Research classified by Journal of Economic Literature (JEL) codes

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

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.
• Karsten Reichold, 2026, "Forecasting post-pandemic tourism demand: random forests and calendar variables," Empirical Economics, Springer, volume 71, issue 1, pages 1-39, July, DOI: 10.1007/s00181-026-02944-z.
• R. Walker & G. du Rand & H. Hollander & D. van Lill, 2026, "Using apple products to evaluate the law of one price and exchange rate passthrough," Empirical Economics, Springer, volume 71, issue 1, pages 1-26, July, DOI: 10.1007/s00181-026-02959-6.
• 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.
• Zhuhua Jiang & Oguzhan Ozcelebi & Rim El Khoury & Seong-Min Yoon, 2026, "Identifying uncertainty factors that affect U.S. retail electricity sales dynamics," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-42, December, DOI: 10.1186/s40854-026-00948-3.
• Walter Bazán-Palomino & Diego Winkelried, 2026, "Volatility spillovers from the United States and China to Latin American stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 12, issue 1, pages 1-26, December, DOI: 10.1186/s40854-026-00958-1.
• Utku Altunöz & Esra Taşdoğan & Selçuk Büklü, 2026, "Energy-price shocks, exchange rates, and inflation dynamics in Asia–Pacific: evidence on state-dependent pass-through," Future Business Journal, Springer, volume 12, issue 1, pages 1-11, December, DOI: 10.1186/s43093-026-00907-5.
• 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.
• Feyyaz Zeren & Aslan Aydoğdu & Mesut Doğan, 2026, "Nonlinear and asymmetric effects of geopolitical risk on cryptocurrency markets: a quantile-on-quantile perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-33, December, DOI: 10.1007/s12197-026-09770-0.
• Bisma Raina & Paramita Mukherjee & Samaresh Bardhan, 2026, "Risk premia and hedging role of gold in the ICAPM framework: evidence from India," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-29, December, DOI: 10.1007/s12197-026-09772-y.
• 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.
• Divya Bhalla & Amandeep Verma, 2026, "Is Phenomenon of Jobless Growth Enduring in G20 Nations? A Study using ARDL and Okun’s Law Coefficients," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 17, issue 4, pages 10030-10051, August, DOI: 10.1007/s13132-026-03223-z.
• 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.
• Lorenzo Biondi & Christian R. Proaño, 2026, "Nonlinear exchange rate dynamics and behavioral expectations: New evidence from selected emerging and advanced economies," Journal of Evolutionary Economics, Springer, volume 36, issue 2, pages 1-48, August, DOI: 10.1007/s00191-026-00970-9.
• Fernando Delbianco & Fernando Tohmé, 2026, "Stability and Fractality in the Behavior of Currencies: Comparing Crypto Versus National Currencies," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 24, issue 2, pages 377-405, June, DOI: 10.1007/s40953-025-00483-5.
• Adrija Adhikari & Aritri Chakravarty & Sunandan Ghosh, 2026, "Exploring the Effects of Collusion on Secondary Market Indicators: A Comparative Study of Colluded and Non-colluded Cement Sector in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 24, issue 2, pages 565-578, June, DOI: 10.1007/s40953-025-00489-z.
• 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.
• Le Thanh Ha, 2026, "Gauging the level of contemporaneous and lagged linkages between climate policy uncertainty and green asset: novel insights from deep learning for a time-varying VAR model," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 4, pages 11479-11506, August, DOI: 10.1007/s11135-025-02079-w.
• Tooraj Karimi & Mohamad Ahmadian, 2026, "Analyzing post-pandemic tourism recovery: a grey system theory approach with high-accuracy small-sample modeling," Quality & Quantity: International Journal of Methodology, Springer, volume 60, issue 4, pages 12525-12545, August, DOI: 10.1007/s11135-025-02460-9.
• 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.
• Imran Ahmad Ahanger & Shumila Cheshti, 2026, "Financial inclusion and money demand stability: An empirical analysis in India," SN Business & Economics, Springer, volume 6, issue 8, pages 1-25, August, DOI: 10.1007/s43546-026-01302-6.
