Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2024

• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
• Aljohani, Bader M. & Fadul, Abubaker & Asiri, Maram S. & Alkhathami, Abdulrahman D. & Hasan, Fakhrul, 2024, "Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102413.
• Arenas, Laura & Vizuete-Luciano, Emili & Gil-Lafuente, Anna María, 2024, "Banking FinTech and stock market volatility? The BIZUM case," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102439.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2024, "Financial stress and realized volatility: The case of agricultural commodities," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102442.
• Gaies, Brahim, 2024, "In search of lost social finance: How do financial instability and inequality interact?," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102523.
• Sabani, Nazmie & Bales, Stephan & Burghof, Hans-Peter, 2024, "On the different impact of local and national sources of policy uncertainty on sectoral stock volatility," Research in International Business and Finance, Elsevier, volume 72, issue PB, DOI: 10.1016/j.ribaf.2024.102539.
• Sultana, Nahid & Rahman, Mohammad Mafizur & Murad, S.M. Woahid, 2024, "Asymmetric role of the informal sector on economic growth: Empirical investigation on a developing country," Structural Change and Economic Dynamics, Elsevier, volume 69, issue C, pages 96-107, DOI: 10.1016/j.strueco.2023.11.015.
• Shobande, Olatunji A. & Tiwari, Aviral Kumar & Ogbeifun, Lawrence & Trabelsi, Nader, 2024, "Demystifying circular economy and inclusive green growth for promoting energy transition and carbon neutrality in Europe," Structural Change and Economic Dynamics, Elsevier, volume 70, issue C, pages 666-681, DOI: 10.1016/j.strueco.2024.05.016.
• Shobande, Olatunji A. & Ogbeifun, Lawrence & Tiwari, Aviral Kumar, 2024, "Unlocking information technology infrastructure for promoting climate resilience and environmental quality," Technological Forecasting and Social Change, Elsevier, volume 198, issue C, DOI: 10.1016/j.techfore.2023.122949.
• Zhang, Xincheng, 2024, "Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China," Technological Forecasting and Social Change, Elsevier, volume 204, issue C, DOI: 10.1016/j.techfore.2024.123437.
• Sandra Eickmeier & Josefine Quast & Yves Schuler, 2024, "Macroeconomic and Financial Effects of Natural Disasters," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-23, Mar.
• Oleg Alekseev & Karel Janda & Mathieu Petit & David Zilberman, 2024, "Return and Volatility Spillovers between the Raw Material and Electric Vehicles Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-40, Jun.
• Flavio Vilela Vieira & Cleomar Gomes da Silva, 2024, "Comportamento da Taxa de Câmbio nos BRICS," Brazilian Journal of Political Economy, FGV EAESP, volume 44, issue 1, pages 125-144, December, DOI: 10.1590/0101-31572024-3451.
• André Mellini & Guilherme Jonas Costa da Silva, 2024, "Complexidade econômica e razão das elasticidades: uma abordagem teórica e empírica," Brazilian Journal of Political Economy, FGV EAESP, volume 44, issue 4, pages 730-752, October, DOI: 10.1590/0101-31572024-3539.
• Bingzi Jin & Xiaojie Xu, 2024, "Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 9, issue 1, pages 64-82, December, DOI: 10.1108/AJEB-06-2024-0070.
• Carl Hope Korkpoe & Ferdinand Ahiakpor & Edward Nii Amar Amarteifio, 2024, "Bayesian inference for inflation volatility modeling in Ghana," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 16, issue 1, pages 34-46, June, DOI: 10.1108/AJEMS-04-2023-0132.
• Akhilesh Kumar Sharma & Sushil Kumar Rai, 2024, "Efficacy of growth-led unemployment reduction hypothesis in India using Okun’s law," International Journal of Manpower, Emerald Group Publishing Limited, volume 46, issue 3, pages 391-409, December, DOI: 10.1108/IJM-02-2024-0091.
• Mert Akyuz & Muhammed Sehid Gorus & Cihan Gunes, 2024, "Trade uncertainty and investments in an emerging country: a Fourier VAR approach," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 31, issue 2, pages 99-110, January, DOI: 10.1108/JABES-10-2022-0266.
• Sunil Kumar & Mohinder Singh, 2024, "Risk factors-adjusted performance and persistence during the post-subprime crisis period: evidence from Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 22, issue 2, pages 301-322, October, DOI: 10.1108/JAMR-07-2022-0138.
• Pearl Seyram Kumah & Joseph Antwi Baafi, 2024, "Spillover effects among cryptocurrencies in a pandemic: a time frequency approach," Journal of Electronic Business & Digital Economics, Emerald Group Publishing Limited, volume 4, issue 1, pages 151-166, November, DOI: 10.1108/JEBDE-08-2024-0027.
