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

• Mohammad R. Jahan-Parvar & Charles Knipp & Pawel J. Szerszen, 2024, "Trend-Cycle Decomposition and Forecasting Using Bayesian Multivariate Unobserved Components," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-100, Dec, DOI: 10.17016/FEDS.2024.100.
• Hie Joo Ahn & Jeremy B. Rudd, 2024, "(Re-)Connecting Inflation and the Labor Market: A Tale of Two Curves," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-050r1, Jul, revised 28 May 2025, DOI: 10.17016/FEDS.2024.050r1.
• Matteo Barigozzi & Matteo Luciani, 2024, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-086, Oct, DOI: 10.17016/FEDS.2024.086.
• Matteo Barigozzi & Claudio Lissona & Matteo Luciani, 2024, "Measuring the Euro Area Output Gap," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-099, Dec, DOI: 10.17016/FEDS.2024.099.
• Marie Hogan & Laura E. Jackson & Michael T. Owyang, 2024, "Measuring The Effect of Shocks on Inequality: It's All About the Data," Working Papers, Federal Reserve Bank of St. Louis, number 2024-021, Aug, revised 10 Oct 2025, DOI: 10.20955/wp.2024.021.
• Marco Del Negro & Keshav Dogra & Aidan Gleich & Pranay Gundam & Donggyu Lee & Ramya Nallamotu & Brian Pacula, 2024, "The New York Fed DSGE Model: A Post-Covid Assessment," Staff Reports, Federal Reserve Bank of New York, number 1082, Jan, DOI: 10.59576/sr.1082.
• Martín Almuzara & Víctor Sancibrián, 2024, "Micro Responses to Macro Shocks," Staff Reports, Federal Reserve Bank of New York, number 1090, Mar, DOI: 10.59576/sr.1090.
• Garik A. Petrosyan & Narek N. Karapetyan & Andranik A. Margaryan & Aleksei N. Sokolov & Irina I. Yakovleva & Anton I. Votinov, 2024, "Bayesian Approach to Forecasting Aggregate Taxes of the Republic of Armenia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 51-67, June, DOI: 10.31107/2075-1990-2024-3-51-67.
• Giulio Cifarelli & Paolo Paesani, 2024, "On the Relevance of the Purchasing Power Hypothesis as a Determinant of Exchange Rate Equilibrium in the Post WWI French Franc Floating Exchange Rate Period," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2024_24.rdf.
• Ștefan Rusu & Marcel Ioan Boloș & Marius Leordeanu, 2024, "Comparative analysis of regression models for stock price prediction: Linear, support vector, polynomial, and LASSO," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 17, pages 143-156, November, DOI: 10.55654/JFS.2024.9.17.09.
• Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024, "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, volume 6, issue 4, pages 1-16, October.
• Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Mathematics, MDPI, volume 12, issue 18, pages 1-26, September.
• Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova & Junior Maih, 2024, "On Bayesian Filtering for Markov Regime Switching Models," Working Papers, Business School - Economics, University of Glasgow, number 2024_01, Feb.
• Maretha Roseline Syahnie & Muhammad Ryan Sanjaya, 2024, "Financing MSMEs in Indonesia: Credit and Financial Inclusion," Gadjah Mada Economics Working Paper Series, Department of Economics, Faculty of Economics and Business, Universitas Gadjah Mada, number 202407007, Jul.
• Tobias Eibinger & Hans Manner & Karl Steininger, 2024, "Shifting Gears? The Impact of Austria's Transport Policy Mix on CO2 Emissions from Passenger Cars," Graz Economics Papers, University of Graz, Department of Economics, number 2024-10, Apr.
• Valérie Mignon & Jamel Saadaoui, 2024, "How Do Political Tensions and Geopolitical Risks Impact Oil Prices?," Post-Print, HAL, number hal-04436186.
• Etienne Fakaba Sissoko & Khalid Dembele & Abdoulaye Maiga & Tahirou Tangara, 2024, "Challenges and Perspectives: Understanding the Labyrinth of Unemployment in Mali (1991-2022)
  [Défis et Perspectives : Comprendre le Labyrinthe du Chômage au Mali (1991 -2022)]," Post-Print, HAL, number hal-04511919, DOI: 10.5281/zenodo.10658398.