• 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.
• Kurt G. Lunsford & Kenneth D. West, 2026, "Random Walk Forecasts of Stationary Processes Have Low Bias," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 44, issue 2, pages 537-546, April, DOI: 10.1080/07350015.2025.2541724.
• Modeste G. A. DEDEHOUANOU & Bernard G. HOUNMENOU & Mohamed K. GOUNOU, 2026, "Décentralisation financière et croissance économique dans les pays de l’UEMOA," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 63, pages 143-158.
• Martin Iseringhausen & Ivan Petrella & Konstantinos Theodoridis, 2026, "Aggregate Skewness and the Business Cycle," The Review of Economics and Statistics, MIT Press, volume 108, issue 3, pages 851-861, May, DOI: 10.1162/rest_a_01390.
• Miguel D. Ramirez, 2026, "Public Capital and Economic Output (Labor Productivity) in Mexico: A Vector Error Correction Model with Impulse Response and Variance Decomposition Functions, 1960-2022," Working Papers, Trinity College, Department of Economics, number 2601, Jul.
• Boni Sara & Iseringhausen Martin & Petrella Ivan & Theodoridis Konstantinos, 2026, "A survey-based measure of asymmetric macroeconomic risk in the euro area," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 107, Jul.
• 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.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2026, "Local Projections or Vector Autoregressions? A Primer for Macroeconomists," NBER Macroeconomics Annual, University of Chicago Press, volume 40, issue 1, pages 111-152, DOI: 10.1086/738945.
• 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.
• Ferhat Oztutus & Sevda Yaprakli, 2026, "Revisiting Growth Theories: Evidence from Bootstrap Asymmetric Nonlinear Cointegration and Causality Tests," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 134, issue 2, pages 155-186.
• 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..
• Yan-Ling Tan & Muzafar Shah Habibullah & Thian-Hee Yiew, 2026, "Asymmetric Adjustment between Oil Prices and the Consumer Price Index in Malaysia: Evidence from Aggregated and Disaggregated Levels," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 73, issue 4, pages 565-588.
• Nareswari Ninditya & Apriyansyah Bahalwan & Khasanah Siskha Nur, 2026, "Investigating Economy Growth, Renewable Energy, Human Capital and Environmental Technology Interaction in CO2 Emissions in Heterogeneous Emerging Economies," Folia Oeconomica Stetinensia, Paradigm, volume 26, issue 1, pages 170-193, DOI: 10.2478/foli-2026-0009.
• 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, Paradigm, volume 21, issue 1, pages 87-101, DOI: 10.2478/jeb-2026-0006.
• Ulker Baris, 2026, "Dynamic Impacts of Exchange Rates, Trade Openness, and GDP Growth on Turkiye’s Service Imports: A NARDL Approach," Zagreb International Review of Economics and Business, Paradigm, volume 29, issue 1, pages 67-89, DOI: 10.2478/zireb-2026-0004.
• Phillips, Peter C.B. & Han, Chirok, 2026, "Gaussian Inference in AR(1) Time Series with or without a Unit Root," Working Paper Series, Victoria University of Wellington, School of Economics and Finance, number 33500.
• 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.
• Jaroslava Hlouskova & Ines Fortin, 2026, "Regime‐Dependent Nowcasting of the Austrian Economy," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 4, pages 2078-2101, July, DOI: 10.1002/for.70123.
• 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.
• Ollech, Daniel, 2026, "Selecting seasonal filters in X-13-ARIMA via cross-validation," Discussion Papers, Deutsche Bundesbank, number 16/2026, DOI: 10.71734/DP-2026-16.
• 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.
• Gondauri, Davit, 2026, "A historical-index measurement framework of agentic capital, the Georgian Church, monastic knowledge networks and institutional resilience," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341495, DOI: 10.5281/zenodo.20706803.