• Iman Cheratian & Saleh Goltabar, 2024, "Are shocks to entrepreneurship persistence? Case of a Resource-based economy," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, volume 13, issue 4, pages 648-668, July, DOI: 10.1108/JEPP-12-2023-0128.
• Walid M.A. Ahmed, 2024, "What drives the price behavior of US sustainable stocks?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 4, pages 709-727, July, DOI: 10.1108/JES-02-2024-0092.
• Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Vinícius Braga, 2024, "Connectivity among the returns of sectoral indices of the Brazilian capital market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 4, pages 655-672, July, DOI: 10.1108/JES-08-2023-0442.
• Le Thanh Ha, 2024, "Gauging the dynamic interlinkage level between Fintech and the global blue economy performance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 1, pages 55-71, May, DOI: 10.1108/JES-10-2023-0613.
• Simran & Anil K. Sharma, 2024, "Economic policy uncertainty and Indian equity sectors: a quantile regression approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 16, issue 6, pages 856-873, July, DOI: 10.1108/JFEP-12-2023-0362.
• James Dean & Joshua C. Hall, 2024, "On the long-run properties of income and stock prices: the stability of the “golden ratios”," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 16, issue 3, pages 315-329, February, DOI: 10.1108/JFEP-12-2023-0388.
• Joseph David & Awadh Ahmed Mohammed Gamal & Mohd Asri Mohd Noor & Zainizam Zakariya, 2024, "Oil rent, corruption and economic growth relationship in Nigeria: evidence from various estimation techniques," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 27, issue 5, pages 962-979, February, DOI: 10.1108/JMLC-10-2023-0160.
• Trung Hai Le, 2024, "Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 1, pages 160-177, January, DOI: 10.1108/JRF-06-2023-0137.
• Mohamad H. Shahrour & Ryan Lemand & Mathis Mourey, 2024, "Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect," Journal of Risk Finance, Emerald Group Publishing Limited, volume 26, issue 1, pages 1-21, December, DOI: 10.1108/JRF-07-2024-0185.
• Ivan D. Trofimov, 2024, "The J-curve effect in agricultural commodity trade: an empirical study of South East Asian economies," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 9, issue 4, pages 358-381, March, DOI: 10.1108/REPS-05-2023-0038.
• Le Thanh Ha, 2024, "In what way can worldwide robotics and artificial intelligence encourage development in green crypto investments? An implementation of a model-free connectedness technique," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1141-1165, May, DOI: 10.1108/SEF-11-2023-0668.
• Siti Nurazira Mohd Daud & Nur Syazwina Ghazali & Nur Hafizah Mohammad Ismail, 2024, "ESG, innovation, and economic growth: an empirical evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 4, pages 845-870, May, DOI: 10.1108/SEF-11-2023-0692.
• Stefanos Samprakos, 2024, "Tourism and Economic Growth: An Empirical Analysis of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 82-96.
• Tihana Skrinjaric & Maja Sabol, 2024, "Easier Said than Done: Predicting Downside Risks to House Prices in Croatia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 1, pages 43-72, March.
• Ecenur Ugurlu-Yildrim & Ozge Dinc-Cavlak, 2024, "Effect of Climate Policy Uncertainty on the Relationship between Investor Sentiment and Metals and Mining Industry Index Returns: Time-Varying Granger Causality Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 3, pages 313-341, August.
• Josef Arlt, 2024, "The Annual Inflation Rate and Inflation Targeting: A Different Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 4, pages 366-391, October.
• Paolo Maranzano & Matteo Pelagatti, 2024, "A Hodrick-Prescott filter with automatically selected jumps," Working Papers, Fondazione Eni Enrico Mattei, number 2024.18, Jul.
• Claudia Amadei & Cesare Dosi & Francesco Jacopo Pintus, 2024, "Energy Intensity and Structural Changes: Does Offshoring Matter?," Working Papers, Fondazione Eni Enrico Mattei, number 2024.26, Nov.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16b, Feb, DOI: 10.29338/wp2022-16b.
• Kurt Graden Lunsford & Kenneth D. West, 2024, "An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts," Working Papers, Federal Reserve Bank of Cleveland, number 24-20, Sep, DOI: 10.26509/frbc-wp-202420.
• Chi-Young Choi & Alexander Chudik & Aaron Smallwood, 2024, "Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 426, May, DOI: 10.24149/gwp426.
