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

• Hałaj, Grzegorz & Hipp, Ruben, 2024, "Decomposing systemic risk: the roles of contagion and common exposures," Working Paper Series, European Central Bank, number 2929, Apr.
• Couaillier, Cyril & Scalone, Valerio, 2024, "Risk-to buffer: setting cyclical and structural banks capital requirements through stress test," Working Paper Series, European Central Bank, number 2966, Aug.
• López, Lucia & Odendahl, Florens & Parraga Rodriguez, Susana & Silgado-Gómez, Edgar, 2024, "The pass-through to inflation of gas price shocks," Working Paper Series, European Central Bank, number 2968, Aug.
• Andres Escayola, Erik & McQuade, Peter & Schroeder, Christofer & Tirpák, Marcel, 2024, "What shapes spillovers from monetary policy shocks in the United States to emerging market economies?," Working Paper Series, European Central Bank, number 2973, Aug.
• Velasco, Sofia, 2024, "Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR," Working Paper Series, European Central Bank, number 2983, Sep.
• Ter Steege, Lucas, 2024, "Variational inference for Bayesian panel VAR models," Working Paper Series, European Central Bank, number 2991, Oct.
• Borgioli, Stefano & Gallo, Giampiero M. & Ongari, Chiara, 2024, "Financial returns, sentiment and market volatility. A dynamic assessment," Working Paper Series, European Central Bank, number 2999, Nov.
• Allayioti, Anastasia & Gόrnicka, Lucyna & Holton, Sarah & Martínez Hernández, Catalina, 2024, "Monetary policy pass-through to consumer prices: evidence from granular price data," Working Paper Series, European Central Bank, number 3003, Dec.
• Thomas Habanabakize & Zandri Dickason-Koekemoer, 2024, "A Comparative Analysis between Intrinsic and Extrinsic Drivers of Inflation," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 36-44, March.
• Md. Monir Khan & Asif Ahmed, 2024, "The Effects of Exchange Rate Fluctuation on Bangladeshi Exports: An ARDL Bound Testing Technique," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 3, pages 125-131, May.
• Silky Vigg Kushwah & Shab Hundal & Payal Goel, 2024, "Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 3, pages 132-139, May.
• Molobe Joyce Ramakgasha & Tshephi Kingsley Thaba & Nengovhela Rudzani, 2024, "Agricultural Production and Agricultural Employment Rate in South Africa: Time Series Analysis Approach," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 148-153, July.
• Christos Christodoulou-Volos & Dikaios Tserkezos, 2024, "The Impact of COVID-19 on the Cypriot Stock Market Dynamics," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 214-221, July.
• à ureo Manuel & Rui Dias & Rosa Galvão & Miguel Varela, 2024, "Analysing Financial Market Integration between Stock and Precious Metals Indices," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 4, pages 222-238, July.
• Siphat Lim & Edman Flores & Casey Barnett, 2024, "Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 5, pages 156-166, September.
• Sara El Aboudi & Youssef Jouali & Mounir El Bakkouchi & Abdellah Echaoui, 2024, "Analyzing the Dynamics of Inflation, Exchange Rates and Economic Growth through the Gini Index: Modeling VAR in Morocco," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 136-144, October.
• Christos Christodoulou-Volos & Dikaios Tserkezos, 2024, "The Impact of COVID-19 and Structural Market Changes on the Greek Stock Market: An Empirical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 320-326, October.
• Loc Dong Truong & Nhien Tuyet Doan & Anh Thi Kim Nguyen, 2024, "The Effects of Geopolitical Risks on Oil Price Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 427-432, January.
• Raúl Clemente Ulloa-de Souza & Luis Adrián González-Quiñonez & Luis Jheovanny Reyna-Tenorio & Patricia Janella Salgado-Ortiz & Byron Fernando Chere-Quiñónez, 2024, "Renewable Energy Development and Employment in Ecuador’s Rural Sector: An Economic Impact Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 464-479, January.