• Gondauri, Davit, 2026, "A Historical-Index Measurement Framework for Agentic Capital: The Georgian Church, Monastic Knowledge Networks, and Institutional Resilience," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341517.
• Gondauri, Davit, 2026, "Global Riemann-Zeta FPAS+ζ Inflation Forecasting: Layered Validation of a Hybrid Structural-Spectral Model for World Macroeconomic Pressure," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341672.
• Mounir Atlassi & Mohamed Karim & Ilham Dkhissi, 2026, "Fiscal Structure and Tax Revenue Dynamics in Morocco: A Disaggregated Time Series Analysis," Post-Print, HAL, number hal-05637487, May.
• Lorette Danilo & Fayssal Jamhamed & Franck Martin, 2026, "Pair trading strategies in the cryptoassets market: a cointegration framework with optimized thresholds using genetic algorithms," Post-Print, HAL, number hal-05654972, DOI: 10.1080/14697688.2026.2653663.
• 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.
• del Barrio Castro, Tomás & Escribano, Álvaro & Özer, Yeliz & Sibbertsen Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-749, Jun.
• NAKAJIMA, Jouchi, 2026, "Uncertainty and International Trade Networks : An Empirical Analysis of Disaggregated Goods Trade," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2026-01, Jun.
• Fatikha Rizky Kurnia & Miguel Angel Esquivias & Wee-Yeap Lau & Unggul Heriqbaldi, 2026, "Passed Through or Pushed Back? Exchange Rate Effects on Manufacturing Trade Prices in Indonesia and the ASEAN Plus Three," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 29, issue Spesial I, pages 27-52, June, DOI: https://doi.org/10.59091/2460-9196..
• Yasin Buyukkor, 2026, "Deep Learning in Financial Time Series: A Comparative Analysis of RNN, GRU, LSTM, and Hybrid Models," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 28, issue 1, pages 5-38, June.
• Artur Tarassow & Thomas Theobald & Carolin Martin, 2026, "Drivers of housing construction: A European comparison," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 229-2026.
• 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.
• Ehsan Ullah & Hassan Zada & Muhammad Shahzad Ijaz & Sidra Nazir & Md. Emran Hossain, 2026, "Response of Asian Stock Market to Japan's Monetary Policy Uncertainty: a Quantile-On-Quantile Based Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 3, pages 1249-1281, September, DOI: 10.1007/s10690-025-09540-8.
• 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.
• Klaus Grobys, 2026, "On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1245-1292, August, DOI: 10.1007/s10614-025-11064-2.
• Hitesh Kumar Sahu & Avishek Bhandari, 2026, "Crisis, Connectivity, and Market Efficiency: Dynamic Long-memory Networks of G7 and E7 Economies," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 3, pages 2261-2291, September, DOI: 10.1007/s10614-025-11116-7.
• Prakhar Pandey & Vishal Sharma & Rajnish Pande & Pushp Kumar & Vinay Joshi Chandniwala, 2026, "Is fiscal deficit stimulus or constraint for economic growth in India? Empirical evidence using asymmetric and thresholds approaches," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-39, August, DOI: 10.1007/s10644-026-10019-3.
• 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 & Alice Fan & Sadhna Naik, 2026, "Monetary shocks and labor markets: evidence from online job vacancy postings," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 3, pages 739-752, August, DOI: 10.1007/s10663-026-09681-7.
• Khder Alakkari, 2026, "Geopolitical risk and gold return predictability across quantile states: quantile on quantile regression with block bootstrap and scenario forecasts," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 53, issue 3, pages 837-866, August, DOI: 10.1007/s10663-026-09696-0.
• 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.
• Klaus Grobys, 2026, "Magnificent 7: unsustainable growth and systemic risk," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 437-468, August, DOI: 10.1007/s11156-025-01458-6.
• 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.
• Bruno Bosco & Paolo Maranzano, 2026, "Drivers of mean reversion bias in the estimation of elasticity of taxable income in an autoregressive framework," Working Papers, University of Milano-Bicocca, Department of Economics, number 578, Jun.
• 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.