• Atsushi Inoue & Lutz Kilian, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers, Federal Reserve Bank of Dallas, number 2404, Jul, DOI: 10.24149/wp2404.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-24, Aug, DOI: 10.24148/wp2024-24.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.
• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
• Simon Firestone & Nathan Y. Godin & Akos Horvath & Jacob Sagi, 2024, "Risk Perception and Loan Underwriting in Securitized Commercial Mortgages," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-019, Apr, DOI: 10.17016/FEDS.2024.019.
• Valeria Gargiulo & Christian Matthes & Katerina Petrova, 2024, "Monetary Policy across Inflation Regimes," Staff Reports, Federal Reserve Bank of New York, number 1083, Jan, DOI: 10.59576/sr.1083.
• Katerina Petrova, 2024, "On the Validity of Classical and Bayesian DSGE-Based Inference," Staff Reports, Federal Reserve Bank of New York, number 1084, Jan, DOI: 10.59576/sr.1084.
• Tassos Magdalinos & Katerina Petrova, 2024, "OLS Limit Theory for Drifting Sequences of Parameters on the Explosive Side of Unity," Staff Reports, Federal Reserve Bank of New York, number 1113, Aug, DOI: 10.59576/sr.1113.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A Simple Diagnostic for Time-Series and Panel-Data Regressions," Staff Reports, Federal Reserve Bank of New York, number 1132, Oct, DOI: 10.59576/sr.1132.
• Richard K. Crump & Nikolay Gospodinov & Ignacio Lopez Gaffney, 2024, "A New Jackknife Variance Estimator for Time-Series and Panel Regressions," Staff Reports, Federal Reserve Bank of New York, number 1133, Oct, DOI: 10.59576/sr.1133.
• Nina Boyarchenko & Domenico Giannone & Anna Kovner, 2024, "Bank Capital and Real GDP Growth," Working Paper, Federal Reserve Bank of Richmond, number 24-08, Sep, DOI: 10.21144/wp24-08.
• OÄŸuz TÃœMTÃœRK & Mustafa KIRCA, 2024, "The Impact of Uncertainties on Inflation Using Time-Varying Causality Approach: Evidence from Türkiye," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1378532.
• Mehmet UZUN, 2024, "The Examination of the Relationship Between Bitcoin (BTC) Trading Volume in Türkiye and Google Trends Data on Bitcoin Searches in Google Search Engine," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1420143.
• Büşra GÖRGEL & Ä°lhan EGE, 2024, "Investigation of Efficient Market Hypothesis and Adaptive Market Hypothesis on Stock Markets of E7 Countries," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1448436.
• Sergey V. Arzhenovskiy, 2024, "Forecasting GDP Dynamics Based on the Bank of Russia’s Enterprise Monitoring Data," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 31-44, February, DOI: 10.31107/2075-1990-2024-1-31-44.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2024, "Exponential Time Trends in a Fractional Integration Model," Econometrics, MDPI, volume 12, issue 2, pages 1-14, May.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro Jose Piqueras Martinez, 2024, "Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity," Econometrics, MDPI, volume 12, issue 4, pages 1-14, December.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
• Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
• Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024, "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Post-Print, HAL, number hal-04395168, Jan, DOI: 10.1186/s40854-023-00520-3.
• F. Blasques & Christian Francq & Sébastien Laurent, 2024, "Autoregressive conditional betas," Post-Print, HAL, number hal-04676069, DOI: 10.1016/j.jeconom.2023.105630.
• Rafael Branco & Alexandre Rubesam & Mauricio Zevallos, 2024, "Forecasting realized volatility: Does anything beat linear models?," Post-Print, HAL, number hal-04835657, Sep, DOI: 10.1016/j.jempfin.2024.101524.
• George-Marios Angeletos & Fabrice Collard & Harris Dellas, 2024, "Business Cycle Anatomy," Working Papers, HAL, number hal-04531898, Jul.
• del Barrio Castro, Tomas & Escribano, Alvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-722, Jun.
• Kreye, Tom Jannik & Sibbertsen, Philipp, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-729, Nov.
• Fotso, Chris Toumping & Sibbertsen, Philipp, 2024, "Block Whittle Estimation of Time Varying Stochastic Regression Models with Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-730, Nov.
• Dittmann, Bente & Lauter, Tobias & Prokopczuk, Marcel & Sibbertsen, Philipp, 2024, "What Determines the Price of Carbon? New Evidence From Phase III and IV of the EU ETS," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-732, Dec.
• Wolfgang Maennig & Leo Doerr & Elias Leppert, 2024, "Olympic Games and Democracy," Working Papers, Chair for Economic Policy, University of Hamburg, number 077, Jul.