• Nour Fakhreddine & Noura Najia & Abbas Mourad & Wafaa Nasser, 2024, "Asymmetric Effect of Oil Price on Economic Activity: Evidence from Lebanon Using NARDL Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 258-266, March.
• Aynur Pala, 2024, "The Evolution of Commodity Trios Prices and Causality Equation: In Structural Break Perspective," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 335-340, March.
• Bharat Kumar Meher & Abhishek Anand & Sunil Kumar & Ramona Birau & Manohar Sing, 2024, "Effectiveness of Random Forest Model in Predicting Stock Prices of Solar Energy Companies in India," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 426-434, March.
• Yen Nguyen & Son Le & Nam Ngo & Huyen Nguyen, 2024, "Influence of Financial Development on Environmental Quality: Research Results from Developing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 93-101, May.
• Maitham A. Rodhan, 2024, "Macroeconomic Impacts of Oil Price Shocks: Evidence from Iraq by Using Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 162-170, May.
• Ahmad Monir Abdullah & Aini Aman, 2024, "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 216-234, May.
• Rui Dias & Mariana Chambino & Rosa Galvão & Paulo Alexandre & Mohammad Irfan, 2024, "Side Effects and Interactions: Exploring the Relationship between Dirty and Green Cryptocurrencies and Clean Energy Stock Indices," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 411-416, May.
• Mirna Geraldine Cevallos-Mina & Rosalba Mercedes Lara-Tambaco & Carlos Humberto Reyes-Vera & Erick Fabián Mosquera-Quiñonez & José Luis Castillo-Gámez, 2024, "The Effects of Oil Price on Energy Production and the Ecuadorian Economy," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 38-50, May.
• Marwa Elsherif, 2024, "Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 51-69, May.
• Freddy Ronalde Camacho-Villagomez & Yanina Shegia Bajaña-Villagomez & Andrea Johanna Rodríguez-Bustos, 2024, "Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 371-376, July.
• Victor Hugo Puican Rodriguez & Liliana del Carmen Suárez Santa Cruz & Abel Salazar Asalde & Alejandro Alcántara Suyón & Freddy Manuel Camacho Delgado, 2024, "The Effect of Taxes and Tax Refunds on the Economic Activity of the Energy Industry in Peru," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 36-47, July.
• Moustfa Ismael Khaleel & Ahmed Younis Jabbar & Maha Kalai & Rima Aloulou & Kamel Helali, 2024, "An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 66-80, July.
• Mahfuzur Rahman & Ngu Wang Keat & Md Abdul Kaium Masud & Mohamed Albaity, 2024, "Powering Growth: The Dynamic Impact of Renewable Energy on GDP in ASEAN-5," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 118-130, September.
• Osman Murat Telatar & Tugce Adimli, 2024, "Impact of Foreign Direct Investment on Renewable Energy Consumption: Findings from Bootstrap ARDL with a Fourier Function," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 301-310, September.
• Derese Kebede Teklie & Burak DoÄŸan, 2024, "Analyzing the Dynamics: Asymmetric Effects of Economic Growth, Technological Innovation, and Renewable Energy on Carbon Emissions in Africa," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 509-519, September.
• Mohamud Hussein Mohamud & Ali Yusuf Hassan, 2024, "Modelling the Relationship between Air Pollution and Economic Growth in Somalia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 558-565, September.
• Oyerogba Ezekiel & Sunday Olugbenro & Sunday Omojola & Olatunde Wright & Olateju Aregbesola, 2024, "Influence of Board Characteristics on Carbon Emission Disclosure: Evidence from the Nigerian Oil and Gas Sector," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 582-592, September.
• Saleh Mothana Obadi & Matej Korcek, 2024, "The Relationship between Geopolitical Events and the Crude Oil Prices: An Application of ARDL Model," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 85-97, September.
• Aziza Syzdykova & Gulmira Azretbergenova, 2024, "Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 15-23, November.
