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

2024

• Sampi, James, 2024, "Additive growth? Not always," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111568.
• Blasques, F. & van Brummelen, J. & Gorgi, P. & Koopman, S.J., 2024, "A robust Beveridge–Nelson decomposition using a score-driven approach with an application," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111588.
• Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024, "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111714.
• Jalles, João Tovar & Karras, Georgios, 2024, "Tax progressivity and income inequality in the US," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111715.
• Kwon, Dream & Lee, Oesook, 2024, "The functional central limit theorem for Markov-switching GARCH model," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111728.
• Lander, David, 2024, "Estimating life-cycle income processes including means-tested transfers," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111850.
• Jahan-Pavar, Mohammad R. & Lang, William J., 2024, "Which daily equity returns improve output forecasts?," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111897.
• Gadea-Rivas, Maria Dolores & Gonzalo, Jesús & Ramos, Andrey, 2024, "Trends in temperature data: Micro-foundations of their nature," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111992.
• Telg, Sean, 2024, "Time aggregation of mixed causal–noncausal models," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112019.
• Bollerslev, Tim & Li, Jia & Li, Qiyuan, 2024, "Optimal nonparametric range-based volatility estimation," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105548.
• Blasques, Francisco & van Brummelen, Janneke & Gorgi, Paolo & Koopman, Siem Jan, 2024, "Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105575.
• Phillips, Peter C.B. & Kheifets, Igor L., 2024, "High-dimensional IV cointegration estimation and inference," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105622.
• Casini, Alessandro, 2024, "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105625.
• Lui, Yiu Lim & Phillips, Peter C.B. & Yu, Jun, 2024, "Robust testing for explosive behavior with strongly dependent errors," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105626.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024, "Autoregressive conditional betas," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105630.
• Friedrich, Marina & Lin, Yicong, 2024, "Sieve bootstrap inference for linear time-varying coefficient models," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2022.09.004.
• Giannerini, Simone & Goracci, Greta & Rahbek, Anders, 2024, "The validity of bootstrap testing for threshold autoregression," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.01.004.
• Harvey, Andrew & Hurn, Stan & Palumbo, Dario & Thiele, Stephen, 2024, "Modelling circular time series," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.02.016.
• Chong, Carsten H. & Todorov, Viktor, 2024, "Volatility of volatility and leverage effect from options," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105669.
• Chen, Qitong & Hong, Yongmiao & Li, Haiqi, 2024, "Time-varying forecast combination for factor-augmented regressions with smooth structural changes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105693.
• Kolokotrones, Thomas & Stock, James H. & Walker, Christopher D., 2024, "Is Newey–West optimal among first-order kernels?," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2022.12.013.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024, "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, volume 241, issue 1, DOI: 10.1016/j.jeconom.2024.105716.
• Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun, 2024, "Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105761.
• Natasha Kang, Da & Marmer, Vadim, 2024, "Modeling long cycles," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105751.
• Casini, Alessandro & Perron, Pierre, 2024, "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105794.
• Mei, Ziwei & Shi, Zhentao, 2024, "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105809.
• Casini, Alessandro & Perron, Pierre, 2024, "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105811.
• Brownlees, Christian & Llorens-Terrazas, Jordi, 2024, "Empirical risk minimization for time series: Nonparametric performance bounds for prediction," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105849.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024, "State-dependent local projections," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105702.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024, "Local projections in unstable environments," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105726.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024, "Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105746.
• Dong, Chaohua & Chen, Rong & Xiao, Zhijie & Liu, Weiyi, 2024, "Functional quantile autoregression," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105765.
• Shi, Shuping & Yu, Jun & Zhang, Chen, 2024, "On the spectral density of fractional Ornstein–Uhlenbeck processes," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105872.
• Maynard, Alex & Shimotsu, Katsumi & Kuriyama, Nina, 2024, "Inference in predictive quantile regressions," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105875.
