Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2024

• Esposti, Roberto, 2024, "Dating common commodity price and inflation shocks with alternative approaches," Bio-based and Applied Economics Journal, Italian Association of Agricultural and Applied Economics (AIEAA), volume 13, issue 2, July, DOI: 10.22004/ag.econ.347577.
• Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, , "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 339740, DOI: 10.22004/ag.econ.339740.
• Bacchiocchi, Emanuele & Bastianin, Andrea & Moramarco, Graziano, 2024, "Macroeconomic Spillovers of Weather Shocks across U.S. States," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 343506, Jun, DOI: 10.22004/ag.econ.343506.
• Bacchiocchi, Emanuele & Bastianin, Andrea & Kitagawa, Toru & Mirto, Elisabetta, 2024, "Partially identified heteroskedastic SVARs," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 343513, Jun, DOI: 10.22004/ag.econ.343513.
• Davide Bernardi & Roberto Ricciuti, 2024, "The economic consequences of Mr. Volpi: An analysis of “quota 90”," Investigaciones de Historia Económica - Economic History Research (IHE-EHR), Journal of the Spanish Economic History Association, Asociación Española de Historia Económica, volume 20, issue 02, pages 33-42, DOI: https://doi.org/10.33231/j.ihe.2024.
• Zeynep Özmen, 2024, "The Impact of Economic Factors on Public Health Expenditure in Türkiye: Principal Component Analysis Evaluation for the Period 2002-2022," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 2, pages 346-366, DOI: 10.30784/epfad.1455475.
• Sergei G. Belev & Evgenii O. Matveev, 2024, "The Consequences of Tax Changes: The Evidence on Tax Multiplier in Russia," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 10, issue 1, pages 51-62, DOI: https://doi.org/10.15826/jtr.2024.1.
• Tekalign Negash Kebede & Obsa Teferi Erena & Elias Pawulos Bawiso, 2024, "Determinants of Tax Revenue: A Cointegration and Causality Analysis for Ethiopia, 1992–2022," Journal of Tax Reform, Graduate School of Economics and Management, Ural Federal University, volume 10, issue 3, pages 493-509, DOI: https://doi.org/10.15826/jtr.2024.1.
• Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024, "From Buzz to Bust: How Fake News Shapes the Business Cycle," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 287, Mar.
• Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie J. Huber, 2024, "From Buzz to Bust: How Fake news Shapes the Business Cycle," ECONtribute Policy Brief Series, University of Bonn and University of Cologne, Germany, number 058, Jun.
• Jakub Rybacki & Marcin Klucznik & Dawid Sułkowski, 2024, "The false start of disinflation – evidence from the major European economies," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 7-23.
• Alonso Alfaro-Ureña & Manuel Esteban Sánchez-Gómez & Catalina Sandoval-Alvarado, 2024, "An Estimate of the Real Exchange Rate for Costa Rica, BEER Approach. 2007-2022," Notas Técnicas, Banco Central de Costa Rica, number 2402, Feb.
• Inna S. Lola & Dmitry G. Asoskov, 2024, "Potential of business uncertainty indicators in forecasting economic activity: The case of Russia," Russian Journal of Economics, ARPHA Platform, volume 10, issue 4, pages 351-364, December, DOI: 10.32609/j.ruje.10.113578.
• Mustafa Tevfik Kartal & Ugur Korkut Pata, 2024, "Do Depth, Accessibility, and Efficiency of Financial Institutions Matter for Renewable Energy Development in Azerbaijan?," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 1, pages 42-50, June, DOI: 10.62433/josdi.v2i1.24.
• Dilvin TaÅŸkın & Serpil Kılıç Depren & Fatih Ayhan, 2024, "How Are Energy-Related R&D Investments Effective on Environment-Related Patents? Empirical Evidence from the USA and Canada," Journal of Sustainable Development Issues (JOSDI), SDIjournals, volume 2, issue 2, pages 115-128, December, DOI: 10.62433/josdi.v2i2.36.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Papers, arXiv.org, number 2402.04828, Feb, revised Feb 2024.
• Arnaud Dufays & Aristide Houndetoungan & Alain Coen, 2024, "Selective linear segmentation for detecting relevant parameter changes," Papers, arXiv.org, number 2402.05329, Feb.
• Povilas Lastauskas & Anh Dinh Minh Nguyen, 2024, "Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty," Papers, arXiv.org, number 2402.07266, Feb.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," Papers, arXiv.org, number 2402.08051, Feb.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Papers, arXiv.org, number 2403.06879, Mar, revised Mar 2026.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Papers, arXiv.org, number 2403.08753, Mar, revised Nov 2025.
• Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024, "Macroeconomic Spillovers of Weather Shocks across U.S. States," Papers, arXiv.org, number 2403.10907, Mar, revised Sep 2025.
• Peter Reinhard Hansen & Chen Tong, 2024, "Convolution-t Distributions," Papers, arXiv.org, number 2404.00864, Apr.
• Helmut Lutkepohl & Fei Shang & Luis Uzeda & Tomasz Wo'zniak, 2024, "Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility," Papers, arXiv.org, number 2404.11057, Apr, revised Oct 2025.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," Papers, arXiv.org, number 2405.09509, May, revised Jan 2026.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024, "Decision synthesis in monetary policy," Papers, arXiv.org, number 2406.03321, Jun, revised Feb 2025.
• Joshua C. C. Chan & Davide Pettenuzzo & Aubrey Poon & Dan Zhu, 2024, "Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints," Papers, arXiv.org, number 2407.02262, Jul.
• Laura Coroneo & Fabrizio Iacone, 2024, "Testing for equal predictive accuracy with strong dependence," Papers, arXiv.org, number 2409.12662, Sep.
• Si-Yao Wei & Kun-Liang Jiang & Wei-Xing Zhou, 2024, "Uncertainty and financial market resilience: Evidence from China," Papers, arXiv.org, number 2409.18422, Sep, revised Nov 2025.
• Matteo Mogliani & Florens Odendahl, 2024, "Density forecast transformations," Papers, arXiv.org, number 2412.06092, Dec.
• Ranieri Dugo & Giacomo Giorgio & Paolo Pigato, 2024, "Multivariate Rough Volatility," Papers, arXiv.org, number 2412.14353, Dec, revised May 2026.
• Dimitrios Bakas & Ioanna Konstantakopoulou & Athanasios Triantafyllou, 2024, "The Tourism-led Economic Growth Hypothesis in the Euro Area: Do Asymmetries and Structural Breaks Matter?," Working Papers, SITES, number 20, Oct.
• Joel Abraham & Akeneta Vonoyauyau & Seema Wati Narayan, 2024, "Price Controlled Petroleum and LPG Prices and COVID-19 - Some Evidence From Fiji," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 4, issue 4, pages 1-4, DOI: 2024/07/09.
• Massimiliano MARCELLINO & Michael PFARRHOFER, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24224.
• Ahmad S. Al Humssi & Vladimir Z. Chapliuk & Larisa N. Sorokina & Liliya G. Akhmetshina, 2024, "Modelling the Impact of Macroeconomic Factors on Country’s Financial Stability: Evidence from the Russian Federation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 62-81.
• Fabrice Collard & Patrick Feve & Alain Guay, 2024, "Risk Scenarios and Macroeconomic Forecasts," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 24-03, May, revised May 2024.
• Tanvir Alam Shahi Md. & Sarolta Somosi, 2024, "Impulse response of auction price by practicing auction scheme for solar PV generation to generation quantity, investment and Brent crude oil price," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, volume 27, issue 4, pages 73-88, December, DOI: 10.15240/tul/001/2024-4-005.
• Grzegorz Halaj & Ruben Hipp, 2024, "Decomposing Systemic Risk: The Roles of Contagion and Common Exposures," Staff Working Papers, Bank of Canada, number 24-19, May, DOI: 10.34989/swp-2024-19.
• Tony Chernis & Gary Koop & Emily Tallman & Mike West, 2024, "Decision Synthesis in Monetary Policy," Staff Working Papers, Bank of Canada, number 24-30, Aug, DOI: 10.34989/swp-2024-30.
• Rodrigo Sekkel & Tamon Takamura & Yaz Terajima, 2024, "Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data," Staff Working Papers, Bank of Canada, number 24-41, Oct, DOI: 10.34989/swp-2024-41.
• : Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2024, "A General Equilibrium Approach to Carbon Permit Banking," Single Market Economics Papers, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team, number WP2024/20, Feb, DOI: 10.2873/924733.
• Murat KARAKAYA & Sadiye OKTAY, 2024, "Investigating the Relationship Between the Banking Sector and Capital Market Variables in Turkiye Using Toda-Yamamoto Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 1, pages 19-36.
• Dilara DEMIREZ & Serkan Yilmaz KANDIR, 2024, "Investigating the Relationship between Selected Risk Measures and Sustainability Index," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 1, pages 37-59.