• Meister, Moritz, 2024, "Labor Market Impact of Disruptions in Global Value Chains," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202410, Jul, DOI: 10.48720/IAB.DP.2410.
• Fatih Ceylan & Mustafa Unlu, 2024, "Can Migration Fear and Policy Uncertainty Be the Source of Macroeconomic Fluctuations?," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 26, issue 1, pages 5-36, June.
• Gabriel, Stefan & Kunst, Robert M., 2024, "Cointegrated portfolios and volatility modeling in the cryptocurrency market," IHS Working Paper Series, Institute for Advanced Studies, number 52, Mar.
• Erwis Melchor Pérez & Moisés Emmanuel Ramírez Guzmán & Araceli Hernández Jiménez & Agustín Santiago Alvarado, 2024, "Predicción del riesgo crediticio a microfinanciera usando aprendizaje computacional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 4, pages 1-16, Octubre -.
• Yadavindu Ajit & Taniya Ghosh, 2024, "Does inflation targeting live up to all the hype?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2024-024, Nov.
• Rares-Petru MIHALACHE, 2024, "The impact of macroeconomic factors and Covid-19 on the Bucharest Stock Exchange Trading Index," Romanian Journal of Economics, Institute of National Economy, volume 58, issue 1(67), pages 58-74, June.
• Enja Erker, 2024, "Forecasting medical inflation in the European Union using the ARIMA model," Public Sector Economics, Institute of Public Finance, volume 48, issue 1, pages 39-56, DOI: 10.3326/pse.48.1.2.
• Tihana Skrinjaric, 2024, "Macroprudential policy stance assessment: the case of Croatia," Public Sector Economics, Institute of Public Finance, volume 48, issue 4, pages 421-463, DOI: 10.3326/pse.48.4.3.
• Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202504, Jan.
• Ahmet Ekrem Kaya, 2024, "Effect of Exchange Rate Pass-through on Producer and Consumer Prices:Türkiye, Brazil, and South Africa," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 1, pages 31-49, January, DOI: 10.26650/JEPR1318757.
• Fatih Çiftci, 2024, "The Purchasing Power Parity Approach: Theory, Literature, and Evidence from the ADF-Based and KPSS-Based Tests for the Case of Turkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 2, pages 115-157, July, DOI: 10.26650/JEPR1288813.
• Fatma Ünlü, 2024, "The Effects of Economic Policy Uncertainty and Oil Price Shocks on Stock Returns: A Structural VAR Analysis on Türkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 2, pages 158-185, July, DOI: 10.26650/JEPR1410149.
• Zaim Reha Yaşar, 2024, "Influence of the COVID-19 Pandemic on Exports in Türkiye: Evidence from ARDL Model," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 2, pages 263-277, July, DOI: 10.26650/JEPR1477032.
• Kastoryano, Stephen, 2024, "Biological, Behavioural and Spurious Selection on the Kidney Transplant Waitlist," IZA Discussion Papers, IZA Network @ LISER, number 16995, May.
• Fukushima, Nanna & von Hinke, Stephanie & Sørensen, Emil N., 2024, "The Long-Term Human Capital and Health Impacts of a Pollution Reduction Programme," IZA Discussion Papers, IZA Network @ LISER, number 17205, Aug.
• Rios-Avila, Fernando & Siles, Leonardo & Canavire Bacarreza, Gustavo J., 2024, "Estimating Quantile Regressions with Multiple Fixed Effects through Method of Moments," IZA Discussion Papers, IZA Network @ LISER, number 17262, Aug.
• Jamal Husein & S. Murat Kara, 2024, "Permanent vs Transitory Shocks to Electricity Consumption: Panel Evidence from 19 African Countries," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 2, pages 257-268, April–Jun.
• Sukanta Chakraborty, 2024, "An ARDL Approach to Investigate the Effectiveness of Fiscal and Monetary Policies in Making Bangladesh, A Role Model of Development," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 4, pages 29-41, October–D.
• Albert Wijeweera & Ravindra Stephen Goonetilleke & Namwoon Kim, 2024, "The Dissimilar Market Volatility in Neighboring Financial Markets: An Empirical Study Using A Multivariate GARCH Model," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 4, pages 61-76, October–D.
• Zongwu Cai & Guannan Liu & Wei Long & Xuelong Luo, 2024, "Semiparametric Conditional Mixture Copula Models with Copula Selection," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202401, Jan, revised Jan 2024.
• Bingduo Yang & Wei Long & Zongwu Cai, 2024, "Machine Learning Based Panel Data Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202402, Jan, revised Jan 2024.