• Li, Haiqi & Zhou, Jin & Hong, Yongmiao, 2024, "Estimating and testing for smooth structural changes in moment condition models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105896.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024, "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105900.
• Morana, Claudio, 2024, "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 64-87, DOI: 10.1016/j.ecosta.2021.09.005.
• Baillie, Richard T. & Cho, Dooyeon & Rho, Seunghwa, 2024, "Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 88-112, DOI: 10.1016/j.ecosta.2022.06.001.
• Abadir, Karim M. & Distaso, Walter & Giraitis, Liudas, 2024, "Partially one-sided semiparametric inference for trending persistent and antipersistent processes," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 1-14, DOI: 10.1016/j.ecosta.2021.12.007.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 34-56, DOI: 10.1016/j.ecosta.2021.08.002.
• Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024, "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101193.
• Solarin, Sakiru Adebola & Gil-Alana, Luis A. & Hernández-Herrera, María, 2024, "Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101215.
• López-Mendoza, Héctor & González-Álvarez, María A. & Montañés, Antonio, 2024, "Assessing the effectiveness of international government responses to the COVID-19 pandemic," Economics & Human Biology, Elsevier, volume 52, issue C, DOI: 10.1016/j.ehb.2024.101353.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M., 2024, "First passage times in portfolio optimization: A novel nonparametric approach," European Journal of Operational Research, Elsevier, volume 312, issue 3, pages 1074-1085, DOI: 10.1016/j.ejor.2023.07.044.
• Coqueret, Guillaume & Deguest, Romain, 2024, "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, volume 318, issue 2, pages 686-700, DOI: 10.1016/j.ejor.2024.05.044.
• Zhao, Wandi & Gao, Yang, 2024, "Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101110.
• Zhang, Yuanyuan & Zhang, Qian & Wang, Zerong & Wang, Qi, 2024, "Option valuation via nonaffine dynamics with realized volatility," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101486.
• Ignatieva, Katja & Wong, Patrick, 2024, "Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101519.
• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024, "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101524.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2024, "High-frequency realized stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101559.
• Zheng, Li & Sun, Yuying & Wang, Shouyang, 2024, "A novel interval-based hybrid framework for crude oil price forecasting and trading," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107266.
• Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024, "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107398.
• Zadeh, Omid Razavi & Romagnoli, Silvia, 2024, "Financing sustainable energy transition with algorithmic energy tokens," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107420.
• Kaur, Charanjit & Siddiki, Jalal & Singh, Prakash, 2024, "The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107428.
• Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024, "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107469.
• Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024, "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107465.
• Hong, Yanran & Luo, Keyu & Xing, Xiaochao & Wang, Lu & Huynh, Luu Duc Toan, 2024, "Exchange rate movements and the energy transition," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107701.
• Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024, "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107739.
• Alekseev, Oleg & Janda, Karel & Petit, Mathieu & Zilberman, David, 2024, "Return and volatility spillovers between the raw material and electric vehicles markets," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107808.
• Hounyo, Ulrich & Kakeu, Johnson & Lu, Li, 2024, "Heterogeneity in carbon intensity patterns: A subsampling approach," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107819.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107847.
• Pombo-Romero, Julio & Rúas-Barrosa, Oliver & Vázquez, Carlos, 2024, "Assessing the value and risk of renewable PPAs," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107861.
• Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107934.
• Vatsa, Puneet & Pino, Gabriel, 2024, "Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107939.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107951.
• Yu, Yuyuan & Qayyum, Muhammad & Li, Shijie, 2024, "Trade dynamics of environmental goods within global energy economy and their impacts on green technological innovation: A complex network analysis," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107957.
• Vatsa, Puneet & Miljkovic, Tatjana & Miljkovic, Dragan, 2024, "Price discovery redux—Analyzing energy spot and futures prices using a dynamic programming approach," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107965.