• Pablo Burriel Llombart & Florens Odendahl & Susana Párraga Rodríguez, 2024, "Asimetrías en la traslación de los incrementos y de los descensos de los precios de la energía a la inflación subyacente del área del euro y de España," Boletín Económico, Banco de España, issue 2024/T1, DOI: https://doi.org/10.53479/36143.
• Pablo Burriel Llombart & Florens Odendahl & Susana Párraga Rodríguez, 2024, "Asymmetries in the transmission of energy price increases and decreases to underlying inflation in the euro area and Spain," Economic Bulletin, Banco de España, issue 2024/Q1, DOI: https://doi.org/10.53479/36173.
• Mario Alloza & Jorge Martínez & Juan Rojas & Iacopo Varotto, 2024, "La dinámica de la deuda pública: una perspectiva estocástica aplicada al caso español," Occasional Papers, Banco de España, number 2420, Jun, DOI: https://doi.org/10.53479/36694.
• Mikel Bedayo & Jorge E. Galán, 2024, "The impact of the Countercyclical Capital Buffer on credit: Evidence from its accumulation and release before and during COVID-19," Working Papers, Banco de España, number 2411, Apr, DOI: https://doi.org/10.53479/36312.
• Luis Férnandez Lafuerza & Jorge E. Galán, 2024, "Should macroprudential policy target corporate lending? Evidence from credit standards and defaults," Working Papers, Banco de España, number 2413, May, DOI: https://doi.org/10.53479/36477.
• Edgar Silgado-Gómez, 2024, "Sovereign uncertainty," Working Papers, Banco de España, number 2423, Jul, DOI: https://doi.org/10.53479/36875.
• Fructuoso Borrallo & Lucía Cuadro-Sáez & Corinna Ghirelli & Javier J. Pérez, 2024, "“El Niño” and “La Niña”: Revisiting the impact on food commodity prices and euro area consumer prices," Working Papers, Banco de España, number 2432, Oct, DOI: https://doi.org/10.53479/37793.
• Stefano Neri, 2024, "There has been an awakening. The rise (and fall) of inflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 834, Mar.
• Simone Auer & Antonio M. Conti, 2024, "Bank lending in an unprecedented monetary tightening cycle: evidence from the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 856, Jun.
• Davide Delle Monache & Claudia Pacella, 2024, "The drivers of inflation dynamics in Italy over the period 2021-2023," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 873, Oct.
• Antonio Maria Conti & Stefano Neri & Alessandro Notarpietro, 2024, "Credit strikes back: the macroeconomic impact of the 2022-23 ECB monetary tightening and the role of lending rates," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 884, Oct.
• Andrea Gazzani & Fabrizio Venditti & Giovanni Veronese, 2024, "Oil price shocks in real time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1448, Mar.
• Magnus Saß, 2024, "Detecting excessive credit growth: An approach based on structural counterfactuals," Berlin School of Economics Discussion Papers, Berlin School of Economics, number 0046, Aug, DOI: 10.48462/opus4-5591.
• Zubair Munawwara, 2024, "Impact Of Crude Oil Price Volatility On Indian Stock Market Returns: A Quantile Regression Approach," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 69, issue 242, pages 93-128, July – Se.
• Alarudeen Aminu & Joshua Adeyemi Afolabi, 2024, "The Asymmetric Effect Of Exchange Rate Pass-Through To Domestic Prices: Evidence From Nigeria," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 69, issue 243, pages 117-141, October –.
• Jens Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working papers, Banque de France, number 948.
• Loick Dubois & Jean-Guillaume Sahuc & Gauthier Vermandel, 2024, "A General Equilibrium Approach to Carbon Permit Banking," Working papers, Banque de France, number 971.
• Merve EKİCİ & Filiz KUTLUAY TUTAR, 2024, "Türkiye’de Tarım Sektörünün Dışa Açıklık Üzerine Etkisi: ARDL Sınır Testi Bulguları," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 185-204, December, DOI: 10.33399/biibfad.1529982.
• Douglas Kiarelly Godoy de Araujo, 2024, "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers, Bank for International Settlements, number 1181, Apr.
• Trương Ngọc Hảo & Lê Công Trứ & Trần Thanh Trúc, 2024, "Truyền dẫn giá trong chuỗi cung ứng xuất khẩu tôm thẻ chân trắng tại Việt Nam," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 1, pages 58-70, DOI: 10.46223/HCMCOUJS.econ.vi.19.1.2353.