• Imane Said & Barka Mechnane & Samiya Metair, 2026, "The Silver Economy and population ageing in Algeria: An econometric ARDL analysis," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 14, issue 1, pages 66-91, DOI: 10.37708/ep.swu.v14i1.5.
• 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.
• Todor Borisov, 2026, "Inflation Expectations as an Indicator of Future Inflation in Bulgaria," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 54-72, July.
• 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..
• 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.
• Algimantas Laurinavicius & Raheel Gohar & Antanas Laurinavicius & Yücel Ergün & Komolov Odiljon Sayfidinovich, 2026, "Reduced Dollar Dependence and External Balance Sustainability across Time Horizons: Evidence from Five Emerging Economies (1999–2025)," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 215-248, September.
• Antanas Laurinavicius & Hussein Moselhy Sayed Ahmed & Algimantas Laurinavicius & Safaa Sayed Mahmoud & Komolov Odiljon Sayfidinovich, 2026, "Does Settling Trade in National Currency Stabilize the Domestic Currencies? Nonlinear, Asymmetric, and Horizon-Dependent Evidence from Developing Economies," Advances in Decision Sciences, Asia University, Taiwan, volume 30, issue 3, pages 249-282, September.
• 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.
• Irina-Elena STOICA & Elena-Violeta NICULA & Nicoleta-Ștefania DRĂGAN & Liliana PINTILIA & Ion PÂRȚACHI, 2026, "Economic Growth And Labor Quality In Romania In The Light Of The 2030 Agenda - A Comparative Insight With The Republic Of Moldova," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 12, issue 1, pages 75-94, June, DOI: https://doi.org/10.53486/2537-6179..
• 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.
• Gizem Varol & Burcu Kıran Baygın, 2026, "BIST100 ve Sektör Endeksleri ile Makro-Finansal Faktörler Arasındaki Eşbütünleşme İlişkisinin Kesirli Frekanslı Bootstrap Fourier ARDL Yaklaşımı ile İncelenmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 11, issue 2, pages 721-746, DOI: 10.30784/epfad.1938600.
• Gilles Dufrénot & Céline Gimet, 2026, "Beyond Fundamentals: Crashes and Bubbles in Global Oil Prices from a FIMARX model," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2612, Jan.
• 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.
• Dalibor Stevanovic, 2026, "Who Saw It Coming? Historical Experience and the 2021 Inflation Forecast Failure," Papers, arXiv.org, number 2604.14467, Apr.
• Nazish Kanval & Hajra Ihsan & Misbah Aslam, 2026, "Financial Inclusion, Trade Openness, and Growth Volatility: Empirical Insights," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 5, issue 1, pages 113-126, January-J, DOI: 10.55603/jes.v5i1.a7.
• Zakia Zafar & Tanweer Ul Islam, 2026, "Inflation Dynamics and Forecasting Performance in Developing Economies: A Cross-Country MIDAS Analysis," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 5, issue 1, pages 127-148, January-J, DOI: 10.55603/jes.v5i1.a8.
• 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.
• NASIRU Salami Enesi & OBILIKWU James & USMAN Alhaji Usman, 2026, "Healthcare Inflation and Child Mortality in Nigeria: An Investigation into the Moderating Role of GDP per Capita Growth," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 5, issue 2, pages 1-12, July-Dece, DOI: 10.55603/jes.v5i2.a1.
• 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.
• Dezdemona Gjylapi & Alketa Hyso & Filloreta Madani, 2026, "Forecasting Quarterly GDP Growth and the GDP Deflator in Albania under Data Scarcity: A Comparative Evaluation of Statistical and Machine Learning Models," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 107-131.
• 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.
• Gabriel Rodriguez Rondon & Jean-Marie Dufour, 2026, "Monte Carlo Likelihood-Ratio Tests for Markov Switching Models," Staff Working Papers, Bank of Canada, number 26-23, Jul, DOI: 10.34989/swp-2026-23.