• Apergis, Nicholas & Fahmy, Hany, 2024, "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107975.
• Baruník, Jozef & Vácha, Lukáš, 2024, "Predicting the volatility of major energy commodity prices: The dynamic persistence model," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107982.
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Upreti, Vineet, 2024, "Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108003.
• Payne, James E. & Saunoris, James W. & Nazlioglu, Saban & Smyth, Russell, 2024, "Renewable energy production across U.S. states: Convergence or divergence?," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108015.
• Chuliá, Helena & Klein, Tony & Muñoz Mendoza, Jorge A. & Uribe, Jorge M., 2024, "Vulnerability of European electricity markets: A quantile connectedness approach," Energy Policy, Elsevier, volume 184, issue C, DOI: 10.1016/j.enpol.2023.113862.
• Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan, 2024, "From 30- to 5-minute settlement rule in the NEM: An early evaluation," Energy Policy, Elsevier, volume 194, issue C, DOI: 10.1016/j.enpol.2024.114305.
• Mo, Bin & Nie, He & Zhao, Rongjie, 2024, "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, volume 288, issue C, DOI: 10.1016/j.energy.2023.129759.
• He, Mengxi & Zhang, Zhikai & Zhang, Yaojie, 2024, "Forecasting crude oil prices with global ocean temperatures," Energy, Elsevier, volume 311, issue C, DOI: 10.1016/j.energy.2024.133341.
• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024, "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102549.
• Trifonov, Juri & Potanin, Bogdan, 2024, "GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102941.
• Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024, "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102952.
• Ardekani, Aref Mahdavi & Bertz, Julie & Bryce, Cormac & Dowling, Michael & Long, Suwan(Cheng), 2024, "FinSentGPT: A universal financial sentiment engine?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103291.
• Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024, "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103319.
• Li, Yanshuang & Shi, Yujie & Shi, Yongdong & Xiong, Xiong & Yi, Shangkun, 2024, "Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103339.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2024, "Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103424.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Loizos, Konstantinos & Panagopoulos, Yannis, 2024, "Testing how banks generate credit in the USA under the Basel III framework," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103590.
• Xie, Qichang & Jiang, Yinghui & Jia, Nanfei & Wang, Hongtao, 2024, "Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103607.
• Gong, Xue & Xu, Weijun & Li, Xiaodan & Gong, Xue, 2024, "Presidential economic approval rating and global foreign exchange market volatility," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103584.
• Gunay, Samet & Sraieb, Mohamed M. & Muhammed, Shahnawaz, 2024, "Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103714.
• Javier Aliaga Lordemann & Ignacio Garrón Vedia & María Cecilia Lenis Abastoflor, 2024, "Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques," Development Research Working Paper Series, Institute for Advanced Development Studies, number 08/2024, Jun.
• Javier Aliaga Lordemann & Ignacio Garrón Vedia & María Cecilia Lenis Abastoflor, 2024, "Tracking the trend of quinoa price in Bolivia: Structural breaks and persistence of shoks," Development Research Working Paper Series, Institute for Advanced Development Studies, number 10/2024, Jun.
• Tim Bollerslev & Jia Li & Yuexuan Ren, 2024, "Optimal Inference for Spot Regressions," American Economic Review, American Economic Association, volume 114, issue 3, pages 678-708, March, DOI: 10.1257/aer.20221338.
• Aguilar Rafael, 2024, "Predicción de inflación en Argentina con métodos econométricos clásicos y machine learning," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4704, Nov.
• Tossolini Lucas, 2024, "Periodización del proceso inflacionario argentino y evolución de la política de estabilización aplicada. 1935-2001," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4767, Nov.
• Valdecy Caetano & Flávio Vilela Vieira, 2024, "Exchange Rate Volatility In Times Of Covid-19 In The Brics: Ardl And Cointegration Models (Fmols And Dols)," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 21, issue 1, pages 119-142, january-j, DOI: 10.5935/1808-2785/rem.v21n1p.119-14.
