Oct, revised Oct 2025.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Working Papers, Fondazione Eni Enrico Mattei, number 2025.04, Jan.
• Monica Bonacina & Romolo Consigna Tokong, 2025, "Is Italy on Track? A Data-Driven Forecast for Road Transport Decarbonisation by 2030," Working Papers, Fondazione Eni Enrico Mattei, number 2025.19, Sep.
• Enrique Martínez García & Efthymios Pavlidis, 2025, "Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance," Working Papers, Federal Reserve Bank of Dallas, number 2521, May, DOI: 10.24149/wp2521.
• Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
• Dobrislav Dobrev & Pawel J. Szerszen, 2025, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-001, Jan, DOI: 10.17016/FEDS.2025.001.
• Hie Joo Ahn & Yunjong Eo, 2025, "Hysteresis and the Role of Downward Nominal Wage Rigidity: Evidence from U.S. States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-062r1, Aug, revised 16 Dec 2025, DOI: 10.17016/FEDS.2025.062r1.
• Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
• Daniel A. Dias & Sophia C. Scott, 2025, "Monetary Policy and Bank Funding Costs: Patterns and Predictability in the Transmission of the Policy Rate to U.S. Banks’ Funding Costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-083, Sep, DOI: 10.17016/FEDS.2025.083.
• Tassos Magdalinos & Katerina Petrova, 2025, "Uniform Inference with General Autoregressive Processes," Staff Reports, Federal Reserve Bank of New York, number 1151, Apr, DOI: 10.59576/sr.1151.
• Ahmed Ä°hsan ŞİMÅžEK, 2025, "Using Stacked Generalization Model in Stock Price Forecasting: A Comparative Analysis on BIST100 Index," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1444407.
• Mert Baran TUNÇEL, 2025, "The Causal Relationship between Financial Stress and Uncertainties in Monetary Policy, with Investor Confidence and Expectations: An Application on E7 and G7 Countries," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1457517.
• Ömer Tanju DURUSOY, 2025, "The Effect of Changes in Interest Rates on Investments During the Inflation Targeting Policy Process in Türkiye: Time Series Analysis," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1540718.
• Meltem KESKÄ°N, 2025, "Comparative Evaluation of Share Values of Five Magnificent Technology Companies with Bitcoin and Gold Prices," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1490060.
• Emre Ä°PEKÇİ & ÇaÄŸlar SÖZEN, 2025, "Determinants of Cargo Handling Performance in Türkiye Ports: Time Series Analysis of Foreign Trade, Price Dynamics, and Global Uncertainties," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 4, DOI: 10.25295/fsecon.1694687.
• Rahman AYDIN, 2025, "The Effects of Defence Expenditures on Economic Growth: A Case Study on Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 4, DOI: 10.25295/fsecon.1612426.
• Esra AKSOY ERZURUMLU & Özen AKÇAKANAT, 2025, "The Effects of Geopolitical Risk Index on the BIST Bank Index in Türkiye," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 4, DOI: 10.25295/fsecon.1687064.
• Elizaveta P. Dobronravova, 2025, "The Impact of Monetary Policy on Loan and Deposit Rates in the Context of Limited Capital Mobility in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 108-125, June, DOI: 10.31107/2075-1990-2025-3-108-125.
• Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
• Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
• Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
• Fekria Belhouichet & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "Persistence in Stock Returns: Robotics and AI ETFs Versus Other Assets," JRFM, MDPI, volume 18, issue 11, pages 1-13, November.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," Mathematics, MDPI, volume 13, issue 18, pages 1-21, September.
• Shakhzod Abdullaevich Makhmudov, 2025, "Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2025, Feb, revised 17 Feb 2025.
• Dimitris Korobilis & Leif Anders Thorsrud, 2025, "Evaluating Monetary Policy using Deviation Errors," Working Papers, Business School - Economics, University of Glasgow, number 2025_08, May.
• İbrahim Halil Uçar & Erkan Alsu, 2025, "The Impact Of Covid 19 Pandemic On The Tourism And Transportation Sectors: Evidence From Borsa Istanbul," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 1, pages 91-111, June, DOI: 10.46737/emid.1560605.
• Ayşe Eryer, 2025, "Testing The Validity Of Financial Convergence: Empirical Evidence From Nic Countries," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 1, pages 112-124, June, DOI: 10.46737/emid.1686503.
• İbrahim Aytekin, 2025, "An Analysis Of Youth Unemployment Hysteresis In Türki̇ye Using A Structural Break Root Test Method," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 2, pages 138-151, December, DOI: 10.46737/emid.1826920.
• Zheng Shuyue, 2025, "A Systematic Literature Review of Employee's State Optimism Mediating Role towards Digital Maturity's Effect on Creative Performance and Dynamic Capabilities," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jber265, Dec, DOI: https://doi.org/10.35609/jber.2025..
• 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.

2024

• 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.
• Nacira Agram & Bernt Øksendal & Jan Rems, 2024, "Deep learning for quadratic hedging in incomplete jump market," Digital Finance, Springer, volume 6, issue 3, pages 463-499, September, DOI: 10.1007/s42521-024-00112-5.
