Research classified by Journal of Economic Literature (JEL) codes

---

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

---

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

• 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.
• Georgiana Plesa, 2024, "Regime-Dependent Effects of Uncertainty Shocks. A Markov-Switching Approach for Central Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 1, pages 105-140, March.
• Jaromir Baxa & Tomas Sestorad, 2024, "How Different are the Alternative Economic Policy Uncertainty Indices? The Case of European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/3, Jan, revised Jan 2024.
• Jaromir Baxa & Tomas Sestorad, 2024, "Economic Policy Uncertainty in Europe: Spillovers and Common Shocks," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/34, Sep, revised Sep 2024.
• Tomas Sestorad & Natalie Dvorakova, 2024, "Origins of Post-COVID-19 Inflation in Central European Countries," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/36, Oct, revised Oct 2024.
• Andrea Bastianin & Elisabetta Mirto & Yan Qin & Luca Rossini, 2024, "What drives the European carbon market? Macroeconomic factors and forecasts," Working Papers, Fondazione Eni Enrico Mattei, number 2024.02, Feb.
• Emanuele Bacchiocchi & Andrea Bastianin & Graziano Moramarco, 2024, "Macroeconomic Spillovers of Weather Shocks across U.S. States," Working Papers, Fondazione Eni Enrico Mattei, number 2024.09, Jun.
• Emanuele Bacchiocchi & Andrea Bastianin & Toru Kitagawa & Elisabetta Mirto, 2024, "Partially identified heteroskedastic SVARs," Working Papers, Fondazione Eni Enrico Mattei, number 2024.15, Jun.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
• Atsushi Inoue & Lutz Kilian, 2024, "When Is the Use of Gaussian-inverse Wishart-Haar Priors Appropriate?," Working Papers, Federal Reserve Bank of Dallas, number 2404, Jul, DOI: 10.24149/wp2404.
• Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2024, "Nonparametric Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2414, Nov, DOI: 10.24149/wp2414.
• Luis Ceballos & Jens H. E. Christensen & Damian Romero, 2024, "A Post-Pandemic New Normal for Interest Rates in Emerging Bond Markets? Evidence from Chile," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-04, Aug, DOI: 10.24148/wp2024-04.
• Jens H. E. Christensen & Sarah Mouabbi, 2024, "The Natural Rate of Interest in the Euro Area: Evidence from Inflation-Indexed Bonds," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-08, Mar, DOI: 10.24148/wp2024-08.
• Jens H. E. Christensen & Mark M. Spiegel, 2024, "Inflation Expectations, Liquidity Premia and Global Spillovers in Japanese Bond Markets," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-12, Jul, DOI: 10.24148/wp2024-12.
• Jens H. E. Christensen & Xin Zhang, 2025, "Quantitative Easing, Bond Risk Premia and the Exchange Rate in a Small Open Economy," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-13, Aug, DOI: 10.24148/wp2024-13.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-24, Aug, DOI: 10.24148/wp2024-24.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024, "Inference for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2024-29, Aug, DOI: 10.24148/wp2024-29.
• 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.
• Mehmet UZUN, 2024, "The Examination of the Relationship Between Bitcoin (BTC) Trading Volume in Türkiye and Google Trends Data on Bitcoin Searches in Google Search Engine," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1420143.
• 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.
• Sisipho Fani & Andrew Phiri, 2024, "State Antiquity and Early Agricultural Transition as Deep Roots of Economic Development in Africa," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 22, issue 2 (Summer, pages 103-119, DOI: 10.26493/1854-6935.22.103-119.
• 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.
• Shun Maruyama & Toyo Hosoe & Kazuaki Miyachi, 2024, "A Framework for Macroeconomic Analysis focusing on Net Lending/Borrowing across the Government, Private, and Overseas Sectors," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 20, issue 3, pages 1-32, April, DOI: 10.57520/prippr.20-3-1.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2024, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/24, DOI: 10.26180/28757225.
• Ziyan Zhao & Pengyu Liu & Guoxin Song, 2024, "The Impact of Tax Policy on Economic Growth from Aggregate and Structural Tax Perspective in China: A LT-TVP-FAVAR Approach," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2402, Feb.
• Miriam Braig & Sebastian K. Rüth & Wouter Van der Veken, 2024, "Exchange rate overshooting: unraveling the puzzles," Working Paper Research, National Bank of Belgium, number 455, Sep.
• Paweł Radwański, 2024, "Impact of tax changes on the risk premium of the WIG index," Bank i Kredyt, Narodowy Bank Polski, volume 55, issue 3, pages 333-356.