• Maranzano, Paolo & Pelagatti, Matteo, 2024, "A Hodrick-Prescott filter with automatically selected jumps," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 344134, Jul, DOI: 10.22004/ag.econ.344134.
• Tomasz Serafin & Rafal Weron, 2024, "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/24/03.
• Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2024, "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/24/04.
• Levent Sezal & Selçuk Kendirli, 2024, "The Effect of Interest Rates on Portfolio Investments and Foreign Direct Investments in Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 2, pages 271-286, DOI: 10.30784/epfad.1491461.
• Nurcihan Akşehirli, 2024, "Interest Rate Pass-Through in Türkiye: Evidence of the Monetary Policy Approach," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 2, pages 287-305, DOI: 10.30784/epfad.1407576.
• Kafilah Lola Gold & Kamaldeen Olarewaju Adetunji & Hammed Agboola Yusuf & Sabirah Sulaiman, 2024, "Electricity Production, Consumption, and Manufacturing Sector Performance in Nigeria: A Multi-Decade Analysis," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 4, pages 1077-1098, DOI: https://doi.org/10.15826/vestnik.20.
• Tekalign Negash Kebede & Obsa Teferi Erena & Elias Pawulos Bawiso, 2024, "Determinants of Tax Revenue: A Cointegration and Causality Analysis for Ethiopia, 1992–2022," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 10, issue 3, pages 493-509, DOI: https://doi.org/10.15826/jtr.2024.1.
• Halis Bilgil & Ümmügülsüm Erdinç, 2024, "China Total Energy Consumption Forecast with Optimized Continuous Conformable Fractional Grey Model," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 12, issue 3, pages 157-168, December, DOI: https://doi.org/10.17093/alphanumer.
• Құратова Ақбөпе // Kuratova Akbope & Ускенбаев Азат // Uskenbayev Azat, 2024, "Подходы К Оценке Устойчивости Внешнего Сектора Казахстана," Working Papers, National Bank of Kazakhstan, number #2024-9.
• Goran Hristovski & Kiril Jovanovski & Gjorgji Gockov & Elena Naumovska, 2024, "Analyzing the Dynamics Between Macroeconomic Variables and the Macedonian Stock Exchange Index," Proceedings of the 5th International Conference "Economic and Business Trends Shaping the Future" 2024, Faculty of Economics-Skopje, Ss Cyril and Methodius University in Skopje, number 029, Dec.
• Nathaniel T. Wilcox, 2024, "Conditional Independence in a Binary Choice Experiment," Working Papers, Department of Economics, Appalachian State University, number 24-15.
• Osama D. Sweidan, 2024, "The geopolitics of technology: Evidence from the interaction between the United States and China," Russian Journal of Economics, ARPHA Platform, volume 10, issue 2, pages 130-150, July, DOI: 10.32609/j.ruje.10.118505.
• Inna S. Lola & Dmitry G. Asoskov, 2024, "Potential of business uncertainty indicators in forecasting economic activity: The case of Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 4, pages 351-364, December, DOI: 10.32609/j.ruje.10.113578.
• Ramil Hasanov, 2024, "Solar Energy Production in Azerbaijan: Forecast Analysis Using ARIMA Model," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 1, pages 11-20, June, DOI: 10.62433/josdi.v2i1.18.
• Fuzuli Aliyev & Neman Eylasov & Nijat Gasim & AyÅŸe Nur Åžahinler, 2024, "Impact of Nuclear Energy Consumption on CO2 Emissions in South Korea: Evidence from Fourier Bootstrap ARDL Bound Test," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 1, pages 51-66, June, DOI: 10.62433/josdi.v2i1.24.
• Zuleykha Javanshirova, 2024, "The Impact of Carbon Emissions on Infant Mortality Rate in Azerbaijan," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 2, pages 104-114, December, DOI: 10.62433/josdi.v2i2.34.