• Gabriel Rodriguez Rondon & Jean-Marie Dufour & Md. Nazmul Ahsan, 2026, "Estimation and Inference for Stochastic Volatility Models with Heavy-Tailed Distributions," Staff Working Papers, Bank of Canada, number 26-8, Mar, DOI: 10.34989/swp-2026-8.
• Luca Bacco & Tiziana Laureti & Juri Marcucci & Luigi Palumbo & Daniele Sasso & Luca Vollero, 2026, "Nowcasting the Italian consumer price index using online prices and machine learning," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 1026, Jun.
• 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 .
• Tihana Škrinjarić, 2026, "Developing a house price-at-risk framework for the UK," Bank of England Staff Working Paper series, Bank of England, number 1193, Jun.
• 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.
• Yadav Anil & McHale John & Harold Jason & O’Neill Stephen, 2026, "Estimating the effects of staggered interventions with count and binary outcomes: a simulation study," Journal of Causal Inference, De Gruyter, volume 14, issue 1, pages 1, DOI: 10.1515/jci-2024-0031.
• 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.
• Ioan Bulz, 2026, "Corruption Perception, Investment and GDP Growth: A Comparative Econometric Analysis for Romania and EU-27," Manager Journal, Faculty of Business and Administration, University of Bucharest, volume 43, issue 1, pages 88-108, May.
• 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.
• Emilio Ocampo, 2026, "Institutions and economic growth in 19th century Argentina: testing Alberdi’s thesis," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 924, Apr.
• 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.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Guillermo Perez Tellechea, 2026, "Persistence in Real GDP Growth Rates: Univariate and Multivariate Evidence for the US, UK and Japan," CESifo Working Paper Series, CESifo, number 12781.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & León Bertram von Ondarza de Miquel, 2026, "Anchored to the Floor: Persistence and Liquidity Regimes in the €STR – DFR Spread," CESifo Working Paper Series, CESifo, number 12782.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Jesus Pantoja Cárdenas, 2026, "Long Memory and Asymmetric Uncertainty Effects on Stock Returns and Volatility: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 12806.
• Veni Arakelia & Guglielmo Maria Caporale & Mirto M. Gasparinatou & Menelaos Karanasos, 2026, "Machine Learning and Liquidity Dynamics in European Stock Markets," CESifo Working Paper Series, CESifo, number 12829.
• Luis Rodrigo Asturias & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Ramirez, 2026, "Persistence in Remittances: Evidence from Africa and Latin America," CESifo Working Paper Series, CESifo, number 12840.
• 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.
• Barrio Castro, Tomás del & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50302, Jun.
• Blazsek, Szabolcs & Dupree, Raven Amina & Escribano, Álvaro, 2026, "Climate persistence, structural change, and heteroscedasticity in CENOGRID: A score-driven fractional," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50313, Jun.
• Veiga, Helena & Marín Díazaraque, Juan Miguel, 2026, "Data Cloning in Latent-Variable Time-Series Models: Likelihood Theory and Estimability Diagnostics," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 50565, Jul.
• Ziwen, Chen, 2026, "Ethereum risk states as a tail-risk switch for Art NFTs:Evidence from SuperRare," Finance Research Letters, Elsevier, volume 101, issue C, DOI: 10.1016/j.frl.2026.110069.
• Li, Jupeng & Hou, Weijie & Zhang, Zongxin, 2026, "A coupled autoregressive extreme-value model for dynamic tail risk with risk spirals," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110187.
• Camarena, Jose A. & Winkelried, Diego, 2026, "The credit-to-GDP gap revisited: A link to instability measures," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110255.
• Sheng, Xin & Cepni, Oguzhan & Gupta, Rangan & Markovski, Minko, 2026, "Mixed frequency machine learning forecasting of the growth of real gross fixed capital formation in the United States: the role of extreme weather conditions," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110271.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2026, "Credit standards: A new predictor of U.S. stock market realized volatility," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110298.
• 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.
• Zhang, Qunzi, 2026, "Commodity sentiment in predicting index futures returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101025.
• 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.