• Denis Krylov, 2024, "Russian food inflation and world food prices," Bank of Russia Working Paper Series, Bank of Russia, number wps126, Feb.
• Sergey Ivashchenko, 2024, "Sector-Specific Supply and Demand Shocks: Joint Identification," Bank of Russia Working Paper Series, Bank of Russia, number wps129, Jun.
• Shuonan Zhang, 2024, "State‐owned enterprises and entrusted lending: Economic growth and business cycles in China," Economic Inquiry, Western Economic Association International, volume 62, issue 1, pages 197-222, January, DOI: 10.1111/ecin.13174.
• Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2024, "Climate risks and forecastability of the weekly state‐level economic conditions of the United States," International Review of Finance, International Review of Finance Ltd., volume 24, issue 1, pages 154-162, March, DOI: 10.1111/irfi.12431.
• David O. Lucca & Jonathan H. Wright, 2024, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," Journal of Finance, American Finance Association, volume 79, issue 2, pages 1055-1085, April, DOI: 10.1111/jofi.13307.
• Franz Ulrich Ruch & Temel Taskin, 2024, "Global Demand and Supply Sentiment: Evidence From Earnings Calls," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 2, pages 314-334, April, DOI: 10.1111/obes.12587.
• Mario Di Serio & Matteo Fragetta & Emanuel Gasteiger & Giovanni Melina, 2024, "The Euro Area Government Spending Multiplier in Demand‐ and Supply‐Driven Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 6, pages 1342-1372, December, DOI: 10.1111/obes.12626.
• Jeanne Terblanche & Dawie van Lill & Hylton Hollander, 2024, "Fiscal policy and dimensions of inequality in South Africa: A time‐varying coefficient approach," South African Journal of Economics, Economic Society of South Africa, volume 92, issue 1, pages 105-119, March, DOI: 10.1111/saje.12369.
• Yifei Cai & Jamel Saadaoui & Yanrui Wu, 2024, "Political relations and trade: New evidence from Australia, China, and the United States," Scottish Journal of Political Economy, Scottish Economic Society, volume 71, issue 3, pages 253-275, July, DOI: 10.1111/sjpe.12367.
• Valeria Jemio Hurtado & Laura Rubin de Celis, 2024, "Estimación de un indicador de presiones sobre Reservas Internacionales en un contexto de tensiones geopolíticas mundiales: Un enfoque de Correlación Condicional Dinámica y Control Sintético," Revista de Análisis del BCB, Banco Central de Bolivia, volume 40, issue 1, pages 54-78, January -.
• Martín Vallejos Tarqui, 2024, "Efecto no lineal de la deuda pública externa en el crecimiento económico de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 40, issue 1, pages 80-110, January -.
• Knut Are Aastveit & Jamie L. Cross & Francesco Furlanetto & Herman K. Van Dijk, 2024, "Taylor Rules with Endogenous Regimes," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 04/2024, May.
• Knut Are Aastveit & Hilde C. Bjørnland & Jamie L. Cross & Helene Olsen, 2024, "Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2024, Jul.
• Yong Li & Sushanta K. Mallick & Nianling Wang & Jun Yu & Tao Zeng, 2024, "Deviance Information Criterion for Model Selection:Theoretical Justification and Applications," Working Papers, University of Macau, Faculty of Business Administration, number 202415, Aug.
• Leona Han Chen & Yijie Fei & Jun Yu, 2024, "Multivariate Stochastic Volatility Models based on Generalized Fisher Transformation," Working Papers, University of Macau, Faculty of Business Administration, number 202419, Oct.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024, "A Note on AIC and TIC for Model Selection," Working Papers, University of Macau, Faculty of Business Administration, number 202420, Nov.
• Chuanglian Chen & Xiaobin Liu & Jun Yu & Tao Zeng, 2024, "The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China," Working Papers, University of Macau, Faculty of Business Administration, number 202421, Nov.
• Barbara Rossi & Atsushi Inoue & Yiru Wang, 2024, "Has the Phillips curve flattened?," French Stata Users' Group Meetings 2024, Stata Users Group, number 22, Jun.
• Jonathan Acosta-Smith & Jozef Barunik & Eddie Gerba & Petros Katsoulis, 2024, "Moderation or indulgence? Effects of bank distribution restrictions during stress," Bank of England Staff Working Paper series, Bank of England, number 1053, Nov.