• Abdikafi Hassan Abdi & Mohamed Ahmed Hashi, 2024, "Fostering a Sustainable Future in Somalia: Examining the Effects of Industrialization, Energy Consumption, and Urbanization on Environmental Sustainability," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 384-394, November.
• Noura Abu Asab, 2024, "Investment Amid Uncertainty: Exchange Rates and Oil Price Dynamics in Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 641-650, November.
• Teg Alam, 2024, "Assessing the Energy Efficiency of Saudi Arabia's Relatively Middle Eastern Countries in the Context of Sustainable Development Goal Seven (SDG7)," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 690-696, November.
• Dmitry Kulikov & Nicolas Reigl, 2024, "The natural rate of unemployment in Estonia: empirical determinants and a new semi-structural model," Bank of Estonia Working Papers, Bank of Estonia, number wp2023-6, Feb, revised 23 Feb 2024.
• Mariam Camarero & Josep Lluís Carrión-i-Silvestre & Cecilio Tamarit, 2024, "Current account determinants in a globalized world," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2410, Sep.
• Kartal, Mustafa Tevfik & Kılıç Depren, Serpil & Ayhan, Fatih & Ulussever, Talat, 2024, "Quantile-based heterogeneous effects of nuclear energy and political stability on the environment in highly nuclear energy-consuming and politically stable countries," Applied Energy, Elsevier, volume 365, issue C, DOI: 10.1016/j.apenergy.2024.123237.
• Padha, Vimarsh & Chaubal, Aditi, 2024, "Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach," Journal of Asian Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.asieco.2023.101674.
• Luangaram, Pongsak & Wongpunya, Nipit, 2024, "The effect of trade openness and exchange rate on inflation targeting in Thailand," Journal of Asian Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.asieco.2024.101733.
• Maitra, Biswajit & Hossain, Tafajul, 2024, "Exploring price level trajectory in India: Does it validate the fiscal theory of price level?," Journal of Asian Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.asieco.2024.101740.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg), 2024, "Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100889.
• Qin, Meng & Su, Ai-Hsuan & Li, Ruifeng & Su, Chi-Wei, 2024, "Speculation, climate or pandemic: Who drives the Chinese herbal medicine bubbles?," China Economic Review, Elsevier, volume 87, issue C, DOI: 10.1016/j.chieco.2024.102213.
• Ziegenbein, Alexander, 2024, "When are tax multipliers large?," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104785.
• Klieber, Karin, 2024, "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104800.
• De Lipsis, Vincenzo & Agnolucci, Paolo, 2024, "Climate change and the US wheat commodity market," Journal of Economic Dynamics and Control, Elsevier, volume 161, issue C, DOI: 10.1016/j.jedc.2024.104823.
• Cordoni, Francesco & Dorémus, Nicolas & Moneta, Alessio, 2024, "Identification of vector autoregressive models with nonlinear contemporaneous structure," Journal of Economic Dynamics and Control, Elsevier, volume 162, issue C, DOI: 10.1016/j.jedc.2024.104852.
• Brignone, Riccardo & Gonzato, Luca, 2024, "Exact simulation of the Hull and White stochastic volatility model," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104861.
• Li, Mengheng & Mendieta-Muñoz, Ivan, 2024, "Dynamic hysteresis effects," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104870.
• Huang, Yu-Fan & Liao, Wenting & Luo, Sui & Ma, Jun, 2024, "Financial conditions, macroeconomic uncertainty, and macroeconomic tail risks," Journal of Economic Dynamics and Control, Elsevier, volume 163, issue C, DOI: 10.1016/j.jedc.2024.104871.
• Laumer, Sebastian & Violaris, Andreas-Entony, 2024, "Unconventional monetary policy and policy foresight," Journal of Economic Dynamics and Control, Elsevier, volume 164, issue C, DOI: 10.1016/j.jedc.2024.104882.
• Caravello, Tomás E. & Driffill, John & Kenc, Turalay & Sola, Martin, 2024, "On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104919.
• Xu, Jing & Yang, Peiquan, 2024, "Pairs trading with costly short-selling," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104941.
