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
2026
- Burak Korkusuz, 2026, "Is complexity always better? A model-free assessment of range-based volatility estimators," Empirical Economics, Springer, volume 70, issue 3, pages 1-18, March, DOI: 10.1007/s00181-025-02873-3.
- Fatma Kızılkaya & Oktay Kızılkaya & Faruk Mike, 2026, "Does geopolitical risk escalate environmental degradation in Turkey? Evidence from a Fourier approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 28, issue 3, pages 7085-7106, March, DOI: 10.1007/s10668-024-05258-1.
- Tolga Omay & Julide Yildirim & Nazmiye Balta-Ozkan, 2026, "Historical environmental Kuznets curve for the USA and the UK: cyclical environmental Kuznets curve evidence," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 28, issue 5, pages 10985-11010, May, DOI: 10.1007/s10668-024-05320-y.
- Samra Talishinskaya-Abbasova & Jeyhun I. Mikayilov, 2026, "Impact of financial development on carbon dioxide emissions: empirical evidence from Azerbaijan, Russia, and Kazakhstan," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 28, issue 1, pages 75-93, January, DOI: 10.1007/s10018-024-00415-2.
- Khushboo Garg & Ompal Singh & Mohammed Shahid Irshad & Rajiv Chopra, 2026, "Temporal elasticity-based sales growth modelling for high technological products under volatile marketing environment," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, volume 17, issue 4, pages 1348-1361, April, DOI: 10.1007/s13198-025-03062-2.
- Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
- Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
- Danai Diakodimitriou & Theofanis Papageorgiou & Alexandros Tsioutsios, 2026, "Fractional Long-Run Equilibrium of Education Expenditure and Economic Growth: The Case of the USA," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 1, pages 1876-1887, February, DOI: 10.1007/s13132-025-02725-6.
- Uwe Cantner & Nils Grashof & Thomas Grebel & Xijie Zhang, 2026, "Performance, competition, and structural change in the university sector—the case of Germany," Journal of Evolutionary Economics, Springer, volume 36, issue 2, pages 1-43, August, DOI: 10.1007/s00191-026-00955-8.
- Luis Rodrigo Asturias Schaub & Luis Alberiko Gil-Alana, 2026, "Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 122, issue 2, pages 1-25, January, DOI: 10.1007/s11069-025-07793-0.
- Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2026, "Systemic risk indicator based on implied and realized volatility," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 6389-6427, April, DOI: 10.1007/s11135-025-02515-x.
- Joel Tobiloba Adeyemo & Olujide Adelana Olakanmi, 2026, "Is urban growth conflict-induced or economically motivated? An assessment of economic and non-economic drivers of urbanisation in Nigeria," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 2, pages 6745-6771, April, DOI: 10.1007/s11135-025-02559-z.
- Yinka Hammed & Adesuwa Erediauwa & Solomon Ademosu, 2026, "Climate policy uncertainty and US-Nigeria FDI inflows: aggregate and sector-specific analysis," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 3, pages 9421-9435, June, DOI: 10.1007/s11135-026-02637-w.
- Kennedy Abebe, 2026, "Manufacturing-Led growth and industrial transformation in Ethiopia: subsectoral evidence from Kaldor’s Law and implications for industrial policy," SN Business & Economics, Springer, volume 6, issue 6, pages 1-39, June, DOI: 10.1007/s43546-026-01167-9.
- Cheng-Wen Lee & Hong-Vui Ngo, 2026, "Global Behavioral Drivers and Domestic Feedback Dynamics to Foreign Trading Activity: An OLS–VAR Analysis of Vietnam’s Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-2.
- Cheng - Wen Lee & Aan Digita Malik, 2026, "Exploring the Financial Performance on Audit Quality: Insights from Automotive Companies on the Indonesia Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 16, issue 3, pages 1-3.
- Bahman Peyravi & Mehmet Recai Uygur & Gediminas Blaževičius & Mehmet Emre Çamlıbel, 2026, "Turkey’s housing market: sales, prices, and their links to interest rates, exchange rates, and costs (2013–2023)," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 13, issue 4, pages 232-249, June, DOI: 10.9770/p7382684759.
- Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.
- Atsushi Inoue & Lutz Kilian, 2026, "When Is the Use of Gaussian-Inverse Wishart-Haar Priors Appropriate?," Journal of Political Economy, University of Chicago Press, volume 134, issue 2, pages 773-794, DOI: 10.1086/738339.
- Tae-Hwy Lee & Saerom Lee, 2026, "Exploiting Heterogeneity in the Survey of Professional Forecasters," Working Papers, University of California at Riverside, Department of Economics, number 202602, Apr.
- Tae-Hwy Lee & Saerom Lee, 2026, "Improving the Simple Average Combined Forecast via Factor-Adjusted Regularization," Working Papers, University of California at Riverside, Department of Economics, number 202603, Mar.
- IANCU, Laura Andreea, 2026, "Explosive Price Dynamics In Global Reit Markets: Evidence From Developed Regions," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 30, issue 1, pages 50-67, March, DOI: https://doi.org/10.65672/fs.2026.1..
