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

2023

• Bajraj, Gent & Lorca, Jorge & Wlasiuk, Juan M., 2023, "On foreign drivers of emerging markets fluctuations," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106533.
• Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2023, "The confidence channel of U.S. financial uncertainty: Evidence from industry-level data," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106557.
• Motegi, Kaiji & Iitsuka, Yoshitaka, 2023, "Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101840.
• Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023, "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101844.
• Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi, 2023, "Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101870.
• Procasky, William J. & Yin, Anwen, 2023, "Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101877.
• Wang, Jie & Liu, Tangyong & Pan, Na, 2023, "Analyzing quantile spillover effects among international financial markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101881.
• Liu, Jiatong & Mao, Weifang & Qiao, Xingzhi, 2023, "Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101883.
• Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023, "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101924.
• He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023, "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101941.
• Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi, 2023, "Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101950.
• Motie, Golnaz Baradaran & Zeng, Zheng, 2023, "Foreign portfolio investment and the US macroeconomic conditions," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101964.
• Gubareva, Mariya & Bossman, Ahmed & Teplova, Tamara, 2023, "Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101979.
• Liu, Tangyong & Gong, Xu & Ge, Houyi & Wang, Jie, 2023, "Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101988.
• Hafner, Christian M. & Herwartz, Helmut, 2023, "Asymmetric volatility impulse response functions," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110968.
• Serletis, Apostolos & He, Mingyu & Chowdhury, M.M. Islam, 2023, "Chaos in long-maturity real rates," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111039.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2023, "Macro uncertainty in the long run," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111067.
• Berger, Tino & Kempa, Bernd & Zou, Feina, 2023, "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111191.
• De Nora, Giorgia, 2023, "Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111201.
• Winkelried, Diego, 2023, "Simple interpolations of inflation expectations," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111230.
• Kwon, Janghan & Shin, Woongjae, 2023, "Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111234.
• Evgenidis, Anastasios & Fasianos, Apostolos, 2023, "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111241.
• Fresoli, Diego & Poncela, Pilar & Ruiz, Esther, 2023, "Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111246.
• Wu, Ping & Koop, Gary, 2023, "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111247.
• Chang, Jui-Chuan Della & Jansen, Dennis W. & Pagliacci, Carolina, 2023, "Inflation and real GDP growth in the U.S.—Demand or supply driven?," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111274.
• Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert & Shi, Ruoyao, 2023, "The influence function of semiparametric two-step estimators with estimated control variables," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111277.
• Höynck, Christian & Rossi, Luca, 2023, "The drivers of market-based inflation expectations in the euro area and in the US," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111323.
• Cavicchioli, Maddalena, 2023, "Impulse response function analysis for Markov switching var models," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111357.
• Gründler, Daniel, 2023, "Expectations, structural breaks and the recent surge in inflation," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111394.
• Bruns, Martin & Lütkepohl, Helmut, 2023, "Have the effects of shocks to oil price expectations changed?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111416.
• Berger, Tino & Morley, James & Wong, Benjamin, 2023, "Nowcasting the output gap," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 18-34, DOI: 10.1016/j.jeconom.2020.08.011.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 52-69, DOI: 10.1016/j.jeconom.2020.11.006.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023, "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 70-86, DOI: 10.1016/j.jeconom.2021.01.001.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023, "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 389-415, DOI: 10.1016/j.jeconom.2021.08.001.
• Ding, Yashuang (Dexter), 2023, "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 521-543, DOI: 10.1016/j.jeconom.2021.09.012.
• Cai, Zongwu & Chen, Haiqiang & Liao, Xiaosai, 2023, "A new robust inference for predictive quantile regression," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 227-250, DOI: 10.1016/j.jeconom.2021.10.012.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023, "Quasi score-driven models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2021.12.005.
• Hwang, Jungbin & Valdés, Gonzalo, 2023, "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 327-352, DOI: 10.1016/j.jeconom.2021.12.007.
• Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023, "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 133-165, DOI: 10.1016/j.jeconom.2022.02.006.
• Gribisch, Bastian & Hartkopf, Jan Patrick, 2023, "Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 43-64, DOI: 10.1016/j.jeconom.2022.01.007.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023, "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1054-1086, DOI: 10.1016/j.jeconom.2022.04.013.
• Drautzburg, Thorsten & Wright, Jonathan H., 2023, "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1827-1847, DOI: 10.1016/j.jeconom.2023.01.011.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Ho, Paul, 2023, "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 608-642, DOI: 10.1016/j.jeconom.2022.06.004.
• Fiorentini, Gabriele & Sentana, Enrique, 2023, "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 643-665, DOI: 10.1016/j.jeconom.2022.02.010.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Guay, Alain & Pelgrin, Florian, 2023, "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.009.
• Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2023, "We modeled long memory with just one lag!," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.010.
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023, "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.05.005.
• Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao, 2023, "Maximum likelihood estimation for α-stable double autoregressive models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.011.
• Kole, Erik & van Dijk, Dick, 2023, "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105474.
• Fan, Yanqin & Han, Fang & Park, Hyeonseok, 2023, "Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105513.
• Aknouche, Abdelhakim & Francq, Christian, 2023, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.002.
• Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2023, "Dynamic conditional eigenvalue GARCH," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.003.
• Gorgi, P. & Koopman, S.J., 2023, "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.06.010.
• Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023, "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.007.
• Oh, Dong Hwan & Patton, Andrew J., 2023, "Dynamic factor copula models with estimated cluster assignments," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.07.012.
• Blasques, F. & Harvey, A.C. & Koopman, S.J. & Lucas, A., 2023, "Time-Varying Parameters in Econometrics: The editor’s foreword," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.03.007.
• Bandi, Federico M. & Tamoni, Andrea, 2023, "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.012.
• Hallin, Marc & Trucíos, Carlos, 2023, "Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 1-15, DOI: 10.1016/j.ecosta.2021.04.006.
• Hirukawa, Masayuki, 2023, "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 36-61, DOI: 10.1016/j.ecosta.2021.12.001.
• Das, Suman & Roy, Saikat Sinha, 2023, "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.100980.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
• Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023, "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, volume 151, issue C, DOI: 10.1016/j.euroecorev.2022.104254.
• Neri, Stefano, 2023, "Long-term inflation expectations and monetary policy in the euro area before the pandemic," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104426.
• De Graeve, Ferre & Mazzolini, Giulio, 2023, "The maturity composition of government debt: A comprehensive database," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104438.
• Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023, "Are the effects of uncertainty shocks big or small?," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104525.
• Kholodilin, Konstantin A. & Rieth, Malte, 2023, "Viral shocks to the world economy," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104526.
• Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023, "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101019.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Herculano, Miguel C. & Lütkebohmert, Eva, 2023, "Investor sentiment and global economic conditions," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 134-152, DOI: 10.1016/j.jempfin.2023.06.001.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Ringwald, Leopold & Zörner, Thomas O., 2023, "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 293-333, DOI: 10.1016/j.jempfin.2023.07.002.
• Goto, Eiji, 2023, "International comovement of r∗: A case study of the G7 countries," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101425.
• Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023, "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106420.
• Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj, 2023, "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106475.
• Qin, Meng & Zhang, Xiaojing & Li, Yameng & Badarcea, Roxana Maria, 2023, "Blockchain market and green finance: The enablers of carbon neutrality in China," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106501.
• Blazsek, Szabolcs & Escribano, Alvaro, 2023, "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2023.106522.
• Elder, John & Payne, James E., 2023, "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106556.
• Apergis, Nicholas & Pan, Wei-Fong & Reade, James & Wang, Shixuan, 2023, "Modelling Australian electricity prices using indicator saturation," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106616.
• Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023, "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106627.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2023, "Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106620.
• Wei, Jia & Wen, Jun & Wang, Xiao-Yang & Ma, Jie & Chang, Chun-Ping, 2023, "Green innovation, natural extreme events, and energy transition: Evidence from Asia-Pacific economies," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106638.
• Su, Chi Wei & Shao, Xuefeng & Jia, Zhijie & Nepal, Rabindra & Umar, Muhammad & Qin, Meng, 2023, "The rise of green energy metal: Could lithium threaten the status of oil?," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106651.
• Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2023, "A weekly structural VAR model of the US crude oil market," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106656.
• Anand, B. & Paul, Sunil & Nair, Aswathi R., 2023, "Time-varying effects of oil price shocks on financial stress: Evidence from India," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106703.
• Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023, "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106727.
• Verbrugge, Randal & Zaman, Saeed, 2023, "The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106733.
• Wang, Xiaoyuan & Wang, Jiahaoran & Guan, Weimin & Taghizadeh-Hesary, Farhad, 2023, "Role of ESG investments in achieving COP-26 targets," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106757.
• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
• Le, Trung H. & Pham, Linh & Do, Hung X., 2023, "Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106787.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben, 2023, "Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106861.
• Tian, Guangning & Peng, Yuchao & Meng, Yuhao, 2023, "Forecasting crude oil prices in the COVID-19 era: Can machine learn better?," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106788.
• Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023, "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106798.
• Ahmed, M. Iqbal & Farah, Quazi Fidia & Kishan, Ruby P., 2023, "Oil price uncertainty and unemployment dynamics: Nonlinearities matter," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106806.
• Okhrin, Yarema & Uddin, Gazi Salah & Yahya, Muhammad, 2023, "Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106853.
• Uddin, Gazi Salah & Luo, Tianqi & Yahya, Muhammad & Jayasekera, Ranadeva & Rahman, Md Lutfur & Okhrin, Yarema, 2023, "Risk network of global energy markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106882.
• Lucey, Brian & Ren, Boru, 2023, "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106812.
• Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023, "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106891.
• An, Zidong & Sheng, Xuguang Simon & Zheng, Xinye, 2023, "What is the role of perceived oil price shocks in inflation expectations?," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106950.
• Nonejad, Nima, 2023, "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106964.
• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023, "Long monthly European temperature series and the North Atlantic Oscillation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107003.
• Wu, Xinyu & Jiang, Zhengting, 2023, "Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107004.
• Huszár, Zsuzsa R. & Kotró, Balázs B. & Tan, Ruth S.K., 2023, "Dynamic volatility transfer in the European oil and gas industry," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107052.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107080.
• Declerck, Francis & Hikouatcha, Prince & Tchoffo, Guillaume & Tédongap, Roméo, 2023, "Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107127.
• Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023, "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107167.
• Vatsa, Puneet & Baek, Jungho, 2023, "Asymmetric influence of oil demand and supply shocks on meat commodities," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107175.
• Bastianin, Andrea & Casoli, Chiara & Galeotti, Marzio, 2023, "The connectedness of Energy Transition Metals," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107183.
• Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023, "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107194.
• Jiti Gao & Bin Peng & Yayi Yan, 2023, "Time-Varying Vector Error-Correction Models: Estimation and Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/23.
• Jiti Gao & Bin Peng & Yayi Yan, 2023, "Higher-order Expansions and Inference for Panel Data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/23.
• Jiti Gao & Bin Peng & Yayi Yan, 2023, "A Localised Neural network with Dependent Data: Estimation and Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/23.
• Bo Zhang & Jiti Gao & Guangming Pan & Yanrong Yang, 2023, "Eigen-Analysis for High-Dimensional Time Series Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 22/23.
• Gregory de Walque & Thomas Lejeune & Ansgar Rannenberg & Rafael Wouters, 2023, "BEMGIE: Belgian Economy in a Macro General and International Equilibrium model," Working Paper Research, National Bank of Belgium, number 435, Mar.