• James Bushnell & Aaron Smith, 2024, "Modeling Uncertainty in Climate Policy: An Application to the US Inflation Reduction Act," NBER Chapters, National Bureau of Economic Research, Inc, "Environmental and Energy Policy and the Economy, volume 6".
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 32166, Feb.
• Joseph S. Briggs & Andrew Caplin & Søren Leth-Petersen & Christopher Tonetti, 2024, "Identification of Marginal Treatment Effects using Subjective Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 32309, Apr.
• Thomas Drechsel, 2024, "Estimating the Effects of Political Pressure on the Fed: A Narrative Approach with New Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32461, May.
• José Luis Montiel Olea & Mikkel Plagborg-Møller & Eric Qian & Christian K. Wolf, 2024, "Double Robustness of Local Projections and Some Unpleasant VARithmetic," NBER Working Papers, National Bureau of Economic Research, Inc, number 32495, May.
• Christiane Baumeister & Florian Huber & Massimiliano Marcellino, 2024, "Risky Oil: It's All in the Tails," NBER Working Papers, National Bureau of Economic Research, Inc, number 32524, May.
• Paul Beaudry & Fabrice Collard & Patrick Fève & Alain Guay & Franck Portier, 2024, "Dynamic Identification in VARs," NBER Working Papers, National Bureau of Economic Research, Inc, number 32598, Jun.
• Thorsten Drautzburg & Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Dick Oosthuizen, 2024, "Filtering with Limited Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 32754, Jul.
• Òscar Jordà & Alan M. Taylor, 2024, "Local Projections," NBER Working Papers, National Bureau of Economic Research, Inc, number 32822, Aug.
• Christiane Baumeister & Florian Huber & Thomas K. Lee & Francesco Ravazzolo, 2024, "Forecasting Natural Gas Prices in Real Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 33156, Nov.
• Joshua Angrist & Bruno Ferman & Carol Gao & Peter Hull & Otavio L. Tecchio & Robert W. Yeh, 2024, "Instrumental Variables with Time-Varying Exposure: New Estimates of Revascularization Effects on Quality of Life," NBER Working Papers, National Bureau of Economic Research, Inc, number 33296, Dec.
• Teterin, M. & Peresetsky, A., 2024, "Google Trends and Bitcoin volatility forecast," Journal of the New Economic Association, New Economic Association, volume 65, issue 4, pages 118-135, DOI: 10.31737/22212264_2024_4_118-135.
• Roberto Leon-Gonzalez & Blessings Majon, 2024, "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-02, Apr.
• Roberto Leon-Gonzalez & Blessings Majon, 2024, "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 24-03, Apr.
• Chakraborty, Lekha, 2024, "RBI's Monetary Policy, Fiscal Deficits and Financial Crowding Out in India: An Empirical Investigation," Working Papers, National Institute of Public Finance and Policy, number 24/414, Jul.
• Iva Glišic, 2024, "A comparison of using MIDAS and LSTM models for GDP nowcasting," Working Papers Bulletin, National Bank of Serbia, number 22, Mar.
• A. Bourgeois & B. Favetto, 2024, "Construction d’intervalles de confiance et relecture du passe avec le modèle Mesange," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2024-07.
• Kostadinka Stanimirova, 2024, "Modern Trends in the Purchasing Power of the Bulgarian Population," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 148-156, March.
• Maximilian Böck & Alina Steshkova & Thomas Zörner, 2024, "The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy (Maximilian Boeck, Alina Steshkova, Thomas O. Zörner)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 258, Sep.
• Nathan S Balke & Xin Jin & Mine Yücel, 2024, "The Shale Revolution and the Dynamics of the Oil Market," The Economic Journal, Royal Economic Society, volume 134, issue 662, pages 2252-2289.
• Ke-Li Xu & Junjie Guo, 2024, "A New Test for Multiple Predictive Regression," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 119-156.
• Andréas Heinen & Mi Lim Kim & Malika Hamadi, 2024, "Geographic Dependence and Diversification in House Price Returns: The Role of Leverage," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 297-334.
• Rafael P Alves & Diego S de Brito & Marcelo C Medeiros & Ruy M Ribeiro, 2024, "Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 696-742.
• Zongwu Cai & Seong Yeon Chang, 2024, "A New Test on Asset Return Predictability with Structural Breaks," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1042-1074.
• Luca Mucciante & Alessio Sancetta, 2024, "Estimation of an Order Book Dependent Hawkes Process for Large Datasets," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1098-1129.