- Akın Fatih, 2026, "The Relationship Between External Debt and Environmental Quality in Türkiye: A Fractional Frequency Fourier ARDL Bounds Test Approach," South East European Journal of Economics and Business, Sciendo, volume 21, issue 1, pages 87-101, DOI: 10.2478/jeb-2026-0006.
- Atsushi Inoue & Lutz Kilian, 2026, "The Conventional Impulse Response Prior in VAR Models With Sign Restrictions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 41, issue 3, pages 310-322, April, DOI: 10.1002/jae.70037.
- Evangelos E. Ioannidis & Sofia‐Eirini Nikolakakou, 2026, "Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 1, pages 316-334, January, DOI: 10.1002/for.70034.
- Christos Agiakloglou & Anargyros Panormitis Pellas, 2026, "The Aggregation Problem: The Case Of A Cobb–Douglas Production Function For European Union Countries," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 01n02, pages 1-12, March, DOI: 10.1142/S0219024926500081.
- Ly Slesman, 2026, "Does Foreign Aid Promote Democratic Institutions In Post-Conflict Cambodia? Evidence From Ardl Bounds Testing Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 01, pages 127-187, March, DOI: 10.1142/S0217590821500429.
- Sakiru Adebola Solarin & Chris Stewart, 2026, "Is The Reports-Based Measure Of Uncertainty Stationary? Evidence From A New Panel Residual Augmented Least Squares Unit Root Test," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 02, pages 679-713, March, DOI: 10.1142/S0217590821500727.
- Aidi Xu & Lifei Huang & Jian Xu & Huaying Yu & Tan Lu, 2026, "DRIVING ESG INVESTMENT THROUGH GREEN FINANCE FOR SMEs IN DIGITAL ERA," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 03, pages 795-810, March, DOI: 10.1142/S021759082549027X.
- Domagoj Ćorić & Matej Kožnjak & Dražen Smiljanić, 2026, "European and US capital markets: Which econometric approach is the best fit?," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 2603, Apr.
- Verona, Fabio, 2026, "Forecasting inflation: The sum of the cycles outperforms the whole," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2026.
- Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
- Webel, Karsten, 2026, "Redesigning the classical automatic selection of X-11 seasonal filters," Discussion Papers, Deutsche Bundesbank, number 07/2026, DOI: 10.71734/DP-2026-7.
- Boughabi, Houssam, 2026, "Distributive conflict and wage formation in Germany: A Kaleckian perspective on nominal wages and demand (1990-2024)," ZÖSS-Discussion Papers, University of Hamburg, Centre for Economic and Sociological Studies (CESS/ZÖSS), number 126.
- Dallari, Pietro & Gattini, Luca, 2026, "How severe are European regulatory stress test scenarios? A probabilistic calibration for the euro area," EIB Working Papers, European Investment Bank (EIB), number 2026/01, DOI: 10.2867/0689043.
- Dezhbakhsh, Hashem & Levy, Daniel, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 336550, DOI: 10.13140/RG.2.2.11054.16963.
- Pinjaman, Saizal, 2026, "A Simple Note on Augmented Autoregressive Distributed Lag Model (A-ARDL)," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341087, DOI: 10.6084/m9.figshare.32304789.
- G Barone-Adesi & M Bonollo & V Damato & F Luce, 2026, "Risk Governance Through Long-Term Risk Modelling: An Enhanced Filtered Historical Simulation Approach for Financial Institutions," Working Papers, HAL, number hal-05487195, Jan.
- Hashem Dezhbakhsh & Daniel Levy, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," Working Papers, HAL, number hal-05506159, Feb, DOI: 10.13140/RG.2.2.11054.16963.
- Fotso, Chris Toumping & Özer, Yeliz & Palumbo, Dario & Sibbertsen, Philipp, 2026, "Dynamic Modelling of Heavy-Tailed Cylindrical Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-745, Mar.
- João Tovar Jalles, 2026, "Labour-Market Deregulation and Inequality in Portugal: A Critical Reassessment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0419, Jun.
- Zongwu Cai & Wei Long, 2026, "Robust Inference for Time Series Quantile Regression: A Dependent Wild Bootstrap-Based Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202612, Apr, revised Apr 2026.
- Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026, "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 213-261, March, DOI: 10.1007/s10690-024-09506-2.
- Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
- Şahin Telli & Xufeng Zhao, 2026, "Price Clustering in Bitcoin Markets: The Role of Transaction Fees," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 2, pages 633-675, June, DOI: 10.1007/s10690-025-09515-9.
- Md. Saiful Islam & Md. Monirul Islam & Faroque Ahmed & Anis ur Rehman & Md. Fakhre Alam & Md. Aynul Islam, 2026, "Exploring Nexus Between Oil Price Shocks and Copper Production: Analysing the Role of Mineral Prices and Geopolitical Factors in Saudi Arabia," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 1375-1412, February, DOI: 10.1007/s10614-025-10916-1.