• Masoud Saadatmehr, 2024, "Downward aggregate supply curve in inflation crisis," Evolutionary and Institutional Economics Review, Springer, volume 21, issue 1, pages 21-41, April, DOI: 10.1007/s40844-024-00277-z.
• Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Manuel Monge, 2024, "Fractional cointegration between energy imports to the EURO area and exchange rates to the US dollar," Empirical Economics, Springer, volume 66, issue 2, pages 859-882, February, DOI: 10.1007/s00181-023-02468-w.
• Zhikai Zhang & Yaojie Zhang & Yudong Wang, 2024, "Forecasting the equity premium using weighted regressions: Does the jump variation help?," Empirical Economics, Springer, volume 66, issue 5, pages 2049-2082, May, DOI: 10.1007/s00181-023-02521-8.
• Saban Nazlioglu & Dogukan Tarakci & Emre Kilic, 2024, "Nelson and Plosser revisited: macroeconomic and financial stability of Turkey," Empirical Economics, Springer, volume 66, issue 6, pages 2557-2592, June, DOI: 10.1007/s00181-023-02536-1.
• Fumitaka Furuoka & Luis A. Gil-Alana & OlaOluwa S. Yaya & Elayaraja Aruchunan & Ahamuefula E. Ogbonna, 2024, "A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis," Empirical Economics, Springer, volume 66, issue 6, pages 2471-2499, June, DOI: 10.1007/s00181-023-02540-5.
• Yuhyeong Jang & Raanju R. Sundararajan & Wagner Barreto-Souza & Elizabeth Wheaton-Paramo, 2024, "Determining economic factors for sex trafficking in the United States using count time series regression," Empirical Economics, Springer, volume 67, issue 1, pages 337-354, July, DOI: 10.1007/s00181-023-02549-w.
• Antonio Aguirre & Ignacio N. Lobato, 2024, "Evidence of non-fundamentalness in OECD capital stocks," Empirical Economics, Springer, volume 67, issue 2, pages 761-772, August, DOI: 10.1007/s00181-024-02564-5.
• Yijie Fei, 2024, "A joint test of predictability and structural break in predictive regressions," Empirical Economics, Springer, volume 67, issue 3, pages 985-1013, September, DOI: 10.1007/s00181-024-02572-5.
• Nima Nonejad, 2024, "Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark," Empirical Economics, Springer, volume 67, issue 4, pages 1497-1539, October, DOI: 10.1007/s00181-024-02599-8.
• Edmund Ntom Udemba & Mohammad Mafizur Rahman & Daberechi Ekwueme & Lucy Philips, 2024, "Pathway to achieving carbon goal: Insight from interaction of export diversification, renewable energy, innovation, and financial policy," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 26, issue 5, pages 11603-11621, May, DOI: 10.1007/s10668-023-03429-0.
• Rosaria Rita Canale & Rita Siano, 2024, "Is government debt a burden on workers' income share? An investigation on Italian dynamics," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, volume 41, issue 2, pages 543-563, July, DOI: 10.1007/s40888-024-00327-0.
• Chiara Oldani & Giovanni S. F. Bruno & Marcello Signorelli, 2024, "Economic policy uncertainty and cryptocurrencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 709-728, September, DOI: 10.1007/s40822-024-00271-1.
• Naseem Al Rahahleh & Ahmed Al Qurashi, 2024, "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 729-755, September, DOI: 10.1007/s40822-024-00273-z.
• Huthaifa Sameeh Alqaralleh, 2024, "From volatility to stability: understanding the role of macroeconomic factors in sovereign CDS spreads," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 3, pages 665-707, September, DOI: 10.1007/s40822-024-00274-y.
• 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," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-34, December, DOI: 10.1186/s40854-023-00520-3.
• José Carlos Vides & Julia Feria & Antonio A. Golpe & Juan Manuel Martín-Álvarez, 2024, "How do supply or demand shocks affect the US oil market?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-27, December, DOI: 10.1186/s40854-023-00561-8.
• Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska, 2024, "Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00589-w.
• Juan Laborda & Ricardo Laborda & Javier Cruz, 2024, "Can ETFs affect U.S. financial stability? A quantile cointegration analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-24, December, DOI: 10.1186/s40854-023-00591-2.
• Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel, 2024, "Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00618-2.
• Alexander Gairat & Vadim Shcherbakov, 2024, "Extreme ATM skew in a local volatility model with discontinuity: joint density approach," Finance and Stochastics, Springer, volume 28, issue 4, pages 1179-1202, October, DOI: 10.1007/s00780-024-00545-1.
• 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, "Expected Kullback-Leibler-based characterizations of score-driven updates," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-051/III, Aug, revised 05 Mar 2026.
• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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.
• M. Hashem Pesaran & Liying Yang, 2024, "Heterogeneous autoregressions in short T panel data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1359-1378, November, DOI: 10.1002/jae.3085.
• 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.