• Etienne Fakaba Sissoko & Khalid Dembele & Abdoulaye Maiga & Tahirou Tangara, 2024, "CHALLENGES AND PERSPECTIVES: Understanding the Labyrinth of Unemployment in Mali (1991-2022)
  [Défis et Perspectives : Comprendre le Labyrinthe du Chômage au Mali (1991 -2022)]," Post-Print, HAL, number hal-04511937, DOI: 10.5281/zenodo.10658398.
• Volker Seiler, 2024, "The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain," Post-Print, HAL, number hal-04549980, Jun, DOI: 10.1016/j.qref.2024.03.007.
• Hassani Bouhassoun, 2024, "Evaluating The Effectiveness Of The Exchange Rate-Channel In Transmitting The Impact Of Monetary Policy To Inflation In Algeria," Post-Print, HAL, number hal-04678430, Jun.
• I. Abid & R. Benkraiem & H. Mzoughi & C. Urom, 2024, "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Post-Print, HAL, number hal-04681726, Mar, DOI: 10.1016/j.intfin.2024.101948.
• Patrick Fève & Alban Moura, 2024, "Frictionless house-price momentum," Post-Print, HAL, number hal-04810404, Nov, DOI: 10.1016/j.jedc.2024.105000.
• Gilles Dufrénot & William Ginn & Marc Pourroy, 2024, "Climate pattern effects on global economic conditions," Post-Print, HAL, number hal-04828849, Dec, DOI: 10.1016/j.econmod.2024.106920.
• Mabruk Syed Billah Mabruk Syed & Sinda Hadhri & Faruk Balli & Mohammad Sahabuddin, 2024, "Exploring the dynamic links, implications for hedging and investment strategies between sukuk and commodity market volatility: Evidence from country level analysis," Post-Print, HAL, number hal-05150184, Mar, DOI: 10.1016/j.iref.2024.03.011.
• Oussama Houari & Hamza Bennani & Quentin Bro de Comères, 2024, "Climate Risks and Economic Activity in France: Evidence from Media Coverage," Working Papers, HAL, number hal-04565978, May.
• Cécile Couharde & Carl Grekou & Valérie Mignon & Florian Morvillier, 2024, "Reconciling contrasting views on the growth effect of currency undervaluations," Working Papers, HAL, number hal-04568924.
• Tiziana Assenza & Fabrice Collard & Patrick Fève & Stefanie Huber, 2024, "From Buzz to Bust: How Fake News Shapes the Business Cycle," Working Papers, HAL, number hal-04958375, Mar.
• Dierkes, Maik & Fitter, Krischan & Sibbertsen, Philipp, 2024, "Monitoring Breaks in Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-728, Nov.
• Dittmann, Bente & Lauter, Tobias & Prokopczuk, Marcel & Sibbertsen, Philipp, 2024, "What Determines the Price of Carbon? New Evidence From Phase III and IV of the EU ETS," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-732, Dec.
• Kreye, Tom Jannik, 2024, "Testing for fractional cointegration in subsamples by allowing for structural breaks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-733, Dec.
• Tea Šestanović, 2024, "A Comprehensive Approach To Bitcoin Forecasting Using Neural Networks," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 75, issue 1, pages 62-85, DOI: 10.32910/ep.75.1.3.
• Alibey Kudar, 2024, "The impact of foreign direct investment, bank credit and current account balance on economic growth on the basis of income level," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 75, issue 4, pages 311-329, DOI: 10.32910/ep.75.4.2.
• Karlsson, Sune & Kiss, Tamás & Nguyen, Hoang & Österholm, Pär, 2024, "US Interest Rates: Are Relations Stable?," Working Papers, Örebro University, School of Business, number 2024:3, Mar.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang & Österholm, Pär, 2024, "VAR Models with Fat Tails and Dynamic Asymmetry," Working Papers, Örebro University, School of Business, number 2024:8, Oct.