• Zuleykha Javanshirova, 2024, "The Effect of Carbon Emissions on Life Expectancy: Evidence from Azerbaijan," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 2, pages 67-75, December, DOI: 10.62433/josdi.v2i2.29.
• Jozef Barunik & Lukas Vacha, 2024, "Predicting the volatility of major energy commodity prices: the dynamic persistence model," Papers, arXiv.org, number 2402.01354, Feb, revised Jul 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Alexander Mayer & Dominik Wied & Victor Troster, 2024, "Quantile Granger Causality in the Presence of Instability," Papers, arXiv.org, number 2402.09744, Feb, revised Dec 2024.
• Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers, arXiv.org, number 2404.02270, Apr, revised Oct 2024.
• Abdulnasser Hatemi-J, 2024, "An Asymmetric Capital Asset Pricing Model," Papers, arXiv.org, number 2404.14137, Apr, revised May 2024.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Papers, arXiv.org, number 2405.02087, May.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," Papers, arXiv.org, number 2405.09509, May, revised Jan 2026.
• Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2024, "Random Subspace Local Projections," Papers, arXiv.org, number 2406.01002, Jun.
• Ramon de Punder & Timo Dimitriadis & Rutger-Jan Lange, 2024, "Kullback-Leibler-based characterizations of score-driven updates," Papers, arXiv.org, number 2408.02391, Aug, revised Sep 2024.
• Ilze Kalnina & Kokouvi Tewou, 2024, "Cross-sectional Dependence in Idiosyncratic Volatility," Papers, arXiv.org, number 2408.13437, Aug, revised May 2025.
• Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
• Nanna Fukushima & Stephanie von Hinke & Emil N. S{o}rensen, 2024, "The long-term human capital and health impacts of a pollution reduction programme," Papers, arXiv.org, number 2409.11839, Sep.
• Jo~ao Nicolau & Paulo M. M. Rodrigues, 2024, "A simple but powerful tail index regression," Papers, arXiv.org, number 2409.13531, Sep.
• Igor Martins & Hedibert Freitas Lopes, 2024, "What events matter for exchange rate volatility ?," Papers, arXiv.org, number 2411.16244, Nov.
• Hashim JUSOH & AbdelKader Ouatik EL ALAOUI & Amina DCHIECHE & Ahmad Faizol ISMAIL & Rosalan ALI, 2024, "Relationship Between Bitcoin and Islamic Stock Indices During the COVID-19 Pandemic and the Russia-Ukraine Crisis," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-8, DOI: 2024/07/01.
• Miguel Angel Martin-Valmayor & Luis Alberiko Gil-Alaña, 2024, "Hourly Energy Prices in Spain - Evidence of Persistence Across Different Months," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 3, pages 1-6, DOI: 2024/07/09.
• Inzamam Ul Haq, 2024, "Cryptocurrency Environmental Attention, Green Financial Assets, and Information Transmission - Evidence From the COVID-19 Pandemic," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-7, DOI: 2024/07/09.
• OlaOluwa Yaya, 2024, "Testing Day-Of-The-Week Persistence and Seasonality in Spanish Electricity Energy Prices," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 1, pages 1-7, DOI: 2024/07/10.
• Kemal Erkisi & Melike Cetin, 2024, "Dynamics of Economic Complexity in Canada: A Multifaceted Long-Term Analysis," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 3-20.
• Giovanni Paiela, 2024, "On the Average Rate of Profit in Bulgaria," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 501-516.
• Minhas Akbar & Ammar Hussain & Marina Nazir & Petra Poulova & Minhas Akbar, 2024, "Information and communication technology diffusion, supply chain performance, health care and human development: A case of the South Asian region," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 3, pages 15-35, September, DOI: 10.15240/tul/001/2024-5-016.