• Kristensen, Dennis & Lee, Young Jun & Mele, Antonio, 2024, "Closed-form approximations of moments and densities of continuous–time Markov models," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.104948.
• Fève, Patrick & Moura, Alban, 2024, "Frictionless house-price momentum," Journal of Economic Dynamics and Control, Elsevier, volume 168, issue C, DOI: 10.1016/j.jedc.2024.105000.
• Wang, Hai-Jie & Zheng, Mei-Qi & Yin, Hua-Tang & Chang, Chun-Ping, 2024, "Green innovation, industrial structure and urban eco-efficiency in Chinese cities," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 1011-1024, DOI: 10.1016/j.eap.2024.04.028.
• Zhang, Xiuqi & Meng, Xiangyu & Su, Chi Wei, 2024, "The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?," Economic Analysis and Policy, Elsevier, volume 82, issue C, pages 377-388, DOI: 10.1016/j.eap.2024.03.014.
• Martin-Valmayor, Miguel A. & Carmona-González, Nieves & Sánchez-Martín, María-Pilar & Gil-Alana, Luis A., 2024, "Persistence in sovereign debt during the past two centuries: Evidence for the US and the largest European economies," Economic Analysis and Policy, Elsevier, volume 83, issue C, pages 390-403, DOI: 10.1016/j.eap.2024.06.012.
• Lubello, Federico & Rouabah, Abdelaziz, 2024, "Securitization, shadow banking system and macroprudential regulation: A DSGE approach," Economic Modelling, Elsevier, volume 131, issue C, DOI: 10.1016/j.econmod.2023.106603.
• Buncic, Daniel, 2024, "Econometric issues in the estimation of the natural rate of interest," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2023.106641.
• Sadaba, Barbara & Vujić, Sunčica & Maier, Sofia, 2024, "Characterizing the schooling cycle," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106649.
• Agboola, Emmanuel & Chowdhury, Rosen & Yang, Bo, 2024, "Oil price fluctuations and their impact on oil-exporting emerging economies," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106665.
• Liu, Ying & Wen, Long & Liu, Han & Song, Haiyan, 2024, "Predicting tourism recovery from COVID-19: A time-varying perspective," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106706.
• Greenwood-Nimmo, Matthew & Kočenda, Evžen & Nguyen, Viet Hoang, 2024, "Detecting statistically significant changes in connectedness: A bootstrap-based technique," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106843.
• Beverly, Josh & Stewart, Shamar L. & Neill, Clinton L., 2024, "What drives labor force participation rate variability? The case of West Virginia," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106861.
• Xu, Danyang & Corbet, Shaen & Lang, Chunlin & Hu, Yang, 2024, "Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106864.
• Dufrénot, Gilles & Ginn, William & Pourroy, Marc, 2024, "Climate pattern effects on global economic conditions," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106920.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2024, "Volatility spillovers across the spot and futures oil markets after news announcements," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102002.
• Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024, "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102032.
• Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda, 2024, "Interplay of multifractal dynamics between shadow policy rates and energy markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102085.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024, "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102126.
• Joo, Young C. & Park, Sung Y., 2024, "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102127.
• Villamor, Enrique & Olivares, Pablo, 2024, "Pricing exchange options under stochastic correlation," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102153.
• Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2024, "Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102175.
• Maki, Daiki, 2024, "Evaluation of volatility spillovers for asymmetric realized covariance," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102177.
• Zhou, Donghai & Liu, Xiaoxing & Tang, Chun, 2024, "Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102192.
• Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong, 2024, "Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102215.
• Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024, "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102225.
• Audrino, Francesco & Serwart, Jan, 2024, "Yield curve trading strategies exploiting sentiment data," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102226.
• Tunc, Ahmet, 2024, "ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102243.
• Caraiani, Petre & Călin, Adrian Cantemir, 2024, "The comovement of bubbles’ responses to monetary policy shocks," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102244.