• Yun Luo & Gloria González-Rivera, 2024, "A Truncated Mixture Transition Model for Interval-Valued Time Series," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1130-1169.
• Leonardo Bargigli & Giulio Cifarelli, 2024, "Endogenous Volatility in the Foreign Exchange Market," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 773-807.
• Karim M Abadir & Gabriel Talmain, 2024, "Beyond Co-integration: New Tools for Inference on Co-movements," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 839-867.
• Minseog Oh & Donggyu Kim, 2024, "Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 954-1005.
• Donggyu Kim & Minseog Oh & Xinyu Song & Yazhen Wang, 2024, "Factor Overnight GARCH-Itô Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1209-1235.
• Thomas Giroux & Julien Royer & Olivier David Zerbib, 2024, "Empirical Asset Pricing with Score-Driven Conditional Betas†," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1310-1344.
• Valentin Patilea & Hamdi Raïssi, 2024, "Powers Correlation Analysis of Returns with a Non-stationary Zero-Process," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1345-1371.
• A Ronald Gallant & Halbert L White, 2024, "Finite Lag Estimation of Non-Markovian Processes," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1656-1671.
• Massimiliano Caporin & Tommaso Di Fonzo & Daniele Girolimetto, 2024, "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1759-1784.
• Ricardo Alexander Apolinar Cárdenas & Pavel Vidal Alejandro & Javier Díaz Castro, 2024, "Inversión Extranjera Directa y desarrollo humano en Colombia: el caso del sector minero energético (1990-2021)
  [Foreign Direct Investment and human development in Colombia: the case of energy mining sector (1990-2021)]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 38, pages 1-31, December, DOI: https://doi.org/10.46661/rev.metodo.
• Lorenzo Mori & Gert Peersman, 2024, "Estimating the Macroeconomic Effects of Oil Supply News," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0314, Nov.
• Itamar Caspi & Amit Friedman & Sigal Ribon, 2024, "Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 66, issue 3, pages 454-481, September, DOI: 10.1057/s41294-024-00236-y.
• Maria Teresa Medeiros Garcia & Simão Rodrigues Abreu, 2024, "Banking stability determinants: evidence from Portugal," Journal of Banking Regulation, Palgrave Macmillan, volume 25, issue 2, pages 160-178, June, DOI: 10.1057/s41261-023-00222-x.
• Giorgio Massari & Luca Portoghese & Patrizio Tirelli, 2024, "Whither Liquidity Shocks? Implications for R∗ and Monetary Policy," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 217, Mar.
• Pablo Lorenzo Villacampa Portuguez, 2024, "Savings, Investment, Terms of Trade, and Sustainability of the Internal Approach: 1993 - 2019," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 47, issue 93, pages 89-124.
• Brenda Guevara & Gabriel Rodríguez & Lorena Yamuca Salvatierra, 2024, "External Shocks and Economic Fluctuations in Peru: Empirical Evidence using Mixture Innovation TVP-VAR-SV Models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-529, DOI: 10.18800/2079-8474.0529.
• Mauricio Alvarado & Gabriel Rodríguez, 2024, "Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-531, DOI: 10.18800/2079-8474.0531.
• Gabriel Rodríguez & Luis Surco, 2024, "Modeling the trend, persistence, and volatility of inflation in Pacific Alliance countries: an empirical application using a model with inflation bands," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-533, DOI: 10.18800/2079-8474.0533.
• Gabriel Rodriguez & Paola Alvarado Silva & Moisés Cáceres Quispe, 2024, "Regime-Switching, Stochastic Volatility and Impacts of Monetary Policy Shocks on Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-537, DOI: 10.18800/2079-8474.0537.
• Gabriel Rodriguez & Joseph Santisteban, 2024, "Regime-Switching, Stochastic Volatility, Fiscal Policy Shocks and Macroeconomic Fluctuations in Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2024-539, DOI: 10.18800/2079-8474.0539.
• Minsu Chang & Frank Schorfheide, 2024, "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-003, 02.
• Thorsten Drautzburg & Jesus Fernandez-Villaverde & Pablo Guerron-Quintana & Dick Oosthuizen, 2024, "Filtering with Limited Information," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-016, Jul.
• Da Huo, Da, 2024, "Efficient Estimation of Stochastic Parameters: A GLS Approach," MPRA Paper, University Library of Munich, Germany, number 119731, Jan.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2024, "Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole
  [ROP, RIP, and R effects on RSP, symmetric or asymmetric? case of oil exporter and importer countries]," MPRA Paper, University Library of Munich, Germany, number 120938, May.