• Kris Boud & Arno De Block & Geert Langenus & Peter Reusens, 2023, "Nowcasting GDP through the lens of economic states," Working Paper Research, National Bank of Belgium, number 445, Dec.
• Karol Szafranek & Grzegorz Szafrański & Agnieszka Leszczyńska-Paczesna, 2023, "Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR," NBP Working Papers, Narodowy Bank Polski, number 357.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2023".
• Francesco Bianchi & Giovanni Nicolò & Dongho Song, 2023, "Inflation and Real Activity over the Business Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 31075, Mar.
• Josh Davis & Cristian Fuenzalida & Leon Huetsch & Benjamin Mills & Alan M. Taylor, 2023, "Global Natural Rates in the Long Run: Postwar Macro Trends and the Market-Implied r* in 10 Advanced Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 31787, Oct.
• Willi Semmler & Fabio Della Rossa & Giuseppe Orlando & Gabriel R. Padro Rosario & Levent Kockesen, 2023, "Resilience and complex dynamics - safeguarding local stability against global instability," Working Papers, New School for Social Research, Department of Economics, number 2305, Apr.
• Maria Cristina Barbieri Goes & Joana David Avritzer, 2023, "Monetary Policy, Distribution and Autonomous Demand in the US," Working Papers, New School for Social Research, Department of Economics, number 2307, Jun.
• Willi Semmler & Fabio Della Rossa & Giuseppe Orlando & Gabriel R. Padro Rosario & Levent Kockesen, 2023, "Endogenous Economic Resilience, Loss of Resilience, Persistent Cycles, Multiple Attractors, and Disruptive Contractions," Working Papers, New School for Social Research, Department of Economics, number 2309, Jul.
• Roberto Leon-Gonzalez & Blessings Majoni, 2023, "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers, National Graduate Institute for Policy Studies, number 23-07, Jun.
• Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
• Bhattacharya, Rudrani, 2023, "Does Monetary Policy in India Anchor Inflation Expectation?," Working Papers, National Institute of Public Finance and Policy, number 23/395, Apr.
• Mirjana Miletic, Danilo Cerovic and Aleksandar Tomin & Mirjana Miletic & Danilo Cerovic & Aleksandar Tomin, 2023, "Impact of global supply disruptions and energy prices on inflation in European countries," Working Papers Bulletin, National Bank of Serbia, number 19, Sep.
• Gunnar BÃ¥rdsen & Ragnar Nymoen, 2023, "Dynamic time series modelling and forecasting of COVID-19 in Norway," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 19623, May.
• Teresa Messner & Thomas Zörner, 2023, "Aggregate price pressures along the supply chain: a euro area perspective," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/22-Q1/, pages 21-32.
• Karsten Kohler & Engelbert Stockhammer, 2023, "Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 32, issue 2, pages 551-572.
• Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023, "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 1-72.
• Tobias Hartl & Roland Jucknewitz, 2023, "Multivariate Fractional Components Analysis," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 880-914.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023, "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 915-958.
• Anne Lundgaard, 2023, "A Joint Model for the Term Structure of Interest Rates and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1196-1227.
• Luc Bauwens & Edoardo Otranto, 2023, "Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1376-1401.
• A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023, "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1759-1790.
• Luisa Corrado & Edgar Silgado-Gómez, 2023, "Assessing the effects of fiscal policy news under imperfect information," Oxford Economic Papers, Oxford University Press, volume 75, issue 2, pages 574-587.
• Eleftheria Kafousaki & Stavros Degiannakis, 2023, "Forecasting VIX: the illusion of forecast evaluation criteria," Economics and Business Letters, Oviedo University Press, volume 12, issue 3, pages 231-240.
• Andrei Cristian Spulbar, 2023, "Exploring the Dynamics of Digital Assets through Vector Autoregressive Modeling (VAR): Implications for Fintech and Financial Systems," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 866-876, December.