• Olena Kostyshyna & Tolga Özden & Yang Zhang, 2024, "Endogenous Credibility and Wage-Price Spirals," Staff Working Papers, Bank of Canada, number 24-14, May, DOI: 10.34989/swp-2024-14.
• Pablo de la Vega & Guido Zack & Jimena Calvo & Emiliano Libman, 2024, "Determinants of Inflation in Argentina, 2004-2022," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 83, pages 70-96, May.
• Ana Gómez Loscos & Miguel Ángel González Simón & Matías José Pacce, 2024, "Modelo para la previsión del PIB de la economía española a corto plazo en tiempo real (Spain-STING): nueva especificación y reevaluación de su capacidad predictiva," Occasional Papers, Banco de España, number 2406, Mar, DOI: https://doi.org/10.53479/36136.
• Simone di Paolo & Danilo Liberati, 2024, "Seasonal adjustment of credit time series in the Bank of Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 835, Mar.
• Fabrizio Ferriani & Marcello Pericoli, 2024, "ESG risks and corporate viability: insights from default probability term structure analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 892, Nov.
• Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024, "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1446, Mar.
• Giacomo Sbrana & Andrea Silvestrini, 2024, "The structural Theta method and its predictive performance in the M4-Competition," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1457, Jun.
• Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024, "Univariate Measures of Persistence: A Comparative Analysis," Working Papers, Banco de México, number 2024-11, Sep.
• Miguel A. Mascarúa Lara, 2024, "Heterogeneous recessions and expansions in Mexican regions and sectors," Working Papers, Banco de México, number 2024-13, Sep.
• Fredy Gamboa-Estrada & José Vicente Romero, 2024, "Geopolitical Risk and Emerging Markets Sovereign Risk Premia," Borradores de Economia, Banco de la Republica de Colombia, number 1282, Sep, DOI: 10.32468/be.1282.
• Héctor M. Zárate-Solano & Norberto Rodríguez-Niño, 2024, "Consumer Prices Trends in Colombia: Detecting Breaks and Forecasting Infation," Borradores de Economia, Banco de la Republica de Colombia, number 1289, Dec, DOI: 10.32468/be.1289.
• Nicholas M Odhiambo & Talknice Saungweme, 2024, "Economic Growth And Income Inequality In Sub-Saharan African Countries: A Test Of Kuznets’ Hypothesis," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 69, issue 240, pages 7-30, January –.
• Julien Andre & Marie Bessec, 2024, "A Mixed-Frequency Factor Model for Nowcasting French GDP," Working papers, Banque de France, number 975.
• Sacit SARI, 2024, "Do Changes in Demographic Factors Affect Public Health Expenditures? The Case of Turkiye," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 1, pages 145-160, June, DOI: https://doi.org/10.33399/biibfad.14.
• Ömer Faruk KÖMÜRCÜOĞLU, 2024, "Finansal Teknolojik (FinTek) Gelişmeler Türkiye’de Enflasyonu Etkiliyor mu?," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 35-55, December, DOI: 10.33399/biibfad.1463920.
• Luca Alfieri & Diana Gabrielyan, 2024, "The communication reaction function of the European Central Bank. An analysis using topic modelling," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 24, issue 1, pages 58-87.
• Tatjana Dahlhaus & Angelika Welte, 2024, "Payment habits during Covid-19: Evidence from high-frequency transaction data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Federica Ciocchetta & Elisa Guglielminetti & Alessandro Mistretta, 2024, "What Drives House Prices in Europe?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 5, pages 1089-1121, October, DOI: 10.1111/obes.12601.
• PARTACHI Ion & MIJA Simion, 2024, "Moldova Gdp Forecasting Using Bayesian Multivariate Models," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 1, pages 85-93, March, DOI: 10.56043/reveco-2024-0008.
• PARTACHI Ion & MIJA Simion & HERTELIU Claudiu, 2024, "Analysis Of The Impact Of Covid-19 On Key Demographic Indicators In Romania And Moldova Using Econometric Modeling," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 4, pages 132-139, December, DOI: 10.56043/reveco-2024-0038.