• Simon Lloyd & Ed Manuel, 2024, "Controls, not shocks: estimating dynamic causal effects in macroeconomics," Bank of England Staff Working Paper series, Bank of England, number 1079, Aug.
• Fernando Eguren-Martin & Sevim Kösem & Guido Maia & Andrej Sokol, 2024, "Targeted financial conditions indices and growth-at-risk," Bank of England Staff Working Paper series, Bank of England, number 1084, Aug.
• Evangelia Kasimati & Nikolaos Veraros, 2024, "The dry-bulk shipping market: a small econometric model," Working Papers, Bank of Greece, number 331, Sep, DOI: 10.52903/wp2024331.
• Tatsuya Ozaki & Masahiro Jimbo & Tomoyuki Yagi & Akihito Yoshii, 2024, "Recent Developments in the Linkage between Wages and Prices," Bank of Japan Review Series, Bank of Japan, number 24-E-2, May.
• Tatsuya Ozaki & Tomoyuki Yagi & Akihito Yoshii, 2024, "Firms' Recent Price-Setting Behavior for Services Prices in the Consumer Prices," Bank of Japan Review Series, Bank of Japan, number 24-E-10, Nov.
• Toyoichiro Shirota & Satoshi Tsuchida, 2024, "Aggregate Implications of Changing Industrial Trends in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-2, Apr.
• Shogo Nakano & Yu Sugioka & Hiroki Yamamoto, 2024, "Recent Developments in Measuring the Natural Rate of Interest," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-12, Oct.
• Yudai Hatayama & Yuto Iwasaki, 2024, "Estimating the Natural Yield Curve in Japan Using a VAR with Common Trends," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-17, Dec.
• Sohei Kaihatsu & Shogo Nakano & Hiroki Yamamoto, 2024, "Macroeconomic Impact of Shifts in Long-term Inflation Expectations," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-18, Dec.
• Shunsuke Haba & Yuichiro Ito & Shogo Nakano & Takahiro Yamanaka, 2024, "Assessing the Long-Term Impact of Monetary Policy," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-19, Dec.
• Kota Ikkatai & Takuji Kawamoto & Kenichi Sakura, 2024, "Japan's Unconventional Monetary Policy and the Exchange Rate Dynamics," Bank of Japan Working Paper Series, Bank of Japan, number 24-E-23, Dec.
• Giovanni Angelini & Luca Fanelli & Luca Neri, 2024, "Invalid proxies and volatility changes," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1193, Mar.
• Galimberti Jaqueson K., 2024, "Initial Beliefs Uncertainty," The B.E. Journal of Macroeconomics, De Gruyter, volume 24, issue 1, pages 45-96, January, DOI: 10.1515/bejm-2023-0069.
• Laumer Sebastian & Philipps Collin, 2024, "Government Spending Between Active and Passive Monetary Policy: An Invariance Result," The B.E. Journal of Macroeconomics, De Gruyter, volume 24, issue 1, pages 561-590, January, DOI: 10.1515/bejm-2024-0022.
• Kishor Narayan Kundan, 2024, "Estimating Expected Asset Returns with the Present Value Model of Consumption and Fed Forecasts," The B.E. Journal of Macroeconomics, De Gruyter, volume 24, issue 2, pages 997-1007, DOI: 10.1515/bejm-2024-0084.
• Mendieta-Muñoz Ivan, 2024, "Time-varying Investment Dynamics in the USA," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 18, issue 1, pages 1-18, DOI: 10.1515/econ-2022-0091.
• Christofzik Désirée I. & Elstner Steffen & Feld Lars P. & Schmidt Christoph M., 2024, "Unraveling the Productivity Paradox: Evidence for Germany," German Economic Review, De Gruyter, volume 25, issue 3, pages 165-207, DOI: 10.1515/ger-2023-0094.
• Xu Yongdeng, 2024, "Quasi Maximum Likelihood Estimation of Vector Multiplicative Error Model using the ECCC-GARCH Representation," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 1, pages 1-27, DOI: 10.1515/jtse-2022-0018.
• Burda Martin & Schroeder Adrian K., 2024, "Recurrent Neural Network GO-GARCH Model for Portfolio Selection," Journal of Time Series Econometrics, De Gruyter, volume 16, issue 2, pages 67-81, DOI: 10.1515/jtse-2023-0012.