- Amine Ben Amar & Néjib Hachicha & Mariem Brahim & Abdelkader Sbihi, 2026, "Portfolio Selection Based on Time–Frequency Connectedness: Evidence from GCC Sectoral Stock Markets and the Oil Market," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 2151-2181, March, DOI: 10.1007/s10614-025-10937-w.
- Michal Benčík, 2026, "MIDAS Regression: A New Horse in the Race of Macroeconomic Time Series Filtering," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 1, pages 361-399, July, DOI: 10.1007/s10614-025-11011-1.
- Eugene Kouassi & Pamphile Mezui Mbeng & Loukou Landry Eric Yobouet & Jean-Paul Tchankam & Oluyele Akinkugbe, 2026, "COVID-19, economic policy uncertainty and stock returns in selected European countries: a wavelet analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 2, pages 317-349, May, DOI: 10.1007/s10663-026-09673-7.
- Serhan Cevik & Yueshu Zhao, 2026, "Shocked: electricity price volatility spillovers in Europe," International Economics and Economic Policy, Springer, volume 23, issue 2, pages 1-21, May, DOI: 10.1007/s10368-026-00729-4.
- Kim van Berkel & Leonie Gercama & Egbert Jongen & Benedikt Vogt, 2026, "Targeting and potential adverse effects of income support for the self-employed during COVID-19," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 33, issue 3, pages 971-998, June, DOI: 10.1007/s10797-025-09919-3.
- Salah A. Nusair & Dennis Olson, 2026, "The Asymmetric Effects of Economic Policy Uncertainty Changes on Unemployment in the G7 Countries," Open Economies Review, Springer, volume 37, issue 1, pages 63-114, March, DOI: 10.1007/s11079-025-09817-5.
- Nezir Köse & Emre Ünal & Ali Talih Süt, 2026, "The Effects of Oil Price Shocks: A Dynamic SVAR Analysis of the Terms of Trade, Industrial Production, and Inflation," Open Economies Review, Springer, volume 37, issue 2, pages 483-519, April, DOI: 10.1007/s11079-025-09834-4.
- Emiliano Toni & Pablo Paniagua & Patricio Órdenes, 2026, "Policy changes and growth slowdown: assessing Chile’s lost decade," Public Choice, Springer, volume 206, issue 3, pages 425-454, March, DOI: 10.1007/s11127-025-01318-w.
- Hai-Tang Wu & Meng-Lan Yueh, 2026, "Cryptocurrency risk management using Lévy processes and time-varying volatility," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 1, pages 33-61, January, DOI: 10.1007/s11156-025-01393-6.
- Ruijun Bu & Jie Cheng & Fredj Jawadi & Yuyi Li & Abdoulkarim Idi Cheffou, 2026, "Extreme Movements and Volatility Regimes: A Copula-Based Endogenous Regime Switching Perspective," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 4, pages 1643-1666, May, DOI: 10.1007/s11156-025-01438-w.
- Don Bredin & Stilianos Fountas & Georgios Karras, 2026, "European Booms and Busts over Six Centuries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2026_04, Apr, revised Apr 2026.
- Viv B. Hall & John McDermott & Peter Thomson, 2026, "On quantitative and graphical measures of the severity of New Zealand’s recessions and strength of its expansions," Motu Working Papers, Motu Economic and Public Policy Research, number 26_02, Feb.
- Kurt G. Lunsford & Kenneth D. West, 2026, "An Empirical Evaluation of Some Long-Horizon Macroeconomic Forecasts," NBER Working Papers, National Bureau of Economic Research, Inc, number 34904, Feb.
- Samrajya Raj Acharya & Aayush Man Regmi & Kanhaiya Jha, 2026, "Exploring Trajectories of Government Bonds for Debt Planning Using Machine Learning Models," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 37, issue 1, pages 1-27, April.
- Burkhard Raunig, 2026, "DAG-Based Local Projections (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 271, Jan.
- Liu Jieni, 2026, "A Search-Then-Forecast Transformer Framework for Mid-Term Stock Price Prediction: An Empirical Case Study on the Chinese A-Share Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 26-06, Apr.
- Atsushi Inoue & Òscar Jordà & Guido M Kuersteiner, 2026, "Inference for local projections," The Econometrics Journal, Royal Economic Society, volume 29, issue 1, pages 2-26.
- Tim Bollerslev & Jia Li & Qiyuan Li & Yifan Li, 2026, "Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-023..
- Andriana Tugulea & Viorica Chirila, 2026, "Determinants of the Exchange Rate in Romania: An Empirical Evaluation," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 727-735, February.
- Houssem Ben-Ammar & Riadh El Abed, 2026, "Economic Policy Uncertainty and Stock Market Co-Movements in BRIC Countries: Evidence from Wavelet Coherence and Rolling Bootstrap Granger Causality," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 1, pages 103-135, March.
- Jose Rizal & Nur Afandi & Gusman Juliadi & Indah Wahyuliani & Cinta Rizki Oktarina, 2026, "Forecasting the Appearance Frequency of Rafflesia arnoldii in Bengkulu, Indonesia, Using Discrete-valued Time Series Modeling," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 2, pages 39-67, June.