• Yijie Fei & Yiu Lim Lui & Jun Yu, 2024, "Testing Predictability in the Presence of Persistent Errors," Working Papers, University of Macau, Faculty of Business Administration, number 202401, Jun.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024, "Testing for an Explosive Bubble using High-Frequency Volatility," Working Papers, University of Macau, Faculty of Business Administration, number 202402, Jun.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Shuping Shi & Jun Yu & Chen Zhang, 2024, "On the Spectral Density of Fractional Ornstein-Uhlenbeck Processes," Working Papers, University of Macau, Faculty of Business Administration, number 202416, Aug.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.
• Tihana Škrinjarić, 2024, "Growth-at-risk for macroprudential policy stance assessment: a survey," Bank of England working papers, Bank of England, number 1075, Aug.
• Simon Lloyd & Ed Manuel, 2024, "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England working papers, Bank of England, number 1079, Aug.
• Mehrabani Ali & Parsaeian Shahnaz & Ullah Aman, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models Under Structural Instability," Journal of Econometric Methods, De Gruyter, volume 13, issue 2, pages 251-279, DOI: 10.1515/jem-2023-0036.
• Tsitouras Antonis & Tsounis Nicholas, 2024, "Military Outlays and Economic Growth: A Nonlinear Disaggregated Analysis for a Developed Economy," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 30, issue 3, pages 341-391, DOI: 10.1515/peps-2024-0010.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024, "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 3, pages 299-329, DOI: 10.1515/rmeef-2024-0018.
• Hwu Shih-Tang & Kim Chang-Jin, 2024, "Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 177-199, April, DOI: 10.1515/snde-2022-0055.
• Fourrier-Nicolaï Edwin & Lubrano Michel, 2024, "Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 319-336, April, DOI: 10.1515/snde-2022-0109.
• Yamada Hiroshi, 2024, "HPX filter: a hybrid of Hodrick–Prescott filter and multiple regression," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 661-671, DOI: 10.1515/snde-2023-0004.
• Ayala Astrid & Blazsek Szabolcs & Licht Adrian, 2024, "Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 5, pages 785-805, DOI: 10.1515/snde-2022-0085.
• Saungweme Talknice & Maluleke Glenda & Odhiambo Nicholas M., 2024, "Asymmetric Impact of Financial Development on Economic Growth in Mauritius," Statistics, Politics and Policy, De Gruyter, volume 15, issue 2, pages 221-243, DOI: 10.1515/spp-2023-0019.
• Laura - Filofteia PANOIU & Remus GRIGORESCU & Sorin Daniel MANOLE, 2024, "Identifying The Relationship Between Mathematical Pisa Score And Financial Knowledge," Contemporary Economy Journal, Constantin Brancoveanu University, volume 9, issue 2, pages 126-138.
• Ashby, M. & Harvey, A. & Kattuman, P. & Thamotheram, C., 2024, "Forecasting epidemic trajectories: Time Series Growth Curves package tsgc," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2407, Feb.
• Bhattacharjee, A. & Ditzen, J. & Holly, S., 2024, "Engle-Granger Representation in Spatial and Spatio-Temporal Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2447, Aug.
• Harvey, A. & Simons, J., 2024, "Hidden Threshold Models with applications to asymmetric cycles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2448, Aug.
• Yadav, Anil & McHale, John & Harold, Jason & O'Neill, Stephen, 2024, "Estimating effects of staggered intervention with count and binary outcomes: a simulation study," Research Technical Papers, Central Bank of Ireland, number 4/RT/24, Jul.
• Bilgehan Tekin, 2024, "Structural Breaks and Co-Movements of Bitcoin and Ethereum: Evidence from the COVID-19 Pandemic Period," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 2, pages 41-70.