• Dada James Temitope & Sharimakin Akinwumi & Al-Faryan Mamdouh Abdulaziz Saleh & Tabash Mosab I. & Adeiza Adams, 2024, "Asymmetric and Threshold Effect of Military Expenditure on Economic Growth: Insight from an Emerging Market," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 30, issue 4, pages 477-503, DOI: 10.1515/peps-2023-0067.
• Angelini Giovanni & Costantini Mauro & Easaw Joshy, 2024, "Estimating uncertainty spillover effects across euro area using a regime dependent VAR model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 1, pages 39-59, February, DOI: 10.1515/snde-2021-0107.
• Celani Alessandro & Pagnottoni Paolo, 2024, "Matrix autoregressive models: generalization and Bayesian estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 227-248, April, DOI: 10.1515/snde-2022-0093.
• Mlikota Marko & Schorfheide Frank, 2024, "Sequential Monte Carlo with model tempering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 249-269, April, DOI: 10.1515/snde-2022-0103.
• Casarin Roberto & Peruzzi Antonio, 2024, "A Dynamic Latent-Space Model for Asset Clustering," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 2, pages 379-402, April, DOI: 10.1515/snde-2022-0111.
• Szafranek Karol & Rubaszek Michał, 2024, "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 3, pages 507-530, DOI: 10.1515/snde-2022-0051.
• Guisinger Amy Y. & Jackson Laura E. & Owyang Michael T., 2024, "Age and gender differentials in unemployment and hysteresis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 28, issue 4, pages 567-581, DOI: 10.1515/snde-2022-0068.
• Dainauskas, J. & Lastauskas, P., 2024, "Trade Shocks and the Transitional Dynamics of Markups," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2431, Jun.
• Fabio C. Bagliano & Claudio Morana, 2024, "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 729 JEL Classification: E.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/15, Jul.
• Xu, Yongdeng, 2024, "Extended multivariate EGARCH model: A model for zero†return and negative spillovers," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/24, Dec.
• Mauro Sayar Ferreira & Joice Marques Figueiredo, 2024, "The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 674, Sep.
• Germán Coloma, 2024, "Competition and product diferentiation in the argentine chocolate bar industry," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 869, May.
• Ekaterina Oparina & Christian Krekel & Sorawoot Srisuma, 2024, "Talking therapy: Impacts of a nationwide mental health service in England," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1982, Feb.
• Boris Blagov & Maximilian Dirks & Michael Funke, 2024, "Economic Knock-On Effects of Russia’s Geopolitical Risk on Advanced Economies: A Global VAR Approach," CESifo Working Paper Series, CESifo, number 10880.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," CESifo Working Paper Series, CESifo, number 10941.
• Jingjing Lyu & Bernd Süssmuth, 2024, "Global Linkages across Sectors and Frequency Bands: A Band Spectral Panel Regression Approach," CESifo Working Paper Series, CESifo, number 10970.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "Functional Oil Price Expectations Shocks and Inflation," CESifo Working Paper Series, CESifo, number 10998.
• Robert Lehmann & Lara Zarges, 2024, "What Drives German Trend Output Growth? A Sectoral View," CESifo Working Paper Series, CESifo, number 11089.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo Guerrón-Quintana & Dick Oosthuizen, 2024, "Filtering with Limited Information," CESifo Working Paper Series, CESifo, number 11243.
• António Afonso & Daniel Loureiro, 2024, "Fiscal Policy Spillovers in the Euro Area – A New Assessment," CESifo Working Paper Series, CESifo, number 11406.
• Guglielmo Maria Caporale & Miguel A. Martin-Valmayor & Luis A. Gil-Alana & Nieves Carmona-González, 2024, "Persistence of the Sovereign Debt Components and Debt Sustainability: Some Evidence for the US and Europe," CESifo Working Paper Series, CESifo, number 11409.
• Evžen Kočenda & Daniel Bartušek, 2024, "Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities," CESifo Working Paper Series, CESifo, number 11494.
• Lorenzo Mori & Gert Peersman, 2024, "Estimating the Macroeconomic Effects of Oil Supply News," CESifo Working Paper Series, CESifo, number 11532.
• Francesco Jacopo Pintus & Jan P.A.M. Jacobs & Elmer Sterken & Jan Jacobs, 2024, "Fiscal Impacts of Climate Anomalies," CESifo Working Paper Series, CESifo, number 11548.
• Christina Anderl & Guglielmo Maria Caporale, 2024, "A Global Oil Market Model with Shipping Costs," CESifo Working Paper Series, CESifo, number 11551.
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• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2024, "Smoothing Out Momentum and Reversal," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-47, Sep.