- Seyhat Bayrak Gezdim, 2026, "Which is More Effective in Reducing Co₂ Emissions in Türkiye: Government Spending or Taxes?," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 299-324, April, DOI: https://doi.org/10.33203/mfy.185666.
- Ernesto Bernal Martinez, 2026, "Influencia de los factores de oferta en la exportación de la quinua en Bolivia," Development Research Working Paper Series, Institute for Advanced Development Studies, number 01/2026, Jan.
- Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2026, "From biased point forecasts of electricity demand to accurate predictive distributions: Using LASSO and GAMLSS," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/26/01.
- Merve Yıldırım & Durmus Yıldırım, 2026, "The Effects of Macroeconomic News Surprises on Borsa Istanbul Sectoral Indices: A Study with Volatility Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1495-1515, DOI: 10.30784/epfad.1725746.
- Havva Koç, 2026, "Unemployment Hysteresis in G7 Countries: Linear and Nonlinear Evidence," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 160-178, DOI: 10.30784/epfad.1860816.
- Semih Yıldırım & Veli Akel, 2026, "BIST 100 Volatilite Dinamiklerinde Yapısal Kırılma: Volatilite Bazlı Tedbir Sistemi'nin (VBTS) Etkinliğinin MS-GARCH Modelleri ile Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 1, pages 296-325, DOI: 10.30784/epfad.1836652.
- Gabriel Montes-Rojas & Fernando Toledo & Nicolás Bertholet & Kevin Corfield, 2026, "Implicit Quantile Preferences of the Fed and the Taylor Rule," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 384, Jan.
- Hashem Dezhbakhsh & Daniel Levy, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," Papers, arXiv.org, number 2602.11334, Feb.
- Nasiru Enesi SALAMI & James OBILIKWU & Usman Alhaji USMAN, 2026, "Healthcare Inflation and Life Expectancy in Nigeria: The Moderating Role of GDP Growth," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 5, issue 1, pages 37-48, January-J, DOI: 10.55603/jes.v5i1.a3.
- Niko Hauzenberger Massimiliano Marcellino Michael Pfarrhofer Anna Stelzer, 2026, "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26265.
- Dalibor Stevanovic, 2026, "Who Saw It Coming? Historical Experienceand the 2021 Inflation Forecast Failure," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 26-02, Apr.
- Stefano Pica, 2026, "Housing markets and the heterogeneous effects of monetary policy across the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1523, Mar.
- Stefano Neri & Cristina Conflitti & Alessandro Lin, 2026, "The awakening of inflation and the return of the Phillips curve in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1525, Mar.
- Diego Vásquez-Escobar, 2026, "Hechos Complementarios sobre el Ciclo Económico en Colombia: Una Perspectiva desde el Ciclo de Crecimiento," Borradores de Economia, Banco de la Republica de Colombia, number 1352, May.
- Nikola Amidžić & Matea Zlatković Radaković & Nikola Vidović, 2026, "Asymmetric Price Transmission In The Fuel Market Of Bosnia And Herzegovina: An Analysis Of Petrol And Diesel Price Responses To Oil Price Changes," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 71, issue 248, pages 87-119, January –.
- Hashem Dezhbakhsh & Daniel Levy, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," Working Papers, Bar-Ilan University, Department of Economics, number 2026-02, Feb.
- Danila Ovechkin, 2026, "Estimation and forecasting with a Nonlinear Phillips Curve based on heterogeneous sensitivity between economic activity and CPI components," Bank of Russia Working Paper Series, Bank of Russia, number wps161, Jan.
- Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2026, "Testing Mean Stability of Heteroskedastic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 47, issue 1, pages 182-200, January, DOI: 10.1111/jtsa.12840.
- Alessandro Casini & Pierre Perron, 2026, "Continuous Record Asymptotics for Change‐Point Models," Journal of Time Series Analysis, Wiley Blackwell, volume 47, issue 3, pages 506-525, May, DOI: 10.1111/jtsa.12821.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
- Tom Doan, 2026, "STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models," Statistical Software Components, Boston College Department of Economics, number RTJ00070, revised .
- Ryuichiro Hirano & Yutaro Takano & Kosuke Takatomi, 2026, "What Drives Trend Inflation in Japan? : A Trend-Cycle BVAR Decomposition Approach," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-1, Jan.
- Kohei Maehashi & Daisuke Miyakawa & Takatoshi Sasaki, 2026, "Heterogeneous Views and Currency Swing Prediction: Evidence from Trade Repository Data," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-10, May.
- Baraldi Anna Laura & Cantabene Claudia & De Iudicibus Alessandro & Fosco Giovanni, 2026, "Cohesion Policy and Income Inequality: Evidence from Italian Municipalities (2000–2022)," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 26, issue 2, pages 573-621, DOI: 10.1515/bejeap-2025-0188.
- Nonejad Nima, 2026, "Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index," Journal of Time Series Econometrics, De Gruyter, volume 18, issue 1, pages 1-47, DOI: 10.1515/jtse-2025-0007.