• Bårdsen, Gunnar & Nymoen, Ragnar, 2024, "U.S. wage-price dynamics, before, during and after COVID-19, through the lens of an empirical econometric model," Memorandum, Oslo University, Department of Economics, number 1/2024, Jun.
• Christensen, Jens H. E. & Zhang, Xin, 2024, "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 434, Apr, revised 01 Aug 2025.
• Lenza, Michele & Savoia, Ettore, 2024, "Do we need firm data to understand macroeconomic dynamics?," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 438, Jul, revised 01 Apr 2026.
• Linderoth, Gabriella & Meuller, Malte, 2024, "Inflation-Dependent Exchange Rate Pass-Through in Sweden: Insights from a Logistic Smooth Transition VAR Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 439, Aug.
• MORITA, Hiroshi, 2024, "New Approach to Estimating the Productivity of Public Capital : Evidence from 22 OECD Countries," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-141, Oct.
• NAM, Deokwoo & LI, Xiaole, 2024, "The Stimulative Effects of Anticipated Government Spending Expansions : Evidence from Survey Forecasts," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 65, issue 1, pages 1-31, June, DOI: 10.15057/hje.2024001.
• Bjarni G. Einarsson, 2024, "Online Monitoring of Policy Optimality," Economics, Department of Economics, Central bank of Iceland, number wp95, Apr.
• Bjarni G. Einarsson, 2024, "Testing optimal monetary policy in a currency union," Economics, Department of Economics, Central bank of Iceland, number wp96, Aug.
• Thorarinn Petursson, 2024, "Extracting inflation expectations and risk premia from the breakeven inflation rate in Iceland," Economics, Department of Economics, Central bank of Iceland, number wp97, Oct.
• Satish Kumar & Amar Rao, 2024, "Assessing and Mitigating the Impact of Geopolitical Risk Uncertainty on the Indian Financial Sector: A Policy Perspective," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue 3, pages 483-526, July, DOI: https://doi.org/10.59091/2460-9196..
• Chi Wei Su & Meng Qin, 2024, "Unravelling Dynamics and Connectedness: Distinguishing the Influence of Sustainable Finance and Artificial Intelligence on Energy Sustainability in China," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue 4, pages 741-766, December, DOI: https://doi.org/10.59091/2460-9196..
• Kaustubh & Soumya Bhadury & Saurabh Ghosh, 2024, "Reinvigorating GVA Nowcasting in the Post-pandemic Period: A Case Study for India," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue Spesial I, pages 95-130, February, DOI: https://doi.org/10.59091/2460-9196..
• Vogelsang, Timothy J. & Wagner, Martin, 2024, "Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 53, Apr.
• Veldhuis, Sebastian & Wagner, Martin, 2024, "Integrated Modiï¬ ed Least Squares Estimation and (Fixed-b) Inference for Systems of Cointegrating Multivariate Polynomial Regressions," IHS Working Paper Series, Institute for Advanced Studies, number 54, May.
• Roberto A. De Santis, 2024, "Supply Chain Disruption and Energy Supply Shocks: Impact on Euro-Area Output and Prices," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 2, pages 193-235, April.
• Mahir Binici & Samuele Centorrino & Serhan Cevik & Gyowon Gwon, 2024, "Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 2, pages 237-290, April.
• Frank Schorfheide & Dongho Song, 2024, "Real-Time Forecasting with a (Standard) Mixed-Frequency VAR During a Pandemic," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 4, pages 275-320, October.
• Lukas Boer & Malte Rieth, 2024, "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," IMF Working Papers, International Monetary Fund, number 2024/013, Jan.
• Lukas Boer & Mr. Jaewoo Lee, 2024, "Dominant Drivers of Current Account Dynamics," IMF Working Papers, International Monetary Fund, number 2024/092, Apr.
• Cuauhtemoc Calderon-Villarreal & Leticia Hernández-Bielma, 2024, "Disparidades en el Crecimiento Económico entre China y México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 3, pages 1-23, Julio - S.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2024, "Price Discovery via Long-run Forecast," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2024-2, Aug.