• Matthias R. Fengler & Jeannine Polivka, 2024, "Proxy-identification of a structural MGARCH model for asset returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-55, Oct.
• Matthias R. Fengler & Jeannine Polivka, 2024, "Structural Volatility Impulse Response Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-63, Nov.
• Cécile Couharde & Carl Grekou & Valérie Mignon & Florian Morvillier, 2024, "Reconciling Contrasting Views on the Growth Effect of Currency Undervaluations," Working Papers, CEPII research center, number 2024-06, May.
• Martín Almuzara & Víctor Sancibrián, 2024, "Micro responses to macro shocks," Working Papers, CEMFI, number wp2024_2412, Aug.
• Michal Franta & Jan Vlcek, 2024, "Wage-Price Spirals: A Risk-Based Approach," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/1, Feb.
• Frantisek Brazdik & Tatiana Keseliova & Karel Musil & Radek Snobl & Jan Solc & Stanislav Tvrz & Jan Zacek, 2024, "Understanding Inflation Expectations: Data, Drivers and Policy Implications," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/3, Apr.
• Natalie Dvorakova & Tomas Sestorad, 2024, "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/5, Sep.
• Jaromir Baxa & Tomas Sestorad, 2024, "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers, Czech National Bank, Research and Statistics Department, number 2024/9, Aug.
• V. Candila & O. Cepni & G. Gallo & R. Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the volatility of US state-level equity returns: Evidence from a GARCH-MIDAS approach with Shrinkage and Cluster Analysis," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202414.
• S. Borgioli & G. Gallo & C. .Ongari, 2024, "Financial Returns, Sentiment and Market Volatility: a Dynamic Assessment," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 202415.
• Juan Camilo Forero Buitrago, 2024, "Fondo de Estabilizaci√≥n de Precios de los Combustibles: impacto macroecon√≥mico e incidencia sobre el consumo de recursos energ√©ticos," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 21141, May.
• Alejandro Pinilla Barrera & Álvaro Hurtado Rendón & Hermilson Velásquez Ceballos, 2024, "Variation Index of the Output Gap (VIOG): A New Way of Testing Potential GDP Estimations," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 2, Apr.
• Álvaro Hernando Chaves Castro & María Constanza Torres Tamayo & Alvaro Andrés Perdomo Strauch, 2024, "El índice Big Mac y su relación con la paridad del poder de compra en el caso colombiano," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 43, issue 77, pages 73-102, DOI: 10.19053/uptc.01203053.v43.n77.2024.
• Del Negro, Marco & Dogra, Keshav & Gleich, Aidan & Gundam, Pranay & Lee, Donggyu & Nallamotu, Ramya, 2024, "The NY Fed DSGE Model: A Post-Covid Assessment," CEPR Discussion Papers, Centre for Economic Policy Research, number 18742, Jan.
• Arias, Jonas & Rubio-Ramírez, Juan Francisco & Waggoner, Daniel, 2024, "Uniform Priors for Impulse Responses," CEPR Discussion Papers, Centre for Economic Policy Research, number 18836, Feb.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024, "Has the Phillips Curve Flattened?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18846, Feb.
• Assenza, Tiziana & Collard, Fabrice & Feve, Patrick & Huber, Stefanie, 2024, "From Buzz to Bust: How Fake News Shapes the Business Cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 18912, Mar.
• Ascari, Guido & Bonomolo, Paolo & Celani, Alessandro, 2024, "The Macroeconomic Effects of Inflation Expectations: The Distribution Matters," CEPR Discussion Papers, Centre for Economic Policy Research, number 18937, Mar.
• Marcellino, Massimiliano & Pfarrhofer, Michael, 2024, "Bayesian nonparametric methods for macroeconomic forecasting," CEPR Discussion Papers, Centre for Economic Policy Research, number 18970, Apr.
• Canova, Fabio & Kociecki, Andrzej & Piffer, Michele, 2024, "Flexible prior beliefs on impulse responses in Bayesian vector autoregressive models," CEPR Discussion Papers, Centre for Economic Policy Research, number 18992, Apr.
• Briggs, Joseph & Caplin, Andrew & Leth-Petersen, Søren & Tonetti, Christopher, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 18995, Apr.
• Bergholt, Drago & Canova, Fabio & Furlanetto, Francesco & Maffei-Faccioli, Nicolò & Ulvedal, PÃ¥l, 2024, "What Drives the Recent Surge in Inflation? The Historical Decomposition Roller Coaster," CEPR Discussion Papers, Centre for Economic Policy Research, number 19005, Apr.