- Xie Haibin & Wu Boyao & Sun Yuying & Wang Shouyang, 2026, "Realized Probability Index is a Better Market Timing Indicator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 23-36, DOI: 10.1515/snde-2024-0060.
- Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
- Mattera Raffaele & Sanchez-Garcia Javier, 2026, "Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 2, pages 251-264, DOI: 10.1515/snde-2024-0128.
- Bidoia, M. & Harvey, A. & Palumbo, D., 2026, "Dynamic Models for Climate Extremes," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2620, Mar.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
- Guglielmo Maria Caporale & Antonio Fons Palomares & Luis Alberiko Gil-Alana, 2026, "Long-Run Linkages and Parameter Instability in the Gold–Silver Relationship, 2010–2025," CESifo Working Paper Series, CESifo, number 12559.
- Guglielmo Maria Caporale & Mwangi Victor Njoroge & Luis Alberiko Gil-Alana, 2026, "Long Memory in Kenyan Commodity Prices," CESifo Working Paper Series, CESifo, number 12560.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo, 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12562.
- Guglielmo Maria Caporale & Samuel Chibuzor Umeh & Faith Ani James & Luis Alberiko Gil-Alana, 2026, "Climate Change, Macroeconomic Factors and the Nigerian Indigenous Meat and Milk Industry: A Long-Memory Approach," CESifo Working Paper Series, CESifo, number 12566.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Ruka O. Jimoh, 2026, "Inflation Persistence in the SCO Countries: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12578.
- Juan Diego Cafferata Salazar & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Persistence and Long-Run Linkages Between US Stock Market Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 12649.
- Luis Rodrigo Asturias Schaub & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2026, "Long Memory in Latin American Sovereign Risk: Daily Evidence on the EMBI," CESifo Working Paper Series, CESifo, number 12731.
- Rouven Beiner & Bernd Süssmuth, 2026, "Monotonic Polynomial GARCH Models for Conditional Higher Moments," CESifo Working Paper Series, CESifo, number 12734.
- Panayotis Michaelides & Arsenios-Georgios Prelorentzos & Olivier Scaillet & Nikolas Topaloglou & Kien Tran, 2026, "Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-02, Jan.
- Dalibor Stevanovic, 2026, "Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure," CIRANO Working Papers, CIRANO, number 2026s-06, Apr.
- Chudik, Alexander & Kilian, Lutz, 2026, "Mean Group and Pooled Mixed-Frequency Estimators of Responses of Low-Frequency Variables to High-Frequency Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 21162, Feb.
- Hauzenberger, Niko & Marcellino, Massimiliano & Pfarrhofer, Michael & Stelzer, Anna, 2026, "Direct Gaussian Process Predictive Regressions with Mixed Frequency Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 21214, Feb.
- Daniel Velásquez-Gaviria & Jean-Michel Zakoïan, 2026, "Noncausal AR processes driven by causal GARCH volatility," Working Papers, Center for Research in Economics and Statistics, number 2026-02, Jan.
- Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
- Blanco-Arroyo, Omar & Esteve, Vicente & Prats, María A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: Evidence from the Spanish housing market," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109564.
- Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
- Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2026, "Sustainability uncertainty and cryptocurrency returns: Evidence from green and brown assets," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109770.
- Zong, Jichuan & Xiong, Jingyu & Zhu, Xinxin, 2026, "Wealth effect versus portfolio rebalancing in driving cross-market contagion: A time–frequency quantile approach," Finance Research Letters, Elsevier, volume 96, issue C, DOI: 10.1016/j.frl.2026.109813.
- Chen, Qitong & Chen, Xingyi & Chen, Zhenrui, 2026, "Avoiding weak-factor selection in sPCA-based factor-augmented regression: An all subset-averaging perspective," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109870.
- Gong, Xue & Yang, Ruotong & Xing, Lu, 2026, "Typhoon events and stock market volatility: A climate risk perspective," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109865.
- Booth, Geoffrey G. & Ellina, Polina & Theodossiou, Panayiotis, 2026, "Decoding underprediction and anchoring in BEA's GDP backcasts," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101509.
- Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
- Luna Kanematsu, María Isabel & Monge, Manuel & Infante, Juan, 2026, "Employment sentiment behavior during European economic crises: Time trends and persistence analysis," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100670.
- McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
- Cho, Dooyeon & Rho, Seunghwa, 2026, "Can the tone of central bankers’ speeches help shape inflation expectations?: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102283.
- Alsayed, Ahmed R.M. & Cameletti, Michela, 2026, "Air demand forecasting for passengers and freight in Italy: A comparison of two statistical models," Journal of Air Transport Management, Elsevier, volume 134, issue C, DOI: 10.1016/j.jairtraman.2026.102975.
- Yin, Ximing & Yu, Deshui & Chen, Li, 2026, "The time-varying pollution premium," Journal of Banking & Finance, Elsevier, volume 187, issue C, DOI: 10.1016/j.jbankfin.2026.107693.