• Abdulkarim Yusuf & Saidatulakmal Mohd, 2023, "Growth and Fiscal Effects of Insecurity on the Nigerian Economy," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 35, issue 4, pages 743-769, August, DOI: 10.1057/s41287-022-00531-3.
• Mikhail Stolbov & Daniil Parfenov, 2023, "Credit risk linkages in the international banking network, 2000–2019," Risk Management, Palgrave Macmillan, volume 25, issue 3, pages 1-38, September, DOI: 10.1057/s41283-023-00126-0.
• Guido Ascari & Paolo Bonomolo & Qazi Haque, 2023, "The Long-Run Phillips Curve is ... a Curve," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 213, Jul.
• Alexis Stenfors & Lilian Muchimba, 2023, "The Transmission Mechanism of Stress in the International Banking System," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2023-03, Apr.
• Alexander Meléndez Holguín & Gabriel Rodríguez, 2023, "Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2023-516, DOI: 10.18800/2079-8474.0516.
• Gustavo Ganiko & Alvaro Jiménez, 2023, "Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2023-520, DOI: 10.18800/2079-8474.0520.
• Flavio Pérez Rojo & Gabriel Rodríguez, 2023, "Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2023-523, DOI: 10.18800/2079-8474.0523.
• Viviane Naimy & Rim El Khoury & José-María Montero & Jana Souk, 2023, "Post-Brexit exchange rate volatility and its impact on UK exports to eurozone countries: A bounds testing approach," Oeconomia Copernicana, Institute of Economic Research, volume 14, issue 1, pages 135-168, March, DOI: 10.24136/oc.2023.004.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Gold and silver as safe havens: A fractional integration and cointegration analysis," PLOS ONE, Public Library of Science, volume 18, issue 3, pages 1-9, March, DOI: 10.1371/journal.pone.0282631.
• Kumar, Anshul, 2023, "A basic two-sector new Keynesian DSGE model of the Indian economy," MPRA Paper, University Library of Munich, Germany, number 115863, Jan.
• Tunio, Mohsin Waheed, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," MPRA Paper, University Library of Munich, Germany, number 116030, Jan.
• Zaman, Khalid, 2023, "A Note on Cross-Panel Data Techniques," MPRA Paper, University Library of Munich, Germany, number 116119, Jan, revised 15 Jan 2023.
• Aqib, Muhammad & Zaman, Khalid, 2023, "Greening the Workforce: The Power of Investing in Human Capital," MPRA Paper, University Library of Munich, Germany, number 116263, Jan, revised 05 Feb 2023.
• Khan, Majid, 2023, "Shifting Gender Roles in Society and the Workplace: Implications for Environmental Sustainability," MPRA Paper, University Library of Munich, Germany, number 116306, Jan, revised 11 Feb 2023.
• Saccal, Alessandro, 2023, "A finite, empirically useless and almost sure VAR representation for all minimal transition equations," MPRA Paper, University Library of Munich, Germany, number 116435, Feb.
• Khan, Muhammad Tufail & Imran, Muhammad, 2023, "Unveiling the Carbon Footprint of Europe and Central Asia: Insights into the Impact of Key Factors on CO2 Emissions," MPRA Paper, University Library of Munich, Germany, number 116484, Jan, revised 22 Feb 2023.
• Tonni, Lorenzo, 2023, "Business cycle and factor income shares: a VAR sign restrictions approach," MPRA Paper, University Library of Munich, Germany, number 116527, Feb.
• Mohajan, Devajit & Mohajan, Haradhan, 2023, "Sensitivity Analysis for Profit Maximization with Respect to Per Unit Cost of Subsidiary Raw Materials," MPRA Paper, University Library of Munich, Germany, number 116538, Jan, revised 10 Jan 2023.