• Francq, Christian & Zakoian, Jean-Michel, 2024, "Finite moments testing in a general class of nonlinear time series models," MPRA Paper, University Library of Munich, Germany, number 121193, Jun.
• Ibanez, Francisco & Urga, Giovanni, 2024, "Incorporating Market Regimes into Large-Scale Stock Portfolios: A Hidden Markov Model Approach," MPRA Paper, University Library of Munich, Germany, number 121552, Jul.
• Bakari, Sayef, 2024, "Link among Domestic Investments, Exports and Economic Growth: New Evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 121604.
• Bakari, Sayef, 2024, "Causality between Domestic Investment and Economic Growth: New Evidence from Argentina," MPRA Paper, University Library of Munich, Germany, number 121799.
• C, Prasanth & Chakraborty, Lekha & K Shihab, Nehla, 2024, "Interest Rate Determination in India: Analyzing RBI’s Post-Covid Monetary Policy Stance Using High Frequency Data," MPRA Paper, University Library of Munich, Germany, number 122345, Oct.
• Dayoro, Donatien, 2024, "Hybrid Model Construction for Integrating Climate Risks into Côte d'Ivoire's Economic Policy: Theoretical Approach and Management Strategies," MPRA Paper, University Library of Munich, Germany, number 122877, Nov, revised 05 Dec 2024.
• Korobova, Elena & Fantazzini, Dean, 2024, "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper, University Library of Munich, Germany, number 122951.
• Gil-Alana, Luis A. & Yaya, OlaOluwa S & Adesina, Oluwaseun A. & Vo, Xuan Vinh, 2024, "Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations," MPRA Paper, University Library of Munich, Germany, number 123108, Dec.
• Vîntu, Denis, 2024, "Heterogeneous Effects of Fiscal Rules Under the Maastricht Fiscal Criterion: Budget Fiscal Deficit and Debt Sustainability Analysis," MPRA Paper, University Library of Munich, Germany, number 125855, Oct, revised Oct 2024.
• Roudari, Soheil & Maghsoodi, Hamidreza & Ahmadian- Yazdi, Farzaneh, 2024, "تورم، نرخ ارز، مخارج دولت و نقدینگی: اثرپذیر یا اثرگذار؟ شواهدی جدید از رویکرد Tvp-Var-Sv
  [Inflation, Exchange Rate, Government Spending, and Liquidity: Effect to or Effect from?New Evidence of TVP-VAR-SV]," MPRA Paper, University Library of Munich, Germany, number 127037, Apr.
• Farahanifard, Saeed & Rahimi Kahkashi, Sanaz & Roudari, Soheil, 2024, "طراحی سبد بهینه پویای سرمایه گذاری با حداقل ریسک: شواهدی جدید از الگوی خودرگرسیون برداری متغیر در زمان
  [Dynamic Optimal Portfolio Design with Minimum Risk: New Evidence from the Time Varying Parameter Vector Autoregression Model]," MPRA Paper, University Library of Munich, Germany, number 127332, Oct, revised 16 Feb 2025.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Probabilistic Quantile Factor Analysis," MPRA Paper, University Library of Munich, Germany, number 128773, Aug.
• Korobilis, Dimitris & Schroeder, Maximilian, 2024, "Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach," MPRA Paper, University Library of Munich, Germany, number 128774, Apr.
• Bahaa Aly, Tarek & Ahmed, El-Masry, 2024, "Directional Macroeconomic Forecasting: Robustness of KNN versus Flexibility of ANN and SVM on Limited Data," MPRA Paper, University Library of Munich, Germany, number 129067, Jan.
• Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention," Working Papers, University of Pretoria, Department of Economics, number 202401, Jan.
• Wenting Liao & Xin Sheng & Rangan Gupta & Sayar Karmakar, 2024, "Extreme Weather Shocks and State-Level Inflation of the United States," Working Papers, University of Pretoria, Department of Economics, number 202402, Jan.
• Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
• Afees A. Salisu & Ahamuefula E.Oghonna & Rangan Gupta & Oguzhan Cepni, 2024, "Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202409, Mar.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024, "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202415, Apr.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Qiang Ji, 2024, "Energy Market Uncertainties and Exchange Rate Volatility: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202418, Apr.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
• Rangan Gupta & Christian Pierdzioch, 2024, "Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices," Working Papers, University of Pretoria, Department of Economics, number 202423, Jun.