• Yoosoon Chang & J. Isaac Miller & Joon K. Park, 2024, "Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2024-007 Classification-E, Jul.
• Enja Erker, 2024, "Forecasting medical inflation in the European Union using the ARIMA model," Public Sector Economics, Institute of Public Finance, volume 48, issue 1, pages 39-56, DOI: 10.3326/pse.48.1.2.
• Ricardo Barradas & João Alcobia, 2024, "Determinants Of The Portuguese External Imbalances: The Lens Of Post-Keynesian Economics," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0334, Jul.
• António Afonso & Daniel Loureiro, 2024, "Fiscal Policy Spillovers in the Euro Area - a new assessment," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0347, Oct.
• Mehmet Emre Ünsal, 2024, "Causalities Between Exports, Imports, and Total Factor Productivity in Developing Countries: The Case of Türkiye, Brazil, India, and South Africa," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 2, pages 186-203, July, DOI: 10.26650/JEPR1394692.
• Nimet Melis Esenyel İçen, 2024, "Investigation of Parabolic Relationship Between Financial Development and Income Inequality using U Test: Analysis of Financial Curve in Türkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 2, pages 355-369, July, DOI: 10.26650/JEPR1490883.
• Krekel, Christian & Srisuma, Sorawoot, 2024, "Talking Therapy: Impacts of a Nationwide Mental Health Service in England," IZA Discussion Papers, IZA Network @ LISER, number 16839, Mar.
• Congregado, Emilio & Fossen, Frank M. & Rubino, Nicola & Troncoso, David, 2024, "Long-Term Effects of Shocks on New Opportunity and Necessity Entrepreneurship," IZA Discussion Papers, IZA Network @ LISER, number 16930, Apr.
• Zongwu Cai & Ying Fang & Dingshi Tian, 2024, "CAViaR Model Selection Via Adaptive Lasso," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202403, Jan, revised Jan 2024.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024, "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, volume 20, issue 1, pages 1-43, March, DOI: 10.1007/s10436-023-00436-z.
• Xiangyu Chen & Jittima Tongurai & Pattana Boonchoo, 2024, "Revisiting China’s Commodity Futures Market Amid the Main Waves of COVID-19 Pandemics," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 4, pages 1035-1063, December, DOI: 10.1007/s10690-023-09440-9.
• Libo Xu, 2024, "On the WTI-WCS Oil Price Differential," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 52, issue 2, pages 67-77, September, DOI: 10.1007/s11293-024-09801-3.
• Peter J. Zeitsch, 2024, "Convertible Bond Arbitrage Smart Beta," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 1, pages 159-192, January, DOI: 10.1007/s10614-022-10335-6.
• Maolin Cheng & Bin Liu, 2024, "Quarterly Data Forecasting Method Based on Extended Grey GM(2, 1, Σsin) Model and Its Application in China’s Quarterly GDP Forecasting," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2385-2412, October, DOI: 10.1007/s10614-023-10518-9.
• Sharif Mozumder & Mohammad Zoynul Abedin & Raad Lalon & Amjad Hossain, 2024, "Which User-Friendly Model is the Best for BASEL-III? An Emerging Market Study," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3049-3086, November, DOI: 10.1007/s10614-023-10545-6.
• Jingbing Sun & Youmu Xie & Sheng Zhou & Jiali Dan, 2024, "RETRACTED ARTICLE: The role of solar energy in achieving net-zero emission and green growth: a global analysis," Economic Change and Restructuring, Springer, volume 57, issue 2, pages 1-16, April, DOI: 10.1007/s10644-024-09641-w.
• Wenqiang Zhu & Shouwei Li, 2024, "Nonlinear effects of climate risks on climate-sensitive sectors," Economic Change and Restructuring, Springer, volume 57, issue 5, pages 1-31, October, DOI: 10.1007/s10644-024-09751-5.