• Bianchi, Francesco & Callegari, Giovanni & Hitaj, Ermal & Theodoridis, Konstantinos, 2024, "Fiscal Sustainability and Policy Interactions," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/13, Jun.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "A Long-Memory Model for Multiple Cycles with an Application to the S&P500," CESifo Working Paper Series, CESifo, number 10947.
• Marc Gronwald & Sania Wadud & Kingsley Dogah, 2024, "Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence," CESifo Working Paper Series, CESifo, number 10995.
• Marc Gronwald & Sania Wadud & Kingsley Dogah, 2024, "Informational Efficiency of World Oil Markets: One Great Pool, but with Varying Depth," CESifo Working Paper Series, CESifo, number 11017.
• Marc Gronwald & Sania Wadud, 2024, "“My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets," CESifo Working Paper Series, CESifo, number 11029.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Nieves Carmona-González, 2024, "Polar Amplification: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11073.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Sakiru A. Solarin & OlaOluwa S. Yaya, 2024, "Testing for Persistence in German Green and Brown Stock Market Indices," CESifo Working Paper Series, CESifo, number 11207.
• Guglielmo Maria Caporale & Maria Fatima Romero-Rojo & Luis Alberiko Gil-Alana, 2024, "Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis," CESifo Working Paper Series, CESifo, number 11475.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024, "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series, CESifo, number 11486.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Karen Roxana Quinatoa Narváez, 2024, "Remittances in Latin America: Trends and Persistence," CESifo Working Paper Series, CESifo, number 11505.
• Pilar Rey del Castillo, 2024, "Understanding Unworked Time in Spain," CESifo Working Paper Series, CESifo, number 11604.
• Jonas Hennrich & Klaus Wohlrabe, 2024, "Gibt es einen Wochentageffekt in der ifo Konjunkturumfrage?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 77, issue 07, pages 37-40, July.
• Wolfgang Nierhaus & Klaus Abberger, 2024, "Vorjahrespreisbasis, Aggregation und Quoten," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 77, issue 12, pages 52-57, December.
• Simon Lloyd & Ed Manuel, 2024, "Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics," Discussion Papers, Centre for Macroeconomics (CFM), number 2422, Apr.
• Martin Hoesli & Louis Johner & Zhaklin Krayushkina, 2024, "The Volatility of Listed Real Estate in Europe and Portfolio Implications," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-49, Sep.
• Erdinc Akyildirim & Matteo Gambara & Josef Teichmann & Syang Zhou, 2024, "Randomized Signature Methods in Optimal Portfolio Selection," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-79, Jan.
• Martín Almuzara & Víctor Sancibrián, 2024, "Micro responses to macro shocks," Working Papers, CEMFI, number wp2024_2412, Aug.
• José Libardo Mejía Ciro & Jacobo Campo Robledo, 2024, "Acumulación regulatoria y crecimiento económico: una aproximación empírica para Colombia," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 98, issue 6, pages 141-162.
• Alejandro Pinilla Barrera & Álvaro Hurtado Rendón & Hermilson Velásquez Ceballos, 2024, "Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 2, Apr.
• Omar Castillo Nuñez, 2024, "Incidencia de las lluvias y del precio en la oferta de leche cruda en los departamentos de Córdoba y Sucre, Colombia," Ensayos de Economía, Universidad Nacional de Colombia Sede Medellín, number 21226, Sep.
• Eickmeier, Sandra & Quast, Josefine & Schüler, Yves, 2024, "Macroeconomic and Financial Effects of Natural Disasters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18940, Mar.
• Inoue, Atsushi & Kilian, Lutz, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19227, Jul.
• Jordà , Ã’scar & Taylor, Alan M., 2024, "Local projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19378, Aug.
• Inoue, Atsushi & Jordà , Ã’scar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 19379, Aug.
• Nicole Branger & Mark Trede & Bernd Wilfling, 2024, "Extracting stock-market bubbles from dividend futures," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 10724, Aug.
• Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.