• Zhou, You & Lin, Lichao & Huang, Ziling, 2024, "Diversification value of green Bonds: Fresh evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102254.
• Drautzburg, Thorsten, 2024, "A structural approach to combining external and DSGE model forecasts," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111538.
• Stolbov, Mikhail & Shchepeleva, Maria & Parfenov, Daniil, 2024, "The systemic risk-uncertainty-real economic activity nexus: What is beyond median estimation?," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111550.
• Dubbert, Tore & Kempa, Bernd, 2024, "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111583.
• Laumer, Sebastian & Morais Santos, Italo, 2024, "The impact of monetary policy shocks — Do not rule out central bank information effects or economic news," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111634.
• Liao, Wenting & Sheng, Xin & Gupta, Rangan & Karmakar, Sayar, 2024, "Extreme weather shocks and state-level inflation of the United States," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111714.
• Hahn, Jinyong & Liao, Zhipeng & Liu, Nan & Sheng, Shuyang, 2024, "Some finite-sample results on the Hausman test," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111721.
• Drossidis, Theo & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024, "The distributional effects of oil supply news shocks," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111769.
• Jiang, Shifu, 2024, "The effect of monetary policies on inflation: A fiscal perspective," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111805.
• Yang, Bohan & Wang, Bin, 2024, "The time-varying U.S. treasury bond demand elasticity," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111806.
• Krippner, Leo, 2024, "Specifying and estimating vector autoregressions using their eigensystem representation," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111811.
• Barci, Giovanni, 2024, "Smooth-transition SVAR and external instrument: Insights on the identifying assumptions," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111902.
• Gründler, Daniel, 2024, "Does the inflation pass-through of gasoline price shocks depend on the level of inflation?," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111928.
• Forneron, Jean-Jacques, 2024, "Detecting identification failure in moment condition models," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105552.
• Zhou, Weilun & Gao, Jiti & Harris, David & Kew, Hsein, 2024, "Semi-parametric single-index predictive regression models with cointegrated regressors," Journal of Econometrics, Elsevier, volume 238, issue 1, DOI: 10.1016/j.jeconom.2023.105577.
• Angelini, Giovanni & Cavaliere, Giuseppe & Fanelli, Luca, 2024, "An identification and testing strategy for proxy-SVARs with weak proxies," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105604.
• Casini, Alessandro, 2024, "The fixed-b limiting distribution and the ERP of HAR tests under nonstationarity," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105625.
• Lange, Rutger-Jan, 2024, "Bellman filtering and smoothing for state–space models," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105632.
• Antolín-Díaz, Juan & Drechsel, Thomas & Petrella, Ivan, 2024, "Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105634.
• Campos-Martins, Susana & Hendry, David F., 2024, "Common volatility shocks driven by the global carbon transition," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.05.008.
• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105494.
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2024, "An autocovariance-based learning framework for high-dimensional functional time series," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.01.007.
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024, "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.02.015.
• Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024, "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105671.
• Han, Sukjin & Yang, Shenshen, 2024, "A computational approach to identification of treatment effects for policy evaluation," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105680.
• Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu, 2024, "Maximum likelihood estimation of latent Markov models using closed-form approximations," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.09.001.
• Funovits, Bernd, 2024, "Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105766.
• Casini, Alessandro & Perron, Pierre, 2024, "Prewhitened long-run variance estimation robust to nonstationarity," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105794.
• Hou, Chenghan, 2024, "Large Bayesian SVARs with linear restrictions," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105850.
• Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii, 2024, "Estimating option pricing models using a characteristic function-based linear state space representation," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105864.
• Gonçalves, Sílvia & Herrera, Ana María & Kilian, Lutz & Pesavento, Elena, 2024, "State-dependent local projections," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105702.
• Li, Dake & Plagborg-Møller, Mikkel & Wolf, Christian K., 2024, "Local projections vs. VARs: Lessons from thousands of DGPs," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105722.