• Yushi Xu & Baifan Chen & Jionghao Huang & Qingsha Hu & Shuning Kong, 2024, "Time–frequency connectedness between heterogeneous oil price shocks and inflation: a comparative analysis of developed and emerging economies," Economic Change and Restructuring, Springer, volume 57, issue 6, pages 1-42, December, DOI: 10.1007/s10644-024-09836-1.
• Maria Malmierca-Ordoqui & Luis A. Gil-Alana & Lorenzo Bermejo, 2024, "Private and public debt convergence: a fractional cointegration approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 1, pages 161-183, February, DOI: 10.1007/s10663-023-09594-9.
• Guglielmo Maria Caporale & Abdurrahman Nazif Çatık & Mohamad Husam Helmi & Coşkun Akdeniz & Ali İlhan, 2024, "Time-varying effects of the COVID-19 pandemic on stock markets and economic activity: evidence from the US and Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 51, issue 2, pages 529-558, May, DOI: 10.1007/s10663-024-09608-0.
• Konstantinos N. Baltas & Robert Mann & Nicholaos C. Baltas, 2024, "The COVID-19 Pandemic and Unsustainable PPE Materials: A Correlation and Causality Analysis," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 87, issue 6, pages 1651-1671, June, DOI: 10.1007/s10640-024-00870-1.
• Kyriaki G. Louka & Nektarios A. Michail, 2024, "Oil prices and the euro exchange rate," International Economics and Economic Policy, Springer, volume 21, issue 4, pages 969-983, October, DOI: 10.1007/s10368-024-00622-y.
• Robert Forster & Xiaojin Sun, 2024, "Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR," The Journal of Real Estate Finance and Economics, Springer, volume 69, issue 3, pages 477-504, October, DOI: 10.1007/s11146-022-09902-3.
• David Meenagh & Patrick Minford & Yongdeng Xu, 2024, "Indirect Inference and Small Sample Bias — Some Recent Results," Open Economies Review, Springer, volume 35, issue 2, pages 245-259, April, DOI: 10.1007/s11079-023-09731-8.
• Meng Yan & Kai Shi, 2024, "Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics," Open Economies Review, Springer, volume 35, issue 3, pages 457-495, July, DOI: 10.1007/s11079-023-09734-5.
• Gabriel Rodriguez & Paul Castillo B. & Junior A. Ojeda Cunya, 2024, "Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models," Open Economies Review, Springer, volume 35, issue 5, pages 1015-1050, November, DOI: 10.1007/s11079-023-09742-5.
• Haitham A. Al-Zoubi, 2024, "An affine model for short rates when monetary policy is path dependent," Review of Derivatives Research, Springer, volume 27, issue 2, pages 151-201, July, DOI: 10.1007/s11147-024-09202-3.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2024, "Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1473-1510, November, DOI: 10.1007/s11156-024-01295-z.
• Masahiko Shibamoto, 2024, "Measuring Trend Inflation Using Financial Condition: The Case of Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2024-11, Mar, revised Mar 2026.
• Joseph Briggs & Andrew Chaplin & Soeren Leth-Petersen & Christopher Tonetti, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 24-06, Apr.
• Yu-Ann Wang & Chia-Lin Chang, 2024, "Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1108, Sep.
• Mario Forni & Luca Gambetti & Antonio Granese & Luca Sala & Stefano Soccorsi, 2024, "An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain," Working Papers, Lancaster University Management School, Economics Department, number 414313661.
• Žymantas Budrys & Mario Porqueddu & Andrej Sokol, 2024, "Striking a Bargain: Narrative Identification of Wage Bargaining Shocks," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 121, Mar.
• Federica Brenna & Zymantas Budrys, 2024, "The term structure of judgement: interpreting survey disagreement," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 123, May.
• Stilianos Fountas & Dimitra Kontana & Paraskevi Tzika, 2024, "Uncertainty and financial asset return spillovers: Are they related? Empirical evidence from three continents," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_03, Mar, revised Mar 2024.
• Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024, "UK Foreign Direct Investment in Uncertain Economic Times," Discussion Paper Series, Department of Economics, University of Macedonia, number 2024_04, Apr, revised Apr 2024.