• Ali Mehrabani & Shahnaz Parsaeian & Aman Ullah, 2024, "Shrinkage Estimation and Forecasting in Dynamic Regression Models under Structural Instability," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202410, Aug.
• Zongwu Cai & Gunawan & Yuying Sun, 2024, "A New Nonparametric Combination Forecasting with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202412, Sep, revised Sep 2024.
• Klaus Grobys, 2024, "Science or scientism? On the momentum illusion," Annals of Finance, Springer, volume 20, issue 4, pages 479-519, December, DOI: 10.1007/s10436-024-00446-5.
• Sreekha Pullaykkodi & Rajesh H. Acharya, 2024, "The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 3, pages 497-542, September, DOI: 10.1007/s10690-023-09424-9.
• Huthaifa Alqaralleh, 2024, "The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 845-866, December, DOI: 10.1007/s10690-023-09433-8.
• Yanglin Li, 2024, "New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 5, pages 1757-1776, May, DOI: 10.1007/s10614-023-10381-8.
• Yamin Ahmad & Adam Check & Ming Chien Lo, 2024, "Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2139-2173, June, DOI: 10.1007/s10614-023-10397-0.
• Mehmet Sahiner, 2024, "Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2435-2499, June, DOI: 10.1007/s10614-023-10412-4.
• Rachid Belhachemi, 2024, "Option Valuation with Conditional Heteroskedastic Hidden Truncation Models," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2585-2601, June, DOI: 10.1007/s10614-023-10480-6.
• Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024, "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 487-513, July, DOI: 10.1007/s10614-023-10452-w.
• Peter S. Sephton, 2024, "Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 2, pages 693-705, August, DOI: 10.1007/s10614-023-10458-4.
• Kleanthis Natsiopoulos & Nickolaos G. Tzeremes, 2024, "ARDL: An R Package for ARDL Models and Cointegration," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1757-1773, September, DOI: 10.1007/s10614-023-10487-z.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2024, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1775-1801, September, DOI: 10.1007/s10614-023-10490-4.
• Tolga Omay & Aysegul Corakci, 2024, "A Unit Root Test with Markov Switching Deterministic Components: A Special Emphasis on Nonlinear Optimization Algorithms," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 3, pages 1837-1856, September, DOI: 10.1007/s10614-023-10501-4.
• Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2024, "Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3543-3553, December, DOI: 10.1007/s10614-023-10510-3.
• Zhenxin Wang & Shaoping Wang & Yayi Yan, 2024, "Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 6, pages 3181-3205, December, DOI: 10.1007/s10614-024-10553-0.
• Abdhut Deheri & Stefy Carmel, 2024, "Do fluctuations in global crude oil prices have an asymmetric effect on oil product pricing in India?," Economic Change and Restructuring, Springer, volume 57, issue 1, pages 1-22, February, DOI: 10.1007/s10644-024-09599-9.
• OlaOluwa S. Yaya & Hammed A. Olayinka & Ahamuefula E. Ogbonna & Mamdouh Abdulaziz Saleh Al-Faryan & Xuan Vinh Vo, 2024, "Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries," Economic Change and Restructuring, Springer, volume 57, issue 2, pages 1-27, April, DOI: 10.1007/s10644-024-09658-1.
• Waqar Khalid & Javed Iqbal & Nosheen Nasir & Misbah Nosheen, 2024, "Do real exchange rate misalignments have threshold effects on economic growth? Asymmetric evidence from Pakistan," Economic Change and Restructuring, Springer, volume 57, issue 6, pages 1-40, December, DOI: 10.1007/s10644-024-09752-4.
• Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo, 2024, "Private and public debt convergence: a fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 1, pages 161-183, February, DOI: 10.1007/s10663-023-09594-9.
• Chinmoy Ghosh & Venkatesh Panchapagesan & Madalasa Venkataraman, 2024, "On the Impact of Infrastructure Improvement on Real Estate Property Values: Evidence from a Quasi-natural Experiment in an Emerging Market," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 1, pages 103-137, January, DOI: 10.1007/s11146-022-09938-5.
• Nathaniel T. Wilcox, 2024, "Conditional independence in a binary choice experiment," Journal of Risk and Uncertainty, Springer, volume 68, issue 3, pages 205-225, June, DOI: 10.1007/s11166-024-09431-9.
• Guojun He & Jeffrey T. LaFrance & Jeffrey M. Perloff & Richard Volpe, 2024, "How do Everyday-Low-Price Supermarkets Adjust Their Prices?," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 64, issue 1, pages 117-146, February, DOI: 10.1007/s11151-023-09922-0.
• Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Areistidis Samitas, 2024, "Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 3, pages 955-977, October, DOI: 10.1007/s11156-024-01282-4.
• Efthymios Pavlidis, 2024, "Bubbles and Crashes," Working Papers, Lancaster University Management School, Economics Department, number 404203101.
• C. Rangarajan & K.R. Shanmugam, 2024, "Economic Overview of Tamil Nadu (2023-24)," Working Papers, Madras School of Economics,Chennai,India, number 2024-260, Jul.
• Abdhut Deheri & Stefy Carmel, 2024, "Are the Responses of Oil Products Prices Asymmetrical to Global Crude Oil Price Shocks? Evidence from India," Working Papers, Madras School of Economics,Chennai,India, number 2024-265, Aug.
• Lars-H. R. Siemers, 2024, "On the Hamilton-HP Filter Controversy: Evidence from German Business Cycles," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202421.
• Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "A note on the determinants of NFTs returns," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_02, Feb, revised Feb 2024.
• Sisipho Fani & Andrew Phiri, 2024, "State Antiquity and Early Agricultural Transition as Deep Roots of Economic Development in Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 22, issue 2 (Summer, pages 103-119, DOI: 10.26493/1854-6935.22.103-119.
• Marianna Endresz & Peter Gabriel, 2024, "Impact of Acquisitions on Firms’ Performance," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2024/3.
• Jiti Gao & Fei Liu & Bin Peng & Yanrong Yang, 2024, "Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/24, DOI: 10.26180/28757252.
• Jonathan H. Wright, 2024, "Comment on "The Long and Variable Lags of Monetary Policy: Evidence from Disaggregated Price Indices"," NBER Chapters, National Bureau of Economic Research, Inc, "Inflation in the COVID Era and Beyond".
• Menzie D. Chinn & Laurent Ferrara, 2024, "The Predictive Power of the Term Spread and Financial Variables for Economic Activity across Countries," NBER Working Papers, National Bureau of Economic Research, Inc, number 32084, Jan.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," NBER Working Papers, National Bureau of Economic Research, Inc, number 32495, May.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim & Aaron Mora, 2024, "On Robust Inference in Time Series Regression," NBER Working Papers, National Bureau of Economic Research, Inc, number 32554, Jun.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 32822, Aug.
• Cristina Amado & Ignacio Garrón & Helena Veiga, 2024, "On the relationship of country geopolitical risk on energy inflation," NIPE Working Papers, NIPE - Universidade do Minho, number 1/2024.
• A. Quartier-La-Tente, 2024, "Utilisation de modèles de regression à coefficients variant dans le temps pour la prevision conjoncturelle," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2024-16.
• A. Smyk & K. Webel, 2024, "Vers une désaisonnalisation des séries temporelles infra-mensuelles avec JDemetra+," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number m2024-04.
• Jane Binner & Huw Dixon & Barry Jones & Jon Tepper, 2024, "Box A: A Neural Network Approach to Forecasting Inflation," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 14, pages 8-11.
• Fergus Jimenez-England, 2024, "Box A: Measures of Labour Market Slack," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 16, pages 15-24.
• Thuy Tien Ngoc Doan & Long Thanh Giang, 2024, "Income Inequality and Health Outcomes Among Ten Asian Countries, 1990-2016," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 475-489, September.
• Stoycho Rusinov, 2024, "The Effects of the Demographic Crisis on Economic Growth from 1980 to 2022 in Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 143-156, December.
• Heejoon Han & Whayoung Jung & Ji Hyung Lee, 2024, "Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 1-29.
• Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2024, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 187-223.
• Binyan Jiang & Cheng Liu & Cheng Yong Tang, 2024, "Dynamic Covariance Matrix Estimation and Portfolio Analysis with High-Frequency Data," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 2, pages 461-491.
• Andrii Babii & Eric Ghysels & Jonas Striaukas, 2024, "High-Dimensional Granger Causality Tests with an Application to VIX and News," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 605-635.
• Yanlin Shi, 2024, "A Tale of Two Tails: A New Unique Information Share Measure Based on Copulas," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1170-1208.
• Aubrey Poon & Dan Zhu, 2024, "Do Recessions and Bear Markets Occur Concurrently across Countries? A Multinomial Logistic Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1482-1502.
• Jesús Gil Jaime & Jose Olmo, 2024, "Measuring and Testing Systemic Risk from the Cross-Section of Stock Returns†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1503-1531.
• Chris Kirby, 2024, "Volatility Shocks, Leverage Effects, and Time-Varying Conditional Skewness," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1714-1758.