• Fantazzini, Dean, 2023, "Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models," MPRA Paper, University Library of Munich, Germany, number 117141.
• MULOWAYI, Francis K. & PINSHI, Christian P., 2023, "Lucas Paradox, Institutional Quality and Corruption: Evidence from D.R. Congo," MPRA Paper, University Library of Munich, Germany, number 117370.
• PINSHI, Christian P., 2023, "Claims, Deposits and Financial Conditions in DR Congo: Impact of COVID-19 on the Financial System," MPRA Paper, University Library of Munich, Germany, number 117381.
• Jackson, Emerson Abraham & Barrie, Mohamed Samba & Tamuke, Edmund, 2023, "Effectiveness of the Interest Rate Channel of Monetary Policy Transmission Mechanism in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 117478, May, revised 06 May 2023.
• del Barrio Castro, Tomás & Osborn, Denise R., 2023, "Periodic Integration and Seasonal Unit Roots," MPRA Paper, University Library of Munich, Germany, number 117935, revised 2023.
• Ellalee, Haider & Al-Qaysi, Israa I., 2023, "Digital Government a Pathway to Sustainable Development," MPRA Paper, University Library of Munich, Germany, number 118178, Jul, revised Aug 2023.
• Mohajan, Devajit, 2023, "Mathematical Analysis of an Industry When Cost of Principal Raw Materials Increase: A Nonlinear Budget Constraint Attempt," MPRA Paper, University Library of Munich, Germany, number 118933, Jun.
• Ardia, David & Dufays, Arnaud & Ordás Criado, Carlos, 2023, "Linking Frequentist and Bayesian Change-Point Methods," MPRA Paper, University Library of Munich, Germany, number 119486, Dec.
• Liu, Jia & Maheu, John M & Song, Yong, 2023, "Identification and Forecasting of Bull and Bear Markets using Multivariate Returns," MPRA Paper, University Library of Munich, Germany, number 119515.
• Kishor, N. Kundan, 2023, "Estimating Expected Asset Returns With the Present Value Model of Consumption and Fed Forecasts," MPRA Paper, University Library of Munich, Germany, number 119617, Dec.
• Arigoni, Filippo & Lenarčič, Črt, 2023, "Foreign economic policy uncertainty shocks and real activity in the Euro area," MPRA Paper, University Library of Munich, Germany, number 120022, Aug.
• Suproń, Błażej, 2023, "Asymmetric impact of different types of road transport on economic growth in the Visegrad Group countries: An empirical analysis of the NARDL framework," MPRA Paper, University Library of Munich, Germany, number 125426, Dec.
• Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang, 2023, "Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?," Working Papers, University of Pretoria, Department of Economics, number 202301, Jan.
• Elie Bouri & David Gabauer & Rangan Gupta & Harald Kinateder, 2023, "Geopolitical Risk and Inflation Spillovers across European and North American Economies," Working Papers, University of Pretoria, Department of Economics, number 202304, Mar.
• Afees A. Salisu & Riza Demirer & Rangan Gupta, 2023, "Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202308, Apr.
• Christophe Andre & Petre Caraiani & Rangan Gupta, 2023, "Fiscal Policy and Stock Markets at the Effective Lower Bound," Working Papers, University of Pretoria, Department of Economics, number 202309, May.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Renee van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Working Papers, University of Pretoria, Department of Economics, number 202311, May.
• Rangan Gupta & Savanah Hall & Christian Pierdzioch, 2023, "Realized Stock Market Volatility of the United States: The Role of Employee Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202319, Jul.
• Desiree M. Kunene & Renee van Eyden & Petre Caraiani & Rangan Gupta, 2023, "The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020," Working Papers, University of Pretoria, Department of Economics, number 202321, Jul.
• Afees A. Salisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2023, "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model," Working Papers, University of Pretoria, Department of Economics, number 202323, Aug.
• Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2023, "Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States," Working Papers, University of Pretoria, Department of Economics, number 202324, Aug.
• Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers, University of Pretoria, Department of Economics, number 202326, Sep.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni & Petre Caraiani, 2023, "Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202327, Sep.
• Santino Del Fava & Rangan Gupta & Christian Pierdzioch & Lavinia Rognone, 2023, "Forecasting International Financial Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202329, Sep.
• Afees A. Salisu & Rangan Gupta & Oguzhan Cepni, 2023, "Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach," Working Papers, University of Pretoria, Department of Economics, number 202330, Sep.
• Chevaughn van der Westhuizen & Renee van Eyden & Goodness C. Aye, 2023, "Monetary Policy Effectiveness in the Face of Uncertainty: The Real Macroeconomic Impact of a Monetary Policy Shock in South Africa during High and Low Uncertainty States," Working Papers, University of Pretoria, Department of Economics, number 202331, Oct.
• Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 202332, Oct.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2023, "Energy-Related Uncertainty and International Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202336, Dec.
• Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri, 2023, "Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 202337, Dec.
• Cansin Kemal Can, 2023, "Estimating Bohn's Fiscal Sustainability Model with Temporal Variation: Evidence from Turkey," Prague Economic Papers, Prague University of Economics and Business, volume 2023, issue 1, pages 61-83, DOI: 10.18267/j.pep.822.
• Burhan Biçer & Almila Burgac Cil, 2023, "Symmetric and Asymmetric Dynamics of Output Gap and Inflation Relation for Turkish Economy," Prague Economic Papers, Prague University of Economics and Business, volume 2023, issue 5, pages 520-549, DOI: 10.18267/j.pep.842.
• Yusuf Yildirim & Anirban Sanyal, 2023, "Financial Stress and Effect on Real Economy: Turkish Experience," Politická ekonomie, Prague University of Economics and Business, volume 2023, issue 1, pages 46-67, DOI: 10.18267/j.polek.1370.
• Petr Frejlich & Helena Chytilová & Vojtěch Kotrba & Pavel Kotrba, 2023, "Experimentální ověření platnosti Barrovy-Ricardovy ekvivalence
  [Experimental Verification of Barro-Ricardo Equivalence Theorem]," Politická ekonomie, Prague University of Economics and Business, volume 2023, issue 4, pages 366-389, DOI: 10.18267/j.polek.1387.
• Nuwat Nookhwun & Pym Manopimoke, 2023, "Disaggregated Inflation Dynamics in Thailand: Which Shocks Matter?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 211, Dec.
• Haroon Mumtaz & Angeliki Theophilopoulou, , "The distributional effects of climate change. An empirical analysis," Working Papers, Queen Mary University of London, School of Economics and Finance, number 966.
• Adrian Jimenez-Gomez & Hector Flores-Marquez, 2023, "Determinants of the remittances sent to Mexico 1980-2022 was there a structural change?," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 20, issue 2, pages 1-30, Julio-Dic.
• Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2023, "Identification and Inference under Narrative Restrictions," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2023-07, Oct, DOI: 10.47688/rdp2023-07.
• Lahura, Erick & Pumacahua, Luz & Sosa, Rebeca, 2023, "Análisis textual y legibilidad de las Notas Informativas de la política monetaria en el Perú: 2001-2021," Working Papers, Banco Central de Reserva del Perú, number 2023-004, Aug.
• Ganiko, Gustavo & Jiménez, Alvaro, 2023, "Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR," Working Papers, Banco Central de Reserva del Perú, number 2023-010, Dec.
• Lahura, Erick & Vega, Marco, 2023, "Estimation and assessment of measures of the natural rate of interest: Evidence from Latin American economies with inflation targeting," Working Papers, Banco Central de Reserva del Perú, number 2023-014, Dec.
• Cristina Balint, 2023, "The Impact of the Macroeconomic Factors on the Bucharest Stock Exchange during the Latest Crisis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 26, issue 86, pages 54-66, December,.