- Alexander, Carol & Cumming, Douglas, 2026, "Coordinated journals, concentrated networks and citation growth: Evidence from finance," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107718.
- Wang, Zerong & Zhang, Gongqiu, 2026, "Joint valuation of SPX and VIX options by GARCH models with bad and good environments," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107719.
- Cho, Dooyeon & Jung, Jaehun, 2026, "Mind the tone: Responses of inflation expectations to central bankers’ speeches," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103452.
- Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2026, "Yes! uncovered interest parity does hold in the long run," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103455.
- Petz, Nico & Zörner, Thomas O., 2026, "How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103495.
- Hur, Joonyoung & Kim, Soyoung & Lee, Yeil, 2026, "Time-varying effects of monetary policy shocks in five asian countries," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103501.
- Gavronski, Pedro & De Genaro, Alan, 2026, "Jumps and jolts: A continuous-time model for electricity future contract pricing," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2025.100535.
- Karadimitropoulou, Aikaterini & Koulmas, Pavlos & Michaelides, Panayotis G. & Triantafyllou, Athanasios, 2026, "From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100543.
- Qiu, Feng & Zhang, Wenbei, 2026, "Rockets and feathers in the oil and gasoline markets: In-depth analysis of three asymmetries," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100557.
- Mati, Sagiru & Ismael, Goran Yousif & Alsakarneh, Raad Abdelhalim Ibrahim & Aliyu, Nazifi, 2026, "Ruble resilience or euro dominance? The impact of the Russo-Ukrainian war on the euro-ruble exchange rate," Journal of Policy Modeling, Elsevier, volume 48, issue 1, pages 60-72, DOI: 10.1016/j.jpolmod.2025.06.020.
- de Bondt, Gabe J. & Sun, Yiqiao, 2026, "Enhancing GDP nowcasts with ChatGPT: A novel application of PMI news releases," Journal of Policy Modeling, Elsevier, volume 48, issue 3, DOI: 10.1016/j.jpolmod.2026.107052.
- Akcan, Ahmet Tayfur & Kazak, Hasan & Soyyigit, Semanur & Kilic, Cuneyt, 2026, "Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis," Resources Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.resourpol.2026.105851.
- Sawant, Rajwardhan & Kang, Sang Baum, 2026, "Explaining and predicting conditional volatility in lithium markets: Climate policy uncertainty, supply chain stress, and hybrid modeling," Resources Policy, Elsevier, volume 117, issue C, DOI: 10.1016/j.resourpol.2026.105924.
- Bolivar, Osmar, 2026, "High-frequency inflation forecasting: A two-step machine learning methodology," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 1, DOI: 10.1016/j.latcb.2025.100172.
- Elizondo, Rocio & Carrillo, Julio, 2026, "Comparison of inflation expectations from surveys and markets across different horizons," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 2, DOI: 10.1016/j.latcb.2025.100179.
- He, Junlin & Ng, Kok-Haur & Peiris, Shelton & Allen, David, 2026, "Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131097.
- Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
- Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
- Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
- Sultana, Nargis, 2026, "Volatility regimes and structural shifts in geopolitical risk: Evidence from GARCH and breakpoint analysis," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104803.
- Caraiani, Petre & Polat, Onur & Gupta, Rangan & Bouri, Elie, 2026, "Physical and transition climate risks and financial risk predictability in the US banking sector," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105099.
- Chen, Ying & Peng, Liang & Sheng, Jiliang, 2026, "Predictability of climate policy uncertainty index," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105293.
- Mei, Dexiang & Li, Xiaotao, 2026, "Forecasting of Chinese stock price using a hybrid neural network model," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103232.
- Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "The dynamic relationship among private and public markets and its most important features," Research in International Business and Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.ribaf.2026.103490.
- Carrillo-Maldonado, Paul & Cruz, Zoe, 2026, "Macroeconomic consequences of minimum wage in a developing country," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 137-148, DOI: 10.1016/j.strueco.2026.01.004.
- Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-13, Feb.
- Ufuk Can, 2026, "Fiscal Policy, Asset Prices, and Economic Sentiment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-27, Apr.
- Ufuk Can, 2026, "When Policy Uncertainty Crosses Borders: Evidence from U.S. Export Dynamics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-36, May.
- Blanco-Arroyo, Omar & Esteve, Vicente & Prats, Maria A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137308, Mar.
- Esteve, Vicente & Blanco-Arroyo, Omar & Prats, Maria A., 2026, "Testing for co-explosive behavior between mortgages loans and house prices in the Spanish economy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137513, Mar.
- Martínez Hernández, Francisco A. & Herrera Aguilar, Saúl, 2026, "Los determinantes de las ganancias en México y los Estados Unidos: una revaloración teórica y empírica de la ecuación de las ganancias de Kalecki (1935)," El Trimestre Económico, Fondo de Cultura Económica, volume 93, issue 369, pages 71-109, January-M, DOI: https://doi.org/10.20430/ete.v93i36.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
- Slawomir Bukowski & Joanna Bukowska & Jacek Woloszyn & Agnieszka Molga, 2026, "Forecasting the EUR/PLN Exchange RateUsing Classical and Artificial Intelligence Methods:An Empirical Comparison of ARIMA, XGBoost, LSTMand Hybrid Models on NBP Data 2015-2026," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 295-317.
- Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2026, "How Russia legalizes crypto market; Approaches to data regulation in the US and the EU: should it be stricter or weaker," Digital monitoring, Gaidar Institute for Economic Policy, issue 4, pages 1-6, April.
- Maria Girich & Ivan Ermokhin & Antonina Levashenko & Olga Magomedova & Kirill Chernovol & Diana Golovanova, 2026, "How Russia legalizes crypto market; Approaches to data regulation in the US and the EU: should it be stricter or weaker," Digital monitoring (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-7, April.
- Elmir Mukhtarov & Ali Hajili & Aygun Garayeva & Vugar Ahmadov, 2026, "Overnight Interbank Rate Volatility Across Liquidity States: Key Drivers and Policy Implications," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2026, Mar.
- Dobrislav Dobrev & Pawel J. Szerszen, 2026, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in State-Space Models," Working Papers, The George Washington University, The Center for Economic Research, number 2026-004, Mar.
- Didit B. Nugroho & Bambang Susanto & Faldy Tita & Takayuki Morimoto, 2026, "Real-time return extensions of realized GARCH models for improved risk management in asset markets," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-19, June, DOI: 10.1057/s41260-026-00452-4.
- Tran Thi Mai Hoa & Le Thanh Ha, 2026, "Dynamic connectedness between equity market volatility and green assets dynamic: fresh findings from deep learning TVP-VAR," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 2, pages 1-15, June, DOI: 10.1057/s41260-026-00455-1.
- Shujie Li & Yuanhua Feng, 2026, "Dual-trend and dual long-memory time series modelling," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 174, Mar.
- Oliver Kojo Ayensu & Yuanhua Feng & Dominik Schulz, 2026, "Well-known and recent long-memory GARCH models and their semiparametric extensions," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 175, Jun.
- boughabi, houssam, 2026, "Distributive Conflict, Investment, and Persistent Unemployment: Evidence from a Kaleckian Long-Memory Model — The Case of Germany (1990–2024," MPRA Paper, University Library of Munich, Germany, number 127571, Jan.
- Anienwe, Prince & Bhattarai, Keshab, 2026, "Carbon taxes and Macroeconomic dynamics in Norway," MPRA Paper, University Library of Munich, Germany, number 127742, Jan, revised 12 Jan 2026.
- boughabi, houssam, 2026, "Distributive Conflict and Wage Formation in Germany: A Kaleckian Perspective on Nominal Wages and Demand (1990–2024)," MPRA Paper, University Library of Munich, Germany, number 127752, Jan.
- Dezhbakhsh, Hashem & Levy, Daniel, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," MPRA Paper, University Library of Munich, Germany, number 128031, Feb.
- boughabi, houssam, 2026, "Income Growth In Morocco: An Analysis of Income Growth Following an ARFIMA Model," MPRA Paper, University Library of Munich, Germany, number 128041, Feb.
- Tonetto, Jorge Luis & Fochezatto, Adelar & Pique, Josep Miquel & Rapetti, Carina, 2026, "Behavioral engagement and fiscal incentive design: time series evidence from southern Brazil," MPRA Paper, University Library of Munich, Germany, number 128174, Feb.
- Aknouche, Abdelhakim & Francq, Christian & Goto, Yuichi, 2026, "Mixed difference integer-valued GARCH model for Z-valued time series," MPRA Paper, University Library of Munich, Germany, number 128358, Mar.
- Asuamah Yeboah, Samuel, 2026, "Does Fertiliser Use Respond to Policy and Price Shocks? Evidence from a Persistence Framework," MPRA Paper, University Library of Munich, Germany, number 128697, Mar, revised 07 Apr 2026.
- Khan, Nicholas, 2026, "The Hidden Clock: A Physical Pacemaker for Juglar, Kuznets, and Kondratiev Cycles," MPRA Paper, University Library of Munich, Germany, number 128714, Mar.
- Chebbi, Ali, 2026, "Asymptotic Theory and Regime-Varying Cointegration for Trend-Cycle Decomposition," MPRA Paper, University Library of Munich, Germany, number 128903, Apr.
- MUDERHWA, Victoire & Henry, Ngongo, 2026, "Efficacite de la gouvernance et durabilite des pays rentiers : une aplication du modele star pour la RD Congo," MPRA Paper, University Library of Munich, Germany, number 128953, Apr, revised 29 Apr 2026.
- Singh, Rudra Pratap, 2026, "The Pretence of Amnesia: Autocorrelation, Systemic Memory, and the Limits of Temporal Isolation," MPRA Paper, University Library of Munich, Germany, number 129200, May.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2026, "Credit Standards: A New Predictor of U.S. Stock Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202607, Mar.