• Mahdieh Rezagholizadeh & Majid Aghaei & Atefeh Alipour Kebria, 2024, "El papel de las tecnologías de la información y la comunicación (TIC) en la relación entre asimetría de la información y desarrollo financiero: nuevas pruebas basadas en el modelo PSTR
  [The Role of Information and Communication technology (ICT) in," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 38, pages 1-21, December, DOI: https://doi.org/10.46661/rev.metodo.
• John Anderson, 2024, "Dinámica de los precios de la vivienda a raíz de la Ley de Empleos y Reducción de Impuestos de 2017
  [House Price Dynamics in the Wake of the Tax Cuts and JobsAct of 2017]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 38, pages 1-22, December, DOI: https://doi.org/10.46661/rev.metodo.
• Dorina Lazar & Cristian Marius Litan, 2024, "Inequality, Growth, and Structural Transformation: New Evidence from a Post-communist Economy," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 2, pages 236-260, June, DOI: 10.1057/s41294-023-00214-w.
• Manuel Monge, 2024, "Trends and persistence in global olive oil prices after COVID-19," Journal of Revenue and Pricing Management, Palgrave Macmillan, volume 23, issue 5, pages 481-488, October, DOI: 10.1057/s41272-024-00481-x.
• Berta Marcos Ceron & Manuel Monge, 2024, "Luxury goods and services in recession periods. Time trends and persistence analysis," Journal of Revenue and Pricing Management, Palgrave Macmillan, volume 23, issue 6, pages 588-595, December, DOI: 10.1057/s41272-023-00469-z.
• Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
• Silva Lopes, Artur, 2024, "Assessing Income Convergence with a Long-Run Forecasting Approach: Some New Results," MPRA Paper, University Library of Munich, Germany, number 120143, Feb, revised Jun 2022.
• Polbin, Andrey & Shumilov, Andrei, 2024, "Прогнозирование Основных Российских Макроэкономических Показателей С Помощью Tvp-Модели С Байесовским Сжатием Параметров
  [Forecasting key Russian macroeconomic variables using a TVP model with Bayesian shrinkage]," MPRA Paper, University Library of Munich, Germany, number 120170.
• Razzak, Weshah, 2024, "Measuring the Deviations from Perfect Competition: International Evidence (second version)," MPRA Paper, University Library of Munich, Germany, number 120200, Jan, revised 17 Feb 2024.
• Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2024, "Noising the GARCH volatility: A random coefficient GARCH model," MPRA Paper, University Library of Munich, Germany, number 120456, Mar, revised 15 Mar 2024.
• Yaya, OlaOluwa S. & Olayinka, Hammed Abiola & Adebiyi, Aliu A & Atoi, Ngozi Victor & Olugu, Mercy U. & Akinkunmi, Wasiu B., 2024, "Rural and Urban price inflation components in Nigeria: Persistence, Connectedness and Spillovers," MPRA Paper, University Library of Munich, Germany, number 121106, Sep.
• Daboh, Foday & Jackson, Emerson Abraham, 2024, "Policy Brief: The Effects of Interest Rate Volatility and Money Demand in Sierra Leone using ARDL Estimation," MPRA Paper, University Library of Munich, Germany, number 121114, Jan, revised 06 Jan 2024.
• Neifar, Malika, 2024, "Does ICT Drive Fintech firm Performance? Evidence from BRICS ‎Countries ‎," MPRA Paper, University Library of Munich, Germany, number 121772.
• NLOGA ETOUNDI, Joseph, 2024, "Public expenditure and optimal size of state In Cameroon from 1982 To 2023: the Armey Curve," MPRA Paper, University Library of Munich, Germany, number 122148, Sep.
• Furuoka, Fumitaka & Gil-Alana, Luis A. & Yaya, OlaOluwa S & Vo, Xuan Vinh, 2024, "Convergence of gender unemployment gaps in Africa: New evidence from Fourier ADF and KPSS unit root tests with break," MPRA Paper, University Library of Munich, Germany, number 122476, Oct.
• Zogjani, Jeton & Kovaçi - Uruçi, Fife & Zogjani, Agon, 2024, "The Impact of Public Education Expenditure on Economic Growth in Kosova: A Quantitative Analysis," MPRA Paper, University Library of Munich, Germany, number 123020, Jan, revised 29 Nov 2024.
• Baraldi, Anna Laura & Cantabene, Claudia & De Iudicibus, Alessandro & Fosco, Giovanni, 2024, "EU Cohesion Policies between Effectiveness and Equity: An Analysis of Italian Municipalities," MPRA Paper, University Library of Munich, Germany, number 123048.