• Inoue, Atsushi & Rossi, Barbara & Wang, Yiru, 2024, "Local projections in unstable environments," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105726.
• Gorgi, Paolo & Koopman, Siem Jan & Schaumburg, Julia, 2024, "Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105750.
• Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M., 2024, "Scenario-based quantile connectedness of the U.S. interbank liquidity risk network," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105786.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024, "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105803.
• Christensen, Bent Jesper & Neri, Luca & Parra-Alvarez, Juan Carlos, 2024, "Estimation of continuous-time linear DSGE models from discrete-time measurements," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105871.
• Bruns, Martin & Keweloh, Sascha A., 2024, "Testing for strong exogeneity in Proxy-VARs," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105876.
• Brock, William A. & Miller, J. Isaac, 2024, "Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing," Journal of Econometrics, Elsevier, volume 245, issue 1, DOI: 10.1016/j.jeconom.2024.105885.
• Armillotta, Mirko & Gorgi, Paolo, 2024, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105894.
• Guisinger, Amy Y. & Owyang, Michael T. & Soques, Daniel, 2024, "Industrial Connectedness and Business Cycle Comovements," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 132-149, DOI: 10.1016/j.ecosta.2021.08.004.
• Psaradakis, Zacharias & Sola, Martin, 2024, "Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 49-63, DOI: 10.1016/j.ecosta.2021.04.007.
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024, "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 15-35, DOI: 10.1016/j.ecosta.2021.08.006.
• Antoine, Bertille & Renault, Eric, 2024, "GMM with Nearly-Weak Identification," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 36-59, DOI: 10.1016/j.ecosta.2021.10.010.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 57-72, DOI: 10.1016/j.ecosta.2021.07.008.
• Liu, Tie-Ying & Ma, Jun-Teng, 2024, "Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach," Economic Systems, Elsevier, volume 48, issue 1, DOI: 10.1016/j.ecosys.2023.101152.
• Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024, "The international impact of a fragile EMU," European Economic Review, Elsevier, volume 161, issue C, DOI: 10.1016/j.euroecorev.2023.104647.
• Hasan, Iftekhar & Kwak, Boreum & Li, Xiang, 2024, "Financial technologies and the effectiveness of monetary policy transmission," European Economic Review, Elsevier, volume 161, issue C, DOI: 10.1016/j.euroecorev.2023.104650.
• Colombo, Emilio & Furceri, Davide & Pizzuto, Pietro & Tirelli, Patrizio, 2024, "Public expenditure multipliers and informality," European Economic Review, Elsevier, volume 164, issue C, DOI: 10.1016/j.euroecorev.2024.104703.
• Goodhead, Robert, 2024, "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, volume 164, issue C, DOI: 10.1016/j.euroecorev.2024.104716.
• Forni, Mario & Gambetti, Luca & Maffei-Faccioli, Nicolò & Sala, Luca, 2024, "The effects of monetary policy on macroeconomic risk," European Economic Review, Elsevier, volume 167, issue C, DOI: 10.1016/j.euroecorev.2024.104789.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2024, "The asymmetric effects of temperature shocks on inflation in the largest euro area countries," European Economic Review, Elsevier, volume 168, issue C, DOI: 10.1016/j.euroecorev.2024.104805.
• Pagliari, Maria Sole, 2024, "Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies," European Economic Review, Elsevier, volume 168, issue C, DOI: 10.1016/j.euroecorev.2024.104817.
• Mumtaz, Haroon & Theophilopoulou, Angeliki, 2024, "The distributional effects of climate change. An empirical analysis," European Economic Review, Elsevier, volume 169, issue C, DOI: 10.1016/j.euroecorev.2024.104828.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2024, "Labour at risk," European Economic Review, Elsevier, volume 170, issue C, DOI: 10.1016/j.euroecorev.2024.104849.
• Hernández, Juan R. & Ventosa-Santaulària, Daniel & Valencia, J. Eduardo, 2024, "Global supply chain inflationary pressures and monetary policy in Mexico," Emerging Markets Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.ememar.2023.101089.