• Ascari, Guido & Bonomolo, Paolo & Haque, Qazi, 2024, "The Long-Run Phillips Curve is ... a Curve," CEPR Discussion Papers, Centre for Economic Policy Research, number 19069, May.
• Collard, Fabrice & Feve, Patrick & Guay, Alain, 2024, "Believe it or not, it’s all about Beliefs!," CEPR Discussion Papers, Centre for Economic Policy Research, number 19103, May.
• Baumeister, Christiane & Huber, Florian & Marcellino, Massimiliano, 2024, "Risky Oil: It's All in the Tails," CEPR Discussion Papers, Centre for Economic Policy Research, number 19129, Jun.
• Dahlhaus, Tatjana & Sekhposyan, Tatevik, 2024, "Survey-based Monetary Policy Uncertainty and its Asymmetric Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 19131, Jun.
• Inoue, Atsushi & Kilian, Lutz, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," CEPR Discussion Papers, Centre for Economic Policy Research, number 19227, Jul.
• Drautzburg, Thorsten & Fernández-Villaverde, Jesús & Guerron, Pablo & Oosthuizen, Dick, 2024, "Filtering with Limited Information," CEPR Discussion Papers, Centre for Economic Policy Research, number 19270, Jul.
• Jordà , Oscar & Taylor, Alan M., 2024, "Local projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19378, Aug.
• Inoue, Atsushi & Jordà , Oscar & Kuersteiner, Guido, 2024, "Inference for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19379, Aug.
• Furno, Francesco & Giannone, Domenico, 2024, "Nowcasting Recession Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 19483, Sep.
• Moench, Emanuel & Soofi Siavash, Soroosh, 2024, "Energy-Saving Technology Shocks, Emissions, and the Macroeconomy," CEPR Discussion Papers, Centre for Economic Policy Research, number 19656, Nov.
• Baumeister, Christiane & Huber, Florian & Lee, Thomas K. & Ravazzolo, Francesco, 2024, "Forecasting Natural Gas Prices in Real Time," CEPR Discussion Papers, Centre for Economic Policy Research, number 19669, Nov.
• Goncalves, Silvia & Herrera, Ana Maria & Kilian, Lutz & Pesavento, Elena, 2024, "Nonparametric Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 19684, Nov.
• Andrade, Philippe & Ferroni, Filippo & Melosi, Leonardo, 2024, "Identifying Non-Gaussian Structural Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 19813, Dec.
• Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024, "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, volume 293, issue C, DOI: 10.1016/j.energy.2024.130672.
• Yildirim, Zekeriya & Guloglu, Hasan, 2024, "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132297.
• Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2024, "Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132345.
• Cao, Fangzhi & Su, Chi-Wei & Qin, Meng & Moldovan, Nicoleta-Claudia, 2024, "The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132651.
• Zhang, Xu & Xu, Wenting & Rauf, Abdul & Ozturk, Ilhan, 2024, "Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132655.
• Zhang, Jun & Chen, Donghui, 2024, "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133545.
• Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024, "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102949.
• Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024, "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102991.
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024, "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103045.
• Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024, "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103102.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
• Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Zhao, Mingguo & Park, Hail, 2024, "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103198.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Zabavnik, Darja & Verbič, Miroslav, 2024, "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103283.
• Ren, Xiaohang & Fu, Chenjia & Jin, Chenglu & Li, Yuyi, 2024, "Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103377.
• Marçal, Emerson Fernandes, 2024, "Testing rational expectations in a cointegrated VAR with structural change," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103435.
• Gong, Jue & Wang, Gang-Jin & Xie, Chi & Uddin, Gazi Salah, 2024, "How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103440.
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024, "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103454.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103513.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103578.
• Liu, Peng & Yuan, Ying, 2024, "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103663.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2024, "Systemic risk effects of climate transition on financial stability," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103722.
• Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024, "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103735.
• Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024, "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104765.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2024, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104938.
• Gao, Ting & Wang, Huaiming & Du, Dongying, 2024, "The interdependence structure of cryptocurrencies and Chinese financial assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105086.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024, "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105114.
• Chen, Jinyan & Nie, Chun-Xiao, 2024, "Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105187.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
• Lang, Chunlin & Hu, Yang & Goodell, John W. & Hou, Yang (Greg), 2024, "Connectedness and co-movement between dirty energy, clean energy and global COVOL," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105304.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.