- Ufuk Can & Oguzhan Cepni & Rangan Gupta & Onur Polat, 2026, "From Supply-Chain Disruptions to Speculative Exuberance: How Energy Transportation Uncertainty Drives Oil Price Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202608, Mar.
- Onur Polat & Rangan Gupta & Dhanashree Somani & Sayar Karmakar, 2026, "Machine Learning Forecasting of U.S. Stock Market Volatility: The Role of Stock and Oil Bubbles," Working Papers, University of Pretoria, Department of Economics, number 202611, Apr.
- Yuvana Jaichand & Onur Polat & Renee van Eyden & Rangan Gupta, 2026, "US Trade Policy Uncertainty and the Connectedness of Global Supply Bottlenecks," Working Papers, University of Pretoria, Department of Economics, number 202614, May.
- Talita Greyling & Rangan Gupta & Christian Pierdzioch, 2026, "Supply Bottlenecks and Sentiment in Europe: Some Evidence using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202616, May.
- Onur Polat & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2026, "AI Revolution and Crash Risks in Technology Stocks," Working Papers, University of Pretoria, Department of Economics, number 202617, Jun.
- Zekai Şenol & Bahri Fatih Tekin, 2026, "The Connectedness between Bitcoin, Stock Market, Gold, Oil, Bond and Exchange Rate: Evidence from Quantile VAR Approach and Portfolio Strategies," Central European Business Review, Prague University of Economics and Business, volume 2026, issue 1, pages 29-60, DOI: 10.18267/j.cebr.405.
- Tomiwa Sunday Adebayo & Oktay Özkan & Babatunde Sunday Eweade, 2026, "Effects of Green Quality of Energy Mix and Financial Development on Load Capacity Factor in China: A Novel Rolling Window Kernel-based Regularized Least Square Approach," Politická ekonomie, Prague University of Economics and Business, volume 2026, issue 1, pages 92-117, DOI: 10.18267/j.polek.1483.
- Winkelried, Diego & Jason Cruz & Javier Torres, 2026, "Nowcasting GDP using data revisions in an emerging economy," Working Papers, Banco Central de Reserva del Perú, number 2026-003, Apr.
- Nermin Yaşar Başkaraağaç, 2026, "Inflation Dynamics in Post-Soviet Economies: Evidence from Linear and Nonlinear Time-Series Models," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 17, issue 2, pages 169-183, April, DOI: 10.20409/berj.2026.493.
- Yenilmez Meltem Ince & Kantar Gökmen, 2026, "Is It Virtual or Real? An Empirical Study on the US-China Tension Index," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 41, issue 1, pages 1-16, March, DOI: 10.11130/jei.2025012.
- Giorgi Nikolaishvili & Noah D. Gade, 2026, "Scanning for Significance: False Discovery Control for Impulse Responses," Working Papers, Wake Forest University, Economics Department, number 134, Apr.
- Giorgi Nikolaishvili, 2026, "Doubly Robust Nonparametric Local Projections," Working Papers, Wake Forest University, Economics Department, number 135, May.
- Abdul Hadi Sultani & U. Faisal, 2026, "The Extent, Excessiveness and Sustainability of Afghanistan’s Current Account," Foreign Trade Review, , volume 61, issue 2, pages 210-233, May, DOI: 10.1177/00157325241239724.
- Mehmet Çınar & Most Sabrina Sultana Lima, 2026, "Do Dhaka Stock Returns Follow Random Walk?," South Asian Journal of Macroeconomics and Public Finance, , volume 15, issue 1, pages 71-94, June, DOI: 10.1177/22779787251394915.
- Luiz Eduardo Rocha & Wilfredo Leiva Maldonado, 2026, "Testing and Modeling Speculative Oil Price Bubbles: US and Global Markets," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2026_08, Mar.
- Toshiyuki Yamawake & Joseph Sheely & Roberto Serrano & Jiro Hodoshima, 2026, "Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness," Annals of Operations Research, Springer, volume 357, issue 1, pages 347-372, February, DOI: 10.1007/s10479-024-06333-6.
- Xiaoqing Luo, 2026, "When simplicity fails: forecasting Mainland Chinese tourist arrivals in Macao during structural breaks with a hybrid economic-search model," Asia-Pacific Journal of Regional Science, Springer, volume 10, issue 1, pages 1-31, March, DOI: 10.1007/s41685-026-00419-8.
- A. Ford Ramsey & Tadashi Sonoda, 2026, "Railways and grain price convergence in Meiji Japan," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 115-151, January, DOI: 10.1007/s11698-025-00308-8.
- Wafa Masmoudi Kammoun, 2026, "Return and volatility spillover drivers among conventional cryptocurrencies," Digital Finance, Springer, volume 8, issue 1, pages 1-39, March, DOI: 10.1007/s42521-025-00167-y.
- Kudbeddin Şeker & Ethem Kiliç, 2026, "Bitcoin, U.S. stock markets, and volatility: the interaction of digital assets with traditional markets," Digital Finance, Springer, volume 8, issue 1, pages 1-25, March, DOI: 10.1007/s42521-026-00185-4.
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