• Yujia, Li & Zixiang, Zhu & Ming, Che, 2024, "Exploring the relationship between China's economic policy uncertainty and business cycles: Exogenous impulse or endogenous responses?," Emerging Markets Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.ememar.2023.101090.
• Balcilar, Mehmet & Usman, Ojonugwa & Duman, Gazi Murat, 2024, "Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101186.
• Wang, Haibo & Sua, Lutfu S. & Huang, Jun & Ortiz, Jaime & Alidaee, Bahram, 2024, "Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101217.
• Dark, Jonathan, 2024, "An adaptive long memory conditional correlation model," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101463.
• Smith, Geoffrey Peter, 2024, "Why do firms with no leverage still have leverage and volatility feedback effects?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101516.
• Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
• Balash, Vladimir & Faizliev, Alexey, 2024, "Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107202.
• Mignon, Valérie & Saadaoui, Jamel, 2024, "How do political tensions and geopolitical risks impact oil prices?," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107219.
• Li, Tianyu & Yue, Xiao-Guang & Qin, Meng & Norena-Chavez, Diego, 2024, "Towards Paris Climate Agreement goals: The essential role of green finance and green technology," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107273.
• Naeem, Muhammad Abubakr & Gul, Raazia & Shafiullah, Muhammad & Karim, Sitara & Lucey, Brian M., 2024, "Tail risk spillovers between Shanghai oil and other markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107182.
• Phella, Anthoulla & Gabriel, Vasco J. & Martins, Luis F., 2024, "Predicting tail risks and the evolution of temperatures," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2023.107286.
• Perdichizzi, Salvatore & Buchetti, Bruno & Cicchiello, Antonella Francesca & Dal Maso, Lorenzo, 2024, "Carbon emission and firms’ value: Evidence from Europe," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107324.
• Elder, John & Payne, James E., 2024, "Oil price uncertainty shocks and the gender gap in U.S. unemployment," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107338.
• Storrøsten, Halvor Briseid, 2024, "U.S. light tight oil supply flexibility - A multivariate dynamic model for production and rig activity," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107386.
• Darandary, Abdulelah & Mikayilov, Jeyhun I. & Soummane, Salaheddine, 2024, "Impacts of electricity price reform on Saudi regional fuel consumption and CO2 emissions," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107400.
• Qin, Meng & Hu, Wei & Qi, Xinzhou & Chang, Tsangyao, 2024, "Do the benefits outweigh the disadvantages? Exploring the role of artificial intelligence in renewable energy," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107403.
• Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024, "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107468.
• Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024, "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107469.
• Zhong, Yufei & Chen, Xuesheng & Wang, Zhixian & Lin, Regina Fang-Ying, 2024, "The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107479.
• Herwartz, Helmut & Theilen, Bernd & Wang, Shu, 2024, "Unraveling the structural sources of oil production and their impact on CO2 emissions," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107488.
• Hasanli, Mübariz, 2024, "Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107510.
• Cao, Fangzhi & Su, Chi-Wei & Sun, Dian & Qin, Meng & Umar, Muhammad, 2024, "U.S. monetary policy: The pushing hands of crude oil price?," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107555.
• Blazsek, Szabolcs & Escribano, Alvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107591.
• Gu, Jianqiang & Wu, Zhan & Song, Yubing & Nicolescu, Ana-Cristina, 2024, "A win-win relationship? New evidence on artificial intelligence and new energy vehicles," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107613.
• Wei, Yu & Shi, Chunpei & Zhou, Chunyan & Wang, Qian & Liu, Yuntong & Wang, Yizhi, 2024, "Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107709.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107750.
• Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024, "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107760.
• Deng, Sinan & Inekwe, John & Smirnov, Vladimir & Wait, Andrew & Wang, Chao, 2024, "Seasonality in deep learning forecasts of electricity imbalance prices," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107770.