• Francesco Ferlaino, 2024, "Does the financial accelerator accelerate inequalities?," Working Papers, University of Milano-Bicocca, Department of Economics, number 538, May.
• Fabio C. Bagliano & Claudio Morana, 2024, "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Working Papers, University of Milano-Bicocca, Department of Economics, number 546, Oct.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristof, Erzsebet, 2024, "Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 39546, Jan.
• Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.
• Blazsek, Szabolcs & Escribano, Álvaro & Licht, Adrian, 2024, "Anthropogenic effects of climate change: Further evidence from a fractionally integrated ice-age model," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 44712, Oct.
• Gadea Rivas, María Dolores & Gonzalo, Jesús, 2024, "Regional heterogeneity and warming dominance in the United States," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 45017, Nov.
• Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2024, "International vulnerability of inflation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 44814, Nov.
• Glen RAYP & Ilse RUYSSSEN & Samuel STANDAERT, 2024, "Selecting only the best and brightest? An assessment of migration policy selectivity and its effectiveness," JODE - Journal of Demographic Economics, Cambridge University Press, volume 90, issue 3, pages 352-383, September, DOI: 10.1017/dem.2024.9.
• Christian Jorge Carreiro, 2024, "Interdependencia bancaria y transmisión del riesgo soberano: Evidencia de Estados Unidos, Europa y Reino Unido," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 2, issue 5, pages 119-136, Mayo.
• Rayp, Glenn & Ruyssen, Ilse & Standaert, Samuel, 2024, "Selecting only the best and brightest? An assessment of migration policy selectivity and its effectiveness," Journal of Demographic Economics, Cambridge University Press, volume 90, issue 3, pages 352-383, September.
• Issam BOUSALAM & Ahmed KHATTAB & Yahya SALMI, 2024, "Explicative determinants of real exchange rate volatility in Morocco: An econometric approach," Turkish Economic Review, EconSciences Journals, volume 11, issue 3-4, pages 88-101, November.
• Jin Seo Cho & Peter C. B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2411, Oct.
• Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024, "Monetary Policy during the Energy Price Crisis: ECB Could Have Contained Inflation Earlier," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 14, issue 40/41/42, pages 241-247.
• Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024, "Geldpolitik in Zeiten der Energiepreiskrise: EZB hätte Inflation frühzeitiger eindämmen können," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 91, issue 42, pages 657-663.
• Konstantin A. Kholodilin & Malte Rieth, 2024, "Preise am Wohnungsmarkt stabilisieren sich – Nachfrage hoch, Angebot weiter zu knapp," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 91, issue 51/52, pages 847-856.
• Lukas Boer & Malte Rieth, 2024, "The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2072.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2024, "Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2081.
• Martin Bruns & Helmut Lütkepohl & James McNeil, 2024, "Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2095.
• Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2024, "Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2100.
• Martin Bruns & Helmut Lütkepohl, 2024, "Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2103.
• Valérie Mignon & Cécile Couharde & Carl Grekou & Florian Morvillier, 2024, "Reconciling contrasting views on the growth effect of currency undervaluations," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2024-14.
• María Gabriela CUEVA-JIMÉNEZ & Ronny CORREA-QUEZADA & Ana Belén TULCANAZA-PRIETO & Lucía CUEVA-RODRÍGUEZ, 2024, "Crecimiento Económico Y Gasto Militar En El Ecuador: Un Enfoque De Cointegración Y Causalidad, 1960-2019," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 24, issue 1, pages 91-110.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2024, "Quantifying financial stability risks for monetary policy," Research Bulletin, European Central Bank, volume 115.
• Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2024, "Shocked to the core: a new model to understand euro area inflation," Research Bulletin, European Central Bank, volume 117.
• De Santis, Roberto A., 2024, "Supply chain disruption and energy supply shocks: impact on euro area output and prices," Working Paper Series, European Central Bank, number 2884, Jan.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024, "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series, European Central Bank, number 2901, Feb.
• De Santis, Roberto A. & Tornese, Tommaso, 2024, "US monetary policy is more powerful in low economic growth regimes," Working Paper Series, European Central Bank, number 2919, Mar.
• 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.