• Zogjani, Jeton & Kovaci-Uruci, Fife & Zogjani, Agon, 2024, "The Impact of Public Education Expenditure on Economic Growth in Kosova: A Quantitative Analysis," MPRA Paper, University Library of Munich, Germany, number 123140, revised 2024.
• ALAMI CHENTOUFI, Reda, 2024, "Penalized Convex Estimation in Dynamic Location-Scale models," MPRA Paper, University Library of Munich, Germany, number 123283, Dec.
• Vîntu, Denis, 2024, "Heterogeneous Effects of Fiscal Rules Under the Maastricht Fiscal Criterion: Budget Fiscal Deficit and Debt Sustainability Analysis," MPRA Paper, University Library of Munich, Germany, number 125855, Oct, revised Oct 2024.
• Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
• Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
• Bruno Tag Sales & Hudson Da Silva Torrent & Rangan Gupta, 2024, "Forecasting Real Housing Price Returns of the United States using Machine Learning: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202412, Mar.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
• Jiawen Luo & Shengjie Fu & Oguzhan Cepni & Rangan Gupta, 2024, "Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging," Working Papers, University of Pretoria, Department of Economics, number 202420, May.
• Thanoj K. Muddana & Komal S.R. Bhimireddy & Anandamayee Majumdar & Rangan Gupta, 2024, "Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments," Working Papers, University of Pretoria, Department of Economics, number 202421, May.
• Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
• Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024, "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers, University of Pretoria, Department of Economics, number 202427, Jun.
• Rangan Gupta & Christian Pierdzioch, 2024, "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers, University of Pretoria, Department of Economics, number 202428, Jun.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Working Papers, University of Pretoria, Department of Economics, number 202436, Aug.
• Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
• Oguzhan Cepni & Rangan Gupta & Jacobus Nel & Renee van Eyden, 2024, "Prediction of the Conditional Distribution of Daily International Stock Returns Volatility: The Role of (Conventional and Unconventional) Monetary Policies," Working Papers, University of Pretoria, Department of Economics, number 202439, Sep.
• Elie Bouri & Oguzhan Cepni & Rangan Gupta & Ruipeng Liu, 2024, "Supply Chain Constraints and the Predictability of the Conditional Distribution of International Stock Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 202440, Sep.
• O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
• Oguzhan Cepni & Luis A. Gil-Alana & Rangan Gupta & Onur Polat, 2024, "Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202446, Oct.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
• Arife Özdemir Höl, 2024, "Long Memory in Clean Energy Exchange Traded Funds," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 3, pages 478-500, DOI: 10.18267/j.polek.1415.
• Paulo M.M. Rodrigues & Nicolau João, 2024, "A simple but powerful tail index regression," Working Papers, Banco de Portugal, Economics and Research Department, number w202412.
• Yufei Li & Liudas Giraitis & Genaro Sucarrat, 2024, "Are Intraday Returns Autocorrelated?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 987, Feb.
• Randall Romero-Aguilar, 2024, "Una propuesta para medir el ciclo economico," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 21, issue 1, pages 39-58, January-J.
• Anton Skrobotov, 2024, "Time series forecasting under structural breaks," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 76, pages 120-139.
• Şenay Açıkgöz & Cem Onur Karatas, 2024, "Economic Policy Uncertainty and Fluctuations in Monthly IPO Volume: Evidence from the US," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 15, issue 4, pages 331-354.
• Ntombiyesibini Matonana & Andrew Phiri, 2024, "Who in the World can Africa Catch-up to? Evidence from Income Convergence Analysis," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 77, issue 3, pages 417-444.
• Mohsen Bahmani-Oskooee & Sujata Saha, 2024, "On the Link between Indian Rupee and Its Trade in Services: An Asymmetric Analysis," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 49, issue 1, pages 1-20.
• Muhammad USMAN & Lal Khan ALMAS & Shoaib HASSAN, 2024, "Innovation Spillovers, Economic Growth, and the Role of Absorptive Ability," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 923-950, August.
• Chama CHIPETA & Thomas HABANABAKIZE & Mulatu Fekadu ZERIHUN, 2024, "The Non-Agricultural Labour Productivity Effects of Working Time: South Africa's Case," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 9, issue 1, pages 61-77, February.
• Tommaso Proietti, 2024, "Ups and (Draw)Downs," CEIS Research Paper, Tor Vergata University, CEIS, number 576, May, revised 03 May 2024.
• Chiara Puccioni & Daniela Vuri, 2024, "With a Little Help from Nurseries. Childcare Services and Mothers’ Employment in Italy," CEIS Research Paper, Tor Vergata University, CEIS, number 588, Dec, revised 19 Dec 2024.