• Shao, Chengwu & Bhar, Ramaprasad & Colwell, David B. & Sheng, Ni & Wei, Xinyang, 2024, "Variance dynamics and term structure of the natural gas market," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107780.
• Wang, Jianuo & Enilov, Martin & Kizys, Renatas, 2024, "Does M&A activity spin the cycle of energy prices?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107781.
• Zhang, Bo & Nguyen, Bao H. & Sun, Chuanwang, 2024, "Forecasting oil prices: Can large BVARs help?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107805.
• Ouyang, Ruolan & Pei, Tiancheng & Fang, Yi & Zhao, Yang, 2024, "Commodity systemic risk and macroeconomic predictions," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107807.
• Padhan, Hemachandra & Kocoglu, Mustafa & Tiwari, Aviral Kumar & Haouas, Ilham, 2024, "Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107845.
• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024, "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107867.
• Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024, "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107908.
• Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024, "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107922.
• Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024, "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108012.
• Ghaemi Asl, Mahdi & Ben Jabeur, Sami & Nammouri, Hela & Bel Hadj Miled, Kamel, 2024, "Dynamic connectedness of quantum computing, artificial intelligence, and big data stocks on renewable and sustainable energy," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108017.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108019.

2023

• Marín Díazaraque, Juan Miguel & Lopes Moreira da Veiga, María Helena, 2023, "Shock-triggered asymmetric response stochastic volatility," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 36569, Feb.
• González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023, "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37968, Jul.
• Nielsen, Morten Ørregaard & Seo, Won-Ki & Seong, Dakyung, 2023, "Inference On The Dimension Of The Nonstationary Subspace In Functional Time Series," Econometric Theory, Cambridge University Press, volume 39, issue 3, pages 443-480, June.
• Elstner, Steffen & Rujin, Svetlana, 2023, "The consequences of US technology changes for productivity in advanced economies," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 3, pages 718-742, April.
• Chan, Joshua C.C. & Wemy, Edouard, 2023, "An unobserved components model of total factor productivity and the relative price of investment," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 5, pages 1397-1423, July.
• Gupta, Rangan & Ma, Jun & Theodoridis, Konstantinos & Wohar, Mark E., 2023, "Is there a national housing market bubble brewing in the United States?," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 8, pages 2191-2228, December.
• Nektarios A. Michail & Kyriaki G. LouKa, 2023, "The inefficiency of Quantitative Easing in the Euro Area," Working Papers, Central Bank of Cyprus, number 2023-3, Oct.
• Konstantin A. Kholodilin & Malte Rieth, 2023, "Immobilienmarkt im Krisenmodus: Die Kaufpreise fallen, aber die Mieten steigen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 90, issue 51/52, pages 753-762.
• Martin Bruns & Helmut Lütkepohl, 2023, "Have the Effects of Shocks to Oil Price Expectations Changed?: Evidence from Heteroskedastic Proxy Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2036.
• Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023, "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2037.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," Working Papers, DNB, number 789, Aug.
• Francisco Serranito & Philipp RODERWEIS & Jamel Saadaoui, 2023, "Is Quantitative Easing Productive? The Role of Bank Lending in the Monetary Transmission Process," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-17.
• Francisco Serranito & Nicolas Himounet & Julien Vauday, 2023, "Uncertainty is bad for Business. Really?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-26.
• Valérie Mignon & Jamel Saadaoui, 2023, "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-28.
• László KÓNYA, 2023, "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 33-56.
• Andres Escayola, Erik & McQuade, Peter & Schroeder, Christofer & Tirpák, Marcel, 2023, "What shapes spillovers from US monetary policy shocks to emerging market economies?," Economic Bulletin Boxes, European Central Bank, volume 2.
• Motto, Roberto & Montes-Galdón, Carlos & Ristiniemi, Annukka & Saint Guilhem, Arthur & Zimic, Srečko & Darracq Pariès, Matthieu, 2023, "A model-based assessment of the macroeconomic impact of the ECB’s monetary policy tightening since December 2021," Economic Bulletin Boxes, European Central Bank, volume 3.